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, yesterday. The most recent cut (with data as of Feb. 21) includes Holdings information from 92 money funds (up 25 from a week ago), which represent $2.081 trillion (up from $1.450 trillion) of the $3.830 trillion (54.3%) in total money fund assets tracked by Crane Data. (See our Feb. 12 News 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 $777.4 billion (up from $549.6 billion a week ago), or 37.4%, Treasury totaling $619.8 billion (up from $481.9 billion a week ago), or 29.8% and Government Agency securities totaling $355.2 billion (up from $237.8 billion), or 17.1%. Certificates of Deposit (CDs) totaled $119.4 billion (up from $65.1 billion), or 5.7%, and Commercial Paper (CP) totaled $103.1 billion (up from $57.4 billion), or 5.0%. A total of $65.6 billion or 3.2%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $40.3 billion, or 1.9%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $619.8 billion (29.8% of total holdings), Federal Home Loan Bank with $254.6B (12.2%), Fixed Income Clearing Co with $135.0B (6.5%), BNP Paribas with $82.8B (4.0%), Federal Farm Credit Bank with $61.3B (2.9%), RBC with $56.4B (2.7%), JP Morgan with $47.1B (2.3%), Credit Agricole with $44.1B (2.1%), Wells Fargo with $35.8B (1.7%) and Mitsubishi UFJ Financial Group with $33.3B (1.6%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($151.6B), Fidelity Inv MM: Govt Port ($129.3B), Goldman Sachs FS Govt ($121.8B), BlackRock Lq FedFund ($119.5B), Federated Govt Oblg ($102.6B), Wells Fargo Govt MM ($87.6B), BlackRock Lq T-Fund ($78.7B), Fidelity Inv MM: MM Port ($78.5B), JP Morgan 100% US Treas MMkt ($70.3B) and JP Morgan Prime MMkt ($65.2B). (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.)
