Deposit Insurance Fund Portfolio Summary - Second Quarter 2024
| (Dollar values in Millions) | |||
|---|---|---|---|
| 6/30/24 | 3/31/24 | Change | |
| Effective Duration (in years) | |||
| Par Value | $79,950 | $71,060 | $8,890 |
| Amortized Cost | $79,950 | $71,022 | $8,928 |
| Total Market Value (including accrued interest) | $79,989 | $71,081 | $8,908 |
| Primary Reserve 1 | $79,989 | $71,081 | $8,908 |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 5.410% | 5.377% | 0.033% |
| Weighted Average Maturity (in years) | 0.00 | 0.02 | -0.02 |
| Total Portfolio | 0.00 | 0.02 | -0.02 |
| Available-for-Sale Securities2 | 0.08 | 0.17 | -0.09 |
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 | |||
| 6/30/24 | 3/31/24 | Change | |
| Book Value 3 | $970 | $957 | $13 |
| Yield-to-Maturity | 5.37% | 5.39% | -0.02% |
| 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) | |||
|---|---|---|---|
| 6/30/24 | 3/31/24 | Change | |
| Book Value 4 | $8,336 | $7,234 | $1,102 |
| Effective Annual Yield | 5.41% | 5.39% | 0.02% |
| Weighted Average Maturity (in days) | 1 | 1 | 0 |
4Due to the short-term nature of the NFL portfolio, its Book and Market Values are identical for reporting purposes.