HomeMy WebLinkAboutMINUTES - 06272000 - C118 fil BOARD OF SUPERVISORS , r Contra
FROM:
William J. Pollack,Treasurer-Tax Collector Costa
OATH `✓County
Jane 13, 2000
SUBJECT; TREASURER'S INVESTMENT POLICY AS OF JUNE, 2000
SPECIFIC REOUEST(S)OR RECOMMENDATION($)A BACKGROUND AND JUSTIFICATION
R COMMENDATION(S):
ACCEPT the Treasurer's Investment Policy as of June, 2000.
BACKGROUND/REASON(S) FOR REC0MMENDATI0NW:
Pursuant to Government Code Section 27133, at the May 9, 2000,Treasury Oversight Committee
meeting,the Committee reviewed and recommended one revision to the December, 9999,
Investment Policy. An additional policy restriction was included. The change prohibits the purchase
of all legal investments issued by tobacco-related companies.
Except for the aforementioned revision, all other policy items remain the same. Copies of the
Treasurer's Investment Policy dated June,2000, are submitted to the Board of Supervisors for
review and acceptance.
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Attachments
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CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE, 2000
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE, 2000
TABLE OF CONTENTS
OBJECTIVES AND STANDARDS 1
INSTRUMENTS AUTHORIZED FOR INVESTMENT 2
FURTHER RESTRICTIONS/LIMITATIONS BY GOVERNMENT CODE
AND COUNTY TREASURER 9
SAFEKEEPING AND CUSTODY 11
AUTHORIZED BROKERS AND DEALERS 12
LIMITS ON THE RECEIPT OF HONORARIA, GIFTS AND GRATUITIES 13
FURTHER AMENDMENTS TO THE CONFLICT OF INTEREST CODES 14
INVESTMENT REPORT 16
PLEDGE REPORT 16
REVERSE REPURCHASE AGREEMENTS 16
METHODOLOGY OF CALCULATING AND APPORTIONING TREASURY COSTS 17
NON-MANDATED DEPOSITS AND WITHDRAWALS IN THE TREASURY 18
WITHDRAWAL OF FUNDS BY MANDATED TREASURY PARTICIPANTS 18
BROKERS AND ISSUERS 20
GLOSSARY 21
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE, 2000
OBJECTIVES AND STANDARDS:
853600.3.' Standard for governing bodies or persons authorized to
make investment decisions for local agencies.
Governing bodies of local agencies or persons authorized to make
investment decisions on behalf of those local agencies investing public
funds pursuant to this chapter are trustees and therefore fiduciaries
subject to the prudent investor standard. When investing, reinvesting,
purchasing, acquiring, exchanging, selling, and managing public funds, a
trustee shall act with care, skill, prudence, and diligence under the
circumstances then prevailing, that a prudent person acting in a like
capacity and familiarity with those matters would use in the conduct of
funds of a like character and with like aims, to safeguard the principal and
maintain the liquidity needs of the agency. Within the limitations of this
section and considering individual investments as part to an overall
strategy, a trustee is authorized to acquire investments as authorized by
law.
853600.5. Trustee's objectives regarding funds.
When investing, reinvesting, purchasing, acquiring, exchanging, selling,
and managing public funds, the primary objective of a trustee shall be to
safeguard the principal of the funds under its control. The secondary
objective shall be to meet the liquidity needs of the depositor. The third
objective shall be to achieve a return on the funds under its control.
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
INSTRUMENTS AUTHORIZED FOR INVESTMENT:
553601. Instruments authorized for investment.
(a) Bonds issued by the local agency, including bands payable solely
out of the revenues from a revenue-producing property owned, controlled,
or operated by the local agency or by a department, board, agency, or
authority of the local agency.
(b) United States Treasury notes, bonds, bills, or certificates of
indebtedness, or those for which the faith and credit of the United States
are pledged for the payment of principal and interest.
(c) Registered state warrants or treasury notes or bonds of this
state, including bonds payable solely out of the revenues from a revenue-
producing property owned, controlled, or operated by the state or by a
department, board, agency, or authority of the state.
