Deposit Insurance Fund Portfolio Summary - Second Quarter 2020
| 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 |
| 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 |
| 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.