Latest Weekly Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics and summary Tuesday, which tracks a shifting subset of our monthly Portfolio Holdings collection. The latest cut, with data as of Sept. 21, includes Holdings information from 86 money funds (up from 76 on Sept. 14), representing $1.533 trillion (up from $1.445 trillion) of the $2.937 (52.2%) in total money fund assets tracked by Crane Data. (For our latest monthly Money Fund Portfolio Holdings numbers, see our Sept. 13 News, "September MF Portfolio Holdings: Treasuries Up; Agency, Repo Down.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $551.4 billion (up from $519.9 billion on Sept. 14), or 36.0% of holdings, Treasury debt totaling $469.2 billion (up from $454.6 billion) or 30.6%, and Government Agency securities totaling $300.5 billion (up from $287.6 billion), or 19.6%. Commercial Paper (CP) totaled $71.3 billion (up from $61.4 billion), or 4.7%, and Certificates of Deposit (CDs) totaled $57.8 billion (up from $55.1 billion), or 3.8%. The Other category (primarily Time Deposits), accounted for $42.1 billion, or 2.7% and a total of $41.0 billion or 2.7% was listed in VRDNs. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $469.2 billion (30.6% of total holdings), Federal Home Loan Bank with $237.3B (15.5%), BNP Paribas with $82.5 billion (5.4%), Federal Farm Credit Bank with $43.9B (2.9%), RBC with $42.6B (2.8%), Credit Agricole with $31.0B (2.0%), Natixis with $29.8B (1.9%), Wells Fargo with $29.7B (1.9%), Nomura with $27.3B (1.8%), and Societe Generale with $26.2B (1.7%). The Ten Largest Funds tracked in our latest Weekly Holdings update include: JP Morgan US Govt ($129.9B), Fidelity Inv MM: Govt Port ($112.7B), Goldman Sachs FS Govt ($98.6B), BlackRock Lq FedFund ($82.8B), Wells Fargo Govt MMkt ($74.5B), Federated Govt Oblg ($68.5B), BlackRock Lq T-Fund ($65.9B), Dreyfus Govt Cash Mgmt ($59.8B), Goldman Sachs FS Trs Instruments ($56.9B), and Morgan Stanley Inst Liq Govt ($52.5B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
