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II.
Investments Results - Second Quarter 2015
DIF Investment Portfolio
- On June 30, 2015, the total liquidity (also total market value) of the DIF investment portfolio stood at $58.9 billion, up $6.6 billion from its December 31, 2014, balance of $52.3 billion. During the first half of the year, interest revenue, receivership dividends, and deposit insurance assessment collections exceeded resolution-related outlays and operating expenses.
- On June 30, 2015, the DIF investment portfolio’s yield was 0.76 percent, up 6 basis points from its December 31, 2014, yield of 0.70 percent. The increase largely reflected the new Treasury securities purchased during the first half of the year generally having considerably higher yields than the maturing securities.
- In accordance with the approved second quarter 2015 DIF portfolio investment strategy, staff purchased a total of 10 short-to intermediate-maturity conventional Treasury securities, all designated as available-for-sale. The 10 securities had a total par value of $6.9 billion, a weighted average yield of 0.68 percent, and a weighted average maturity of 1.60 years.
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