Deposit Insurance Fund Portfolio Summary - Third Quarter 2023
| (Dollar values in Millions) | |||||
|---|---|---|---|---|---|
| 09/30/23 | 6/30/23 | Change | |||
| Par Value | $84,380 | $80,909 | $3,471 | ||
| Amortized Cost | $83,434 | $79,776 | $3,658 | ||
| Total Market Value (including accrued interest) | $82,759 | $79,046 | $3,713 | ||
| Primary Reserve 1 | $82,759 | $79,046 | $3,713 | ||
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% | ||
| Yield-to-Maturity | 4.689% | 4.046% | 0.643% | ||
| Weighted Average Maturity (in years) | 0.80 | 1.00 | -0.20 | ||
| Effective Duration (in years) | |||||
| Total Portfolio | 0.76 | 0.96 | -0.20 | ||
| Available-for-Sale Securities2 | 1.21 | 1.40 | -0.19 | ||
1Primary Reserve is the total market value (including accrued interest) of overnight investments, all available-for-sale securities, and held-to-maturity securities maturing within three months.
2Excludes any overnight investments.
| (Dollar values in Millions) | |||||
|---|---|---|---|---|---|
| 09/30/23 | 06/30/23 | Change | |||
| FRF-FSLIC | |||||
| Book Value 3 | $931 | $918 | $13 | ||
| Yield-to-Maturity | 5.40% | 5.19% | 0.21% | ||
| Weighted Average Maturity | overnight | overnight | no change | ||
3Due to the current short-term nature of this portfolio, its respective Par, Book, and Market Values are identical for reporting purposes.
| (Dollar values in Millions) | |||||
|---|---|---|---|---|---|
| 09/30/23 | 06/30/23 | Change | |||
| Book Value 4 | $4,438 | $6,377 | ($1,939) | ||
| Effective Annual Yield | 5.43% | 5.16% | 0.27% | ||
| Weighted Average Maturity (in days) | 2 | 4 | (2) | ||
4Due to the short-term nature of the NFL portfolio, its Book and Market Values are identical for reporting purposes.