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Deposit Insurance Fund Portfolio Summary

Last Updated: June 22, 2021

Deposit Insurance Fund Portfolio Summary - Second Quarter 2021

Deposit Insurance Fund Portfolio Summary ($ in millions)
(Dollar values in Millions)
06/30/21 12/31/20 Change
Par Value $114,403 $110,403 $4,000
Amortized Cost $116,793 $112,698 $4,096
Total Market Value (including accrued interest) $118,155 $114,910 $3,245
Primary Reserve 1 $118,155 $114,910 $3,245
Primary Reserve % of Total Portfolio 100.0% 100.0% 0.0%
Yield-to-Maturity 0.816% 1.113% -0.29%
Weighted Average Maturity (in years) 1.22 1.19 0.03
Effective Duration (in years)
Total Portfolio 1.119 1.16 0.03
Available-for-Sale Securities2 1.25 1.20 0.05

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)
06/31/21 12/31/20 Change
FRF-FSLIC
Book Value 3 $882 $882 $0
Yield-to-Maturity 0.04% 0.06% -0.02%
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)
  06/31/21 12/31/20 Change
Book Value4 $1,345 $1,761 ($416)
Effective Annual Yield 0.06% 0.14% -0.07%
Weighted Average Maturity (in days) 1 1 0

4The NLF is comprised of the collective cash holdings of all active failed bank receiverships managed by the FDIC.

5Due to the short-term nature of the NFL portfolio, its Book and Market Values are identical for reporting purposes.