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Office of The Comptroller: NYC Employee Retirement System (NYCERS) Holdings Data

This dataset sets forth the holdings NYC Employee Retirement System (NYCERS) (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

City Government Office of the Comptroller Dataset p3e6-t4zv 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
6.25% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1490112.00
Base Total Cost
1593126.33
Base Unrealized Gain Loss
-103014.33
Base Accrued Interest
34583.33
Local Market Value
1490112
Local Total Cost Amount
1593126.33
Local Unrealized Gain Loss
-103014.33
Local Accrued Interest
34583.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.5% 27 Aug 2031
Maturity Date
2031-08-27T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
4515000.00
Base Market Value
3760408.05
Base Total Cost
3808808.85
Base Unrealized Gain Loss
-48400.8
Base Accrued Interest
6396.25
Local Market Value
3760408.05
Local Total Cost Amount
3808808.85
Local Unrealized Gain Loss
-48400.8
Local Accrued Interest
6396.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.6% 27 Oct 2025
Maturity Date
2025-10-27T00:00:00.000
Interest Rate
0.6
Original Face
0
Shares Par Value
700000.00
Base Market Value
641809.00
Base Total Cost
700000
Base Unrealized Gain Loss
-58191
Base Accrued Interest
746.67
Local Market Value
641809
Local Total Cost Amount
700000
Local Unrealized Gain Loss
-58191
Local Accrued Interest
746.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.61% 10 Nov 2025
Maturity Date
2025-11-10T00:00:00.000
Interest Rate
0.61
Original Face
0
Shares Par Value
500000.00
Base Market Value
463390.00
Base Total Cost
500000
Base Unrealized Gain Loss
-36610
Base Accrued Interest
432.08
Local Market Value
463390
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-36610
Local Accrued Interest
432.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.65% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
0.65
Original Face
0
Shares Par Value
500000.00
Base Market Value
463695.00
Base Total Cost
500000
Base Unrealized Gain Loss
-36305
Base Accrued Interest
956.94
Local Market Value
463695
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-36305
Local Accrued Interest
956.94
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.625% 08 Sep 2025
Maturity Date
2025-09-08T00:00:00.000
Interest Rate
0.625
Original Face
0
Shares Par Value
600000.00
Base Market Value
556230.00
Base Total Cost
600000
Base Unrealized Gain Loss
-43770
Base Accrued Interest
1177.08
Local Market Value
556230
Local Total Cost Amount
600000
Local Unrealized Gain Loss
-43770
Local Accrued Interest
1177.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.35% 29 Mar 2024
Maturity Date
2024-03-29T00:00:00.000
Interest Rate
0.35
Original Face
0
Shares Par Value
600000.00
Base Market Value
571494.00
Base Total Cost
600000
Base Unrealized Gain Loss
-28506
Base Accrued Interest
536.67
Local Market Value
571494
Local Total Cost Amount
600000
Local Unrealized Gain Loss
-28506
Local Accrued Interest
536.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.57% 08 Oct 2025
Maturity Date
2025-10-08T00:00:00.000
Interest Rate
0.57
Original Face
0
Shares Par Value
500000.00
Base Market Value
459575.00
Base Total Cost
500000
Base Unrealized Gain Loss
-40425
Base Accrued Interest
657.08
Local Market Value
459575
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-40425
Local Accrued Interest
657.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.6% 20 Oct 2025
Maturity Date
2025-10-20T00:00:00.000
Interest Rate
0.6
Original Face
0
Shares Par Value
600000.00
Base Market Value
550266.00
Base Total Cost
600000
Base Unrealized Gain Loss
-49734
Base Accrued Interest
710
Local Market Value
550266
Local Total Cost Amount
600000
Local Unrealized Gain Loss
-49734
Local Accrued Interest
710
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.7% 30 Dec 2025
Maturity Date
2025-12-30T00:00:00.000
Interest Rate
0.7
Original Face
0
Shares Par Value
600000.00
