Deposit Insurance Fund Portfolio Summary - First Quarter 2024
| 3/31/24 | 12/31/23 | Change |
|---|---|---|---|
| Par Value | $71,060 | $23,935 | $47,125 |
| Amortized Cost | $71,022 | $23,861 | $47,161 |
| Total Market Value (including accrued interest) | $71,081 | $23,843 | $47,238 |
| Primary Reserve1 | $71,081 | $23,843 | $47,238 |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 5.377% | 4.659% | -0.718% |
| Weighted Average Maturity (in years) | 0.02 | 0.21 | -0.19 |
| Effective Duration (in years) | |||
| Total Portfolio | 0.02 | 0.20 | -0.18 |
| Available-for-Sale Securities2 | 0.17 | 0.25 | -0.08 |
| 3/31/24 | 12/31/23 | Change | |
|---|---|---|---|
| FRF-FSLIC | |||
| Book Value3 | $957 | $944 | $13 |
| Yield-to-Maturity | 5.39% | 5.42% | -0.03% |
| Weighted Average Maturity | overnight | overnight | no change |
| 3/31/24 | 12/31/23 | Change |
|---|---|---|---|
| Book Value4 | $7,234 | $6,472 | $762 |
| Effective Annual Yield | 5.39% | 5.42% | -0.03% |
| Weighted Average Maturity (in days) | 1 | 1 | 0 |
- 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.