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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: ATLAS LUXCO 4 / ALL UNI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATLAS LUXCO 4 / ALL UNI
Security Description
4.625% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1005000.00
Base Market Value
828823.50
Base Total Cost
1005000
Base Unrealized Gain Loss
-176176.5
Base Accrued Interest
3873.44
Local Market Value
828823.5
Local Total Cost Amount
1005000
Local Unrealized Gain Loss
-176176.5
Local Accrued Interest
3873.44
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: ATLAS LUXCO 4 / ALL UNI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATLAS LUXCO 4 / ALL UNI
Security Description
4.625% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
2195000.00
Base Market Value
1810216.50
Base Total Cost
2195000
Base Unrealized Gain Loss
-384783.5
Base Accrued Interest
8459.89
Local Market Value
1810216.5
Local Total Cost Amount
2195000
Local Unrealized Gain Loss
-384783.5
Local Accrued Interest
8459.89
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: ATLAS LUXCO 4 / ALL UNI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATLAS LUXCO 4 / ALL UNI
Security Description
4.625% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
278000.00
Base Market Value
229266.60
Base Total Cost
278000
Base Unrealized Gain Loss
-48733.4
Base Accrued Interest
1071.46
Local Market Value
229266.6
Local Total Cost Amount
278000
Local Unrealized Gain Loss
-48733.4
Local Accrued Interest
1071.46
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: ATLAS LUXCO 4 / ALL UNI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATLAS LUXCO 4 / ALL UNI
Security Description
4.625% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
500000.00
Base Market Value
412350.00
Base Total Cost
493490
Base Unrealized Gain Loss
-81140
Base Accrued Interest
1927.08
Local Market Value
412350
Local Total Cost Amount
493490
Local Unrealized Gain Loss
-81140
Local Accrued Interest
1927.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
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: ATLAS LUXCO 4 / ALL UNI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATLAS LUXCO 4 / ALL UNI
Security Description
4.625% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1460000.00
Base Market Value
1204062.00
Base Total Cost
1409427.5
Base Unrealized Gain Loss
-205365.5
Base Accrued Interest
5627.08
Local Market Value
1204062
Local Total Cost Amount
1409427.5
Local Unrealized Gain Loss
-205365.5
Local Accrued Interest
5627.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
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: ALLISON TRANSMISSION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLISON TRANSMISSION INC
Security Description
4.75% 01 Oct 2027
Maturity Date
2027-10-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
715000.00
Base Market Value
653996.20
Base Total Cost
721256.25
Base Unrealized Gain Loss
-67260.05
Base Accrued Interest
8490.62
Local Market Value
653996.2
Local Total Cost Amount
721256.25
Local Unrealized Gain Loss
-67260.05
Local Accrued Interest
8490.62
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
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: ALLISON TRANSMISSION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLISON TRANSMISSION INC
Security Description
5.875% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
204000.00
Base Market Value
189720.00
Base Total Cost
191250
Base Unrealized Gain Loss
-1530
Base Accrued Interest
998.75
Local Market Value
189720
Local Total Cost Amount
191250
Local Unrealized Gain Loss
-1530
Local Accrued Interest
998.75
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
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: ALLISON TRANSMISSION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLISON TRANSMISSION INC
Security Description
3.75% 30 Jan 2031
Maturity Date
2031-01-30T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1161000.00
Base Market Value
930471.84
Base Total Cost
1092320.44
Base Unrealized Gain Loss
-161848.6
Base Accrued Interest
18261.57
Local Market Value
