Weekly Portfolio Holdings Update
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics and summary yesterday. Our weekly holdings track a shifting subset of our monthly Portfolio Holdings collection, and the latest cut (with data as of May 18) includes Holdings information from 69 money funds (down from 76 on 5/11), representing $1.208 trillion (down from $1.414 trillion on May 11) of the $2.908 trillion (41.5%) in total money fund assets tracked by Crane Data. (For our monthly Holdings recap, see our May 10 News, "May Money Fund Portfolio Holdings: Treasury Surge Ends; Repo Rebound Down.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $274.1 billion (down from $510.4 billion a week ago), or 35.4%, Treasury debt totaling $364.0 billion (down from $437.4 billion) or 30.1%, and Government Agency securities totaling $274.1 billion (down from $302.8 billion), or 22.7%. Commercial Paper (CP) totaled $48.5 billion (down from $53.0 billion), or 4.0%, and Certificates of Deposit (CDs) totaled $38.6 billion (down from $43.5 billion), or 3.2%. A total of $26.5 billion or 2.2%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $28.8 billion, or 2.4%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $364.0 billion (31.0% of total holdings), Federal Home Loan Bank with $218.0B (18.1%), BNP Paribas with $57.9 billion (4.8%), Federal Farm Credit Bank with $39.9B (3.3%), RBC with $38.9B (3.2%), Wells Fargo with $23.8B (2.0%), Credit Agricole with $23.8B (2.0%), HSBC with $23.7B (2.0%), Natixis with $23.5B (1.9%), and Societe Generale with $21.2B (1.8%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($143.1B), Fidelity Inv MM: Govt Port ($106.0B), Goldman Sachs FS Govt ($94.0B), Wells Fargo Govt MMkt ($71.2B), Dreyfus Govt Cash Mgmt ($63.1B), Morgan Stanley Inst Liq Govt ($56.9B), State Street Inst US Govt ($53.1B), Goldman Sachs FS Trs Instruments ($50.9B), JP Morgan Prime MM ($39.0B), and JP Morgan 100% US Trs MMkt ($34.1B). (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.)
