301 Moved Permanently
301 Moved Permanently
openresty
|
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. |