Weekly Money Fund Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics Tuesday, which track a shifting subset of our monthly Portfolio Holdings collection. The most recent cut (with data as of August 28) includes Holdings information from 77 money funds (down 8 from a week ago), which represent $2.360 trillion (down from $2.477 trillion) of the $4.879 trillion (48.4%) in total money fund assets tracked by Crane Data. (Note that our Weekly MFPH are e-mail only and aren't available on the website. For our latest monthly Holdings, see our August 12 News, "August MF Portfolio Holdings: Treasury Bender Ends; Repo, TDs Jump.") Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Treasury totaling $1.282 trillion (up from $1.273 trillion a week ago), or 54.3%, Repurchase Agreements (Repo) totaling $527.5 billion (down from $564.5 billion a week ago), or 22.3% and Government Agency securities totaling $337.4 billion (down from $361.5 billion), or 14.3%. Certificates of Deposit (CDs) totaled $75.2 billion (down from $87.3 billion), or 3.2%, and Commercial Paper (CP) totaled $65.0 billion (down from $92.4 billion), or 2.8%. The Other category accounted for $39.7 billion or 1.7%, while VRDNs accounted for $33.7 billion, or 1.4%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.282 trillion (54.3% of total holdings), Federal Home Loan Bank with $185.1B (7.8%), BNP Paribas with $67.3B (2.9%), Federal Farm Credit Bank with $60.6B (2.6%), Fixed Income Clearing Corp with $58.1B (2.5%), Federal National Mortgage Association with $53.3B (2.3%), RBC with $44.2B (1.9%), Federal Home Loan Mortgage Corp with $36.3B (1.5%), JP Morgan with $34.6B (1.5%) and Mitsubishi UFJ Financial Group Inc with $32.9B (1.4%). The Ten Largest Funds tracked in our latest Weekly include: Goldman Sachs FS Govt ($222.7B), JP Morgan US Govt MM ($179.8B), Fidelity Inv MM: Govt Port ($164.1B), Wells Fargo Govt MM ($152.4B), BlackRock Lq FedFund ($131.1B), JP Morgan 100% US Treas MMkt ($111.7B), BlackRock Lq T-Fund ($90.0B), Goldman Sachs FS Treas Instruments ($88.4B), JP Morgan Prime MM ($87.6B) and Dreyfus Govt cash Mgmt ($85.1B). (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.)
