Weekly Money Fund Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics, which track a shifting subset of our monthly Portfolio Holdings collection, Tuesday. The most recent cut (with data as of Jan. 31) includes Holdings information from 71 money funds (down 13 from a week ago), which represent $1.779 trillion (down from $1.841 trillion) of the $3.811 trillion (46.7%) in total money fund assets tracked by Crane Data. (See our Jan. 13 monthly Money Fund Portfolio Holdings update, "Jan MF Portfolio Holdings: Big FICC Repo, Agency Rebound; CDs, CP Drop." Note that our Weekly MFPH are e-mail only and aren't available on the website.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $652.9 billion (up from $640.4 billion a week ago), or 36.7%, Treasury totaling $568.4 billion (up from $545.9 billion a week ago), or 32.0% and Government Agency securities totaling $315.1 billion (down from $335.9 billion), or 17.7%. Certificates of Deposit (CDs) totaled $94.2 billion (down from $108.7 billion), or 5.3%, and Commercial Paper (CP) totaled $76.0 billion (down from $95.2 billion), or 4.3%. A total of $40.8 billion or 2.3%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $31.2 billion, or 1.8%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $568.4 billion (32.0% of total holdings), Federal Home Loan Bank with $218.5B (12.3%), Fixed Income Clearing Co with $141.5B (8.0%), BNP Paribas with $61.9B (3.5%), Federal Farm Credit Bank with $58.1B (3.3%), RBC with $42.2B (2.4%), Mitsubishi UFJ Financial Group with $33.3B (1.9%), Credit Agricole with $31.6B (1.8%), Federal Home Loan Mortgage Co with $30.4B (1.7%) and Wells Fargo with $29.0B (1.6%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($152.7B), Fidelity Inv MM: Govt Port ($130.7B), Goldman Sachs FS Govt ($126.4B), BlackRock Lq FedFund ($116.7B), Wells Fargo Govt MM ($86.5B), BlackRock Lq T-Fund ($78.8B), JP Morgan 100% US Treas MMkt ($77.3B), Fidelity Inv MM: MM Port ($76.9B), Morgan Stanley Inst Liq Govt ($65.1B) and JP Morgan Prime MMkt ($63.2B). (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.)
