Weekly Portfolio Holdings Update
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics and summary yesterday. Our weekly holdings track a shifting subset of our monthly Portfolio Holdings collection, and the latest cut (with data as of July 27) includes Holdings information from 69 money funds (down 15 from 84 on July 20), representing $1.254 trillion (down from $1. 1.413 billion on July 20) of the $2.980 (42.1%) in total money fund assets tracked by Crane Data. (For our latest monthly Money Fund Portfolio Holdings numbers, see our July 12 News, "July Money Fund Portfolio Holdings: Repo Falls, But Fed RRP Rebounds.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $468.4 billion (down from $520.6 billion on July 20), or 37.4%, Treasury debt totaling $351.3 billion (down from $385.5 billion) or 28.0%, and Government Agency securities totaling $269.1 billion (down from $309.5 billion), or 21.5%. Commercial Paper (CP) totaled $53.9 billion (down from $64.0 billion), or 4.3%, and Certificates of Deposit (CDs) totaled $46.4 billion (down from $47.0 billion), or 3.7%. A total of $32.3 billion or 2.6%, was listed in the Other category (primarily Time Deposits), and VRDNs accounted for $32.2 billion, or 2.6%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $351.3 billion (28.0% of total holdings), Federal Home Loan Bank with $211.4B (16.9%), BNP Paribas with $74.5 billion (5.9%), Federal Farm Credit Bank with $38.0B (3.0%), RBC with $37.7B (3.0%), Wells Fargo with $30.9B (2.5%), Credit Agricole with $26.5B (2.0%), JP Morgan with $25.0B (2.0%), Societe Generale with $24.6B (2.0%), and Natixis with $23.7B (1.9%). The Ten Largest Funds tracked in our latest Weekly Holdings update include: JP Morgan US Govt ($136.2B), Fidelity Inv MM: Govt Port ($111.7B), BlackRock Lq FedFund ($92.8B), Wells Fargo Govt MMkt ($74.8B), Dreyfus Govt Cash Mgmt ($67.6B), BlackRock Lq T-Fund ($67.2B), Morgan Stanley Inst Liq Govt ($55.8B), State Street Inst US Govt ($45.6B), JP Morgan Prime MM ($40.7B), and JP Morgan 100% US Trs MMkt ($38.1B).(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.)
