II. Investments Results - Third Quarter 2022
DIF Investment Portfolio
- On September 30, 2022, the total liquidity (also total market value) of the DIF investment portfolio stood at $123.05 billion, up $1.03 billion from its June 30, 2022, balance of $122.02 billion. During the quarter, interest revenue, receivership dividends, and deposit insurance assessment collections exceeded resolution-related outlays and operating expenses.
- On September 30, 2022, the DIF investment portfolio’s yield was 1.351 percent, up 53 basis points from its 0.821 percent yield on June 30, 2022. The new Treasury securities purchased during the third quarter of the year had higher yields than securities purchased in the previous quarter.
- In accordance with the approved third quarter 2022 DIF portfolio investment strategy, staff purchased 18 conventional Treasury securities with a total par value of $23.00 billion, a weighted average yield of 3.358 percent, and a weighted average maturity of 2.07 years.