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 September 12) includes Holdings information from 62 money funds (up 8 from two weeks ago), or $3.847 trillion (up from $3.221 trillion) of the $7.652 trillion in total money fund assets (or 50.3%) 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 September 11 News, "Sept. Money Fund Portfolio Holdings: Repo Plummets, Treasuries Surge.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Treasuries totaling $1.910 trillion (up from $1.537 trillion two weeks ago), or 49.6%; Repurchase Agreements (Repo) totaling $1.297 trillion (up from $1.129 trillion two weeks ago), or 33.7%, and Government Agency securities totaling $334.1 billion (up from $298.9 billion two weeks ago), or 8.7%. Commercial Paper (CP) totaled $142.2 billion (up from $122.1 billion two weeks ago), or 3.7%. Certificates of Deposit (CDs) totaled $76.9 billion (up from $54.1 billion two weeks ago), or 2.0%. The Other category accounted for $51.5 billion or 1.3%, while VRDNs accounted for $36.5 billion or 0.9%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.910 trillion (49.6% of total holdings), Fixed Income Clearing Corp with $412.1B (10.7%), the Federal Home Loan Bank with $207.7B (5.4%), JP Morgan with $115.6B (3.0%), BNP Paribas with $101.8B (2.6%), RBC with $91.3B (2.4%), Citi with $80.9B (2.1%), Federal Farm Credit Bank with $80.4B (2.1%), Wells Fargo with $77.2B (2.0%) and Bank of America with $49.9B (1.3%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($302.9B), Fidelity Inv MM: Govt Port ($277.8B), JPMorgan 100% US Treas MMkt ($264.0B), Goldman Sachs FS Govt ($228.4B), BlackRock Lq FedFund ($180.7B), Morgan Stanley Inst Liq Govt ($168.8B), BlackRock Lq Treas Tr ($163.2B), State Street Inst US Govt ($162.9B), Fidelity Inv MM: MM Port ($160.6B) and Dreyfus Govt Cash Mgmt ($159.0B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
