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CITY OF SAN LEANDRO <br />NOTES TO BASIC FINANCIAL STATEMENTS <br />For The Year Ended June 30, 2024 <br />NOTE 2 – CASH AND INVESTMENTS (Continued) <br />Fair Value Hierarchy <br />The City categorizes its fair value measurements within the fair value hierarchy established by generally <br />accepted accounting principles. The hierarchy is based on the valuation inputs used to measure fair value <br />of the assets. Level 1 inputs are quoted prices in an active market for identical assets; Level 2 inputs are <br />significant other observable inputs; and Level 3 inputs are significant unobservable inputs. <br />The following is a summary of the fair value hierarchy of the fair value of investments of the City as of <br />June 30, 2024: <br /> Level 1 Level 2 Total <br />Investments By Fair Value Level: <br />-$43,544,087$ 43,544,087$ <br />U.S. Treasury Notes - 86,819,056 86,819,056 <br />Medium-Term Notes - 46,142,010 46,142,010 <br />Asset Backed Securities - 21,977,327 21,977,327 <br />Supranational - 2,340,280 2,340,280 <br /> Total Investments -$200,822,760$ 200,822,760 <br />Investments Exempt from Fair Value Hierarchy: <br />Local Agency Investment Fund (LAIF)10,868,531 <br />PARS Pension Trust - Mutual Funds 31,600,441 <br />Investments Measured at Amortized Cost: <br />Held by fiscal agent: <br />U.S. Treasury Money Market Funds 3,133,710 <br />Money Market Fund 178,398 <br />Total 246,603,840$ <br />Federal Agency Securities <br />Investments classified in Level 2 of the fair value hierarchy, are valued using matrix pricing techniques <br />maintained by various pricing vendors. Matrix pricing is used to value securities based on the securities’ <br />relationship to benchmark quoted prices. The California Local Agency Investment Fund (LAIF) is valued <br />based on the fair value factor provided by the Treasurer of the State of California, which is calculated as <br />fair value divided by the amortization cost of the investment pool and is exempt from the Fair Value <br />hierarchy. Fair value is defined as the quoted market value on the last trading day of the period. These <br />prices are obtained from various pricing sources by the custodian bank. <br />Public Agency Retirement Services – Section 115 Pension Trust <br />In June 2021, the City Council authorized the establishment of a Section 115 Pension Trust with the <br />Public Agency Retirement Services (PARS). The trust is an irrevocable trust, and is used to set aside <br />funds for future pension contributions. During fiscal year ended June 30, 2024, the City contributed <br />$14,210,000 to the trust. As of June 30, 2024, the fair value of the trust was $31,600,441. <br />57