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HomeMy WebLinkAbout1998-09-08; City Council; 14840; ANNUAL REVIEW OF CITY INVESTMENT POLICYball B 8 fx ra, z F4 .. E 2 =! u I. 3 0 V 0 0 3q& CITY OF CARLSBAD -AGENDA BILL /7 AB# 14,840 TITLE: 1 RECOMMENDED ACTION: Adopt Resolution No. 98-302 approving the City's investment policy. ITEM EXPLANATION The effective management of the City's investment portfolio plays an important role in maintaining Carlsbad's fiscal health. The portfolio is made up of funds received from many sources having a variety of restrictions, designations, or special uses. Among othc responsibilities, it is the City Treasurer's job to ensure that these funds will be available when needed, and to manage this resource in a prudent way to provide a acceptable rate return on investment. The Treasurer is guided in this process by the City's investment policy, which, among other things, states investment objectives, establishes investment authority and and provides for an investment review process. Under section 53646(a) of the California Government Code the City Treasurer must present an investment policy to the City Council on an annual basis for their review and approval. This annual review also gives the Treasurer an opportunity to recommend revisions to the investment policy, or to improve the plan to take advantage of market changes. The Treasurer has assembled an investment review committee made up of the Assistant City Manager, Administrative Services Director, City Attorney, an outside financial advisor, and himself to review the status of investments and potential changes to the policy prior to recommending these changes to the City Council. The principal change recommended by the City Treasurer at this time pertains to identifying and measuring the level of market risk that has been established for City investments. Market risk identifies changes in the value of investments caused by chang in the market rate of interest. As market interest rates rise, the value of City investments will decline. The opposite will occur when market interest rates fall. All investments made by the City involve a degree of market risk. The City's investment policy currently establishes the acceptable level of market risk by prescribing maximum times for maturities and identifying types of investments that may and may not be made. These parameters have been very effective in ensuring that the level of market risk deemed appropriate for City investments is not exceeded. No change responsibility, establishes the acceptable level of risk, stipulates reporting requirements, ~ e 0 are recommended in these parameters. As a supplement to these parameters, however, t City Treasurer is recommending that a single measurement be added that identifies the market risk that is contained within all investments currently held. This single measurement, referred to as “modified duration”, makes it easier to ensure that the mar: risk of investments currently held does not exceed the acceptable level that has been established. Modified duration measures the exposure the investment portfolio has to market risk. I a prospective measurement in that it identifies the potential change in value before the change actually occurs, e.g., a modified duration of 1.5 indicates that when and if a 1 % change in market interest rates occurs, a 1.5% change in the value of the investment portfolio will result. Modified duration is increasingly used by financial analysts and credit rating agencies in assessing the credit worthiness of investment portfolios. (Paragraph 13.2) FISCAL IMPACT: The recommended changes will have little or no fiscal impact relative to the City’s CUR( investment practices. EXHIBITS: 1. Resolution No. 98-302 adopting a revised City investment policy. 2. Revised City Investment Policy. 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 0 * RESOLUTION NO. 98-302 RESOLUTION OF THE CITY COUNCIL i OF THE CITY OF CARLSBAD, CALIFORNIA, REVISING THE CITY'S INVESTMENT POLICY DATED SEPTEMBER 2,1997 WHEREAS, the City adopted an investment policy on January 2, 1985 as required by Section 53646 of the California Government Code; and WHEREAS, Section 53646(a) of the California Government Code requires the City Treasurer to render annually to the City Council a statement of investment policy; and WHEREAS, the City Council may from time to time revise this policy as may be necessary to provide proper guidance to City staff and the City Treasurer; and WHEREAS, the City Treasurer has reviewed the existing investment policy and has recommended modifications which improve the City's ability to manage inactive funds; and NOW, THEREFORE, BE IT RESOLVED by the City Council of the City of Carlsbad, California as follows: I. The attached investment policy, revised September 8, 1998 (Exhibit 2) is hereby adopted and shall become effective immediately. Ill Ill 111 Ill ill 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 0 9 2. That the Council finds that the investment policy, revised September 8, 1998, (Exhibit 2) is in conformance with Sections 53601 and 53635 of the California Government Code. PASSED, APPROVED AND ADOPTED at a regular meeting of the City Council on the Zhday of / , %8, by the following vote, to wit: Septemb AYES: Council Members Lewis, Kulchin, Nygaard, Finnila & ! NOES: None ABSENT: N~~~ CLAUDE A. LEWIS, Mayor ATTEST: ALETHA L. MUTE NZ, City Clerk (SEAL) KAREN R. KUNDTZ, Assistant City Cl.erk 1 0 0 Exhib STATEMENT OF INVESTMENT POLICY CITY OF CARLSBAD Submitted by: Jim Stanton, City Treasurer September 8, 1998 0 e TABLE OF CONTENTS Introduction ......................................................................................................... 