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Financial Reports

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

Deposit Insurance Fund Portfolio Summary - Second Quarter 2020

Deposit Insurance Fund Portfolio Summary
(Dollar values in Millions)

 

06/30/20

12/31/19

Change

Par Value

$107,107

$104,429

$2,678

Amortized Cost

$108,501

$105,464

$3,038

Total Market Value (including accrued interest)

$111,474

$107,024

$4,450

Primary Reserve1

$111,474

$107,024

$4,450

Primary Reserve % of Total Portfolio

100.0%

100.0%

0.0%

Yield-to-Maturity

1.61%

1.98%

-0.37%

Weighted Average Maturity (in years)

1.03

1.18

-0.15

Total Portfolio

1.00

1.15

-0.15

Available-for-Sale Securities2

1.05

1.22

-0.17

Summary of Other Corporate Investment Portfolios (Dollar values in Millions)

 

6/30/20

12/31/19

Change

Book Value3

$881

$878

$3

Yield-to-Maturity

0.11%

1.51%

-1.40%

Weighted Average Maturity

overnight

overnight

no change

National Liquidation Fund (NLF) Investment Portfolio Summary
(Dollar values in Millions)

 

06/30/20

12/31/19

Change

Book Value4

$1,974

$2,128

($154)

Effective Annual Yield

0.40%

1.76%

-1.35%

Weighted Average Maturity (in days)

15

32

(17)

  • 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.

Last Updated: September 15, 2020