Page 19 - City of Moreno Valley Invstment and Cash Management Program
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2a. TRENDS


 Sample trend excerpt from the Treasurer’s Cash and Investments Report: Portfolio Performance - 36 Month Trend.


 LAIF  Chandler                                                          Insight
 Total General
 Portfolio (1)
 Local Agency  Investment Fund  Rate of Return (3)                                       Rate of Return (3)
    Period               Asset Balance (par)          Balance                           Yield                  Asset Balance (par)           Weighted Avg             Investment       Benchmark       Asset Balance (par)               Weighted     Investment      Benchmark
                                                                             YTM (2)                           Portfolio (4)      1-5 Gov (5)                                    Avg YTM (2)   Portfolio (4)     1-3 Treas (5)

 Jul-15  161,937,644   24,936,318   0.320%  81,941,821   1.38%  1.11%  1.14%  54,083,574   1.08%  1.16%  1.00%
 Aug-15  156,052,639   18,526,318   0.330%  82,043,091   1.39%  1.12%  1.11%  54,065,279   1.09%  1.14%  0.80%
 Sep-15  157,437,337   17,626,318   0.337%  82,154,547   1.41%  1.64%  1.65%  54,180,338   1.08%  1.13%  1.15%
 Oct-15  155,196,031   17,843,566   0.357%  82,223,743   1.41%  1.56%  1.47%  54,198,446   (6)  (6)    0.78%
 Nov-15  156,098,310   17,593,566   0.374%  82,355,838   1.42%  1.30%  1.22%  54,238,929   (6)  (6)    0.39%
 Dec-15  156,285,206   16,633,566   0.400%  82,433,426   1.43%  1.19%  1.05%  54,312,737   (6)  (6)    0.68%
 Jan-16  168,824,464   30,850,627   0.446%  82,510,170   1.43%  1.13%  1.01%  54,319,684   (6)  0.51%  0.65%
 Feb-16  175,430,692   37,750,627   0.467%  82,617,177   1.44%  1.17%  1.23%  54,372,589   (6)  0.59%  0.98%
 Mar-16  173,065,238   34,310,627   0.506%  82,721,056   1.46%  1.61%  1.69%  54,499,863   1.08%  0.84%  0.92%
 Apr-16  169,665,429   32,296,705   0.525%  82,769,869   1.47%  1.62%  1.61%  54,517,986   1.08%  0.88%  0.91%
 May-16  186,737,459   40,246,705   0.552%  82,923,233   1.49%  1.50%  1.48%  54,535,685   1.10%  0.82%  0.73%
 1.49%
 82,995,248
 39,271,705
 0.576%
 Jun-16  179,533,412  SAMPLE                                            1.09%          1.26%           1.31%
                               2.39%
             2.58%
                                                 54,552,897
 Jul-16  173,464,003   35,222,341   0.588%  83,081,551   1.48%  2.44%  2.42%  54,560,166   1.08%  1.20%  1.26%
 Aug-16  170,506,021   31,792,341   0.614%  83,224,209   1.50%  2.21%  2.09%  54,644,115   1.10%  1.15%  1.07%
 Sep-16  176,898,187   37,892,341   0.634%  83,379,424   1.49%  1.80%  1.70%  54,722,092   1.10%  1.24%  0.88%
 Oct-16  171,480,180   33,193,311   0.654%  83,523,267   1.49%  1.74%  1.69%  54,763,602   1.10%  1.24%  0.91%
 Nov-16  169,062,818   29,923,311   0.678%  83,701,960   1.47%  1.19%  1.03%  54,796,940   1.14%  1.01%  0.76%
 Dec-16  171,351,017   30,054,201   0.719%  83,828,755   1.52%  1.35%  1.24%  54,953,105   1.14%  1.06%  0.89%
 Jan-17  178,020,726   37,628,655   0.751%  83,921,074   1.56%  0.59%  0.41%  54,865,800   1.14%  0.13%  0.40%
