Weekly MF Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics and summary yesterday. Our Weekly Holdings track a shifting subset of our monthly Portfolio Holdings collection. The most recent cut (with data as of Jan. 17) includes Holdings information from 67 money funds (down 10 from two weeks ago), which represent $1.481 trillion (down from $1.834 trillion) of the $3.811 trillion (38.9%) 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 Treasury totaling $543.3 billion (down from $628.3 billion two weeks ago), or 36.7%, Repurchase Agreements (Repo) totaling $502.4 billion (down from $610.2 billion two weeks ago), or 33.9% and Government Agency securities totaling $256.9 billion (down from $347.9 billion), or 17.3%. Certificates of Deposit (CDs) totaled $60.2 billion (down from $90.9 billion), or 4.1%, and Commercial Paper (CP) totaled $57.8 billion (down from $79.5 billion), or 3.9%. A total of $34.4 billion or 2.3%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $25.8 billion, or 1.7%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $543.3 billion (36.7% of total holdings), Federal Home Loan Bank with $188.0B (12.7%), Fixed Income Clearing Co with $99.4B (6.7%), BNP Paribas with $47.4 billion (3.2%), Federal Farm Credit Bank with $46.0B (3.1%), RBC with $36.6B (2.5%), JP Morgan with $26.5B (1.8%), Wells Fargo with $24.9B (1.7%), Credit Agricole with $21.7B (1.5%) and Mitsubishi UFJ Financial Group Inc with $21.5B (1.5%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($154.7B), Goldman Sachs FS Govt ($133.2B), BlackRock Lq FedFund ($120.6B), Wells Fargo Govt MM ($87.3B), BlackRock Lq T-Fund ($83.1B), JP Morgan 100% US Treas MMkt ($75.0B), Goldman Sachs FS Treas Intruments ($69.1B), Morgan Stanley Inst Liq Govt ($66.5B), JP Morgan Prime MMkt ($63.7B) and State Street Inst US Govt ($56.9B). (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.)
