Weekly Money Fund 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 June 16) includes Holdings information from 52 money funds (down 10 from two weeks ago), which totals $2.012 trillion (down from $2.747 trillion) of the $5.815 trillion in total money fund assets (or 34.6%) tracked by Crane Data. (Our Weekly MFPH are e-mail only and aren't available on the website. See our latest Monthly Money Fund Portfolio Holdings here.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $1.056 trillion (down from $1.604 trillion two weeks ago), or 52.5%; Treasuries totaling $583.9 billion (down from $660.1 billion two weeks ago), or 29.0%, and Government Agency securities totaling $194.0 billion (down from $265.7 billion), or 9.6%. Commercial Paper (CP) totaled $53.8 billion (down from two weeks ago at $68.4 billion), or 2.7%. Certificates of Deposit (CDs) totaled $45.2 billion (down from $63.9 billion two weeks ago), or 2.2%. The Other category accounted for $62.0 billion or 3.1%, while VRDNs accounted for $17.8 billion, or 0.9%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $595.4 billion (29.6% of total holdings), the Federal Reserve Bank of New York with $568.6 billion (28.3%), Federal Home Loan Bank with $150.9B (7.5%), Fixed Income Clearing Corp with $92.1B (4.6%), JP Morgan with $47.5B (2.4%), Federal Farm Credit Bank with $36.4B (1.8%), Barclays PLC with $34.3B (1.7%), RBC with $29.0B (1.4%), Citi with $26.4B (1.3%) and Goldman Sachs with $26.1B (1.3%). The Ten Largest Funds tracked in our latest Weekly include: Goldman Sachs FS Govt ($272.3B), JPMorgan US Govt MM ($254.3B), Morgan Stanley Inst Liq Govt ($151.0B), JPMorgan 100% US Treas MMkt ($131.6B), Dreyfus Govt Cash Mgmt ($110.8B), Allspring Govt MM ($104.2B), Invesco Govt & Agency ($102.2B), State Street Inst US Govt ($90.0B), Goldman Sachs FS Treas Instruments ($89.0B) and JPMorgan Prime MM ($76.7B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
