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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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
4.375% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
648000.00
Base Market Value
528858.72
Base Total Cost
651963.41
Base Unrealized Gain Loss
-123104.69
Base Accrued Interest
7087.5
Local Market Value
528858.72
Local Total Cost Amount
651963.41
Local Unrealized Gain Loss
-123104.69
Local Accrued Interest
7087.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
4.375% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
675000.00
Base Market Value
550894.50
Base Total Cost
662812.5
Base Unrealized Gain Loss
-111918
Base Accrued Interest
7382.78
Local Market Value
550894.5
Local Total Cost Amount
662812.5
Local Unrealized Gain Loss
-111918
Local Accrued Interest
7382.78
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
5.875% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1040000.00
Base Market Value
936000.00
Base Total Cost
1040000
Base Unrealized Gain Loss
-104000
Base Accrued Interest
13577.78
Local Market Value
936000
Local Total Cost Amount
1040000
Local Unrealized Gain Loss
-104000
Local Accrued Interest
13577.78
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
5.875% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1205000.00
Base Market Value
1084500.00
Base Total Cost
1203214
Base Unrealized Gain Loss
-118714
Base Accrued Interest
15731.94
Local Market Value
1084500
Local Total Cost Amount
1203214
Local Unrealized Gain Loss
-118714
Local Accrued Interest
15731.94
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
5.875% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
204000.00
Base Market Value
183600.00
Base Total Cost
186150.01
Base Unrealized Gain Loss
-2550.01
Base Accrued Interest
2663.33
Local Market Value
183600
Local Total Cost Amount
186150.01
Local Unrealized Gain Loss
-2550.01
Local Accrued Interest
2663.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
5.875% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
350000.00
Base Market Value
315000.00
Base Total Cost
339625
Base Unrealized Gain Loss
-24625
Base Accrued Interest
4569.43
Local Market Value
315000
Local Total Cost Amount
339625
Local Unrealized Gain Loss
-24625
Local Accrued Interest
4569.43
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
6.125% 15 Apr 2032
Maturity Date
2032-04-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1385000.00
Base Market Value
1246500.00
Base Total Cost
1388627
Base Unrealized Gain Loss
-142127
Base Accrued Interest
18851.39
Local Market Value
1246500
Local Total Cost Amount
1388627
Local Unrealized Gain Loss
-142127
Local Accrued Interest
18851.39
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
6.125% 15 Apr 2032
Maturity Date
2032-04-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
589000.00
Base Market Value
530100.00
Base Total Cost
573160
Base Unrealized Gain Loss
-43060
Base Accrued Interest
8016.94
Local Market Value
530100
Local Total Cost Amount
573160
Local Unrealized Gain Loss
-43060
Local Accrued Interest
8016.94
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
6.125% 15 Apr 2032
Maturity Date
2032-04-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
200000.00
Base Market Value
180000.00
Base Total Cost
200281.25
Base Unrealized Gain Loss
-20281.25
Base Accrued Interest
2722.23
Local Market Value
180000
Local Total Cost Amount
200281.25
Local Unrealized Gain Loss
-20281.25
Local Accrued Interest
2722.23
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
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: FS ENERGY + POWER FUND
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FS ENERGY + POWER FUND
Security Description
7.5% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
2693000.00
Base Market Value
2697416.52
Base Total Cost
2642241.7
Base Unrealized Gain Loss
55174.82
Base Accrued Interest
76301.67
Local Market Value
2697416.52
Local Total Cost Amount
2642241.7
Local Unrealized Gain Loss
55174.82
Local Accrued Interest
76301.67
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
ELECTRIC/GAS
Moody S Quality Rating
Ba3
S And P Quality Rating
B
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: F+G GLOBAL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
F+G GLOBAL FUNDING
Security Description
0.9% 20 Sep 2024
Maturity Date
2024-09-20T00:00:00.000
Interest Rate
0.9
Original Face
0
Shares Par Value
12115000.00
Base Market Value
11234118.35
Base Total Cost
12112455.85
Base Unrealized Gain Loss
-878337.5
Base Accrued Interest
30590.38
Local Market Value
11234118.35
Local Total Cost Amount
12112455.85
Local Unrealized Gain Loss
-878337.5
Local Accrued Interest
30590.38
