Deposit Insurance Fund Portfolio Summary - First Quarter 2020
03/31/20 | 12/31/19 | Change | |
|---|---|---|---|
| Par Value | $106,056 | $104,429 | $1,627 |
| Amortized Cost | $107,176 | $105,464 | $1,713 |
| Total Market Value (including accrued interest) | $109,871 | $107,024 | $2,847 |
| Primary Reserve1 | $109,871 | $107,024 | $2,847 |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 1.74% | 1.98% | -0.24% |
| Weighted Average Maturity (in years) | 1.06 | 1.18 | -0.12 |
| Effective Duration (in years) | |||
| Total Portfolio | 1.04 | 1.15 | -0.11 |
| Available-for-Sale Securities2 | 1.14 | 1.22 | -0.08 |
| 3/31/20 | 12/31/19 | Change |
|---|---|---|---|
| FRF-FSLIC | |||
| Book Value3 | $881 | $878 | $3 |
| Yield-to-Maturity | 0.04% | 1.51% | -1.47% |
| Weighted Average Maturity | overnight | overnight | no change |
| 03/31/20 | 12/31/19 | Change | |
|---|---|---|---|
| Book Value4 | $2,150 | $2,128 | $22 |
| Effective Annual Yield | 0.69% | 1.76% | -1.07% |
| Weighted Average Maturity (in days) | 28 | 32 | (4) |
- 1
Primary Reserve is the total market value (including accrued interest) of overnight investments, all available-for-sale (AFS) securities, 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.