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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: FNMA POOL AZ5719
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ5719
Security Description
3% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
3
Original Face
610209
Shares Par Value
143613.15
Base Market Value
142998.49
Base Total Cost
148953.77
Base Unrealized Gain Loss
-5955.28
Base Accrued Interest
0
Local Market Value
142998.49
Local Total Cost Amount
148953.77
Local Unrealized Gain Loss
-5955.28
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL AZ5857
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ5857
Security Description
4% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
4
Original Face
185030
Shares Par Value
70384.71
Base Market Value
70367.82
Base Total Cost
71039.27
Base Unrealized Gain Loss
-671.45
Base Accrued Interest
0
Local Market Value
70367.82
Local Total Cost Amount
71039.27
Local Unrealized Gain Loss
-671.45
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL AZ5858
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ5858
Security Description
4% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
4
Original Face
205997
Shares Par Value
31625.19
Base Market Value
31401.28
Base Total Cost
31736.21
Base Unrealized Gain Loss
-334.93
Base Accrued Interest
0
Local Market Value
31401.28
Local Total Cost Amount
31736.21
Local Unrealized Gain Loss
-334.93
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL AZ5968
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ5968
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
484000
Shares Par Value
94142.07
Base Market Value
91185.07
Base Total Cost
95230.6
Base Unrealized Gain Loss
-4045.53
Base Accrued Interest
0
Local Market Value
91185.07
Local Total Cost Amount
95230.6
Local Unrealized Gain Loss
-4045.53
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL AZ7108
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ7108
Security Description
3.5% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
3.5
Original Face
2305000
Shares Par Value
257796.50
Base Market Value
251699.61
Base Total Cost
275548.36
Base Unrealized Gain Loss
-23848.75
Base Accrued Interest
0
Local Market Value
251699.61
Local Total Cost Amount
275548.36
Local Unrealized Gain Loss
-23848.75
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL AZ6383
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ6383
Security Description
3.5% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
3.5
Original Face
425000
Shares Par Value
74115.61
Base Market Value
72474.69
Base Total Cost
79380.03
Base Unrealized Gain Loss
-6905.34
Base Accrued Interest
0
Local Market Value
72474.69
Local Total Cost Amount
79380.03
Local Unrealized Gain Loss
-6905.34
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 645945
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 645945
Security Description
7% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
7
Original Face
896000
Shares Par Value
4604.60
Base Market Value
4678.09
Base Total Cost
4727.96
Base Unrealized Gain Loss
-49.87
Base Accrued Interest
0
Local Market Value
4678.09
Local Total Cost Amount
4727.96
Local Unrealized Gain Loss
-49.87
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 646425
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 646425
Security Description
7% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
7
Original Face
1262000
Shares Par Value
2685.09
Base Market Value
2727.35
Base Total Cost
2749.21
Base Unrealized Gain Loss
-21.86
Base Accrued Interest
0
Local Market Value
2727.35
Local Total Cost Amount
2749.21
Local Unrealized Gain Loss
-21.86
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 647998
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 647998
Security Description
7% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
7
Original Face
126000
Shares Par Value
218.44
Base Market Value
223.58
Base Total Cost
236.99
Base Unrealized Gain Loss
-13.41
Base Accrued Interest
0
Local Market Value
223.58
Local Total Cost Amount
236.99
Local Unrealized Gain Loss
-13.41
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 648176
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 648176
Security Description
7% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
7
Original Face
822000
Shares Par Value
41.82
Base Market Value
41.88
Base Total Cost
46.53
Base Unrealized Gain Loss
-4.65
