Weekly MF Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics Wednesday, which track a shifting subset of our monthly Portfolio Holdings collection. The most recent cut (with data as of March 10) includes Holdings information from 45 money funds (down 16 from two weeks ago), which totals $1.355 trillion (down from $1.724 trillion) of the $5.291 trillion in total money fund assets (or 25.6%) tracked by Crane Data. (Our Weekly MFPH are e-mail only and aren't available on the website. See our latest Monthly Money Fund Portfolio Holdings here.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $843.6 billion (down from $1.017 trillion two weeks ago), or 62.3%; Treasuries totaling $294.9 billion (down from $391.3 billion two weeks ago), or 21.8%, and Government Agency securities totaling $101.2 billion (down from $147.0 billion), or 7.5%. Commercial Paper (CP) totaled $51.7 billion (down from two weeks ago at $69.3 billion), or 3.8%. Certificates of Deposit (CDs) totaled $19.1 billion (down from $27.7 billion two weeks ago), or 1.4%. The Other category accounted for $33.2 billion or 2.4%, while VRDNs accounted for $10.9 billion, or 0.8%. The Ten Largest Issuers in our Weekly Holdings product include: the Federal Reserve Bank of New York with $562.9 billion (41.6%), the US Treasury with $294.9 billion (21.8% of total holdings), Fixed Income Clearing Corp with $67.2B (5.0%), Federal Home Loan Bank with $59.6B (4.4%), Federal Farm Credit Bank with $39.4B (2.9%), JP Morgan with $29.5B (2.2%), RBC with $23.8B (1.8%), Goldman Sachs with $20.5B (1.5%), Mitsubishi UFJ Financial Group Inc with $17.3B (1.3%) and Barclays PLC with $14.8B (1.1%). The Ten Largest Funds tracked in our latest Weekly include: Fidelity Inv MM: Govt Port ($145.2B), Morgan Stanley Inst Liq Govt ($130.2B), Dreyfus Govt Cash Mgmt ($119.3B), Fidelity Inv MM: MM Port ($103.6B), Allspring Govt MM ($89.8B), Invesco Govt & Agency ($85.5B), First American Govt Oblg ($66.7B), State Street Inst US Govt ($66.0B), Fidelity Inv MM: Treas Port ($49.8B) and Dreyfus Treas Sec Cash Mg ($43.9B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
