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. 16) includes Holdings information from 54 money funds (up 8 from two weeks ago), which represent $1.702 trillion (up from $1.543 trillion) of the $5.138 trillion (33.1%) 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 $1.026 trillion (up from $877.1 billion two weeks ago), or 60.3%; Treasuries totaling $461.7 billion (up from $447.1 billion two weeks ago), or 27.1%, and Government Agency securities totaling $97.0 billion (down from $102.0 billion), or 5.7%. Commercial Paper (CP) totaled $50.4 billion (up from two weeks ago at $49.1 billion), or 3.0%. Certificates of Deposit (CDs) totaled $22.8 billion (down from $23.2 billion two weeks ago), or 1.3%. The Other category accounted for $31.2 billion or 1.8%, while VRDNs accounted for 13.5 billion, or 0.8%. The Ten Largest Issuers in our Weekly Holdings product include: the Federal Reserve Bank of New York with $693.9 billion (40.8%), the US Treasury with $461.7 billion (27.1% of total holdings), Fixed Income Clearing Corp with $94.2B (5.5%), Federal Home Loan Bank with $57.5B (3.4%), Federal Farm Credit Bank with $36.5B (2.1%), JP Morgan with $31.8B (1.9%), Barclays PLC with $25.8B (1.5%), RBC with $24.8B (1.5%), Mitsubishi UFJ Financial Group Inc with $17.7B (1.0%) and BNP Paribas with $17.6B (1.0%). The Ten Largest Funds tracked in our latest Weekly include: Morgan Stanley Inst Liq Govt ($136.8B), BlackRock Lq FedFund ($131.5B), Fidelity Inv MM: Govt Port ($122.5B), Dreyfus Govt Cash Mgmt ($118.3B), BlackRock Lq Treas Tr ($111.1B), Allspring Govt MM ($99.5B), State Street Inst US Govt ($87.6B), BlackRock Lq T-Fund ($86.0B), Fidelity Inv MM: MM Port ($82.1B) and Invesco Govt & Agency ($77.5B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary.)
