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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: FED HM LN PC POOL A62378
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A62378
Security Description
6% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
6
Original Face
777020
Shares Par Value
1188.20
Base Market Value
1250.60
Base Total Cost
506.69
Base Unrealized Gain Loss
743.91
Base Accrued Interest
0
Local Market Value
1250.6
Local Total Cost Amount
506.69
Local Unrealized Gain Loss
743.91
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A65773
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A65773
Security Description
6% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
6
Original Face
56000
Shares Par Value
425.38
Base Market Value
465.75
Base Total Cost
466.03
Base Unrealized Gain Loss
-0.28
Base Accrued Interest
0
Local Market Value
465.75
Local Total Cost Amount
466.03
Local Unrealized Gain Loss
-0.28
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A65895
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A65895
Security Description
6% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
6
Original Face
7493911
Shares Par Value
66647.85
Base Market Value
73095.36
Base Total Cost
72382.4
Base Unrealized Gain Loss
712.96
Base Accrued Interest
0
Local Market Value
73095.36
Local Total Cost Amount
72382.4
Local Unrealized Gain Loss
712.96
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A66078
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A66078
Security Description
6% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
6
Original Face
4793423
Shares Par Value
166550.17
Base Market Value
179569.40
Base Total Cost
180732.96
Base Unrealized Gain Loss
-1163.56
Base Accrued Interest
0
Local Market Value
179569.4
Local Total Cost Amount
180732.96
Local Unrealized Gain Loss
-1163.56
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A67245
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A67245
Security Description
6% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
6
Original Face
238000
Shares Par Value
359.40
Base Market Value
378.18
Base Total Cost
389.42
Base Unrealized Gain Loss
-11.24
Base Accrued Interest
0
Local Market Value
378.18
Local Total Cost Amount
389.42
Local Unrealized Gain Loss
-11.24
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A69859
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A69859
Security Description
6% 01 Dec 2037
Maturity Date
2037-12-01T00:00:00.000
Interest Rate
6
Original Face
135833
Shares Par Value
5623.59
Base Market Value
6165.37
Base Total Cost
6103.13
Base Unrealized Gain Loss
62.24
Base Accrued Interest
0
Local Market Value
6165.37
Local Total Cost Amount
6103.13
Local Unrealized Gain Loss
62.24
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A72047
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A72047
Security Description
5% 01 Jan 2038
Maturity Date
2038-01-01T00:00:00.000
Interest Rate
5
Original Face
1264184
Shares Par Value
20629.46
Base Market Value
21612.25
Base Total Cost
22318.49
Base Unrealized Gain Loss
-706.24
Base Accrued Interest
0
Local Market Value
21612.25
Local Total Cost Amount
22318.49
Local Unrealized Gain Loss
-706.24
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A72889
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A72889
Security Description
6.5% 01 Feb 2038
Maturity Date
2038-02-01T00:00:00.000
Interest Rate
6.5
Original Face
200000
Shares Par Value
3930.28
Base Market Value
4127.19
Base Total Cost
4382.65
Base Unrealized Gain Loss
-255.46
Base Accrued Interest
0
Local Market Value
4127.19
Local Total Cost Amount
4382.65
Local Unrealized Gain Loss
-255.46
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G01818
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01818
Security Description
5% 01 May 2035
Maturity Date
2035-05-01T00:00:00.000
Interest Rate
5
Original Face
90260000
Shares Par Value
1019250.22
Base Market Value
1072159.50
Base Total Cost
1098879.15
Base Unrealized Gain Loss
-26719.65
Base Accrued Interest
0
Local Market Value
1072159.5
Local Total Cost Amount
1098879.15
Local Unrealized Gain Loss
-26719.65
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G01838
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01838
Security Description
5% 01 Jul 2035
Maturity Date
2035-07-01T00:00:00.000
Interest Rate
5
Original Face
21740000
Shares Par Value
311020.70
Base Market Value
327399.05
Base Total Cost
332792.15
Base Unrealized Gain Loss
-5393.1
Base Accrued Interest
0
Local Market Value
327399.05
Local Total Cost Amount
332792.15
