Weekly Money Fund Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics Tuesday, which track a shifting subset of our monthly Portfolio Holdings collection. The most recent cut (with data as of March 29) includes Holdings information from 61 money funds (down 21 from a week ago), or $2.941 trillion (down from $3.531 trillion) of the $6.397 trillion in total money fund assets (or 46.0%) 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 and our March 12 News, "March MF Portfolio Holdings Show Another Treasury Jump, Repo Plunge.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Treasuries totaling $1.432 trillion (down from $1.589 trillion a week ago), or 48.7%; Repurchase Agreements (Repo) totaling $1.017 trillion (down from $1.270 trillion a week ago), or 34.6%, and Government Agency securities totaling $251.1 billion (down from $303.7 billion), or 8.5%. Commercial Paper (CP) totaled $92.0 billion (down from a week ago at $126.0 billion), or 3.1%. Certificates of Deposit (CDs) totaled $69.6 billion (down from $96.6 billion a week ago), or 2.4%. The Other category accounted for $49.2 billion or 1.7%, while VRDNs accounted for $30.8 billion, or 1.0%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.432 trillion (48.7% of total holdings), Fixed Income Clearing Corp with $245.3B (8.3%), Federal Home Loan Bank with $197.5B (6.7%), the Federal Reserve Bank of New York with $147.6 billion (5.0%), RBC with $71.9B (2.4%), BNP Paribas with $68.1B (2.3%), JP Morgan with $66.6B (2.3%), Goldman Sachs with $53.6B (1.8%), Citi with $51.8B (1.8%) and Federal Farm Credit Bank with $50.6B (1.7%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($251.1B), Goldman Sachs FS Govt ($210.8B), Fidelity Inv MM: Govt Port ($203.0B), JPMorgan 100% US Treas MMkt ($198.3B), BlackRock Lq FedFund ($144.7B), Morgan Stanley Inst Liq Govt ($133.8B), State Street Inst US Govt ($130.0B), Fidelity Inv MM: MM Port ($128.6B), Dreyfus Govt Cash Mgmt ($117.5B) and Allspring Govt MM ($115.2B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
