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. 28) includes Holdings information from 52 money funds (down 40 from a week ago), which represent $1.225 trillion (down from $2.081 trillion) of the $3.830 trillion (32.0%) 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 $461.6 billion (down from $777.4 billion a week ago), or 37.7%, Treasury totaling $332.7 billion (down from $619.8 billion a week ago), or 27.2% and Government Agency securities totaling $237.2 billion (down from $355.2 billion), or 19.4%. Certificates of Deposit (CDs) totaled $80.1 billion (down from $119.4 billion), or 6.5%, and Commercial Paper (CP) totaled $62.7 billion (down from $103.1 billion), or 5.1%. A total of $27.6 billion or 2.3%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $22.7 billion, or 1.9%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $332.7 billion (27.2% of total holdings), Federal Home Loan Bank with $165.5B (13.5%), Fixed Income Clearing Co with $99.8B (8.1%), Federal Farm Credit Bank with $43.3B (3.5%), RBC with $40.5B (3.3%), BNP Paribas with $37.9B (3.1%), Mitsubishi UFJ Financial Group with $26.2B (2.1%), JP Morgan with $25.8B (2.1%), Credit Agricole with $23.3B (1.9%) and Federal Home Loan Mortgage Co with $23.2B (1.9%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($152.9B), Fidelity Inv MM: Govt Port ($135.2B), Wells Fargo Govt MM ($86.2B), Fidelity Inv MM: MM Port ($78.8B), JP Morgan 100% US Treas MMkt ($67.7B), Morgan Stanley Inst Liq Govt ($62.9B), JP Morgan Prime MMkt ($62.8B), Dreyfus Govt Cash Mgmt ($60.9B), State Street Inst US Govt ($57.6B) and First American Govt Oblg ($51.9B). (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.)
