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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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.625% 25 Aug 2025
Maturity Date
2025-08-25T00:00:00.000
Interest Rate
0.625
Original Face
0
Shares Par Value
500000.00
Base Market Value
463415.00
Base Total Cost
500000
Base Unrealized Gain Loss
-36585
Base Accrued Interest
1093.75
Local Market Value
463415
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-36585
Local Accrued Interest
1093.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 250256
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 250256
Security Description
8.5% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
8.5
Original Face
118000
Shares Par Value
19.01
Base Market Value
19.44
Base Total Cost
20.28
Base Unrealized Gain Loss
-0.84
Base Accrued Interest
0
Local Market Value
19.44
Local Total Cost Amount
20.28
Local Unrealized Gain Loss
-0.84
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 250804
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 250804
Security Description
9% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
9
Original Face
42000
Shares Par Value
68.28
Base Market Value
69.03
Base Total Cost
70.59
Base Unrealized Gain Loss
-1.56
Base Accrued Interest
0
Local Market Value
69.03
Local Total Cost Amount
70.59
Local Unrealized Gain Loss
-1.56
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 254693
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 254693
Security Description
5.5% 01 Apr 2033
Maturity Date
2033-04-01T00:00:00.000
Interest Rate
5.5
Original Face
608000
Shares Par Value
5722.82
Base Market Value
6121.19
Base Total Cost
6149.2
Base Unrealized Gain Loss
-28.01
Base Accrued Interest
0
Local Market Value
6121.19
Local Total Cost Amount
6149.2
Local Unrealized Gain Loss
-28.01
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 254379
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 254379
Security Description
7% 01 Jul 2032
Maturity Date
2032-07-01T00:00:00.000
Interest Rate
7
Original Face
497000
Shares Par Value
2725.15
Base Market Value
2966.46
Base Total Cost
3040.95
Base Unrealized Gain Loss
-74.49
Base Accrued Interest
0
Local Market Value
2966.46
Local Total Cost Amount
3040.95
Local Unrealized Gain Loss
-74.49
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 254449
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 254449
Security Description
7% 01 Sep 2032
Maturity Date
2032-09-01T00:00:00.000
Interest Rate
7
Original Face
98000
Shares Par Value
628.02
Base Market Value
680.19
Base Total Cost
711.58
Base Unrealized Gain Loss
-31.39
Base Accrued Interest
0
Local Market Value
680.19
Local Total Cost Amount
711.58
Local Unrealized Gain Loss
-31.39
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 255613
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 255613
Security Description
4.5% 01 Dec 2034
Maturity Date
2034-12-01T00:00:00.000
Interest Rate
4.5
Original Face
69000
Shares Par Value
2450.96
Base Market Value
2491.16
Base Total Cost
2528.33
Base Unrealized Gain Loss
-37.17
Base Accrued Interest
0
Local Market Value
2491.16
Local Total Cost Amount
2528.33
Local Unrealized Gain Loss
-37.17
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 256515
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 256515
Security Description
6.5% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
6.5
Original Face
400000
Shares Par Value
5161.49
Base Market Value
5627.42
Base Total Cost
5985.57
Base Unrealized Gain Loss
-358.15
Base Accrued Interest
0
Local Market Value
5627.42
Local Total Cost Amount
5985.57
Local Unrealized Gain Loss
-358.15
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 256394
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 256394
Security Description
6.5% 01 Sep 2036
Maturity Date
2036-09-01T00:00:00.000
Interest Rate
6.5
Original Face
6141047
Shares Par Value
53570.87
Base Market Value
58003.32
Base Total Cost
59162.34
Base Unrealized Gain Loss
-1159.02
Base Accrued Interest
0
Local Market Value
58003.32
Local Total Cost Amount
59162.34
Local Unrealized Gain Loss
-1159.02
