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CITY OF SAN LEANDRO <br />NOTES TO BASIC FINANCIAL STATEMENTS <br />For The Year Ended June 30, 2016 <br /> <br /> <br />NOTE 2 - CASH AND INVESTMENTS (Continued) <br /> <br />B. Investments <br />Under the provisions of the City’s investment policy, and in accordance with California Government <br />Code, the City’s Cash and investments as of June 30, 2016, are classified as follows: <br /> <br />Statement of net position: <br />Cash and Investments 100,576,101$ <br />Cash and Investments held by trustee 2,283,223 <br />Fiduciary Funds: <br />Cash and Investments 6,127,819 <br />Cash with fiscal agents 4,952,737 <br />Total cash and investments 113,939,880$ <br />Cash and investments as of June 30, 2016, are classified as follows: <br />Deposits with financial institutions 9,274,952$ <br />Investments 104,664,928 <br />Total cash and investments 113,939,880$ <br />Interest Rate Risk <br /> <br />Interest rate risk is the risk that changes in market interest rates will adversely affect the fair value of an <br />investment. Generally, the longer the maturity of an investment, there is a greater sensitivity of its fair <br />value to changes in market interest rates. One of the ways that the City manages its exposure to interest <br />rate risk is by purchasing a combination of shorter term and longer term investments and by timing cash <br />flow from maturities so that a portion of the portfolio is maturing or coming close to maturity evenly over <br />time as necessary to provide cash flow and liquidity needed for operations. <br /> <br />In accordance with the Policy, the City manages its exposure to declines in fair values by limiting the <br />weighted average maturity of its investment portfolio to 5 years or less. The City is in compliance with <br />this provision of the Policy. <br /> <br />Information about the sensitivity of the fair values of the City’s Investments to market interest rate <br />fluctuations is provided by the following table that shows the distribution of the City’s investment by <br />maturity: <br /> <br />Investment Type Fair Value <br /> 12 Months or <br />Less 13 to 24 Months 25 to 60 Months <br />18,458,907$ 4,327,668$ 6,630,412$ 7,500,827$ <br />Money Market Fund 10,014 10,014 <br />U.S. Treasury Notes 14,563,897 3,130,177 5,339,203 6,094,517 <br />Local Agency Investment Fund (LAIF) 55,352,984 55,352,984 <br />Medium-Term Notes 9,731,434 2,911,891 4,878,293 1,941,250 <br />Supranationals 1,938,801 1,938,801 <br />Held by fiscal agent: <br /> U.S. Treasury Money Market Funds 4,608,891 4,608,891 <br />Total 104,664,928$ 70,341,625$ 16,847,908$ 17,475,395$ <br />Federal Agency Securities <br />51