(d) Bonds, notes, warrants, or other evidences of indebtedness of
any local agency within this state, including bonds payable solely out of
the revenues from a revenue-producing property owned, controlled, or
operated by the local agency, or by a department, board, agency, or
authority of the local agency.
(e) Obligations issued by banks for cooperatives, federal land
banks, federal intermediate credit banks, federal home loan banks,
the Federal Home Loan Bank Board, the Tennessee Valley Authority,
or in obligations, participations or other instruments of, or issued by, or
fully guaranteed as to principal and interest by, the Federal National
Mortgage Association; or in guaranteed portions of Small Business
Administration notes; or in obligations, participations, or other
instruments of, or issued by, a federal agency or a United States
government-sponsored enterprise.
(f) Bills of exchange or time drafts drawn on and accepted by a
commercial bank, otherwise known as bankers acceptances. Purchases
of hankpm annzntanr.P_c may not P-w- pri 970 cinvq mnfi mitt' nr 40 nprrAznt
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
(commencing with Section 11501) of the Public Utilities Code).
(g) Commercial paper of "prime" quality of the highest ranking or of the
highest letter and numerical rating as provided for by Moody's Investors
Service, Inc., or Standard and Poor's Corporation. Eligible paper is
further limited to issuing corporations that are organized and operating
within the Unites States and having total assets in excess of five hundred
million dollars ($500,000,000) and having an "A" or higher rating for the
issuer's debt, other than commercial paper, if any, as provided for by
Moody's Investors Service, Inc., or Standard and Poor's Corporation.
Purchases of eligible commercial paper may not exceed 180 days
maturity nor represent more than 10 percent of the outstanding paper of
an issuing corporation. Purchases of commercial paper may not exceed
40 percent of the agency's surplus money that may be invested pursuant
to this section. No more than 10 percent of the agency's surplus money
may be invested in the outstanding commercial paper of any single
issuing corporation.
(h) Negotiable certificates of deposits issued by a nationally or state-
chartered bank or a state or federal association (as defined by Section
5102 of the Financial Code) or by a state-licensed branch of a foreign
bank. Purchases of negotiable certificates of deposit may not exceed 30
percent of the agency's surplus money that may be invested pursuant to
this section. For purposes of this section, negotiable certificates of
deposits do not come within Article 2 (commencing with Section 53630),
except that the amount so invested shall be subject to the limitations of
Section 53638.
(i) Investments in repurchase agreements or reverse repurchase
agreements of any securities authorized by this section, as long as the
agreements are subject to this subdivision, including, the delivery
requirements specified in this section.
(1) "Repurchase Agreement" means a purchase of securities
by the local agency pursuant to an agreement by which the counterparty
seller will repurchase the securities on or before a specified date and for a
specified amount and the counternarty will deliver the underlvina
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
(A) "Securities," for purpose of repurchase under this
subdivision, means securities of the same issuer, description, issue date,
and maturity.
(B) Investments in repurchase agreements may be made,
on any investment authorized in this section, when the term of the
agreement does not exceed one year. The market value of securities that
underlay a repurchase agreement shall be valued at 102 percent or
greater of the funds borrowed against those securities and the value shall
be adjusted no less than quarterly. Since the market value of the
underlying securities is subject to daily market fluctuations, the
investments in repurchase agreements shall be in compliance if the value
of the underlying securities is brought back up to 102 percent no later than
the next business day.
(2) "Reverse repurchase agreement" means a sale of
securities by the local agency pursuant to an agreement by which the
local agency will repurchase the securities on or before a specified date
and includes other comparable agreements.
Reverse repurchase agreements may be utilized only
when either of the following conditions are met:
The security to be sold on reverse repurchase agreement
has been owned and fully paid for by the local agency for a minimum of
30 days prior to sale; the total of all reverse repurchase agreements on
investments owned by the local agency does not exceed 10 percent of the
base value of the portfolio; and the agreement does not exceed a term of
92 days, unless the agreement includes a written codicil guaranteeing a
minimum earning or spread for the entire period between the sale of a
security using a reverse repurchase agreement and the final maturity date
of the same security.
