Last Week's MF Portfolio Holdings

Dec 30 20

Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics last Tuesday, which track a shifting subset of our monthly Portfolio Holdings collection. (Note: We're not publishing Weekly Holdings this week; this brief reviews last week's data. We did post our latest Short-Term Bond Fund Portfolio Holdings yesterday though.) The most recent cut (with data as of December 18) includes Holdings information from 69 money funds (down eight from the week prior), which represent $1.913 trillion (down from $2.106 trillion) of the $4.711 trillion (40.6%) 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 $1.040 trillion (down from $1.182 trillion a week ago), or 54.4%, Repurchase Agreements (Repo) totaling $450.9 billion (down from $485.9 billion a week ago), or 23.6% and Government Agency securities totaling $258.3 billion (up from $247.5 billion), or 13.5%. Commercial Paper (CP) totaled $60.1 billion (down from $68.5 billion), or 3.1%, and Certificates of Deposit (CDs) totaled $49.1 billion (down from $54.5 billion), or 2.6%. The Other category accounted for $31.1 billion or 1.6%, while VRDNs accounted for $23.5 billion, or 1.2%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.044 trillion (54.6% of total holdings), Federal Home Loan Bank with $130.3B (6.8%), BNP Paribas with $63.3B (3.3%), Federal Farm Credit Bank with $52.9B (2.8%), Fixed Income Clearing Corp with $51.5B (2.7%), Federal National Mortgage Association with $44.8B (2.3%), RBC with $44.6B (2.3%), Mitsubishi UFJ Financial Group Inc with $28.9B (1.5%), Federal Home Loan Mortgage Corp with $28.3B (1.5%) and JP Morgan with $25.8B (1.4%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($196.6 billion), Goldman Sachs FS Govt ($160.6B), Fidelity Inv MM: Govt Port ($141.1B), Wells Fargo Govt MM ($138.4B), Morgan Stanley Inst Liq Govt ($98.6B), JP Morgan 100% US Treas MMkt ($93.2B), Goldman Sachs FS Treas Instruments ($81.0B), First American Govt Oblg ($80.3B), State Street Inst US Govt ($74.3B) and Dreyfus Govt Cash Mgmt ($71.8B). (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.)

Email This Article




Use a comma or a semicolon to separate

captcha image

Daily Link Archive

2024 2023 2022
March December December
February November November
January October October
September September
August August
July July
June June
May May
April April
March March
February February
January January
2021 2020 2019
December December December
November November November
October October October
September September September
August August August
July July July
June June June
May May May
April April April
March March March
February February February
January January January
2018 2017 2016
December December December
November November November
October October October
September September September
August August August
July July July
June June June
May May May
April April April
March March March
February February February
January January January
2015 2014 2013
December December December
November November November
October October October
September September September
August August August
July July July
June June June
May May May
April April April
March March March
February February February
January January January
2012 2011 2010
December December December
November November November
October October October
September September September
August August August
July July July
June June June
May May May
April April April
March March March
February February February
January January January
2009 2008 2007
December December December
November November November
October October October
September September September
August August August
July July July
June June June
May May May
April April April
March March March
February February February
January January January
2006
December
November
October
September