Data

Money market funds

This is a set of money market fund data from the U.S. The data are based on regulatory filings that all U.S. money market funds must file monthly to the SEC. The following data files are samples for one MMF. Send me an email for the full data!

  • Series info (sample): this file contains monthly series level information on money market funds.
  • Class info (sample): this file contains monthly fund share class (ticker) level information.
  • Class weekly (sample): this file contains weekly flow and NAV data at the share class (ticker) level.
  • MMF holdings (sample): this file contains detailed holdings data on the portfolio level.

Mutual fund securities lending

Coming soon...

Private placements

Coming soon...