Weekly Money Fund Portfolio Holdings
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 Dec. 2) includes Holdings information from 46 money funds (down 22 from a week ago), which represent $1.543 trillion (down from $1.967 trillion) of the $5.141 trillion (30.0%) 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 $877.1 billion (down from $1.115 trillion a week ago), or 56.8%; Treasuries totaling $447.1 billion (down from $542.0 billion a week ago), or 29.0%, and Government Agency securities totaling $102.0 billion (down from $140.0 billion), or 6.6%. Commercial Paper (CP) totaled $49.1 billion (down from a week ago at $66.5 billion), or 3.2%. Certificates of Deposit (CDs) totaled $23.2 billion (down from $32.0 billion a week ago), or 1.5%. The Other category accounted for $31.6 billion or 2.0%, while VRDNs accounted for 13.4 billion, or 0.9%. The Ten Largest Issuers in our Weekly Holdings product include: the Federal Reserve Bank of New York with $593.7 billion (38.5%), the US Treasury with $447.1 billion (29.0% of total holdings), Federal Home Loan Bank with $64.7B (4.2%), Fixed Income Clearing Corp with $63.2B (4.1%), Federal Farm Credit Bank with $34.2B (2.2%), JP Morgan with $31.6B (2.0%), Barclays PLC with $26.6B (1.7%), Citi with $21.9B (1.4%), Mitsubishi UFJ Financial Group Inc with $17.0B (1.1%) and BNP Paribas with $16.9B (1.1%). The Ten Largest Funds tracked in our latest Weekly include: Morgan Stanley Inst Liq Govt ($137.5B), BlackRock Lq FedFund ($130.4B), Fidelity Inv MM: Govt Port ($124.4B), BlackRock Lq Treas Tr ($110.9B), Dreyfus Govt Cash Mgmt ($109.6B), Allspring Govt MM ($100.0B), BlackRock Lq T-Fund ($91.0B), State Street Inst US Govt ($84.7B), Fidelity Inv MM: MM Port ($76.7B) and First American Govt Oblg ($71.0B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
