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

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

City Government Office of the Comptroller Dataset p3e6-t4zv 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
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
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 Dec 2030
Maturity Date
2030-12-25T00:00:00.000
Interest Rate
0.865008
Original Face
6030000
Shares Par Value
6018837.81
Base Market Value
308095.88
Base Total Cost
397608.57
Base Unrealized Gain Loss
-89512.69
Base Accrued Interest
0
Local Market Value
308095.88
Local Total Cost Amount
397608.57
Local Unrealized Gain Loss
-89512.69
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 Dec 2030
Maturity Date
2030-12-25T00:00:00.000
Interest Rate
0.811397
Original Face
3129000
Shares Par Value
3123612.89
Base Market Value
153402.82
Base Total Cost
197409.2
Base Unrealized Gain Loss
-44006.38
Base Accrued Interest
0
Local Market Value
153402.82
Local Total Cost Amount
197409.2
Local Unrealized Gain Loss
-44006.38
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 Jan 2031
Maturity Date
2031-01-25T00:00:00.000
Interest Rate
0.676092
Original Face
10325000
Shares Par Value
10299504.89
Base Market Value
407738.86
Base Total Cost
509342.71
Base Unrealized Gain Loss
-101603.85
Base Accrued Interest
0
Local Market Value
407738.86
Local Total Cost Amount
509342.71
Local Unrealized Gain Loss
-101603.85
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 Jan 2031
Maturity Date
2031-01-25T00:00:00.000
Interest Rate
0.402383
Original Face
5560000
Shares Par Value
5560000.00
Base Market Value
126970.38
Base Total Cost
155935.76
Base Unrealized Gain Loss
-28965.38
Base Accrued Interest
0
Local Market Value
126970.38
Local Total Cost Amount
155935.76
Local Unrealized Gain Loss
-28965.38
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 Sep 2048
Maturity Date
2048-09-15T00:00:00.000
Interest Rate
4.876
Original Face
5415948
Shares Par Value
2647228.02
Base Market Value
417316.70
Base Total Cost
560933.33
Base Unrealized Gain Loss
-143616.63
Base Accrued Interest
5736.83
Local Market Value
417316.7
Local Total Cost Amount
560933.33
Local Unrealized Gain Loss
-143616.63
Local Accrued Interest
5736.83
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 Jun 2029
Maturity Date
2029-06-25T00:00:00.000
Interest Rate
1.015213
Original Face
9260000
Shares Par Value
9226618.35
Base Market Value
469434.66
Base Total Cost
595405.22
Base Unrealized Gain Loss
-125970.56
Base Accrued Interest
0
Local Market Value
469434.66
Local Total Cost Amount
595405.22
Local Unrealized Gain Loss
-125970.56
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
3% 25 Jul 2049
Maturity Date
2049-07-25T00:00:00.000
Interest Rate
3
Original Face
525000
Shares Par Value
158116.97
Base Market Value
152344.85
Base Total Cost
166319.31
Base Unrealized Gain Loss
-13974.46
Base Accrued Interest
0
Local Market Value
152344.85
Local Total Cost Amount
166319.31
Local Unrealized Gain Loss
-13974.46
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% 25 Jul 2049
Maturity Date
2049-07-25T00:00:00.000
Interest Rate
4.42643
Original Face
10100000
Shares Par Value
4189930.06
Base Market Value
693555.77
Base Total Cost
735856.46
Base Unrealized Gain Loss
-42300.69
Base Accrued Interest
3091.08
Local Market Value
693555.77
Local Total Cost Amount
735856.46
Local Unrealized Gain Loss
-42300.69
Local Accrued Interest
3091.08
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 Jan 2030
Maturity Date
2030-01-25T00:00:00.000
Interest Rate
1.64466
Original Face
29150000
Shares Par Value
29101436.39
Base Market Value
2666922.56
Base Total Cost
3430136.95
Base Unrealized Gain Loss
-763214.39
Base Accrued Interest
0
Local Market Value
2666922.56
Local Total Cost Amount
3430136.95
Local Unrealized Gain Loss
-763214.39
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 Jan 2030
Maturity Date
2030-01-25T00:00:00.000
Interest Rate
1.477076
Original Face
11119000
Shares Par Value
11081543.31
Base Market Value
906210.93
Base Total Cost
1210745.18
Base Unrealized Gain Loss
-304534.25
Base Accrued Interest
0
Local Market Value
906210.93
Local Total Cost Amount
1210745.18