Base Market Value
555996.00
Base Total Cost
600000
Base Unrealized Gain Loss
-44004
Base Accrued Interest
11.67
Local Market Value
555996
Local Total Cost Amount
600000
Local Unrealized Gain Loss
-44004
Local Accrued Interest
11.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA PRIN STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA PRIN STRIP
Security Description
0.01% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2145000.00
Base Market Value
1712439.30
Base Total Cost
1469131.95
Base Unrealized Gain Loss
243307.35
Base Accrued Interest
0
Local Market Value
1712439.3
Local Total Cost Amount
1469131.95
Local Unrealized Gain Loss
243307.35
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.01% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
7620000.00
Base Market Value
5935675.20
Base Total Cost
5309283.39
Base Unrealized Gain Loss
626391.81
Base Accrued Interest
0
Local Market Value
5935675.2
Local Total Cost Amount
5309283.39
Local Unrealized Gain Loss
626391.81
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
WR
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
6.25% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
20000000.00
Base Market Value
23690000.00
Base Total Cost
27660377.3
Base Unrealized Gain Loss
-3970377.3
Base Accrued Interest
159722.23
Local Market Value
23690000
Local Total Cost Amount
27660377.3
Local Unrealized Gain Loss
-3970377.3
Local Accrued Interest
159722.23
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
6.25% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1184500.00
Base Total Cost
1448410
Base Unrealized Gain Loss
-263910
Base Accrued Interest
7986.11
Local Market Value
1184500
Local Total Cost Amount
1448410
Local Unrealized Gain Loss
-263910
Local Accrued Interest
7986.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
6.25% 15 May 2029
Interest Rate
6.25
Original Face
0
Shares Par Value
8200000.00
Base Market Value
9712900.00
Base Total Cost
10878282.82
Base Unrealized Gain Loss
-1165382.82
Base Accrued Interest
65486.12
Local Market Value
9712900
Local Total Cost Amount
10878282.82
Local Unrealized Gain Loss
-1165382.82
Local Accrued Interest
65486.12
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
7.125% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
750000.00
Base Market Value
943027.50
Base Total Cost
1171371
Base Unrealized Gain Loss
-228343.5
Base Accrued Interest
24640.63
Local Market Value
943027.5
Local Total Cost Amount
1171371
Local Unrealized Gain Loss
-228343.5
Local Accrued Interest
24640.63
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
7.25% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1270940.00
Base Total Cost
1589260
Base Unrealized Gain Loss
-318320
Base Accrued Interest
9263.89
Local Market Value
1270940
Local Total Cost Amount
1589260
Local Unrealized Gain Loss
-318320
Local Accrued Interest
9263.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
6.625% 15 Nov 2030
Maturity Date
2030-11-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
2500000.00
Base Market Value
3089375.00
Base Total Cost
3692153
Base Unrealized Gain Loss
-602778
Base Accrued Interest
21163.2
Local Market Value
3089375
Local Total Cost Amount
3692153
Local Unrealized Gain Loss
-602778
Local Accrued Interest
21163.2
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIEMAE STRIPS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE STRIPS
Security Description
0.01% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
997000.00
Base Market Value
795944.98
Base Total Cost
596365.52
Base Unrealized Gain Loss
199579.46
Base Accrued Interest
0
Local Market Value
795944.98
Local Total Cost Amount
596365.52
Local Unrealized Gain Loss
199579.46
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.625% 22 Apr 2025
Maturity Date
2025-04-22T00:00:00.000
Interest Rate
0.625
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1870200.00
Base Total Cost
2022560
Base Unrealized Gain Loss
-152360
Base Accrued Interest
2395.83
Local Market Value
1870200
Local Total Cost Amount
