New Weekly MF Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics and summary yesterday. Our weekly holdings track a shifting subset of our monthly Portfolio Holdings collection, and the latest cut (with data as of August 31) includes Holdings information from 52 money funds (down 32 from August 24), representing $1.041 trillion (down from $1.432 billion the prior week) of the $2.961 (35.2%) in total money fund assets tracked by Crane Data. (For our latest monthly Money Fund Portfolio Holdings numbers, see our August 10 News, "August Money Fund Portfolio Holdings: Treasuries, CP, CD Show Jumps.") Our latest Weekly MFPH Composition summary shows Repurchase Agreements (Repo) dominating the list with $387.9 billion (down from $434.3 billion), or 37.3%, Treasury assets totaling $342.6 billion (down from $446.9 billion) or 32.9%, and Government Agency securities totaling $197.9 billion (down from $350.9 billion), or 19.0%. Commercial Paper (CP) totaled $33.8 billion (down from $63.9 billion), or 3.2%, and Certificates of Deposit (CDs) totaled $30.1 billion (down from $58.4 billion), or 2.9%. A total of $26.6 billion or 2.6% was listed in VRDNs, and the Other category (primarily Time Deposits) accounted for $22.1 billion, or 2.1%. (Note that our mid- to late-month Weekly collections are often much larger due to a number of funds reporting twice monthly.) The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $342.6 billion (32.9% of total holdings), Federal Home Loan Bank with $157.7B (15.2%), BNP Paribas with $58.8B (5.6%), BNP Paribas with $58.8B (5.6%), Federal Farm Credit Bank with $29.5B (2.8%), RBC with $27.2 billion (2.6%), Wells Fargo with $26.3B (2.5%), Nomura with $23.6B (2.3%), Credit Agricole $22.0B (2.1%), and Natixis with $21.1B (2.0%). The Ten Largest Funds tracked in our latest Weekly Holdings update include: JP Morgan US Govt ($135.5B), Goldman Sachs FS Govt ($97.6B), BlackRock Liq FedFund ($91.6B), Wells Fargo Govt MMkt ($76.8B), BlackRock Lq T-Fund ($71.2B), Dreyfus Govt Cash Mgmt ($65.8B), Morgan Stanley Inst Liq ($53.3B), Goldman Sachs FS Trs Instruments ($53.1B), JP Morgan Prime MM ($44.0B), and JP Morgan 100% US Trs MMkt ($40.1B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