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
FINANCE
S And P Quality Rating
A-
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: F+G GLOBAL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
F+G GLOBAL FUNDING
Security Description
0.9% 20 Sep 2024
Maturity Date
2024-09-20T00:00:00.000
Interest Rate
0.9
Original Face
0
Shares Par Value
1819000.00
Base Market Value
1686740.51
Base Total Cost
1818618.01
Base Unrealized Gain Loss
-131877.5
Base Accrued Interest
4592.98
Local Market Value
1686740.51
Local Total Cost Amount
1818618.01
Local Unrealized Gain Loss
-131877.5
Local Accrued Interest
4592.98
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
FINANCE
S And P Quality Rating
A-
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: FAIR ISAAC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FAIR ISAAC CORP
Security Description
5.25% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
650000.00
Base Market Value
645937.50
Base Total Cost
655628.86
Base Unrealized Gain Loss
-9691.36
Base Accrued Interest
4360.42
Local Market Value
645937.5
Local Total Cost Amount
655628.86
Local Unrealized Gain Loss
-9691.36
Local Accrued Interest
4360.42
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
Ba2
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: FAIR ISAAC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FAIR ISAAC CORP
Security Description
5.25% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
455000.00
Base Market Value
452156.25
Base Total Cost
464100
Base Unrealized Gain Loss
-11943.75
Base Accrued Interest
3052.29
Local Market Value
452156.25
Local Total Cost Amount
464100
Local Unrealized Gain Loss
-11943.75
Local Accrued Interest
3052.29
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
Ba2
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: FAIR ISAAC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FAIR ISAAC CORP
Security Description
5.25% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
402500.00
Base Market Value
399984.38
Base Total Cost
457252.08
Base Unrealized Gain Loss
-57267.7
Base Accrued Interest
2700.1
Local Market Value
399984.38
Local Total Cost Amount
457252.08
Local Unrealized Gain Loss
-57267.7
Local Accrued Interest
2700.1
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
Ba2
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: FAIR ISAAC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FAIR ISAAC CORP
Security Description
5.25% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
500.00
Base Market Value
496.88
Base Total Cost
568.02
Base Unrealized Gain Loss
-71.14
Base Accrued Interest
3.35
Local Market Value
496.88
Local Total Cost Amount
568.02
Local Unrealized Gain Loss
-71.14
Local Accrued Interest
3.35
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
Ba2
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: FAIR ISAAC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FAIR ISAAC CORP
Security Description
4% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
2130000.00
Base Market Value
1886839.20
Base Total Cost
2092876.53
Base Unrealized Gain Loss
-206037.33
Base Accrued Interest
3786.65
Local Market Value
1886839.2
Local Total Cost Amount
2092876.53
Local Unrealized Gain Loss
-206037.33
Local Accrued Interest
3786.65
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
Ba2
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: FAIR ISAAC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FAIR ISAAC CORP
Security Description
4% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
350000.00
Base Market Value
310044.00
Base Total Cost
353500
Base Unrealized Gain Loss
-43456
Base Accrued Interest
622.22
Local Market Value
310044
Local Total Cost Amount
353500
Local Unrealized Gain Loss
-43456
Local Accrued Interest
622.22
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
Ba2
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: FAIR ISAAC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FAIR ISAAC CORP
Security Description
4% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
684000.00
Base Market Value
605914.56
Base Total Cost
685092.5
Base Unrealized Gain Loss
-79177.94
Base Accrued Interest
1216.01
Local Market Value
605914.56
Local Total Cost Amount
685092.5
Local Unrealized Gain Loss
-79177.94
Local Accrued Interest
1216.01
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
Ba2
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: FAIR ISAAC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FAIR ISAAC CORP
Security Description
4% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
200000.00
Base Market Value
177168.00
Base Total Cost
199500
Base Unrealized Gain Loss
-22332
Base Accrued Interest
355.56
Local Market Value
177168
