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 Oct. 2) includes Holdings information from 61 money funds (down 2 from a week ago), or $4.330 trillion (up from $3.869 trillion) of the $8.367 trillion in total money fund assets (or 51.8%) 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 Sept. 11 News, "Sept. MF Portfolio Holdings: Assets Jump; Treasuries Surge, Repo Falls.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Treasuries totaling $2.024 trillion (up from $1.772 trillion a week ago), or 46.7%; Repurchase Agreements (Repo) totaling $1.479 trillion (up from $1.307 trillion a week ago), or 34.2%, and Government Agency securities totaling $481.9 billion (up from $410.4 billion a week ago), or 11.1%. Commercial Paper (CP) totaled $154.8 billion (down from $170.7 billion a week ago), or 3.6%. Certificates of Deposit (CDs) totaled $83.8 billion (down from $93.5 billion a week ago), or 1.9%. The Other category accounted for $64.8 billion or 1.5%, while VRDNs accounted for $41.7 billion or 1.0%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $2.024 trillion, Fixed Income Clearing Corp with $430.6B, the Federal Home Loan Bank with $311.3B, JP Morgan with $149.9B, Citi with $118.0B, Federal Farm Credit Bank with $102.4B, BNP Paribas with $101.2B, RBC with $101.0B, Wells Fargo with $96.9B and Goldman Sachs with $60.8B. The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($354.8B), JPMorgan 100% US Trs MM ($354.5B), Goldman Sachs FS Govt ($281.8B), Fidelity Inv MM: Govt Port ($249.5B), Morgan Stanley Inst Liq Govt ($214.2B), BlackRock Lq Treas Tr ($191.1B), BlackRock Lq FedFund ($190.5B), State Street Inst US Govt ($187.1B), Fidelity Inv MM: MM Port ($157.9B) and Dreyfus Govt Cash Mgmt ($153.3B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