Local Unrealized Gain Loss
-5393.1
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G01838
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01838
Security Description
5% 01 Jul 2035
Maturity Date
2035-07-01T00:00:00.000
Interest Rate
5
Original Face
2500000
Shares Par Value
35765.95
Base Market Value
37649.38
Base Total Cost
39677.85
Base Unrealized Gain Loss
-2028.47
Base Accrued Interest
0
Local Market Value
37649.38
Local Total Cost Amount
39677.85
Local Unrealized Gain Loss
-2028.47
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G01931
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01931
Security Description
5.5% 01 Oct 2035
Maturity Date
2035-10-01T00:00:00.000
Interest Rate
5.5
Original Face
1876000
Shares Par Value
21633.58
Base Market Value
23225.60
Base Total Cost
23336.78
Base Unrealized Gain Loss
-111.18
Base Accrued Interest
0
Local Market Value
23225.6
Local Total Cost Amount
23336.78
Local Unrealized Gain Loss
-111.18
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G02023
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02023
Security Description
5.5% 01 Jun 2035
Maturity Date
2035-06-01T00:00:00.000
Interest Rate
5.5
Original Face
223000
Shares Par Value
4536.24
Base Market Value
4758.33
Base Total Cost
4863.54
Base Unrealized Gain Loss
-105.21
Base Accrued Interest
0
Local Market Value
4758.33
Local Total Cost Amount
4863.54
Local Unrealized Gain Loss
-105.21
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G02069
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02069
Security Description
5.5% 01 Mar 2036
Maturity Date
2036-03-01T00:00:00.000
Interest Rate
5.5
Original Face
3020000
Shares Par Value
33645.00
Base Market Value
36105.46
Base Total Cost
36136.41
Base Unrealized Gain Loss
-30.95
Base Accrued Interest
0
Local Market Value
36105.46
Local Total Cost Amount
36136.41
Local Unrealized Gain Loss
-30.95
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G02381
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02381
Security Description
6% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
6
Original Face
430151
Shares Par Value
2857.43
Base Market Value
3133.74
Base Total Cost
1910.25
Base Unrealized Gain Loss
1223.49
Base Accrued Interest
0
Local Market Value
3133.74
Local Total Cost Amount
1910.25
Local Unrealized Gain Loss
1223.49
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G03290
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03290
Security Description
5.5% 01 Aug 2036
Maturity Date
2036-08-01T00:00:00.000
Interest Rate
5.5
Original Face
1779000
Shares Par Value
27828.81
Base Market Value
29881.18
Base Total Cost
29986.37
Base Unrealized Gain Loss
-105.19
Base Accrued Interest
0
Local Market Value
29881.18
Local Total Cost Amount
29986.37
Local Unrealized Gain Loss
-105.19
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G02418
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02418
Security Description
5.5% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
5.5
Original Face
3486200
Shares Par Value
29420.63
Base Market Value
31624.82
Base Total Cost
31703.96
Base Unrealized Gain Loss
-79.14
Base Accrued Interest
0
Local Market Value
31624.82
Local Total Cost Amount
31703.96
Local Unrealized Gain Loss
-79.14
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G02470
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02470
Security Description
6% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
6
Original Face
34000
Shares Par Value
195.07
Base Market Value
213.94
Base Total Cost
215.25
Base Unrealized Gain Loss
-1.31
Base Accrued Interest
0
Local Market Value
213.94
Local Total Cost Amount
215.25
Local Unrealized Gain Loss
-1.31
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G02829
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02829
Security Description
5.5% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
5.5
Original Face
1369000
Shares Par Value
31588.14
Base Market Value
33837.85
Base Total Cost
33960.39
Base Unrealized Gain Loss
-122.54
Base Accrued Interest
0
Local Market Value
33837.85
Local Total Cost Amount
33960.39
Local Unrealized Gain Loss
-122.54
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G02976
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02976
Security Description
5.5% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
5.5
Original Face
262000
Shares Par Value
1669.40
Base Market Value
1794.82
Base Total Cost
1793.48
Base Unrealized Gain Loss
1.34
Base Accrued Interest
0
Local Market Value
1794.82
Local Total Cost Amount
1793.48
Local Unrealized Gain Loss
1.34
