Net Yield | Gross Yield | Expense Ratio | Assets ($ billions) | ||||||||||
Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | ||
PFII Govt LGIP * | 5.26% | 5.27% | -0.01% | ||||||||||
PFII Prime LGIP* | 5.43% | 5.44% | -0.01% | ||||||||||
PFII Govt Institutional MMF Yield* | 5.20% | 5.20% | 0.00% | ||||||||||
PFII Prime Institutional MM Yield* | 5.33% | 5.35% | -0.02% | ||||||||||
S&P Rated Govt LGIP** | 5.26% | 5.26% | 0.00% | 5.39% | 5.39% | 0.00% | 0.13% | 0.13% | 0.00% | $94.9 | $95.6 | -$0.7 | |
S&P Rated General Purpose LGIP** | 5.31% | 5.32% | 0.01% | 5.49% | 5.49% | 0.00% | 0.18% | 0.17% | 0.01% | $283.8 | $283.8 | $0.0 | |
All Govt Money Funds # | 5.14% | 5.14% | 0.00% | 5.38% | 5.38% | 0.00% | 0.24% | 0.24% | 0.00% | $4,913.9 | $4,992.7 | -$78.8 | |
All Institutional Prime Money Funds# | 5.38% | 5.38% | 0.00% | 5.44% | 5.45% | -0.01% | 0.06% | 0.06% | 0.00% | $666.1 | $674.0 | -$7.9 | |
Fitch Liquidity Funds## | $382.6 | $357.7 | $24.9 | ||||||||||
Fitch Short Term LGIP Funds## | $213.6 | $203.7 | $9.9 |
WAM (days) | WAL (days) | One Day Liquidity | 7 Day Liquidity | Allocation to Gov't | |||||||||||
Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | |
S&P Rated Govt LGIP** | 32 | 33 | -1 | 80 | 80 | 0 | 88.7% | 88.3% | 0.4% | ||||||
S&P Rated General Purpose LGIP** | 36 | 36 | 0 | 70 | 69 | 1 | 34.9% | 34.7% | -0.2% | ||||||
All Govt Money Funds # | 40 | 41 | -1 | 85 | 86 | -1 | 76% | 77% | -1% | 87% | 87% | 0% | |||
All Institutional Prime Money Funds# | 33 | 32 | 1 | 49 | 49 | 0 | 58% | 57% | 1% | 72% | 70% | 2% | 45.4% | 42.6% | 2.8% |
Yield to Maturity | One month Return | One Month Return (Annualized) | One-Year Return | Duration | |||||||||||
Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | |
Model 1-3 year portfolio | 5.25% | 4.86% | 0.39% | -0.24% | 0.40% |
-0.64% |
-2.62% | 5.34% | 7.96% | 3.37% | 3.26% | 0.11% | 1.63 | 1.65 |
-0.02 |
Reference Rates and Yields*** |
Current | Prior | Change |
Federal Funds Eff | 5.33% | 5.33% | 0.00% |
SOFR | 5.31% | 5.31% | 0.00% |
3 Month T Bill Yield | 5.38% | 5.40% | -0.02% |
3 Month CP Rate | 5.38% | 5.40% | -0.02% |
1 Year T Bill Yield | 5.23% | 5.14% |
0.09% |
2 Year Treasury Yield | 4.87% | 4.82% |
0.05% |
*As of 5/10/24
**As of 4/26/24
***As of 5/10/24
# As of 3/28/24
## As of 12/31/23
### As of 4/30/24