Weekly MF Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics and summary Wednesday, which tracks a shifting subset of our monthly Portfolio Holdings collection. The latest cut, with data as of Nov. 23, includes Holdings information from 73 money funds (up from 68 on Nov. 16), representing $1.158 trillion (down from $1.185 trillion) of the $2.984T (38.8%) in total money fund assets tracked by Crane Data. (For our latest monthly Money Fund Portfolio Holdings numbers, see our Nov. 13 News, "Nov. MF Portfolio Holdings: Treasury, Repo, CDs Up; Fed Repo Near Zero.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $431.4 billion (down from $454.9 billion on Nov. 16), or 37.3% of holdings, Treasury debt totaling $357.7 billion (down from $383.4 billion) or 30.9%, and Government Agency securities totaling $223.4 billion (up from $222.4 billion), or 19.3%. Commercial Paper (CP) totaled $56.1 billion (up from $49.7 billion), or 4.8%, and Certificates of Deposit (CDs) totaled $40.5 billion (up from $40.0 billion), or 3.5%. A total of $28.8 billion or 2.5% was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $20.3 billion, or 1.7%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $387.7 billion (30.9% of total holdings), Federal Home Loan Bank with $163.0B (14.1%), RBC with $51.8 billion (4.5%), BNP Paribas with $47.9B (4.1%), Federal Farm Credit Bank with $42.5B (3.7%), Fixed Income Clearing Co with $24.7B (2.1%), Credit Agricole with $24.7 B (2.1%), ING Bank with $23.9B (2.1%), Wells Fargo with $22.7B (2.0%), and Natixis with $20.6B (1.8%). The Ten Largest Funds tracked in our latest Weekly Holdings update include: Fidelity Inv MM: Govt Port ($122.0B), Goldman Sachs FS Govt ($103.7B), Federated Govt Oblg ($70.0B), Wells Fargo Govt MMkt ($69.0B), Goldman Sachs FS Trs Instruments ($59.1B), Dreyfus Govt Cash Mgmt ($57.3B), Morgan Stanley Inst Liq Govt ($50.8B), State Street Inst US Govt ($44.8B), Fidelity Inv MM: MMkt Port ($42.7B) and First American Govt Oblg ($38.0B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
