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Yield and portfolio information to help public funds investment officials manage portfolios, monitor markets and benchmark portfolio performance of local government investment pools (LGIPs) and short term portfolios.
Liquidity Fund Yields and Assets (as of 7/12/24)
  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`% 5.20% 0.01%  
PFII Prime Institutional MM Yield* 5.31% 5.31% -0.01%  
S&P Rated Govt LGIP** 5.26% 5.25% 0.01% 5.40% 5.38% 0.02% 0.14% 0.13% 0.01% $90.5 $92.3 -$1.8
S&P Rated General Purpose LGIP** 5.31% 5.31% 0.00% 5.49% 5.48% 0.01% 0.18% 0.17% 0.01% $288.8 $288.5 $0.3
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##   $358.1 $366.2 -$8.1
Fitch Short Term LGIP Funds##   $204.5 $210.5 -6.0
Liquidity Fund Maturity and Risk (as of 7/12/24)
  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** 33 34 -1 83 84 -1             87.0% 88.1% -1.1%
S&P Rated General Purpose LGIP** 37 37 0 70 70 0             34.6% 34.9% -0.3%
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%
Short Term Bond Fund Yields/Returns (as of 6/28/24)
  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 7/12/24)
Current Prior Change
Federal Funds Eff 5.33% 5.33% 0.00%
SOFR 5.34% 5.33% 0.01%
3 Month T Bill Yield 5.34% 5.37% -0.03%
3 Month CP  Rate 5.29% 5.38% -0.09%
1 Year T Bill Yield 4.96% 5.11%

-0.15%

2 Year Treasury Yield 4.45% 4.62% -0.17%
Notes:

*As of 7/12/24
**As of 6/28/24
# As of 5/31/24
## As of 12/31/23

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