Deposit Insurance Fund Portfolio Summary - Fourth Quarter 2024
| (Dollar values in Millions) | |||
|---|---|---|---|
| 12/31/24 | 9/30/24 | Change | |
| Effective Duration (in years) | |||
| Par Value | $98,236 | $88,950 | $9,286 |
| Amortized Cost | $97,863 | $88,759 | $9,104 |
| Total Market Value (including accrued interest) | $98,187 | $88,924 | $9,263 |
| Primary Reserve 1 | $98,187 | $88,924 | $9,263 |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 4.435% | 4.826% | -0.391% |
| Weighted Average Maturity (in years) | 0.26 | 0.12 | 0.14 |
| Total Portfolio | 0.25 | 0.11 | 0.14 |
| Available-for-Sale Securities2 | 0.50 | 0.49 | 0.01 |
1Primary 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.
2Excludes any overnight investments.
| (Dollar values in Millions) | |||
|---|---|---|---|
| FRF-FSLIC | |||
| 12/31/24 | 9/30/24 | Change | |
| Book Value 3 | $995 | $983 | $12 |
| Yield-to-Maturity | 4.32% | 4.79% | -0.47% |
| Weighted Average Maturity | overnight | overnight | no change |
3Due to the current short-term nature of this portfolio, its respective Par, Book, and Market Values are identical for reporting purposes.
| (Dollar values in Millions) | |||
|---|---|---|---|
| 12/31/24 | 9/30/24 | Change | |
| Book Value 4 | $6,122 | $7,188 | ($1,066) |
| Effective Annual Yield | 4.47% | 4.95% | -0.48% |
| Weighted Average Maturity (in days) | 21 | 9 | 12 |
4Due to the short-term nature of the NFL portfolio, its Book and Market Values are identical for reporting purposes.