Deposit Insurance Fund Portfolio Summary - Fourth Quarter 2021
| (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 Reserve 1 | $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 | ||
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) | |||||
|---|---|---|---|---|---|
| 3/31/21 | 12/31/21 | Change | |||
| FRF-FSLIC | |||||
| Book Value 3 | $882 | $882 | $0 | ||
| Yield-to-Maturity | 0.13% | 0.06% | 0.07% | ||
| 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) | |||||
|---|---|---|---|---|---|
| 3/31/21 | 12/31/21 | Change | |||
| Book Value 4 | $1,328 | $1,409 | ($81) | ||
| Effective Annual Yield | 0.36% | 0.06% | 0.30% | ||
| Weighted Average Maturity (in days) | 22 | 1 | 21 | ||
4Due to the short-term nature of the NFL portfolio, its Book and Market Values are identical for reporting purposes.