Base Accrued Interest
0
Local Market Value
41.88
Local Total Cost Amount
46.53
Local Unrealized Gain Loss
-4.65
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 654306
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 654306
Security Description
5.5% 01 Nov 2032
Maturity Date
2032-11-01T00:00:00.000
Interest Rate
5.5
Original Face
83391
Shares Par Value
159.63
Base Market Value
165.82
Base Total Cost
179.18
Base Unrealized Gain Loss
-13.36
Base Accrued Interest
0
Local Market Value
165.82
Local Total Cost Amount
179.18
Local Unrealized Gain Loss
-13.36
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 663238
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 663238
Security Description
5.5% 01 Sep 2032
Maturity Date
2032-09-01T00:00:00.000
Interest Rate
5.5
Original Face
5250000
Shares Par Value
13042.94
Base Market Value
13554.88
Base Total Cost
14640.71
Base Unrealized Gain Loss
-1085.83
Base Accrued Interest
0
Local Market Value
13554.88
Local Total Cost Amount
14640.71
Local Unrealized Gain Loss
-1085.83
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 663984
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 663984
Security Description
5.5% 01 Feb 2033
Maturity Date
2033-02-01T00:00:00.000
Interest Rate
5.5
Original Face
27000
Shares Par Value
238.71
Base Market Value
248.03
Base Total Cost
253.68
Base Unrealized Gain Loss
-5.65
Base Accrued Interest
0
Local Market Value
248.03
Local Total Cost Amount
253.68
Local Unrealized Gain Loss
-5.65
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 667603
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 667603
Security Description
5.5% 01 Oct 2032
Maturity Date
2032-10-01T00:00:00.000
Interest Rate
5.5
Original Face
651000
Shares Par Value
2721.86
Base Market Value
2869.09
Base Total Cost
2915.19
Base Unrealized Gain Loss
-46.1
Base Accrued Interest
0
Local Market Value
2869.09
Local Total Cost Amount
2915.19
Local Unrealized Gain Loss
-46.1
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 677279
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 677279
Security Description
5.5% 01 Jan 2033
Maturity Date
2033-01-01T00:00:00.000
Interest Rate
5.5
Original Face
229000
Shares Par Value
3145.75
Base Market Value
3269.57
Base Total Cost
3531.07
Base Unrealized Gain Loss
-261.5
Base Accrued Interest
0
Local Market Value
3269.57
Local Total Cost Amount
3531.07
Local Unrealized Gain Loss
-261.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 Jul 2034
Maturity Date
2034-07-25T00:00:00.000
Interest Rate
5.49643
Original Face
2487361
Shares Par Value
41256.86
Base Market Value
2289.54
Base Total Cost
5187.21
Base Unrealized Gain Loss
-2897.67
Base Accrued Interest
37.8
Local Market Value
2289.54
Local Total Cost Amount
5187.21
Local Unrealized Gain Loss
-2897.67
Local Accrued Interest
37.8
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 Aug 2034
Maturity Date
2034-08-25T00:00:00.000
Interest Rate
5.42643
Original Face
4767674
Shares Par Value
68740.94
Base Market Value
7461.38
Base Total Cost
8357.69
Base Unrealized Gain Loss
-896.31
Base Accrued Interest
62.17
Local Market Value
7461.38
Local Total Cost Amount
8357.69
Local Unrealized Gain Loss
-896.31
Local Accrued Interest
62.17
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 Mar 2035
Maturity Date
2035-03-25T00:00:00.000
Interest Rate
5.12643
Original Face
4430571
Shares Par Value
65926.01
Base Market Value
6626.94
Base Total Cost
8277.35
Base Unrealized Gain Loss
-1650.41
Base Accrued Interest
56.33
Local Market Value
6626.94
Local Total Cost Amount
8277.35
Local Unrealized Gain Loss
-1650.41
Local Accrued Interest
56.33
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 2035
Maturity Date
2035-06-25T00:00:00.000
Interest Rate
5.09643
Original Face
3724578
Shares Par Value
71638.79
Base Market Value
7177.57
Base Total Cost
8635.58
Base Unrealized Gain Loss
-1458.01
Base Accrued Interest
60.85
Local Market Value
7177.57
Local Total Cost Amount
8635.58
Local Unrealized Gain Loss
-1458.01
Local Accrued Interest
60.85
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 2035
Maturity Date
2035-10-25T00:00:00.000
Interest Rate
5.07643
Original Face
8410682
Shares Par Value
208798.97
Base Market Value
24189.76
Base Total Cost
26048.62
Base Unrealized Gain Loss
-1858.86
Base Accrued Interest
176.66
Local Market Value
24189.76
Local Total Cost Amount
26048.62
Local Unrealized Gain Loss
-1858.86