 Feb-17  186,127,218   46,028,655   0.777%  84,036,078   1.56%  0.57%  0.38%  54,956,116   1.16%  0.26%  0.39%
 Mar-17  180,720,329   40,778,655   0.821%  84,203,833   1.59%  0.27%  0.10%  55,036,202   1.17%  0.28%  0.25%
 Apr-17  176,886,824   36,353,121   0.884%  84,254,557   1.58%  0.57%  0.38%  55,069,278   1.18%  0.38%  0.35%
 May-17  184,129,362   43,453,119   0.925%  84,366,558   1.61%  0.95%  0.75%  55,139,856   1.21%  0.52%  0.57%
 Jun-17  191,761,138   49,953,121   0.978%  84,433,672   1.63%  0.08%  -0.30%  55,188,911   1.24%  0.54%  0.83%
 Jul-17  186,724,734   44,548,019   1.051%  84,553,984   1.64%  0.33%  0.00%  55,200,136   1.24%  0.74%  0.89%
 Aug-17  180,293,288   39,248,019   1.084%  84,648,884   1.65%  0.86%  0.61%  55,293,843   1.27%  0.79%  0.95%
 Sep-17  180,597,317   37,148,019   1.111%  84,681,990   1.68%  0.52%  0.15%  55,327,685   1.38%  0.90%  1.00%
 Oct-17  179,411,035   37,462,434   1.143%  84,785,780   1.68%  0.62%  0.26%  55,413,748   1.35%  1.01%  1.06%
 Nov-17  175,469,499   34,062,434   1.172%  84,916,378   1.69%  1.16%  0.88%  55,471,666   1.38%  1.12%  1.13%
 Dec-17  179,112,928   36,962,434   1.239%  85,008,412   1.73%  1.14%  0.86%  55,541,162   1.44%  0.82%  0.42%
 Jan-18  192,795,926   49,974,332   1.350%  85,144,970   1.78%  0.47%  0.12%  55,563,293   1.48%  -0.13%  0.93%
 Feb-18  202,940,569   55,774,331   1.412%  85,263,827   1.80%  0.08%  -0.23%  55,682,887   1.55%  -0.19%  -0.13%
 Mar-18  195,416,305   52,074,331   1.524%  85,446,356   1.82%  0.22%  0.00%  55,785,899   1.57%  -0.01%  0.03%
 Apr-18  191,668,439   48,358,005   1.661%  85,541,787   1.86%  -0.33%  -0.62%  55,920,551   1.63%  0.00%  0.00%
 May-18  210,976,889   65,058,005   1.755%  85,714,498   1.91%  -0.16%  -0.39%  55,998,203   1.67%  0.65%  1.65%
 Jun-18  207,635,739  61,758,005  1.854%  88,337,665  1.97%  -0.05%  -0.28%  56,077,829  1.70%  0.36%  0.08%




 Important Notes
 (1) Total General Portfolio includes all assets that comprise the City's Investment Portfolio which is LAIF as well as assets managed by Chandler and Insight.  (5) The portfolio benchmarks are: Chandler-Bank of America-Merrill Lynch 1 to 5 year Government Index and Insight- Bank of America-Merrill Lynch 1 to 3 year Treasury Index
 (2) Yield to Maturity (YTM): The rate of return on an investment or security if it were to be held until maturity. This yield does not reflect changes in the market value of a security   (6) As the result of a transition to a new reporting platform Weighted Avg Yield to Maturity and Total Return Yield data is not available from Insight.
 (3) Rate of Return represents the gain or loss on an investment or portfolio of investments over a specified period, expressed as a percentage of increase over the initial
       investment cost.  Gains on investments are considered to be any income received from the security or portfolio plus any realized capital gain. This measure of return
       recognizes the changes in market values of a security or portfolio of securities.
 (4) The Rate of Return for the investment portfolio reflects the performance of the portfolio durint the past twelve months.
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