II. Investments Results - Second Quarter 2022
DIF Investment Portfolio
- On June 30, 2022, the total liquidity (also total market value) of the DIF investment portfolio stood at $122.02 billion, up $1.25 billion from its March 31, 2022, balance of $120.77 billion. During the quarter, interest revenue, receivership dividends, and deposit insurance assessment collections exceeded resolution-related outlays and operating expenses.
- On June 30, 2022, the DIF investment portfolio’s yield was 0.821 percent, up 18 basis points from its 0.641 percent yield on March 31, 2022. The new Treasury securities purchased during the second quarter of the year had higher yields than securities purchased in the previous quarter.
- In accordance with the approved second quarter 2022 DIF portfolio investment strategy, staff purchased a total of 12 conventional Treasury securities. The 12 securities had a total par value of $9.50 billion, a weighted average yield of 2.670 percent, and a weighted average maturity of 2.28 years.