Deposit Insurance Fund Portfolio Summary - Third Quarter 2023
09/30/23 | 6/30/23 | Change | |
|---|---|---|---|
| Par Value | $84,380 | $80,909 | $3,471 |
| Amortized Cost | $83,434 | $79,776 | $3,658 |
| Total Market Value (including accrued interest) | $82,759 | $79,046 | $3,713 |
| Primary Reserve1 | $82,759 | $79,046 | $3,713 |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 4.689% | 4.046% | 0.643% |
| Weighted Average Maturity (in years) | 0.80 | 1.00 | -0.20 |
| Effective Duration (in years) | |||
| Total Portfolio | 0.76 | 0.96 | -0.20 |
| Available-for-Sale Securities2 | 1.21 | 1.40 | -0.19 |
| 09/30/23 | 06/30/23 | Change |
|---|---|---|---|
| FRF-FSLIC | |||
| Book Value3 | $931 | $918 | $13 |
| Yield-to-Maturity | 5.40% | 5.19% | 0.21% |
| Weighted Average Maturity | overnight | overnight | no change |
09/30/23 | 06/30/23 | Change | |
|---|---|---|---|
| Book Value4 | $4,438 | $6,377 | ($1,939) |
| Effective Annual Yield | 5.43% | 5.16% | 0.27% |
| Weighted Average Maturity (in days) | 2 | 4 | (2) |
- 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.