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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: FNMA POOL MA4119
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4119
Security Description
2% 01 Sep 2050
Maturity Date
2050-09-01T00:00:00.000
Interest Rate
2
Original Face
3710000
Shares Par Value
2774747.96
Base Market Value
2419330.49
Base Total Cost
2518734.11
Base Unrealized Gain Loss
-99403.62
Base Accrued Interest
0
Local Market Value
2419330.49
Local Total Cost Amount
2518734.11
Local Unrealized Gain Loss
-99403.62
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 POOL MA4124
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4124
Security Description
2.5% 01 Sep 2035
Maturity Date
2035-09-01T00:00:00.000
Interest Rate
2.5
Original Face
200000
Shares Par Value
112780.50
Base Market Value
107963.64
Base Total Cost
117428.3
Base Unrealized Gain Loss
-9464.66
Base Accrued Interest
0
Local Market Value
107963.64
Local Total Cost Amount
117428.3
Local Unrealized Gain Loss
-9464.66
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 MA4158
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4158
Security Description
2% 01 Oct 2050
Maturity Date
2050-10-01T00:00:00.000
Interest Rate
2
Original Face
15312239
Shares Par Value
12053935.87
Base Market Value
10535019.41
Base Total Cost
10963584.13
Base Unrealized Gain Loss
-428564.72
Base Accrued Interest
0
Local Market Value
10535019.41
Local Total Cost Amount
10963584.13
Local Unrealized Gain Loss
-428564.72
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 MA4204
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4204
Security Description
2% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
2
Original Face
3300000
Shares Par Value
2584550.53
Base Market Value
2310975.86
Base Total Cost
2490860.58
Base Unrealized Gain Loss
-179884.72
Base Accrued Interest
0
Local Market Value
2310975.86
Local Total Cost Amount
2490860.58
Local Unrealized Gain Loss
-179884.72
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 MA4208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4208
Security Description
2% 01 Dec 2050
Maturity Date
2050-12-01T00:00:00.000
Interest Rate
2
Original Face
673131
Shares Par Value
552829.02
Base Market Value
482028.21
Base Total Cost
507738.92
Base Unrealized Gain Loss
-25710.71
Base Accrued Interest
0
Local Market Value
482028.21
Local Total Cost Amount
507738.92
Local Unrealized Gain Loss
-25710.71
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 MA4255
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4255
Security Description
2% 01 Feb 2051
Maturity Date
2051-02-01T00:00:00.000
Interest Rate
2
Original Face
1686859
Shares Par Value
1435927.49
Base Market Value
1252200.57
Base Total Cost
1375847.02
Base Unrealized Gain Loss
-123646.45
Base Accrued Interest
0
Local Market Value
1252200.57
Local Total Cost Amount
1375847.02
Local Unrealized Gain Loss
-123646.45
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 MA4255
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4255
Security Description
2% 01 Feb 2051
Maturity Date
2051-02-01T00:00:00.000
Interest Rate
2
Original Face
1006064
Shares Par Value
856405.28
Base Market Value
746828.22
Base Total Cost
764609.34
Base Unrealized Gain Loss
-17781.12
Base Accrued Interest
0
Local Market Value
746828.22
Local Total Cost Amount
764609.34
Local Unrealized Gain Loss
-17781.12
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 MA4281
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4281
Security Description
2% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2
Original Face
850000
Shares Par Value
737873.12
Base Market Value
643595.07
Base Total Cost
668755.17
Base Unrealized Gain Loss
-25160.1
Base Accrued Interest
0
Local Market Value
643595.07
Local Total Cost Amount
668755.17
Local Unrealized Gain Loss
-25160.1
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 MA4281
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4281
Security Description
2% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2
Original Face
3300000
Shares Par Value
2864683.87
Base Market Value
2498663.21
Base Total Cost
2874755.03
Base Unrealized Gain Loss
-376091.82
Base Accrued Interest
0
Local Market Value
2498663.21
Local Total Cost Amount
2874755.03
Local Unrealized Gain Loss
-376091.82
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 MA4305
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4305
Security Description
2% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2
Original Face
12723000
Shares Par Value
11311474.63
Base Market Value
9832386.21
Base Total Cost
10484323.05
Base Unrealized Gain Loss
-651936.84
Base Accrued Interest
0
Local Market Value
9832386.21
Local Total Cost Amount
10484323.05
Local Unrealized Gain Loss
