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 Jan. 28) includes Holdings information from 65 money funds (down from 70 a week ago), which represent $2.268 trillion (down from $2.378 trillion) of the $5.086 trillion (44.6%) 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 Jan. 12 News, "Jan. MF Portfolio Holdings: Repo Soars to Almost 50%, Led by Fed RRP," for more.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $1.068 trillion (down from $1.109 trillion a week ago), or 47.1%; Treasuries totaling $876.5 billion (down from $916.7 billion a week ago), or 38.6%, and Government Agency securities totaling $138.2 billion (up from $136.8 billion), or 6.1%. Commercial Paper (CP) totaled $61.7 billion (down from a week ago at $71.6 billion), or 2.7%. Certificates of Deposit (CDs) totaled $43.1 billion (down from $47.5 billion a week ago), or 1.9%. The Other category accounted for $58.5 billion or 2.6%, while VRDNs accounted for $22.3 billion, or 1.0%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $876.5 billion (38.6% of total holdings), the Federal Reserve Bank of New York with $666.6B (29.4%), Federal Home Loan Bank with $61.0B (2.7%), Fixed Income Clearing Corp with $57.9B (2.6%), BNP Paribas with $54.9B (2.4%), Federal Farm Credit Bank with $44.3B (2.0%), RBC with $35.9B (1.6%), Societe Generale with $23.4B (1.0%), Federal National Mortgage Association with $21.7B (1.0%) and Barclays PLC with $21.5B (0.9%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($254.2B), BlackRock Lq FedFund ($172.8B), Morgan Stanley Inst Liq Govt ($147.6B), Allspring Govt MM ($133.7B), Fidelity Inv MM: Govt Port ($127.0B), Dreyfus Govt Cash Mgmt ($125.4B), BlackRock Lq T-Fund ($121.2B), Blackrock Lq Treas Tr ($117.0B), JPMorgan 100% US Treas MMkt ($99.0B) and First American Govt Oblg ($95.4B). (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.)
