II. Investments Results - Second Quarter 2023
DIF Investment Portfolio
- On June 30, 2023, the total liquidity (also total market value) of the DIF investment portfolio stood at $79.05 billion, down $21.14 billion from its March 31, 2023, balance of $100.19 billion. During the quarter, resolution-related outlays and operating expenses exceeded deposit insurance assessment collections, interest revenue, and receivership dividends.
- On June 30, 2023, the DIF investment portfolio’s yield was 4.046 percent, up 88 basis points from its 3.163 percent yield on March 31, 2023.
- In accordance with the approved second quarter 2023 DIF portfolio investment strategy, staff Invested in overnight securities only.
- Staff sold nine conventional Treasury securities with a total par value of $8.5 billion and a realized gain of $95.7 million.