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 Oct 13) includes Holdings information from 62 money funds (unchanged from two weeks ago), or $2.620 trillion (down from $2.851 trillion) of the $5.985 trillion in total money fund assets (or 43.8%) tracked by Crane Data. (Our Weekly MFPH are e-mail only and aren't available on the website. See our latest Monthly Money Fund Portfolio Holdings here.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $1.219 billion (down from $1.474 trillion two weeks ago), or 46.5%; Treasuries totaling $932.5 billion (up from $929.6 billion two weeks ago), or 35.6%, and Government Agency securities totaling $238.5 billion (up from $229.5 billion), or 9.1%. Commercial Paper (CP) totaled $81.7 billion (up from two weeks ago at $74.8 billion), or 3.1%. Certificates of Deposit (CDs) totaled $68.6 billion (down from $74.3 billion two weeks ago), or 2.6%. The Other category accounted for $56.0 billion or 2.1%, while VRDNs accounted for $23.7 billion, or 0.9%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $932.5 billion (35.6% of total holdings), the Federal Reserve Bank of New York with $428.1 billion (16.3%), Fixed Income Clearing Corp with $199.0B (7.6%), Federal Home Loan Bank with $175.7B (6.7%), RBC with $55.0B (2.1%), Federal Farm Credit Bank with $53.2B (2.0%), Citi with $45.3B (1.7%), JP Morgan with $43.9B (1.7%), Goldman Sachs with $41.6B (1.6%) and Barclays PLC with $41.2B (1.6%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($250.8B), Goldman Sachs FS Govt ($241.7B), Fidelity Inv MM: Govt Port ($182.8B), JPMorgan 100% US Treas MMkt ($164.0B), Morgan Stanley Inst Liq Govt ($156.8B), State Street Inst US Govt ($129.9B), Fidelity Inv MM: MM Port ($113.4B), Allspring Govt MM ($110.8B), Dreyfus Govt Cash Mgmt ($102.5B) and Goldman Sachs FS Treas Instruments ($86.6B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
