Weekly Portfolio Holdings Update
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, and the latest cut (with data as of August 24) includes Holdings information from 84 money funds (up 24 from 60 on August 17), representing $1.432 trillion (up from $1.037 billion the prior week) of the $2.961 (48.4%) in total money fund assets tracked by Crane Data. (For our latest monthly Money Fund Portfolio Holdings numbers, see our August 10 News, "August Money Fund Portfolio Holdings: Treasuries, CP, CD Show Jumps.") Our latest Weekly MFPH Composition summary shows Government assets dominating the list with Treasury holdings totaling $446.9 billion (up from $358.6 billion), or 31.2%, Repurchase Agreements (Repo) totaling $434.3 billion (up from $290.4 billion) or 30.3%, and Government Agency securities totaling $350.9 billion (up from $242.9 billion), or 24.5%. Commercial Paper (CP) totaled $63.9 billion (up from $45.0 billion), or 4.5%, and Certificates of Deposit (CDs) totaled $58.4 billion (up from $46.9 billion), or 4.1%. A total of $39.7 billion or 2.8% was listed in the Other category (primarily Time Deposits) and VRDNs accounted for $38.5 billion, or 2.7%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $396.5 billion (27.7% of total holdings), Federal Home Loan Bank with $241.6B (16.9%), BNP Paribas with $82.6B (5.8%), Federal Farm Credit Bank with $45.0B (3.1%), RBC with $43.3B (3.0%), Barclays with $33.5 billion (2.3%), Credit Agricole with $30.3B (2.1%), Wells Fargo with $29.8B (2.1%), Societe Generale with $29.3B (2.0%), and Natixis with $28.8B (2.0%). The Ten Largest Funds tracked in our latest Weekly Holdings update include: JP Morgan US Govt ($137.5B), Fidelity Inv MM: Govt Port ($111.4B), BlackRock Liq FedFund ($91.5B), Wells Fargo Govt MMkt ($74.6B), BlackRock Lq T-Fund ($72.5B), Federated Govt Oblg ($66.6B), Dreyfus Govt Cash Mgmt ($65.5B), Morgan Stanley Inst Liq Govt ($51.2B), State Street Inst US Govt ($45.1B), and JP Morgan Prime ($43.9B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
