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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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5% 31 May 2026
Maturity Date
2026-05-31T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
125000.00
Base Market Value
115108.75
Base Total Cost
126250
Base Unrealized Gain Loss
-11141.25
Base Accrued Interest
520.83
Local Market Value
115108.75
Local Total Cost Amount
126250
Local Unrealized Gain Loss
-11141.25
Local Accrued Interest
520.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
4.875% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
149000.00
Base Market Value
133243.25
Base Total Cost
135031.25
Base Unrealized Gain Loss
-1788
Base Accrued Interest
2138.77
Local Market Value
133243.25
Local Total Cost Amount
135031.25
Local Unrealized Gain Loss
-1788
Local Accrued Interest
2138.77
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
9.5% 31 May 2025
Maturity Date
2025-05-31T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
765000.00
Base Market Value
791140.05
Base Total Cost
813654.36
Base Unrealized Gain Loss
-22514.31
Base Accrued Interest
6056.25
Local Market Value
791140.05
Local Total Cost Amount
813654.36
Local Unrealized Gain Loss
-22514.31
Local Accrued Interest
6056.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
9.5% 31 May 2025
Maturity Date
2025-05-31T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
980000.00
Base Market Value
1013486.60
Base Total Cost
980000
Base Unrealized Gain Loss
33486.6
Base Accrued Interest
7758.33
Local Market Value
1013486.6
Local Total Cost Amount
980000
Local Unrealized Gain Loss
33486.6
Local Accrued Interest
7758.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
9.5% 31 May 2025
Maturity Date
2025-05-31T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
1518000.00
Base Market Value
1569870.06
Base Total Cost
1578713.23
Base Unrealized Gain Loss
-8843.17
Base Accrued Interest
12017.5
Local Market Value
1569870.06
Local Total Cost Amount
1578713.23
Local Unrealized Gain Loss
-8843.17
Local Accrued Interest
12017.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
9.5% 31 May 2025
Maturity Date
2025-05-31T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1085878.50
Base Total Cost
1085902.34
Base Unrealized Gain Loss
-23.84
Base Accrued Interest
8312.53
Local Market Value
1085878.5
Local Total Cost Amount
1085902.34
Local Unrealized Gain Loss
-23.84
Local Accrued Interest
8312.53
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.25% 30 Apr 2031
Maturity Date
2031-04-30T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1055000.00
Base Market Value
856048.10
Base Total Cost
1055000
Base Unrealized Gain Loss
-198951.9
Base Accrued Interest
9385.1
Local Market Value
856048.1
Local Total Cost Amount
1055000
Local Unrealized Gain Loss
-198951.9
Local Accrued Interest
9385.1
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.25% 30 Apr 2031
Maturity Date
2031-04-30T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1255000.00
Base Market Value
1018332.10
Base Total Cost
1255000
Base Unrealized Gain Loss
-236667.9
Base Accrued Interest
11164.27
Local Market Value
1018332.1
Local Total Cost Amount
1255000
Local Unrealized Gain Loss
-236667.9
Local Accrued Interest
11164.27
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.25% 30 Apr 2031
Maturity Date
2031-04-30T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1130000.00
Base Market Value
916904.60
Base Total Cost
1130000
Base Unrealized Gain Loss
-213095.4
Base Accrued Interest
10052.29
Local Market Value
916904.6
Local Total Cost Amount
1130000
Local Unrealized Gain Loss
-213095.4
Local Accrued Interest
10052.29
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.25% 30 Apr 2031
Maturity Date
2031-04-30T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
50000.00
Base Market Value
