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 17) includes Holdings information from 71 money funds (up 16 from two weeks ago), which represent $2.132 trillion (up from $1.959 trillion) of the $4.963 trillion (43.0%) 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 July 13 News, "July MF Portfolio Holdings: Repo Plunges, Treasuries Break $2.5 Trillion.") Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Treasury totaling $1.204 trillion (up from $1.137 trillion two weeks ago), or 56.5%, Repurchase Agreements (Repo) totaling $404.8 billion (up from $354.9 billion two weeks ago), or 19.0% and Government Agency securities totaling $339.6 billion (up from $294.5 billion), or 15.9%. Certificates of Deposit (CDs) totaled $68.8 billion (up from $67.1 billion), or 3.2%, and Commercial Paper (CP) totaled $59.0 billion (up from $58.6 billion), or 2.8%. VRDNs accounted for $29.8 billion, or 1.4%, while the Other category accounted for $26.3 billion or 1.2%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.204 trillion (56.5% of total holdings), Federal Home Loan Bank with $195.7B (9.2%), Federal Farm Credit Bank with $58.6B (2.7%), BNP Paribas with $50.5B (2.4%), Federal National Mortgage Association with $48.9B (2.3%), Fixed Income Clearing Corp with $40.2B (1.9%), RBC with $39.9B (1.9%), Federal Home Loan Mortgage Co with $34.4B (1.6%), Mitsubishi UFJ Financial Group with $27.3B (1.3%) and JP Morgan with $26.6B (1.2%). The Ten Largest Funds tracked in our latest Weekly include: Goldman Sachs FS Govt ($252.6B), JP Morgan US Govt MMkt ($185.6B), Fidelity Inv MM: Govt Port ($164.9B), Wells Fargo Govt MM ($140.3B), JP Morgan 100% US Treas MMkt ($120.8B), Goldman Sachs FS Treas Instruments ($97.4B), Morgan Stanley Inst Liq Govt ($94.3B), State Street Inst US Govt ($87.7B), Dreyfus Govt Cash Mgmt ($86.8B), JP Morgan Prime MM ($80.7B) and Fidelity Inv MM: MM Port ($65.8B). (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.)
