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 Aug. 12) includes Holdings information from 63 money funds (up 8 from two weeks ago), which represent $2.135 trillion (down from $2.260 trillion) of the $5.022 trillion (42.5%) 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 $1.104 trillion (down from 1.168 trillion two weeks ago), or 51.7%; Treasuries totaling $747.8 billion (down from $834.7 billion two weeks ago), or 35.0%, and Government Agency securities totaling $117.3 billion (up from $109.0 billion), or 5.5%. Commercial Paper (CP) totaled $52.1 billion (up from two weeks ago at $48.2 billion), or 2.4%. Certificates of Deposit (CDs) totaled $38.7 billion (up from $37.3 billion two weeks ago), or 1.8%. The Other category accounted for $52.8 billion or 2.5%, while VRDNs accounted for $22.9 billion, or 1.1%. The Ten Largest Issuers in our Weekly Holdings product include: the Federal Reserve Bank of New York with $834.7 billion (39.1%), the US Treasury with $747.8 billion (35.0% of total holdings), Federal Home Loan Bank with $70.2B (3.3%), Federal Farm Credit Bank with $42.1B (2.0%), Fixed Income Clearing Corp with $34.5B (1.6%), BNP Paribas with $27.1B (1.3%), RBC with $25.1B (1.2%), Barclays PLC with $19.0B (0.9%), JP Morgan with $18.9B (0.9%) and Mitsubishi UFJ Financial Group Inc with $15.1B (0.7%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($232.2B), BlackRock Lq FedFund ($153.6B), Morgan Stanley Inst Liq Govt ($150.9B), BlackRock Lq Treas Tr ($124.0B), Fidelity Inv MM: Govt Port ($121.2B), Dreyfus Govt Cash Mgmt ($117.0B), Allspring Govt MM ($107.7B), State Street Inst US Govt ($107.4B) BlackRock Lq T-Fund ($100.1B) and JPMorgan 100% US Treas MMkt ($88.2B). (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.)
