Weekly Money Fund 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. 29, 2021) includes Holdings information from 78 money funds (down 7 funds from a week ago), which represent $2.312 trillion (down from $2.530 trillion) of the $4.623 trillion (50.0%) in total money fund assets tracked by Crane Data. (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 $1.275 trillion (down from $1.362 trillion a week ago), or 55.1%, Repurchase Agreements (Repo) totaling $556.5 billion (down from $578.5 billion a week ago), or 24.1% and Government Agency securities totaling $281.7 billion (down from $306.2 billion), or 12.2%. Commercial Paper (CP) totaled $70.5 billion (down from $99.1 billion), or 3.0%, and Certificates of Deposit (CDs) totaled $55.0 billion (down from $66.9 billion), or 2.4%. The Other category accounted for $44.4 billion or 1.9%, while VRDNs accounted for $29.2 billion, or 1.3%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.280 trillion (55.3% of total holdings), Federal Home Loan Bank with $139.0B (6.0%), Fixed Income Clearing Corp with $73.0B (3.2%), BNP Paribas with $69.8B (3.0%), Federal Farm Credit Bank with $59.1B (2.6%), Federal National Mortgage Association with $50.8B (2.2%), RBC with $47.6B (2.1%), Mitsubishi UFJ Financial Group Inc with $31.1B (1.3%), Federal Home Mortgage Corp with $30.8B (1.3%) and Barclays PLC with $29.9B (1.3%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($191.4 billion), Goldman Sachs FS Govt ($157.3B), Wells Fargo Govt MM ($145.6B), Fidelity Inv MM: Govt Port ($139.9B), BlackRock Lq FedFund ($130.7B), Morgan Stanley Inst Liq Govt ($108.1B), BlackRock Lq T-Fund ($101.4B), Dreyfus Govt Cash Mgmt ($92.2B), JPMorgan 100% US Treas MMkt ($91.6B) and Goldman Sachs FS Treas Instruments ($85.3B). (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.)
