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 2, 2021) includes Holdings information from 46 money funds (down 9 funds from a week ago), which represent $1.743 trillion (down from $1.774 trillion) of the $4.947 trillion (35.2%) in total money fund assets tracked by Crane Data. (Our Weekly MFPH are e-mail only and aren't available on the website.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Treasury totaling $883.2 billion (down from $846.5 billion a week ago), or 50.6%, Repurchase Agreements (Repo) totaling $573.2 billion (down from $561.0 billion a week ago), or 32.9% and Government Agency securities totaling $140.6 billion (down from $155.2 billion), or 8.1%. Commercial Paper (CP) totaled $45.8 billion (down from $60.0 billion), or 2.6%. Certificates of Deposit (CDs) totaled $42.0 billion (down from $50.7 billion), or 2.4%. The Other category accounted for $39.6 billion or 2.3%, while VRDNs accounted for $19.6 billion, or 1.1%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $883.2 billion (50.6% of total holdings), Federal Reserve Bank of New York with $199.1B (11.4%), Federal Home Loan Bank with $65.4B (3.7%), Fixed Income Clearing Corp with $50.6B (2.9%), JP Morgan with $36.5B (2.1%), BNP Paribas with $36.3B (2.1%), Federal Farm Credit Bank with $31.5B (1.8%), RBC with $28.4B (1.6%), Federal National Mortgage Association with $28.2B (1.6%) and Barclays with $22.9B (1.3%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($237.8 billion), BlackRock Lq FedFund ($174.9B), Wells Fargo Govt MM ($150.3B), Morgan Stanley Inst Liq Govt ($141.9B), BlackRock Lq T-Fund ($117.9B), Dreyfus Govt Cash Mgmt ($112.5B), BlackRock Lq Treas Tr ($108.6B), JPMorgan 100% US Treas MMkt ($104.3B), State Street Inst US Govt ($87.0B) and JPMorgan Prime MM ($76.5B). (See our June 10 News, "June MF Portfolio Holdings: Repo Skyrockets Led by RRP; T-Bills Plunge" for more, and 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.)