2022560
Local Unrealized Gain Loss
-152360
Local Accrued Interest
2395.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.5% 17 Jun 2025
Maturity Date
2025-06-17T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
1165000.00
Base Market Value
1080665.65
Base Total Cost
1166709.29
Base Unrealized Gain Loss
-86043.64
Base Accrued Interest
226.53
Local Market Value
1080665.65
Local Total Cost Amount
1166709.29
Local Unrealized Gain Loss
-86043.64
Local Accrued Interest
226.53
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.25% 10 Jul 2023
Maturity Date
2023-07-10T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2433725.00
Base Total Cost
2501518.01
Base Unrealized Gain Loss
-67793.01
Base Accrued Interest
2968.75
Local Market Value
2433725
Local Total Cost Amount
2501518.01
Local Unrealized Gain Loss
-67793.01
Local Accrued Interest
2968.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.875% 05 Aug 2030
Maturity Date
2030-08-05T00:00:00.000
Interest Rate
0.875
Original Face
0
Shares Par Value
4250000.00
Base Market Value
3516237.50
Base Total Cost
4187234.26
Base Unrealized Gain Loss
-670996.76
Base Accrued Interest
15081.59
Local Market Value
3516237.5
Local Total Cost Amount
4187234.26
Local Unrealized Gain Loss
-670996.76
Local Accrued Interest
15081.59
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.5% 14 Aug 2025
Maturity Date
2025-08-14T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
462090.00
Base Total Cost
500000
Base Unrealized Gain Loss
-37910
Base Accrued Interest
951.39
Local Market Value
462090
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-37910
Local Accrued Interest
951.39
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.375% 25 Aug 2025
Maturity Date
2025-08-25T00:00:00.000
Interest Rate
0.375
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1377630.00
Base Total Cost
1491049.5
Base Unrealized Gain Loss
-113419.5
Base Accrued Interest
1968.75
Local Market Value
1377630
Local Total Cost Amount
1491049.5
Local Unrealized Gain Loss
-113419.5
Local Accrued Interest
1968.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.75% 08 Oct 2027
Maturity Date
2027-10-08T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
8750000.00
Base Market Value
7740162.50
Base Total Cost
8737487.5
Base Unrealized Gain Loss
-997325
Base Accrued Interest
15130.21
Local Market Value
7740162.5
Local Total Cost Amount
8737487.5
Local Unrealized Gain Loss
-997325
Local Accrued Interest
15130.21
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.75% 08 Oct 2027
Maturity Date
2027-10-08T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2211475.00
Base Total Cost
2498197.5
Base Unrealized Gain Loss
-286722.5
Base Accrued Interest
4322.92
Local Market Value
2211475
Local Total Cost Amount
2498197.5
Local Unrealized Gain Loss
-286722.5
Local Accrued Interest
4322.92
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.5% 07 Nov 2025
Maturity Date
2025-11-07T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2754300.00
Base Total Cost
3007089
Base Unrealized Gain Loss
-252789
Base Accrued Interest
2250
Local Market Value
2754300
Local Total Cost Amount
3007089
Local Unrealized Gain Loss
-252789
Local Accrued Interest
2250
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
2.125% 24 Apr 2026
Maturity Date
2026-04-24T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
1000000.00
Base Market Value
965700.00
Base Total Cost
1093090
Base Unrealized Gain Loss
-127390
Base Accrued Interest
3954.86
Local Market Value
965700
Local Total Cost Amount
1093090
Local Unrealized Gain Loss
-127390
Local Accrued Interest
3954.86
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
2.125% 24 Apr 2026
Interest Rate
2.125
Original Face
0
Shares Par Value
6500000.00
Base Market Value
6277050.00
Base Total Cost
6383012.34
Base Unrealized Gain Loss
-105962.34
Base Accrued Interest
25706.59
Local Market Value
6277050
Local Total Cost Amount
6383012.34
Local Unrealized Gain Loss
-105962.34
Local Accrued Interest
25706.59
