Private Fund Data Shed Light on Liquidity Funds

David C. Johnson
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David C. Johnson: Office of Financial Research

No 15-05, Briefs from Office of Financial Research, US Department of the Treasury

Abstract: This brief analyzes for the first time new confidential data on liquidity funds collected by the Securities and Exchange Commission on Form PF. Liquidity funds generally invest in short-term assets and have portfolios structured to meet investors' near-term liquidity needs. Compared with prime money market funds, liquidity funds hold assets with relatively longer maturities, have larger holdings of Treasury securities, and invest in a broader range of asset classes.

Keywords: Liquidity Funds; Form PF; near-term liquidity (search for similar items in EconPapers)
Pages: 8 pages
Date: 2015-07-09
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