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Deposit Insurance Fund Portfolio Summary

Last Updated: March 22, 2021

Deposit Insurance Fund Portfolio Summary - Fourth Quarter 2020

Deposit Insurance Fund Portfolio Summary ($ in millions)
(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.

Summary of Other Corporate Investment Portfolios
(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.

National Liquidation Fund (NLF) Investment Portfolio Sumary
(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.