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Investments Results & Prospective Strategies

Last Updated: December 16, 2021

II. Investments Results - Third Quarter 2021

DIF Investment Portfolio

  • On September 30, 2021, the total liquidity (also total market value) of the DIF investment portfolio stood at $119.61 billion, up $4.70 billion from its December 31, 2020, balance of $114.91 billion.  During the quarter, interest revenue, receivership dividends, and deposit insurance assessment collections exceeded resolution-related outlays and operating expenses.
  • On September 30, 2021, the DIF investment portfolio’s yield was 0.687 percent, down 42.6 basis points from its 1.113 percent yield on December 31, 2020.  The new Treasury securities purchased during the third quarter of the year had significantly lower yields than the maturing securities’ yields.
  • In accordance with the approved third quarter 2021 DIF portfolio investment strategy, staff purchased a total of 11 conventional Treasury securities.  The 11 securities had a total par value of $19.50 billion, a weighted average yield of 0.225 percent, and a weighted average maturity of 1.76 years.