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HomeMy WebLinkAboutFY 2022 Annual Investment ReportCity of Euless Michael Pe7�a "' Phpto Teacher Annual Investment Report fiscal Year 2021-22 201 N. Ector Drive, Euless, TX7GO39 www.eulesstx.gov Investment Committee Meeting 1/10/2023 * Compliance Summary - Legislative Requirements Introduction Investment Strategy Compliance * Annual Review, Fiscal Year 2022 I. Portfolio Summary II. Performance Summary III. Interest Income Summary IV. Collateral Review V. Broker Selection Process VI. Summary * Certification * Minutes from 8/9/2022 * Appendices Appendix A - Investment Portfolio by Fund Appendix B - Investment Purchases Appendix C - Investment Maturities Appendix D - Investment Types and Institutions * Investment Policy * Broker / Dealers * Economic News O INTRODUCTION This report is written and submitted in accordance with Chapter 2256 of the Texas Government Code entitled the "Public Funds Investment Act," which states that "at least once each year, the investment officer of a state agency or political subdivision shall prepare a written report concerning the agency's or subdivision's local funds investment transactions for the preceding year and describing in detail the investment position of the agency or subdivision as of the date of the report." The City's investment policy designates the Investment Officers as the responsible managers of the City's investment program. The daily investment procedures are monitored by the City's Finance department and reviewed by the Investment Officers. This report has been signed by each Investment Officer as required by the Public Funds Investment Act and the City's investment policy. In compliance with the City's investment policy, the Finance department fulfills four main objectives: compliance, safety, liquidity, and yield, in that order. Compliance is maintained through regular reporting to City management on a monthly, quarterly and annual basis. Safety is insured by 1) investing only in securities allowed by Chapter 2256 of the Texas Government Code entitled the "Public Funds Investment Act;" 2) using delivery vs. payment for all purchases; 3) protecting all non -government securities (cash and bank certificates of deposit) with collateral including Federal Deposit Insurance Corporation (FDIC) Insurance, Federal Savings and Loan Insurance Corporation (FSLIC) Insurance and/or eligible securities as defined in Government Code Chapter 2257 Collateral for Public Funds Section 2257.002; and 4) diversifying investment purchases into different security markets to minimize individual market risk. Liquidity is met by matching investment terms to future operating cash needs such as payroll, accounts payable, debt service, and capital improvement disbursements. The City also utilizes money market funds and local government investment pools to provide daily liquidity needs. Per the Investment Policy, the yield or rate of return which the City receives is measured against the 90-day treasury bill yield. The information contained in this report will quantitatively and graphically demonstrate the achievement of these City objectives for Fiscal Year 2021-22. Investment Strategy Compliance The strategy for all pooled funds is to assure that cash flows are matched with projected needs and provide adequate liquidity and safety. This may be accomplished by purchasing high quality securities in a laddered structure or utilizing an investment pool. Furthermore, the following purposes are also considered when investing. -Operating Funds will be structured in such a way as to minimize volatility during economic cycles. This may be accomplished by purchasing high quality short-term securities. The weighted average maturity on these funds will remain within the 6 to 9 month range. These funds include: 101 General Fund 265 Glade Parks PID #2 Fund 201 Hotel -Motel Tax Fund 270 Midtown PID Fund 202 Juvenile Case Fund 275 Midtown TIRZ #4 Fund 210 '/20 Sales Tax Operations Fund 501 Water & Wastewater Fund 220 Crime Control & Prevention District Fund 504 Service Center Fund 221 Police Seized Asset Fund 510 Drainage Utility Fund 225 PID Narcotics Task Force Fund 520 Recreation Classes Fund 230 Police Drug DEA Awards Fund 521 Arbor Daze Fund 231 Police Drug State Awards Fund 530 Parks @ Texas Star Operations Fund 240 Car Rental Tax Fund 540 TSGC Operations Fund 243 American Rescue Plan Fund 601 Equipment Replacement Fund 245 Glade Parks PID Fund 610 Health Insurance Fund 250 Glade Parks TIRZ #3 Fund 615 Risk Management/Worker's Comp Fund 260 Cable PEG Fund -Funds for Capital Improvement Projects (CIP) and Special Purposes may purchase securities which allow for flexibility and unanticipated project outlays by having a portion of their investments in highly liquid securities. The stated final maturity dates of securities held should not exceed the estimated project completion dates. These funds include: 301 Developer's Escrow Fund 330 Car Rental CIP Fund 305 Streets CIP Fund 502 Water & Wastewater CIP Fund 310 '/20 Sales Tax CIP Fund 505 Water Impact Fees Fund 320 General CIP Fund 508 Wastewater Impact Fees Fund 321 Redevelopment CIP Fund 511 Drainage CIP Fund 322 Midtown Development CIP Fund 543 TSGC CIP Fund 552 TSSC CIP Fund -Debt Service Funds should assure adequate liquidity to cover the debt service obligations on the required payment dates. These funds include: 401 Debt Service/General Obligation Fund 410 '/20 Sales Tax Debt Service Fund 402 Star Center Debt Service Fund 506 Water & Wastewater Debt Service Fund 403 Glade Parks Debt Service Fund 541 TSGC Debt Service Fund 404 Midtown Development Debt Service Fund -Emergency, Contingency, Operating and Debt Service Reserve funds will have the ability to generate a dependable revenue stream to the appropriate fund from securities with a low degree of volatility. Such securities will tend to hold their value during economic cycles. The stated final maturity dates of securities held should not exceed five years. These funds include: 102 General Fund Emergency Fund 507 Water & Wastewater Emergency Fund 103 General Fund Contingency Fund 509 Water & WW Rate Stabilization Reserve Fund 211 '/20 Sales Tax Debt Reserve Fund 532 PATS Reserve Fund 240 Car Rental Tax Fund ($2,000,000 Reserve) 542 TSGC Reserve Fund 323 Midtown Development Reserve Fund 705 Star Center Escrow Fund 503 Water & Wastewater Debt Reserve Fund Based on the above strategies, the investment portfolio reported herein is in compliance with the City's adopted investment policy. W, Janina Jewell Director of Finance Jackie Theriot Assistant Director of Finance I. PORTFOLIO SUMMARY The City's investment portfolio at the end of the fiscal year, September 30, 2022, is summarized by instrument as shown below. Distribution by Instrument Weighted Weighted % of Average Avg. Yield Instrument $ Cost Portfolio Yield Prior Qtr. Agencies & CD's $ 70,693,136 46% 0.51 % 0.38% Gov't Pools & Escrows $ 83,712,013 54% 1.23% 0.49% $154,405,149 100.00% The Distribution by Instrument table shows approximately 54% of the City funds are invested in overnight investment pools and escrows, while the remaining 46% is invested in government agencies and CD's. As of the date of this report, the weighted average yield on the portfolio was 1.74%. When compared to prior quarter levels, the yield on the portfolio continues to increase. The portfolio composition below demonstrates the diversity within the portfolio. Portfolio Composition as of September 30, 2022 US TREAS FAMCA 1% 1% CD FHLMC 3% 2% FNMA Escrows 1% 0% TexPool 20% FHLB 18% Other TexasClass 54% 18% TexStar 16% FFCB 20% I. PORTFOLIO SUMMARY (CONTINUED) The City's investment portfolio at the end of the fiscal year, September 30, 2022, is summarized by maturity as shown below. Distribution by Maturity # of months $ Cost Overnight $ 83,712,013 < 1 mo $ 1,249,700 up to 6 mos $ 20,220,254 6 to 9 mos $ 17,492,886 9 to 12 mos $ 10,730,796 12 to 18 mos $ 16,999,500 18 to 24 mos $ 4,000,000 $154,405,149 % of Portfolio 100.0% The Distribution by Maturity table reflects the degree of liquidity in the City's portfolio. Currently, access to 54% of the portfolio is available within 24 hours, with an additional 14% available within 6 months. This liquidity strategy was followed to meet cash flow requirements for construction projects, payroll, debt service, and other operating expenses. An additional 18% of the portfolio matures within one year. The City has 11 % of the portfolio invested from 12 - 18 months, with remaining 3% invested in the 18-24 month range. The weighted average maturity on the portfolio is currently 129.48 days. Investment Maturity Distribution as of September 30, 2022 18 to 24 mos $4.0 12 to 18 mos $17.0 9 to 12 mos $10.7 6 to 9 mos $17.5 up to 6 mos $20.2 <1mo 1 $1.2 Overnight $83.7 $0.0 $10.0 $20.0 $30.0 $40.0 $50.0 $60.0 $70.0 $80.0 $90.0 Shown in millions 5 I. PORTFOLIO SUMMARY (CONTINUED) The City's investment portfolio at the end of the fiscal year, September 30, 2022, is summarized by institution as shown below. Institution Duncan Williams FHN Financial Hilltop Securities Financial Northeastern Samco Capital Vining Sparks KNA Stifel TexPool TexasCLASS