Local Accrued Interest
176.66
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 Mar 2036
Maturity Date
2036-03-25T00:00:00.000
Interest Rate
4.52643
Original Face
1405357
Shares Par Value
36286.95
Base Market Value
2870.05
Base Total Cost
3503.17
Base Unrealized Gain Loss
-633.12
Base Accrued Interest
27.37
Local Market Value
2870.05
Local Total Cost Amount
3503.17
Local Unrealized Gain Loss
-633.12
Local Accrued Interest
27.37
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 15 Feb 2035
Maturity Date
2035-02-15T00:00:00.000
Interest Rate
5.426
Original Face
3152652
Shares Par Value
58718.24
Base Market Value
4784.47
Base Total Cost
6710.59
Base Unrealized Gain Loss
-1926.12
Base Accrued Interest
141.6
Local Market Value
4784.47
Local Total Cost Amount
6710.59
Local Unrealized Gain Loss
-1926.12
Local Accrued Interest
141.6
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: FANNIEMAE STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE STRIP
Security Description
4.5% 25 Jan 2041
Maturity Date
2041-01-25T00:00:00.000
Interest Rate
4.5
Original Face
13206631
Shares Par Value
1564460.81
Base Market Value
267835.69
Base Total Cost
226846.81
Base Unrealized Gain Loss
40988.88
Base Accrued Interest
0
Local Market Value
267835.69
Local Total Cost Amount
226846.81
Local Unrealized Gain Loss
40988.88
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 15 May 2032
Maturity Date
2032-05-15T00:00:00.000
Interest Rate
4.726
Original Face
3066603
Shares Par Value
67221.50
Base Market Value
3291.08
Base Total Cost
5167.67
Base Unrealized Gain Loss
-1876.59
Base Accrued Interest
141.19
Local Market Value
3291.08
Local Total Cost Amount
5167.67
Local Unrealized Gain Loss
-1876.59
Local Accrued Interest
141.19
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 15 Nov 2034
Maturity Date
2034-11-15T00:00:00.000
Interest Rate
5.376
Original Face
1475180
Shares Par Value
70704.05
Base Market Value
9467.70
Base Total Cost
11887.69
Base Unrealized Gain Loss
-2419.99
Base Accrued Interest
168.94
Local Market Value
9467.7
Local Total Cost Amount
11887.69
Local Unrealized Gain Loss
-2419.99
Local Accrued Interest
168.94
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 15 Apr 2035
Maturity Date
2035-04-15T00:00:00.000
Interest Rate
5.296
Original Face
796351
Shares Par Value
72668.69
Base Market Value
5628.35
Base Total Cost
10645.78
Base Unrealized Gain Loss
-5017.43
Base Accrued Interest
171.04
Local Market Value
5628.35
Local Total Cost Amount
10645.78
Local Unrealized Gain Loss
-5017.43
Local Accrued Interest
171.04
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 Aug 2037
Maturity Date
2037-08-25T00:00:00.000
Interest Rate
4.92143
Original Face
1752319
Shares Par Value
42549.02
Base Market Value
4580.30
Base Total Cost
5279.84
Base Unrealized Gain Loss
-699.54
Base Accrued Interest
34.9
Local Market Value
4580.3
Local Total Cost Amount
5279.84
Local Unrealized Gain Loss
-699.54
Local Accrued Interest
34.9
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 May 2037
Maturity Date
2037-05-25T00:00:00.000
Interest Rate
5.33643
Original Face
36600000
Shares Par Value
675142.27
Base Market Value
56850.22
Base Total Cost
129331.94
Base Unrealized Gain Loss
-72481.72
Base Accrued Interest
600.48
Local Market Value
56850.22
Local Total Cost Amount
129331.94
Local Unrealized Gain Loss
-72481.72
Local Accrued Interest
600.48
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 May 2037
Maturity Date
2037-05-25T00:00:00.000
Interest Rate
4.62643
Original Face
10600000
Shares Par Value
200341.17
Base Market Value
10072.37
Base Total Cost
33807.56
Base Unrealized Gain Loss
-23735.19
Base Accrued Interest
154.48
Local Market Value
10072.37
Local Total Cost Amount
33807.56
Local Unrealized Gain Loss
-23735.19
Local Accrued Interest
154.48
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 2037
Maturity Date
2037-06-25T00:00:00.000
Interest Rate
4.62643
Original Face
12800000
Shares Par Value
205089.66
Base Market Value
11819.50
Base Total Cost
30507.1
Base Unrealized Gain Loss
-18687.6
Base Accrued Interest
158.14
Local Market Value
11819.5
Local Total Cost Amount
30507.1
Local Unrealized Gain Loss
-18687.6
Local Accrued Interest
158.14
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 15 Mar 2032
Maturity Date
2032-03-15T00:00:00.000
Interest Rate
5.876
Original Face
2704060
Shares Par Value
53893.94
Base Market Value
4775.83
