Weekly MF 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 April 17) includes Holdings information from 80 money funds (up 3 from three weeks ago), which represent $2.457 trillion (up from $2.131 trillion) of the $4.561 trillion (53.9%) 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. For our latest monthly Holdings, see our April 13 News, "April MF Portfolio Holdings: Govt Securities Skyrocket; CDs, CP Down.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Treasury totaling $1.039 trillion (up from $664.6 billion three weeks ago), or 42.3%, Repurchase Agreements (Repo) totaling $731.4 billion (down from $813.7 billion three weeks ago), or 29.8% and Government Agency securities totaling $486.2 billion (up from $452.8 billion), or 19.8%. Certificates of Deposit (CDs) totaled $66.4 billion (up from $66.3 billion), or 2.7%, and Commercial Paper (CP) totaled $56.5 billion (down from $58.6 billion), or 2.3%. A total of $40.5 billion or 1.6%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $37.3 billion, or 1.5%. Funds in our weekly collection shortened maturities substantially; a massive 55.2% of assets matures in 1-7 days. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.039 trillion (42.3% of total holdings), Federal Home Loan Bank with $320.8B (13.1%), Fixed Income Clearing Co with $158.6B (6.5%), Federal Farm Credit Bank with $71.2B (2.9%), BNP Paribas with $69.5B (2.8%), RBC with $52.2B (2.1%), Federal Home Loan Mortgage Co with $48.7B (2.0%), JP Morgan with $44.3B (1.8%), Federal National Mortgage Association with $42.7B (1.7%) and Citi with $33.4B (1.4%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($214.8B), Fidelity Inv MM: Govt Port ($187.1B), Goldman Sachs FS Govt ($174.2B), BlackRock Lq FedFund ($165.2B), JP Morgan 100% US Treas MMkt ($126.2B), Wells Fargo Govt MM ($122.6B), Goldman Sachs FS Treas Instruments ($121.5B), Morgan Stanley Inst Liq Govt ($102.5B), BlackRock Lq T-Fund ($94.1B) and State Street Inst US Govt ($86.5B). (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.)