930471.84
Local Total Cost Amount
1092320.44
Local Unrealized Gain Loss
-161848.6
Local Accrued Interest
18261.57
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
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: ALLISON TRANSMISSION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLISON TRANSMISSION INC
Security Description
3.75% 30 Jan 2031
Maturity Date
2031-01-30T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
215000.00
Base Market Value
172309.60
Base Total Cost
208442.5
Base Unrealized Gain Loss
-36132.9
Base Accrued Interest
3381.77
Local Market Value
172309.6
Local Total Cost Amount
208442.5
Local Unrealized Gain Loss
-36132.9
Local Accrued Interest
3381.77
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
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: ALLISON TRANSMISSION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLISON TRANSMISSION INC
Security Description
3.75% 30 Jan 2031
Maturity Date
2031-01-30T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
231000.00
Base Market Value
185132.64
Base Total Cost
199666.25
Base Unrealized Gain Loss
-14533.61
Base Accrued Interest
3633.43
Local Market Value
185132.64
Local Total Cost Amount
199666.25
Local Unrealized Gain Loss
-14533.61
Local Accrued Interest
3633.43
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
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 TBA 15 YR 1.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 1.5
Security Description
1.5% 18 Jul 2037
Maturity Date
2037-07-18T00:00:00.000
Interest Rate
1.5
Original Face
7275000
Shares Par Value
7275000.00
Base Market Value
6615157.50
Base Total Cost
6491232.42
Base Unrealized Gain Loss
123925.08
Base Accrued Interest
0
Local Market Value
6615157.5
Local Total Cost Amount
6491232.42
Local Unrealized Gain Loss
123925.08
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 1.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 1.5
Security Description
1.5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
1.5
Original Face
12814400
Shares Par Value
12814400.00
Base Market Value
10633901.70
Base Total Cost
10699707.19
Base Unrealized Gain Loss
-65805.49
Base Accrued Interest
6941.14
Local Market Value
10633901.7
Local Total Cost Amount
10699707.19
Local Unrealized Gain Loss
-65805.49
Local Accrued Interest
6941.14
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 TBA 30 YR 1.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 1.5
Security Description
1.5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
1.5
Original Face
7200000
Shares Par Value
7200000.00
Base Market Value
5974848.00
Base Total Cost
6040687.5
Base Unrealized Gain Loss
-65839.5
Base Accrued Interest
0
Local Market Value
5974848
Local Total Cost Amount
6040687.5
Local Unrealized Gain Loss
-65839.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 1.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 1.5
Security Description
1.5% 11 Aug 2052
Maturity Date
2052-08-11T00:00:00.000
Interest Rate
1.5
Original Face
13500000
Shares Par Value
13500000.00
Base Market Value
11203417.94
Base Total Cost
11142773.44
Base Unrealized Gain Loss
60644.5
Base Accrued Interest
0
Local Market Value
11203417.94
Local Total Cost Amount
11142773.44
Local Unrealized Gain Loss
60644.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 15 YR 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 2
Security Description
2% 18 Jul 2037
Maturity Date
2037-07-18T00:00:00.000
Interest Rate
2
Original Face
1332000
Shares Par Value
-1332000.00
Base Market Value
-1243235.52
Base Total Cost
-1239228.28
Base Unrealized Gain Loss
-4007.24
Base Accrued Interest
1258
Local Market Value
-1243235.52
Local Total Cost Amount
-1239228.28
Local Unrealized Gain Loss
-4007.24
Local Accrued Interest
1258
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 TBA 15 YR 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 2
Security Description
2% 18 Jul 2037
Maturity Date
2037-07-18T00:00:00.000
Interest Rate
2
Original Face
5500000
Shares Par Value
-5500000.00
Base Market Value
-5133480.00
Base Total Cost
-5151308.59
Base Unrealized Gain Loss
17828.59
