Weekly MF Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics on Friday, which track a shifting subset of our monthly Portfolio Holdings collection. The most recent cut (with data as of Nov. 12, 2021) includes Holdings information from 71 money funds (up from 61 two weeks ago), which represent $2.549 trillion (up from $2.325 trillion) of the $4.925 trillion (51.8%) 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 $1.127 trillion (up from $1.006 trillion two weeks ago), or 44.2%; Treasuries totaling $1.086 trillion (up from $1.017 trillion two weeks ago), or 42.6%, and Government Agency securities totaling $147.1 billion (up from $128.5 billion), or 5.8%. Commercial Paper (CP) totaled $64.4 billion (down from two weeks ago at $65.5 billion), or 2.5%. Certificates of Deposit (CDs) totaled $42.9 billion (same from $42.9 billion two weeks ago), or 1.7%. The Other category accounted for $58.1 billion or 2.3%, while VRDNs accounted for $23.9 billion, or 0.9%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.086 Trillion (42.6% of total holdings), the Federal Reserve Bank of New York with $618.0B (24.2%), Fixed Income Clearing Corp with $71.8B (2.8%), BNP Paribas with $69.2B (2.7%), Federal Home Loan Bank with $65.2B (2.6%), RBC with $55.1B (2.2%), Federal Farm Credit Bank with $41.3B (1.6%), JP Morgan with $29.6B (1.2%), Federal National Mortgage Association with $28.0B (1.1%) and Societe Generale with $26.3B (1.0%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($234.9B), Goldman Sachs FS Govt ($209.2B), BlackRock Lq FedFund ($164.8B), Morgan Stanley Inst Liq Govt ($153.8B), Wells Fargo Govt MM ($141.3B), Fidelity Inv MM: Govt Port ($132.3B), BlackRock Lq T-Fund ($123.1B), Dreyfus Govt Cash Mgmt ($120.6B), BlackRock Lq Treas Tr ($109.1B) and Goldman Sachs FS Treas Instruments ($107.3B). (See our Nov. 10 News, "Nov. MF Portfolio Holdings: Treasuries Recover But Repo Still No. 1" 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.)