Local Unrealized Gain Loss
-304534.25
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: 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 Jan 2030
Maturity Date
2030-01-25T00:00:00.000
Interest Rate
1.707441
Original Face
10040000
Shares Par Value
10014653.72
Base Market Value
974757.29
Base Total Cost
1282736.28
Base Unrealized Gain Loss
-307978.99
Base Accrued Interest
0
Local Market Value
974757.29
Local Total Cost Amount
1282736.28
Local Unrealized Gain Loss
-307978.99
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
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 Mar 2030
Maturity Date
2030-03-25T00:00:00.000
Interest Rate
1.809766
Original Face
5370000
Shares Par Value
5367551.76
Base Market Value
562983.72
Base Total Cost
719377.77
Base Unrealized Gain Loss
-156394.05
Base Accrued Interest
0
Local Market Value
562983.72
Local Total Cost Amount
719377.77
Local Unrealized Gain Loss
-156394.05
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 May 2050
Maturity Date
2050-05-25T00:00:00.000
Interest Rate
4
Original Face
4324000
Shares Par Value
2531840.11
Base Market Value
449391.49
Base Total Cost
405094.42
Base Unrealized Gain Loss
44297.07
Base Accrued Interest
0
Local Market Value
449391.49
Local Total Cost Amount
405094.42
Local Unrealized Gain Loss
44297.07
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
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 Apr 2030
Maturity Date
2030-04-25T00:00:00.000
Interest Rate
1.697103
Original Face
6202000
Shares Par Value
6180578.79
Base Market Value
600208.99
Base Total Cost
763156.61
Base Unrealized Gain Loss
-162947.62
Base Accrued Interest
0
Local Market Value
600208.99
Local Total Cost Amount
763156.61
Local Unrealized Gain Loss
-162947.62
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 Apr 2030
Maturity Date
2030-04-25T00:00:00.000
Interest Rate
1.697103
Original Face
5285000
Shares Par Value
5266746.03
Base Market Value
511464.77
Base Total Cost
651142.63
Base Unrealized Gain Loss
-139677.86
Base Accrued Interest
0
Local Market Value
511464.77
Local Total Cost Amount
651142.63
Local Unrealized Gain Loss
-139677.86
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 Oct 2034
Maturity Date
2034-10-25T00:00:00.000
Interest Rate
4
Original Face
32650685
Shares Par Value
16438524.47
Base Market Value
2051371.69
Base Total Cost
1952074.79
Base Unrealized Gain Loss
99296.9
Base Accrued Interest
0
Local Market Value
2051371.69
Local Total Cost Amount
1952074.79
Local Unrealized Gain Loss
99296.9
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 Apr 2030
Maturity Date
2030-04-25T00:00:00.000
Interest Rate
1.813699
Original Face
2595000
Shares Par Value
2587350.77
Base Market Value
264792.84
Base Total Cost
338275.9
Base Unrealized Gain Loss
-73483.06
Base Accrued Interest
0
Local Market Value
264792.84
Local Total Cost Amount
338275.9
Local Unrealized Gain Loss
-73483.06
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 Jul 2040
Maturity Date
2040-07-25T00:00:00.000
Interest Rate
4
Original Face
4100000
Shares Par Value
2367095.11
Base Market Value
366983.30
Base Total Cost
346927.39
Base Unrealized Gain Loss
20055.91
Base Accrued Interest
0
Local Market Value
366983.3
Local Total Cost Amount
346927.39
Local Unrealized Gain Loss
20055.91
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: 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 Jun 2030
Maturity Date
2030-06-25T00:00:00.000
Interest Rate
1.490193
Original Face
10500000
Shares Par Value
10498151.27
Base Market Value
911879.92
Base Total Cost
1159288.04
Base Unrealized Gain Loss
-247408.12
Base Accrued Interest
0
Local Market Value
911879.92
Local Total Cost Amount
1159288.04
Local Unrealized Gain Loss
-247408.12
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 Jun 2030
Maturity Date
2030-06-25T00:00:00.000
Interest Rate
1.490193
Original Face
3308000
Shares Par Value
3307417.56
Base Market Value
287285.60
Base Total Cost
371696.89
Base Unrealized Gain Loss
-84411.29
Base Accrued Interest
0
Local Market Value
287285.6
Local Total Cost Amount
371696.89
Local Unrealized Gain Loss
-84411.29
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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