(3) Repurchase agreements and reverse repurchase
agreements shall be made with primary dealers of the Federal Reserve
Bank of New York.
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
term notes may not exceed 30 percent of the agency's surplus money that
may be invested pursuant to this section.
(k) Notwithstanding anything to the contrary contained in this
section, Section 53635, or any other provision of law, moneys held by
a trustee or fiscal agent and pledged to the payment or security of bonds
or other indebtedness, or obligations under a lease, installment sale, or
other agreement of a local agency, or certificates of participation in those
bonds, indebtedness, or lease installment sale, or other agreements, may
be invested in accordance with the statutory provisions governing the
issuance of those bonds, indebtedness, or lease installment sale, or other
agreement, or to the extent not inconsistent therewith or if there are no
specific statutory provisions, in accordance with the ordinance,
resolution, indenture, or agreement of the local agency providing for
the issuance.
(1) Notes, bonds, or other obligations that are at all times secured by
a valid first priority security interest in securities of the types listed by
Section 53651 as eligible securities for the purpose of securing local
agency deposits having a market value at least equal to that required by
Section 53652 for the purpose of securing local agency deposits. The
securities serving as collateral shall be placed by delivery or book entry
into the custody of a trust company or the trust department of a bank
which is not affiliated with the issuer of the secured obligation, and the
security interest shall be perfected in accordance with the requirements of
the Uniform Commercial Code or federal regulations applicable to the
types of securities in which the security interest is granted.
(m) Any mortgage pass-through security, collaterialized mortgage
obligation, mortgage-backed or other pay-through bond, equipment
lease-backed certificate, consumer receivable pass-through
certificate, or consumer receivable-backed bond of a maximum of five
years maturity. Securities eligible for investment under this subdivision
shall be issued by an issuer having an "A" or higher rating for the issuer's
debt as provided by a nationally recognized rating service and rated in a
rating category of "AA" or its equivalent or better by a nationally
rpmanized ratino service. Purchase of securities authorized by this
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
§16429.1 Existence and Appropriation of Fund; Investment and
Distribution of Deposits
There is in the State Treasury the Local Agency Investment Fund, which fund is
hereby created. Notwithstanding Section 13340, all money in the fund is hereby
appropriated without regard to fiscal years to carry out the purpose of this
section. The Controller shall maintain a separate account for each governmental
unit having deposits in this fund.
Notwithstanding any other provisions of law, a local governmental official, with
the consent of the governing body of that agency, having money in its treasury
not required for immediate needs, may remit the money to the Treasurer for
deposit in the Local Agency Investment Fund for the purpose of investment.
Notwithstanding any other provisions of law, an officer of any nonprofit
corporation whose membership is confined to public agencies or public officials,
or an officer of a qualified quasi-governmental agency, with the consent of the
governing body of that agency, having money in its treasury not required for
immediate needs, may remit the money to the Treasurer for deposit in the Local
Agency Investment Fund for the purpose of investment.
Notwithstanding any other provision of law or of this section, a local agency
with the approval of its governing body, may deposit in the Local Agency
Investment Fund proceeds of the issuance of bonds, notes, certificates of
participation, or other evidences of indebtedness of the * * * agency pending
expenditure of the proceeds for the authorized purpose of their issuance. In
connection with these deposits of proceeds, the Local Agency Investment Fund
is authorized to receive and disburse moneys, and to provide information,
directly with or to an authorized officer of a trustee or fiscal agency engaged by
the local agency, the Local Agency Investment Fund is authorized to hold
investments in the name and for the account of that trustee or fiscal agent, and
the Controller shall maintain a separate account for each deposit of proceeds.
The local governmental unit, the nonprofit corporation, or the quasi-governmental
agency has the exclusive determination of the length of time its money will be on
deposit with the Treasurer.
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
The Treasurer may refuse to accept deposits into the fund if, in the judgement of
the Treasurer, the deposit would adversely affect the state's portfolio.
The Treasurer may invest the money of the fund in securities prescribed in
Section 16430. The Treasurer may elect to have the money of the fund invested
through the Surplus Money Investment Fund as provided in Article 4
(commencing with Section 16470) of Chapter 3 of fart 2 of Division 4 of Title 2.
