Weekly MF Portfolio Holdings

Sep 28 22

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. 23) includes Holdings information from 55 money funds (down 7 from a week ago), which represent $1.498 trillion (up from $2.114 trillion) of the $5.026 trillion (29.8%) 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 Repurchase Agreements (Repo) totaling $849.2 billion (down from $1.105 trillion a week ago), or 56.7%; Treasuries totaling $453.4 billion (down from $722.8 billion a week ago), or 30.3%, and Government Agency securities totaling $89.5 billion (down from $114.8 billion), or 6.0%. Commercial Paper (CP) totaled $39.6 billion (down from a week ago at $49.6 billion), or 2.6%. Certificates of Deposit (CDs) totaled $17.5 billion (down from $38.7 billion a week ago), or 1.2%. The Other category accounted for $32.8 billion or 2.2%, while VRDNs accounted for $15.6 billion, or 1.0%. The Ten Largest Issuers in our Weekly Holdings product include: the Federal Reserve Bank of New York with $644.9 billion (43.1%), the US Treasury with $453.4 billion (30.3% of total holdings), Federal Farm Credit Bank with $45.7B (3.1%), Federal Home Loan Bank with $39.7B (2.6%), Fixed Income Clearing Corp with $30.5B (2.0%), BNP Paribas with $21.1B (1.4%), JP Morgan with $16.6B (1.1%), Citi with $14.2B (1.0%), RBC with $13.9B (0.9%) and Federated with $11.8B (0.8%). The Ten Largest Funds tracked in our latest Weekly include: BlackRock Lq FedFund ($145.6B), Federated Hermes Govt ObI ($138.6B), Morgan Stanley Inst Liq Govt ($138.1B), State Street Inst US Govt ($109.5B), BlackRock Lq Treas Tr ($106.7B), Allspring Govt MM ($104.2B), BlackRock Lq T-Fund ($92.5B), First American Govt Oblg ($78.3B), Invesco Govt & Agency ($67.1B) and Morgan Stanley Inst Liq Treas Sec ($50.5B). (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.)

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