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

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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