Deposit Insurance Fund Portfolio Summary - Second Quarter 2021
| 06/30/21 | 12/31/20 | Change |
|---|---|---|---|
| Par Value | $114,403 | $110,403 | $4,000 |
| Amortized Cost | $116,793 | $112,698 | $4,096 |
| Total Market Value (including accrued interest) | $118,155 | $114,910 | $3,245 |
| Primary Reserve1 | $118,155 | $114,910 | $3,245 |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 0.816% | 1.113% | -0.29% |
| Weighted Average Maturity (in years) | 1.22 | 1.19 | 0.03 |
| Effective Duration (in years) | |||
| Total Portfolio | 1.119 | 1.16 | 0.03 |
| Available-for-Sale Securities2 | 1.25 | 1.20 | 0.05 |
| 06/31/21 | 12/31/20 | Change |
|---|---|---|---|
| FRF-FSLIC | |||
| Book Value3 | $882 | $882 | $0 |
| Yield-to-Maturity | 0.04% | 0.06% | -0.02% |
| Weighted Average Maturity | overnight | overnight | no change |
| 06/31/21 | 12/31/20 | Change |
|---|---|---|---|
| Book Value5 | $1,345 | $1,761 | ($416) |
| Effective Annual Yield | 0.06% | 0.14% | -0.07% |
| Weighted Average Maturity (in days) | 1 | 1 | 0 |
- 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.
- 5
The NLF is comprised of the collective cash holdings of all active failed bank receiverships managed by the FDIC.