Deposit Insurance Fund Portfolio Summary - Fourth Quarter 2022
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 Reserve1 | $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 |
| 12/31/22 | 09/30/22 | Change |
|---|---|---|---|
| FRF-FSLIC | |||
| Book Value3 | $897 | $888 | $9 |
| Yield-to-Maturity | 3.95% | 2.72% | 1.23% |
| Weighted Average Maturity | overnight | overnight | no change |
| 12/31/22 | 9/30/22 | Change |
|---|---|---|---|
| Book Value4 | $924 | $1,013 | ($89) |
| Effective Annual Yield | 3.73% | 2.51% | 1.22% |
| Weighted Average Maturity (in days) | 55 | 45 | 10 |
- 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.