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 23, 2021) includes Holdings information from 63 money funds (down 3 funds from a week ago), which represent $1.900 trillion (down from $2.236 trillion) of the $4.949 trillion (38.4%) 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 $944.4 billion (down from $1.035 trillion a week ago), or 49.7%, Repurchase Agreements (Repo) totaling $686.5 billion (down from $815.3 billion a week ago), or 36.1% and Government Agency securities totaling $152.6 billion (down from $198.1 billion), or 8.0%. Commercial Paper (CP) totaled $44.2 billion (up from $62.1 billion), or 2.3%. Certificates of Deposit (CDs) totaled $20.5 billion (up from $44.4 billion), or 1.1%. The Other category accounted for $31.7 billion or 1.7%, while VRDNs accounted for $20.1 billion, or 1.1%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $944.4 billion (49.7% of total holdings), Federal Reserve Bank of New York with $251.1B (13.2%), Federal Home Loan Bank with $59.9B (3.2%), Fixed Income Clearing Corp with $58.7B (3.1%), Federal Farm Credit Bank with $45.1B (2.4%), BNP Paribas with $40.6B (2.1%), RBC with $38.5B (2.0%), JP Morgan with $29.7B (1.6%), Barclays with $27.3B (1.4%) and Federal National Mortgage Association with $24.0B (1.3%). The Ten Largest Funds tracked in our latest Weekly include: Goldman Sachs FS Govt ($199.9 billion), BlackRock Lq FedFund ($178.1B), Wells Fargo Govt MM ($151.3B), Morgan Stanley Inst Liq Govt ($134.1B), Federated Hermes Govt ObI ($125.8B), BlackRock Lq T-Fund ($116.8B), BlackRock Lq Treas Tr ($109.1B), Goldman Sachs FS Treas Instruments ($95.2B), First American Govt Oblg ($87.7B) and State Street Inst US Govt ($85.3B). (See our July 13 News, "July MF Portfolio Holdings: Repo Surge Again on 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.)
