Weekly Money Fund Portfolio Holdings
Crane Data published its 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 Nov. 15) includes Holdings information from 79 money funds (up 12 from two weeks ago), which represent $1.810 trillion (up from $1.485 trillion) of the $3.765 trillion (48.1%) in total money fund assets tracked by Crane Data. (See our Nov. 13 news, "Nov. MF Portfolio Holdings: Repo Drops, T-Bills, Agencies Jump, Again.") Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $618.9 billion (up from $507.8 billion two weeks ago), or 34.2%, Treasury debt totaling $606.7 billion (up from $468.9 billion) or 33.5%, and Government Agency securities totaling $345.6 billion (up from $300.9 billion), or 19.1%. Certificates of Deposit (CDs) totaled $89.1 billion (up from $77.0 billion), or 4.9%, and Commercial Paper (CP) totaled $84.4 billion (up from $74.3 billion), or 4.7%. A total of $34.3 billion or 1.9%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $31.5 billion, or 1.7%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $606.7 billion (33.5% of total holdings), Federal Home Loan Bank with $249.8B (13.8%), Fixed Income Clearing Co with $98.2B (5.4%), BNP Paribas with $60.3 billion (3.3%), Federal Farm Credit Bank with $53.5B (3.0%), RBC with $42.1B (2.3%), Societe Generale with $34.6B (1.9%), Mitsubishi UFJ Financial Group Inc with $33.0B (1.8%), JP Morgan with $32.5B (1.8%) and Federal Home Loan Mortgage Co with $32.4B (1.8%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($155.1B), Fidelity Inv MM: Govt Port ($139.5B), BlackRock Lq FedFund ($117.5B), Goldman Sachs FS Govt ($112.2B), Wells Fargo Govt MM ($88.7B), Fidelity Inv MM: MM Port ($73.4B), BlackRock Lq T-Fund ($73.0B), JP Morgan 100% US Treas MMkt ($69.2B), State Street Inst US Govt ($65.0B) and Goldman Sachs FS Treas Instruments ($64.1B). (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.)
