Weekly Money Fund Portfolio Holdings

Nov 23 22

Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics Tuesday, which track a shifting subset of our monthly Portfolio Holdings collection. The most recent cut (with data as of Nov. 18) includes Holdings information from 45 money funds (unchanged from a week ago), which represent $1.474 trillion (up from $1.319 trillion) of the $5.055 trillion (29.2%) 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 $848.2 billion (up from $773.4 billion a week ago), or 57.6%; Treasuries totaling $421.8 billion (up from $347.8 billion a week ago), or 28.6%, and Government Agency securities totaling $89.2 billion (down from $93.9 billion), or 6.1%. Commercial Paper (CP) totaled $49.8 billion (up from a week ago at $45.4 billion), or 3.4%. Certificates of Deposit (CDs) totaled $22.7 billion (up from $21.8 billion a week ago), or 1.5%. The Other category accounted for $27.9 billion or 1.9%, while VRDNs accounted for 13.9 billion, or 0.9%. The Ten Largest Issuers in our Weekly Holdings product include: the Federal Reserve Bank of New York with $627.1 billion (42.6%), the US Treasury with $421.8 billion (28.6% of total holdings), Federal Home Loan Bank with $53.0B (3.6%), Fixed Income Clearing Corp with $43.2B (2.9%), Federal Farm Credit Bank with $32.9B (2.2%), Barclays PLC with $21.8B (1.5%), JP Morgan with $20.9B (1.4%), RBC with $17.2B (1.2%), BNP Paribas with $16.9B (1.1%) and Citi with $14.8B (1.0%). The Ten Largest Funds tracked in our latest Weekly include: Morgan Stanley Inst Liq Govt ($139.7B), BlackRock Lq FedFund ($135.8B), Fidelity Inv MM: Govt Port ($123.1B), BlackRock Lq Treas Tr ($117.3B), Allspring Govt MM ($105.2B), BlackRock Lq T-Fund ($98.0B), State Street Inst US Govt ($90.9B), Fidelity Inv MM: MM Port ($73.6B), First American Govt Oblg ($72.1B) and Invesco Govt & Agency ($69.1B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)

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