Deposit Insurance Fund Portfolio Summary - Third Quarter 2020
| 9/30/20 | 12/31/19 | Change |
|---|---|---|---|
| Par Value | $108,949 | $104,429 | $4,520 |
| Amortized Cost | $111,259 | $105,464 | $5,795 |
| Total Market Value (including accrued interest) | $113,442 | $107,024 | $6,418 |
| Primary Reserve1 | $113,442 | $107,024 | $6,418 |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 1.22% | 1.98% | -0.76% |
| Weighted Average Maturity (in years) | 1.27 | 1.18 | 0.09 |
| Effective Duration (in years) | |||
| Total Portfolio | 1.24 | 1.15 | 0.09 |
| Available-for-Sale Securities2 | 1.32 | 1.22 | 0.10 |
9/30/20 | 12/31/19 | Change | |
|---|---|---|---|
| FRF-FSLIC | |||
| Book Value3 | $881 | $878 | $3 |
| Yield-to-Maturity | 0.07% | 1.51% | -1.44% |
| Weighted Average Maturity | overnight | overnight | no change |
| 9/30/20 | 12/31/19 | Change |
|---|---|---|---|
| Book Value4 | $1,657 | $2,128 | ($471) |
| Effective Annual Yield | 0.27% | 1.76% | -1.49% |
| Weighted Average Maturity (in days) | 6 | 32 | (26) |
- 1
Primary Reserve is the total market value (including accrued interest) of overnight investments, all available-for-sale securities (AFS), 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 NLF portfolio, its Book and Market Values are identical for reporting purposes.