-651936.84
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 MA4307
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4307
Security Description
3% 01 Apr 2051
Interest Rate
3
Original Face
3700000
Shares Par Value
2679646.97
Base Market Value
2501155.69
Base Total Cost
2809442.37
Base Unrealized Gain Loss
-308286.68
Base Accrued Interest
0
Local Market Value
2501155.69
Local Total Cost Amount
2809442.37
Local Unrealized Gain Loss
-308286.68
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 MA4356
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4356
Security Description
2.5% 01 Jun 2051
Maturity Date
2051-06-01T00:00:00.000
Interest Rate
2.5
Original Face
1800000
Shares Par Value
1560063.35
Base Market Value
1408784.01
Base Total Cost
1386018.78
Base Unrealized Gain Loss
22765.23
Base Accrued Interest
1408.39
Local Market Value
1408784.01
Local Total Cost Amount
1386018.78
Local Unrealized Gain Loss
22765.23
Local Accrued Interest
1408.39
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 POOL MA4357
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4357
Security Description
3% 01 Jun 2051
Interest Rate
3
Original Face
3000000
Shares Par Value
2321710.65
Base Market Value
2166945.42
Base Total Cost
2451944.1
Base Unrealized Gain Loss
-284998.68
Base Accrued Interest
0
Local Market Value
2166945.42
Local Total Cost Amount
2451944.1
Local Unrealized Gain Loss
-284998.68
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
EUR
Local Currency Code: EUR • Trade Country Name: INTERNATIONAL • Security Name: EURO CURRENCY
Local Currency Code
EUR
Trade Country Name
INTERNATIONAL
Security Name
EURO CURRENCY
Interest Rate
0
Original Face
0
Shares Par Value
52534.43
Base Market Value
56303.80
Base Total Cost
56577.13
Base Unrealized Gain Loss
-273.33
Base Accrued Interest
0
Local Market Value
52534.43
Local Total Cost Amount
52534.43
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2024-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
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 POOL MA4500
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4500
Security Description
1.5% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
1.5
Original Face
30198809
Shares Par Value
29173217.28
Base Market Value
24990361.39
Base Total Cost
27094625.56
Base Unrealized Gain Loss
-2104264.17
Base Accrued Interest
0
Local Market Value
24990361.39
Local Total Cost Amount
27094625.56
Local Unrealized Gain Loss
-2104264.17
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 MA4501
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4501
Security Description
2% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
2
Original Face
2091000
Shares Par Value
2015345.15
Base Market Value
1801577.49
Base Total Cost
1803419.02
Base Unrealized Gain Loss
-1841.53
Base Accrued Interest
0
Local Market Value
1801577.49
Local Total Cost Amount
1803419.02
Local Unrealized Gain Loss
-1841.53
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 MA4562
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4562
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
56167664
Shares Par Value
55303162.21
Base Market Value
48062319.18
Base Total Cost
52658183.56
Base Unrealized Gain Loss
-4595864.38
Base Accrued Interest
0
Local Market Value
48062319.18
Local Total Cost Amount
52658183.56
Local Unrealized Gain Loss
-4595864.38
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 MA4540
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4540
Security Description
2% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
2
Original Face
1480083
Shares Par Value
1445121.49
Base Market Value
1291823.00
Base Total Cost
1390590.74
Base Unrealized Gain Loss
-98767.74
Base Accrued Interest
0
Local Market Value
1291823
Local Total Cost Amount
1390590.74
Local Unrealized Gain Loss
-98767.74
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 MA4547
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4547
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
8343286
Shares Par Value
8182988.28
Base Market Value
7112326.09
Base Total Cost
7764249.46
Base Unrealized Gain Loss
-651923.37
Base Accrued Interest
0
Local Market Value
7112326.09
Local Total Cost Amount
7764249.46
Local Unrealized Gain Loss
-651923.37
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 MA4547
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4547
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
71549252
Shares Par Value
70174591.96
Base Market Value
60992948.35
Base Total Cost
61172507.7
Base Unrealized Gain Loss
-179559.35
Base Accrued Interest
0
Local Market Value
60992948.35
Local Total Cost Amount
61172507.7
Local Unrealized Gain Loss
-179559.35
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 MA4550