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G02993
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02993
Security Description
6% 01 Apr 2037
Maturity Date
2037-04-01T00:00:00.000
Interest Rate
6
Original Face
1304242
Shares Par Value
11324.64
Base Market Value
12417.24
Base Total Cost
11749.62
Base Unrealized Gain Loss
667.62
Base Accrued Interest
0
Local Market Value
12417.24
Local Total Cost Amount
11749.62
Local Unrealized Gain Loss
667.62
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G03034
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03034
Security Description
6.5% 01 Nov 2036
Interest Rate
6.5
Original Face
11025000
Shares Par Value
105760.07
Base Market Value
113247.88
Base Total Cost
125351.07
Base Unrealized Gain Loss
-12103.19
Base Accrued Interest
0
Local Market Value
113247.88
Local Total Cost Amount
125351.07
Local Unrealized Gain Loss
-12103.19
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G03392
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03392
Security Description
6% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
6
Original Face
34000
Shares Par Value
220.29
Base Market Value
241.69
Base Total Cost
243.16
Base Unrealized Gain Loss
-1.47
Base Accrued Interest
0
Local Market Value
241.69
Local Total Cost Amount
243.16
Local Unrealized Gain Loss
-1.47
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G03388
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03388
Security Description
6% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
6
Original Face
464240
Shares Par Value
2894.12
Base Market Value
3175.20
Base Total Cost
2351.33
Base Unrealized Gain Loss
823.87
Base Accrued Interest
0
Local Market Value
3175.2
Local Total Cost Amount
2351.33
Local Unrealized Gain Loss
823.87
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G03432
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03432
Security Description
5.5% 01 Nov 2037
Interest Rate
5.5
Original Face
200000
Shares Par Value
1786.90
Base Market Value
1920.81
Base Total Cost
2042.57
Base Unrealized Gain Loss
-121.76
Base Accrued Interest
0
Local Market Value
1920.81
Local Total Cost Amount
2042.57
Local Unrealized Gain Loss
-121.76
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G03488
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03488
Security Description
7% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
7
Original Face
266000
Shares Par Value
1473.39
Base Market Value
1566.96
Base Total Cost
1610.88
Base Unrealized Gain Loss
-43.92
Base Accrued Interest
0
Local Market Value
1566.96
Local Total Cost Amount
1610.88
Local Unrealized Gain Loss
-43.92
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G03543
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03543
Security Description
6% 01 Nov 2037
Maturity Date
2037-11-01T00:00:00.000
Interest Rate
6
Original Face
39920618
Shares Par Value
288828.86
Base Market Value
316882.81
Base Total Cost
318913.3
Base Unrealized Gain Loss
-2030.49
Base Accrued Interest
0
Local Market Value
316882.81
Local Total Cost Amount
318913.3
Local Unrealized Gain Loss
-2030.49
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G03680
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03680
Security Description
5.5% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
5.5
Original Face
260000
Shares Par Value
5412.14
Base Market Value
5811.45
Base Total Cost
5837.49
Base Unrealized Gain Loss
-26.04
Base Accrued Interest
0
Local Market Value
5811.45
Local Total Cost Amount
5837.49
Local Unrealized Gain Loss
-26.04
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G03686
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03686
Security Description
6% 01 Jan 2038
Maturity Date
2038-01-01T00:00:00.000
Interest Rate
6
Original Face
220000
Shares Par Value
2437.61
Base Market Value
2674.40
Base Total Cost
2691.52
Base Unrealized Gain Loss
-17.12
Base Accrued Interest
0
Local Market Value
2674.4
Local Total Cost Amount
2691.52
Local Unrealized Gain Loss
-17.12
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G03998
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03998
Security Description
5.5% 01 Nov 2037
Maturity Date
2037-11-01T00:00:00.000
Interest Rate
5.5
Original Face
204000
Shares Par Value
1734.22
Base Market Value
1863.70
Base Total Cost
1861.83
Base Unrealized Gain Loss
1.87
Base Accrued Interest
0
Local Market Value
1863.7
Local Total Cost Amount
1861.83
Local Unrealized Gain Loss
1.87
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G05098
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G05098
