II. Investments Results - Fourth Quarter 2023
DIF Investment Portfolio
- On December 31, 2023, the total liquidity (also total market value) of the DIF investment portfolio stood at $23.8 billion, down $58.9 billion from its September 30, 2023, balance of $82.8 billion. During the quarter, resolution-related outlays and operating expenses exceeded deposit insurance assessment collections, interest revenue and receivership dividends.
- On December 31, 2023, the DIF investment portfolio’s yield was 4.659 percent, down 3 basis points from its 4.689 percent yield on September 30, 2023.
- In accordance with the approved fourth quarter 2023 DIF portfolio investment strategy, staff invested in overnight securities only. Staff sold 32 conventional Treasury securities with a total par value of $35 billion, a weighted average yield of 3.787 percent, and a weighted average maturity of 1.52 years.