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 257452
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 257452
Security Description
6% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
6
Original Face
2386000
Shares Par Value
27417.62
Base Market Value
28814.00
Base Total Cost
30086.54
Base Unrealized Gain Loss
-1272.54
Base Accrued Interest
0
Local Market Value
28814
Local Total Cost Amount
30086.54
Local Unrealized Gain Loss
-1272.54
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 256834
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 256834
Security Description
6.5% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
6.5
Original Face
125000
Shares Par Value
2.92
Base Market Value
2.91
Base Total Cost
3.04
Base Unrealized Gain Loss
-0.13
Base Accrued Interest
0
Local Market Value
2.91
Local Total Cost Amount
3.04
Local Unrealized Gain Loss
-0.13
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 257586
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 257586
Security Description
7% 01 Feb 2039
Maturity Date
2039-02-01T00:00:00.000
Interest Rate
7
Original Face
136000
Shares Par Value
3731.45
Base Market Value
4032.28
Base Total Cost
4229.5
Base Unrealized Gain Loss
-197.22
Base Accrued Interest
0
Local Market Value
4032.28
Local Total Cost Amount
4229.5
Local Unrealized Gain Loss
-197.22
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 310099
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 310099
Security Description
1% 01 Aug 2035
Maturity Date
2035-08-01T00:00:00.000
Interest Rate
5
Original Face
1350498
Shares Par Value
64337.18
Base Market Value
67653.12
Base Total Cost
71022.22
Base Unrealized Gain Loss
-3369.1
Base Accrued Interest
0
Local Market Value
67653.12
Local Total Cost Amount
71022.22
Local Unrealized Gain Loss
-3369.1
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 329666
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 329666
Security Description
7% 01 Dec 2025
Maturity Date
2025-12-01T00:00:00.000
Interest Rate
7
Original Face
38000
Shares Par Value
32.17
Base Market Value
32.22
Base Total Cost
32.31
Base Unrealized Gain Loss
-0.09
Base Accrued Interest
0
Local Market Value
32.22
Local Total Cost Amount
32.31
Local Unrealized Gain Loss
-0.09
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 357399
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 357399
Security Description
5.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
5.5
Original Face
423000
Shares Par Value
3632.44
Base Market Value
3867.35
Base Total Cost
3904.29
Base Unrealized Gain Loss
-36.94
Base Accrued Interest
0
Local Market Value
3867.35
Local Total Cost Amount
3904.29
Local Unrealized Gain Loss
-36.94
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 357512
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 357512
Security Description
5.5% 01 Mar 2034
Maturity Date
2034-03-01T00:00:00.000
Interest Rate
5.5
Original Face
2906000
Shares Par Value
36261.97
Base Market Value
38839.11
Base Total Cost
38986.33
Base Unrealized Gain Loss
-147.22
Base Accrued Interest
0
Local Market Value
38839.11
Local Total Cost Amount
38986.33
Local Unrealized Gain Loss
-147.22
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
4.5% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
4.5
Original Face
6545881
Shares Par Value
99878.36
Base Market Value
2004.71
Base Total Cost
8593.08
Base Unrealized Gain Loss
-6588.37
Base Accrued Interest
0
Local Market Value
2004.71
Local Total Cost Amount
8593.08
Local Unrealized Gain Loss
-6588.37
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
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
3% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
3
Original Face
3481158
Shares Par Value
333523.48
Base Market Value
17353.33
Base Total Cost
28133.5
Base Unrealized Gain Loss
-10780.17
Base Accrued Interest
0
Local Market Value
17353.33
Local Total Cost Amount
28133.5
Local Unrealized Gain Loss
-10780.17
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
3% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
3
Original Face
8504027
Shares Par Value
877568.90
Base Market Value
47254.01
Base Total Cost
73163.01
