Page 20 - City of Moreno Valley Invstment and Cash Management Program
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Investment
        REPORTS




        2b. TRENDS


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


                       Portfolio Balances Trend                            Average Yield to Maturity Trend
         $250
         $240       Total Portfolio  LAIF  Chandler  Insight    2.5%         LAIF          Chandler        Insight
         $230
         $220
         $210                                                   2.2%
         $200
         $190                                                   2.0%
         $180
         $170
         $160                                                   1.7%
         $150                                                   1.5%
        MILLIONS  $130                                          1.2%
         $140
         $120
         $110
         $100
         $90                                                    1.0%
         $80
         $70
         $60                                                    0.7%
         $50
         $40                                                    0.5%
         $30
         $20
         $10                                                    0.2%
                                    Jan-17
                                     Feb-17
                                   Dec-16
                             Aug-16
                            Jul-16
                           Jun-16
                               Sep-16
                                  Oct-16
                                                   Dec-17
                                Oct-16
                                             Aug-17
                                               Sep-17
                                                Oct-17
                                            Jul-17
                                                         May-18
                                                           Jun-18
                                           Jun-17
                                                 Nov-17
                                                      Mar-18
                                                     Feb-18
                                                        Apr-18
                                         May-17
                                                    Jan-18
                                       Mar-17
                                        Apr-17
                      Feb-16
                       Mar-16
             Jul-15  Aug-15  Sep-15  Oct-15  Nov-15  Dec-15 SAMPLE                                       Nov-17  Dec-17  Jan-18  Feb-18  Mar-18  Apr-18  May-18  Jun-18
                    Jan-16
                        Apr-16
                         May-16
                                                                                Apr-16
                                                                                  Jun-16
                                                                                 May-16
                                                                                      Sep-16
                                                                                     Aug-16
                                                                                    Jul-16
                                                                          Dec-15
                                                                        Oct-15
                                                                         Nov-15
                                                                              Mar-16
                                                                             Feb-16
                                                                            Jan-16
                                                                                        Oct-16
                                                                                                    Jul-17
                                                                                                  Jun-17
                                                                                                 May-17
                                                                                                        Oct-17
                                                                                                      Sep-17
                                                                                                     Aug-17
                                                                                            Jan-17
                                                                                          Dec-16
                                                                                         Oct-16
                                                                                                Apr-17
                                                                                              Mar-17
                                                                                             Feb-17
                                                                    Jul-15
                                                                     Aug-15
                                                                       Sep-15
                       Chandler Rate of Return
                       Chandler Portfolio  BAML Gov 1-5 Yr Bench                Insight Rate of Return
                                                                                                   BAML Gov 1-3 Yr Bench
                                                                                Insight
         3.0%                                                   2.0%
         2.5%
                                                                1.5%
         2.0%
         1.5%                                                   1.0%
         1.0%
                                                                0.5%
         0.5%
         0.0%
                                                                0.0%
         -0.5%
         -1.0%                                                  -0.5%
             Jul-15  Aug-15  Sep-15  Oct-15  Nov-15  Dec-15  Jan-16  Feb-16  Mar-16  Apr-16  May-16  Jun-16  Jul-16  Aug-16  Sep-16  Oct-16  Oct-16  Dec-16  Jan-17  Feb-17  Mar-17  Apr-17  May-17  Jun-17  Jul-17  Aug-17  Sep-17  Oct-17  Nov-17  Dec-17  Jan-18  Feb-18  Mar-18  Apr-18  May-18  Jun-18  Jul-15  Aug-15  Sep-15  Oct-15  Nov-15  Dec-15  Jan-16  Feb-16  Mar-16  Apr-16  May-16  Jun-16  Jul-16  Aug-16  Sep-16  Oct-16  Oct-16  Dec-16  Jan-17  Feb-17  Mar-17  Apr-17  May-17  Jun
         Portfolio Characteristics
         •  The portfolio invested in LAIF represents the City’s immediate cash liquidity needs and is managed by City staff in a manner to fund the day to day operations of the City.
         •  The portfolio managed by Insight is comprised of idle cash balances related to funds that generally expect to expend cash within the next 36 months. (Example: Gen Fund, Zone
            A, Measure A, NSP etc.)
         •  The portfolio managed by Chandler is comprise of idle cash balances related to funds that generally expect to expend cash with the next 24 to 60 months. (Example: Reserve
            Funds, Facility & Equip Replacement, Endowments etc.)
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