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 16) includes Holdings information from 66 money funds (down 13 from two weeks ago), which represent $1.831 trillion (down from $2.307 trillion) of the $4.772 trillion (38.4%) 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 October 13 News, "October MF Portfolio Holdings: CP, CDs, TDs Fall; Treasury, Repo Flat.") Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Treasury totaling $949.9 billion (down from $1.247 trillion two weeks ago), or 51.9%, Repurchase Agreements (Repo) totaling $443.8 billion (down from $524.2 billion two weeks ago), or 24.2% and Government Agency securities totaling $263.2 billion (down from $316.1 billion), or 14.4%. Commercial Paper (CP) totaled $60.7 billion (down from $71.5 billion), or 3.3%, and Certificates of Deposit (CDs) totaled $58.1 billion (down from $75.5 billion), or 3.2%. The Other category accounted for $30.4 billion or 1.7%, while VRDNs accounted for $25.0 billion, or 1.4%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $949.9 billion (51.9% of total holdings), Federal Home Loan Bank with $134.9B (7.4%), BNP Paribas with $61.7B (3.4%), Federal Farm Credit Bank with $51.1B (2.8%), Fixed Income Clearing Corp with $48.7B (2.7%), Federal National Mortgage Association with $45.9B (2.5%), RBC with $40.8B (2.2%), Federal Home Loan Mortgage Corp with $29.2B (1.6%), JP Morgan with $28.3B (1.5%) and Mitsubishi UFJ Financial Group Inc with $27.6B (1.5%). The Ten Largest Funds tracked in our latest Weekly include: Goldman Sachs FS Govt ($178.4 billion), JP Morgan US Govt MM ($175.4B), Wells Fargo Govt MM ($163.8B), Fidelity Inv MM: Govt Port ($154.7B), JP Morgan 100% US Treas MM ($100.5B), Morgan Stanley Inst Liq Govt ($93.4B), Dreyfus Govt Cash Mgmt ($83.6B), JP Morgan Prime MM ($82.1B), First American Govt Oblg ($77.4B) and Fidelity Inv MM: MM Port ($60.9B). (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.)