Base Accrued Interest
0
Local Market Value
-5133480
Local Total Cost Amount
-5151308.59
Local Unrealized Gain Loss
17828.59
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 TBA 30 YR 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2
Security Description
2% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
2
Original Face
128996200
Shares Par Value
128996200.00
Base Market Value
111924842.89
Base Total Cost
110433365.4
Base Unrealized Gain Loss
1491477.48
Base Accrued Interest
93163.92
Local Market Value
111924842.9
Local Total Cost Amount
110433365.4
Local Unrealized Gain Loss
1491477.48
Local Accrued Interest
93163.92
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 TBA 30 YR 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2
Security Description
2% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
2
Original Face
133677200
Shares Par Value
-133677200.00
Base Market Value
-115986359.35
Base Total Cost
-114372557.9
Base Unrealized Gain Loss
-1613801.47
Base Accrued Interest
96544.64
Local Market Value
-115986359.3
Local Total Cost Amount
-114372557.9
Local Unrealized Gain Loss
-1613801.47
Local Accrued Interest
96544.64
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 TBA 30 YR 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2
Security Description
2% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
2
Original Face
20685000
Shares Par Value
20685000.00
Base Market Value
17947547.10
Base Total Cost
18057489.24
Base Unrealized Gain Loss
-109942.14
Base Accrued Interest
0
Local Market Value
17947547.1
Local Total Cost Amount
18057489.24
Local Unrealized Gain Loss
-109942.14
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2
Security Description
2% 11 Aug 2052
Maturity Date
2052-08-11T00:00:00.000
Interest Rate
2
Original Face
76404245
Shares Par Value
-76404245.00
Base Market Value
-66221087.23
Base Total Cost
-65440643.47
Base Unrealized Gain Loss
-780443.76
Base Accrued Interest
42446.81
Local Market Value
-66221087.23
Local Total Cost Amount
-65440643.47
Local Unrealized Gain Loss
-780443.76
Local Accrued Interest
42446.81
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 TBA 30 YR 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2
Security Description
2% 11 Aug 2052
Maturity Date
2052-08-11T00:00:00.000
Interest Rate
2
Original Face
20685000
Shares Par Value
20685000.00
Base Market Value
17928103.20
Base Total Cost
17765667.77
Base Unrealized Gain Loss
162435.43
Base Accrued Interest
0
Local Market Value
17928103.2
Local Total Cost Amount
17765667.77
Local Unrealized Gain Loss
162435.43
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 TBA 30 YR 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2
Security Description
2% 11 Aug 2052
Maturity Date
2052-08-11T00:00:00.000
Interest Rate
2
Original Face
90250000
Shares Par Value
90250000.00
Base Market Value
78221480.00
Base Total Cost
77653779.3
Base Unrealized Gain Loss
567700.7
Base Accrued Interest
0
Local Market Value
78221480
Local Total Cost Amount
77653779.3
Local Unrealized Gain Loss
567700.7
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 TBA 15 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 2.5
Security Description
2.5% 18 Jul 2037
Maturity Date
2037-07-18T00:00:00.000
Interest Rate
2.5
Original Face
750000
Shares Par Value
750000.00
Base Market Value
716175.00
Base Total Cost
721062.19
Base Unrealized Gain Loss
-4887.19
Base Accrued Interest
885.42
Local Market Value
716175
Local Total Cost Amount
721062.19
Local Unrealized Gain Loss
-4887.19
Local Accrued Interest
885.42
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 TBA 15 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 2.5
Security Description
2.5% 18 Jul 2037
Maturity Date
2037-07-18T00:00:00.000
Interest Rate
2.5
Original Face
55948000
Shares Par Value
-55948000.00
Base Market Value
-53424745.20
Base Total Cost
-53172454.69
Base Unrealized Gain Loss
-252290.51
Base Accrued Interest
66049.72
Local Market Value
-53424745.2
Local Total Cost Amount
-53172454.69
Local Unrealized Gain Loss
-252290.51
Local Accrued Interest
66049.72
