Weekly Money Fund Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics Wednesday, which track a shifting subset of our monthly Portfolio Holdings collection. The most recent cut (with data as of July 11) includes Holdings information from 62 money funds (down 11 from two weeks ago), or $3.685 trillion (down from $4.069 trillion) of the $7.447 trillion in total money fund assets (or 49.5%) tracked by Crane Data. (Note: 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 to 42%, T-Bills Plunge.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Treasuries totaling $1.599 trillion (down from $1.691 trillion two weeks ago), or 43.4%; Repurchase Agreements (Repo) totaling $1.416 trillion (down from $1.598 trillion two weeks ago), or 38.4%, and Government Agency securities totaling $330.9 billion (down from $371.6 billion), or 9.0%. Commercial Paper (CP) totaled $143.4 billion (down from two weeks ago at $171.8 billion), or 3.9%. Certificates of Deposit (CDs) totaled $81.1 billion (down from $104.6 billion two weeks ago), or 2.2%. The Other category accounted for $79.7 billion or 2.2%, while VRDNs accounted for $36.1 billion, or 1.0%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.599 trillion (43.4% of total holdings), Fixed Income Clearing Corp with $457.8B (12.4%), the Federal Home Loan Bank with $205.7 billion (5.6%), JP Morgan with $129.8B (3.5%), BNP Paribas with $100.4B (2.7%), RBC with $89.0B (2.4%), Federal Farm Credit Bank with $81.5B (2.2%), Citi with $80.4B (2.2%), Wells Fargo with $71.7B (1.9%) and Barclays PLC with $50.0B (1.4%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($289.8B), JPMorgan 100% US Treas MMkt ($255.3B), Fidelity Inv MM: Govt Port ($245.2B), Goldman Sachs FS Govt ($241.4B), BlackRock Lq FedFund ($178.2B), Fidelity Inv MM: MM Port ($162.0B), Morgan Stanley Inst Liq Govt ($160.1B), State Street Inst US Govt ($154.6B), BlackRock Lq Treas Tr ($149.4B) and Dreyfus Govt Cash Mgmt ($137.0B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