Base Unrealized Gain Loss
-25909
Base Accrued Interest
0
Local Market Value
47254.01
Local Total Cost Amount
73163.01
Local Unrealized Gain Loss
-25909
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
3.5% 15 Dec 2042
Interest Rate
3.5
Original Face
12550000
Shares Par Value
2135239.81
Base Market Value
379277.31
Base Total Cost
287861.5
Base Unrealized Gain Loss
91415.81
Base Accrued Interest
0
Local Market Value
379277.31
Local Total Cost Amount
287861.5
Local Unrealized Gain Loss
91415.81
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
4.5% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
4.5
Original Face
2463918
Shares Par Value
108384.35
Base Market Value
3901.84
Base Total Cost
10168.99
Base Unrealized Gain Loss
-6267.15
Base Accrued Interest
0
Local Market Value
3901.84
Local Total Cost Amount
10168.99
Local Unrealized Gain Loss
-6267.15
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
3% 15 Aug 2033
Maturity Date
2033-08-15T00:00:00.000
Interest Rate
3
Original Face
525000
Shares Par Value
525000.00
Base Market Value
510950.84
Base Total Cost
578976.56
Base Unrealized Gain Loss
-68025.72
Base Accrued Interest
0
Local Market Value
510950.84
Local Total Cost Amount
578976.56
Local Unrealized Gain Loss
-68025.72
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 Dec 2043
Maturity Date
2043-12-15T00:00:00.000
Interest Rate
4.676
Original Face
5400000
Shares Par Value
450019.80
Base Market Value
39519.30
Base Total Cost
61877.71
Base Unrealized Gain Loss
-22358.41
Base Accrued Interest
935.24
Local Market Value
39519.3
Local Total Cost Amount
61877.71
Local Unrealized Gain Loss
-22358.41
Local Accrued Interest
935.24
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
4.5% 15 Sep 2044
Maturity Date
2044-09-15T00:00:00.000
Interest Rate
4.5
Original Face
6875000
Shares Par Value
858515.97
Base Market Value
154848.12
Base Total Cost
144611.44
Base Unrealized Gain Loss
10236.68
Base Accrued Interest
0
Local Market Value
154848.12
Local Total Cost Amount
144611.44
Local Unrealized Gain Loss
10236.68
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
3.5% 15 Oct 2034
Maturity Date
2034-10-15T00:00:00.000
Interest Rate
3.5
Original Face
3347000
Shares Par Value
3269849.31
Base Market Value
3233106.67
Base Total Cost
3707958.03
Base Unrealized Gain Loss
-474851.36
Base Accrued Interest
0
Local Market Value
3233106.67
Local Total Cost Amount
3707958.03
Local Unrealized Gain Loss
-474851.36
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
4% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
4
Original Face
1141264
Shares Par Value
71188.26
Base Market Value
2492.68
Base Total Cost
6353.92
Base Unrealized Gain Loss
-3861.24
Base Accrued Interest
0
Local Market Value
2492.68
Local Total Cost Amount
6353.92
Local Unrealized Gain Loss
-3861.24
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
4.5% 15 Sep 2043
Maturity Date
2043-09-15T00:00:00.000
Interest Rate
4.5
Original Face
10300000
Shares Par Value
2214137.03
Base Market Value
424704.03
Base Total Cost
322433.7
Base Unrealized Gain Loss
102270.33
Base Accrued Interest
0
Local Market Value
424704.03
Local Total Cost Amount
322433.7
Local Unrealized Gain Loss
102270.33
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
3.5% 15 May 2046
Maturity Date
2046-05-15T00:00:00.000
Interest Rate
3.5
Original Face
14120714
Shares Par Value
3458102.99
Base Market Value
578867.42
Base Total Cost
415310.9
Base Unrealized Gain Loss
163556.52
Base Accrued Interest
0
Local Market Value
578867.42
Local Total Cost Amount
415310.9
Local Unrealized Gain Loss
163556.52
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
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 May 2026
Maturity Date
2026-05-25T00:00:00.000
Interest Rate
1.391486
Original Face
27050000
Shares Par Value
25444215.97
Base Market Value
1007954.80
Base Total Cost
2181642.79
Base Unrealized Gain Loss
-1173687.99
Base Accrued Interest
0
Local Market Value
1007954.8
Local Total Cost Amount
2181642.79
Local Unrealized Gain Loss
-1173687.99
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
3.5% 15 Jan 2032
Maturity Date
2032-01-15T00:00:00.000
