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 May 31) includes Holdings information from 59 money funds (down 16 from a week ago), or $2.703 trillion (down from $3.366 trillion) of the $6.473 trillion in total money fund assets (or 41.8%) tracked by Crane Data. (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 May 10 News, "May Money Fund Portfolio Holdings: Repo Jumps to No. 1, T-Bills Plunge.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Treasuries totaling $1.147 trillion (down from $1.472 trillion a week ago), or 42.5%; Repurchase Agreements (Repo) totaling $1.071 trillion (down from $1.266 trillion a week ago), or 39.6%, and Government Agency securities totaling $241.4 billion (down from $274.5 billion), or 8.9%. Commercial Paper (CP) totaled $87.3 billion (down from a week ago at $111.8 billion), or 3.2%. Certificates of Deposit (CDs) totaled $64.7 billion (down from $92.8 billion a week ago), or 2.4%. The Other category accounted for $61.5 billion or 2.3%, while VRDNs accounted for $29.3 billion, or 1.1%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.147 trillion (42.5% of total holdings), Fixed Income Clearing Corp with $236.6B (8.8%), Federal Home Loan Bank with $179.6B (6.6%), the Federal Reserve Bank of New York with $106.3 billion (3.9%), Citi with $76.3B (2.8%), JP Morgan with $69.8B (2.6%), BNP Paribas with $69.6B (2.6%), RBC with $61.7B (2.3%), Federal Farm Credit Bank with $59.9B (2.2%) and Goldman Sachs with $55.4B (2.1%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($253.6B), Goldman Sachs FS Govt ($229.5B), JPMorgan 100% US Treas MMkt ($204.5B), Fidelity Inv MM: Govt Port ($200.9B), Morgan Stanley Inst Liq Govt ($141.0B), Fidelity Inv MM: MM Port ($129.1B), State Street Inst US Govt ($120.9B), Allspring Govt MM ($119.0B), Dreyfus Govt Cash Mgmt ($111.2B) and Goldman Sachs FS Treas Instruments ($92.4B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