40571.00
Base Total Cost
50875
Base Unrealized Gain Loss
-10304
Base Accrued Interest
444.79
Local Market Value
40571
Local Total Cost Amount
50875
Local Unrealized Gain Loss
-10304
Local Accrued Interest
444.79
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.625% 30 Apr 2033
Maturity Date
2033-04-30T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
500000.00
Base Market Value
400440.00
Base Total Cost
537500
Base Unrealized Gain Loss
-137060
Base Accrued Interest
4765.63
Local Market Value
400440
Local Total Cost Amount
537500
Local Unrealized Gain Loss
-137060
Local Accrued Interest
4765.63
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.625% 30 Apr 2033
Maturity Date
2033-04-30T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
288000.00
Base Market Value
230653.44
Base Total Cost
275457.5
Base Unrealized Gain Loss
-44804.06
Base Accrued Interest
2745
Local Market Value
230653.44
Local Total Cost Amount
275457.5
Local Unrealized Gain Loss
-44804.06
Local Accrued Interest
2745
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.625% 30 Apr 2033
Maturity Date
2033-04-30T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
75000.00
Base Market Value
60066.00
Base Total Cost
65812.5
Base Unrealized Gain Loss
-5746.5
Base Accrued Interest
714.84
Local Market Value
60066
Local Total Cost Amount
65812.5
Local Unrealized Gain Loss
-5746.5
Local Accrued Interest
714.84
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1955000.00
Base Market Value
1619052.80
Base Total Cost
1959631.25
Base Unrealized Gain Loss
-340578.45
Base Accrued Interest
45073.61
Local Market Value
1619052.8
Local Total Cost Amount
1959631.25
Local Unrealized Gain Loss
-340578.45
Local Accrued Interest
45073.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
805000.00
Base Market Value
666668.80
Base Total Cost
805000
Base Unrealized Gain Loss
-138331.2
Base Accrued Interest
18559.72
Local Market Value
666668.8
Local Total Cost Amount
805000
Local Unrealized Gain Loss
-138331.2
Local Accrued Interest
18559.72
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
979000.00
Base Market Value
810768.64
Base Total Cost
1028083.95
Base Unrealized Gain Loss
-217315.31
Base Accrued Interest
22571.39
Local Market Value
810768.64
Local Total Cost Amount
1028083.95
Local Unrealized Gain Loss
-217315.31
Local Accrued Interest
22571.39
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
315000.00
Base Market Value
260870.40
Base Total Cost
315000
Base Unrealized Gain Loss
-54129.6
Base Accrued Interest
7262.5
Local Market Value
260870.4
Local Total Cost Amount
315000
Local Unrealized Gain Loss
-54129.6
Local Accrued Interest
7262.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1046000.00
Base Market Value
866255.36
Base Total Cost
1049023.75
Base Unrealized Gain Loss
-182768.39
Base Accrued Interest
24116.11
Local Market Value
866255.36
Local Total Cost Amount
1049023.75
Local Unrealized Gain Loss
-182768.39
Local Accrued Interest
24116.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
425000.00
Base Market Value
351968.00
Base Total Cost
420500
Base Unrealized Gain Loss
-68532
Base Accrued Interest
9798.61
Local Market Value
351968
Local Total Cost Amount
420500
Local Unrealized Gain Loss
-68532
Local Accrued Interest
9798.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.25% 15 Jul 2031
Maturity Date
2031-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1760000.00
Base Market Value
1414600.00
Base Total Cost
1800950
Base Unrealized Gain Loss
-386350
Base Accrued Interest
42606.67
Local Market Value
1414600
Local Total Cost Amount
1800950
Local Unrealized Gain Loss
-386350
Local Accrued Interest
42606.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.25% 15 Jul 2031
Maturity Date
2031-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
275000.00
Base Market Value
221031.25