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4550
Security Description
3.5% 01 Feb 2052
Interest Rate
3.5
Original Face
3500000
Shares Par Value
3338145.83
Base Market Value
3214334.00
Base Total Cost
3517049.59
Base Unrealized Gain Loss
-302715.59
Base Accrued Interest
0
Local Market Value
3214334
Local Total Cost Amount
3517049.59
Local Unrealized Gain Loss
-302715.59
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 POOL MA4570
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4570
Security Description
2% 01 Mar 2042
Maturity Date
2042-03-01T00:00:00.000
Interest Rate
2
Original Face
20643824
Shares Par Value
20255442.04
Base Market Value
18006277.76
Base Total Cost
19651391.9
Base Unrealized Gain Loss
-1645114.14
Base Accrued Interest
0
Local Market Value
18006277.76
Local Total Cost Amount
19651391.9
Local Unrealized Gain Loss
-1645114.14
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 POOL MA4586
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4586
Security Description
2% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
2
Original Face
2696551
Shares Par Value
2658010.81
Base Market Value
2376155.34
Base Total Cost
2580588.55
Base Unrealized Gain Loss
-204433.21
Base Accrued Interest
0
Local Market Value
2376155.34
Local Total Cost Amount
2580588.55
Local Unrealized Gain Loss
-204433.21
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 MA4618
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4618
Security Description
4% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
4
Original Face
400000
Shares Par Value
392189.36
Base Market Value
387196.79
Base Total Cost
411676.26
Base Unrealized Gain Loss
-24479.47
Base Accrued Interest
0
Local Market Value
387196.79
Local Total Cost Amount
411676.26
Local Unrealized Gain Loss
-24479.47
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 MA4684
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4684
Security Description
4.5% 01 Jun 2052
Maturity Date
2052-06-01T00:00:00.000
Interest Rate
4.5
Original Face
6500000
Shares Par Value
6478921.02
Base Market Value
6511445.20
Base Total Cost
6594326.8
Base Unrealized Gain Loss
-82881.6
Base Accrued Interest
0
Local Market Value
6511445.2
Local Total Cost Amount
6594326.8
Local Unrealized Gain Loss
-82881.6
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 POOL MA4680
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4680
Security Description
4% 01 May 2052
Maturity Date
2052-05-01T00:00:00.000
Interest Rate
4
Original Face
500000
Shares Par Value
486428.59
Base Market Value
472434.04
Base Total Cost
485820.56
Base Unrealized Gain Loss
-13386.52
Base Accrued Interest
0
Local Market Value
472434.04
Local Total Cost Amount
485820.56
Local Unrealized Gain Loss
-13386.52
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 MA4718
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4718
Security Description
5% 01 Jul 2052
Maturity Date
2052-07-01T00:00:00.000
Interest Rate
5
Original Face
450000
Shares Par Value
450000.00
Base Market Value
455413.50
Base Total Cost
454500
Base Unrealized Gain Loss
913.5
Base Accrued Interest
0
Local Market Value
455413.5
Local Total Cost Amount
454500
Local Unrealized Gain Loss
913.5
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 POOL AD0847
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0847
Security Description
1% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
5.5
Original Face
13300000
Shares Par Value
430858.95
Base Market Value
462768.36
Base Total Cost
454488.85
Base Unrealized Gain Loss
8279.51
Base Accrued Interest
0
Local Market Value
462768.36
Local Total Cost Amount
454488.85
Local Unrealized Gain Loss
8279.51
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 AD0361
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0361
Security Description
1% 01 Sep 2039
Maturity Date
2039-09-01T00:00:00.000
Interest Rate
6
Original Face
5000000
Shares Par Value
118769.05
Base Market Value
130185.13
Base Total Cost
131255.18
Base Unrealized Gain Loss
-1070.05
Base Accrued Interest
0
Local Market Value
130185.13
Local Total Cost Amount
131255.18
Local Unrealized Gain Loss
-1070.05
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 AD0423
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0423
Security Description
1% 01 Mar 2039
Maturity Date
2039-03-01T00:00:00.000
Interest Rate
5.5
Original Face
12060000
Shares Par Value
381431.75
Base Market Value
409653.89
Base Total Cost
402589.28
Base Unrealized Gain Loss
7064.61
Base Accrued Interest
0
Local Market Value
409653.89
Local Total Cost Amount
402589.28
Local Unrealized Gain Loss
7064.61
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 AD0497
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0497
Security Description
1% 01 Nov 2039
Maturity Date
