Deposit Insurance Fund Portfolio Summary - Fourth Quarter 2023
12/31/23 | 9/30/23 | Change | |
|---|---|---|---|
| Par Value | $23,935 | $84,380 | ($60,445) |
| Amortized Cost | $23,861 | $83,434 | ($59,573) |
| Total Market Value (including accrued interest) | $23,843 | $82,759 | ($58,916) |
| Primary Reserve1 | $23,843 | $82,759 | ($58,916) |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 4.659% | 4.689% | -0.030% |
| Weighted Average Maturity (in years) | 0.21 | 0.80 | -0.59 |
| Effective Duration (in years) | |||
| Total Portfolio | 0.20 | 0.76 | -0.56 |
| Available-for-Sale Securities2 | 0.25 | 1.21 | -0.96 |
12/31/23 | 09/30/23 | Change | |
|---|---|---|---|
| FRF-FSLIC | |||
| Book Value3 | $944 | $931 | $13 |
| Yield-to-Maturity | 5.42% | 5.40% | 0.02% |
| Weighted Average Maturity | overnight | overnight | no change |
12/31/23 | 09/30/23 | Change | |
|---|---|---|---|
| Book Value4 | $6,472 | $4,438 | $2,034 |
| Effective Annual Yield | 5.42% | 5.43% | -0.01% |
| Weighted Average Maturity (in days) | 1 | 2 | (1) |
- 1
Primary 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.
- 2
Excludes any overnight investments.
- 3
Due to the current short-term nature of this portfolio, its respective Par, Book, and Market Values are identical for reporting purposes.
- 4
Due to the short-term nature of the NFL portfolio, its Book and Market Values are identical for reporting purposes.