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 Oct. 15, 2021) includes Holdings information from 70 money funds (up from 63 two weeks ago), which represent $2.574 trillion (up from $2.147 trillion) of the $4.853 trillion (53.0%) 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 $1.203 trillion (up from $995.4 billion two weeks ago), or 46.7%; Treasuries totaling $1.013 trillion (up from $811.3 billion two weeks ago), or 39.4%, and Government Agency securities totaling $167.4 billion (up from $150.0 billion), or 6.5%. Commercial Paper (CP) totaled $68.5 billion (same from two weeks ago at $68.5 billion), or 2.7%. Certificates of Deposit (CDs) totaled $41.5 billion (down from $42.1 billion), or 1.6%. The Other category accounted for $57.2 billion or 2.2%, while VRDNs accounted for $23.6 billion, or 0.9%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.013 trillion (39.4% of total holdings), the Federal Reserve Bank of New York with $672.3B (26.1%), BNP Paribas with $72.6B (2.8%), Fixed Income Clearing Corp with $68.8B (2.7%), Federal Home Loan Bank with $68.5B (2.7%), RBC with $50.0B (1.9%), Federal Farm Credit Bank with $47.9B (1.9%), Federal National Mortgage Association with $36.0B (1.4%), JP Morgan with $32.4B (1.3%) and Societe Generale with $28.6B (1.1%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($232.4B), Goldman Sachs FS Govt ($218.4B), BlackRock Lq FedFund ($176.2B), Morgan Stanley Inst Liq Govt ($152.3B), Wells Fargo Govt MM ($146.2B), Fidelity Inv MM: Govt Port ($134.5B), BlackRock Lq T-Fund ($120.4B), Dreyfus Govt Cash Mgmt ($115.7B), Goldman Sachs FS Treas Instruments ($99.3) and BlackRock Lq Treas Tr ($97.9B). (See our Oct. 13 News, "Oct. MF Portfolio Holdings: Repos Surpass Treasuries as Largest Slice" 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.)
