Weekly MF Portfolio Holdings

Jun 24 20

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 19) includes Holdings information from 96 money funds (up 17 from a week ago), which represent $2.932 trillion (down from $2.571 trillion) of the $5.122 trillion (57.2%) in total money fund assets tracked by Crane Data. (Note that our Weekly MFPH are e-mail only and aren't available on the website. For our latest monthly Holdings, see our June 10 News, "June Portfolio Holdings: Treasuries Skyrocket; Repo, Agencies Plunge.") Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Treasury totaling $1.577 trillion (up from $1.416 trillion a week ago), or 53.8%, Repurchase Agreements (Repo) totaling $598.8 billion (up from $540.2 billion a week ago), or 20.4% and Government Agency securities totaling $470.4 billion (up from $407.4 billion), or 16.0%. Commercial Paper (CP) totaled $95.6 billion (up from $64.0 billion), or 3.3% and Certificates of Deposit (CDs) totaled $93.0 billion (up from $74.2 billion), or 3.2%. The Other category accounted for $50.7 billion or 1.7%, while VRDNs accounted for $46.0 billion, or 1.6%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.577 trillion (53.8% of total holdings), Federal Home Loan Bank with $282.2B (9.6%), Fixed Income Clearing Co with $77.4B (2.6%), Federal Farm Credit Bank with $75.2B (2.6%), BNP Paribas with $71.8B (2.4%), Federal National Mortgage Association with $61.6B (2.1%), Federal Home Loan Mortgage Corp with $48.9B (1.7%), RBC with $46.0B (1.6%), JP Morgan with $45.0B (1.5%) and Citi with $34.2B (1.2%). The Ten Largest Funds tracked in our latest Weekly include: Goldman Sachs FS Govt ($246.9B), JP Morgan US Govt MMkt ($196.4B), Fidelity Inv MM: Govt Port ($178.3B), BlackRock Lq FedFund ($162.9B), Federated Govt Oblg ($141.5B), Wells Fargo Govt MM ($135.7B), JP Morgan 100% US Treas MMkt ($123.8B), Goldman Sachs FS Treas Instruments ($105.6B), Morgan Stanley Inst Liq Govt ($102.2B), State Street Inst US Govt ($92.8B) and Dreyfus Govt Cash Mgmt ($87.4B). (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.) As a reminder, we will be hosting our second online event, "Crane's Money Fund Webinar: Portfolio Holdings Update," this Thursday, June 25 at 2:00pm (Eastern). The webinar will feature Crane Data's Peter Crane and J.P. Morgan Securities' Teresa Ho, who will give a 45 minute update on the latest trends in the money fund space with a focus on the latest Money Fund Portfolio Holdings data. (To register, click here.)

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