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Deposit
Insurance Fund Portfolio Summary - Second Quarter 2015
Deposit
Insurance Fund Portfolio
Summary
($ values in Millions) |
| |
6/30/15 |
12/31/14 |
Change |
Par Value |
$57,437 |
$50,739 |
$6,698 |
| Amortized Cost |
$58,133 |
$51,655 |
$6,478 |
| Total Market Value (including accrued interest) |
$58,918 |
$52,302 |
$6,616 |
| Primary Reserve 1 |
$58,918 |
$52,302 |
$6,616 |
| Primary Reserve % of Total Portfolio |
100.0% |
100.0% |
0.00% |
| Yield-to-Maturity 2 |
0.76% |
0.70% |
0.06% |
| Weighted Average Maturity (in years) |
1.50 |
1.66 |
-0.16 |
| Effective Duration (in years) |
| Total Portfolio |
1.47 |
1.63 |
-0.16 |
| Available-for-Sale Securities |
1.54 |
1.69 |
-0.15 |
| Held-to-Maturity Securities 3 |
not applicable |
not applicable |
not applicable |
1Primary
Reserve is the total market value (including accrued interest) of overnight
investments, all available-for-sale securities, and held-to-maturity securities
maturing within three months.
2The Yield-to-Maturity includes the
potential yield of Treasury Inflation-Protected Securities (TIPS),
which presently assumes an average 1.8% annual increase in the CPI over
the remaining life of each TIPS.
3In early August 2008, management reclassified all of the DIF portfolio's HTM securities as AFS securities effective as of June 30, 2008, because the FDIC could no longer assert it had the positive intent and ability to hold its HTM securities until their maturity dates.
| Summary
of Other Corporate Investment Portfolios ($ values in Millions) |
| |
6/30/15 |
12/31/14 |
Change |
| FRF-FSLIC |
| Book Value4 |
$826 |
$827 |
($1) |
| Yield-to-Maturity |
0.00% |
0.03% |
-0.03% |
| Weighted Average Maturity |
overnight |
overnight |
no change |
4 Due to the current short-term nature of this
portfolio, its respective Par, Book, and Market Values are identical
for reporting purposes.
National
Liquidation Fund (NLF) Investment Portfolio Summary
($ in Millions) |
| |
06/30/15 |
12/31/14 |
Change |
| Book Value 5 |
$10,970 |
$14,139 |
($3,169) |
| Effective Annual Yield |
0.15% |
0.11% |
0.04% |
| Weighted Average Maturity (in days) |
80 |
75 |
5 |
5 Due
to the short-term nature of NLF, the portfolio's Book and Market Values are
identical for reporting purposes. |
