Weekly Portfolio Holdings Summary
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 November 27) includes Holdings information from 72 money funds (down 5 from a week ago), which represent $2.078 trillion (up from $1.958 trillion) of the $4.642 trillion (44.8%) in total money fund assets tracked by Crane Data. (Note that our Weekly MFPH are e-mail only and aren't available on the website.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Treasury totaling $1.141 trillion (up from $1.069 trillion a week ago), or 54.9%, Repurchase Agreements (Repo) totaling $488.0 billion (up from $455.8 billion a week ago), or 23.5% and Government Agency securities totaling $269.9 billion (up from $244.5 billion), or 13.0%. Commercial Paper (CP) totaled $56.7 billion (down from $74.3 billion), or 2.7%, and Certificates of Deposit (CDs) totaled $53.9 billion (up from $37.8 billion), or 2.6%. The Other category accounted for $44.4 billion or 2.1%, while VRDNs accounted for $23.6 billion, or 1.1%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.144 trillion (55.1% of total holdings), Federal Home Loan Bank with $135.8B (6.5%), BNP Paribas with $72.4B (3.5%), Fixed Income Clearing Corp with $66.6 (3.2%), Federal Farm Credit Bank with $50.2B (2.4%), Federal National Mortgage Association with $49.5B (2.4%), Federal Home Loan Mortgage Corp with $33.0B (1.6%), RBC with $32.6B (1.6%), Credit Agricole with $27.1B (1.3%) and JP Morgan with $26.8B (1.3%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($199.5 billion), Goldman Sachs FS Govt ($163.3B), BlackRock Lq FedFund ($159.3B), Fidelity Inv MM: Govt Port ($146.4B), BlackRock Lq T-Fund ($101.6B), JPMorgan 100% US Treas MMkt ($95.0B), Morgan Stanley Inst Liq Govt ($86.7B), Goldman Sachs FS Treas Instruments ($82.2B), First American Govt Oblg ($78.9B) and Dreyfus Govt Cash Mgmt ($75.6B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary, or our Bond Fund Portfolio Holdings data series.)
