Weekly MF Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics on Tuesday, which track a shifting subset of our monthly Portfolio Holdings collection. The most recent cut (with data as of Sept. 24, 2021) includes Holdings information from 86 money funds (down from 62 two weeks prior), which represent $2.830 trillion (up from $2.092 trillion) of the $4.860 trillion (58.2%) 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 $1.174 trillion (up from $903.2 billion a week ago), or 41.5%, Repurchase Agreements (Repo) totaling $1.200 trillion (up from $854.4 billion a week ago), or 42.4% and Government Agency securities totaling $207.7 billion (up from $152.7 billion), or 7.3%. Commercial Paper (CP) totaled $82.3 billion (up from $62.5 billion), or 2.9%. Certificates of Deposit (CDs) totaled $50.0 billion (up from $38.4 billion), or 1.8%. The Other category accounted for $83.3 billion or 2.9%, while VRDNs accounted for $31.3 billion, or 1.1%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.174 trillion (41.5% of total holdings), Federal Reserve Bank of New York with $609.8B (21.6%), Federal Home Loan Bank with $83.8B (3.0%), Fixed Income Clearing Corp with $75.4B (2.7%), BNP Paribas with $71.5B (2.5%), RBC with $57.0B (2.0%), Federal Farm Credit Bank with $54.6B (1.9%), Federal National Mortgage Association with $43.3B (1.5%), JP Morgan with $39.4B (1.4%) and Societe Generale with $29.9B (1.1%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($233.6B), Goldman Sachs FS Govt ($213.3B), BlackRock Lq FedFund ($168.9B), Morgan Stanley Inst Liq Govt ($147.0B), Wells Fargo Govt MM ($142.6B), Fidelity Inv MM: Govt Port ($127.7B), Federated Hermes Govt Obl ($124.9B), Dreyfus Govt Cash Mgmt ($116.2B), BlackRock Lq T-Fund ($111.8B), BlackRock Lq Treas Tr ($106.9B). (See our Sept. 13 News, "Sept. MF Portfolio Holdings: Repos Tie T-Bills as Largest MF Segment" 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.)
