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Investments Results & Prospective Strategies

Last Updated: May 17, 2022

II. Investments Results - First Quarter 2022

DIF Investment Portfolio

  • On March 31, 2022, the total liquidity (also total market value) of the DIF investment portfolio stood at $120.77 billion, down $24 million from its December 31, 2021, balance of $120.80 billion.  During the quarter, interest revenue, receivership dividends, and deposit insurance assessment collections exceeded resolution-related outlays and operating expenses; however, mark-to-market losses occurred due to rising rates.
  • On March 31, 2022, the DIF investment portfolio’s yield was 0.641 percent, up 0.8 basis points from its 0.633 percent yield on December 31, 2021.  The new Treasury securities purchased during the first quarter of the year had higher yields than securities purchased in the previous quarter.
  • In accordance with the approved first quarter 2022 DIF portfolio investment strategy, staff purchased a total of 11 conventional Treasury securities.  The 11 securities had a total par value of $12.50 billion, a weighted average yield of 1.062 percent, and a weighted average maturity of 1.29 years.