Deposit Insurance Fund Portfolio Summary - Third Quarter 2021
09/30/21 | 12/31/20 | Change | |
|---|---|---|---|
| Par Value | $115,527 | $110,403 | $5,124 |
| Amortized Cost | $118,245 | $112,698 | $5,547 |
| Total Market Value (including accrued interest) | $119,613 | $114,910 | $4,703 |
| Primary Reserve1 | $119,613 | $114,910 | $4,703 |
| Primary Reserve % of Total Portfolio | 100.0% | 100.0% | 0.0% |
| Yield-to-Maturity | 0.687% | 1.113% | -0.426% |
| Weighted Average Maturity (in years) | 1.26 | 1.19 | 0.07 |
| Effective Duration (in years) | |||
| Total Portfolio | 1.24 | 1.16 | 0.08 |
| Available-for-Sale Securities2 | 1.28 | 1.20 | 0.08 |
09/31/21 | 12/31/20 | Change | |
|---|---|---|---|
| FRF-FSLIC | |||
| Book Value3 | $882 | $882 | $0 |
| Yield-to-Maturity | 0.05% | 0.06% | -0.01% |
| Weighted Average Maturity | overnight | overnight | no change |
09/31/21 | 12/31/20 | Change | |
|---|---|---|---|
| Book Value4 | $1,255 | $1,761 | ($506) |
| Effective Annual Yield | 0.06% | 0.14% | -0.08% |
| 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.