--- title: ICI Reports Money Market Fund Holdings description: ICI Reports Money Market Fund Holdings --- ![websites-group](https://articles.marketsmedia.com/hubfs/raw_assets/public/MarketsMedia_August2021/images/new-MMG-01.svg) [![](https://articles.marketsmedia.com/hubfs/raw_assets/public/MarketsMedia_August2021/images/dropdown-new-marketsmedia-logo.svg)](https://www.marketsmedia.com/) [![](https://articles.marketsmedia.com/hubfs/raw_assets/public/MarketsMedia_August2021/images/dropdown-menu-traders-redlogo.svg)](https://www.tradersmagazine.com/) [![](https://articles.marketsmedia.com/hubfs/raw_assets/public/MarketsMedia_August2021/images/dropdown-menu-bestexe-logo.svg)](https://www.bestexecution.net/) [![](https://articles.marketsmedia.com/hubfs/raw_assets/public/MarketsMedia_August2021/images/dropdown-menu-fidesk-logo.svg)](https://www.fixglobal.com/) [![](https://articles.marketsmedia.com/hubfs/raw_assets/public/MarketsMedia_August2021/images/dropdown-fixglobal-new-logo.svg)](https://www.fixglobal.com/) - [*Facebook*](https://www.facebook.com/MarketsMedia/) - [*Twitter*](https://twitter.com/marketsmedia) - [*Linkedin*](https://www.linkedin.com/company/markets-media-llc) - [Newsletter](https://articles.marketsmedia.com/ici-reports-money-market-fund-holdings#popup-newsletter) #### Want the latest news on securities markets -- FREE? Sign up to receive exclusive articles on topics including: - Equity market structure - Profiles of buy-side investment firms - The evolution of multi-asset-class trading - Regulation and its implications for markets - The search for liquidity in fixed income markets - The convergence of fintech and capital markets Select one or more newsletters you would like to receive: menu [![Markerts media](https://articles.marketsmedia.com/hubfs/raw_assets/public/MarketsMedia_August2021/images/header%20logo.svg "Markerts media")](https://articles.marketsmedia.com/) - [Press Release](https://articles.marketsmedia.com/tag/press-releases) - Press Release - ICI Reports Money Market Fund Holdings Search - [Home](https://articles.marketsmedia.com/) - [Trending](https://articles.marketsmedia.com/tag/trending) - [Featured](https://articles.marketsmedia.com/tag/daily-email-feature) - [Sectors](https://articles.marketsmedia.com/tag/sectors) - [From The Markets](https://articles.marketsmedia.com/tag/from-the-markets) - [AWARDS](https://articles.marketsmedia.com/tag/events) - [Newsletter](https://awards.marketsmedia.com/newsletter-sign-up) - [Newsletter](https://articles.marketsmedia.com/ici-reports-money-market-fund-holdings#popup-newsletter) Hide search Search - NewsLetter ![](https://articles.marketsmedia.com/hubfs/Imported_Blog_Media/trading-up-occ-iex-select-board-members-citadel-lands-lieblich-573x379-Jul-07-2022-09-34-11-57-AM.jpg) [ON THE MOVE: Citi Hires Artie Ambrose;...](https://articles.marketsmedia.com/on-the-move-citi-hires-artie-ambrose-natalie-a-brown-to-mesirow) ![](https://articles.marketsmedia.com/hubfs/Imported_Blog_Media/Depositphotos_445735906_L.jpg) [Trading Adapts to ESG and Sustainable...](https://articles.marketsmedia.com/trading-adapts-to-esg-and-sustainable-investing) ![](https://articles.marketsmedia.com/hubfs/Imported_Blog_Media/iStock-917493152-Jul-07-2022-09-34-19-09-AM.jpg) [Focus on FX Execution Connectivity](https://articles.marketsmedia.com/focus-on-fx-execution-connectivity) ![](https://articles.marketsmedia.com/hubfs/Imported_Blog_Media/Depositphotos_333839538_L.jpg) [TRACE Turns 20](https://articles.marketsmedia.com/trace-turns-20) 06.30.2016 By John D'Antona Press Release # ICI Reports Money Market Fund Holdings 06.30.2016 By John D'Antona [Share](https://www.facebook.com/share.php?u=https://articles.marketsmedia.com/ici-reports-money-market-fund-holdings) [Tweet](https://twitter.com/intent/tweet?text=US+ETFs+Have+Record+Net+Inflows&url=https://articles.marketsmedia.com/ici-reports-money-market-fund-holdings) [Share](https://www.linkedin.com/cws/share?url=https://articles.marketsmedia.com/ici-reports-money-market-fund-holdings) *ICI.org – *Washington, DC, –Beginning this month, the Investment Company Institute’s (ICI) monthly press release and *Taxable Money Market Fund Portfolio* report will utilize a new format and provide new data. ICI’s press release and tables will now include additional types of securities; dollar-based reporting; and monthly rather than weekly reporting of liquidity. These changes reflect the new reporting requirements on the Securities and Exchange Commission’s revised Form N-MFP. This report will be published in the middle of each month, reporting aggregated data for the prior month. As of the final Friday in May, prime money market funds held 30.8 percent of their portfolios in daily liquid assets and 46.3 percent in weekly liquid assets, while government money market funds held 57.6 percent of their portfolios in daily liquid assets and 73.9 percent in weekly liquid assets. At the end of May, prime funds had a weighted-average maturity of 31 days and a weighted-average life of 46 days. Average WAMs and WALs are asset-weighted. Government money market funds had a weighted-average maturity of 39 days and a weighted-average life of 96 days. Prime and Government Money Market Funds’ Liquid Assets as of the final Friday of the month, Weighted Average Maturities (WAMs) and Weighted Average Lives (WALs) | **Prime Money Market Funds** | | | | | --- | --- | --- | --- | | **Liquid Assets** | **April 2016** | **May 2016** | **Regulatory Minimum** | | *Percent of total assets* Daily liquid assets | 32.4% | 30.8% | 10% | | ­Weekly liquid assets | 43.9% | 46.3% | 30% | | **Weighted Average Maturity & Weighted Average Life** | **April 2016** | **May 2016** | **Regulatory Maximum** | | *Number of days* | | | | | Weighted average maturity | 34 | 31 | 60 | | Weighted average life | 51 | 46 | 120 | | | | | | | **Government Money Market Funds** | | | | | **Liquid Assets** | **April 2016** | **May 2016** | **Regulatory Minimum** | | *Percent of total assets* Daily liquid assets | 57.7% | 57.6% | 10% | | Weekly liquid assets | 74.2% | 73.9% | 30% | | **Weighted Average Maturity & Weighted Average Life** | **April 2016** | **May 2016** | **Regulatory Maximum** | | *Number of days* | | | | | Weighted average maturity | 41 | 39 | 60 | | Weighted average life | 95 | 96 | 120 | ### **Holdings by Region of Issuer** Prime money market funds’ holdings attributable to the Americas declined from $442.85 billion in April to $424.82 billion in May. Government money market funds’ holdings attributable to the Americas rose from $1,081.79 billion in April to $1,159.46 billion in May. Prime and Government Money Market Funds’ Holdings, by Region of Issuer\* Millions of dollars and as a percentage of portfolio securities | **Prime Money Market Funds** | | | | | | | | | | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | **Region** | **04/30/2016** | **05/31/2016** | | | | | | | | | | | | | Americas | $442,849 | 36.9% | $424,823 | 36.9% | | | | | | | | | | | Asia and Pacific | 231,048 |               19.3 | 228,734 |                  19.9 | | | | | | | | | | | Europe | 516,247 |               43.1 | 486,933 |                  42.3 | | | | | | | | | | | Supranational | 2,163 |                 0.1 | 1,372 |                    0.1 | | | | | | | | | | | Other | 7,628 |                 0.6 | 8,540 |                    0.7 | | | | | | | | | | | **Total** | **$1,199,935** | **100.0%** | **$1,150,402** | **100.0%** | | | | | | | | | | | | | | | | | | | | | | | | | | **Government Money Market Funds ** | | | | | | | | | | | | | | | **Region** | **04/30/2016** | **05/31/2016** | | | | | | | | | | | | | Americas | $1,081,790 | 83.6% | $1,159,455 | 84.2% | | | | | | | | | | | Asia and Pacific | 24,635 |                1.9 | 25,083 |                 1.8 | | | | | | | | | | | Europe | 