Weekly Money Fund 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 29) includes Holdings information from 56 money funds (down 18 from a week ago), or $4.076 trillion (down from $4.687 trillion) of the $8.292 trillion in total money fund assets (or 49.2%) tracked by Crane Data. (Note: Our Weekly MFPH are e-mail only and aren't available on the website. See our latest Monthly Money Fund Portfolio Holdings here and our May 12 News, "May MF Portfolio Holdings: Treasuries Plunge, Repo and Agencies Rise.") Our latest Weekly MFPH Composition summary shows Government assets dominating the holdings list with Treasuries totaling $1.886 trillion (down from $2.063 trillion a week ago), or 46.3%; Repurchase Agreements (Repo) totaling $1.437 trillion (down from $1.710 trillion a week ago), or 35.2%, and Government Agency securities totaling $432.6 billion (down from $494.0 billion a week ago), or 10.6%. Commercial Paper (CP) totaled $138.4 billion (down from $166.6 billion a week ago), or 3.4%. Certificates of Deposit (CDs) totaled $77.2 billion (down from $104.9 billion a week ago), or 1.9%. The Other category accounted for $63.6 billion or 1.6%, while VRDNs accounted for $40.8 billion or 1.0%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.886 trillion, Fixed Income Clearing Corp with $523.6B, the Federal Home Loan Bank with $276.8B, JP Morgan with $152.0B, Citi with $100.4B, Federal Farm Credit Bank with $89.8B, RBC with $88.1B, Wells Fargo with $85.2B, BNP Paribas with $76.8B and Credit Agricole with $51.5B. The Ten Largest Funds tracked in our latest Weekly include: JPMorgan 100% US Trs MM ($336.9B), JPMorgan US Govt MM ($324.8B), Fidelity Inv MM: Govt Port ($283.0B), Goldman Sachs FS Govt ($271.8B), State Street Inst US Govt ($211.1B), Morgan Stanley Inst Liq Govt ($210.3B), BlackRock Lq Treas Tr ($189.0B), BlackRock Lq FedFund ($186.9B), Fidelity Inv MM: MM Port ($163.8B) and Dreyfus Govt Cash Mgmt ($162.1B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