Local Total Cost Amount
199500
Local Unrealized Gain Loss
-22332
Local Accrued Interest
355.56
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
Ba2
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: FTAI INFRA ESC HLDGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FTAI INFRA ESC HLDGS LLC
Security Description
10.5% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
700000.00
Base Market Value
662095.00
Base Total Cost
662095
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
662095
Local Total Cost Amount
662095
Local Unrealized Gain Loss
0
Local Accrued Interest
0
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
B-
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: FED HM LN PC POOL G00529
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G00529
Security Description
7.5% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
7.5
Original Face
85054
Shares Par Value
14.67
Base Market Value
14.78
Base Total Cost
14.79
Base Unrealized Gain Loss
-0.01
Base Accrued Interest
0
Local Market Value
14.78
Local Total Cost Amount
14.79
Local Unrealized Gain Loss
-0.01
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL G01704
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01704
Security Description
5.5% 01 Jul 2033
Maturity Date
2033-07-01T00:00:00.000
Interest Rate
5.5
Original Face
207000
Shares Par Value
1609.71
Base Market Value
1689.36
Base Total Cost
1712.82
Base Unrealized Gain Loss
-23.46
Base Accrued Interest
0
Local Market Value
1689.36
Local Total Cost Amount
1712.82
Local Unrealized Gain Loss
-23.46
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL G01771
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01771
Security Description
5.5% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5.5
Original Face
691000
Shares Par Value
10647.39
Base Market Value
11423.69
Base Total Cost
11491.63
Base Unrealized Gain Loss
-67.94
Base Accrued Interest
0
Local Market Value
11423.69
Local Total Cost Amount
11491.63
Local Unrealized Gain Loss
-67.94
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL G01798
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01798
Security Description
5.5% 01 Dec 2032
Maturity Date
2032-12-01T00:00:00.000
Interest Rate
5.5
Original Face
1090000
Shares Par Value
6960.12
Base Market Value
7431.11
Base Total Cost
7510.86
Base Unrealized Gain Loss
-79.75
Base Accrued Interest
0
Local Market Value
7431.11
Local Total Cost Amount
7510.86
Local Unrealized Gain Loss
-79.75
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL G01410
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01410
Security Description
7% 01 Apr 2032
Maturity Date
2032-04-01T00:00:00.000
Interest Rate
7
Original Face
29000
Shares Par Value
171.56
Base Market Value
182.64
Base Total Cost
187.95
Base Unrealized Gain Loss
-5.31
Base Accrued Interest
0
Local Market Value
182.64
Local Total Cost Amount
187.95
Local Unrealized Gain Loss
-5.31
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL G01469
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01469
Security Description
5.5% 01 Dec 2032
Maturity Date
2032-12-01T00:00:00.000
Interest Rate
5.5
Original Face
988000
Shares Par Value
2841.12
Base Market Value
3035.14
Base Total Cost
3065.63
Base Unrealized Gain Loss
-30.49
Base Accrued Interest
0
Local Market Value
3035.14
Local Total Cost Amount
3065.63
Local Unrealized Gain Loss
-30.49
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL G01513
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01513
Security Description
6% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
6
Original Face
801000
Shares Par Value
2985.20
Base Market Value
3259.60
Base Total Cost
3295.4
Base Unrealized Gain Loss
-35.8
Base Accrued Interest
0
Local Market Value
3259.6
Local Total Cost Amount
3295.4
Local Unrealized Gain Loss
-35.8
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL G01563
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01563
Security Description
5.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
5.5
Original Face
8430000
Shares Par Value
62997.39
Base Market Value
67495.40
Base Total Cost
67967.88
Base Unrealized Gain Loss
-472.48
Base Accrued Interest
0
Local Market Value
67495.4
Local Total Cost Amount
67967.88
Local Unrealized Gain Loss
-472.48
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL G01629
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01629
Security Description
6% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
6
Original Face
89000
Shares Par Value
842.69
Base Market Value
920.16
Base Total Cost
928.14
Base Unrealized Gain Loss
-7.98
Base Accrued Interest
0
Local Market Value
920.16
Local Total Cost Amount
928.14
Local Unrealized Gain Loss
-7.98
