Weekly Money Fund Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics and summary Tuesday. Our weekly holdings track a shifting subset of our monthly Portfolio Holdings collection, and the latest cut (with data as of May 24) includes Holdings information from 61 money funds (down from 69 on 5/17), representing $1.148 trillion (down from $1.425 trillion) of the $3.305 (34.7%) 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 again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $436.3 billion (down from $545.1 billion a week ago), or 38.0%, Treasury debt totaling $317.8 billion (down from $418.4 billion) or 27.7%, and Government Agency securities totaling $210.1 billion (down from $267.2 billion), or 18.3%. Commercial Paper (CP) totaled $71.9 billion (up from $68.3 billion), or 6.3%, and Certificates of Deposit (CDs) totaled $51.5 billion (down from $69.4 billion), or 4.5%. A total of $36.8 billion or 3.2%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $23.6 billion, or 2.1%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $317.8 billion (27.7% of total holdings), Federal Home Loan Bank with $149.6B (13.0%), Fixed Income Clearing Co with $45.8B (4.0%), BNP Paribas with $45.7 billion (4.0%), Federal Farm Credit Bank with $40.4B (3.5%), JP Morgan with $35.5B (3.1%), RBC with $32.9B (2.9%), Wells Fargo with $25.3B (2.2%), Societe Generale with $23.6B (2.1%) and Barclays PLC with $23.5B (2.0%). The Ten Largest Funds tracked in our latest Weekly include: Fidelity Inv MM: Govt Port ($115.6B), BlackRock Lq FedFund ($92.8B), Wells Fargo Govt MMkt ($80.1B), Federated Govt Oblig ($75.7B), BlackRock Lq T-Fund ($64.6B), Morgan Stanley Inst Liq Govt ($59.7B), Fidelity Inv MM: MMkt Port ($58.6B), Dreyfus Govt Cash Mgmt ($54.8B), State Street Inst US Govt ($46.4B) and BlackRock Lq Trs Trust ($39.4B). (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.)
