Deposit Insurance Fund Portfolio Summary - Fourth Quarter 2021
| 3/31/22 | 12/31/21 | Change |
|---|---|---|---|
| Par Value | $119,708 | $117,716 | $1,992 |
| Amortized Cost | $121,849 | $120,242 | $1,607 |
| Total Market Value (including accrued interest) | $120,773 | $120,797 | ($24) |
| Primary Reserve1 | $120,773 | $120,797 | ($24) |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 0.641% | 0.633% | 0.008% |
| Weighted Average Maturity (in years) | 1.11 | 1.24 | -0.13 |
| Effective Duration (in years) | |||
| Total Portfolio | 1.09 | 1.22 | -0.13 |
| Available-for-Sale Securities2 | 1.14 | 1.28 | -0.14 |
| 3/31/21 | 12/31/21 | Change | |
|---|---|---|---|
| FRF-FSLIC | |||
| Book Value3 | $882 | $882 | $0 |
| Yield-to-Maturity | 0.13% | 0.06% | 0.07% |
| Weighted Average Maturity | overnight | overnight | no change |
| 3/31/21 | 12/31/21 | Change |
|---|---|---|---|
| Book Value4 | $1,328 | $1,409 | ($81) |
| Effective Annual Yield | 0.36% | 0.06% | 0.30% |
| Weighted Average Maturity (in days) | 22 | 1 | 21 |
- 1
Primary 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.
- 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 the NFL portfolio, its Book and Market Values are identical for reporting purposes.