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Investments Results & Prospective Strategies

Last Updated: March 29, 2022

II. Investments Results - Fourth Quarter 2021

DIF Investment Portfolio

  • On December 31, 2021, the total liquidity (also total market value) of the DIF investment portfolio stood at $120.80 billion, up $5.89 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 December 31, 2021, the DIF investment portfolio’s yield was 0.633 percent, down 48.0 basis points from its 1.113 percent yield on December 31, 2020.  The new Treasury securities purchased during the fourth quarter of the year had significantly lower yields than the maturing securities’ yields.
  • In accordance with the approved fourth quarter 2021 DIF portfolio investment strategy, staff purchased a total of nine conventional Treasury securities.  The nine securities had a total par value of $15.93 billion, a weighted average yield of 0.595 percent, and a weighted average maturity of 1.83 years.