Interest Rate
3.5
Original Face
7077182
Shares Par Value
1806756.30
Base Market Value
152017.04
Base Total Cost
153574.28
Base Unrealized Gain Loss
-1557.24
Base Accrued Interest
0
Local Market Value
152017.04
Local Total Cost Amount
153574.28
Local Unrealized Gain Loss
-1557.24
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
1.5% 12 Feb 2025
Maturity Date
2025-02-12T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
1000000.00
Base Market Value
961250.00
Base Total Cost
1048164
Base Unrealized Gain Loss
-86914
Base Accrued Interest
5791.67
Local Market Value
961250
Local Total Cost Amount
1048164
Local Unrealized Gain Loss
-86914
Local Accrued Interest
5791.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.375% 21 Jul 2025
Maturity Date
2025-07-21T00:00:00.000
Interest Rate
0.375
Original Face
0
Shares Par Value
1000000.00
Base Market Value
922450.00
Base Total Cost
999410
Base Unrealized Gain Loss
-76960
Base Accrued Interest
1666.67
Local Market Value
922450
Local Total Cost Amount
999410
Local Unrealized Gain Loss
-76960
Local Accrued Interest
1666.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.25% 24 Aug 2023
Maturity Date
2023-08-24T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
1000000.00
Base Market Value
969710.00
Base Total Cost
1000398
Base Unrealized Gain Loss
-30688
Base Accrued Interest
881.94
Local Market Value
969710
Local Total Cost Amount
1000398
Local Unrealized Gain Loss
-30688
Local Accrued Interest
881.94
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.25% 08 Sep 2023
Maturity Date
2023-09-08T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
1000000.00
Base Market Value
968970.00
Base Total Cost
1000951
Base Unrealized Gain Loss
-31981
Base Accrued Interest
784.72
Local Market Value
968970
Local Total Cost Amount
1000951
Local Unrealized Gain Loss
-31981
Local Accrued Interest
784.72
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.375% 23 Sep 2025
Maturity Date
2025-09-23T00:00:00.000
Interest Rate
0.375
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2751870.00
Base Total Cost
2993082
Base Unrealized Gain Loss
-241212
Base Accrued Interest
3062.5
Local Market Value
2751870
Local Total Cost Amount
2993082
Local Unrealized Gain Loss
-241212
Local Accrued Interest
3062.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.25% 06 Nov 2023
Maturity Date
2023-11-06T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2893950.00
Base Total Cost
3004260
Base Unrealized Gain Loss
-110310
Base Accrued Interest
1145.83
Local Market Value
2893950
Local Total Cost Amount
3004260
Local Unrealized Gain Loss
-110310
Local Accrued Interest
1145.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.25% 04 Dec 2023
Maturity Date
2023-12-04T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1924380.00
Base Total Cost
2002906
Base Unrealized Gain Loss
-78526
Base Accrued Interest
375
Local Market Value
1924380
Local Total Cost Amount
2002906
Local Unrealized Gain Loss
-78526
Local Accrued Interest
375
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Sep 2030
Maturity Date
2030-09-25T00:00:00.000
Interest Rate
1.052911
Original Face
8093416
Shares Par Value
8066548.21
Base Market Value
507139.85
Base Total Cost
645493.27
Base Unrealized Gain Loss
-138353.42
Base Accrued Interest
0
Local Market Value
507139.85
Local Total Cost Amount
645493.27
Local Unrealized Gain Loss
-138353.42
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
2% 25 Feb 2050
Maturity Date
2050-02-25T00:00:00.000
Interest Rate
2
Original Face
3622359
Shares Par Value
3176571.54
Base Market Value
345877.18
Base Total Cost
297803.58
Base Unrealized Gain Loss
48073.6
Base Accrued Interest
0
Local Market Value
345877.18
Local Total Cost Amount
297803.58
Local Unrealized Gain Loss
48073.6
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
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Sep 2030
Maturity Date
2030-09-25T00:00:00.000
Interest Rate
1.025534
Original Face
7200000
Shares Par Value
7173052.56
Base Market Value
436379.83
Base Total Cost
555911.6
Base Unrealized Gain Loss
-119531.77
Base Accrued Interest
0
Local Market Value
436379.83
