IDEAS home Printed from https://ideas.repec.org/p/ofr/briefs/15-05.html
   My bibliography  Save this paper

Private Fund Data Shed Light on Liquidity Funds

Author

Listed:
  • David C. Johnson

    (Office of Financial Research)

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.

Suggested Citation

  • David C. Johnson, 2015. "Private Fund Data Shed Light on Liquidity Funds," Briefs 15-05, Office of Financial Research, US Department of the Treasury.
    • Handle: RePEc:ofr:briefs:15-05
    as

    Download full text from publisher

    File URL: https://financialresearch.gov/briefs/files/OFRbr-2015-05-Private-Fund-Data-Shed-Light-on-Liquidity-Funds.pdf
    File Function: First version, 2015
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Office of Financial Research (ed.), 2016. "2016 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 16-3, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ofr:briefs:15-05. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Gregory Feldberg (email available below). General contact details of provider: https://edirc.repec.org/data/ofrgvus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.