Weekly MF 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 April 24) includes Holdings information from 94 money funds (up 14 from a week ago), which represent $2.899 trillion (up from $2.457 trillion) of the $4.561 trillion (63.6%) 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 $1.248 trillion (up from $1.039 trillion a week ago), or 43.0%, Repurchase Agreements (Repo) totaling $822.5 billion (up from $731.4 billion a week ago), or 28.4% and Government Agency securities totaling $556.6 billion (up from $486.2 billion), or 19.2%. Certificates of Deposit (CDs) totaled $79.6 billion (up from $66.4 billion), or 2.7%, and Commercial Paper (CP) totaled $76.5 billion (up from $56.5 billion), or 2.6%. A total of $69.7 billion or 2.4%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $47.0 billion, or 1.6%. Funds in our weekly collection remain short with their maturities -- a massive 47.8% of assets matures in 1-7 days. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.248 trillion (43.0% of total holdings), Federal Home Loan Bank with $369.2B (12.7%), Fixed Income Clearing Co with $157.0B (5.4%), BNP Paribas with $71.2B (2.9%), BNP Paribas with $84.8B (2.9%), Federal Farm Credit Bank with $79.1B (2.7%), JP Morgan with $53.9B (1.9%), Federal Home Loan Mortgage Corp with $53.8B (1.9%), RBC with $53.0B (1.8%) and Federal National Mortgage Association with $51.7B (1.8%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($226.7B), Fidelity Inv MM: Govt Port ($192.8B), Goldman Sachs FS Govt ($180.5B), BlackRock Lq FedFund ($160.8B), Federated Govt Oblg ($148.2B), Goldman Sachs FS Treas Instruments ($133.7B), Wells Fargo Govt MM ($133.6B), JP Morgan 100% US Treas MMkt ($126.6B), Morgan Stanley Inst Liq Govt ($106.3B) and State Street Inst US Govt ($94.1B). (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.)
