Deposit Insurance Fund Portfolio Summary - Third Quarter 2022
9/30/22 | 6/30/22 | Change | |
|---|---|---|---|
| Par Value | $125,471 | $122,284 | $3,187 |
| Amortized Cost | $125,777 | $123,615 | $2,162 |
| Total Market Value (including accrued interest) | $123,054 | $122,016 | $1,038 |
| Primary Reserve1 | $123,054 | $122,016 | $1,038 |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 1.351% | 0.821% | 0.530% |
| Weighted Average Maturity (in years) | 1.14 | 1.03 | 0.11 |
| Effective Duration (in years) | |||
| Total Portfolio | 1.09 | 1.00 | 0.09 |
| Available-for-Sale Securities2 | 1.15 | 1.06 | 0.09 |
9/30/22 | 06/30/22 | Change | |
|---|---|---|---|
| FRF-FSLIC | |||
| Book Value3 | $888 | $883 | $5 |
| Yield-to-Maturity | 2.72% | 1.08% | 1.64% |
| Weighted Average Maturity | overnight | overnight | no change |
9/30/22 | 6/30/22 | Change | |
|---|---|---|---|
| Book Value4 | $1,013 | $1,293 | ($280) |
| Effective Annual Yield | 2.51% | 1.48% | 1.03% |
| Weighted Average Maturity (in days) | 45 | 58 | (13) |
- 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.