Weekly MF Portfolio Holdings
Crane Data also 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 Mar. 13) includes Holdings information from 78 money funds (up 26 from two weeks ago), which represent $1.859 trillion (up from $1.225 trillion) of the $3.835 trillion (31.9%) in total money fund assets tracked by Crane Data. (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 $654.8 billion (up from $461.6 billion two weeks ago), or 35.2%, Treasury totaling $609.3 billion (up from $332.7 billion two weeks ago), or 32.8% and Government Agency securities totaling $354.2 billion (up from $237.2 billion), or 19.1%. Certificates of Deposit (CDs) totaled $92.1 billion (up from $80.1 billion), or 5.0%, and Commercial Paper (CP) totaled $78.7 billion (up from $62.7 billion), or 4.2%. A total of $38.6 billion or 2.1%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $31.1 billion, or 1.7%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $609.3 billion (32.8% of total holdings), Federal Home Loan Bank with $239.7B (12.9%), Fixed Income Clearing Co with $110.4B (5.9%), BNP Paribas with $70.9B (3.8%), Federal Farm Credit Bank with $57.6B (3.1%), RBC with $54.3B (2.9%), Federal Home Loan Mortgage Corp with $37.8B (2.0%), JP Morgan with $36.7B (2.0%), Mitsubishi UFJ Financial Group Inc with $32.8B (1.8%) and Credit Agricole with $32.7B (1.8%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($147.1B), Fidelity Inv MM: Govt Port ($145.5B), BlackRock Lq FedFund ($127.8B), Goldman Sachs FS Govt ($118.2B), Wells Fargo Govt MM ($93.2B), BlackRock Lq T-Fund ($82.1B), Goldman Sachs FS Treas Instruments ($76.8B), JP Morgan 100% US Treas MMkt ($76.7B), Fidelity Inv MM: MM Port ($75.8B) and Morgan Stanley Inst Liq Govt ($71.2B). (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.)
