Deposit Insurance Fund Portfolio Summary - Fourth Quarter 2020
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 Reserve1 | $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 |
12/31/20 | 12/31/19 | Change | |
|---|---|---|---|
| FRF-FSLIC | |||
| Book Value3 | $882 | $878 | $4 |
| Yield-to-Maturity | 0.06% | 1.51% | -1.45% |
| Weighted Average Maturity | overnight | overnight | no change |
| 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) |
- 1
Primary 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.
- 2
Excludes any overnight investments.
- 3
Due to the current short-term nature of this portfolio, its respective Par, Book, and Market Values are identical for reporting purposes.
- 4
Due to the short-term nature of the NFL portfolio, its Book and Market Values are identical for reporting purposes.