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. 29, 2021) includes Holdings information from 61 money funds (down from 79 a week ago), which represent $2.325 trillion (down from $2.449 trillion) of the $4.853 trillion (47.9%) 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 $1.006 trillion (down from $1.111 trillion a week ago), or 43.3%; Treasuries totaling $1.017 trillion (up from $954.2 billion a week ago), or 43.7%, and Government Agency securities totaling $128.5 billion (down from $156.2 billion), or 5.5%. Commercial Paper (CP) totaled $65.5 billion (down from a week ago at $80.2 billion), or 2.8%. Certificates of Deposit (CDs) totaled $42.9 billion (down from $48.0 billion), or 1.8%. The Other category accounted for $42.4 billion or 1.8%, while VRDNs accounted for $22.6 billion, or 1.0%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.017 Trillion (43.7% of total holdings), the Federal Reserve Bank of New York with $579.3B (24.9%), BNP Paribas with $67.6B (2.9%), Federal Home Loan Bank with $55.0B (2.4%), Fixed Income Clearing Corp with $47.9B (2.1%), RBC with $41.2B (1.8%), Federal Farm Credit Bank with $38.4B (1.7%), Federal National Mortgage Association with $24.7B (1.1%), Societe Generale with $22.5B (1.0%) and JP Morgan with $21.7B (0.9%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($242.5B), Goldman Sachs FS Govt ($230.5B), BlackRock Lq FedFund ($170.1B), Wells Fargo Govt MM ($145.7B), Fidelity Inv MM: Govt Port ($132.6B), Dreyfus Govt Cash Mgmt ($121.4B), BlackRock Lq T-Fund ($119.0B), Goldman Sachs FS Treas Instruments ($101.5B), BlackRock Lq Treas Tr ($99.0B) and JPMorgan 100% US Treas MMkt ($96.4B). (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.)
