II. Investments Results - Fourth Quarter 2022
DIF Investment Portfolio
- On December 31, 2022, the total liquidity (also total market value) of the DIF investment portfolio stood at $125.7 billion, up $2.7 billion from its September 30, 2022, balance of $123.0 billion. During the quarter, interest revenue, receivership dividends, and deposit insurance assessment collections exceeded resolution-related outlays and operating expenses.
- On December 31, 2022, the DIF investment portfolio’s yield was 1.865 percent, up 51 basis points from its 1.351 percent yield on September 30, 2022. The new Treasury securities purchased during the fourth quarter of the year had higher yields than securities purchased in the previous quarter.
- In accordance with the approved fourth quarter 2022 DIF portfolio investment strategy, staff purchased 16 conventional Treasury securities with a total par value of $17.5 billion, a weighted average yield of 4.311 percent, and a weighted average maturity of 2.55 years.