Deposit Insurance Fund Portfolio Summary - Second Quarter 2023
| 06/30/23 | 3/31/23 | Change |
|---|---|---|---|
| Par Value | $80,909 | $102,315 | ($21,406) |
| Amortized Cost | $79,776 | $100,317 | ($20,541) |
| Total Market Value (including accrued interest) | $79,046 | $100,188 | ($21,142) |
| Primary Reserve1 | $79,046 | $100,188 | ($21,142) |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 4.046% | 3.163% | 0.883% |
| Weighted Average Maturity (in years) | 1.00 | 1.22 | -0.22 |
| Effective Duration (in years) | |||
| Total Portfolio | 0.96 | 1.17 | -0.21 |
| Available-for-Sale Securities2 | 1.40 | 1.43 | -0.03 |
| 06/30/23 | 03/31/23 | Change |
|---|---|---|---|
| FRF-FSLIC | |||
| Book Value3 | $918 | $907 | $11 |
| Yield-to-Maturity | 5.19% | 4.69 | 0.50 |
| Weighted Average Maturity | overnight | overnight | no change |
06/30/23 | 03/31/23 | Change | |
|---|---|---|---|
| Book Value4 | $6,377 | $5,301 | $1,076 |
| Effective Annual Yield | 5.16% | 4.73% | 0.43% |
| Weighted Average Maturity (in days) | 4 | 10 | (6) |
- 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.