TexStar Escrows Distribution by Institution $ Cost $ 11,999,350 $ 8,997,580 $ 11,497,356 $ 11,208,790 $ 13,991,980 $ 12,998,080 $ 31,023,037 $ 27,051,405 $ 25,239,484 $ 398,087 $154,405,149 % of Portfolio 8% 6% 8% 7% 9% 8% 20% 18% 16% 0% 100% The City strives to not only diversify the portfolio by the type of instruments that are purchased, but also by the institution from which they are purchased. The City uses the following guidelines: -No more than 10% in repurchase agreements, -No more than 33% in investment pools with any single institution, -No more than 33% in money market mutual funds, and -No more than 33% by individual brokerage firms. The chart below demonstrates the City's compliance with the above guidelines. Investments by Institution as of September 30, 2022 Escrows $0.4 TexStar $25.2 TexasCLASS TexPool Vining/ Stifel Samco FNS Hilltop FHN Duncan $27.1 $31.0 $13.0 $14.0 $1.2 Imm$111.5 $0.0 $8.0 $16.0 $24.0 $32.0 $40.0 Shown in millions 6 Investments at June 30, 2022 Investment Purchases/Dividends Investment Maturities City of Euless Pooled Portfolio Summary for Fiscal Year Ending September 30, 2022 Cost Principal Only $ 147,279,971 $ 35,230,283 $ (28,105,106) Investments at September 30, 2022 * $ 154,405,148 Janina Jewell Director of Finance Jackie Theriot Assistant Director of Finance * Hard coded data on this summary creates rounding differences. Book Value $ 147,248,149 $ 154,374,869 Market Value $ 146,201,886 $ 153,155,196 Summary of Investments by Fund The following is a summary of cash and investments held by each fund at June 30, 2022 and September 30, 2022. The changes include all investment purchases, maturities, revenues, expenses, and transfers that occurred during the fourth quarter of FY2022. Cash & Investment Cash & Investment Increase/ at Market Value at Market Value (Decrease) 6/30/2022 9/30/2022 In Fund 101 General Fund 24,566,121 22,252,840 (2,313,282) Operating expenses 102 General Fund Emergency 487,150 486,000 (1,150) 103 General Fund Contingency 989,600 993,400 3,800 201 Hotel -Motel Tax Fund 1,621,384 2,017,323 395,938 202 Juvenile Case Fund 191,854 189,997 (1,856) 210 %0 Sales Tax Operations Fund 5,704,532 6,216,907 512,375 Operating revenues 211 '/20 Sales Tax Debt Reserve Fund 401,125 401,125 - 220 Crime Control & Prevention District I 1,811,529 1,983,724 172,196 Operating revenues 221 Police Seized Asset Fund 227,335 223,516 (3,819) 225 PID Narcotics Task Force Fund 71,402 82,061 10,660 230 Police Drug DEA Awards Fund 281,849 249,785 (32,064) 231 Police Drug State Awards Fund 256,316 224,774 (31,542) 235 Public Safety Grant Fund - - 236 Police Grant Fund 237 Texas Transportation Grant Fund (6,778) (8,047) (1,269) 240 Car Rental Tax Fund 9,645,083 14,496,042 4,850,959 Motor vehicle tax collection 240-R Car Rental Reserve Fund 1,956,683 1,955,283 (1,400) 243 American Rescue Plan Fund 10,400,778 10,411,575 10,796 245 Glade Parks PID Fund 750,000 750,000 - 250 Glade Parks TIRZ #3 Fund 3,519,829 3,358,204 (161,626) 260 Cable PEG Fund 608,503 627,425 18,923 265 Glade Parks PID #2 Fund - - - 270 Midtown PID Fund 259,449 102,933 (156,516) 275 Midtown TIRZ #4 Fund 671,226 781,245 110,020 301 Developer's Escrow Fund 2,314,200 2,333,694 19,494 305 Streets CIP Fund 8,747,893 7,739,682 (1,008,211) Capital outlay 310 ''/zo Sales Tax CIP Fund 1,401,379 1,201,501 (199,878) 320 General CIP Fund 4,882,880 12,096,455 7,213,576 2022 Tax Notes 321 Redevelopment CIP Fund 1,114,012 1,009,143 (104,869) 322 Midtown Development CIP 1,073,611 1,073,658 48 323 Midtown Development Reserves Fur 1,001,150 1,002,227 1,078 330 Car Rental CIP Fund 1,703,650 1,673,418 (30,233) 401 Debt Service/General Obligation Fur 1,761,152 1,322,894 (438,258) Debt service payments 402 Star Center Debt Service Fund 696,414 176,757 (519,657) Debt service payments 403 Glade Parks Debt Service Fund 382,259 10,927 (371,332) Debt service payments 404 Midtown Development Debt Service 1,259,960 762,538 (497,422) Debt service payments 410 EDC Debt Service Fund 221,012 11,731 (209,281) Debt service payments 501 Water & Wastewater Fund 9,349,560 10,306,446 956,886 Operating Revenues 502 Water & Wastewater-CIP Fund 6,147,607 5,072,028 (1,075,579) Capital outlay 503 Water & Wastewater Debt Reserve 1 750,550 750,550 - 504 Service Center Fund 415,958 440,028 24,070 505 Water Impact Fees Fund 2,503,954 2,503,410 (544) 506 Water & Wastewater -Debt Service F 1,376,069 598,379 (777,689) Debt service payments 507 Water & Wastewater -Emergency Fu 500,000 500,000 508 Wastewater Impact Fees Fund 827,160 731,035 (96,125) 509 W/WW Rate Stabilization Fund 3,973,232 3,867,091 (106,141) 510 Drainage Utility Fund 231,238 239,440 8,202 511 Drainage CIP Fund 1,190,654 835,162 (355,493) 520 Recreation Classes Fund 372,368 376,554 4,186 521 Arbor Daze Fund (16,407) 93 16,500 530 Parks @ Texas Star Operations Fur 525,394 510,958 (14,436) 532 PATS Debt Reserve Fund 330,412 349,556 19,144 540 TSGC Operations Fund 800,572 933,100 132,529 541 TSGC Debt Service Fund (58,024) 56,964 114,988 542 TSGC Debt Reserve Fund 691,357 734,562 43,205 543 TSGC CIP Fund 183,316 184,188 872 552 PATS CIP Fund 144,574 145,266 692 601 Equipment Replacement Fund 14,999,195 15,886,682 887,487 equipment expense 610 Health Insurance Fund 5,912,723 5,885,022 (27,701) 615 Risk Management/Worker's Comp F 2,396,553 2,531,829 135,276 701 Payroll Clearing Fund 611,638 648,317 36,679 705 Star Center Escrow Fund 1,422,824 1,427,821 4,997 TOTAL 146,557,016 153,725,218 7,168,202 II. PERFORMANCE SUMMARY Cash and Investment Balances - Full utilization of funds and minimization of idle cash is necessary to pursue additional interest income for the City. The average percent of invested funds is 100% for FY2022. The monthly data below shows the continued utilization of City funds through investments. Consolidated Invested Percentage FY2021 Cash Balance Invested October $ 1,308,836 $ 120,303,528 99% November $ 1,584,817 $ 119,121,268 99% December $ 701,678 $ 121,562,293 99% January $ 591,781 $ 131,434,564 100% February $ (351,388) $ 136,018,500 100% March $ 303,149 $ 126,172,120 100% April $ 386,464 $ 130,974,475 100% May $ 509,700 $ 139,006,619 100% June $ 473,123 $ 139,611,211 100% July $ (71,098) $ 139,206,165 100% August $ 472,077 $ 134,612,610 100% September $ 84,273 $ 132,335,216 100% Average $ 499,451 $ 130,863,214 100% Consolidated Invested Percentage FY2022 Cash Balance Invested October $ 1,152,582 $ 129,350,588 99% November $ 975,522 $ 130,908,945 99% December $ 821,298 $ 135,779,513 99% January $ 769,022 $ 147,915,670 99% February $ 1,108,146 $ 153,334,908 99% March $ (45,598) $ 140,981,168 100% April $ 920,871 $ 140,331,816 99% May $ 699,147 $ 140,650,985 100% June $ 263,540 $ 147,279,971 100% July $ 613,307 $ 149,069,238 100% August $ 567,292 $ 146,834,324 100% September $ 601,078 $ 154,405,149 100% Average $ 703,851 $ 143,070,190 100% This graph shows how the City's funds continue to be invested, always in pursuit of 100%. 1 11' 11 11'. �w--������= • 1 11' � � 1 1� 1 1• 1 1 1 1 1 1 1 i Cash management performance - effectiveness of the cash management program has been measured utilizing actual figures for FY2022 as shown below: Average City's Number Estimated 90-day Invested Days in Interest Month T-bill Yield Balance Month Earnings October 0.05% $ 129,350,588 31 $5,493 November 0.05% $ 130,908,945 30 $5,380 December 0.06% $ 135,779,513 31 $6,919 January 0.24% $ 147,915,670 31 $30,150 February 0.37% $ 153,334,908 28 $43,522 March 0.51% $ 140,981,168 31 $61,066 April 0.83% $ 140,331,816 30 $95,733 May 1.13% $ 140,650,985 31 $134,986 June 1.66% $ 147,279,971 30 $200,946 July 2.34% $ 149,069,238 31 $296,260 August 2.87% $ 146,834,324 31 $357,914 September 3.22% $ 154,405,149 30 $408,645 Estimated earnings at benchmark yields $1,647,014 Actual FY2022 interest income (un-audited) $812,687 Earnings over benchmark ($834,327) Annual Average 1.11% $ 143,070,190 $1,588,079 Key rate comparisons - an objective of the investment policy is for the City's average rate of return to consistently exceed that of the three-month U.S. Treasury Bill, as stated before. Therefore, returns for both have been presented for comparative purposes below. Benchmark City's Basis 90-day Wtd Avg Point Month T-bill yield Portfolio Yld Difference October 0.05% 0.09% 4 November 0.05% 0.10% 5 December 0.06% 0.11 % 5 January 0.24% 0.14% -10 February 0.37% 0.16% -21 March 0.51 % 0.22% -29 April 0.83% 0.34% -49 May 1.13% 0.61 % -52 June 1.66% 0.87% -79 July 2.34% 1.10% -124 August 2.87% 1.50% -137 September 3.22% 1.74% -148 Average 1.11 % 0.58% -53 Fed Funds Rate had remained unchanged since March 15, 2020, at 0%-0.25%. However, the Federal Open Market Committee began its interest rate hikes on March 16, 2022 with a 25 basis points increase, making the rate 0.25%-0.50%. They continued hiking throughout the year for an additional 6 more hikes, bringing the rate to 4.25%-4.50% at the end of 2022. In doing so, they are committed to lowering inflation through tightening financial conditions. It is not just an additional hike that reaffirms their commitment but the overall shift in consensus among a greater number of Fed governors. Fed Chairman Powell said the economy has slowed