1 Policy .................................................................................................................. 1 Scope .................................................................................................................. 1 Pooled Investments ................................................................................... 1 Investments Held Separately .................................................................... 1 Objectives ........................................................................................................... 2 Safety ........................................................................................................ 2 Liquidity ..................................................................................................... 2 Return on Investment ................................................................................ 2 Duties & Responsibilities ..................................................................................... 2 Prudence ............................................................................................................. 3 Ethics and Conflicts of Interest ........................................................................... 3 Authorized Investments ...................................................................................... 3 Collaterization ..................................................................................................... 4 Unauthorized Investment / Investment Activity ................................................... 5 Investment Strategy ............................................................................................ 5 Diversification ...................................................................................................... 5 Maximum Maturities .............................. : ............................................................. 5 Selection of Financial Institutions and Brokers ................................................... 6 Purchase, Payment and Delivery ...................... ; ................................................. 7 Safekeeping and Custody ................................................................................... 7 Performance Standard for Pooled Investments .................................................. 7 Reporting ............................................................................................................. 8 Short Term Bonowing ......................................................................................... 9 Short Term Loan ....................................................................................... 9 Line of Credit ............................................................................................. 9 Exceptions .......................................................................................................... 9 Internal Control .................................................................................................... 9 Review ................................................................................................................ 9 Investment Policy Adoption ............................................................................... 10 Glossary ............................................................................................................ 11 0 8 . CITY OF CARLSBAD STATEMENT OF INVESTMENT POLICY Approved by City Council Septemkr 2, ?99z 1.0 Introduction. The purpose of this document is to identify various policies and procedures that enhance opportunities for a prudent and systematic investment policj and to organize and formalize investment-related activities. Related activities whict comprise good cash management include accurate cash projections, the expeditiou: collection of revenue, the control of disbursements, cost-effective banking relations, anc arranging for a short-term borrowing program which coordinates working capita requirements and investment opportunities. 2.0 Policy. It is the policy of the City of Carlsbad to invest public funds not requirec for immediate day-to-day operations in safe and liquid investments having a1 acceptable return while conforming to all state statutes and the City's lnvestmer Policy governing the investment of public funds. 3.0 Scope. It is intended that this policy cover the investment activities of a contingency reserves and inactive cash under the direct authority of the City. 3.1 Pooled Investments. Investments for the City and its component units wi be made on a pooled basis, including the City of Carlsbad, the Housing authorit of the City of Carlsbad, the Parking Authority of the City of Carlsbad, the City c Carlsbad Public improvement Corporation, the Carlsbad Redevelopment Agenc) and the Carlsbad Municipal Water District. , The City's Comprehensive Annu; Financial Report identifies the fund types involved as follows: 0 General Fund Special Revenue Funds Debt Service Funds Capital Project Funds 0 Enterprise Funds 0 Internal Service Funds 0 Redevelopment Funds 0 Trust Funds 0 Miscellaneous Special Funds Any new funds created by the City Council, unless specifically exempted. 