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. 22, 2021) includes Holdings information from 79 money funds (up from 70 a week ago), which represent $2.449 trillion (down from $2.574 trillion) of the $4.853 trillion (50.5%) 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 Repurchase Agreements (Repo) totaling $1.111 trillion (down from $1.203 trillion a week ago), or 45.4%; Treasuries totaling $954.2 billion (down from $1.013 trillion a week ago), or 39.0%, and Government Agency securities totaling $156.2 billion (down from $167.4 billion), or 6.4%. Commercial Paper (CP) totaled $80.2 billion (up from a week ago at $68.5 billion), or 3.3%. Certificates of Deposit (CDs) totaled $48.0 billion (up from $41.5 billion), or 2.0%. The Other category accounted for $74.3 billion or 3.0%, while VRDNs accounted for $24.8 billion, or 1.0%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $954.2B (39.0% of total holdings), the Federal Reserve Bank of New York with $629.1B (25.7%), Federal Home Loan Bank with $67.5B (2.8%), BNP Paribas with $63.9B (2.6%), RBC with $59.7B (2.4%), Fixed Income Clearing Corp with $48.8B (2.0%), Federal Farm Credit Bank with $47.5B (1.9%), Federal National Mortgage Association with $28.0B (1.1%), Societe Generale with $27.9B (1.1%) and JP Morgan with $26.5B (1.1%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($233.6B), Goldman Sachs FS Govt ($228.7B), Morgan Stanley Inst Liq Govt ($149.2B), Wells Fargo Govt MM ($141.1B), Fidelity Inv MM: Govt Port ($135.2B), Federated Hermes Govt Obl ($128.4B), Dreyfus Govt Cash Mgmt ($116.5B), Goldman Sachs FS Treas Instruments ($104.3B), JPMorgan 100% US Treas MMkt ($97.9B) and First American Govt Oblg ($87.7B). (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.)