Money in the fund shall be invested to achieve the objective of the fund that is to
realize the maximum return consistent with safe and prudent treasury
management.
All instruments of title of all investments of the fund shall remain in the
Treasurer's vault or be held in safekeeping under control of the Treasurer in any
federal reserve bank, or any branch thereof, or the Federal Home Loan Sank of
San Francisco, with any trust company, or the trust department of any state or
national bank.
Immediately at the conclusion of each calendar quarter, all interest earned and
other increment derived from investments shall be distributed by the Controller to
the contributing governmental units or trustees or fiscal agents, nonprofit
corporations, and quasi-governmental agencies in amounts directly proportionate
to the respective amounts deposited in the Local Agency Investment Fund and
the length of time the amounts remained therein. An amount equal to the
reasonable costs incurred in carrying out the provisions of this section, not to
exceed a maximum of one-half of 1 percent of the earnings of this fund, shall be
deducted from the earnings prior to distribution. The amount of this deduction
shall be credited as reimbursements to the state agencies having incurred costs
in carrying out the provisions of this section. The Treasurer shall prepare for
distribution a monthly report of investments made during the preceding month.
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
BOARD Of SUPERVISORS Of CONTRA COSTA COUM, CALIFORHIA
Re: Authorizing Investment of County
Monies in Local Agency investment fund RESOLUTION NO. 7){1a7,_
itHEREAS, pursuant to Chapter 738 of the Statutes of 1916. Section 16429.1`
was added to the California Government Code to create a Local Agency Investment
Fund in the State Treasury for the deposit of money of a local agency for purposes
of investment by the State Treasurer-, and
VHEREAS. the Board of Supervisors does hereby find that the deposit and
withdrawal of money in the Local Agency investment fund in a.ccordance with the
provisions of Section 16429.1 of the Government Code for the purposes of invest-
ment as stated therein is in the best interests of the County of Contra Costa.
NOW. THEREFORE. BE IT RESOLVED that the Board of Supervisors does hereby
authorize the deposit and withdrawal of County monies in the Local Agency in-
vestment fund in the State Treasury in accordance with the provisions of Section
16429.1 of the Cnvernment Code for the purpose of investment as stated therein.
BE IT fUQTHER RESOLVED that the following County Officers or their
successors in office shall be authorized to order the deposit or withdrawal of
monies to the Local Agency investment fund: Edward W. Leal. Treasurer-Tax
Collector; Alfred P. Lo-elf. Assistant Treasurer-Tax Collector; David Dezell.
Investment Supervisor.
PASSED AHD ADOPTED by the Board of Supervisors of the County of Contra
Costa. State of California, offe+bruazy 0. 1977 by the following vote:
ACES: Supervisors J. P. Kenny, H. C. Fallen, R. x. Schroder. ;. .
E. It. Itaesaexltinee and V. H. Boggess.
HOES: Supervisors None.
ABSENT: Supervisors bone.
ou Ire OW
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
FURTHER RESTRICTIONS 1 LIMITATIONS BY GOVERNMENT CODE
AND COUNTY TREASURER
Further Restrictions Set By Treasurer.
A. Reverse repurchase agreements will be used strictly for the
purpose of supplementing income with a limit of ten percent (10%) of the
total portfolio without prior approval of the Treasurer.
B. Swaps and Trades will each be approved on a per trade basis by
Treasurer or Chief Investment Officer.
C. SBA loans require prior approval of the Treasurer in every
transaction.
D. Repurchase Agreements will generally be limited to Wells Fargo
Bank, Bank of America, or other institutions that tri-party agreements have
been executed with the County treasury. Collateral will be held by a third
party to the transaction that may include the trust department of particular
banks. Collateral will be only securities that comply with Government
Code 53601.
E. Securities purchased through brokers will be held in safekeeping at
the Bank of New York or as designated by the specific contract(s) for
government securities and tri-party repurchase agreements.
F. Bank C.D.'s will be collateralized at 105% by government securities
or 150% by current mortgages. There will be no waiver of the first
$100,000 collateral except by special arrangement with the Treasurer.