3.2 Investments held separately. Investments of bond proceeds will be he separately when required by the bond indentures or when necessav to me arbitrage regulations. if allowed by the bond indentures, or if the arbitra! regulations do not apply, investments of bond proceeds will be held as part of tl pooled investments. 1 0 @ 4.0 Objectives. Section 53600.5 of the California Government Code outlines thl primary objectives of a trustee investing public money. The primary objectives, in orde of priority, of the City's investment activities shall be: 4.1 Safety. Safety of principal is the foremost objective of the investmer program. Investments of the City shall be undertaken in a manner that seek t ensure preservation of capital in the overall portfolio. 4.2 Liquidity. The City's investment portfolio will remain sufficiently liquid 1 enable the City to meet all operating requirements which might be reasonab anticipated. 4.3 Return on investment. Investment return becomes a consideration on after the basic requirements of safety and liquidity have been met. The City sh: attempt to obtain an acceptable return provided that the requirements of safe and liquidity are first met. The City Treasurer shall strive to maintain the level of investment of all contingenc reserves and inactive funds as close to 100% as possible. While the objectives safety and liquidity must first be met, it is recognized that portfolio assets represent potential source of significant revenues. It is to the benefit of the City that these asse be managed to produce optimum revenues, consistent with state statutes and loc ordinances. 5.0 Duties and Responsibilities. By the annual adoption of this policy, tt management of inactive cash and the investment of funds identified in paragraph 3.1 the responsibility of the City Treasurer as directed by the City Council. Under tl authority granted by the City Council, no person may engage in an investme transaction covered by the terms of this policy unless directed by the City Treasurer. In the execution of this delegated authority, the City Treasurer may establish accour with qualified financial institutions and brokerddealers for the purpose of effectil investment transactions in accordance with this policy. The criteria used to self qualified financial institutions and brokersldealers are identified in paragraph 15 of tt policy. The City Treasurer may designate in writing a Deputy City Treasurer, who in t absence of the City Treasurer, will assume the City Treasurer's duties a responsibilities. The City Treasurer shall retain full responsibility for all transactio undertaken under the terms of this policy. In the endeavor to have all inactive cash invested all the time, the City Finance Direc will assist the City Treasurer in the gathering of information to create cash flc estimates. 2 0 e 6.0 Prudence. Section 53600.3 of the California Government Code identifies' a trustees those persons authorized to make investment decisions on behalf of a loci agency. As a trustee, the standard of prudence to be used shall be the "prude1 investor" standard and shall be applied in the context of managing the overall portfolic Investments shall be made with judgment and care--under circumstances the prevailing--which persons of prudence, discretion, and intelligence exercise in tt management of their own affairs, not for speculation, but for investment, considerir 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 investme policy and exercising due diligence shall be relieved of personal responsibility for : individual security's credit risk changes or market price changes, provided deviation from expectations are reported in a timely manner and appropriate action is taken control adverse developments. 7.0 Ethics and conflicts of interest. All participants in the City's investment proce shall seek to act responsibly as custodians of the public trust. Officers and employel involved in the investment process shall refrain from personal business activity tt could conflict with proper execution of the investment program, or which could impl their ability to make impartial investment recommendations and decisions. Investme officials and employees shall make all disclosures appropriate under the Fair Politic Practices Act and may seek the advice of the City Attorney and the Fair Politic Practices Commission whenever there is a question of personal financial or investme positions that could represent potential conflicts of interest. 8.0 Authorized investments. 8.1 Pooled investments. The City Treasurer may invest City funds in t following instruments as specified in the California Government Code, Sectic 53601 I and as further limited in this policy. 8.1.1 Obligations of the U.S. Government, its agencies a instrumentalities. 8.1.2 Bankers Acceptances that are eligible for purchase by the Fede Reserve System. Purchases may not exceed 270 days maturity 25% of the portfolio. 8.1.3 Time Certificates of Deposit. Deposits should not exceed one yc maturity. Deposits will be collateralized as specified in paragraph of this Investment Policy. 8.1.4 Negotiable Certificates of Deposit issued by nationally or st2 chartered bank. Purchases may not exceed 30% of the portfolio. 