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Each depositor insured to at least $250,000 per insured bank



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Chief Financial Officer's (CFO) Report to the Board

301 Moved Permanently

301 Moved Permanently


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Deposit Insurance Fund Portfolio Summary - First Quarter 2014

Deposit Insurance Fund Portfolio Summary
($ values in Millions)
 
3/31/14
12/31/13
Change
Par Value $43,424 $40,682 $2,742
Amortized Cost $44,672 $42,025 $2,647
Total Market Value (including accrued interest) $45,046 $42,461 $2,585
Primary Reserve 1 $45,046 $42,461 $2,585
Primary Reserve % of Total Portfolio 100.0% 100.0% 0.0%
Yield-to-Maturity 2 0.56% 0.45% 0.11%
Weighted Average Maturity (in years) 1.66 1.41 0.25
Effective Duration (in years)
Total Portfolio 1.62 1.36 0.26
Available-for-Sale Securities 1.63 1.49 0.14
Held-to-Maturity Securities 0 0 0

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.
2The Yield-to-Maturity includes the potential yield of Treasury Inflation-Protected Securities (TIPS), which presently assumes an average 2.0% annual increase in the CPI over the remaining life of each TIPS.

Summary of Other Corporate Investment Portfolios ($ values in Millions)
 
3/31/14
12/31/31
Change
FRF-FSLIC
Book Value3 $826 $826 $0
Yield-to-Maturity 0.03% 0.01% 0.02%
Weighted Average Maturity overnight overnight no change

3 Due 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 Summary
($ values in Millions)
 
3/31/14
12/31/13
Change
Book Value 4 $13,313 $13,657 ($344)
Effective Annual Yield 0.10% 0.10% 0.00%
Weighted Average Maturity (in days) 58 62 (4)
 

4 Due to the short-term of NLF, the portfolio's Book and Market Values are identical for reporting purposes.



Last Updated 06/10/2014 dofbusinesscenter@fdic.gov

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