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 August 15) includes Holdings information from 62 money funds (down 11 from two weeks ago), or $3.764 trillion (down from $4.095 trillion) of the $7.548 trillion in total money fund assets (or 49.9%) tracked by Crane Data. (Note: Our Weekly MFPH are e-mail only and aren't available on the website. See our latest Monthly Money Fund Portfolio Holdings here and our August 12 News, "August Money Fund Portfolio Holdings: Repo Plummets, T-Bills Surge.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Treasuries totaling $1.768 trillion (down from $1.770 trillion two weeks ago), or 47.0%; Repurchase Agreements (Repo) totaling $1.341 trillion (down from $1.529 trillion two weeks ago), or 35.6%, and Government Agency securities totaling $326.5 billion (down from $368.4 billion two weeks ago), or 8.7%. Commercial Paper (CP) totaled $148.0 billion (down from $175.5 billion two weeks ago), or 3.9%. Certificates of Deposit (CDs) totaled $79.9 billion (down from $105.2 billion two weeks ago), or 2.1%. The Other category accounted for $62.2 billion or 1.7%, while VRDNs accounted for $38.3 billion or 1.0%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.768 trillion (47.0% of total holdings), Fixed Income Clearing Corp with $416.9B (11.1%), the Federal Home Loan Bank with $200.0B (5.3%), JP Morgan with $121.6B (3.2%), BNP Paribas with $98.9B (2.6%), Citi with $85.0B (2.3%), Federal Farm Credit Bank with $82.2B (2.2%), Wells Fargo with $76.4B (2.0%), RBC with $76.1B (2.0%) and Bank of America with $50.0B (1.3%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($297.3B), JPMorgan 100% US Treas MMkt ($266.8B), Fidelity Inv MM: Govt Port ($258.9B), Goldman Sachs FS Govt ($236.7B), BlackRock Lq FedFund ($180.9B), Morgan Stanley Inst Liq Govt ($168.9B), State Street Inst US Govt ($163.8B), Fidelity Inv MM: MM Port ($160.7B), BlackRock Lq Treas Tr ($156.0B) and Dreyfus Govt Cash Mgmt ($146.0B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
