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 Sept. 3, 2021) includes Holdings information from 36 money funds (down from 70 a week ago), which represent $1.297 trillion (down from $2.552 trillion) of the $4.860 trillion (26.7%) 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 $553.8 billion (down from $1.168 trillion a week ago), or 42.7%, Repurchase Agreements (Repo) totaling $525.8 billion (down from $1.002 trillion a week ago), or 40.5% and Government Agency securities totaling $87.8 billion (down from $184.9 billion), or 6.8%. Commercial Paper (CP) totaled $41.2 billion (down from $68.1 billion), or 3.2%. Certificates of Deposit (CDs) totaled $33.5 billion (down from $42.2 billion), or 2.6%. The Other category accounted for $43.1 billion or 3.3%, while VRDNs accounted for $12.0 billion, or 0.9%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $553.8 billion (42.7% of total holdings), Federal Reserve Bank of New York with $241.5B (18.6%), Fixed Income Clearing Corp with $37.7B (2.9%), Federal Home Loan Bank with $33.7B (2.6%), BNP Paribas with $32.8B (2.5%), RBC with $27.4B (2.1%), Societe Generale with $22.4B (1.7%), Federal National Mortgage Association with $22.2B (1.7%), Federal Farm Credit Bank with $22.0B (1.7%) and JP Morgan with $19.9B (1.5%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($240.3B), Morgan Stanley Inst Liq Govt ($151.6B), Wells Fargo Govt MM ($141.6B), Dreyfus Govt Cash Mgmt ($118.6B), JPMorgan 100% USTreas ($100.2B), Morgan Stanley Inst Liq Treas Sec ($58.7B), Dreyfus Treas Sec Cash Mg ($47.6B) and Morgan Stanley Inst Liq Treas ($40.4B). (See our August 11 News, "August MF Portfolio Holdings: Treasuries Plunge Again; Repo, TDs Jump" 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.)
