Money market funds: snapshot
What US money market funds held at the end of a month. Each block’s area is its share of assets, labelled with its weighted average yield and weighted average maturity (WAM). Click an asset to see what is inside it, then click again to reach its maturity ladder.
Assets held
$9.08tn
Funds
329
Weighted yield
3.88%
WAM
32d
All assetsClick a block to go deeper
Source: SEC Form N-MFP data sets (as filed), Monetary Macro. As of 2026-10-31. Click a block to go deeper; use the links above the chart or Back to return.
The numbers
| Asset | Amount | Share | Yield | WAM |
|---|---|---|---|---|
| Treasuries | $3.62tn | 39.9% | 3.90% | 60d |
| Bills | $3.03tn | 33.4% | 3.89% | 55d |
| Coupons | $587bn | 6.5% | 3.96% | 82d |
| Repo | $2.79tn | 30.7% | 4.00% | 5.0d |
| Treasury collateral | $1.69tn | 18.6% | 4.00% | 3.6d |
| Agency collateral | $943bn | 10.4% | 3.97% | 6.6d |
| Other collateral | $159bn | 1.8% | 4.16% | 10d |
| Commercial paper | $331bn | 3.6% | 4.10% | 57d |
| Financial | $189bn | 2.1% | 4.19% | 69d |
| Non-financial | $39.9bn | 0.4% | 3.71% | 36d |
| Asset-backed | $102bn | 1.1% | 4.08% | 43d |
| Time deposits & CDs | $296bn | 3.3% | 4.11% | 39d |
| Domestic banks | $34.3bn | 0.4% | 4.25% | 67d |
| Foreign banks | $261bn | 2.9% | 4.09% | 35d |
| Agencies | $1.24tn | 13.6% | 4.01% | 22d |
| FHLB | $905bn | 10.0% | 4.00% | 25d |
| Fannie Mae | $62.4bn | 0.7% | 4.04% | 28d |
| Freddie Mac | $42.1bn | 0.5% | 4.06% | 16d |
| Federal Farm Credit | $220bn | 2.4% | 4.03% | 6.6d |
| Other agencies | $7.2bn | 0.1% | 4.13% | 58d |
| Other | $807bn | 8.9% | 3.06% | 8.6d |
| Other funds (investment company) | $620bn | 6.8% | 3.51% | 2.1d |
| Municipal | $165bn | 1.8% | 2.82% | 23d |
| Other instruments | $22.2bn | 0.2% | 4.27% | 83d |
How to read it
- Source and timing. Form N-MFP, filed by every money market fund within about five business days of month end and published by the SEC as data sets, as filed. Funds report as of the last business day of the month (October 30 or 31 for October 2026).
- Yield is the average yield of the holdings as of the report date, weighted by their value. WAM is the average days to maturity, weighted by value, using the maturity date the funds use for their own WAM (overnight repo counts as zero days).
- Treasuries: bills are holdings with a zero or no coupon; coupons are notes, bonds and floaters with a coupon. Repo is split by the collateral the fund reports. Time deposits & CDs are split by issuer: a domestic bank if its name matches our list of US banks, otherwise foreign (this includes US branches of foreign banks, such as “Toronto-Dominion Bank, New York Branch”).
- Agencies are split by issuer, read from the issuer name: Federal Home Loan Banks (FHLB), Fannie Mae, Freddie Mac, Federal Farm Credit, and other agencies (such as Farmer Mac and the Tennessee Valley Authority).
- Maturity ladder. The lowest level of every view groups the holdings by remaining maturity as the funds themselves measure it for their WAM: days from the report date to the maturity date they use for the WAM. That date is shortened for floating-rate notes and securities with demand features, which count at their next rate reset, so floaters appear short. The first bucket holds overnight and weekend maturities (up to 3 days), because a month-end Friday or Saturday means overnight repo matures two or three days later.
- Other funds (investment company) are money market funds holding shares of other funds. They are included in the totals but are not a security type of their own, and their reported yields are patchy, so zeros are ignored when averaging.
- The SEC does not guarantee the accuracy of the filings, and the figures here are not a substitute for them.