Weekly Money Fund Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics, which track a shifting subset of our monthly Portfolio Holdings collection, Tuesday. The most recent cut (with data as of Feb. 14) includes Holdings information from 67 money funds (down 4 from two weeks ago), which represent $1.450 trillion (down from $1.779 trillion) of the $3.830 trillion (37.9%) in total money fund assets tracked by Crane Data. (See our Feb. 12 monthly Money Fund Portfolio Holdings update, Feb. MF Portfolio Holdings: Repo, TDs, CDs Jump; Treas, Agencies Fall. Note that our Weekly MFPH are e-mail only and aren't available on the website.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $549.6 billion (down from $652.9 billion two weeks ago), or 37.9%, Treasury totaling $481.9 billion (down from $568.4 billion two weeks ago), or 33.2% and Government Agency securities totaling $237.8 billion (down from $315.1 billion), or 16.4%. Certificates of Deposit (CDs) totaled $65.1 billion (down from $94.2 billion), or 4.5%, and Commercial Paper (CP) totaled $57.4 billion (down from $76.0 billion), or 4.0%. A total of $34.1 billion or 2.4%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $23.7 billion, or 1.6%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $481.9 billion (33.2% of total holdings), Federal Home Loan Bank with $167.2B (11.5%), Fixed Income Clearing Co with $114.5B (7.9%), BNP Paribas with $57.8B (4.0%), Federal Farm Credit Bank with $46.2B (3.2%), JP Morgan with $37.5B (2.6%), RBC with $35.4B (2.4%), Credit Agricole with $27.6B (1.9%), Wells Fargo with $26.6B (1.8%) and HSBC with $24.2B (1.7%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($154.8B), Goldman Sachs FS Govt ($123.1B), BlackRock Lq FedFund ($119.1B), Wells Fargo Govt MM ($86.5B), BlackRock Lq T-Fund ($79.2B), JP Morgan 100% US Treas MMkt ($69.5B), Goldman Sachs FS Treas Instruments ($65.6B), JP Morgan Prime MMkt ($64.1B), Morgan Stanley Inst Liq Govt ($62.0B) and Dreyfus Govt Cash Mgmt ($59.6B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary, or our Bond Fund Portfolio Holdings data series.)