G. All securities purchased by the Treasurer's Office shall be of
investment grade. The minimum credit rating of purchased securities
shall be as defined by Government Code 53600 et. seq. (As suggested by
the Board of Supervisor's Finance Committee meeting of February 3, 1997, Monday, 9:00
a.m.)
H. All legal investments issued by a tobacco-related company are
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CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
Annually the Treasurer-Tax Collector and/or his designee will update the
list of tobacco-related companies.
553601.6. Prohibited investments by government code.
(a) A local agency shall not invest any funds pursuant to this article in
inverse floaters, range notes, or interest-only strips that are derived
from a pool of mortgages.
(b) A local agency shall not invest any funds pursuant to this article in any
security that could result in zero interest accrual if held to maturity.
However, a local agency may hold prohibited instruments until their
maturity dates. The limitation in this subdivision shall not apply to local
agency investments in shares of beneficial interest issued by diversified
management companies registered under the Investment Company Act of
1940 (15 U.S.C. Sec. 80a-1, and following) that are authorized for
investment pursuant to subdivision (k) of Section 53601.
553601 Instruments authorized for investments: Maturity
Where this section does not specify a limitation on the term or remaining
maturity at the time of the investment, no investment shall be made in
any security, other than a security underlying a repurchase or reverse
repurchase agreement authorized by this section, that at the time of the
investment has a term remaining to maturity in excess of five years,
unless the legislative body has granted express authority to make that
investment either specifically or as a part of an investment program
approved by the legislative body no less than three months prior to the
investment .
Quality of Investment Instruments, Issuers and Sources
Regular financial review and analysis of issuers and sources of securities
such as banks and brokerage firms shall be performed. These will be
based on credit rating services' evaluations, financial documents such as
audits, form 10-Q filings to the Securities and Exchange Commission, and
other reliable financial information.
Jlclj
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
SAFEKEEPING & CUSTODY
553601. Instruments authorized for investment.
A local agency purchasing or obtaining any securities prescribed in this
section, in a negotiable, bearer, registered, or nonregistered format, shall
require delivery of the securities to the local agency, including those
purchased for the agency by financial advisors, consultants, or managers
using the agency's funds, by book entry, physical delivery, or by third party
custodial agreement. The transfer of securities to the counterparty bank's
customer book entry account may be used for book entry delivery. For
purposes of this section "counterparty" means the other party to the
transaction. A counterparty bank's trust department or separate
safekeeping department may be used for the physical delivery of the
security if the security is held in the name of the local agency. Where this
section specifies a percentage limitation for a particular category of
investment, that percentage is applicable only at the date of purchase.
Where this section does not specify a limitation on the term of remaining
maturity at the time of the investment, no investment shall be made in any
security, other than a security underlying a repurchase or reverse
repurchase agreement authorized by this section
In compliance with this section, the securities of Contra Costa County and
its agencies shall be in safekeeping at Bank of New York, a counterparty
bank's trust department or as defined in the debt indenture, and contract.
'CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
AUTHORIZED BROKERS AND DEALERS:
Securities for Contra Costa County and its agencies shall be purchased
from the following:
1. Primary dealers of the Federal Reserve Bank of New York and
their subcontracts.
2. Banks and financial institutions that sell and buy instruments
authorized for investments per Government Code 563601 et.
seq. and their subcontracts.
3. Issuers of securities authorized by Government Code 53601 et.
seq.
Securities shall not be purchased from brokers, brokerages, dealers, or
securities firms who within any consecutive 48-month period following
January 1, 1906, made a political contribution in an amount exceeding the
limitations contained in Rule G-37 of the Municipal Securities Rulemaking
Board, to the local treasurer, any member of the governing board of the
local agency, or any candidate for those offices.
'CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
LIMITS ON THE RECEIPT OF HONORARIA, GIFTS AND GRATUITIES
Gift Prohibitions:
All state and local officials who are listed in Government Code Section 87200,
and candidates for those elective offices (except judges), are prohibited from
accepting a gift or gifts aggregating more than as stated in California
Government Code 589503(a) and 589503(f) in a calendar year from a single
source.
