II. Investments Results - First Quarter 2023
DIF Investment Portfolio
- On March 31, 2023, the total liquidity (also total market value) of the DIF investment portfolio stood at $100.19 billion, down $25.52 billion from its December 31, 2022, balance of $125.71 billion. During the quarter, resolution-related outlays and operating expenses exceeded deposit insurance assessment collections, interest revenue and receivership dividends.
- On March 31, 2023, the DIF investment portfolio’s yield was 3.163 percent, up 130 basis points from its 1.865 percent yield on December 31, 2022.
- In accordance with the approved first quarter 2023 DIF portfolio investment strategy, staff purchased 14 conventional Treasury securities with a total par value of $13.5 billion, a weighted average yield of 4.279 percent, and a weighted average maturity of 2.90 years.
- Staff sold 30 conventional Treasury securities with a total par value of $39.6 billion and realized a loss of $1.67 billion.