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 October 2) includes Holdings information from 79 money funds (up 9 from two weeks ago), which represent $2.307 trillion (up from $1.987 trillion) of the $4.867 trillion (47.4%) 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 September 11 News, "Sept. MF Portfolio Holdings: Repo Jumps; Agencies, CP, CDs Decline.") Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Treasury totaling $1.247 trillion (up from $1.038 trillion two weeks ago), or 54.0%, Repurchase Agreements (Repo) totaling $524.2 billion (up from $460.1 billion two weeks ago), or 22.8% and Government Agency securities totaling $316.1 billion (up from $290.7 billion), or 13.7%. Certificates of Deposit (CDs) totaled $75.5 billion (up from $71.0 billion), or 3.3%, and Commercial Paper (CP) totaled $71.5 billion (up from $64.3 billion), or 3.1%. The Other category accounted for $40.9 billion or 1.8%, while VRDNs accounted for $30.9 billion, or 1.3%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.247 trillion (54.0% of total holdings), Federal Home Loan Bank with $165.7B (7.2%), BNP Paribas with $73.1B (3.2%), Fixed Income Clearing Corp with $67.9B (2.9%), Federal Farm Credit Bank with $59.9B (2.6%), Federal National Mortgage Association with $53.5B (2.3%), RBC with $42.8B (1.9%), JP Morgan with $36.1B (1.6%), Federal Home Loan Mortgage Corp with $34.9B (1.5%) and Mitsubishi UFJ Financial Group Inc with $29.4B (1.3%). The Ten Largest Funds tracked in our latest Weekly include: Goldman Sachs FS Govt ($186.2 billion), JP Morgan US Govt MM ($176.3B), Wells Fargo Govt MM ($156.1B), Fidelity Inv MM: Govt Port ($154.6B), BlackRock Lq FedFund ($145.9B), JP Morgan 100% US Treas MMkt ($102.4B), BlackRock Lq T-Fund ($98.6B), Morgan Stanley Inst Liq Govt ($91.0B), JP Morgan Prime MM ($85.1B) and Goldman Sachs FS Treas Instruments ($84.0B). (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.)