3 e 0 8.1.5 Prime Commercial Paper of the highest numerical rating of Moody' Investment Services, Inc. or Standard & Poors Corporation. Furthe eligible paper is limited to issuing corporations that are organized an operating within the United States and having total assets in exces issuer. Purchases may not exceed 180 d.ays maturity or 15% of th paper of an issuing corporation. of $500 million and having a "AA" or higher rating for other debt of th poftfulio, and may not represent more than 5% of the outstandir 8.1.6 Repurchase Agreements with a maximum maturity of one week Repurchase Agreements will only be with primary dealers of tt Federal Reserve Bank of New York, and who have long-term de rated in the "AAA" or "AA" categories of Moody's lnvestme Services, Inc. or Standard and Poors Corporation. Investments u be collateralized as specified in paragraph 9.0 of this lnvestme Policy and may not exceed 5% of the portfolio. 8.1.7 Medium-term Corporate Notes of a maximum of five years ur maturity issued by corporations organized and operating within tt United States and rated in the "AAA" or "AA" categories of Mood) investment Services, Inc. and Standard and Poors Corporation Purchases may not exceed 30% of the portfolio. 8.1.8 Money market funds (whose portfolio consists of one or more of tl foregoing legal investments). 8.1.9 Sweep account for the investment of overnight funds when the fun1 are swept into investments allowed by this policy. 8.1.10 Local Agency Investment Fund (LAIF) of the State of CaliforniE Investments will be made in accordance with the laws and regulatio governing those Funds. Investments will be made only in readily marketable securities actively traded in t secondary market. 8.2 Investments held separately. Investments of bond funds will be made conformance with the trust indenture for each issue. Such investments will held separately when required. 9.0 Collateralization. Investments in time certificates of deposit shall be fully insur up to $100,000 by the Federal Deposit Insurance Corporation or the Federal Savings Loan Insurance Corporation,'as appropriate. Investments in time certificates of depc in excess of $100,000 shall be properly collateralized. Section 53652 of the Califorl Government Code requires that the depository pledge securities with a market value at least 10% in excess of the City's deposit as collateral in government securities, E 4 e e 50% in excess of the deposit as collateral in mortgage pools. Section 53649 of thc California Government Code specifies that the City Treasurer is responsible for enterin! into deposit contracts with each depository. Investments in repurchase agreements must also be collateralized. In order ti anticipate' market changes and provide a level of security for all funds, th collateralization level will be 102% of market value of principal and accrued interest. 10.0 Unauthorized investmentdinvestment activities. Section 53601.6 of th California Government Code disallows the following investments acquired after Januar 1 , 1996: inverse floaters, range notes, or interest-only strips that are derived from pool of mortgages. In addition, and more generally, investments are further restricted a follows: 10.1 No investment will be made that has either (I) an embedded option ( characteristic which could result in a loss of principal if the investment is held 1 maturity, or (2) an embedded option or characteristic which could seriously lin- accrual rates or which could result in zero accrual periods. 10.2 No investment will be made that could cause the portfolio to be leveraged. 1 I .O Investment strategy. 11.1 Pooled Investments. A buy and hold strategy will generally be followec that is, investments once made will usually be held until maturity. A buy and ho losses as market interest rates ris losses, ho ,w diminish as the maturity dates of the investments are amroached or as markc interest rates .. . A buy and ho strategy requires that the portfolio be kept sufficiently liquid to preclude tt undesired sale of investments prior to maturity. Occasionally, the City Treasurc may find it advantageous to sell an investment prior to maturity, but this shou only be on an exception basis and only when it is clearly favorable to do so. 11.2 Investments held separately. Investments held separately for bor proceeds will follow the trust indenture for each issue. 12.0 Diversification. The portfolio will be diversified to avoid incurring unreasonab and avoidable risks regarding specific security types or individual financial institutions In addition to the limitations on specific security types indicated in paragraph 8.0 of tt Investment Policy, and with the exception of U.S. Treasury/Federal agency securitic and authorized pools, no more than 5% of the City's portfolio will be placed with a1 single issuer. 13.0 Maximum maturities 5 0 m 13.1 Pooled Investments. A policy of laddered maturities will be followed fc month end of each reporting period. puled investments. The following maturity requirements will apply as of thl 13.1.1 At least 50% of the portfolio will be invested in instruments maturin within one year from the current date. Of the remaining portion, no more than 25% of the entire portfolio may have a maturity date between 3 and 5 years from the current date. Investments having a maturity greater than 5 years will not be made except as provided in paragraph 13.1.3 of this Investment Policy. 13.1.2 The average portfolio investment maturity shall be 3 years or less. dollar-weighted average will be used in computing the average maturity of the portfolio. 