Fitch Assigns New Rating to Federated Money Market Management
OREANDA-NEWS. Fitch Ratings has assigned an 'AAAmmf' rating to Federated Money Market Management, a registered 2a-7 money market fund managed by Federated Investment Management Company.
KEY RATING DRIVERS
The 'AAAmmf' rating assignment reflects:
-- The funds' overall credit quality and diversification.
-- Low exposure to interest rate and spread risks.
-- Holdings of daily and weekly liquid assets consistent with shareholder profile and concentration.
-- Maturity profile consistent with Fitch's 'AAAmmf' rating criteria.
-- The capabilities and resources of Federated Investment Management Company.
PORTFOLIO CREDIT QUALITY/DIVERSIFICATION
The fund seeks to maintain a diversified, high credit quality portfolio consistent with Fitch's criteria for 'AAAmmf' rated MMFs, by investing exclusively in first-tier rated securities with limited exposure to individual issuers.
The fund's Portfolio Credit Factor (PCF) is in line with Fitch's 'AAAmmf' rating criteria of 1.50 or less. The PCF is a risk-weighted measure of a fund's portfolio assets that accounts for the credit quality and maturity profile of a fund's portfolio.
MATURITY PROFILE
The fund seeks to limit interest rate and spread risk by maintaining weighted average maturity (WAM) and weighted average life (WAL) below 60 days and 120 days, respectively. As at Oct. 15, 2015, the fund's WAM and WAL were 34 days and 62 days, respectively.
LIQUIDITY PROFILE
The fund seeks to maintain sufficient levels of daily and weekly liquidity to meet investors' flows. Specifically, the fund invests at least 10% of its total assets in securities offering daily liquidity, and at least 30% in securities maturing within seven days or other qualifying liquid assets.
FUND OBJECTIVE
The fund seeks to provide current income in line with prevailing money market rates, while aiming to preserve capital consistent with these rates and to maintain a high degree of liquidity.
As of Oct. 15, 2015, the Fund's assets under management totalled $4.8bn.
INVESTMENT ADVISOR
The fund's investment adviser is Federated Investment Management Company, a wholly owned subsidiary of Federated Investors, Inc. Federated is one of the largest money fund managers globally, with approximately $350b in assets under management. Fitch views Federated Investment Management Company and Federated Investors, Inc.'s investment advisory capabilities, financial and resource commitments, operational controls, corporate governance and compliance procedures as consistent with the 'AAAmmf' rating assigned to the funds.
RATING SENSITIVITES
The rating may be sensitive to material changes in the credit quality, market risk, and/or liquidity profiles of the fund. Temporary deviations from Fitch's criteria need not automatically result in a rating change, provided the fund manager is able to address them with credible near-term remedial actions. However, material adverse and continued deviations from Fitch's guidelines for any key rating driver may lead to the rating being placed on Rating Watch Negative (RWN) or downgraded.
SURVEILLANCE
Fitch will receive weekly fund holdings information and other pertinent fund data from the fund's administrator - Federated Investors, Inc. - to conduct surveillance against ratings guidelines and to maintain the MMF rating.
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