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. 1, 2021) includes Holdings information from 63 money funds (down from 86 one week ago), which represent $2.147 trillion (up from $2.830 trillion) of the $4.860 trillion (44.2%) 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 $995.4 billion (down from $1.200 trillion a week ago), or 46.4%; Treasuries totaling $811.3 billion (down from $1.174 trillion a week ago), or 37.8%, and Government Agency securities totaling $150.0 billion (down from $207.7 billion), or 7.0%. Commercial Paper (CP) totaled $68.5 billion (down from $82.3 billion), or 3.2%. Certificates of Deposit (CDs) totaled $42.1 billion (down from $50.0 billion), or 2.0%. The Other category accounted for $57.7 billion or 2.7%, while VRDNs accounted for $21.5 billion, or 1.0%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $811.3 billion (37.8% of total holdings), Federal Reserve Bank of New York with $536.1B (25.0%), Fixed Income Clearing Corp with $68.2B (3.2%), Federal Home Loan Bank with $62.7B (2.9%), BNP Paribas with $56.4B (2.6%), Federal Farm Credit Bank with $38.9B (1.8%), RBC with $38.4B (1.8%), JP Morgan with $37.8B (1.8%), Federal National Mortgage Association with $34.5B (1.6%) and Societe Generale with $27.0B (1.3%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($230.8B), BlackRock Lq FedFund ($169.2B), Morgan Stanley Inst Liq Govt ($151.1B), Wells Fargo Govt MM ($141.9B), Fidelity Inv MM: Govt Port ($131.7B), BlackRock Lq T-Fund ($115.3B), Dreyfus Govt Cash Mgmt ($110.4B), BlackRock Lq Treas Tr ($103.6B), JPMorgan 100% US Treas MM ($97.1B) and First American Govt Obl ($88.5B). (See our Sept. 13 News, "Sept. MF Portfolio Holdings: Repos Tie T-Bills as Largest MF Segment" 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.)