Base Total Cost
7532.76
Base Unrealized Gain Loss
-2756.93
Base Accrued Interest
140.75
Local Market Value
4775.83
Local Total Cost Amount
7532.76
Local Unrealized Gain Loss
-2756.93
Local Accrued Interest
140.75
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
5% 25 Nov 2038
Maturity Date
2038-11-25T00:00:00.000
Interest Rate
5
Original Face
6092749
Shares Par Value
145585.26
Base Market Value
12141.50
Base Total Cost
24831.77
Base Unrealized Gain Loss
-12690.27
Base Accrued Interest
0
Local Market Value
12141.5
Local Total Cost Amount
24831.77
Local Unrealized Gain Loss
-12690.27
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 15 May 2036
Maturity Date
2036-05-15T00:00:00.000
Interest Rate
5.246
Original Face
1064304
Shares Par Value
88068.12
Base Market Value
8607.76
Base Total Cost
10888.83
Base Unrealized Gain Loss
-2281.07
Base Accrued Interest
205.33
Local Market Value
8607.76
Local Total Cost Amount
10888.83
Local Unrealized Gain Loss
-2281.07
Local Accrued Interest
205.33
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 Jul 2041
Maturity Date
2041-07-25T00:00:00.000
Interest Rate
4.29643
Original Face
2853813
Shares Par Value
283011.29
Base Market Value
28927.12
Base Total Cost
31885.19
Base Unrealized Gain Loss
-2958.07
Base Accrued Interest
202.66
Local Market Value
28927.12
Local Total Cost Amount
31885.19
Local Unrealized Gain Loss
-2958.07
Local Accrued Interest
202.66
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 15 Jun 2032
Maturity Date
2032-06-15T00:00:00.000
Interest Rate
6.476
Original Face
846750
Shares Par Value
29826.96
Base Market Value
2668.87
Base Total Cost
4292.09
Base Unrealized Gain Loss
-1623.22
Base Accrued Interest
85.85
Local Market Value
2668.87
Local Total Cost Amount
4292.09
Local Unrealized Gain Loss
-1623.22
Local Accrued Interest
85.85
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: FANNIEMAE WHOLE LOAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE WHOLE LOAN
Security Description
6% 25 Dec 2049
Maturity Date
2049-12-25T00:00:00.000
Interest Rate
6
Original Face
35000
Shares Par Value
1838.51
Base Market Value
1937.38
Base Total Cost
2122.09
Base Unrealized Gain Loss
-184.71
Base Accrued Interest
0
Local Market Value
1937.38
Local Total Cost Amount
2122.09
Local Unrealized Gain Loss
-184.71
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
WHOLE LOAN 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 Jul 2040
Maturity Date
2040-07-25T00:00:00.000
Interest Rate
4.92643
Original Face
509514
Shares Par Value
49418.50
Base Market Value
5853.73
Base Total Cost
6645.58
Base Unrealized Gain Loss
-791.85
Base Accrued Interest
40.57
Local Market Value
5853.73
Local Total Cost Amount
6645.58
Local Unrealized Gain Loss
-791.85
Local Accrued Interest
40.57
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: FNMA POOL 684029
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 684029
Security Description
5.5% 01 Feb 2033
Maturity Date
2033-02-01T00:00:00.000
Interest Rate
5.5
Original Face
318000
Shares Par Value
6355.80
Base Market Value
6713.50
Base Total Cost
6826.58
Base Unrealized Gain Loss
-113.08
Base Accrued Interest
0
Local Market Value
6713.5
Local Total Cost Amount
6826.58
Local Unrealized Gain Loss
-113.08
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 683351
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 683351
Security Description
5.5% 01 Feb 2033
Maturity Date
2033-02-01T00:00:00.000
Interest Rate
5.5
Original Face
53000
Shares Par Value
281.45
Base Market Value
298.84
Base Total Cost
301.98
Base Unrealized Gain Loss
-3.14
Base Accrued Interest
0
Local Market Value
298.84
Local Total Cost Amount
301.98
Local Unrealized Gain Loss
-3.14
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 688129
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 688129
Security Description
5.5% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.5
Original Face
1240000
Shares Par Value
7585.97
Base Market Value
8057.74
Base Total Cost
8147.01
Base Unrealized Gain Loss
-89.27
Base Accrued Interest
0
Local Market Value
8057.74
Local Total Cost Amount
8147.01
Local Unrealized Gain Loss
-89.27
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 688792
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 688792
Security Description
5.5% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.5
Original Face
289000
Shares Par Value
2038.69
Base Market Value
