Net Yield | Gross Yield | Expense Ratio | Assets ($ billions) | ||||||||||
Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | ||
PFII Govt LGIP * | 5.27% | 5.27% | -.00% | ||||||||||
PFII Prime LGIP* | 5.43% | 5.43% | 0.00% | ||||||||||
PFII Govt Institutional MMF Yield* | 5.21`% | 5.21% | 0.00% | ||||||||||
PFII Prime Institutional MM Yield* | 5.31% | 5.31% | -0.01% | ||||||||||
S&P Rated Govt LGIP** | 5.26% | 5.25% | 0.01% | N/A | 5.40% | N/A | N/A | 0.14% | N/A | $90.0 | $90.5 | -$0.5 | |
S&P Rated General Purpose LGIP** | 5.31% | 5.31% | 0.00% | N/A | 5.49% | N/A | N/A | 0.18% | N/A | $288.4 | $288.8 | -$0.4 | |
All Govt Money Funds # | 5.14% | 5.13% | 0.01% | 5.37% | 5.37% | 0.00% | 0.23% | 0.24% | -0.01% | $4,988.7 | $4,923.2 | $65.5 | |
All Institutional Prime Money Funds# | 5.37% | 5.37% | 0.00% | 5.43% | 5.43% | 0.00% | 0.07% | 0.07% | 0.00% | $641.3 | $638.5 | $2.8 | |
Fitch Liquidity Funds## | $398.4 | $382.6 | $15.8 | ||||||||||
Fitch Short Term LGIP Funds## | $218.5 | $222.0 | -$3.5 |
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 | 83 | 83 | 0 | 87.1% | 87.0% | 0.1% | ||||||
S&P Rated General Purpose LGIP** | 37 | 37 | 0 | 69 | 70 | -1 | 34.7% | 34.6% | 0.1% | ||||||
All Govt Money Funds # | 37 | 37 | 0 | 83 | 83 | 0 | 76% | 76% | 0% | 87% | 87% | 0% | |||
All Institutional Prime Money Funds# | 29 | 28 | 1 | 48 | 45 | 3 | 63% | 62% | 1% | 76% | 74% | 2% | 45.2% | 45.0% | 0.2% |
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 | 4.95% | 5.06% | 0.11% | 0.51% | 0.71% |
-0.20% |
6.86% | 8.69% | -1.83% | 4.93% | 3.94% | 0.99% | 1.64 | 1.61 |
0.03 |
Reference Rates and Yields (as of 7/19/24) |
Current | Prior | Change |
Federal Funds Eff | 5.33% | 5.33% | 0.00% |
SOFR | 5.34% | 5.34% | 0.00% |
3 Month T Bill Yield | 5.34% | 5.34% | 0.00% |
3 Month CP Rate | 5.33% | 5.35% | -0.02% |
1 Year T Bill Yield | 4.93% | 4.96% |
-0.03% |
2 Year Treasury Yield | 4.51% | 4.45% | 0.06% |
*As of 7/12/24
**As of 7/05/24
# As of 5/31/24
## As of 03/31/24