Deposit Insurance Fund Portfolio Summary - First Quarter 2023
| 03/31/23 | 12/31/22 | Change |
|---|---|---|---|
| Par Value | $102,315 | $129,036 | ($26,721) |
| Amortized Cost | $100,317 | $128,188 | ($27,871) |
| Total Market Value (including accrued interest) | $100,188 | $125,706 | ($25,518) |
| Primary Reserve1 | $100,188 | $125,706 | ($25,518) |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 3.163% | 1.865% | 1.298% |
| Weighted Average Maturity (in years) | 1.22 | 1.21 | 0.01 |
| Effective Duration (in years) | |||
| Total Portfolio | 1.17 | 1.16 | 0.01 |
| Available-for-Sale Securities2 | 1.43 | 1.22 | 0.21 |
| 03/31/23 | 12/31/22 | Change |
|---|---|---|---|
| FRF-FSLIC | |||
| Book Value3 | $907 | $897 | $10 |
| Yield-to-Maturity | 4.69% | 3.95 | 0.74 |
| Weighted Average Maturity | overnight | overnight | no change |
| 03/31/23 | 12/31/22 | Change |
|---|---|---|---|
| Book Value4 | $5,301 | $924 | $4,377 |
| Effective Annual Yield | 4.73% | 3.73% | 100% |
| Weighted Average Maturity (in days) | 10 | 55 | (45) |
- 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.