Weekly Money Fund Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics Tuesday, which track a shifting subset of our monthly Portfolio Holdings collection. The most recent cut (with data as of March 28) includes Holdings information from 57 money funds (down 10 from a week ago), or $3.509 trillion (down from $3.964 trillion) of the $7.355 trillion in total money fund assets (or 47.7%) tracked by Crane Data. (Note: Our Weekly MFPH are e-mail only and aren't available on the website. See our latest Monthly Money Fund Portfolio Holdings here and our March 12 News, "March Money Fund Portfolio Holdings: Repo Surges, Treasuries Plunge.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Treasuries totaling $1.644 trillion (down from $1.833 trillion a week ago), or 46.9%; Repurchase Agreements (Repo) totaling $1.231 trillion (down from $1.372 trillion a week ago), or 35.1%, and Government Agency securities totaling $294.0 billion (down from $326.0 billion), or 8.4%. Commercial Paper (CP) totaled $140.9 billion (down from a week ago at $174.1 billion), or 4.0%. Certificates of Deposit (CDs) totaled $82.3 billion (down from $101.4 billion a week ago), or 2.3%. The Other category accounted for $78.9 billion or 2.2%, while VRDNs accounted for $37.4 billion, or 1.1%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.644 trillion (46.9% of total holdings), Fixed Income Clearing Corp with $355.1B (10.1%), the Federal Home Loan Bank with $192.2 billion (5.5%), JP Morgan with $125.0B (3.6%), BNP Paribas with $80.9B (2.3%), Citi with $76.4B (2.2%), RBC with $73.2B (2.1%), Federal Farm Credit Bank with $67.9B (1.9%), Wells Fargo with $61.2B (1.7%) and the Federal Reserve Bank of New York with $61.1B (1.7%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($294.2B), Goldman Sachs FS Govt ($265.7B), JPMorgan 100% US Treas MMkt ($250.7B), Fidelity Inv MM: Govt Port ($234.3B), Morgan Stanley Inst Liq Govt ($176.9B), State Street Inst US Govt ($165.8B), BlackRock Lq FedFund ($163.1B), BlackRock Lq Treas Tr ($153.0B), Fidelity Inv MM: MM Port ($151.6B) and Dreyfus Govt Cash Mgmt ($132.9B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
