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 29) includes Holdings information from 55 money funds (down 30 from a week ago), which represent $2.260 trillion (down from $2.833 trillion) of the $4.997 trillion (45.2%) 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 July 13 News, "July Portfolio Holdings: Fed Repo in MMFs Breaks $2.0 Tril; T-Bills Down," for more.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $1.168 trillion (down from 1.470 trillion a week ago), or 51.7%; Treasuries totaling $834.7 billion (down from $996.3 billion a week ago), or 36.9%, and Government Agency securities totaling $109.0 billion (down from $151.9 billion), or 4.8%. Commercial Paper (CP) totaled $48.2 billion (down from a week ago at $66.8 billion), or 2.1%. Certificates of Deposit (CDs) totaled $37.3 billion (down from $47.1 billion a week ago), or 1.6%. The Other category accounted for $38.4 billion or 1.7%, while VRDNs accounted for $24.4 billion, or 1.1%. The Ten Largest Issuers in our Weekly Holdings product include: the Federal Reserve Bank of New York with $915.2 billion (40.5%), the US Treasury with $834.7 billion (36.9% of total holdings), Federal Home Loan Bank with $64.2B (2.8%), Federal Farm Credit Bank with $40.0B (1.8%), BNP Paribas with $38.4B (1.7%), Fixed Income Clearing Corp with $31.4B (1.4%), RBC with $27.1B (1.2%), Barclays PLC with $17.1B (0.8%), Credit Agricole with $13.5B (0.6%) and Citi with $13.5B (0.6%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($237.0B), Goldman Sachs FS Govt ($228.7B), Morgan Stanley Inst Liq Govt ($158.0B), BlackRock Lq FedFund ($157.3B), BlackRock Lq Treas Tr ($120.2B), Fidelity Inv MM: Govt Port ($116.5B), BlackRock Lq T-Fund ($108.1B), Allspring Govt MM ($106.7B), Goldman Sachs FS Treas Instruments ($105.7B) and State Street Inst US Govt ($98.9B). (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.)
