II. Investments Results - Fourth Quarter 2024
DIF Investment Portfolio
- On December 31, 2024, the total liquidity (also total market value) of the DIF investment portfolio stood at $98.2 billion, up $9.3 billion from its September 30, 2024, balance of $88.9 billion. This increase was primarily due to deposit insurance assessment collections, interest revenue, and receivership dividends exceeding resolution-related outlays and operating expenses.
- On December 31, 2024, the DIF investment portfolio’s yield was 4.435 percent, down 39 basis points from its 4.826 percent yield on September 30, 2024.
- In accordance with the approved fourth quarter 2024 DIF portfolio investment strategy, staff purchased 10 conventional Treasury securities with a total par value of $30.0 billion, a weighted average yield of 4.332 percent, and a weighted average maturity of 0.84 years.