Local Total Cost Amount
555911.6
Local Unrealized Gain Loss
-119531.77
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
4% 25 Nov 2050
Maturity Date
2050-11-25T00:00:00.000
Interest Rate
4
Original Face
14447694
Shares Par Value
7493014.19
Base Market Value
1421223.98
Base Total Cost
1058388.24
Base Unrealized Gain Loss
362835.74
Base Accrued Interest
0
Local Market Value
1421223.98
Local Total Cost Amount
1058388.24
Local Unrealized Gain Loss
362835.74
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
2.5% 25 Nov 2050
Maturity Date
2050-11-25T00:00:00.000
Interest Rate
2.5
Original Face
10615257
Shares Par Value
8163216.18
Base Market Value
1197337.28
Base Total Cost
966830.92
Base Unrealized Gain Loss
230506.36
Base Accrued Interest
0
Local Market Value
1197337.28
Local Total Cost Amount
966830.92
Local Unrealized Gain Loss
230506.36
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
4% 25 Mar 2050
Maturity Date
2050-03-25T00:00:00.000
Interest Rate
4
Original Face
18785223
Shares Par Value
13347189.86
Base Market Value
2802670.96
Base Total Cost
2581847.05
Base Unrealized Gain Loss
220823.91
Base Accrued Interest
0
Local Market Value
2802670.96
Local Total Cost Amount
2581847.05
Local Unrealized Gain Loss
220823.91
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
4% 25 Nov 2050
Maturity Date
2050-11-25T00:00:00.000
Interest Rate
4
Original Face
9705168
Shares Par Value
6125507.24
Base Market Value
1317549.44
Base Total Cost
899683.88
Base Unrealized Gain Loss
417865.56
Base Accrued Interest
0
Local Market Value
1317549.44
Local Total Cost Amount
899683.88
Local Unrealized Gain Loss
417865.56
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Sep 2027
Maturity Date
2027-09-25T00:00:00.000
Interest Rate
0.843467
Original Face
5110000
Shares Par Value
5090289.20
Base Market Value
168255.95
Base Total Cost
232995.05
Base Unrealized Gain Loss
-64739.1
Base Accrued Interest
0
Local Market Value
168255.95
Local Total Cost Amount
232995.05
Local Unrealized Gain Loss
-64739.1
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
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Oct 2030
Maturity Date
2030-10-25T00:00:00.000
Interest Rate
1.132964
Original Face
36322000
Shares Par Value
36211253.13
Base Market Value
2406741.11
Base Total Cost
3085345.99
Base Unrealized Gain Loss
-678604.88
Base Accrued Interest
0
Local Market Value
2406741.11
Local Total Cost Amount
3085345.99
Local Unrealized Gain Loss
-678604.88
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
2% 25 Dec 2050
Maturity Date
2050-12-25T00:00:00.000
Interest Rate
2
Original Face
4300000
Shares Par Value
3431945.76
Base Market Value
482498.97
Base Total Cost
260077.14
Base Unrealized Gain Loss
222421.83
Base Accrued Interest
0
Local Market Value
482498.97
Local Total Cost Amount
260077.14
Local Unrealized Gain Loss
222421.83
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Nov 2030
Maturity Date
2030-11-25T00:00:00.000
Interest Rate
0.973141
Original Face
10968000
Shares Par Value
10943498.91
Base Market Value
637024.35
Base Total Cost
805800.6
Base Unrealized Gain Loss
-168776.25
Base Accrued Interest
0
Local Market Value
637024.35
Local Total Cost Amount
805800.6
Local Unrealized Gain Loss
-168776.25
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 15 Nov 2048
Maturity Date
2048-11-15T00:00:00.000
Interest Rate
3.47076
Original Face
13000000
Shares Par Value
6852321.58
Base Market Value
338643.10
Base Total Cost
701827.62
Base Unrealized Gain Loss
-363184.52
Base Accrued Interest
10570.11
Local Market Value
338643.1
Local Total Cost Amount
701827.62
Local Unrealized Gain Loss
-363184.52
Local Accrued Interest
10570.11
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Oct 2030
Maturity Date
2030-10-25T00:00:00.000
Interest Rate
1.120293
Original Face
1439000
Shares Par Value
1426958.69
Base Market Value
93423.56
Base Total Cost
120027.22
Base Unrealized Gain Loss
-26603.66
Base Accrued Interest
0
Local Market Value
93423.56
Local Total Cost Amount
120027.22
Local Unrealized Gain Loss
-26603.66
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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