Deposit Insurance Fund Portfolio Summary - Third Quarter 2021
| (Dollar values in Millions) | |||||
|---|---|---|---|---|---|
| 09/30/21 | 12/31/20 | Change | |||
| Par Value | $115,527 | $110,403 | $5,124 | ||
| Amortized Cost | $118,245 | $112,698 | $5,547 | ||
| Total Market Value (including accrued interest) | $119,613 | $114,910 | $4,703 | ||
| Primary Reserve 1 | $119,613 | $114,910 | $4,703 | ||
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% | ||
| Yield-to-Maturity | 0.687% | 1.113% | -0.426% | ||
| Weighted Average Maturity (in years) | 1.26 | 1.19 | 0.07 | ||
| Effective Duration (in years) | |||||
| Total Portfolio | 1.24 | 1.16 | 0.08 | ||
| Available-for-Sale Securities2 | 1.28 | 1.20 | 0.08 | ||
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) | |||||
|---|---|---|---|---|---|
| 09/31/21 | 12/31/20 | Change | |||
| FRF-FSLIC | |||||
| Book Value 3 | $882 | $882 | $0 | ||
| Yield-to-Maturity | 0.05% | 0.06% | -0.01% | ||
| 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) | |||||
|---|---|---|---|---|---|
| 09/31/21 | 12/31/20 | Change | |||
| Book Value4 | $1,255 | $1,761 | ($506) | ||
| Effective Annual Yield | 0.06% | 0.14% | -0.08% | ||
| Weighted Average Maturity (in days) | 1 | 1 | 0 | ||
4Due to the short-term nature of the NFL portfolio, its Book and Market Values are identical for reporting purposes.