Weekly MF 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 30) includes Holdings information from 70 money funds (down 22 from a week ago), which represent $2.240 trillion (down from $2.586 trillion) of the $4.772 trillion (46.9%) 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 $1.247 trillion (down from $1.373 billion a week ago), or 55.6%, Repurchase Agreements (Repo) totaling $504.7 billion (down from $598.1 billion a week ago), or 22.5% and Government Agency securities totaling $299.3 billion (down from $338.7 billion), or 13.4%. Certificates of Deposit (CDs) totaled $62.7 billion (down from $77.5 billion), or 2.8% and, Commercial Paper (CP) totaled $62.4 billion (down from $97.1 billion), or 2.8%. The Other category accounted for $34.1 billion or 1.5%, while VRDNs accounted for $30.4 billion, or 1.4%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.247 trillion (55.6% of total holdings), Federal Home Loan Bank with $149.9B (6.7%), Fixed Income Clearing Corp with $69.4B (3.1%), BNP Paribas with $67.8B (3.0%), Federal Farm Credit Bank with $61.3B (2.7%), Federal National Mortgage Association with $52.4B (2.3%), RBC with $36.5B (1.6%), Federal Home Loan Mortgage Corp with $33.9B (1.5%), JP Morgan with $29.8B (1.3%) and Mitsubishi UFJ Financial Group Inc with $29.0B (1.3%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt MM ($169.6 billion), Goldman Sachs FS Govt ($167.8B), Wells Fargo Govt MM ($160.5B), BlackRock Lq FedFund ($155.5B), Fidelity Inv MM: Govt Port ($153.1B), BlackRock Lq T-Fund ($102.8B), JP Morgan 100% US Treas MMkt ($97.4B), Morgan Stanley Inst Liq Govt ($90.5), Goldman Sachs FS Treas Instruments ($89.1B) and Dreyfus Govt Cash Mgmt ($83.4B). (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.)
