Net Yield | Gross Yield | Expense Ratio | Assets ($ billions) | ||||||||||
Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | Current | Prior | Change | ||
PFII Govt LGIP | 4.32% | 4.33% | -0.01% | ||||||||||
PFII Prime LGIP | 4.50% | 4.52% | -0.02% | ||||||||||
PFII Govt Institutional MMF Yield | 4.27% | 4.29% | -0.02% | ||||||||||
PFII Prime Institutional MM Yield | 4.41% | 4.43% | -0.02% | ||||||||||
S&P Rated Govt LGIP* | 4.32% | 4.30% | 0.02% | 4.45% | 4.43% | 0.02% | 0.13% | 0.13% | 0.00% | $104.7 | $102.8 | $1.9 | |
S&P Rated General Purpose LGIP* | 4.40% | 4.41% | -0.01% |
4.57% |
4.56% | 0.01% | 0.16% | 0.16% | 0.00% | $304.2 | $300.9 | $3.3 | |
SEC Govt Money Funds # | 4.31% | 4.47% | -0.16% | 4.54% | 4.70% | -0.16% | 0.23% | 0.23% | 0.00% | $5,906.5 | $5,797.0 | $109.5 | |
SEC Institutional Prime Money Funds# |
4.48% |
4.67% | -0.19% | 4.58% | 4.78% | -0.20% | 0.10% | -0.01% | 0.00% | $324.8 | $337.2 | -$12.4 | |
Fitch Liquidity Funds## | $397.1 | $407.1 | -$10.0 | ||||||||||
Fitch Short Term LGIP Funds## | $211.4 | $219.3 | -$7.9 |
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* | 33 | 35 | -2 | 90 | 91 | -2 | 88.8% | 88.8% | 0.0% | ||||||
S&P Rated General Purpose LGIP* | 36 | 39 | -3 | 72 | 72 | 0 | 32.1% | 31.9% | 0.3% | ||||||
SEC Govt Money Funds # | 38 | 38 | 0 | 89 | 89 | 0 | 76% | 75% | 1% | 85% | 84% | 1% | |||
SEC Institutional Prime Money Funds# | 29 | 31 | -2 | 49 | 51 | -2 | 53% | 52% | 1% | 66% | 66% | 0% | 41.5% | 33.3% | -3.6% |
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 | 4.37% | 4.42% | -0.05% | 0.44% | 0.25% |
0.19% |
5.31% | 2.89% | 2.42% | 4.46% | 4.49% |
0.03 |
1.60 | 1.62 |
-0.02 |
Reference Rates and Yields (as of 2/07/25) |
Current | Prior | Change |
Federal Funds Eff | 4.33% | 4.33% | 0.00% |
SOFR | 4.35% | 4.38% | -0.03% |
3 Month T Bill Yield (365 basis) | 4.33% | 4.29% | 0.04% |
3 Month CP Yield (365 basis) | 4.47% | 4.46% | 0.01% |
1 Year T Bill Yield (365 basis) | 4.23% | 4.16% |
0.07% |
2 Year Treasury Yield | 4.29% |
4.20% |
0.09% |