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.875% 24 Sep 2026
Maturity Date
2026-09-24T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
951500.00
Base Total Cost
1085785
Base Unrealized Gain Loss
-134285
Base Accrued Interest
5052.08
Local Market Value
951500
Local Total Cost Amount
1085785
Local Unrealized Gain Loss
-134285
Local Accrued Interest
5052.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
2.875% 12 Sep 2023
Maturity Date
2023-09-12T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1999820.00
Base Total Cost
2157082
Base Unrealized Gain Loss
-157262
Base Accrued Interest
17409.72
Local Market Value
1999820
Local Total Cost Amount
2157082
Local Unrealized Gain Loss
-157262
Local Accrued Interest
17409.72
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.625% 07 Jan 2025
Maturity Date
2025-01-07T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1206987.50
Base Total Cost
1316033.76
Base Unrealized Gain Loss
-109046.26
Base Accrued Interest
9817.71
Local Market Value
1206987.5
Local Total Cost Amount
1316033.76
Local Unrealized Gain Loss
-109046.26
Local Accrued Interest
9817.71
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
2.625% 06 Sep 2024
Maturity Date
2024-09-06T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1510878.50
Base Total Cost
1666347.57
Base Unrealized Gain Loss
-155469.07
Base Accrued Interest
12787.76
Local Market Value
1510878.5
Local Total Cost Amount
1666347.57
Local Unrealized Gain Loss
-155469.07
Local Accrued Interest
12787.76
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.56% 17 Nov 2025
Maturity Date
2025-11-17T00:00:00.000
Interest Rate
0.56
Original Face
0
Shares Par Value
500000.00
Base Market Value
459840.00
Base Total Cost
500000
Base Unrealized Gain Loss
-40160
Base Accrued Interest
342.22
Local Market Value
459840
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-40160
Local Accrued Interest
342.22
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Nov 2041
Maturity Date
2041-11-25T00:00:00.000
Interest Rate
4.92643
Original Face
13500000
Shares Par Value
1651352.00
Base Market Value
258035.14
Base Total Cost
371554.2
Base Unrealized Gain Loss
-113519.06
Base Accrued Interest
1355.88
Local Market Value
258035.14
Local Total Cost Amount
371554.2
Local Unrealized Gain Loss
-113519.06
Local Accrued Interest
1355.88
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Jun 2041
Maturity Date
2041-06-25T00:00:00.000
Interest Rate
4.47643
Original Face
8706150
Shares Par Value
913366.38
Base Market Value
100603.11
Base Total Cost
120735.62
Base Unrealized Gain Loss
-20132.51
Base Accrued Interest
681.43
Local Market Value
100603.11
Local Total Cost Amount
120735.62
Local Unrealized Gain Loss
-20132.51
Local Accrued Interest
681.43
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Apr 2042
Maturity Date
2042-04-25T00:00:00.000
Interest Rate
4.32643
Original Face
15300000
Shares Par Value
1382032.48
Base Market Value
174731.89
Base Total Cost
248765.86
Base Unrealized Gain Loss
-74033.97
Base Accrued Interest
996.54
Local Market Value
174731.89
Local Total Cost Amount
248765.86
Local Unrealized Gain Loss
-74033.97
Local Accrued Interest
996.54
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
4% 25 Jan 2042
Maturity Date
2042-01-25T00:00:00.000
Interest Rate
4
Original Face
2450000
Shares Par Value
3458930.04
Base Market Value
3419067.25
Base Total Cost
3962214.95
Base Unrealized Gain Loss
-543147.7
Base Accrued Interest
0
Local Market Value
3419067.25
Local Total Cost Amount
3962214.95
Local Unrealized Gain Loss
-543147.7
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
3% 25 Sep 2027
Maturity Date
2027-09-25T00:00:00.000
Interest Rate
3
Original Face
24929410
Shares Par Value
2511356.11
Base Market Value
130078.95
Base Total Cost
152643.38
Base Unrealized Gain Loss
-22564.43
Base Accrued Interest
0
Local Market Value
130078.95
Local Total Cost Amount
152643.38
Local Unrealized Gain Loss
-22564.43
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
4% 25 Nov 2042
