Deposit Insurance Fund Portfolio Summary - Second Quarter 2021
(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.
(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.
(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.