Deposit Insurance Fund Portfolio Summary - Fourth Quarter 2020
(Dollar values in Millions) | |||||
---|---|---|---|---|---|
12/31/20 | 12/31/19 | Change | |||
Par Value | $110,403 | $104,429 | $5,974 | ||
Amortized Cost | $112,698 | $105,464 | $7,234 | ||
Total Market Value (including accrued interest) | $114,910 | $107,024 | $7,886 | ||
Primary Reserve 1 | $114,910 | $107,204 | $7,886 | ||
Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% | ||
Yield-to-Maturity | 1.11% | 1.98% | -0.87% | ||
Weighted Average Maturity (in years) | 1.19 | 1.18 | 0.01 | ||
Effective Duration (in years) | |||||
Total Portfolio | 1.16 | 1.15 | 0.01 | ||
Available-for-Sale Securities2 | 1.20 | 1.22 | -0.02 |
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) | |||||
---|---|---|---|---|---|
12/31/20 | 12/31/19 | Change | |||
FRF-FSLIC | |||||
Book Value 3 | $882 | $878 | $4 | ||
Yield-to-Maturity | 0.06% | 1.51% | -1.45% | ||
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) | |||||
---|---|---|---|---|---|
12/31/20 | 12/31/19 | Change | |||
Book Value4 | $1,761 | $2,128 | ($367) | ||
Effective Annual Yield | 0.14% | 1.76% | -1.62% | ||
Weighted Average Maturity (in days) | 1 | 32 | (31) |
4Due to the short-term nature of the NFL portfolio, its Book and Market Values are identical for reporting purposes.