Weekly MF 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. 17) includes Holdings information from 73 money funds (up from 62 a week ago), which represent $2.671 trillion (up from $2.149 trillion) of the $4.971 trillion (53.7%) in total money fund assets tracked by Crane Data. (Our Weekly MFPH are e-mail only and aren't available on the website. See our Dec. 10 News, "Dec. MF Portfolio Holdings: Repo Jumps, Led by FICC; Treasuries Drop," for more.) Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Repurchase Agreements (Repo) totaling $1.281 trillion (up from $1.028 trillion a week ago), or 48.0%; Treasuries totaling $1.053 trillion (up from $831.9 billion a week ago), or 39.4%, and Government Agency securities totaling $151.0 billion (up from $121.1 billion), or 5.7%. Commercial Paper (CP) totaled $63.2 billion (up from a week ago at $60.7 billion), or 2.4%. Certificates of Deposit (CDs) totaled $41.5 billion (unchanged from a week ago), or 1.6%. The Other category accounted for $56.9 billion or 2.1%, while VRDNs accounted for $23.6 billion, or 0.9%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.053 trillion (39.4% of total holdings), the Federal Reserve Bank of New York with $787.1B (29.5%), Fixed Income Clearing Corp with $69.4B (2.6%), Federal Home Loan Bank with $64.1B (2.4%), RBC with $60.6B (2.3%), BNP Paribas with $56.5B (2.1%), Federal Farm Credit Bank with $45.0B (1.7%), Federal National Mortgage Association with $27.7B (1.0%), Canadian Imperial Bank of Commerce with $24.4B (0.9%) and JP Morgan with $24.3B (0.9%). The Ten Largest Funds tracked in our latest Weekly include: JPMorgan US Govt MM ($251.4B), Goldman Sachs FS Govt ($219.6B), BlackRock Lq FedFund ($177.0B), Morgan Stanley Inst Liq Govt ($157.2B), Allspring Govt MM ($140.0B), Fidelity Inv MM: Govt Port ($129.8B), BlackRock Lq T-Fund ($128.9), Dreyfus Govt Cash Mgmt ($124.7B), BlackRock Lq Treas Tr ($118.6B) and Goldman Sachs FS Treas Instruments ($108.8B). (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.)