Base Total Cost
269187.5
Base Unrealized Gain Loss
-48156.25
Base Accrued Interest
6657.3
Local Market Value
221031.25
Local Total Cost Amount
269187.5
Local Unrealized Gain Loss
-48156.25
Local Accrued Interest
6657.3
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.25% 15 Jul 2031
Maturity Date
2031-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
250000.00
Base Market Value
200937.50
Base Total Cost
250000
Base Unrealized Gain Loss
-49062.5
Base Accrued Interest
6052.08
Local Market Value
200937.5
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-49062.5
Local Accrued Interest
6052.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.25% 15 Jul 2031
Maturity Date
2031-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
842000.00
Base Market Value
676757.50
Base Total Cost
842000
Base Unrealized Gain Loss
-165242.5
Base Accrued Interest
20383.42
Local Market Value
676757.5
Local Total Cost Amount
842000
Local Unrealized Gain Loss
-165242.5
Local Accrued Interest
20383.42
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.25% 15 Jul 2031
Maturity Date
2031-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
575000.00
Base Market Value
462156.25
Base Total Cost
587562.5
Base Unrealized Gain Loss
-125406.25
Base Accrued Interest
13919.79
Local Market Value
462156.25
Local Total Cost Amount
587562.5
Local Unrealized Gain Loss
-125406.25
Local Accrued Interest
13919.79
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
3.5% 20 Aug 2027
Maturity Date
2027-08-20T00:00:00.000
Interest Rate
3.5
Original Face
490808
Shares Par Value
18180.24
Base Market Value
1025.69
Base Total Cost
1934.24
Base Unrealized Gain Loss
-908.55
Base Accrued Interest
0
Local Market Value
1025.69
Local Total Cost Amount
1934.24
Local Unrealized Gain Loss
-908.55
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
3.5% 20 Apr 2040
Maturity Date
2040-04-20T00:00:00.000
Interest Rate
3.5
Original Face
540902
Shares Par Value
56271.00
Base Market Value
1879.68
Base Total Cost
4987.12
Base Unrealized Gain Loss
-3107.44
Base Accrued Interest
0
Local Market Value
1879.68
Local Total Cost Amount
4987.12
Local Unrealized Gain Loss
-3107.44
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Jun 2036
Maturity Date
2036-06-16T00:00:00.000
Interest Rate
5.19071
Original Face
461817
Shares Par Value
49034.55
Base Market Value
1872.11
Base Total Cost
5040.76
Base Unrealized Gain Loss
-3168.65
Base Accrued Interest
106.05
Local Market Value
1872.11
Local Total Cost Amount
5040.76
Local Unrealized Gain Loss
-3168.65
Local Accrued Interest
106.05
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
4.5% 16 Jun 2041
Maturity Date
2041-06-16T00:00:00.000
Interest Rate
4.5
Original Face
514799
Shares Par Value
75742.83
Base Market Value
8412.03
Base Total Cost
12163.1
Base Unrealized Gain Loss
-3751.07
Base Accrued Interest
0
Local Market Value
8412.03
Local Total Cost Amount
12163.1
Local Unrealized Gain Loss
-3751.07
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1.9% 16 Feb 2053
Maturity Date
2053-02-16T00:00:00.000
Interest Rate
1.9
Original Face
340000
Shares Par Value
71901.31
Base Market Value
66677.28
Base Total Cost
72497.31
Base Unrealized Gain Loss
-5820.03
Base Accrued Interest
0
Local Market Value
66677.28
Local Total Cost Amount
72497.31
Local Unrealized Gain Loss
-5820.03
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Mar 2042
Maturity Date
2042-03-16T00:00:00.000
Interest Rate
4.54071
Original Face
770161
Shares Par Value
294182.06
Base Market Value
38814.47
Base Total Cost
44962.21
Base Unrealized Gain Loss
-6147.74
Base Accrued Interest
556.58
Local Market Value
38814.47
Local Total Cost Amount
44962.21
Local Unrealized Gain Loss
-6147.74
Local Accrued Interest
556.58
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
4% 16 Mar 2041
Maturity Date
2041-03-16T00:00:00.000
Interest Rate
