Net Yield | Gross Yield | Expense Ratio | Assets ($ billions) | ||||||||||
Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | ||
PFII Govt LGIP | 5.25% | 5.25% | 0.00% | ||||||||||
PFII Prime LGIP | 5.41% | 5.42% | -0.01% | ||||||||||
PFII Govt Institutional MMF Yield | 5.19% | 5.19% | 0.00% | ||||||||||
PFII Prime Institutional MM Yield | 5.30% | 5.29% | 0.01% | ||||||||||
S&P Rated Govt LGIP* | 5.25% | 5.25% | 0.00% | 5.38% | 5.39% | -0.01% | 0.13% | 0.14% | -0.01% | $87.1 | $88.6 | -$1.5 | |
S&P Rated General Purpose LGIP* | 5.29% | 5.29% | 0.00% | 5.47% | 5.48% | -0.01% | 0.18% | 0.19% | -0.01% | $283.8 | $286.6 | -$2.8 | |
All Govt Money Funds # | 5.16% | 5.16% | 0.00% | 5.37% | 5.37% | 0.00% | 0.21% | 0.21% | 0.00% | $5,249.0 | $5,217.9 | $31.7 | |
All Institutional Prime Money Funds# | 5.36% | 5.36% | 0.00% | 5.47% | 5.47% | 0.00% | 0.11% | 0.11% | 0.00% | $397.3 | $424.4 | -$27.1 | |
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* | 30 | 31 | -1 | 85 | 85 | 0 | 86.7% | 87.0% | -0.3% | ||||||
S&P Rated General Purpose LGIP* | 38 | 39 | -1 | 69 | 69 | 0 | 34.1% | 34.9% | -0.8% | ||||||
All Govt Money Funds # | 35 | 35 | 0 | 82 | 82 | 0 | 76% | 76% | 0% | 85% | 85% | 0% | |||
All Institutional Prime Money Funds# | 27 | 25 | -2 | 44 | 41 | -3 | 55% | 55% | 0% | 69% | 69% | 0% | 36.5% | 40.5% | -4.0% |
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 | 4.74% | 4.95% | -0.21% | 1.16% | 0.51% |
0.65% |
13.61% | 6.86% | 6.75% | 5.75% | 4.93% |
0.82% |
1.62 | 1.64 |
-0.02 |
Reference Rates and Yields (as of 8/30/24) |
Current | Prior | Change |
Federal Funds Eff | 5.33% | 5.33% | 0.00% |
SOFR | 5.33% | 5.31% | 0.02% |
3 Month T Bill Yield (365 basis) | 5.11% | 5.16% | -0.05% |
3 Month CP Yield (365 basis) | 5.20% | 5.29% | 0.-09% |
1 Year T Bill Yield (365 basis) | 4.46% | 4.51% |
-0.05% |
2 Year Treasury Yield | 3.92% |
3.92% |
0.00% |