Beginning on January 1, 1993, the State Fair Political Practices
Commission shall adjust the gift limitations in this section on January 1st of
each odd-numbered year to reflect changes in the Consumer Price Index,
rounded to the nearest ten dollars ($10). 8 89503(f) (This amount is
currently $300 as of January 1, 1999.)
Honorarium Prohibition:
All state and local officials who are listed in Government Code Section 87200,
and candidates for those elective offices (except judges), are prohibited from
accepting any honorarium for any speech given, article published, or attendance
at any public or private conference, convention, meeting, social event, meal or
like gathering.
Exceptions:
• The gift limit and honorarium prohibition do not apply to a part-time member
of the governing board of a public institution of higher education, unless the
member is also an elected official.
• For state board and commission members, the gift limit and honorarium
prohibition are applicable only if the member would be required to report the
receipt of income or gifts from the source on his or her statement of economic
interests. The $10 gift limit is applicable only to lobbyists and lobbying firms
registered to lobby the board or commission member's agency.
Disaualification:
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
Enforcement:
The Fair Political Practices Commission may impose penalties for statements of
economic interests that are filed late. The fine is $10 per day, beginning the day
after the filing deadline, up to a maximum of $100. Late filing penalties can be
reduced or waived under certain circumstances.
In addition, the Fair Political Practices Commission may initiate investigations
with respect to any suspected violation of the Political Reform Act. Other law
enforcement agencies (the Attorney General or district attorney) may initiate
investigations under certain circumstances. If violations are found, the
Commission may initiate administrative enforcement proceedings that could
result in the imposition of monetary penalties of up to $5,000 per violation. In
lieu of administrative prosecution, a civil action may be brought for negligent or
intentional violations by the appropriate civil prosecutor (the Commission,
Attorney General or district attorney) where the measure of damages for most
violations is the amount of valine not properly reported. Persons who violate the
conflict of interest disclosure provisions of the Political Reform Act can also be
subject to discipline by their agency, including dismissal.
Finally, a knowing or willful violation of any provision of the Political Reform Act is
a misdemeanor. Persons convicted of a misdemeanor may be disqualified for
four years from the date of the conviction from serving as a lobbyist or running
for elective office, in addition to other penalties which may be imposed. The Act
also provides for numerous civil penalties, including monetary penalties and
damages, and injunctive relief from the courts.
FURTHER AMENDMENTS TO THE CONFLICT OF INTEREST CODES
(Per a Contra Costa County Board of Supervisors Order dated February 6,
1996):
Amend all local Conflict of Interest Codes as follows:
Pursuant to Government Code Sections 87302 and 37306 et. seq., this Board
hereby amends every local Conflict of Interest Code previously approved by the
Board of Supervisors to add the following:
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
Section shall not limit or prohibit payments, advances or
reimbursements for travel and related lodging and subsistence
authorized by Government Code Section 89506.
2. No designated employee shall accept any gifts with a total value
of more than two hundred eighty dollars ($280) in a calendar
year from any single source.
Subdivision (d) of Government Code Section 89504 shall apply
to this Section."
This amendment is necessary to assure that all local codes comply with recent
amendments to Government Code Section 89502.
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
1. INVESTMENT REPORT
The Treasurer shall render a quarterly report ". . . to the Chief Executive
Officer, the internal auditor, and the legislative body of the local agency . .
.(Government Code 53646).
In addition, the County Treasurer will provide . . "The County Treasury
Oversight Committee with an investment report as required by the Board
of Supervisors" . . . [Government Code 27133 (e)]
11. PLEDGE REPORT
Any security(s) that is (are) pledged or loaned for any purpose shall be
reported in the Quarterly Investment Report. The transaction detail will be
provided, including purpose, beginning and termination dates and all
parties to the contract. The security(s) description(s) as to type, name,
maturity date, coupon rate, CUSIP, and other material information will be
included.
Ill. REVERSE REPURCHASE AGREEMENTS
All reverse repurchase agreements entered into, whether active or
inactive by the end of each quarter, shall be reported in the Treasurer's
Quarterly Investment Report.
d�
'CONT'RA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
METHODOLOGY OF CALCULATING AND APPORTIONING TREASURY
COSTS:
A. Regular and Routine Investments:
1. $20 per investment transaction; i.e., $20 at placement and $20
at maturity.