significantly from last year's pace. The Fed is strongly committed to returning inflation to the 2% goal. The City's average rate is way below the 90-day T-bill rate due to the 7 rate hikes during the year. However, as our investments continue to be called or mature, the City's portfolio average will continue to increase as we reinvest at current market rates. The portfolio's annual weighted average yield was 53 basis points below the average annual 90-day T-Bill rate. 10 III. INTEREST INCOME SUMMARY FY18 Audit $1,349,182 FY19 Audit $2,629,198 FY20 Audit $1,423,661 FY21 Audit $165,992 FY22 Unaudited $812,687 FY22 Budgeted $195,698 Interest Income Summary $3,000,000 $2,500,000 aA $2,000,000 c� W $1,500,000 a� $1,000,000 $500,000 $0 FYI Audit FY19 Audit FY20 Audit FY21 Audit FY22 FY22 Budgeted Unaudited Interest income increased over the budgeted level for fiscal year 2022. When compared to prior year, interest earnings has increased substantially due primarily to the 7 rate hikes throughout the year. The rate hikes are in hopes returning the inflation rate to the 2% goal. While the City's average yield is below the 90 day T-Bill yield, it will continue to climb as investments continue to mature and are reinvested at much higher current market rates. I Interest Income By Fund For Fiscal Year Ending September 2022 # Fund FY 21 FY 21 Actual FY 22 FY 22 Actual Diff FY22 Budget Audited Budget (Unaudited) Bud. -Act. 101 General $112,500 $62,639 $71,838 $126,233 $54,395 201 Hotel/Motel 4,000 288 400 12,497 $12,097 202 Juvenile Case Fund 1,800 104 200 1,171 $971 210 1/2 Cent Sales Tax -Operations 10,000 2,920 3,300 39,109 $35,809 211 1/2 Cent Sales Tax -Reserve 0 0 0 0 $0 220 Crime Control & Prevention District 5,000 399 462 12,524 $12,062 221 Police Seized Asset Funds 1,000 96 100 1,423 $1,323 230 Police Drug DEA Awards 1,200 159 250 1,910 $1,660 231 Police Drug State Awards 850 80 250 1,564 $1,314 240 Car Rental Tax 33,500 6,447 25,300 137,438 $112,138 245 Glade Parks PID 0 0 0 0 $0 250 Glade Parks TIRZ 2,500 746 1,000 22,563 $21,563 260 Cable PEG Fund 5,000 237 400 4,021 $3,621 270 Midtown PID 0 100 0 1,024 $1,024 301 Developer's Escrow 0 6,155 0 9,518 $9,518 305 Streets CIP 22,761 7,646 5,937 49,258 $43,321 310 1/2 Cent Sales Tax - CIP 2,621 1,290 341 6,758 $6,417 320 General Capital Projects 22,671 4,716 2,784 51,333 $48,549 321 Redevelopment CIP Fund 1,542 704 576 6,179 $5,603 322 Midtown Development CIP 0 0 0 0 $0 323 Midtown Development Reserves 0 0 0 0 $0 325 Police Facility CIP 0 0 0 0 $0 330 Car Rental CIP 0 6,311 0 6,881 $6,881 401 GO Debt Service 15,000 1,267 1,000 10,217 $9,217 402 Star Center Debt 3,000 122 450 2,362 $1,912 403 Glade Parks Debt Service 0 52 0 1,011 $1,011 404 Midtown Development Debt Service 1,000 689 1,000 12,674 $11,674 410 1/2 Cent Sales Tax Debt Service 0 3 0 1,014 $1,014 501 Water and Wastewater 40,000 14,990 20,000 76,046 $56,046 502 Water and Wastewater CIP 2,040 5,832 194 28,035 $27,841 503 Water and Wastewater Reserve 0 0 0 0 $0 504 Service Center Fund 0 0 0 0 $0 505 Water Impact Fees 0 1,015 0 16,698 $16,698 508 Wastewater Impact Fees 0 352 0 5,407 $5,407 509 W/WW Rate Stabilization 20,000 18,590 20,000 15,568 $4,432 510 Drainage 1,200 85 110 1,296 $1,186 511 Drainage CIP 0 545 0 6,358 $6,358 5201 Recreation Classes 6,000 58 2,000 2,144 $144 521 Arbor Daze 0 21 106 14 $92 530 Parks At Texas Star 2,500 224 2,500 3,241 $741 531 PATS Debt Service 0 0 0 0 $0 532 PATS Reserve 1,000 115 1,000 2,146 $1,146 540 Texas Star Golf Course 800 65 500 5,015 $4,515 541 TSGC Debt Service 0 34 0 100 $100 542 TSGC Reserve 2,500 275 2,500 4,686 $2,186 543 TSGC CIP Fund 0 84 0 1,209 $1,209 550 Parks At Texas Star 0 0 0 0 $0 552 TSSC CIP 0 62 0 961 $961 601 Equipment Replacement 20,000 12,514 20,000 88,248 $68,248 610 Health Insurance 30,000 7,032 10,000 22,634 $12,634 615 Risk M mt/Worker's Comp 10,000 929 1,200 14,199 $12,999 Total $381,985 $165,992 $195,698 $812,687 $616,989 Note that interest earnings are being earned on all investable City funds and great efforts are pursued to meet budgeted levels. This report points out that the unaudited interest earnings for the end of the fiscal year have exceeded budgeted expectations due to numerous Fed rate hikes thoughtout the year. Several funds were budgeted conservatively or not at all due to the volatility of revenues and expenditures. However, these funds are used for investment purposes when available. These funds include Capital Improvement Projects, DEA Funds, Grant Funds, and Debt Service Funds. 12 IV. COLLATERAL REVIEW The first and most important objective of investing public funds is safety. One way to ensure the safety of the City's assets is to have them fully secured with "collateral." Acceptable collateral is defined in the City's investment policy as Federal Deposit Insurance Corporation (FDIC) Insurance, Federal Savings and Loan Insurance Corporation (FSLIC) Insurance and/or eligible securities as defined in Government Code Chapter 2257 Collateral for Public Funds Section 2257.002. Bank balances are monitored daily to assure full coverage. The amount of collateral required by the depository bank varies with the expected level of deposits (typically correlates with large receipts such as property taxes, franchise taxes and investment maturities). Pledging Institution Frost Bank City of Euless Collateral Analysis for Cash as of 09/30/22 Safekeeping Pledged Sec. Security Market Value Inv. Value Difference Location Description Market Value (w/FDIC Ins.) (a� Mat'y (P & 1) Over/(Under) Produced By: Director of Finance $1,307,529 $1,557,529 $1,209,302 Bank of New Payroll $23,187 York Mellon various bonds $1,307,529 Operating $919,075 Insurance $267,040 Reviewed by: Assistant Director of Finance $348,228 This review is practiced on a regular basis assuring coverage. Another regular practice is reviewing each individual instrument pledged. This assures compliance with the investment policy and consideration of the underlying security. This separate but thorough practice has protected the City's portfolio against derivative products. 13 V. BROKER SELECTION PROCESS This section of the report is to provide a brief explanation of the process undertaken to select brokers with which the City invests. The broker/dealer list is reviewed annually, and additions/deletions are made as necessary. The City currently maintains a list of six broker/dealers. The process is outlined below: 1. Brokers express an interest in doing business with the City. 2. A questionnaire is sent to the broker which requests the necessary information for management to review including references, capital adequacy ratios, etc. 3. The Finance Department reviews all received questionnaires, summarizes the information and recommends the desired list of brokers with explanatory notes in conjunction with the first quarter investment report. 4. The list is presented to the investment committee annually for their approval. 5. All brokers are notified after the selection is complete. VI. SUMMARY The primary objectives of compliance, safety, liquidity and yield have been achieved for the reporting period as evidenced by this report. These objectives will continue to be pursued for the City of Euless as provided by the investment policy. This year proved to be another successful year for the investment program. The City of Euless, like all other local governments, is faced with the challenge of meeting benchmark levels triggered by the Fed's actions. The City's investment program will continue to seek new techniques, instruments, etc. to enhance the return on the City's funds, as well as the return of all City funds. The investment committee will meet on January 10, 2023 to discuss the Annual Investment Report. Once the annual report is approved by the committee, it will be forwarded to the City Council. Janina Jewell Director of Finance Jackie Theriot Assistant Director of Finance 14 CERTIFICATION This report has been examined and approved by the Investment Officers of the City of Euless. Information presented in this report to the Investment Committee and City Council represents an accurate description of the City's investment activity for the fiscal year ending September 30, 2022. This report meets all requirements specified by the Public Funds Investment Act and the Policy of the City of Euless. Investment Officers Janina Jewell Director of Finance Jackie Theriot Assistant Director of Finance Diana L Ayala Budget and Treasury Manager M • • � Ross Fairclo Accounting Manager 15 Minutes — 08/09/2022 4:00 p.m. Investment Committee Meeting Members: Linda Martin, Mayor Loretta Getchell, City Manager Chris Barker, Deputy City Manager Janina Jewell, Director of Finance Committee members present included Mayor Martin, Loretta Getchell, Chris Barker, and Janina Jewell. Non - committee attendee City Treasurer Diana Ayala. Jewell presented the Third Quarter Investment Report for Fiscal Year 2022. She stated it was in compliance with Chapter 2256 of the Public Funds Investment Act. Jewell referred the committee to page 2 that showed the City's investment strategy for the various funds of the City as of June 30, 2022. She noted that operating funds