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 Aug. 2) includes Holdings information from 68 money funds (down 11 from two weeks ago), or $3.162 trillion (down from $3.412 trillion) of the $6.531 trillion in total money fund assets (or 48.4%) 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 July 11 News, "July Money Fund Portfolio Holdings: Repo Jumps; TDs, Treasuries Down.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Treasuries totaling $1.426 trillion (down from $1.487 trillion two weeks ago), or 45.1%; Repurchase Agreements (Repo) totaling $1.194 trillion (down from $1.280 trillion two weeks ago), or 37.8%, and Government Agency securities totaling $261.5 billion (down from $272.8 billion), or 8.3%. Commercial Paper (CP) totaled $95.0 billion (down from two weeks ago at $113.7 billion), or 3.0%. Certificates of Deposit (CDs) totaled $67.2 billion (down from $87.7 billion two weeks ago), or 2.1%. The Other category accounted for $80.8 billion or 2.6%, while VRDNs accounted for $37.7 billion, or 1.2% and Munis accounted for $10.9 billion, or 0.0%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.426 trillion (45.1% of total holdings), Fixed Income Clearing Corp with $324.0B (10.2%), the Federal Home Loan Bank with $193.4 billion (6.1%), Citi with $86.9B (2.7%), BNP Paribas with $77.6B (2.5%), JP Morgan with $73.9B (2.3%), the Federal Reserve Bank of New York with $72.0B (2.3%), Federal Farm Credit Bank with $62.1B (2.0%), RBC with $56.7B (1.8%) and Goldman Sachs with $49.9B (1.6%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($259.1B), Goldman Sachs FS Govt ($232.1B), Fidelity Inv MM: Govt Port ($207.7B), JPMorgan 100% US Treas MMkt ($202.3B), BlackRock Lq FedFund ($144.1B), Morgan Stanley Inst Liq Govt ($140.4B), Fidelity Inv MM: MM Port ($135.4B), State Street Inst US Govt ($131.5B), BlackRock Lq Treas Tr ($126.7B) and Dreyfus Govt Cash Mgmt ($118.5B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