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 TBA 30 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2.5
Security Description
2.5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
2.5
Original Face
8453100
Shares Par Value
8453100.00
Base Market Value
7600520.33
Base Total Cost
7433123.23
Base Unrealized Gain Loss
167397.1
Base Accrued Interest
7631.27
Local Market Value
7600520.33
Local Total Cost Amount
7433123.23
Local Unrealized Gain Loss
167397.1
Local Accrued Interest
7631.27
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 TBA 30 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2.5
Security Description
2.5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
2.5
Original Face
63067000
Shares Par Value
-63067000.00
Base Market Value
-56706062.38
Base Total Cost
-57057573.17
Base Unrealized Gain Loss
351510.79
Base Accrued Interest
56935.49
Local Market Value
-56706062.38
Local Total Cost Amount
-57057573.17
Local Unrealized Gain Loss
351510.79
Local Accrued Interest
56935.49
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 TBA 30 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2.5
Security Description
2.5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
2.5
Original Face
24223000
Shares Par Value
24223000.00
Base Market Value
21779868.22
Base Total Cost
21726519.36
Base Unrealized Gain Loss
53348.86
Base Accrued Interest
0
Local Market Value
21779868.22
Local Total Cost Amount
21726519.36
Local Unrealized Gain Loss
53348.86
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2.5
Security Description
2.5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
2.5
Original Face
28402000
Shares Par Value
-28402000.00
Base Market Value
-25537374.28
Base Total Cost
-25571785.08
Base Unrealized Gain Loss
34410.8
Base Accrued Interest
0
Local Market Value
-25537374.28
Local Total Cost Amount
-25571785.08
Local Unrealized Gain Loss
34410.8
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 TBA 30 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2.5
Security Description
2.5% 11 Aug 2052
Maturity Date
2052-08-11T00:00:00.000
Interest Rate
2.5
Original Face
66758698
Shares Par Value
66758698.00
Base Market Value
59945305.28
Base Total Cost
59112661.86
Base Unrealized Gain Loss
832643.42
Base Accrued Interest
46360.2
Local Market Value
59945305.28
Local Total Cost Amount
59112661.86
Local Unrealized Gain Loss
832643.42
Local Accrued Interest
46360.2
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
CAD
Local Currency Code: CAD • Trade Country Name: CANADA • Security Name: ANDLAUER HEALTHCARE GROUP IN
Local Currency Code
CAD
Trade Country Name
CANADA
Security Name
ANDLAUER HEALTHCARE GROUP IN
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
5398
Base Market Value
153140.91
Base Total Cost
161567.76
Base Unrealized Gain Loss
-8426.85
Base Accrued Interest
0
Local Market Value
209550.36
Local Total Cost Amount
216785.11
Local Unrealized Gain Loss
-7234.75
Local Accrued Interest
0
Period End Date
2024-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
HEALTH CARE
Minor Industry Name
HEALTH CARE PROVIDERS & SERVIC
Direct Group Trust Holding
Direct
Data As Of
2025-03-03T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2.5
Security Description
2.5% 11 Aug 2052
Maturity Date
2052-08-11T00:00:00.000
Interest Rate
2.5
Original Face
86768000
Shares Par Value
-86768000.00
Base Market Value
-77912457.92
Base Total Cost
-75847617.51
Base Unrealized Gain Loss
-2064840.41
Base Accrued Interest
60255.55
Local Market Value
-77912457.92
Local Total Cost Amount
-75847617.51
Local Unrealized Gain Loss
-2064840.41
Local Accrued Interest
60255.55
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 TBA 30 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2.5
Security Description
2.5% 11 Aug 2052
Maturity Date
2052-08-11T00:00:00.000
Interest Rate
2.5
Original Face
24220000
Shares Par Value
24220000.00
Base Market Value
21748106.80
Base Total Cost
21590104.69
Base Unrealized Gain Loss
158002.11
Base Accrued Interest
0
Local Market Value
21748106.8
Local Total Cost Amount
21590104.69
Local Unrealized Gain Loss
158002.11