186,523 |              14.4 | 192,384 |               13.9 | | | | | | | | | | | Supranational | 34 |                0.1 | 0 |                 0.0 | | | | | | | | | | | Other | 85 |                0.1 | 70 |                 0.1 | | | | | | | | | | | **Total** | **$1,293,067** | **100.0%** | **$1,376,993** | **100.0%** | | | | | | | | | | | | | | | | | | | | | | | | | *\* Note: The region of the issuer is defined by location of the parent firm headquarters. Percentages are calculated by adding up the value of all securities of the indicated type by the region of the security’s issuer and dividing that amount by the total value of all securities of the indicated type. The “other” category consists of unclassified securities and countries with less than 0.25% of asset exposure.* ### **More Information About the Data** Each month, ICI reports numbers based on the Securities and Exchange Commission’s Form N-MFP data. The report includes all money market funds registered under the Securities Act of 1933 and the Investment Company Act of 1940, that are publicly offered. All master funds are excluded, but feeders are apportioned from the corresponding master and included in the report. [Share](https://www.facebook.com/share.php?u=https://articles.marketsmedia.com/ici-reports-money-market-fund-holdings) [Tweet](https://twitter.com/intent/tweet?text=US+ETFs+Have+Record+Net+Inflows&url=https://articles.marketsmedia.com/ici-reports-money-market-fund-holdings) [Share](https://www.linkedin.com/cws/share?url=https://articles.marketsmedia.com/ici-reports-money-market-fund-holdings) ![email](https://articles.marketsmedia.com/hubfs/Markets%20Media/email.svg) ### NEWSLETTER SIGN UP And receive exclusive articles on securities markets ### Related articles 1. [![](https://articles.marketsmedia.com/hs-fs/hubfs/Imported_Blog_Media/trading-across-the-pond-Jul-07-2022-09-33-17-07-AM.png?width=376&height=250&name=trading-across-the-pond-Jul-07-2022-09-33-17-07-AM.png)](https://articles.marketsmedia.com/eu-achieves-electronic-trading-of-standardized-otc-derivatives) Regulation ## [EU Achieves Electronic Trading of Standard OTC Derivatives](https://articles.marketsmedia.com/eu-achieves-electronic-trading-of-standardized-otc-derivatives) ISDA warns on proposed changes to post-trade deferrals regime. 07.07.2022 By Shanny Basar 2. [![](https://articles.marketsmedia.com/hs-fs/hubfs/Imported_Blog_Media/iStock-522304914-Jul-07-2022-09-33-41-28-AM.jpg?width=376&height=250&name=iStock-522304914-Jul-07-2022-09-33-41-28-AM.jpg)](https://articles.marketsmedia.com/six-digital-exchange-collaborates-with-fireblocks) Fintech ## [SIX Digital Exchange Collaborates with Fireblocks](https://articles.marketsmedia.com/six-digital-exchange-collaborates-with-fireblocks) The partnership will focus on delivering an institutional custody solution for digital assets. 07.07.2022 By Shanny Basar 3. [![](https://articles.marketsmedia.com/hs-fs/hubfs/Imported_Blog_Media/Depositphotos_103566932_L-2.jpg?width=376&height=250&name=Depositphotos_103566932_L-2.jpg)](https://articles.marketsmedia.com/iosco-publishes-crypto-asset-roadmap) Regulators ## [IOSCO Publishes Crypto-Asset Roadmap](https://articles.marketsmedia.com/iosco-publishes-crypto-asset-roadmap) The IOSCO Fintech Task Force will collaborate closely with other international bodies. 07.07.2022 By Shanny Basar [![MarketsMedia](https://articles.marketsmedia.com/hubfs/MarketsMedia.svg "MarketsMedia")](http://marketsmedia.com) - [About us](https://www.marketsmedia.com/about-us) - [Careers](https://www.marketsmediagroup.com/careers) - [Contact](https://www.marketsmediagroup.com/contact) - [Advertise](https://www.marketsmediagroup.com/advertise) - [Newsletter](https://awards.marketsmedia.com/newsletter-sign-up) - [Corporate Site](https://marketsmediagroup.com) - © 2026 Markets Media Holdings LLC - - Terms & Conditions - Privacy Policy {{ standard\_footer\_includes }}