Maturity Date
2042-11-25T00:00:00.000
Interest Rate
4
Original Face
5400000
Shares Par Value
898677.13
Base Market Value
194028.53
Base Total Cost
107841.24
Base Unrealized Gain Loss
86187.29
Base Accrued Interest
0
Local Market Value
194028.53
Local Total Cost Amount
107841.24
Local Unrealized Gain Loss
86187.29
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Oct 2042
Maturity Date
2042-10-25T00:00:00.000
Interest Rate
4.37643
Original Face
10296840
Shares Par Value
1348567.76
Base Market Value
209963.23
Base Total Cost
235999.36
Base Unrealized Gain Loss
-26036.13
Base Accrued Interest
983.65
Local Market Value
209963.23
Local Total Cost Amount
235999.36
Local Unrealized Gain Loss
-26036.13
Local Accrued Interest
983.65
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Oct 2042
Maturity Date
2042-10-25T00:00:00.000
Interest Rate
4.41643
Original Face
11041487
Shares Par Value
1457148.57
Base Market Value
211011.87
Base Total Cost
257733.16
Base Unrealized Gain Loss
-46721.29
Base Accrued Interest
1072.56
Local Market Value
211011.87
Local Total Cost Amount
257733.16
Local Unrealized Gain Loss
-46721.29
Local Accrued Interest
1072.56
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Nov 2042
Maturity Date
2042-11-25T00:00:00.000
Interest Rate
3.37643
Original Face
1355369
Shares Par Value
259626.64
Base Market Value
28380.98
Base Total Cost
25123.27
Base Unrealized Gain Loss
3257.71
Base Accrued Interest
146.1
Local Market Value
28380.98
Local Total Cost Amount
25123.27
Local Unrealized Gain Loss
3257.71
Local Accrued Interest
146.1
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
3% 25 Dec 2027
Maturity Date
2027-12-25T00:00:00.000
Interest Rate
3
Original Face
3887375
Shares Par Value
410974.68
Base Market Value
21203.42
Base Total Cost
34596.53
Base Unrealized Gain Loss
-13393.11
Base Accrued Interest
0
Local Market Value
21203.42
Local Total Cost Amount
34596.53
Local Unrealized Gain Loss
-13393.11
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
3% 25 Jan 2028
Maturity Date
2028-01-25T00:00:00.000
Interest Rate
3
Original Face
3523599
Shares Par Value
420478.40
Base Market Value
22577.04
Base Total Cost
35835.19
Base Unrealized Gain Loss
-13258.15
Base Accrued Interest
0
Local Market Value
22577.04
Local Total Cost Amount
35835.19
Local Unrealized Gain Loss
-13258.15
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
3% 25 Feb 2028
Maturity Date
2028-02-25T00:00:00.000
Interest Rate
3
Original Face
3834621
Shares Par Value
424143.98
Base Market Value
20854.06
Base Total Cost
36148.01
Base Unrealized Gain Loss
-15293.95
Base Accrued Interest
0
Local Market Value
20854.06
Local Total Cost Amount
36148.01
Local Unrealized Gain Loss
-15293.95
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
3% 25 Feb 2043
Maturity Date
2043-02-25T00:00:00.000
Interest Rate
3
Original Face
7931000
Shares Par Value
1379692.23
Base Market Value
186748.79
Base Total Cost
159203.54
Base Unrealized Gain Loss
27545.25
Base Accrued Interest
0
Local Market Value
186748.79
Local Total Cost Amount
159203.54
Local Unrealized Gain Loss
27545.25
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Apr 2043
Maturity Date
2043-04-25T00:00:00.000
Interest Rate
3.451716
Original Face
13600000
Shares Par Value
3870727.41
Base Market Value
3138494.16
Base Total Cost
3963261.99
Base Unrealized Gain Loss
-824767.83
Base Accrued Interest
2226.78
Local Market Value
3138494.16
Local Total Cost Amount
3963261.99
Local Unrealized Gain Loss
-824767.83
Local Accrued Interest
2226.78
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
3.5% 25 Oct 2043
Maturity Date
2043-10-25T00:00:00.000
Interest Rate
3.5
Original Face
1225000
Shares Par Value
1225000.00
Base Market Value
1186423.16
Base Total Cost
1382623.05
Base Unrealized Gain Loss
-196199.89
Base Accrued Interest
0
Local Market Value
1186423.16
Local Total Cost Amount
1382623.05
Local Unrealized Gain Loss
-196199.89
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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