were invested with a weighted average maturity (WAM) ranging from 6 to 9 months, capital improvement projects (CIP) and special purpose funds were invested in accordance with drawdown schedules of the projects and would not exceed the estimated project completion dates, debt service funds were invested to assure adequate liquidity to cover the debt service obligations on the required payment date, and finally that emergency, contingency, operating and debt service reserve funds could not exceed five year investment timelines. She noted that there were no changes made that quarter to the strategy. Jewell stated that the presented investment portfolio followed those strategies for the third quarter of Fiscal Year 2022. Jewell referred the committee to page 3 where she noted significant increases and decreases in fund investments since March 31, 2022. She specifically noted changes occurred because of the spending of property taxes collected during the previous quarter, the strong car rental tax collections, receipt of the second tranche of the APRA funds, the inflow TIRZ funds from the taxing entities, and capital expenses. Overall there was an increase of over $6.3 million. The total market value of cash and investments was stated to be $146,557,016. On page 4 Jewell pointed out that the portfolio was very liquid with 51% being invested in pools and escrows and 49% in agencies and Certificates of Deposit. The portfolio shows its diversity in investment types on this page. She noted that the weighted average yield on the portfolio was 0.87% and was up 65 basis points from the last quarter. On page 5 she noted the diversity of the portfolio by maturity and specifically cited that 81% of the portfolio maturity had a maturity of less than one year. The WAM on the portfolio was 164.97 days which is well within the 365-day guideline in the investment policy. Page 6 noted the portfolio diversity by institution and that no one institution had more than a third of the City's portfolio invested with them. Page 7 was noted to show the market value of the portfolio as of June 30, 2022, of $146,201,886 which, if investments had been liquidated, the City would have to show a loss of $1,046,263. On page 8 Jewell noted the comparison of average 90 day T-Bills for the quarter compared to the portfolio average maturity. The portfolio averaged 60 basis points below the 90 Day T-Bill benchmark for the quarter. This page also showed that cash was 100% invested for the quarter. Jewell noted on page 9 that the City was over collateralized as of June 30, 2022. 0 Jewell then noted that the report was certified by City Investment Officers. The Mayor made a motion to approve the quarterly investment report. Ms. Getchell seconded the motion and the vote was unanimous in favor. Minutes for the May 10, 2022, Investment Committee Meeting were presented. Ms. Getchell motioned to approve. Mr. Barker seconded the motion and the committee approved unanimously. Ms. Jewell commented briefly on the economy. She noted that the Fed increased the Fed Funds Target Rate in May by 50 basis points, June another 75 basis points, and July by another 75 basis points to 2.25% to 2.5%. She mentioned that the previous Friday's jobs numbers came out pointing to robust hiring and growth in the labor market. She noted Mischler Financial Group stated that expectations of two more 50 basis point hikes are expected at the next two meetings with another 25-basis point increase in December to end the year 3.5% to 3.75% which has already been worked into the market. However, they don't know that those hikes will be enough to control inflation. Corporate earnings reports were "not as bad as expected" by the market but US Housing data disappointed again with new home sales down 8.1% and pending home sales down 8.6%. The meeting was adjourned at 4:11 p.m. 17 APPENDICES 18 APPENDIX A City of Euless Change in Portfolio Values by Asset and Investment Fund For the Quarter Ending September 30, 2022 Inv. CUSIP Maturity/ Par Market Value Market Value Change in Book Value Book Value Change in Type Number Call Date Value 09/30/2022 06/30/2022 Market Value 09/30/2022 06/30/2022 Book Value OPERATING FUNDS: FFCB 3133EMMVI 01/13/2023 1,000,000 990,500 986,990 3,510 999,190 999,190 - FFCB 3133EMML3 01/12/2023 1,000,000 990,200 988,000 2,200 998,650 998,650 - FFCB 3133EMDA7 10/13/2022 1,000,000 999,120 994,800 4,320 1,000,700 1,000,700 - FFCB 3133EMGX4 11/23/2022 1,000,000 995,100 992,000 3,100 1,000,000 1,000,000 - FFCB 3133EMUU4 11/29/2022 1,000,000 994,600 998,810 (4,210) 1,000,000 1,000,000 - FFCB 3133EMWK4 01/19/2023 1,000,000 989,500 987,700 1,800 1,000,000 1,000,000 - FFCB 3133EMVP4 04/13/2023 1,000,000 980,300 980,000 300 998,084 998,084 - FFCB 3133EMXM9 04/27/2023 1,000,000 978,600 978,800 (200) 998,410 998,410 - FFCB 3133EMZP0 05/18/2023 1,000,000 976,100 977,080 (980) 998,050 998,050 - FFCB 3133EMD58 01/02/2023 1,000,000 991,000 988,600 2,400 999,400 999,400 - FHLB 3130AMNF5 06/09/2023 1,000,000 973,820 974,810 (990) 1,000,000 1,000,000 - FFCB 3133EMH96 06/14/2023 1,000,000 972,800 974,300 (1,500) 1,000,000 1,000,000 - CD 90348JQ94 01/30/2023 249,000 246,435 246,311 125 249,000 249,000 - CD 05580AB94 07/31/2023 249,000 241,754 242,700 (946) 249,000 249,000 - CD 538036RU0 02/13/2023 249,000 246,062 246,037 25 249,000 249,000 - FFCB 3133EM2W1 05/17/2023 1,000,000 976,400 977,300 (900) 998,680 998,680 - FFCB 3133EM2E1 08/10/2023 1,000,000 966,700 970,300 (3,600) 997,070 997,070 - CD 795451AM5 08/11/2023 249,000 241,679 242,775 (1,096) 249,000 249,000 - FFCB 3133EM4P4 04/14/2023 1,000,000 980,300 980,200 100 999,384 999,384 - FFCB 3133EM4P4-2 04/14/2023 1,000,000 980,300 980,800 (500) 1,000,000 1,000,000 - FAMCA 31422XMA7 09/O1/2023 1,000,000 964,100 969,820 (5,720) 1,000,000 1,000,000 CD 87165HD23 09/18/2023 249,000 240,733 242,053 (1,320) 249,000 249,000 CD 70962LAQ5 09/29/2023 249,000 240,385 241,580 (1,195) 249,000 249,000 CD 923450CQI 09/29/2023 249,000 240,161 241,281 (1,121) 249,000 249,000 US TRE, 91282CDA6 09/30/2023 1,000,000 960,898 967,441 (6,543) 998,320 998,320 FFCB 3133ENBN9 10/20/2023 1,000,000 964,020 967,420 (3,400) 999,250 999,250 - FFCB 3133ENEW6 05/23/2023 1,000,000 977,000 978,600 (1,600) 999,250 999,250 - CD 14042TEC7 05/24/2023 249,000 243,622 244,344 (722) 249,000 249,000 - CD 465076SW8 06/12/2023 249,000 243,298 244,095 (797) 249,000 249,000 - FHLB 3130APQU2 11/22/2023 1,000,000 965,450 979,350 (13,900) 1,000,000 1,000,000 - CD 06279KU95 12/09/2022 249,000 247,655 247,207 448 249,000 249,000 - FHLB 3130AQ7C1 06/30/2023 1,000,000 977,080 979,050 (1,970) 1,000,000 1,000,000 - FHLB 3130APYZ2 12/08/2023 1,000,000 964,090 969,040 (4,950) 1,000,000 1,000,000 - FHLB 3130AQ5T6 12/29/2023 1,000,000 963,810 969,780 (5,970) 1,000,000 1,000,000 - FHLB 3130AQQ71 01/24/2023 1,000,000 990,100 990,050 50 997,610 997,610 - FNMA 3135G05G4 07/10/2023 1,000,000 970,800 973,900 (3,100) 982,500 981,333 1,167 FFCB 3133ENLF5 01/18/2024 1,000,000 957,200 968,800 (11,600) 1,000,000 1,000,000 - FFCB 3133ENLY4 01/25/2024 1,000,000 965,230 971,060 (5,830) 999,250 999,250 - CD 060243HR6 02/16/2023 248,000 245,421 245,743 (322) 248,000 248,000 - FFCB 3133ENPH7 02/22/2023 1,000,000 990,100 991,200 (1,100) 1,000,000 1,000,000 - CD 073710E47 02/22/2023 248,000 245,322 245,743 (422) 248,000 248,000 - US TRE, 912828592 07/31/2023 1,000,000 976,035 982,285 (6,250) 1,000,000 1,000,000 - FAMCA 31422XTT9 08/03/2023 1,000,000 974,200 980,270 (6,070) 997,444 997,278 167 CD 052392BF3 08/16/2023 249,000 242,875 244,369 (1,494) 249,000 249,000 - CD 70337MGR3 08/18/2023 248,000 241,800 243,338 (1,538) 248,000 248,000 - FHLB 3130AQVV2 02/28/2024 1,000,000 968,390 974,220 (5,830) 1,000,000 1,000,000 - FHLB 3130ARLW9 01/26/2024 1,000,000 988,620 994,800 (6,180) 1,000,000 1,000,000 - FHLB 3130ARMV0 04/26/2024 1,000,000 991,270 996,660 (5,390) 1,000,000 1,000,000 - FHLB 3130ARWC1 11/16/2023 1,000,000 990,090 993,700 (3,610) 1,000,000 1,000,000 - FHLB 3130ASA33 11/24/2023 1,000,000 992,330 996,000 (3,670) 1,000,000 1,000,000 - FHLB 3130AS4B2 02/26/2024 1,000,000 987,870 993,900 (6,030) 1,000,000 1,000,000 - FHLB 3130ARV65 05/17/2024 1,000,000 989,330 996,210 (6,880) 1,000,000 1,000,000 - FHLMC 3134GXUH5 05/24/2024 1,000,000 989,420 994,970 (5,550) 1,000,000 1,000,000 - CD 66612AGP7 12/08/2022 245,000 244,216 244,657 (441) 245,000 245,000 - CD 60685BND9 12/13/2022 245,000 244,167 244,731 (564) 245,000 245,000 - CD 29461MAH5 03/03/2023 245,000 243,163 244,613 (1,450) 245,000 245,000 - FHLB 3130AS4V6 03/09/2023 1,000,000 992,200 994,790 (2,590) 1,000,000 1,000,000 - CD 48714LCE7 03/17/2023 245,000 242,991 244,633 (1,642) 245,000 245,000 - FHLB 3130AS4W6 06/09/2023 1,000,000 995,840 997,630 (1,790) 1,000,000 1,000,000 - FHLB 3130ASBN8 03/22/2024 1,000,000 990,820 996,190 (5,370) 1,000,000 1,000,000 - FHLB 3130ASF79 03/28/2024 1,000,000 993,770 999,000 (5,230) 1,000,000 1,000,000 - FHLMC 3134GXUM4 06/07/2024 1,000,000 986,860 995,430 (8,570) 1,000,000 1,000,000 - Purchases FHLB 3130ASQG7 01/27/2023 1,000,000 997,300 - 997,300 1,000,000 - 1,000,000 FHLB 3130ASWT2 02/28/2023 1,000,000 997,100 - 997,100 1,000,000 - 1,000,000 FHLB 3130ASW54 05/25/2023 1,000,000 994,460 - 