Weekly Money Fund Portfolio Holdings
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. The latest cut (with data as of Sept. 27) includes Holdings information from 77 money funds (the same as last week), which represent $1.742 trillion (down from $1.898 trillion last week) of the $3.597 trillion (48.4%) in total money fund assets tracked by Crane Data. Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $656.6 billion (down from $729.5 billion the previous week), or 37.7%, Treasury debt totaling $563.8 billion (down from $589.2 billion) or 32.4%, and Government Agency securities totaling $296.7 billion (down from $297.8 billion), or 17.0%. Commercial Paper (CP) totaled $82.5 billion (down from $102.2 billion), or 4.7%, and Certificates of Deposit (CDs) totaled $76.9 billion (down from $91.7 billion), or 4.4%. A total of $35.2 billion or 2.0%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $30.3 billion, or 1.7%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $563.8 billion (32.4% of total holdings), Federal Home Loan Bank with $211.0B (12.1%), Fixed Income Clearing Co with $106.8B (6.1%), BNP Paribas with $74.5 billion (4.3%), RBC with $53.4B (3.1%), Federal Farm Credit Bank with $47.7B (2.7%), JP Morgan with $38.3B (2.2%), Wells Fargo with $34.3B (2.0%), Societe Generale with $30.7B (1.8%) and Mitsubishi UFJ Financial Group Inc with $30.7B (1.8%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($150.2B), Fidelity Inv MM: Govt Port ($131.1B), Goldman Sachs FS Govt ($109.4B), BlackRock Lq FedFund ($107.8B), Wells Fargo Govt MMkt ($88.0B), BlackRock Lq T-Fund ($72.0B), Fidelity Inv MM: MMkt Port ($68.1B), Morgan Stanley Inst Liq Govt ($62.9B), JP Morgan 100% US Trs MMkt ($62.6B) and Dreyfus Govt Cash Mgmt ($60.1B). (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.)