2039-11-01T00:00:00.000
Interest Rate
5.5
Original Face
5930711
Shares Par Value
165035.02
Base Market Value
177245.96
Base Total Cost
180764.93
Base Unrealized Gain Loss
-3518.97
Base Accrued Interest
0
Local Market Value
177245.96
Local Total Cost Amount
180764.93
Local Unrealized Gain Loss
-3518.97
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 AD0571
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0571
Security Description
1% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
5.5
Original Face
6000000
Shares Par Value
284861.40
Base Market Value
305177.72
Base Total Cost
324326.56
Base Unrealized Gain Loss
-19148.84
Base Accrued Interest
0
Local Market Value
305177.72
Local Total Cost Amount
324326.56
Local Unrealized Gain Loss
-19148.84
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 AD0629
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0629
Security Description
1% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
5
Original Face
1500000
Shares Par Value
343.43
Base Market Value
352.41
Base Total Cost
354.2
Base Unrealized Gain Loss
-1.79
Base Accrued Interest
0
Local Market Value
352.41
Local Total Cost Amount
354.2
Local Unrealized Gain Loss
-1.79
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 AE0823
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0823
Security Description
1% 01 Sep 2040
Maturity Date
2040-09-01T00:00:00.000
Interest Rate
6
Original Face
600000
Shares Par Value
17465.91
Base Market Value
19134.43
Base Total Cost
19286.2
Base Unrealized Gain Loss
-151.77
Base Accrued Interest
0
Local Market Value
19134.43
Local Total Cost Amount
19286.2
Local Unrealized Gain Loss
-151.77
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 AE0099
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0099
Security Description
1% 01 Oct 2036
Maturity Date
2036-10-01T00:00:00.000
Interest Rate
5.5
Original Face
87598
Shares Par Value
3508.15
Base Market Value
3758.95
Base Total Cost
3937.87
Base Unrealized Gain Loss
-178.92
Base Accrued Interest
0
Local Market Value
3758.95
Local Total Cost Amount
3937.87
Local Unrealized Gain Loss
-178.92
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 AE0215
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0215
Security Description
1% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
0
Base Market Value
0.00
Base Total Cost
-0.01
Base Unrealized Gain Loss
0.01
Base Accrued Interest
0
Local Market Value
0
Local Total Cost Amount
-0.01
Local Unrealized Gain Loss
0.01
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
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 AE0368
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0368
Security Description
1% 01 Dec 2025
Maturity Date
2025-12-01T00:00:00.000
Interest Rate
3.5
Original Face
2100000
Shares Par Value
52176.20
Base Market Value
52010.28
Base Total Cost
55502.43
Base Unrealized Gain Loss
-3492.15
Base Accrued Interest
0
Local Market Value
52010.28
Local Total Cost Amount
55502.43
Local Unrealized Gain Loss
-3492.15
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 AE0622
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0622
Security Description
1% 01 Mar 2035
Maturity Date
2035-03-01T00:00:00.000
Interest Rate
6.5
Original Face
6029476
Shares Par Value
423621.10
Base Market Value
454816.56
Base Total Cost
482398.53
Base Unrealized Gain Loss
-27581.97
Base Accrued Interest
0
Local Market Value
454816.56
Local Total Cost Amount
482398.53
Local Unrealized Gain Loss
-27581.97
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 AE0696
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0696
Security Description
1% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
4.5
Original Face
203586
Shares Par Value
21515.36
Base Market Value
22207.08
Base Total Cost
23559.32
Base Unrealized Gain Loss
-1352.24
Base Accrued Interest
0
Local Market Value
22207.08
Local Total Cost Amount
23559.32
Local Unrealized Gain Loss
-1352.24
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 AE5528
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE5528
Security Description
6% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
6
Original Face
5281856
Shares Par Value
1435.45
Base Market Value
1437.12
Base Total Cost
1475.4
Base Unrealized Gain Loss
-38.28
Base Accrued Interest
0
Local Market Value
1437.12
Local Total Cost Amount
1475.4
Local Unrealized Gain Loss
-38.28
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 AE5529
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE5529
Security Description
7% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
7
Original Face
2763000
Shares Par Value
614.02
Base Market Value
615.00
Base Total Cost
633.93
Base Unrealized Gain Loss
-18.93
Base Accrued Interest
0
Local Market Value
615
Local Total Cost Amount