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 TBA 30 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 2.5
Security Description
2.5% 11 Aug 2052
Maturity Date
2052-08-11T00:00:00.000
Interest Rate
2.5
Original Face
28402000
Shares Par Value
28402000.00
Base Market Value
25503291.88
Base Total Cost
25538501.48
Base Unrealized Gain Loss
-35209.6
Base Accrued Interest
0
Local Market Value
25503291.88
Local Total Cost Amount
25538501.48
Local Unrealized Gain Loss
-35209.6
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 TBA 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3
Security Description
3% 18 Jul 2037
Maturity Date
2037-07-18T00:00:00.000
Interest Rate
3
Original Face
2464000
Shares Par Value
2464000.00
Base Market Value
2407352.64
Base Total Cost
2423153.91
Base Unrealized Gain Loss
-15801.27
Base Accrued Interest
3490.66
Local Market Value
2407352.64
Local Total Cost Amount
2423153.91
Local Unrealized Gain Loss
-15801.27
Local Accrued Interest
3490.66
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 TBA 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3
Security Description
3% 18 Jul 2037
Maturity Date
2037-07-18T00:00:00.000
Interest Rate
3
Original Face
2511000
Shares Par Value
-2511000.00
Base Market Value
-2453272.11
Base Total Cost
-2445086.25
Base Unrealized Gain Loss
-8185.86
Base Accrued Interest
3557.25
Local Market Value
-2453272.11
Local Total Cost Amount
-2445086.25
Local Unrealized Gain Loss
-8185.86
Local Accrued Interest
3557.25
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 TBA 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3
Security Description
3% 18 Jul 2037
Maturity Date
2037-07-18T00:00:00.000
Interest Rate
3
Original Face
16400000
Shares Par Value
-16400000.00
Base Market Value
-16022964.00
Base Total Cost
-16087375
Base Unrealized Gain Loss
64411
Base Accrued Interest
0
Local Market Value
-16022964
Local Total Cost Amount
-16087375
Local Unrealized Gain Loss
64411
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 TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
3
Original Face
19428360
Shares Par Value
19428360.00
Base Market Value
18091105.98
Base Total Cost
18114097.86
Base Unrealized Gain Loss
-22991.88
Base Accrued Interest
21047.39
Local Market Value
18091105.98
Local Total Cost Amount
18114097.86
Local Unrealized Gain Loss
-22991.88
Local Accrued Interest
21047.39
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 TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
3
Original Face
9595000
Shares Par Value
9595000.00
Base Market Value
8934576.15
Base Total Cost
8881231.84
Base Unrealized Gain Loss
53344.31
Base Accrued Interest
0
Local Market Value
8934576.15
Local Total Cost Amount
8881231.84
Local Unrealized Gain Loss
53344.31
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 TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 14 Jul 2052
Interest Rate
3
Original Face
25670000
Shares Par Value
-25670000.00
Base Market Value
-23903133.90
Base Total Cost
-24129003.32
Base Unrealized Gain Loss
225869.42
Base Accrued Interest
0
Local Market Value
-23903133.9
Local Total Cost Amount
-24129003.32
Local Unrealized Gain Loss
225869.42
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 TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
3
Original Face
1000000
Shares Par Value
1000000.00
Base Market Value
931170.00
Base Total Cost
955820.32
Base Unrealized Gain Loss
-24650.32
Base Accrued Interest
0
Local Market Value
931170
Local Total Cost Amount
955820.32
Local Unrealized Gain Loss
-24650.32
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 TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
3
Original Face
41600000
Shares Par Value
-41600000.00
Base Market Value
-38736672.00
Base Total Cost
-39142625
Base Unrealized Gain Loss
405953
Base Accrued Interest
0
Local Market Value
-38736672
Local Total Cost Amount
-39142625
Local Unrealized Gain Loss
405953
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 TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 11 Aug 2052
Maturity Date
2052-08-11T00:00:00.000
Interest Rate
3
Original Face
16400000
Shares Par Value
16400000.00