2. .00333 of interest income; i.e., $3.33 per $1,000 of interest
income.
Charged quarterly by journal entry.
B. Special Reports and Research
Actual staff time and materials.
C. Special Bank Transactions
Actual bank fee schedule
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
NON-MANDATED DEPOSITS AND WITHDRAWALS IN THE TREASURY
Following are the terms and conditions for deposit of funds for investment
purposes by entities that are not legally required to deposit their funds in
the County Treasury.
1. Resolution by the County Board of Supervisors authorizing the
acceptance of outside participants by the County Treasury.
2. Resolution by the legislative or governing body of the local agency
authorizing the investment of funds pursuant to Government Code
53684.
3. Treasury investments will be directed transactions.
Withdrawal of funds in the treasury shall coincide with investment
maturities or authorized sale of securities by the legislative or governing
body of the local agency. Except for funds in the California State Local
Agency Investment Fund, a five (5) business days' notification may be
required when authorized sale of securities is involved. However, the
section on evaluation of request for withdrawal of funds for use outside
the county treasury pool by both mandated and non-mandated treasury
pool participants shall also apply.
WITHDRAWAL OF FUNDS BY MANDATED TREASURY PARTICIPANTS
The withdrawal of mandated deposits in the treasury shall coincide with
investment maturities, and or authorized sale of securities by authorized
personnel of the local agency. Except for funds in the California State
Local Agency Investment Fund, a five (5) business days' notification may
be required when authorized sale of securities is involved. However, the
section on evaluation of request for withdrawal of funds for use outside
the county treasury pool by both mandated and non-mandated treasury
pool participants, shall also apply.
22
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
EVALUATION OF REQUEST FOR WITHDRAWAL OF FUNDS FOR USE
OUTSIDE THE COUNTY TREASURY POOL BY BOTH MANDATED AND
NON-MANDATED TREASURY POOL PARTICIPANTS
Pursuant to Section 27136(a)
"Notwithstanding any other provision of law, any local agency,
public agency, public entity, or public official that has funds on
deposit in the county treasury pool and that seeks to withdraw
funds for the purpose of investing or depositing those funds
outside the county treasury pool, shall first submit the request
for withdrawal to the county treasurer before withdrawing funds
from the county treasury pool."
The County Treasurer shall evaluate each proposed withdrawal and may request
up to 30 days in order to assess the effect of the proposed withdrawal on the
stability and predictability of the investments in the county treasury, and that the
interests of the other depositors will not be adversely affected.
-CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
BROKERS AND ISSUERS
ABN AMBO, Incorporated J. P. Morgan Securities Incorporated
American Express Credit Corporation Lehman Brothers, Incorporated
Associates Corporation of North America Mechanics Bank
Associates First Capital Mellon Bank
Bank of America Merrill Lynch
Bank of the West Merrill Lynch Government Securities,
Bankers Trust Company Incorporated
Barclays Capital, Incorporated Morgan Stanley Dean Witter
Bear Steams & Company, Incorporated Morgan Stanley & Company, Incorporated
California Arbitrage Management Program NationsBanc Corporation
Chase Securities, Incorporated NationsBanc Montgomery Securities LLC
Citibank Norwest Banks
Civic Bank of Commerce Norwest Investment Services
Credit Suisse First Boston PaineWebber, Incorporated
Deere & Company Prudential Securities, Incorporated
Donaldson, Lufkin & Jenrette Securities Public Financial Management,
Corporation Incorporated
First Commercial Bank Rauscher Pierce Refsnes, Incorporated
Ford Motor Credit Company Salomon Smith Barney, Incorporated
General Electric Capital Corporation Sumitomo Bank of California
General Electric Capital Services Union Bank
General Electric Company US Bancorp
Gilford Securities, Incorporated Washington Mutual
Goldman, Sachs & Company Wells Fargo Bank
Government Perspectives Westamerica Bank
John Deere Capital Corporation
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INVESTMENT POLICY
JUNE 2000
GLOSSARY
Agencies - a colloquial term for securities issued by the of the federal agencies.
