Weekly MF Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics and summary Tuesday. Our weekly holdings track a shifting subset of our monthly Portfolio Holdings collection. The most recent cut (with data as of Dec. 27) includes Holdings information from 61 money funds (down 30 from a week ago), which represent $1.515 trillion (down from $2.010 trillion) of the $3.765 trillion (40.2%) in total money fund assets tracked by Crane Data. (See our latest monthly Money Fund Portfolio Holdings update here. 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 Repurchase Agreements (Repo) totaling $498.8 billion (down from $697.9 billion a week ago), or 32.9%, Treasury debt totaling $496.0 billion (down from $702.0 billion a week ago), or 32.7% and Government Agency securities totaling $299.0 billion (down from $382.8 billion), or 19.7%. Certificates of Deposit (CDs) totaled $79.3 billion (down from $108.7 billion), or 5.2%, and Commercial Paper (CP) totaled $72.3 billion (down from $104.9 billion), or 4.8%. A total of $40.6 billion or 2.7%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $29.4 billion, or 1.9%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $496.0 billion (32.7% of total holdings), Federal Home Loan Bank with $215.1B (14.2%), Fixed Income Clearing Co with $106.0B (7.0%), RBC with $49.3 billion (3.3%), Federal Farm Credit Bank with $47.5B (3.1%), BNP Paribas with $37.2B (2.5%), Mitsubishi UFJ Financial Group Inc with $29.6B (2.0%), Federal Home Loan Mortgage Co with $28.6B (1.9%), JP Morgan with $25.0B (1.6%) and Natixis with $24.6B (1.6%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($169.2B), Fidelity Inv MM: Govt Port ($134.8B), BlackRock Lq FedFund ($117.8B), Wells Fargo Govt MM ($87.8B), BlackRock Lq T-Fund ($76.8B), JPMorgan 100% Treas MMkt ($75.1B), Fidelity Inv MM: MM Port ($73.6B), Morgan Stanley Inst Liq Govt ($66.4B), JPMorgan Prime MMkt ($61.8B) and State Street Inst US Govt ($58.7B). (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.)