Base Market Value
15252000.00
Base Total Cost
15066019.53
Base Unrealized Gain Loss
185980.47
Base Accrued Interest
13666.66
Local Market Value
15252000
Local Total Cost Amount
15066019.53
Local Unrealized Gain Loss
185980.47
Local Accrued Interest
13666.66
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 TBA 15 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3.5
Security Description
3.5% 18 Jul 2037
Maturity Date
2037-07-18T00:00:00.000
Interest Rate
3.5
Original Face
95000
Shares Par Value
95000.00
Base Market Value
94405.30
Base Total Cost
94525.95
Base Unrealized Gain Loss
-120.65
Base Accrued Interest
157.01
Local Market Value
94405.3
Local Total Cost Amount
94525.95
Local Unrealized Gain Loss
-120.65
Local Accrued Interest
157.01
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 TBA 15 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3.5
Security Description
3.5% 18 Jul 2037
Maturity Date
2037-07-18T00:00:00.000
Interest Rate
3.5
Original Face
3915397
Shares Par Value
-3915397.00
Base Market Value
-3890886.61
Base Total Cost
-3892105.86
Base Unrealized Gain Loss
1219.25
Base Accrued Interest
6471.28
Local Market Value
-3890886.61
Local Total Cost Amount
-3892105.86
Local Unrealized Gain Loss
1219.25
Local Accrued Interest
6471.28
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 TBA 15 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3.5
Security Description
3.5% 18 Jul 2037
Maturity Date
2037-07-18T00:00:00.000
Interest Rate
3.5
Original Face
18000000
Shares Par Value
-18000000.00
Base Market Value
-17887320.00
Base Total Cost
-17940937.5
Base Unrealized Gain Loss
53617.5
Base Accrued Interest
0
Local Market Value
-17887320
Local Total Cost Amount
-17940937.5
Local Unrealized Gain Loss
53617.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3.5
Security Description
3.5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
3.5
Original Face
32625280
Shares Par Value
32625280.00
Base Market Value
31373774.26
Base Total Cost
31687542.95
Base Unrealized Gain Loss
-313768.69
Base Accrued Interest
41234.73
Local Market Value
31373774.26
Local Total Cost Amount
31687542.95
Local Unrealized Gain Loss
-313768.69
Local Accrued Interest
41234.73
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 TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3.5
Security Description
3.5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
3.5
Original Face
17420000
Shares Par Value
-17420000.00
Base Market Value
-16751768.80
Base Total Cost
-16967467.97
Base Unrealized Gain Loss
215699.17
Base Accrued Interest
0
Local Market Value
-16751768.8
Local Total Cost Amount
-16967467.97
Local Unrealized Gain Loss
215699.17
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 TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3.5
Security Description
3.5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
3.5
Original Face
8000000
Shares Par Value
-8000000.00
Base Market Value
-7693120.00
Base Total Cost
-7647859.38
Base Unrealized Gain Loss
-45260.62
Base Accrued Interest
0
Local Market Value
-7693120
Local Total Cost Amount
-7647859.38
Local Unrealized Gain Loss
-45260.62
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3.5
Security Description
3.5% 11 Aug 2052
Maturity Date
2052-08-11T00:00:00.000
Interest Rate
3.5
Original Face
2600000
Shares Par Value
2600000.00
Base Market Value
2497014.00
Base Total Cost
2510218.75
Base Unrealized Gain Loss
-13204.75
Base Accrued Interest
0
Local Market Value
2497014
Local Total Cost Amount
2510218.75
Local Unrealized Gain Loss
-13204.75
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 15 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 4
Security Description
4% 18 Jul 2037
Maturity Date
2037-07-18T00:00:00.000
Interest Rate
4
Original Face
2000000
Shares Par Value
2000000.00
Base Market Value
2017380.00
Base Total Cost
2034062.5
Base Unrealized Gain Loss
-16682.5
Base Accrued Interest
0
Local Market Value
2017380
Local Total Cost Amount
2034062.5
Local Unrealized Gain Loss
-16682.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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