Deposit Insurance Fund Portfolio Summary - Second Quarter 2022
| 6/30/22 | 3/31/22 | Change |
|---|---|---|---|
| Par Value | $122,284 | $119,708 | $2,575 |
| Amortized Cost | $123,615 | $121,849 | $1,766 |
| Total Market Value (including accrued interest) | $122,016 | $120,773 | $1,243 |
| Primary Reserve1 | $122,016 | $120,773 | $1,243 |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 0.821% | 0.641% | 0.180% |
| Weighted Average Maturity (in years) | 1.03 | 1.11 | -0.08 |
| Effective Duration (in years) | |||
| Total Portfolio | 1.00 | 1.09 | -0.09 |
| Available-for-Sale Securities2 | 1.06 | 1.14 | -0.08 |
| 6/30/22 | 03/31/22 | Change |
|---|---|---|---|
| Book Value3 | $883 | $882 | $1 |
| Yield-to-Maturity | 1.08% | 0.13% | 0.95% |
| Weighted Average Maturity | overnight | overnight | no change |
| 6/30/22 | 3/31/22 | Change | |
|---|---|---|---|
| Book Value4 | $1,293 | $1,328 | ($35) |
| Effective Annual Yield | 1.48% | 0.36% | 1.11% |
| Weighted Average Maturity (in days) | 58 | 22 | 36 |
- 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.