'It's like cash under the mattress.' But some see systemic risks as money-market funds park trillions with Fed

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Investors continue to pile into money-market funds, causing assets to swell to more than $5.6 trillion as of Tuesday, according to Crane Data.

Investors continue piling into money market-mutual funds, causing assets to swell to more than $5.6 trillion as of Tuesday, a record level, according to data provided by Crane Data, a longtime chronicler of the money-market fund space.

Much of this is being parked at the Federal Reserve via its overnight reverse repo facility, or “RRP,” where funds can reap returns as high as 4.8% on an annualized basis, according to data from the New York Fed. Analysts and money-fund portfolio managers say that much of their inflows are coming from bank deposits, which have continued to see outflows.

After all, both money-market funds and short-dated Treasury bills offer yields that are substantially higher than the average interest rate offered to customers by U.S. banks, which currently stands at less than 0.5%, according to data from Bankrate.com. What’s more, if banks curtail lending because their deposit base shrinks, it could further tighten financial conditions and potentially lead to a deeper economic recession.

Shawn Lyons, portfolio manager at Franklin U.S. Government Money Fund, which has roughly $5 billion in assets, said his fund started using the RRP back in the months after it was introduced.

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