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. (See our latest monthly Money Fund Portfolio Holdings here. Note that our Weekly MFPH are e-mail only and aren't available on the website.) The most recent cut (with data as of Dec. 13) includes Holdings information from 77 money funds (down 9 from two weeks ago), which represent $1.822 trillion (up from $1.725 trillion) of the $3.765 trillion (48.4%) in total money fund assets tracked by Crane Data. Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Treasury debt totaling $617.5 billion (up from $595.7 billion two weeks ago), or 33.9%, Repurchase Agreements (Repo) totaling $610.6 billion (up from $569.4 billion) or 33.5%, and Government Agency securities totaling $340.4 billion (up from $325.8 billion), or 18.7%. Certificates of Deposit (CDs) totaled $94.1 billion (up from $91.1 billion), or 5.2%, and Commercial Paper (CP) totaled $86.0 billion (up from $79.0 billion), or 4.7%. A total of $41.6 billion or 2.3%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $31.5 billion, or 1.7%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $617.5 billion (33.9% of total holdings), Federal Home Loan Bank with $247.8B (13.6%), Fixed Income Clearing Co with $92.1B (5.1%), RBC with $57.4 billion (3.1%), BNP Paribas with $53.3B (2.9%), Federal Farm Credit Bank with $53.1B (2.9%), Mitsubishi UFJ Financial Group Inc with $35.3B (1.9%), JP Morgan with $32.8B (1.8%), Credit Agricole with $31.2B (1.7%) and Federal Home Loan Mortgage Co with $29.3B (1.6%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($161.0B), Fidelity Inv MM: Govt Port ($139.3B), Goldman Sachs FS Govt ($125.7B), BlackRock Lq FedFund ($115.7B), Wells Fargo Govt MM ($87.6B), BlackRock Lq T-Fund ($82.0B), Fidelity Inv MM: MM Port ($74.7B), JP Morgan 100% US Treas MMkt ($69.8B), Morgan Stanley Inst Liq Govt ($68.4B) and Goldman Sachs FS Treas Instruments ($67.3B). (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.)