633.93
Local Unrealized Gain Loss
-18.93
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 AE5533
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE5533
Security Description
5.5% 01 Nov 2037
Maturity Date
2037-11-01T00:00:00.000
Interest Rate
5.5
Original Face
835000
Shares Par Value
30833.50
Base Market Value
31894.79
Base Total Cost
32258.92
Base Unrealized Gain Loss
-364.13
Base Accrued Interest
0
Local Market Value
31894.79
Local Total Cost Amount
32258.92
Local Unrealized Gain Loss
-364.13
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 AE8099
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE8099
Security Description
3.5% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
3.5
Original Face
999100
Shares Par Value
24629.30
Base Market Value
24529.06
Base Total Cost
26199.42
Base Unrealized Gain Loss
-1670.36
Base Accrued Interest
0
Local Market Value
24529.06
Local Total Cost Amount
26199.42
Local Unrealized Gain Loss
-1670.36
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 AE7755
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE7755
Security Description
3.5% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
3.5
Original Face
430938
Shares Par Value
19700.48
Base Market Value
19621.68
Base Total Cost
20848.65
Base Unrealized Gain Loss
-1226.97
Base Accrued Interest
0
Local Market Value
19621.68
Local Total Cost Amount
20848.65
Local Unrealized Gain Loss
-1226.97
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 AE7758
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE7758
Security Description
3.5% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
3.5
Original Face
12172422
Shares Par Value
331652.61
Base Market Value
330879.86
Base Total Cost
352795.47
Base Unrealized Gain Loss
-21915.61
Base Accrued Interest
0
Local Market Value
330879.86
Local Total Cost Amount
352795.47
Local Unrealized Gain Loss
-21915.61
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: MACY S RETAIL HLDGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACY S RETAIL HLDGS LLC
Security Description
6.375% 15 Mar 2037
Maturity Date
2037-03-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
125000.00
Base Market Value
97267.50
Base Total Cost
133000
Base Unrealized Gain Loss
-35732.5
Base Accrued Interest
2346.35
Local Market Value
97267.5
Local Total Cost Amount
133000
Local Unrealized Gain Loss
-35732.5
Local Accrued Interest
2346.35
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FEDEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDEX CORP
Security Description
3.875% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1768000.00
Base Market Value
1502941.44
Base Total Cost
1926554.24
Base Unrealized Gain Loss
-423612.8
Base Accrued Interest
28545.83
Local Market Value
1502941.44
Local Total Cost Amount
1926554.24
Local Unrealized Gain Loss
-423612.8
Local Accrued Interest
28545.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
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: FEDEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDEX CORP
Security Description
4.9% 15 Jan 2034
Maturity Date
2034-01-15T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
1415000.00
Base Market Value
1414094.40
Base Total Cost
1771480.95
Base Unrealized Gain Loss
-357386.55
Base Accrued Interest
31971.14
Local Market Value
1414094.4
Local Total Cost Amount
1771480.95
Local Unrealized Gain Loss
-357386.55
Local Accrued Interest
31971.14
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
Baa2
S And P Quality Rating
BBB
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: FEDEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDEX CORP
Security Description
4.55% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
4.55
Original Face
0
Shares Par Value
805000.00
Base Market Value
722463.35
Base Total Cost
962506.3
Base Unrealized Gain Loss
-240042.95
Base Accrued Interest
9156.87
Local Market Value
722463.35
Local Total Cost Amount
962506.3
Local Unrealized Gain Loss
-240042.95
Local Accrued Interest
9156.87
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
Baa2
S And P Quality Rating
BBB
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: FEDEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDEX CORP
Security Description
2.4% 15 May 2031
Maturity Date
2031-05-15T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
6115000.00
Base Market Value
5146322.85
Base Total Cost
5236557.25
Base Unrealized Gain Loss
-90234.4
Base Accrued Interest
18752.66
Local Market Value
5146322.85
Local Total Cost Amount
5236557.25
Local Unrealized Gain Loss
-90234.4
Local Accrued Interest
18752.66
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
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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