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL C61040
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C61040
Security Description
6.5% 01 Jan 2029
Maturity Date
2029-01-01T00:00:00.000
Interest Rate
6.5
Original Face
98000
Shares Par Value
2518.42
Base Market Value
2644.59
Base Total Cost
2779.21
Base Unrealized Gain Loss
-134.62
Base Accrued Interest
0
Local Market Value
2644.59
Local Total Cost Amount
2779.21
Local Unrealized Gain Loss
-134.62
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL C62298
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C62298
Security Description
5.5% 01 Jan 2032
Maturity Date
2032-01-01T00:00:00.000
Interest Rate
5.5
Original Face
663000
Shares Par Value
1047.12
Base Market Value
1089.39
Base Total Cost
1110.62
Base Unrealized Gain Loss
-21.23
Base Accrued Interest
0
Local Market Value
1089.39
Local Total Cost Amount
1110.62
Local Unrealized Gain Loss
-21.23
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL C67053
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C67053
Security Description
7% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
7
Original Face
118000
Shares Par Value
248.82
Base Market Value
252.04
Base Total Cost
260.93
Base Unrealized Gain Loss
-8.89
Base Accrued Interest
0
Local Market Value
252.04
Local Total Cost Amount
260.93
Local Unrealized Gain Loss
-8.89
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL C68290
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C68290
Security Description
7% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
7
Original Face
346000
Shares Par Value
3973.34
Base Market Value
4133.31
Base Total Cost
4171.81
Base Unrealized Gain Loss
-38.5
Base Accrued Interest
0
Local Market Value
4133.31
Local Total Cost Amount
4171.81
Local Unrealized Gain Loss
-38.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL C70492
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C70492
Security Description
6.5% 01 Sep 2032
Maturity Date
2032-09-01T00:00:00.000
Interest Rate
6.5
Original Face
1008000
Shares Par Value
3126.77
Base Market Value
3283.42
Base Total Cost
3450.55
Base Unrealized Gain Loss
-167.13
Base Accrued Interest
0
Local Market Value
3283.42
Local Total Cost Amount
3450.55
Local Unrealized Gain Loss
-167.13
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL C71288
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C71288
Security Description
5.5% 01 Sep 2032
Maturity Date
2032-09-01T00:00:00.000
Interest Rate
5.5
Original Face
361000
Shares Par Value
8529.72
Base Market Value
9015.49
Base Total Cost
9288.86
Base Unrealized Gain Loss
-273.37
Base Accrued Interest
0
Local Market Value
9015.49
Local Total Cost Amount
9288.86
Local Unrealized Gain Loss
-273.37
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL C75191
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C75191
Security Description
5.5% 01 Jan 2033
Maturity Date
2033-01-01T00:00:00.000
Interest Rate
5.5
Original Face
193000
Shares Par Value
251.58
Base Market Value
261.78
Base Total Cost
269.46
Base Unrealized Gain Loss
-7.68
Base Accrued Interest
0
Local Market Value
261.78
Local Total Cost Amount
269.46
Local Unrealized Gain Loss
-7.68
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL C75679
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C75679
Security Description
5.5% 01 Jan 2033
Maturity Date
2033-01-01T00:00:00.000
Interest Rate
5.5
Original Face
174000
Shares Par Value
804.36
Base Market Value
836.82
Base Total Cost
865.51
Base Unrealized Gain Loss
-28.69
Base Accrued Interest
0
Local Market Value
836.82
Local Total Cost Amount
865.51
Local Unrealized Gain Loss
-28.69
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL C78282
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C78282
Security Description
5.5% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.5
Original Face
161000
Shares Par Value
19712.27
Base Market Value
20574.09
Base Total Cost
20914.53
Base Unrealized Gain Loss
-340.44
Base Accrued Interest
0
Local Market Value
20574.09
Local Total Cost Amount
20914.53
Local Unrealized Gain Loss
-340.44
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL C78861
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C78861
Security Description
5.5% 01 Jan 2033
Maturity Date
2033-01-01T00:00:00.000
Interest Rate
5.5
Original Face
288000
Shares Par Value
4863.47
Base Market Value
5059.08
Base Total Cost
5160.19
Base Unrealized Gain Loss
-101.11
Base Accrued Interest
0
Local Market Value
5059.08
Local Total Cost Amount
5160.19
Local Unrealized Gain Loss
-101.11
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL G30615
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G30615
Security Description
3% 01 Dec 2032
Maturity Date
