Deposit Insurance Fund Portfolio Summary - Second Quarter 2023
| (Dollar values in Millions) | |||||
|---|---|---|---|---|---|
| 06/30/23 | 3/31/23 | Change | |||
| Par Value | $80,909 | $102,315 | ($21,406) | ||
| Amortized Cost | $79,776 | $100,317 | ($20,541) | ||
| Total Market Value (including accrued interest) | $79,046 | $100,188 | ($21,142) | ||
| Primary Reserve 1 | $79,046 | $100,188 | ($21,142) | ||
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% | ||
| Yield-to-Maturity | 4.046% | 3.163% | 0.883% | ||
| Weighted Average Maturity (in years) | 1.00 | 1.22 | -0.22 | ||
| Effective Duration (in years) | |||||
| Total Portfolio | 0.96 | 1.17 | -0.21 | ||
| Available-for-Sale Securities2 | 1.40 | 1.43 | -0.03 | ||
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) | |||||
|---|---|---|---|---|---|
| 06/30/23 | 03/31/23 | Change | |||
| FRF-FSLIC | |||||
| Book Value 3 | $918 | $907 | $11 | ||
| Yield-to-Maturity | 5.19% | 4.69 | 0.50 | ||
| 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) | |||||
|---|---|---|---|---|---|
| 06/30/23 | 03/31/23 | Change | |||
| Book Value 4 | $6,377 | $5,301 | $1,076 | ||
| Effective Annual Yield | 5.16% | 4.73% | 0.43% | ||
| Weighted Average Maturity (in days) | 4 | 10 | (6) | ||
4Due to the short-term nature of the NFL portfolio, its Book and Market Values are identical for reporting purposes.