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 March 18) includes Holdings information from 57 money funds (down from 71 a week ago), which represent $1.772 trillion (down from $2.561 trillion) of the $4.980 trillion (35.6%) in total money fund assets tracked by Crane Data. (Our Weekly MFPH are e-mail only and aren't available on the website. See our March 10 News, "March MF Portfolio Holdings Flat: Repo Inches Higher, Treasuries Lower," for more.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $851.4 billion (down from $1.232 trillion a week ago), or 48.1%; Treasuries totaling $706.3 billion (down from $1.022 trillion a week ago), or 39.9%, and Government Agency securities totaling $119.1 billion (down from $134.1 billion), or 6.7%. Commercial Paper (CP) totaled $36.2 billion (down from a week ago at $61.7 billion), or 2.0%. Certificates of Deposit (CDs) totaled $16.2 billion (down from $38.7 billion a week ago), or 0.9%. The Other category accounted for $28.8 billion or 1.6%, while VRDNs accounted for $14.0 billion, or 0.8%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $706.3 billion (39.9% of total holdings), the Federal Reserve Bank of New York with $519.2B (29.3%), Fixed Income Clearing Corp with $57.4B (3.2%), Federal Home Loan Bank with $52.9B (3.0%), Federal Farm Credit Bank with $43.0B (2.4%), BNP Paribas with $29.5B (1.7%), RBC with $26.0B (1.5%), Societe Generale with $23.7B (1.3%), Barclays PLC with $22.7B (1.3%) and JP Morgan with $17.7B (1.0%). The Ten Largest Funds tracked in our latest Weekly include: BlackRock Lq FedFund ($164.4B), Morgan Stanley Inst Liq Govt ($145.3B), Allspring Govt MM ($132.3B), Fidelity Inv MM: Govt Port ($128.8B), BlackRock Lq Treas Tr ($121.7B), Dreyfus Govt Cash Mgmt ($116.0B), BlackRock Lq T-Fund ($112.7B), First American Govt Oblg ($88.7B), State Street Inst US Govt ($86.2B), and Invesco Govt & Agency ($75.4B). (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.)