2032-12-01T00:00:00.000
Interest Rate
3
Original Face
255000
Shares Par Value
47140.57
Base Market Value
46340.12
Base Total Cost
50146.25
Base Unrealized Gain Loss
-3806.13
Base Accrued Interest
0
Local Market Value
46340.12
Local Total Cost Amount
50146.25
Local Unrealized Gain Loss
-3806.13
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL D97492
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL D97492
Security Description
5.5% 01 Dec 2027
Maturity Date
2027-12-01T00:00:00.000
Interest Rate
5.5
Original Face
4434799
Shares Par Value
31819.68
Base Market Value
33086.42
Base Total Cost
34290.68
Base Unrealized Gain Loss
-1204.26
Base Accrued Interest
0
Local Market Value
33086.42
Local Total Cost Amount
34290.68
Local Unrealized Gain Loss
-1204.26
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL D99067
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL D99067
Security Description
3.5% 01 Apr 2032
Maturity Date
2032-04-01T00:00:00.000
Interest Rate
3.5
Original Face
3000000
Shares Par Value
606613.02
Base Market Value
607189.30
Base Total Cost
603652.74
Base Unrealized Gain Loss
3536.56
Base Accrued Interest
0
Local Market Value
607189.3
Local Total Cost Amount
603652.74
Local Unrealized Gain Loss
3536.56
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL D82181
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL D82181
Security Description
7.5% 01 Sep 2027
Maturity Date
2027-09-01T00:00:00.000
Interest Rate
7.5
Original Face
115000
Shares Par Value
316.18
Base Market Value
317.00
Base Total Cost
318.36
Base Unrealized Gain Loss
-1.36
Base Accrued Interest
0
Local Market Value
317
Local Total Cost Amount
318.36
Local Unrealized Gain Loss
-1.36
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FREDDIEMAC STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIEMAC STRIP
Security Description
0.01% 15 May 2040
Maturity Date
2040-05-15T00:00:00.000
Interest Rate
0.01
Original Face
32875000
Shares Par Value
1193790.86
Base Market Value
984865.52
Base Total Cost
1143241.27
Base Unrealized Gain Loss
-158375.75
Base Accrued Interest
0
Local Market Value
984865.52
Local Total Cost Amount
1143241.27
Local Unrealized Gain Loss
-158375.75
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
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: FED HM LN PC POOL A46629
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A46629
Security Description
5% 01 Aug 2035
Maturity Date
2035-08-01T00:00:00.000
Interest Rate
5
Original Face
1850000
Shares Par Value
22088.70
Base Market Value
23208.38
Base Total Cost
23375.36
Base Unrealized Gain Loss
-166.98
Base Accrued Interest
0
Local Market Value
23208.38
Local Total Cost Amount
23375.36
Local Unrealized Gain Loss
-166.98
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL A47828
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A47828
Security Description
3.5% 01 Aug 2035
Maturity Date
2035-08-01T00:00:00.000
Interest Rate
3.5
Original Face
150747
Shares Par Value
19171.05
Base Market Value
18649.21
Base Total Cost
19677.28
Base Unrealized Gain Loss
-1028.07
Base Accrued Interest
0
Local Market Value
18649.21
Local Total Cost Amount
19677.28
Local Unrealized Gain Loss
-1028.07
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL A51893
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A51893
Security Description
6% 01 Jun 2036
Maturity Date
2036-06-01T00:00:00.000
Interest Rate
6
Original Face
368000
Shares Par Value
6638.99
Base Market Value
7287.95
Base Total Cost
7321.21
Base Unrealized Gain Loss
-33.26
Base Accrued Interest
0
Local Market Value
7287.95
Local Total Cost Amount
7321.21
Local Unrealized Gain Loss
-33.26
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL A55611
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A55611
Security Description
6% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
6
Original Face
46565
Shares Par Value
255.92
Base Market Value
269.60
Base Total Cost
278.02
Base Unrealized Gain Loss
-8.42
Base Accrued Interest
0
Local Market Value
269.6
Local Total Cost Amount
278.02
Local Unrealized Gain Loss
-8.42
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
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: FED HM LN PC POOL A61466
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A61466
Security Description
6% 01 Mar 2037
Maturity Date
2037-03-01T00:00:00.000
Interest Rate
6
Original Face
246034
Shares Par Value
1859.57
Base Market Value
1956.30
Base Total Cost
2021.36
Base Unrealized Gain Loss
-65.06
Base Accrued Interest
0
Local Market Value
1956.3
Local Total Cost Amount
2021.36
Local Unrealized Gain Loss
-65.06
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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