4
Original Face
652313
Shares Par Value
94068.96
Base Market Value
12557.04
Base Total Cost
17505.86
Base Unrealized Gain Loss
-4948.82
Base Accrued Interest
0
Local Market Value
12557.04
Local Total Cost Amount
17505.86
Local Unrealized Gain Loss
-4948.82
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
3.5% 20 Nov 2042
Maturity Date
2042-11-20T00:00:00.000
Interest Rate
3.5
Original Face
818339
Shares Par Value
205045.75
Base Market Value
30738.57
Base Total Cost
38313.85
Base Unrealized Gain Loss
-7575.28
Base Accrued Interest
0
Local Market Value
30738.57
Local Total Cost Amount
38313.85
Local Unrealized Gain Loss
-7575.28
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
3.5% 20 Oct 2042
Maturity Date
2042-10-20T00:00:00.000
Interest Rate
3.5
Original Face
6000142
Shares Par Value
1371481.38
Base Market Value
203359.42
Base Total Cost
202293.5
Base Unrealized Gain Loss
1065.92
Base Accrued Interest
0
Local Market Value
203359.42
Local Total Cost Amount
202293.5
Local Unrealized Gain Loss
1065.92
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Sep 2053
Maturity Date
2053-09-16T00:00:00.000
Interest Rate
0.58878
Original Face
23895000
Shares Par Value
5305267.89
Base Market Value
78577.91
Base Total Cost
231276.52
Base Unrealized Gain Loss
-152698.61
Base Accrued Interest
0
Local Market Value
78577.91
Local Total Cost Amount
231276.52
Local Unrealized Gain Loss
-152698.61
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
2% 16 Oct 2051
Maturity Date
2051-10-16T00:00:00.000
Interest Rate
2
Original Face
125000
Shares Par Value
34621.64
Base Market Value
32410.61
Base Total Cost
35108.28
Base Unrealized Gain Loss
-2697.67
Base Accrued Interest
0
Local Market Value
32410.61
Local Total Cost Amount
35108.28
Local Unrealized Gain Loss
-2697.67
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Jun 2054
Maturity Date
2054-06-16T00:00:00.000
Interest Rate
2.45414
Original Face
100000
Shares Par Value
1536.53
Base Market Value
1575.55
Base Total Cost
1611.39
Base Unrealized Gain Loss
-35.84
Base Accrued Interest
0
Local Market Value
1575.55
Local Total Cost Amount
1611.39
Local Unrealized Gain Loss
-35.84
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Mar 2046
Maturity Date
2046-03-16T00:00:00.000
Interest Rate
3
Original Face
105000
Shares Par Value
15790.25
Base Market Value
15270.43
Base Total Cost
16346.35
Base Unrealized Gain Loss
-1075.92
Base Accrued Interest
0
Local Market Value
15270.43
Local Total Cost Amount
16346.35
Local Unrealized Gain Loss
-1075.92
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Mar 2046
Maturity Date
2046-03-16T00:00:00.000
Interest Rate
2.69151
Original Face
100000
Shares Par Value
17573.04
Base Market Value
16990.23
Base Total Cost
18395.45
Base Unrealized Gain Loss
-1405.22
Base Accrued Interest
0
Local Market Value
16990.23
Local Total Cost Amount
18395.45
Local Unrealized Gain Loss
-1405.22
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Mar 2040
Maturity Date
2040-03-16T00:00:00.000
Interest Rate
5.09071
Original Face
2066250
Shares Par Value
246305.59
Base Market Value
18549.20
Base Total Cost
28573.46
Base Unrealized Gain Loss
-10024.26
Base Accrued Interest
522.45
Local Market Value
18549.2
Local Total Cost Amount
28573.46
Local Unrealized Gain Loss
-10024.26
Local Accrued Interest
522.45
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
2.5% 16 Dec 2039
Maturity Date
2039-12-16T00:00:00.000
Interest Rate
2.5
Original Face
1800000
Shares Par Value
150098.65
Base Market Value
144144.70
Base Total Cost
157275.25
Base Unrealized Gain Loss
-13130.55
Base Accrued Interest
0
Local Market Value
144144.7
Local Total Cost Amount
157275.25
Local Unrealized Gain Loss
-13130.55
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
5% 20 Jun 2045
Maturity Date
2045-06-20T00:00:00.000
Interest Rate
5
Original Face
8496000
