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 Aug. 27, 2021) includes Holdings information from 70 money funds (down from 78 a week ago), which represent $2.552 trillion (up from $2.495 trillion) of the $4.860 trillion (52.5%) 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 $1.168 trillion (up from $1.057 trillion a week ago), or 45.8%, Repurchase Agreements (Repo) totaling $1.002 trillion (up from $1.001 trillion a week ago), or 39.3% and Government Agency securities totaling $184.9 billion (down from $186.8 billion), or 7.2%. Commercial Paper (CP) totaled $68.1 billion (down from $86.2 billion), or 2.7%. Certificates of Deposit (CDs) totaled $42.2 billion (up from $53.7 billion), or 1.7%. The Other category accounted for $62.2 billion or 2.4%, while VRDNs accounted for $23.9 billion, or 0.9%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.168 trillion (45.8% of total holdings), Federal Reserve Bank of New York with $456.9B (17.9%), Federal Home Loan Bank with $73.4B (2.9%), BNP Paribas with $72.4B (2.8%), Fixed Income Clearing Corp with $66.6B (2.6%), RBC with $51.5B (2.0%), Federal Farm Credit Bank with $43.9B (1.7%), Federal National Mortgage Association with $42.6B (1.7%), JP Morgan with $33.5B (1.3%) and Societe Generale with $30.4B (1.2%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($241.1B), Goldman Sachs FS Govt ($213.9B), BlackRock Lq FedFund ($174.8B), Morgan Stanley Inst Liq Govt ($148.0B), Wells Fargo Govt MM ($146.2B), Fidelity Inv MM: Govt Port ($131.6B), BlackRock Lq T-Fund ($118.7B), Dreyfus Govt Cash Mgmt ($118.0B), BlackRock Lq Treas Tr ($108.2B) and Goldman Sach FS Treas Instr ($98.1B). (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.)
