Crane Data's latest monthly Money Fund Portfolio Holdings statistics will be published Monday, March 11, and we'll be writing our normal monthly update on the Feb. 28 data for Tuesday's News. But we also generate a separate and broader Portfolio Holdings data set based on the SEC's Form N-MFP filings. (We continue to merge the two series, and the N-MFP version is now available via Holdings file listings to Money Fund Wisdom subscribers.) Our summary, with data as of Feb. 28, 2019, includes holdings information from 1,182 money funds (the same number as last month), representing assets of $3.439 trillion (up from $3.368 trillion). We review the latest data below. Our latest Form N-MFP Summary for All Funds (taxable and tax-exempt) shows Repurchase Agreement (Repo) holdings in money market funds totaling $1,092.9 billion (down from $1,097.8 billion on Jan. 31), or 31.8% of all assets. Treasury holdings total $918.0 billion (up from $851.7), or 26.7%, and Government Agency securities total $683.0 billion (up from $682.0 billion), or 19.9%. Commercial Paper (CP) totals $275.9 billion (up from $257.7 billion), or 8.0%, and Certificates of Deposit (CDs) total $232.6 billion (up from $225.4 billion), or 6.8%. The Other category (primarily Time Deposits) totals $131.2 billion (down from $146.8 billion), or 3.8%, and VRDNs account for $105.6 billion (down from $106.8 billion), or 3.1%. Broken out into the SEC's more detailed categories, the CP totals were comprised of: $167.8 billion, or 4.9%, in Financial Company Commercial Paper; $58.5 billion or 1.7%, in Asset Backed Commercial Paper; and, $49.6 billion, or 1.4%, in Non-Financial Company Commercial Paper. The Repo totals were made up of: U.S. Treasury Repo ($652.1B, or 19.0%), U.S. Govt Agency Repo ($403.9B, or 11.7%), and Other Repo ($36.9B, or 1.1%). The N-MFP Holdings summary for the 217 Prime Money Market Funds shows: CP holdings of $270.8 billion (up from $252.6 billion), or 30.8%; CD holdings of $232.6 billion (up from $225.4B), or 26.5%; Repo holdings of $144.5 billion (down from $148.1B), or 16.4%; Other (primarily Time Deposits) holdings of $87.0 billion (up from $86.4B), or 9.9%; Treasury holdings of $100.3 billion (up from $67.2B), or 11.4%; Government Agency holdings of $36.7 billion (down from $37.5B), or 4.2%; and VRDN holdings of $6.8B (unchanged), or 0.8%. The SEC's more detailed categories show CP in Prime MMFs made up of: $167.8 billion (up from $160.7 billion), or 19.1%, in Financial Company Commercial Paper; $58.5 billion, or 6.7%, in Asset Backed Commercial Paper; and, $44.5 billion, or 5.1%, in Non-Financial Company Commercial Paper. The Repo totals include: U.S. Treasury Repo ($55.4B, or 6.3%), U.S. Govt Agency Repo ($52.3B, or 5.9%), and Other Repo ($36.9B, or 4.2%).

Email This Article




Use a comma or a semicolon to separate

captcha image

Daily Link Archive

2024 2023 2022
March December December
February November November
January October October
September September
August August
July July
June June
May May
April April
March March
February February
January January
2021 2020 2019
December December December
November November November
October October October
September September September
August August August
July July July
June June June
May May May
April April April
March March March
February February February
January January January
2018 2017 2016
December December December
November November November
October October October
September September September
August August August
July July July
June June June
May May May
April April April
March March March
February February February
January January January
2015 2014 2013
December December December
November November November
October October October
September September September
August August August
July July July
June June June
May May May
April April April
March March March
February February February
January January January
2012 2011 2010
December December December
November November November
October October October
September September September
August August August
July July July
June June June
May May May
April April April
March March March
February February February
January January January
2009 2008 2007
December December December
November November November
October October October
September September September
August August August
July July July
June June June
May May May
April April April
March March March
February February February
January January January
2006
December
November
October
September