Shares Par Value
1525887.21
Base Market Value
293422.62
Base Total Cost
274421.27
Base Unrealized Gain Loss
19001.35
Base Accrued Interest
0
Local Market Value
293422.62
Local Total Cost Amount
274421.27
Local Unrealized Gain Loss
19001.35
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
2.4% 16 May 2044
Maturity Date
2044-05-16T00:00:00.000
Interest Rate
2.4
Original Face
200000
Shares Par Value
4402.84
Base Market Value
4397.04
Base Total Cost
4470.64
Base Unrealized Gain Loss
-73.6
Base Accrued Interest
0
Local Market Value
4397.04
Local Total Cost Amount
4470.64
Local Unrealized Gain Loss
-73.6
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Aug 2057
Maturity Date
2057-08-16T00:00:00.000
Interest Rate
0.71674
Original Face
7055000
Shares Par Value
1415537.45
Base Market Value
46978.86
Base Total Cost
106122.37
Base Unrealized Gain Loss
-59143.51
Base Accrued Interest
0
Local Market Value
46978.86
Local Total Cost Amount
106122.37
Local Unrealized Gain Loss
-59143.51
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 May 2059
Maturity Date
2059-05-16T00:00:00.000
Interest Rate
0.76868
Original Face
6125000
Shares Par Value
2470479.18
Base Market Value
107355.91
Base Total Cost
208446.66
Base Unrealized Gain Loss
-101090.75
Base Accrued Interest
0
Local Market Value
107355.91
Local Total Cost Amount
208446.66
Local Unrealized Gain Loss
-101090.75
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 20 Feb 2046
Maturity Date
2046-02-20T00:00:00.000
Interest Rate
4.50486
Original Face
1982067
Shares Par Value
374762.19
Base Market Value
44706.84
Base Total Cost
52424.53
Base Unrealized Gain Loss
-7717.69
Base Accrued Interest
515.86
Local Market Value
44706.84
Local Total Cost Amount
52424.53
Local Unrealized Gain Loss
-7717.69
Local Accrued Interest
515.86
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
2% 20 Dec 2042
Maturity Date
2042-12-20T00:00:00.000
Interest Rate
2
Original Face
500000
Shares Par Value
52919.47
Base Market Value
52190.66
Base Total Cost
53217.14
Base Unrealized Gain Loss
-1026.48
Base Accrued Interest
0
Local Market Value
52190.66
Local Total Cost Amount
53217.14
Local Unrealized Gain Loss
-1026.48
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 20 Jan 2046
Maturity Date
2046-01-20T00:00:00.000
Interest Rate
4.55486
Original Face
1939241
Shares Par Value
480589.74
Base Market Value
54701.25
Base Total Cost
71754.45
Base Unrealized Gain Loss
-17053.2
Base Accrued Interest
668.87
Local Market Value
54701.25
Local Total Cost Amount
71754.45
Local Unrealized Gain Loss
-17053.2
Local Accrued Interest
668.87
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Sep 2058
Maturity Date
2058-09-16T00:00:00.000
Interest Rate
0.3783
Original Face
42345000
Shares Par Value
11477511.93
Base Market Value
265124.79
Base Total Cost
448340.31
Base Unrealized Gain Loss
-183215.52
Base Accrued Interest
0
Local Market Value
265124.79
Local Total Cost Amount
448340.31
Local Unrealized Gain Loss
-183215.52
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Aug 2058
Maturity Date
2058-08-16T00:00:00.000
Interest Rate
0.57794
Original Face
9290000
Shares Par Value
2981653.10
Base Market Value
91503.36
Base Total Cost
210928.66
Base Unrealized Gain Loss
-119425.3
Base Accrued Interest
0
Local Market Value
91503.36
Local Total Cost Amount
210928.66
Local Unrealized Gain Loss
-119425.3
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Nov 2055
Maturity Date
2055-11-16T00:00:00.000
Interest Rate
0.72368
Original Face
0
Shares Par Value
10615146.04
Base Market Value
289772.26
Base Total Cost
620322.63
Base Unrealized Gain Loss
-330550.37
Base Accrued Interest
0
Local Market Value
289772.26
Local Total Cost Amount
620322.63
Local Unrealized Gain Loss
-330550.37
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
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