Weekly Portfolio Holdings Update
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics and summary Tuesday, which tracks a shifting subset of our monthly Portfolio Holdings collection. The latest cut, with data as of Dec. 14, includes Holdings information from 68 money funds (up from 59 on Nov. 30), representing $1.121 trillion (down from $1.127 trillion) of the $2.984T (37.0%) in total money fund assets tracked by Crane Data. (For our latest monthly Money Fund Portfolio Holdings numbers, see our Dec. 13 News, "Dec. MF Portfolio Holdings Break 3.0 Tril; T-Bills Up, Repo Breaks 1.0T.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $459.8 billion (up from $429.1 billion on Nov. 30), or 37.6% of holdings, Treasury debt totaling $413.0 billion (up from $356.7 billion) or 33.8%, and Government Agency securities totaling $224.0 billion (up from $222.8 billion), or 19.8%. Commercial Paper (CP) totaled $50.5 billion (up from $46.6 billion), or 4.1%, and Certificates of Deposit (CDs) totaled $39.3 billion (up from $39.0 billion), or 3.2%. A total of $18.1 billion or 1.5% was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $16.7 billion, or 1.4%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $413.0 billion (33.8% of total holdings), Federal Home Loan Bank with $166.1B (13.6%), RBC with $52.8 billion (4.3%), Federal Farm Credit Bank with $42.2B (3.5%), BNP Paribas with $41.3B (3.4%), Credit Agricole with $27.4B (2.2%), JPMorgan with $26.8B (2.2%), Barclays PLC $26.5B (2.2%), HSBC with $24.1B (2.0%), and Fixed Income Clearing Co with $23.7B (1.9%). The Ten Largest Funds tracked in our latest Weekly Holdings update include: Fidelity Inv MM: Govt Port ($119.3B), Goldman Sachs FS Govt ($102.1B), BlackRock Lq FedFund ($90.7B), Wells Fargo Govt MMkt ($77.2B), BlackRock Lq T-Fund ($70.5B), Goldman Sachs FS Trs Instruments ($64.1B), Dreyfus Govt Cash Mgmt ($57.4B), State Street Inst US Govt ($48.6B), Morgan Stanley Inst Liq Govt ($48.2B) and Fidelity Inv MM: MMkt Port ($43.4B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
