Weekly Portfolio Holdings Summary
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 Oct. 19, includes Holdings information from 64 money funds (up from 55 on Oct. 12), representing $1.085 trillion (up from $868.8 billion) of the $2.924 T (37.1%) in total money fund assets tracked by Crane Data. (For our latest monthly Money Fund Portfolio Holdings numbers, see our Oct. 11 News, "October MF Portfolio Holdings: Treasury, Agency Down; FICC Repo Up.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $413.1 billion (up from $320.6 billion on Oct. 12), or 38.1% of holdings, Treasury debt totaling $344.4 billion (up from $276.7 billion) or 31.8%, and Government Agency securities totaling $209.3 billion (up from $172.3 billion), or 19.3%. Commercial Paper (CP) totaled $46.3 billion (up from $38.3 billion), or 4.3%, and Certificates of Deposit (CDs) totaled $34.4 billion (up from $29.9 billion), or 3.2%. A total of $20.7 billion or 1.9% was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $16.3 billion, or 1.3%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $344.4 billion (31.8% of total holdings), Federal Home Loan Bank with $161.6B (14.9%), BNP Paribas with $57.6 billion (5.3%), RBC with $37.6B (3.5%), Federal Farm Credit Bank with $36.2B (3.3%), Credit Agricole with $30.4B (2.8%), JP Morgan with $23.7B (2.2%), ING Bank with $21.9 B (2.0%), HSBC with $21.9B (2.0%), and Wells Fargo with $21.4B (2.0%). The Ten Largest Funds tracked in our latest Weekly Holdings update include: Fidelity Inv MM: Govt Port ($112.7B), Goldman Sachs FS Govt ($103.7B), BlackRock Lq FedFund ($82.7B), Wells Fargo Govt MMkt ($70.9B), BlackRock Lq T-Fund ($68.8B), Dreyfus Govt Cash Mgmt ($56.8B), Goldman Sachs FS trs Instruments ($54.9B), Morgan Stanley Inst Lq Govt ($51.5B), Fidelity Inv MM: MMkt Port ($41.7B), and First American Govt Oblg ($38.1B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