13.1.3 Before an investment is made in securities that mature more than years from the current date, the City Treasurer and the Financial Management Director will review the City's long term cash needs. Both must concur before such an investment is made. Investments beyond 5 years will not be greater than 10% of the portfolio, and will be counted in the percentage of the portfolio that may mature beyond 3 years. No investments will be made that mature beyond 10 years from the current date. 13.3 Investments Held Separately. Maturities for investments held separately will conform with the trust indenture for each issue. 14.0 Selection of financial institutions and brokerddealers. Investments shall purchased only through well established, financially sound institutions. The ( Treasurer shall maintain a list of financial institutions and brokeddealers approved investment. All financial institutions and broker/dealers who desire to become qualif 6 0 m bidders for investment transactions will be given a copy of the City's Investment Policy and a return cover letter which must be signed indicating that the investment policy ha! been read and understood. Qualified financial institutions and brokeddealers mus supply the City Treasurer with the following: 14.1 Financial Institutions. Current audited financial statements. Depository contracts, as appropriate. 0 A copy of the latest FDIC call report or the latest FHLBB report, a 0 Proof that commercial banks, savings banks, or savings and loa appropriate. associations are state or federally chartered. 14.2 Broker/Dealers. Current audited financial statements. Proof that brokerage firms are members in good standing of national securities exchange. Commercial banks, savings banks, and savings and loan associations must maintain minimum net worth to asset ratio of 3% (total regulatory net worth divided by tot assets), and must have had a positive net earnings for the last reporting period. 15.0 Purchase, Payment, and Delivery. A competitive bid process, when practic; will be used to place all investment transactions. When two or more investme opportunities offer essentially the same maturity, liquidity, yield, and quality, priority \~r be given first to the financial institutions based in the City of Carlsbad, and second other financial institutions in the State of California. Purchases on margin will not be made. Payment for securities will be done on Delivery Versus Payment (DVP) basis via the City's custodian. Delivery of securitit will be made to the City in accordance with the third party custodial agreement. 16.0 Safekeeping and custody. All security transactions, including collateral f repurchase agreements, entered into by the City shall be conducted on a delivery+* payment basis. All securities owned by the City will be held by a third-party custodi custodian. All securities will be held in the nominee name of the custodian. Collate for time deposits in savings and loans will be held by the Federal Home Loan Bank an approved Agent of Depository. Collateral for time deposits in banks will be held the City's name in the bank's Trust Department or in the Federal Reserve Bank. 17.0 Performance standard for pooled investments. Laddered maturities and a I: and hold strategy for pooled investments will cause the investment portfolio to attair market-average rate of return throughout budgetary and economic cycll commensurate with the investment risk constraints and the cash flow needs. Since least 50% of the portfolio must mature within 1 year, the rate of return will be mc designated by the City Treasurer and evidenced by a monthly statement from t 7 0 m closely related to, but lag behind, changes in short-term market rates, The rate c return of the investment portfolio will be based on the maturity value of the investment! A dollar-weighted average of yields to maturity will be used in calculating the rate c return of the entire portfolio. 18.0 Reporting. Sections 53607 and 53646 of the California Government Code require reports of investments and transactions to the City Council, City Manager, an internal auditor (or the Finance Director in the absence of an internal auditor). 18.1 Pooled investments. The investment report shall be submitted monthly t the City Treasurer within 30 days following the end of the month covered by th report. The monthly report shall include the following elements: e e e e e e e e e e e e e 0 e Itemized listing of portfolio investments by type, date of maturity, yield ' maturity, and issuer. Par value, dollar amount invested, lxmkeiw a,mQ&zgd::@sj, and curre' market value as of the date of the report will be given for the total of securities, investments, and moneys held by the City and its compone units. The source of the market values will be cited. Credit ratings of corporate notes Accrued income Weighted average yield of the portfolio Weighted average days to maturity of the portfolio from the date of tl report ~~~g~€~~~~age~rn~~~~~~,u , XI_ x .I. <n'ilZ~ '~ !