Weekly Money Fund Portfolio Holdings
Crane Data released its latest Weekly Money Fund Portfolio Holdings yesterday. (Please let us know if you'd like to see the full data set.) Our most recent weekly, a subset of our monthly Portfolio Holdings collection, contains fund data as of Nov. 24. The data includes information from 83 money funds, representing $1.266 trillion of the $2.963 trillion (42.7%) in total money fund holdings tracked by Crane Data. (For our monthly Holdings recap, see our Nov. 13 News, "Nov. Money Fund Portfolio Holdings: Treasuries Jump Again, CDs Higher.) Our latest Weekly MFPH Composition summary shows Government assets continue to dominate the holdings list with Repurchase Agreements (Repo) totaling $481.6 billion, or 38.0%, Treasury debt totaling $397.4 billion, or 31.4%, and Government Agency securities totaling $268.4 billion, or 21.2%. Commercial Paper (CP) totaled $41.0 billion, or 3.2%, and Certificates of Deposit (CDs) totaled $33.8 billion, or 2.7%. A total of $29.0 billion or 2.3%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $14.7 billion, or 1.2%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $397.4 billion, Federal Home Loan Bank with $193.6 billion, BNP Paribas with $77.4 billion, Credit Agricole with $42.3 billion, Federal Farm Credit Bank with $39.3 billion, Wells Fargo with $29.5 billion, Societe Generale with $28.9 billion, RBC with $27.7 billion, Federal Home Loan Mortgage Co with $26.1 billion, and Natixis with $23.3 billion. The Ten Largest Funds tracked in our Weekly include: Fidelity Inv MM: Govt Port ($96.8B), Goldman Sachs FS Govt ($88.4B), BlackRock Lq FedFund ($83.4B), Wells Fargo Govt MMkt ($71.8B), Dreyfus Govt Cash Mgmt ($70.9B), Federated Govt Oblg ($68.4B), BlackRock Lq T-Fund ($56.8B), State Street Inst US Govt ($49.2B), Goldman Sachs FS Trs Instruments ($45.7B), and Morgan Stanley Inst Liq Govt ($44.1B).
