Weekly Money Fund Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics and summary yesterday (a day late due to the AFP conference in Boston). Our weekly holdings track a shifting subset of our monthly Portfolio Holdings collection. The latest cut (with data as of Oct. 18) includes Holdings information from 69 money funds (down 8 from three weeks ago), which represent $1.465 trillion (down from $1.742 trillion) of the $3.885 trillion (37.7%) 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 $520.8 billion (down from $656.6 billion three weeks ago), or 35.5%, Treasury debt totaling $448.9 billion (down from $563.8 billion) or 30.6%, and Government Agency securities totaling $297.6 billion (up from $296.7 billion), or 20.3%. Certificates of Deposit (CDs) totaled $75.5 billion (down from $76.9 billion), or 5.2%, and Commercial Paper (CP) totaled $71.6 billion (down from $82.5 billion), or 4.9%. A total of $24.1 billion or 1.6%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $26.9 billion, or 1.8%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $448.9 billion (30.6% of total holdings), Federal Home Loan Bank with $208.5B (14.2%), Fixed Income Clearing Co with $78.4B (5.4%), BNP Paribas with $61.6 billion (4.2%), Federal Farm Credit Bank with $45.3B (3.1%), RBC with $39.8B (2.7%), Federal Home Loan Mortgage Co with $35.1B (2.4%), JP Morgan with $27.7B (1.9%), Societe Generale with $27.0B (1.8%) and Mitsubishi UFJ Financial Group Inc with $26.5B (1.8%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($146.0B), Fidelity Inv MM: Govt Port ($137.2B), Goldman Sachs FS Govt ($101.7B), Wells Fargo Govt MMkt ($82.3B), JP Morgan 100% US Trs MMkt ($69.7B), Fidelity Inv MM: MMkt Port ($69.3B), Goldman Sachs FS Trs Instruments ($59.6B), Morgan Stanley Inst Liq Govt ($58.4B), JP Morgan Prime MM ($57.5B) and Dreyfus Govt Cash Mgmt ($57.0B). (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.)
