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Financial Reports

Deposit Insurance Fund Portfolio Summary

Deposit Insurance Fund Portfolio Summary - Fourth Quarter 2021

Deposit Insurance Fund Portfolio Summary (Dollar values in Millions)

 

3/31/22

12/31/21

Change

Par Value

$119,708

$117,716

$1,992

Amortized Cost

$121,849

$120,242

$1,607

Total Market Value (including accrued interest)

$120,773

$120,797

($24)

Primary Reserve1

$120,773

$120,797

($24)

Primary Reserve % of Total Portfolio

100.0%

100.0%

0.0%

Yield-to-Maturity

0.641%

0.633%

0.008%

Weighted Average Maturity (in years)

1.11

1.24

-0.13

Effective Duration (in years)
Total Portfolio

1.09

1.22

-0.13

Available-for-Sale Securities2

1.14

1.28

-0.14

Summary of Other Corporate Investment Portfolios (Dollar values in Millions)
 3/31/2112/31/21Change
FRF-FSLIC
Book Value3

$882

$882

$0

Yield-to-Maturity

0.13%

0.06%

0.07%

Weighted Average Maturity

overnight

overnight

no change

National Liquidation Fund (NLF) Investment Portfolio Summary (Dollar values in Millions)

 

3/31/21

12/31/21

Change

Book Value4

$1,328

$1,409

($81)

Effective Annual Yield

0.36%

0.06%

0.30%

Weighted Average Maturity (in days)

22

1

21

  • 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.

Last Updated: May 17, 2022