$I Percent of portfolio maturing within one year Percent of portfolio maturing between one and 3 years Percent of portfolio maturing between 3 years and 5 years Percent that each type of investment represents in the portfolio Investment transactions for the reporting period Fund source of investments when available Statement that the investment portfolio has the ability to meet the Cit Statement of compliance of the portfolio with the City's Investment Polic When applicable, any material exceptions will be noted. . ,._i I., ..""5S"W%* :$-& --<**;?pe~$'":~ -7.it.i" I-,- , ' ',', *,'*E cash flow demands for the next six (6) months An annual report for pooled investments will also be made to the City Council follow the close of the fiscal year. Among other items, the annual report will include analysis of the composition of the portfolio with regard to fund source; a review trends regarding the size of the fund, portfolio yields, and cash income; and a statem regarding anticipated fund activity in the next fiscal year. 18.2 Investments held separately. A report of investments held separatl including deferred compensation balances, shall be made quarterly within 30 d following the end of the quarter and submitted as an exhibit in the City Treasurl monthly report. The quarterly report shall contain the information required 8 e 8 Section 53646 when available. 19.0 Short-term borrowing. The City is permitted by law to borrow money to meet current short-term cash flow needs. These needs may arise either because projected accounts may be temporarily overdrawn due to the efforts lo invest 100% of inactive funds at all times. To provide for these contingencies the City Treasurer is authorized to take the following actions: cash disbursements exceed projected cash receipts, or because the City's cash 19.1 Short-term loan. When there is a shortfall between projected cast- revenues and projected cash disbursements, the City Treasurer will secure a lox in the amount that would equal the cash deficit plus projected cash disbursements for one month. Any such loan will be repaid within one year. 19.2 Line of credit. The City Treasurer may maintain a line of credit with the City's bank in an amount to cover sums temporarily overdrawn because of effort! to invest all inactive funds at all times. 20.0 Exceptions. Occasionally, exceptions to some of the requirements specified il this Investment Policy may occur for pooled investments because of events subsequen to the purchase of investment instruments, e.g., the rating of a corporate note held il the portfolio is downgraded below an "AA" rating, or total assets in the portfolio declinc causing the percentage invested in corporate notes to rise above 30%, or a1 unforeseen expenditure causes investments maturing within one year to fall below 500, of the portfolio. State law is silent as to how exceptions should be corrected. Exceptions may bc temporary or more lasting; they may be self-correcting or require specific action. I would correct exceptions to move the portfolio into compliance with State and Cit requirements. Decisions to correct exceptions should not expose the assets of th portfolio to undue risk, and should not impair the meeting of financial obligations as the fall due. Any subsequent investments should not extend existing exceptions. Exceptions, and the decisions to correct the exceptions, will be reviewed with th Investment Review Committee referred to in paragraph 22.0 below. 21.0 Internal control. This policy and the strategy for and conduct of the investme! of City funds will be reviewed by an Investment Review Committee as set forth belo and by the City's auditors in the conduct of their annual audit of the City. 22.0 Review. An Investment Review Committee is hereby established to condu reviews of the City's investment portfolio, the strategy being utilized for the investme of City funds, and the City's investment policy. This Committee will be composed of tt City Treasurer (acting as the Chair), the City Attorney, the Assistant City Manager, tk Administrative Services Director, and the Deputy City Treasurer (when not one of tk foregoing). Additionally, an outside financial advisor may be included as an advis specific action is required, the City Treasurer should determine the course of action tha 9 0 m without a vote. The Committee will convene periodically as necessary or desirable but no less frequently than once each quarter. 23.0 Investment policy adoption. Section 53646(a) of the California Governmeni Code requires the City Treasurer to render to the City Council and the Investmeni Review Committee a statement of investment policy no less frequently than once eact year. The City's investment policy and any modifications thereto shall be considered a' a public meeting. Adoption shall be made by resolution of the City Council. 10 0 4m 0 0 Nominee Name: registered owner of a stock or bond if different from the beneficial owner, who acts as holder of record for securities and other assets. Typically, this arrangement is done to facilitate the transfer of securities when it is inconvenient to obtain the signature of the real owner, or the actual owner may not wish to be identified. Nominee ownership simplifies the registration and transfer of securities. Pooled Investment: grouping of resources for the common advantage of the participants. Range Note: investment whose coupon payment varies (e.g. either 7% or 3%) and is dependent on whether the current benchmark (e.9. 30 year Treasury) falls within a pre-determined range (e.g. between 6.75% and 7.25%). Repurchase Agreement: contract to purchase and subsequently sell securities at a specified date and price Sweep Account: short-term income fund into which all uninvested cash balances from the non-interest bearing checking account are automatically transferred on a daily basis. 0 0 Zero Accrual Periods: a period of time in which an investment accumulates no interest. 14