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 July 3) includes Holdings information from 55 money funds (down 26 from a week ago), which represent $1.959 trillion (down from $2.551 trillion) of the $5.122 trillion (38.2%) 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 $1.137 trillion (down from $1.425 trillion a week ago), or 58.0%, Repurchase Agreements (Repo) totaling $354.9 billion (down from $508.4 billion a week ago), or 18.1% and Government Agency securities totaling $294.5 billion (down from $408.1 billion), or 15.0%. Certificates of Deposit (CDs) totaled $67.1 billion (down from $75.2 billion), or 3.4%, and Commercial Paper (CP) totaled $58.6 billion (down from $65.9 billion), or 3.0%. VRDNs accounted for $27.2 billion, or 1.4%, while the Other category accounted for $19.9 billion or 1.0%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.137 trillion (58.0% of total holdings), Federal Home Loan Bank with $168.2B (8.6%), Federal Farm Credit Bank with $47.6B (2.4%), Fixed Income Clearing Corp with $44.7B (2.3%), Federal National Mortgage Association with $44.0B (2.2%), BNP Paribas with $34.7B (1.8%), Federal Home Loan Mortgage Corp with $33.0B (1.7%), RBC with $28.2B (1.4%), JP Morgan with $24.8B (1.3%) and Mitsubishi UFJ Financial Group Inc with $23.6B (1.2%). The Ten Largest Funds tracked in our latest Weekly include: Goldman Sachs FS Govt ($249.3B), JP Morgan US Govt MMkt ($185.7B), Fidelity Inv MM: Govt Port ($173.2B), Wells Fargo Govt MM ($143.6B), JP Morgan 100% US Treas MMkt ($116.8B), Goldman Sachs FS Treas Instruments ($99.1B), Morgan Stanley Inst Liq Govt ($98.5B), State Street Inst US Govt ($87.3B), Dreyfus Govt Cash Mgmt ($85.3B), JP Morgan Prime MMkt ($77.9B) and Fidelity Inv MM: MM Port ($66.5B). (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.)
