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 17) includes Holdings information from 62 money funds (unchanged from two weeks ago), or $3.924 trillion (up from $3.912 trillion) of the $7.742 trillion in total money fund assets (or 50.7%) tracked by Crane Data. (Note: Our Weekly MFPH are e-mail only and aren't available on the website. See our latest Monthly Money Fund Portfolio Holdings here and our October 10 News, "Oct. Money Fund Portfolio Holdings: T-Bills Jump Again, Repo Rebounds.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Treasuries totaling $1.943 trillion (up from $1.923 trillion two weeks ago), or 49.5%; Repurchase Agreements (Repo) totaling $1.346 trillion (down from $1.363 trillion two weeks ago), or 34.3%, and Government Agency securities totaling $344.8 billion (up from $334.3 billion two weeks ago), or 8.8%. Commercial Paper (CP) totaled $132.4 billion (down from $132.9 billion two weeks ago), or 3.4%. Certificates of Deposit (CDs) totaled $74.1 billion (up from $74.0 billion two weeks ago), or 1.9%. The Other category accounted for $46.0 billion or 1.2%, while VRDNs accounted for $38.1 billion or 1.0%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.943 trillion (49.5% of total holdings), Fixed Income Clearing Corp with $447.4B (11.4%), the Federal Home Loan Bank with $208.1B (5.3%), JP Morgan with $122.6B (3.1%), BNP Paribas with $100.0B (2.5%), RBC with $94.3B (2.4%), Citi with $90.0B (2.3%), Federal Farm Credit Bank with $81.1B (2.1%), Wells Fargo with $78.9B (2.0%) and Bank of America with $51.1B (1.3%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($310.0B), Fidelity Inv MM: Govt Port ($278.1B), JPMorgan 100% US Treas MMkt ($271.3B), Goldman Sachs FS Govt ($252.1B), State Street Inst US Govt ($184.9B), BlackRock Lq FedFund ($177.8B), Fidelity Inv MM: MM Port ($164.3B), Morgan Stanley Inst Liq Govt ($162.9B), BlackRock Lq Treas Tr ($160.2B) and Dreyfus Govt Cash Mgmt ($159.2B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