994,460 1,000,000 - 1,000,000 FFCB 3133ENF39 08/08/2023 1,000,000 991,400 - 991,400 1,000,000 - 1,000,000 FHLB 3130ASW47 11/28/2023 1,000,000 993,100 - 993,100 1,000,000 - 1,000,000 19 APPENDIX A City of Euless Change in Portfolio Values by Asset and Investment Fund For the Quarter Ending September 30, 2022 Inv. CUSIP Maturity/ Par Market Value Market Value Change in Book Value Book Value Change in Type Number Call Date Value 09/30/2022 06/30/2022 Market Value 09/30/2022 06/30/2022 Book Value Maturities CD 06251A3A6 07/29/2022 249,000 - 248,751 (248,751) - 249,000 (249,000) FFCB 3133EMPR7 08/02/2022 1,000,000 - 998,600 (998,600) - 1,000,000 (1,000,000) FFCB 3133EMPR7-2 08/02/2022 1,158,000 - 1,156,379 (1,156,379) - 1,158,000 (1,158,000) CD 38149MXY4 08/11/2022 249,000 - 248,651 (248,651) - 249,000 (249,000) FHLB 3130AJY52 08/12/2022 1,000,000 - 998,530 (998,530) - 1,000,590 (1,000,590) FFCB 3133EMTN2 09/16/2022 1,000,000 - 996,300 (996,300) - 1,000,000 (1,000,000) FFCB 3133EMLF7 09/22/2022 1,000,000 - 996,300 (996,300) - 1,000,000 (1,000,000) FFCB 3133EMLF7-2 09/22/2022 1,000,000 996,300 (996,300) 1,000,000 (1,000,000) Total Operating: Par total does — ineludematurities $ 53,463,000 $ 52,507,361 $ 54,328,076 $ (1,820,715) $ 53,424,242 $ 55,079,499 $ (1,655,257) 20 APPENDIX A City of Euless Change in Portfolio Values by Asset and Investment Fund For the Quarter Ending September 30, 2022 Inv. CUSIP Maturity/ Par Market Value Market Value Change in Book Value Book Value Change in Type Number Call Date Value 09/30/2022 06/30/2022 Market Value 09/30/2022 06/30/2022 Book Value CIP FUNDS FFCB 3133EMSE3 03/01/2023 1,000,000 995,500 982,720 12,780 1,000,000 1,000,000 - FFCB 3133EMSTO 03/10/2023 1,000,000 984,500 983,540 960 1,000,000 1,000,000 - FHLB 3130ANYM6 08/28/2023 1,000,000 964,300 970,060 (5,760) 995,901 995,693 208 CD 78658RFR7 10/19/2022 249,000 248,651 247,805 847 249,000 249,000 - FFCB 3133ENAH3 01/12/2023 1,000,000 990,600 986,900 3,700 999,100 999,100 - CD 59013KNZ5 04/28/2023 249,000 244,120 244,667 (548) 249,000 249,000 - CD 14042RQE4 05/24/2023 249,000 243,622 244,344 (722) 249,000 249,000 - FFCB 3133ENDK3 06/08/2023 1,000,000 975,100 977,000 (1,900) 998,800 998,800 - FHLB 3130APQN8 11/22/2023 1,000,000 962,220 968,100 (5,880) 1,000,000 1,000,000 - FHLB 3130ARWG2 05/25/2023 1,000,000 993,900 998,420 (4,520) 1,000,000 1,000,000 - Purchases FHLB 3130ATD87 06/30/2023 1,000,000 998,800 - 998,800 1,000,000 - 1,000,000 FHLB 3130ATDT1 09/29/2023 1,000,000 998,580 - 998,580 1,000,000 - 1,000,000 Maturities FFCB 3133EMYM8 08/04/2022 1,000,000 - 998,500 (998,500) - 1,000,000 (1,000,000) FFCB 3133EMYK2 08/04/2022 1,000,000 - 998,400 (998,400) - 1,000,000 (1,000,000) Total CIP: inclade maturities $ 9,747,000 $ 9,599,893 $ 9,600,456 $ (563) $ 9,740,801 $ 9,740,593 $ 208 RESERVE FUNDS: FHLMC 3134GXGQI 12/15/2022 1,000,000 993,400 989,600 3,800 1,000,000 1,000,000 - FFCB 3133EMSS2 03/09/2023 1,000,000 984,200 983,300 900 998,563 998,563 - FFCB 3133EMZZ8 11/18/2022 1,000,000 995,700 991,860 3,840 999,250 999,250 - FFCB 3133EMM25 03/23/2023 1,000,000 982,900 982,300 600 1,000,000 1,000,000 - FFCB 3133EMM66 06/28/2023 500,000 486,000 487,150 (1,150) 500,000 500,000 - FFCB 3133EM3S9 06/26/2023 1,000,000 971,900 973,900 (2,000) 1,000,000 1,000,000 - FFCB 3133ENAL4 10/12/2023 1,000,000 960,700 967,100 (6,400) 1,000,000 1,000,000 - FHLB 3130AQBY8 12/29/2023 1,000,000 961,130 967,900 (6,770) 1,000,000 1,000,000 - Purchases None - - - - - - Maturities None - - - - - - Par total does not Total Reserve: include maturities $ 7,500,000 $ 7,335,930 $ 7,343,110 $ (71180) $ 7,497,813 $ 7,497,813 $ OVERNIGHT INVESTMENTS: Beginning Bal Ending Bal 25,209,769 31,023,036 Texpool Balance 31,023,037 25,209,769 5,813,268 31,023,037 25,209,769 5,813,268 Purchases 10,272,534 Maturities 4,459,267 TexasCLASS Balance 25,195,873 27,051,407 27,051,405 25,195,873 1,855,532 27,051,405 25,195,873 1,855,532 Purchases 5,038,967 Maturities 3,183,434 Texstar Balance 24,128,044 25,239,482 25,239,483 24,128,044 1,111,439 25,239,483 24,128,044 1,111,439 Purchases 12,917,253 Maturities 11,805,814 BofT Balance 14,363 14,409 14,408 14,363 45 14,408 14,363 45 Purchases 45 Maturities - US Bank Balance 382,196 383,679 383,679 382,196 1,483 383,679 382,196 1,483 Purchases 1,483 Maturities - Total Overnight: $ 83,712,0141 $ 83,712,012 $ 74,930,244 $ 8,781,768 $ 83,712,012 $ 74,930,244 $ 8,781,768 Total Portfolio rar total noes not include maturities $ 154,422,014 $ 153,155,196 $ 146,201,887 $ 6,953,310 $ 154,374,869 $ 147,248,145 $ 7,126,720 21 C M W W M O LO LO V N V r N N M r LO oc O O O O O O O O O O O O O O O y N E LO 7 O) o N W o N r W m pl r o W Lf1 O 0 O 0 O 0 O O 0 0 O O 0 0 UO y LO Ln M O O O O N O O M LL7 O O O O O O O O O O O O O m N H oO y O N O N O !A O N O N C N O N O N O O O O O O O M cl) d a` o U N w w O. o z C O O E N = LL c E N m m N (O W N N N m 0 o O O O O O ` m r U lU) C j Q a 0 0 0 0 0 0 0 C p_ O O LOO O N N N O W Lo N W O O a' Lh Lh M M M th 7 U o e L e o L 0 O Lh O Lh N M (00 ('7 M W O th 7 r N N N y M (O Ln W M O) O LO N N V W N 7 N r N h N M W r LO r L17 7 W O O CD O O CD O O O O O O O O C O Cl O O O O N L C m ? m C O> Q n O M O O O O W O O LO � CD O O O O O O O O O O O x J (� (,) C LO O L Ln M O N N M W h M Ln M CD O O O O O O O Luat Oa W o o v °° J Q U N M (O W M O LO LL') N V r N N M r o L17 7 O O O O O O O O O O O O O O O U LL LO O) N W N r W r W O O O O C O O y O Ln LO O M O LO O O O O N O W W O M O LO LO O O O O O O O O O O O O O O O O O O Clm— O O a m N M N M h M O O O O O O O O O O O O O O O O O O O O O O O a N L m tU 'O � C N M 7 N M —_ m N N N N N N m U ❑ N O N N Z N M N N P') O j m N r N N W N N N LO N N N W aD O N N N O W M N W � ❑ Ln W (O N L pm N r N W N ao N N W ao N N rn rn J a o 0 0 0 0 0 0 C Li r N a r r c�i J z Q CO Q �' ' Q W ci a a a w¢ a a M M M m M M M U M M M M M M M En m Q Q Q O. 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M O_ 0) CL 0J Q M a a } } X } (n E 7 O 0 7 O 0 7 O 0 7 O 0 7 O d >> Q to Q co Q to Q(n U Z m M M M M � O M M M (NO M M M M w M M M M O M M M M M M M M M U) U) U) U) CO U) 3g3� Y Y Y C O O O y6 0 y6 N w N � F � 0 0 0 m m m m m Co Co m Q d O. d 65 5 65 0 0 0 m c0 m X X X X X X X X X O O O co co U) ❑ LL LL LL LL❑ M LL LL LL Q F H F H F H F H F m m m M =) M U LL LL LL LL U LL LL LL LL F 23 zz CL Q � L U O O U Un � L cu co E E O J O — "- L y co L •_ (a pp c�i Z O L _N Co U) , W Co U C E ;E co0 (a ii U- U H 2 0 iL U U J Q Co O I Q 0 m Z UL U- U = 0 LL o m C U/) � m m Q +- Z 0 Co c Y a) O (n O U) U � c 32 E O E O •LUG ca Z ca LL O 2 Y N a2 O � Ov Un N N N (a L (a ca .� UL UL UL co iL c/) co > U) ammo °� 2 O Z E�.� O c Z IL 2 2 co LL IL IL m LL Un m > 0 0 0 d Un + + U) Q U U U co o CZ ca cam U) 0- ca m w o o U) o o o� J J J � U) UA Un Un Q Q Q (u CO U) a- (u CO � N � Un 0 N 0 Un H H H D H H H D 24 CITY OF EULESS FINANCE POLICY DATE: June 26, 1990 PREPARED BY:Finance Department REV: January 25, 2022 REVIEWED BY:City Manager RE: Investment Policy APPROVED BY:City Council I. SCOPE This investment policy applies to the investment activities of the Government of the City of Euless, Texas. This policy serves to satisfy the statutory requirements of defining and adopting a formal investment policy. The policy and strategy shall be reviewed annually by the Investment Committee and any modifications must be approved by the Investment Committee and forwarded to City Council for final approval. The City Council must adopt a written instrument by rule, order, ordinance, or resolution stating that it has reviewed the investment policy and investment strategies. Any changes made to either the policy or strategies will be recorded in this written instrument. This Investment Policy, as approved, is in compliance with Chapter 2256 of the Texas Government Code, also known as "The Public Funds Investment Act." A. FUNDS INCLUDED All financial assets of all funds, including the General Fund and any other accounts of the City not specifically excluded in these policy guidelines are included. These funds, as well as funds that may be created from time -to -time, shall be administered in accordance with the provisions of these policies. All funds will be pooled for investment purposes. The strategy developed for this pooled fund group will address the varying needs, goals, and objectives of each fund. B. FUNDS EXCLUDED None. II. OBJECTIVES AND STRATEGY A. COMPLIANCE The City must adopt rules, designate staff to manage local funds, and submit related reports as outlined by Chapter 2256 of the Texas Government Code, also known as the Public Funds Investment Act ("PFIA"). All investments made on behalf of the City must comply with the Public Funds Investment Act and all federal, state, and local statutes, rules, or regulations. In conjunction with the annual comprehensive financial audit and report, the City will perform, or have performed, a compliance audit of management controls on investments and adherence to the City's approved investment policy. B. SAFETY OF PRINCIPAL The primary objective of the City's investment activity is the preservation of capital in the overall portfolio. The objective will be to mitigate credit risk and interest rate risk. Credit Risk — The City of Euless will minimize credit risk, which is the risk of loss due to the failure of the security issuer or backer, by: a. Limiting investments to the types of securities listed in Section V of this investment policy. 