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 May 13) includes Holdings information from 63 money funds (unchanged from two weeks ago), which represent $2.150 trillion (down from $2.439 trillion) of the $4.937 trillion (43.5%) in total money fund assets tracked by Crane Data. (Our Weekly MFPH are e-mail only and aren't available on the website. See our May 11 News, "May MF Portfolio Holdings: Treasuries Plummet, Time Deposits Higher," for more.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $1.033 trillion (down from $1.194 trillion two weeks ago), or 48.0%; Treasuries totaling $824.8 billion (down from $970.4 billion two weeks ago), or 38.4%, and Government Agency securities totaling $133.2 billion (up from $117.3 billion), or 6.2%. Commercial Paper (CP) totaled $48.3 billion (down from two weeks ago at $48.9 billion), or 2.2%. Certificates of Deposit (CDs) totaled $42.3 billion (down from $43.7 billion two weeks ago), or 2.0%. The Other category accounted for $44.6 billion or 2.1%, while VRDNs accounted for $24.3 billion, or 1.1%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $824.8 billion (38.4% of total holdings), the Federal Reserve Bank of New York with $695.8B (32.4%), Federal Home Loan Bank with $76.1B (3.5%), BNP Paribas with $50.0B (2.3%), Federal Farm Credit Bank with $43.8B (2.0%), Fixed Income Clearing Corp with $43.3B (2.0%), RBC with $26.1B (1.2%), Societe Generale with $23.8B (1.1%), Barclays PLC with $20.9B (1.0%) and JP Morgan with $18.8B (0.9%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($264.8B), BlackRock Lq FedFund ($170.6B), Morgan Stanley Inst Liq Govt ($152.0B), BlackRock Lq Treas Tr ($121.3B), Allspring Govt MM ($119.9B), Dreyfus Govt Cash Mgmt ($117.5B), Fidelity Inv MM: Govt Port ($116.6B), BlackRock Lq T-Fund ($115.2B), JPMorgan 100% US Treas MMkt ($92.9B) and First American Govt Oblg ($86.1B). (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.)