Security Description
6% 01 Dec 2038
Maturity Date
2038-12-01T00:00:00.000
Interest Rate
6
Original Face
392975
Shares Par Value
6751.36
Base Market Value
7379.51
Base Total Cost
7327.08
Base Unrealized Gain Loss
52.43
Base Accrued Interest
0
Local Market Value
7379.51
Local Total Cost Amount
7327.08
Local Unrealized Gain Loss
52.43
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G04356
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04356
Security Description
6% 01 May 2038
Maturity Date
2038-05-01T00:00:00.000
Interest Rate
6
Original Face
957000
Shares Par Value
12256.22
Base Market Value
13442.01
Base Total Cost
13504.28
Base Unrealized Gain Loss
-62.27
Base Accrued Interest
0
Local Market Value
13442.01
Local Total Cost Amount
13504.28
Local Unrealized Gain Loss
-62.27
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G04334
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04334
Security Description
5% 01 Apr 2038
Maturity Date
2038-04-01T00:00:00.000
Interest Rate
5
Original Face
8050000
Shares Par Value
201889.49
Base Market Value
212827.86
Base Total Cost
208072.34
Base Unrealized Gain Loss
4755.52
Base Accrued Interest
0
Local Market Value
212827.86
Local Total Cost Amount
208072.34
Local Unrealized Gain Loss
4755.52
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G04346
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04346
Security Description
6% 01 May 2038
Interest Rate
6
Original Face
210000
Shares Par Value
7411.97
Base Market Value
8132.04
Base Total Cost
8569.21
Base Unrealized Gain Loss
-437.17
Base Accrued Interest
0
Local Market Value
8132.04
Local Total Cost Amount
8569.21
Local Unrealized Gain Loss
-437.17
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G04692
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04692
Security Description
5.5% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5.5
Original Face
42945500
Shares Par Value
1532334.52
Base Market Value
1643275.54
Base Total Cost
1555319.55
Base Unrealized Gain Loss
87955.99
Base Accrued Interest
0
Local Market Value
1643275.54
Local Total Cost Amount
1555319.55
Local Unrealized Gain Loss
87955.99
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G04725
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04725
Security Description
5% 01 Oct 2036
Maturity Date
2036-10-01T00:00:00.000
Interest Rate
5
Original Face
26336635
Shares Par Value
450014.61
Base Market Value
473626.88
Base Total Cost
476002.96
Base Unrealized Gain Loss
-2376.08
Base Accrued Interest
0
Local Market Value
473626.88
Local Total Cost Amount
476002.96
Local Unrealized Gain Loss
-2376.08
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G04785
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04785
Security Description
6.5% 01 Jul 2038
Maturity Date
2038-07-01T00:00:00.000
Interest Rate
6.5
Original Face
99000
Shares Par Value
3561.56
Base Market Value
3754.24
Base Total Cost
3976.28
Base Unrealized Gain Loss
-222.04
Base Accrued Interest
0
Local Market Value
3754.24
Local Total Cost Amount
3976.28
Local Unrealized Gain Loss
-222.04
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G04837
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04837
Security Description
5.5% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
5.5
Original Face
278000
Shares Par Value
3408.74
Base Market Value
3664.09
Base Total Cost
3665.97
Base Unrealized Gain Loss
-1.88
Base Accrued Interest
0
Local Market Value
3664.09
Local Total Cost Amount
3665.97
Local Unrealized Gain Loss
-1.88
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G04889
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04889
Security Description
7% 01 Oct 2038
Maturity Date
2038-10-01T00:00:00.000
Interest Rate
7
Original Face
3350000
Shares Par Value
54390.83
Base Market Value
58732.31
Base Total Cost
65687.26
Base Unrealized Gain Loss
-6954.95
Base Accrued Interest
0
Local Market Value
58732.31
Local Total Cost Amount
65687.26
Local Unrealized Gain Loss
-6954.95
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G05926
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G05926
Security Description
5% 01 Jul 2040
Maturity Date
2040-07-01T00:00:00.000
Interest Rate
5
Original Face
2554806
Shares Par Value
153846.02
Base Market Value
161993.71
Base Total Cost
177492.14
Base Unrealized Gain Loss
-15498.43
Base Accrued Interest
0
Local Market Value
161993.71
Local Total Cost Amount
177492.14
Local Unrealized Gain Loss
-15498.43
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G05958
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G05958
Security Description