25 b. Pre -qualifying the financial institutions, broker/dealers and advisors with whom the City of Euless will do business. c. Diversifying the investment portfolio so that the impact of potential losses from any type of security or from any one issuer will be minimized. 2. Interest Rate Risk —The City of Euless will minimize interest rate risk, which is the risk that the market value of securities in the portfolio will fall due to changes in market interest rates by: a. Structuring the portfolio so that securities mature to meet cash requirements for ongoing operations, avoiding the need to sell securities prior to maturity. b. Investing operating funds primarily in shorter -term securities, money market mutual funds, or similar investment pools. C. LIQUIDITY The City's investment portfolio will remain sufficiently liquid to enable the City to meet operating requirements that might be reasonably anticipated. Liquidity shall be achieved by matching investment maturities with forecasted cash flow requirements and by investing in securities with active secondary markets. In addition, all or a portion of the portfolio may be invested in money market mutual funds or local government investment pools which offer same day liquidity for short-term funds. D. YIELD The City's cash management portfolio shall be designed with the objective of regularly exceeding the average rate of return on three-month U.S. Treasury Bills, or the average Federal Reserve Discount whichever is higher. The investment program shall seek to augment returns above this threshold consistent with risk limitations identified herein and prudent investment principles. Funds held for future capital projects shall be invested in securities that reasonably can be expected to produce enough income to offset inflationary construction cost increases. E. RISK OF LOSS All participants in the investment process shall seek to act responsibly as custodians of the public trust. Investment officials shall avoid any transaction that might impair public confidence in the City's ability to govern effectively. F. STRATEGY The strategy for all pooled funds is to assure that cash flows are matched with projected needs and assume adequate liquidity and safety. This may be accomplished by purchasing high quality securities in a laddered structure or utilizing an investment pool. Furthermore the following purposes are also considered when investing: 1. Funds for Capital Improvement Projects or special purposes should allow for flexibility and unanticipated project outlays by having a portion of their investments in highly liquid securities. The stated final maturity dates of securities held should not exceed the estimated project completion date. A weighted average maturity of 365 days or less will be maintained and calculated by using the stated final maturity of each security. 26 2. Funds for Debt Service should assure liquidity adequate to cover the debt service obligation on the required payment date. Surplus funds outside the debt service dates will remain within the investment and fiscal policies. 3. Debt Service Reserves, Operating Reserves, Emergency and Contingency funds will have the ability to generate a dependable revenue stream to the appropriate fund from securities with a low degree of volatility. Such securities will tend to hold their value during economic cycles. The stated final maturity dates of securities held should not exceed five years. 4. Operating funds will be structured in such a way as to minimize volatility during economic cycles. This may be accomplished by purchasing high quality short-term securities which will complement each other in a laddered maturity schedule. The weighted average maturity on these funds will remain within the 6 to 9 month range and calculated by using the stated final maturity date of each security. III. INVESTMENT COMMITTEE A. MEMBERS There is hereby created an Investment Committee, consisting of the City Manager and/or his designee, the Deputy City Manager, the Director of Finance, and the Mayor or Mayor's designee. The Investment Committee shall meet at least quarterly to determine general strategies and to monitor results and shall call a special meeting of the Investment Committee within 24 hours of notification of any significant events related to the City's portfolio including a downgrade in the investment rating. All prudent measures will be taken to liquidate an investment whose rating has been downgraded to less than the required minimum rating. The Investment Committee shall be authorized to invite advisors to the meetings as needed including, but not limited to, the City Attorney, the City Council, or outside advisors. B. SCOPE The Investment Committee shall include in its deliberations such topics as: performance reports, economic outlook, portfolio diversification, maturity structure, potential risk to the City's funds, authorized brokers and dealers, and the target rate of return on the investment portfolio. C. PROCEDURES The Investment Committee shall provide for minutes of its meetings. Any two members of the Investment Committee may request a special meeting, and three members shall constitute a quorum. The Investment Committee shall establish its own rules of procedures. IV. RESPONSIBILITY AND CONTROL A. DELEGATION Management responsibility for the Investment Program is hereby delegated to the Director of Finance, who shall establish written procedures and internal controls for the operation of the investment program, consistent with this Investment Policy. Such procedures shall include, but not be limited to, account management procedures, cash flow procedures, investment transaction procedures, authorized dealer selection process, investment portfolio reporting requirements, and explicit delegation of authority to persons responsible for investment transactions. No person shall engage in an investment transaction except as provided under the terms of this policy and the procedures established by the 27 Director of Finance. The Director of Finance shall be responsible for all transactions undertaken and shall establish a system of controls to regulate the activities of the Authorized Investment Officers and subordinate officials. B. SUBORDINATES The Director of Finance will serve as the City's chief investment officer. The Assistant Director of Finance, Treasurer, and the accountant responsible for cash and debt analysis are hereby designated as Authorized Investment Officers, responsible for the investment of the City's funds, pursuant to the Public Funds Investment Act Section 2256.005 Subsection F. Authority granted to a person to invest the funds on behalf of the City shall remain in effect until rescinded by the City or until the person resigns from or is terminated by the City. All authorized investment officers shall receive not less than 8 hours of investment training relating to their investment responsibilities, as described by Section 2256.008 of the Public Funds Investment Act not less than once in a two-year period that begins on the first day of the City's fiscal year and consists of the two consecutive fiscal years after that date. This training must be provided by an independent source which has been approved by the investment committee. At least one training session of not less than 10 hours of investment training related to their investment responsibilities as described by Section 2256.008 of the PFIA must be completed by the investment officer within twelve months of assuming their duties. The training must include, but is not limited to, education in investment controls, security risks, strategy risks, market risks, diversification, and compliance with the Public Funds Investment Act. C. QUARTERLY REPORTS The Director of Finance shall prepare and submit investment reports that are compliant with Government Code Chapter 2256 Public Funds Investment Section 2256.023. D. ANNUAL REPORTS Within 120 days of the end of the fiscal year, the Director of Finance shall present a comprehensive annual report on the investment program and investment activity. The annual report shall include twelve-month and quarterly comparison returns, and shall suggest improvements that might be made in the investment program. E. MONITORING OF MARKET PRICE OF INVESTMENTS The investment officer shall determine the market value of each investment at least quarterly and at a time as close as practicable to the closing of the reporting period for investments. Such values shall be included on the investment reports. The following methods shall be used: 1. Certificates of deposits shall be valued at their face value plus any accrued but unpaid interest. 2. Shares in money market mutual funds and investment pools shall be valued at par plus any accrued but unpaid interest. 