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Deposit Insurance Fund Portfolio Summary

Last Updated: June 22, 2021

Deposit Insurance Fund Portfolio Summary - First Quarter 2021

Deposit Insurance Fund Portfolio Summary ($ in millions)
(Dollar values in Millions)
03/31/21 12/31/20 Change
Par Value $112,485 $110,403 $2,082
Amortized Cost $114,780 $112,698 $2,082
Total Market Value (including accrued interest) $116,511 $114,910 $1,601
Primary Reserve 1 $116,511 $114,910 $1,601
Primary Reserve % of Total Portfolio 100.0% 100.0% 0.0%
Yield-to-Maturity 0.91% 1.11% -0.20%
Weighted Average Maturity (in years) 1.29 1.19 0.10
Effective Duration (in years)
Total Portfolio 1.26 1.16 0.10
Available-for-Sale Securities2 1.32 1.20 0.12

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.

Summary of Other Corporate Investment Portfolios
(Dollar values in Millions)
03/31/21 12/31/20 Change
FRF-FSLIC
Book Value 3 $882 $882 $0
Yield-to-Maturity 0.01% 0.06% -0.05%
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.

National Liquidation Fund (NLF) Investment Portfolio Sumary
(Dollar values in Millions)
  03/31/21 12/31/20 Change
Book Value4 $1,662 $1,761 ($99)
Effective Annual Yield 0.13% 0.14% -0.01%
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.