5% 01 Aug 2040
Maturity Date
2040-08-01T00:00:00.000
Interest Rate
5
Original Face
900000
Shares Par Value
60008.99
Base Market Value
63182.87
Base Total Cost
69231.78
Base Unrealized Gain Loss
-6048.91
Base Accrued Interest
0
Local Market Value
63182.87
Local Total Cost Amount
69231.78
Local Unrealized Gain Loss
-6048.91
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G05253
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G05253
Security Description
5% 01 Feb 2039
Maturity Date
2039-02-01T00:00:00.000
Interest Rate
5
Original Face
25687682
Shares Par Value
295861.22
Base Market Value
311642.46
Base Total Cost
320084.83
Base Unrealized Gain Loss
-8442.37
Base Accrued Interest
0
Local Market Value
311642.46
Local Total Cost Amount
320084.83
Local Unrealized Gain Loss
-8442.37
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G05562
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G05562
Security Description
4.5% 01 Jul 2039
Maturity Date
2039-07-01T00:00:00.000
Interest Rate
4.5
Original Face
730000
Shares Par Value
57405.39
Base Market Value
59311.82
Base Total Cost
63887.03
Base Unrealized Gain Loss
-4575.21
Base Accrued Interest
0
Local Market Value
59311.82
Local Total Cost Amount
63887.03
Local Unrealized Gain Loss
-4575.21
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G06790
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06790
Security Description
6% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
6
Original Face
227655
Shares Par Value
7499.02
Base Market Value
8159.31
Base Total Cost
6399.43
Base Unrealized Gain Loss
1759.88
Base Accrued Interest
0
Local Market Value
8159.31
Local Total Cost Amount
6399.43
Local Unrealized Gain Loss
1759.88
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G06885
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06885
Security Description
3.5% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
3.5
Original Face
1000000
Shares Par Value
196300.04
Base Market Value
193589.14
Base Total Cost
197074.51
Base Unrealized Gain Loss
-3485.37
Base Accrued Interest
0
Local Market Value
193589.14
Local Total Cost Amount
197074.51
Local Unrealized Gain Loss
-3485.37
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G06012
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06012
Security Description
4% 01 Sep 2040
Maturity Date
2040-09-01T00:00:00.000
Interest Rate
4
Original Face
235000
Shares Par Value
41665.30
Base Market Value
42179.87
Base Total Cost
42119.45
Base Unrealized Gain Loss
60.42
Base Accrued Interest
0
Local Market Value
42179.87
Local Total Cost Amount
42119.45
Local Unrealized Gain Loss
60.42
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G06214
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06214
Security Description
6% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
6
Original Face
903353
Shares Par Value
17342.27
Base Market Value
19016.67
Base Total Cost
19132.52
Base Unrealized Gain Loss
-115.85
Base Accrued Interest
0
Local Market Value
19016.67
Local Total Cost Amount
19132.52
Local Unrealized Gain Loss
-115.85
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G06361
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06361
Security Description
4% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
4
Original Face
639118
Shares Par Value
121319.39
Base Market Value
122818.90
Base Total Cost
127044.16
Base Unrealized Gain Loss
-4225.26
Base Accrued Interest
0
Local Market Value
122818.9
Local Total Cost Amount
127044.16
Local Unrealized Gain Loss
-4225.26
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G06614
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06614
Security Description
5% 01 Dec 2035
Maturity Date
2035-12-01T00:00:00.000
Interest Rate
5
Original Face
1506335
Shares Par Value
42919.75
Base Market Value
44570.44
Base Total Cost
47486.69
Base Unrealized Gain Loss
-2916.25
Base Accrued Interest
0
Local Market Value
44570.44
Local Total Cost Amount
47486.69
Local Unrealized Gain Loss
-2916.25
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G07683
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07683
Security Description
4% 01 Mar 2044
Maturity Date
2044-03-01T00:00:00.000
Interest Rate
4
Original Face
1175000
Shares Par Value
291605.44
Base Market Value
293944.12
Base Total Cost
322075.28
Base Unrealized Gain Loss
-28131.16
Base Accrued Interest
0
Local Market Value
293944.12
Local Total Cost Amount
322075.28
Local Unrealized Gain Loss
-28131.16
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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