3. Other investment securities may be valued in any of the following ways: a. the lower of two bids obtained from securities broker/dealers for such security; b. the average of the bid and asked prices for such investment security as published in the Wall Street Journal; or c. the bid price published by any nationally recognized security pricing service. F. PRUDENCE The standard of prudence to be used by the investment officers shall be "prudent person" standard and shall be applied in the context of managing an overall portfolio. The "prudent person" standard states that, "Investments shall be made with judgement and care, under circumstances then prevailing, which persons of prudence, discretion and intelligence exercise in the management of their own affairs, not for speculation, but for investment, considering the probable safety of their capital as well as the probable income to be derived." Investment officers acting in accordance with written procedures and the investment policy and exercising due diligence shall be relieved of personal responsibility for an individual security's credit risk or market price changes, provided deviations from expectations are reported in a timely fashion and appropriate action is taken to control adverse developments. G. ETHICS AND CONFLICTS OF INTEREST Officers and employees involved in the investment process shall refrain from personal business activity that could conflict with proper execution and management of the investment program, or that could impair their ability to make impartial investment decisions. Employees and investment officers shall disclose any material interests in financial institutions with which they conduct business. They shall further disclose any personal financial/investment positions that could be related to the performance of the investment portfolio. Employees and officers shall refrain from undertaking personal investment transactions with the same individual with whom business is conducted on behalf of the City of Euless. An investment officer who has a personal business relationship with a business organization offering to engage in an investment transaction with the City shall file a statement disclosing that personal business interest. Investment officers who are related within the second degree by affinity or consanguinity to an individual seeking to sell an investment to the City shall also disclose such relationship. A statement required under this section must be filed with the Texas Ethics Commission and the City Council. For the purpose of this section, an investment officer has personal business relationship with a business organization if: 1. The investment officer owns 10 percent or more of the voting stock or shares of the business organization or owns $5,000 or more of the fair market value of the business organization; 2. Funds received by the investment officer from the business organization exceed 10 percent of the investment officer's gross income for the previous year; or 3. The investment officer has acquired from the business organization during the previous year investments with a book value of $2,500 or more for the personal account of the investment officer. V. AUTHORIZED AND SUITABLE INVESTMENT SECURITIES A. ACTIVE PORTFOLIO MANAGEMENT The City intends to pursue an active versus a passive portfolio management philosophy. That is, securities may be sold before they mature if market conditions present an opportunity for the City to benefit from the trade. 29 B. ELIGIBLE INVESTMENTS The following investments will be permitted by this policy as defined by state and local law where applicable: Obligation, including letters of credit, of the United States or its agencies and instrumentalities, including the Federal Home Loan Banks (except for mortgage pass - through securities); 2. Fully insured or collateralized certificates of deposits as authorized and described in Texas Government Code Section 2256.010. 3. Fully collateralized repurchase agreements having a defined termination date, are in accordance with a master repurchase agreement approved by the Investment Committee, and as authorized by Texas Government Code Section 2256.011. 4. Investment Pools as authorized by Texas Government Code Section 2256.016. The pool must enter into a contract approved (by resolution) by the City Council to provide services to the City. The pool must be continuously rated no lower than AAA or AAA-m or at an equivalent rating by at least one nationally recognized rating service. 5. No load money market mutual fund, registered with and regulated by the Securities Exchange Commission, which complies with Federal Securities and Exchange Commission Rule 2a-7 as defined in Texas Government Code Sec. 2256.014. Each fund must provide the City with a prospectus and other information required by the Securities Exchange Act of 1934 or the Investment Advisor Act of 1940. 6. Interest bearing checking accounts that are fully collateralized at 105% of ledger balance. 7. Other such securities or obligations as approved by City Council upon recommendation of the Investment Committee. No securities will be purchased which have a potential for price volatility that is inappropriate for the City and incompatible with its investment strategies. This includes, but is not limited to, certain collateralized mortgage obligations, such as principal and interest only securities, inverse floaters, capped and mismatched floaters, and structures notes and range notes. C. LENGTH OF INVESTMENTS Except for monies of Reserve funds, Emergency funds, Contingency funds and construction funds, the City of Euless shall invest in instruments whose maturities do not exceed two (2) years at the time of purchase. 1. For the General Fund, Water & Wastewater Utility Fund, and any other operating funds, the weighted average maturity of each fund's portfolio will remain within the 6 to 9 month range. Assets held from bond proceeds may be invested in maturities with a final stated maturity greater than (2) years based on estimated project completion dates. 2. Assets held in the General Obligation Interest & Sinking Fund may be invested in maturities which provide liquidity adequate to cover the debt service payment dates. 3. Assets held in the General Emergency, General Contingency, Water & Wastewater Emergency, and the Car Rental Tax Reserve Funds may be invested in maturities not exceeding five (5) years. 30 4. An average remaining maturity of 365 days or less shall be maintained on bond proceeds subject to arbitrage rebate restrictions, and the total portfolio average remaining shall not exceed one year. D. DIVERSIFICATION It is the policy of the City of Euless to diversify its investment portfolios. Assets held in the common investment portfolio shall be diversified to eliminate the risk of loss resulting from one concentration of assets in a specific maturity, a specific issuer or a specific class of securities. Diversification strategies shall be determined and revised periodically by the Investment Committee. In establishing specific diversification strategies, the following general policies and constraints shall apply: Portfolio maturities shall be staggered in a way that protects interest income from the volatility of interest rates that avoids undue concentration of assets in a specific maturity sector. 2. Securities shall be selected which provide for stability of income and reasonable liquidity. In addition, the City will invest a portion of the City's portfolio in readily available funds such as local government investment pools and money market funds to ensure that appropriate liquidity is maintained in order to meet ongoing obligations. 3. The Investment Committee shall establish strategies and guidelines for the percentage of the total portfolio that may be invested in securities other than repurchase agreements, treasury bills, or insured and collateralized certificates of deposit. 4. The Investment Committee shall conduct a quarterly review of these guidelines, and shall evaluate the probability of market and default risk in various investment sectors as part of its considerations. 