Deposit Insurance Fund Portfolio Summary - Third Quarter 2024
| (Dollar values in Millions) | |||
|---|---|---|---|
9/30/24 | 6/30/24 | Change | |
| Par Value | $88,950 | $79,950 | $9,000 |
| Amortized Cost | $88,759 | $79,950 | $8,809 |
| Total Market Value (including accrued interest) | $88,924 | $79,989 | $8,935 |
| Primary Reserve 1 | $88,924 | $79,989 | $8,935 |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 4.826% | 5.410% | -0.584% |
| Weighted Average Maturity (in years) | 0.12 | 0.00 | 0.12 |
| Total Portfolio | 0.11 | 0.00 | 0.11 |
| Available-for-Sale Securities2 | 0.49 | 0.08 | 0.41 |
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 | |||
9/30/24 | 6/30/24 | Change | |
| Book Value 3 | $983 | $970 | $13 |
| Yield-to-Maturity | 4.79% | 5.37% | -0.58% |
| 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) | |||
|---|---|---|---|
9/30/24 | 6/30/24 | Change | |
| Book Value 4 | $7,188 | $8,336 | ($1,148) |
| Effective Annual Yield | 4.95% | 5.41% | -0.46% |
| Weighted Average Maturity (in days) | 9 | 1 | 8 |
4Due to the short-term nature of the NFL portfolio, its Book and Market Values are identical for reporting purposes.