2177.32
Base Total Cost
2188.59
Base Unrealized Gain Loss
-11.27
Base Accrued Interest
0
Local Market Value
2177.32
Local Total Cost Amount
2188.59
Local Unrealized Gain Loss
-11.27
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 689115
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 689115
Security Description
5.5% 01 Feb 2033
Maturity Date
2033-02-01T00:00:00.000
Interest Rate
5.5
Original Face
335000
Shares Par Value
2655.16
Base Market Value
2843.97
Base Total Cost
2852.92
Base Unrealized Gain Loss
-8.95
Base Accrued Interest
0
Local Market Value
2843.97
Local Total Cost Amount
2852.92
Local Unrealized Gain Loss
-8.95
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 694306
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 694306
Security Description
5.5% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.5
Original Face
1253000
Shares Par Value
7908.82
Base Market Value
8460.78
Base Total Cost
8492.96
Base Unrealized Gain Loss
-32.18
Base Accrued Interest
0
Local Market Value
8460.78
Local Total Cost Amount
8492.96
Local Unrealized Gain Loss
-32.18
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 694448
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 694448
Security Description
5.5% 01 Apr 2033
Maturity Date
2033-04-01T00:00:00.000
Interest Rate
5.5
Original Face
634000
Shares Par Value
5085.43
Base Market Value
5437.95
Base Total Cost
5460.78
Base Unrealized Gain Loss
-22.83
Base Accrued Interest
0
Local Market Value
5437.95
Local Total Cost Amount
5460.78
Local Unrealized Gain Loss
-22.83
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 695208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 695208
Security Description
5.5% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.5
Original Face
289000
Shares Par Value
1225.53
Base Market Value
1301.30
Base Total Cost
1314.93
Base Unrealized Gain Loss
-13.63
Base Accrued Interest
0
Local Market Value
1301.3
Local Total Cost Amount
1314.93
Local Unrealized Gain Loss
-13.63
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 697288
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 697288
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
999900
Shares Par Value
22471.16
Base Market Value
23360.79
Base Total Cost
25223.89
Base Unrealized Gain Loss
-1863.1
Base Accrued Interest
0
Local Market Value
23360.79
Local Total Cost Amount
25223.89
Local Unrealized Gain Loss
-1863.1
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 698156
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 698156
Security Description
5.5% 01 Apr 2033
Maturity Date
2033-04-01T00:00:00.000
Interest Rate
5.5
Original Face
1258000
Shares Par Value
7585.05
Base Market Value
7948.53
Base Total Cost
8090.98
Base Unrealized Gain Loss
-142.45
Base Accrued Interest
0
Local Market Value
7948.53
Local Total Cost Amount
8090.98
Local Unrealized Gain Loss
-142.45
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 702916
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 702916
Security Description
5.5% 01 May 2033
Maturity Date
2033-05-01T00:00:00.000
Interest Rate
5.5
Original Face
809000
Shares Par Value
10279.64
Base Market Value
10949.46
Base Total Cost
11046.08
Base Unrealized Gain Loss
-96.62
Base Accrued Interest
0
Local Market Value
10949.46
Local Total Cost Amount
11046.08
Local Unrealized Gain Loss
-96.62
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 702459
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 702459
Security Description
5.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
5.5
Original Face
1702000
Shares Par Value
12543.11
Base Market Value
13271.49
Base Total Cost
13468.17
Base Unrealized Gain Loss
-196.68
Base Accrued Interest
0
Local Market Value
13271.49
Local Total Cost Amount
13468.17
Local Unrealized Gain Loss
-196.68
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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 POOL 704866
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 704866
Security Description
5.5% 01 Feb 2033
Maturity Date
2033-02-01T00:00:00.000
Interest Rate
5.5
Original Face
219000
Shares Par Value
1181.40
Base Market Value
1261.79
Base Total Cost
1269.32
Base Unrealized Gain Loss
-7.53
Base Accrued Interest
0
Local Market Value
1261.79
Local Total Cost Amount
1269.32
Local Unrealized Gain Loss
-7.53
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
NYC Data AI • Public-data exploration interface