Weekly MF Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics and summary Wednesday. Our weekly holdings track a shifting subset of our monthly Portfolio Holdings collection, and the latest cut (with data as of May 10) includes Holdings information from 67 money funds (down from 90 on 4/26), representing $1.299 trillion (down from $1.720 trillion) of the $3.305 (39.3%) in total money fund assets tracked by Crane Data. (For our latest monthly Money Fund Portfolio Holdings numbers, see our May 10 News, "May Money Fund Portfolio Holdings: Repo, Agencies, CP Up; T-Bills Drop.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $497.4 billion (down from $629.0 billion 2 weeks ago), or 38.3%, Treasury debt totaling $371.7 billion (down from $518.3 billion) or 28.6%, and Government Agency securities totaling $248.9 billion (down from $312.9 billion), or 19.2%. Commercial Paper (CP) totaled $64.4 billion (down from $89.9 billion), or 5.0%, and Certificates of Deposit (CDs) totaled $66.4 billion (down from $83.3 billion), or 5.1%. A total of $20.4 billion or 1.6%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $30.2 billion, or 2.3%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $371.7 billion (28.6% of total holdings), Federal Home Loan Bank with $178.4B (13.7%), Fixed Income Clearing Co with $63.2B (4.9%), BNP Paribas with $59.1 billion (4.6%), Federal Farm Credit Bank with $46.3B (3.6%), JP Morgan with $26.9B (2.1%), Credit Agricole with $26.3B (2.0%), Wells Fargo with $25.4B (2.0%), Natixis with $23.9B (1.8%), and Mitsubishi UFJ Financial Group Inc with $23.2B (1.8%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt ($133.4B), Fidelity Inv MM: Govt Port ($108.7B), Goldman Sachs FS Govt ($98.6B), Wells Fargo Govt MMkt ($76.9B), Fidelity Inv MM: MMkt Port ($57.4B), Morgan Stanley Inst Liq Govt ($55.6B), Goldman Sachs FS Trs Instruments ($55.6B), Dreyfus Govt Cash Mgmt ($55.1B), JP Morgan 100% US Trs MMkt ($53.2B), and JP Morgan Prime MM ($50.9B). (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.)
