Weekly MF 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 July 22) includes Holdings information from 85 money funds (up 23 from a week ago), which represent $2.833 trillion (up from $2.093 trillion) of the $4.998 trillion (56.7%) in total money fund assets tracked by Crane Data. (Our Weekly MFPH are e-mail only and aren't available on the website. See our July 13 News, "July Portfolio Holdings: Fed Repo in MMFs Breaks $2.0 Tril; T-Bills Down," for more.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $1.470 trillion (up from 1.100 trillion a week ago), or 51.9%; Treasuries totaling $996.3 billion (up from $721.2 billion a week ago), or 35.2%, and Government Agency securities totaling $151.9 billion (up from $118.9 billion), or 5.4%. Commercial Paper (CP) totaled $66.8 billion (up from a week ago at $47.8 billion), or 2.4%. Certificates of Deposit (CDs) totaled $47.1 billion (up from $37.0 billion a week ago), or 1.7%. The Other category accounted for $66.7 billion or 2.4%, while VRDNs accounted for $34.3 billion, or 1.2%. The Ten Largest Issuers in our Weekly Holdings product include: the Federal Reserve Bank of New York with $1.062 trillion (37.5%), the US Treasury with $996.3 trillion (35.2% of total holdings), Federal Home Loan Bank with $85.9B (3.0%), ING Bank with $69.8B (2.5%), Federal Farm Credit Bank with $57.8B (2.0%), BNP Paribas with $47.4B (1.7%), Fixed Income Clearing Corp with $42.9B (1.5%), RBC with $32.9B (1.2%), Barclays PLC with $18.4B (0.7%) and Citi with $18.1B (0.6%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($245.0B), Goldman Sachs FS Govt ($211.4B), Morgan Stanley Inst Liq Govt ($166.9B), BlackRock Lq FedFund ($157.8B), Federated Hermes Govt ObI ($136.8B), Dreyfus Govt Cash Mgmt ($119.9B), BlackRock Lq Treas Tr ($118.4B), Fidelity Inv MM: Govt Port ($118.1B), BlackRock Lq T-Fund ($105.1B) and State Street Inst US Govt ($103.6B). (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.)
