Deposit Insurance Fund Portfolio Summary - Fourth Quarter 2022
| (Dollar values in Millions) | |||||
|---|---|---|---|---|---|
| 12/31/22 | 9/30/22 | Change | |||
| Par Value | $129,036 | $125,471 | $3,565 | ||
| Amortized Cost | $128,188 | $125,777 | $2,411 | ||
| Total Market Value (including accrued interest) | $125,706 | $123,054 | $2,652 | ||
| Primary Reserve 1 | $125,706 | $123,054 | $2,652 | ||
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% | ||
| Yield-to-Maturity | 1.865% | 1.351% | 0.514% | ||
| Weighted Average Maturity (in years) | 1.21 | 1.14 | 0.07 | ||
| Effective Duration (in years) | |||||
| Total Portfolio | 1.16 | 1.09 | 0.07 | ||
| Available-for-Sale Securities2 | 1.22 | 1.15 | 0.07 | ||
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) | |||||
|---|---|---|---|---|---|
| 12/31/22 | 09/30/22 | Change | |||
| FRF-FSLIC | |||||
| Book Value 3 | $897 | $888 | $9 | ||
| Yield-to-Maturity | 3.95% | 2.72% | 1.23% | ||
| 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) | |||||
|---|---|---|---|---|---|
| 12/31/22 | 9/30/22 | Change | |||
| Book Value 4 | $924 | $1,013 | ($89) | ||
| Effective Annual Yield | 3.73% | 2.51% | 1.22% | ||
| Weighted Average Maturity (in days) | 55 | 45 | 10 | ||
4Due to the short-term nature of the NFL portfolio, its Book and Market Values are identical for reporting purposes.