5. The investment officer will obtain at least three competitive bids from approved brokers on our broker/dealer list before making an investment transaction except for a) transactions with money market funds and local government investment pools (which are deemed to be made at prevailing market rates), b) treasury and agency securities purchased at issuance through an approved broker/dealer or financial institution, and c) fully insured certificates of deposit placed in accordance with the conditions prescribed in Section 2256.010(b) of the Public Funds Investment Act. In the event of a tie, the choice will be made by a cumulative and objective manner. E. ARBITRAGE Although steps have been taken to distribute bond issuance annually in amounts not to exceed $5 million dollar increments, if this process does not occur, the City of Euless will fall under arbitrage regulations. The Tax Reform Act of 1986 provided limitations restricting the City's investing of tax-exempt General Obligation Bond proceeds and debt service income. New arbitrage rebate provisions require that the City compute earnings on investment from each issue of bonds on an annual basis to determine if a rebate is required. To determine the City's arbitrage position, the City is required to perform specific calculations relative to the actual yield earned on the investment of the funds and the yield that could have been earned if the funds had been invested at a rate equal to the yield on the bonds sold by the City. The rebate provision 31 states that periodically (not less than once every five years, and not later than sixty days after maturity of the bonds), the City is required to pay the U.S. Treasury a rebate of excess earnings based on the City being in a positive arbitrage position. The Tax Reform restrictions require extreme precision in the monitoring and recording facets of investments as a whole, and particularly as relates to yields and computations so as to insure compliance. Failure to comply can dictate that the bonds become taxable, retroactively from the date of issuance. The City's investment position relative to the new arbitrage restrictions is the continued pursuit of maximizing yield on applicable investments while insuring the safety of capital and liquidity. It is a fiscally sound position to continue maximization of yield and rebate excess earnings, if necessary. VI. SELECTION OF BANKS AND DEALERS A. BIDDING PROCESS Periodically, a Depository shall be selected through the City's banking services procurement process, which shall include a formal request for proposal (RFP) issued in compliance with applicable State law. The contract can be extended as per the RFP specifications. In selecting depositories, the credit worthiness of institutions shall be considered, and the Director of Finance shall conduct a comprehensive review of prospective depositories credit characteristics and financial history. B. INSURABILITY Banks and Savings & Loan Associations seeking to establish eligibility for the City's competitive investment program, shall submit financial statements, evidence of federal insurance and other information as required by the Director of Finance. C. AUTHORIZED BROKER/DEALERS A list will be maintained of "primary" dealers and regional dealers that qualify under the Securities and Exchange Commission (SEC) Rule 15C3-1 (uniform net capital rule). All financial institutions and broker/dealers who desire to become qualified for investment transactions must supply the audited financial statements, proof of state registration, and a completed broker/dealer questionnaire. All brokers and dealers must be authorized by the Investment Committee, as analyzed by this Broker Questionnaire. Investment Officers shall not conduct business with any firm with whom public entities have sustained losses on investments or whose name has been removed from an approved list by the Investment Committee. At least annually, the investment committee will review, revise and adopt a list of qualified brokers that are authorized to engage in investment transactions with the City. D. COMPLIANCE A written copy of the investment policy will be presented to any investment pool or business organization offering to engage in an investment transaction with the City. A qualified representative (as described by section 2256.002, subdivision 10 of the Texas Government Code) of such business organization shall execute a written instrument, in a form acceptable to both the City and the organization, certifying that they have received and reviewed a written copy of the City's investment policy. The firm must acknowledge that it has implemented reasonable internal procedures and controls in an effort to preclude investment transactions conducted between the City and the organization that are not authorized by the City's investment policy, except to the extent that this authorization is dependent on an analysis of the makeup of the City's entire portfolio or requires an interpretation of subjective investment standards or relates to investment transactions of the entity that are not made through accounts or other contractual arrangements over which the 32 business organization has accepted discretionary investment authority. The investment officer of the City may not acquire or otherwise obtain any authorized investment described in the City's investment policy from a business organization that has not delivered such instrument. This instrument does not, at any time, relieve the City of the responsibility of monitoring all investment transactions to determine if they are in compliance with this policy. VII. COLLATERALIZATION, SAFEKEEPING AND CUSTODY A. COLLATERALIZATION OF DEPOSITS The City requires that all uninsured collected balances plus accrued interest, if any, in depository accounts be secured in accordance with the requirements of this Policy and Chapter 2257, Government Code ("Public Funds Collateral Act") and the Financial Institutions Reform, Recovery, and Enforcement Act of 1989 (FIRREA). Financial institutions serving as City depositories will be required to sign a depository agreement with the City which details securities that can serve as eligible collateral, collateral ization ratios, standards for collateral custody and control, collateral valuation, rights of substitution and conditions for agreement termination. Pledged securities serving as collateral will always be held in the City's name or on behalf of the City by an independent third party with which the City has a current custodial agreement. Depository and custodial records shall assure the notation of the City's ownership of or explicit claim on the securities. Collateral levels will be reviewed no less than monthly to ensure the market value of the pledged securities is at least 105% of the deposit and investment balances less any amount insured by FDIC or FSLIC. Eligible collateral is as follows: B. ELIGIBLE COLLATERAL 1. FDIC and FSLIC insurance coverage. 2. Eligible securities that are compliant with Government Code Chapter 2257 Collateral for Public Funds. The City's Investment Officers reserve the right to accept or reject any form of collateral or enhancement at their sole discretion. C. SUBJECT TO AUDIT All collateral shall be subject to inspection and audit by the Director of Finance, or designee, as well as the City's independent auditors. D. SAFEKEEPING AND CUSTODY Safekeeping and custody of the City's investments shall be in accordance with applicable law and accounting standards. Investment securities will be held by a Custodian designated by the City and will be required to issue safekeeping receipts clearly detailing that the securities are owned by the City. Monthly safekeeping reports detailing the City's securities held by the Custodian will be provided no less than monthly. E. DELIVERY VS. PAYMENT Treasury Bills, Notes and Bonds and Government Agencies' Securities, and all other investment transactions, except investment pools and mutual funds, shall be purchased using the delivery versus payment method (DVP). That is, funds shall 33 not be wired or paid until verification has been made that the security was received by the Custodian. VIII. MANAGEMENT AND INTERNAL CONTROLS The Director of Finance, or designee, shall establish a system of internal controls which shall be reviewed by an independent auditor. The controls shall be designed to prevent losses of public funds arising from fraud, employee error, misrepresentation by third parties, unanticipated changes in financial markets, or imprudent actions by employees or Investment Officers of the City. Controls and managerial emphasis deemed most important that shall be employed where practical are: A. Control of collusion; B. Separation of duties; C. Separation of transaction authority from Accounting and Record -keeping; D. Custodian safekeeping receipts records management; E. Avoidance of physical delivery securities; F. Clear delegation of authority; G. Documentation of investment bidding events; H. Written confirmation of transactions for investments and wire transfers; I. Reconcilements and comparisons of security receipts with the investment subsidiary records; J. Compliance with investment policies; K. Accurate and timely reports; L. Validation of investment maturity decisions with supporting cash flow data; M. Adequate training and development of Investment Officials; N. Verification of all interest income and security purchase and sell computations; O. Review of financial conditions of all brokers, dealers, and depository institutions; and P. Staying informed about market conditions, changes and trends that require adjustments in investment strategies. 34 The City's list of six brokers currently includes FHN Financial, Hilltop Securities, Vining Sparks KNA Stifel, Duncan Williams, Samco Capital, and Financial Northeastern Securities. The Public Funds Investment Act and the City's investment policy require staff to review the broker/dealer list annually. At this time, we recommend approval of the six brokers we currently have as they continue to fill our portfolio needs. The recommended broker/dealer list for 2023 includes: FHN Financial - Buddy Saragusa Hilltop Securities - Gilbert Ramon Vining Sparks/Stifel - Mike Smith Duncan Williams - Patrick Boyer/Doug Boyer Samco Capital Markets - Robert Phillips Financial Northeastern Securities, Inc. - Steven Azzato 35 Economic News 0