Bankers Acceptances - Bankers Acceptance is a time bill of exchange drawn
on and accepted by a commercial bank to finance the exchange of goods.
When a bank "accepts" such a bill, the time draft becomes, in effect, a predated,
certified check payable to the bearer at some future specified date. Little risk is
involved for the investor because the commercial bank assumes primary liability
once the draft is accepted.
Basis Point - one basis point is equal to 11100 of one percent. If interest rates
increase from 8.25% to 8.50%, the difference is referred to as a 25 basis point
increase.
Blue Sky Laws - common term for state securities law, which vary from state to
state. Generally refers to provision related to prohibitions against fraud, dealer
and broker regulations, and securities registration.
Book Value - refers to value of a held security as carried in the records of an
investor. May differ from current market value of the security.
Certificates of Deposit (C/D's) - C/D's are certificates issued against funds
deposited in a commercial bank for a definite period of time and earning a
specified rate of return. They are issued in two forms - negotiable and non-
negotiable.
A. Negotiable Certificates of Deposit
May be sold by one holder to another prior to maturity. This is possible
because the issuing bank agrees to pay the amount of the deposit plus
interest earned to the bearer of the certificate at maturity.
B. Non-Negotiable Certificates of Deposit
These certificates are collateralized and are not money market
instruments since they cannot be traded in the secondary market. They
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
Coupon Rate - the annual rate of interest payable on a security expressed as a
percentage of the principal amount.
CUSIP Numbers - (Committee on Uniform Security Identification Procedures) -
Identification numbers assigned each maturity of a security issue, and usually
printed on the face of each individual security in the issue. The CUSIP numbers
are intended to facilitate identification and clearance of securities.
Liquidity - usually refers to the ability to convert assets (such as investments)
into cash.
Mark to Market - valuing the inventory of held securities at its current market
value.
Market Value - price at which a security can be traded in the current market.
Maturity - the date upon which the principal of a security becomes due and
payable to the holder.
Medium-Term Notes (MTNs) - Medium-Term Notes are corporate debt
obligations continuously offered in a broad range of maturities. MTNs were
created to bridge the gap between commercial paper and corporate bonds. The
key characteristic of MTNs is that they are issued on a continuous basis.
Money Market Instruments - private and government obligations of one year or
less.
Offer -the price of a security at which a person is willing to sell.
Par Value - the stated or face value of a security expressed as a specific dollar
amount marked on the face of the security; the amount of money due at maturity.
Par value should not be confused with market value.
Premium - the amount by which the price paid for a security exceeds par value,
generally representing the difference between the nominal interest rate and the
actual or effective return to the investor.
m�
CONTRA COSTA COUNTY
INVESTMENT POLICY
JUNE 2000
agreements are the mirror image of RPs, when the bank or dealer purchases
securities from the investor under an agreement to sell them back to the investor.
Settlement Date - the date used in price and interest computations, usually the
date of delivery.
SLUGS - an acronym for State and Local Government Series. SLUGS are
special United States Government securities sold by the Secretary of the
Treasury to states, municipalities and other local government bodies through
individual subscription agreements. The interest rates and maturities of SLUGS
are arranged to comply with arbitrage restrictions imposed under Section 103 of
the Internal Revenue Code. SLUGS are most commonly used for deposit in
escrow in connection with the issuance of refunding bonds.
SWAP - Generally refers to an exchange of securities, with essentially the same
par value, but may vary in coupon rate, type of instrument, name of issuer and
number of days to maturity. The purpose of the swap may be to enhance yield,
to shorten the maturity, or any b4nefit deemed by the contracting parties.
Treasury Securities - debt obligations of the United States Government sold by
the Treasury Department in the forms of bills, notes, and bonds.
Bills - Short-term obligations that mature in one year or less and are sold
at a discount in lieu of paying periodic interest.
Nates - Interest bearing obligations that mature between one year and 10
years.
Bonds - Interest bearing long-term obligations that generally mature in 10
years or more.