Weekly MF Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics and summary Wednesday, which tracks a shifting subset of our monthly Portfolio Holdings collection. The latest cut, with data as of Friday, Jan. 18, 2019, includes Holdings information from 46 money funds (down from 59 on Jan. 11, 2019), representing $850.0 billion, compared to $985.98 billion in the prior week. That represents 27.2% of the $3.124 trillion in total money fund assets tracked by Crane Data. (For our latest monthly Money Fund Portfolio Holdings numbers, see our Jan. 11 News, "Jan. MF Portfolio Holdings: Treasuries, Repo Jump; FICC Biggest Repo.") Our latest Weekly MFPH Composition summary shows Government assets once again dominated the holdings list with Repurchase Agreements (Repo) totaling $314.8 billion (a decline from $370.9 billion on Jan. 11), or 37.0% of holdings, Treasury debt totaling $273.1 billion (down from $320.5 billion), or 32.1%, and Government Agency securities totaling $160.1 billion (down from $188.1 billion, or 18.8%. Commercial Paper (CP) totaled $40.4 billion (down from $43.8 billion), or 4.7%, and Certificates of Deposit (CDs) totaled $34.2 billion (down slightly from $34.6 billion), or 4.0%. A total of $15.7 billion or 1.8% was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $11.9 billion, or 1.4%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $273.1 billion (32.1% of total holdings), Federal Home Loan Bank with $111.5B (13.1%), RBC with $43.3 billion (5.1%), BNP Paribas with $34.3B (4.0%), Federal Farm Credit Bank with $33.6B (4.0%), Fixed Income Clearing Co with $20.1B (2.4%), Credit Agricole with $19.7B (2.3%), ING Bank with $19.1B (2.2%), Fidelity with $15.4B (1.8%), and Mitsubishi UFJ Financial Group Inc with $15.3B (1.8%). The Ten Largest Funds tracked in our latest Weekly Holdings update include: Fidelity Inv MM: Govt Port ($113.3B), Goldman Sachs FS Govt ($99.3B), Wells Fargo Govt MMkt ($76.0B), Goldman Sachs FS Trs Instruments ($59.5B), Morgan Stanley Inst Liq Govt ($55.8B), Fidelity Inv MM: MMkt Port ($48.3B), First American Govt Oblig ($41.0B), State Street Inst US Govt ($39.7B), Fidelity Inv MM: Treasury Port ($25.6B), and Invesco Treasury ($23.1B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
