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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 G07786
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07786
Security Description
4% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
4
Original Face
2175152
Shares Par Value
532475.27
Base Market Value
536756.37
Base Total Cost
567086.17
Base Unrealized Gain Loss
-30329.8
Base Accrued Interest
0
Local Market Value
536756.37
Local Total Cost Amount
567086.17
Local Unrealized Gain Loss
-30329.8
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 G06941
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06941
Security Description
5% 01 Aug 2041
Maturity Date
2041-08-01T00:00:00.000
Interest Rate
5
Original Face
400000
Shares Par Value
34457.70
Base Market Value
36286.03
Base Total Cost
38388.02
Base Unrealized Gain Loss
-2101.99
Base Accrued Interest
0
Local Market Value
36286.03
Local Total Cost Amount
38388.02
Local Unrealized Gain Loss
-2101.99
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 G06995
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06995
Security Description
6% 01 May 2040
Maturity Date
2040-05-01T00:00:00.000
Interest Rate
6
Original Face
218223
Shares Par Value
8097.25
Base Market Value
8882.20
Base Total Cost
5346.74
Base Unrealized Gain Loss
3535.46
Base Accrued Interest
0
Local Market Value
8882.2
Local Total Cost Amount
5346.74
Local Unrealized Gain Loss
3535.46
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 G06970
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06970
Security Description
4% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
4
Original Face
2890000
Shares Par Value
403826.17
Base Market Value
408809.38
Base Total Cost
445682.75
Base Unrealized Gain Loss
-36873.37
Base Accrued Interest
0
Local Market Value
408809.38
Local Total Cost Amount
445682.75
Local Unrealized Gain Loss
-36873.37
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 G07021
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07021
Security Description
5% 01 Sep 2039
Maturity Date
2039-09-01T00:00:00.000
Interest Rate
5
Original Face
800000
Shares Par Value
30706.89
Base Market Value
32344.80
Base Total Cost
32480.23
Base Unrealized Gain Loss
-135.43
Base Accrued Interest
0
Local Market Value
32344.8
Local Total Cost Amount
32480.23
Local Unrealized Gain Loss
-135.43
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 G07098
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07098
Security Description
3.5% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
3.5
Original Face
850000
Shares Par Value
98940.77
Base Market Value
97320.12
Base Total Cost
106187.18
Base Unrealized Gain Loss
-8867.06
Base Accrued Interest
0
Local Market Value
97320.12
Local Total Cost Amount
106187.18
Local Unrealized Gain Loss
-8867.06
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 G07106
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07106
Security Description
3.5% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.5
Original Face
782000
Shares Par Value
156693.20
Base Market Value
154126.57
Base Total Cost
161700.03
Base Unrealized Gain Loss
-7573.46
Base Accrued Interest
0
Local Market Value
154126.57
Local Total Cost Amount
161700.03
Local Unrealized Gain Loss
-7573.46
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 G07116
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07116
Security Description
6% 01 Jul 2039
Maturity Date
2039-07-01T00:00:00.000
Interest Rate
6
Original Face
150763
Shares Par Value
3024.38
Base Market Value
3304.10
Base Total Cost
3093.15
Base Unrealized Gain Loss
210.95
Base Accrued Interest
0
Local Market Value
3304.1
Local Total Cost Amount
3093.15
Local Unrealized Gain Loss
210.95
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 G07155
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07155
Security Description
4% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
4
Original Face
2350000
Shares Par Value
260863.07
Base Market Value
263896.91
Base Total Cost
287228.5
Base Unrealized Gain Loss
-23331.59
Base Accrued Interest
0
Local Market Value
263896.91
Local Total Cost Amount
287228.5
Local Unrealized Gain Loss
-23331.59
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 G07172
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07172
Security Description
4% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
4
Original Face
325000
Shares Par Value
29401.46
Base Market Value
29680.19
Base Total Cost
32164.62
Base Unrealized Gain Loss
-2484.43
Base Accrued Interest
0
Local Market Value
29680.19
Local Total Cost Amount
32164.62
Local Unrealized Gain Loss
-2484.43
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 G07266
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07266
Security Description
4% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
4
Original Face
2975000
Shares Par Value
395450.21
Base Market Value
398344.91
Base Total Cost
436070.87
Base Unrealized Gain Loss
-37725.96
Base Accrued Interest
0
Local Market Value
398344.91
Local Total Cost Amount
436070.87
Local Unrealized Gain Loss
-37725.96
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 G07459
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07459
Security Description
3.5% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3.5
Original Face
1750000
Shares Par Value
332195.89
Base Market Value
326751.20
Base Total Cost
360083.73
Base Unrealized Gain Loss
-33332.53
Base Accrued Interest
0
Local Market Value
326751.2
Local Total Cost Amount
360083.73
Local Unrealized Gain Loss
-33332.53
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 G07477
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07477
Security Description
4% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
4
Original Face
1325000
Shares Par Value
170069.05
Base Market Value
172162.60
Base Total Cost
187575.95
Base Unrealized Gain Loss
-15413.35
Base Accrued Interest
0
Local Market Value
172162.6
Local Total Cost Amount
187575.95
Local Unrealized Gain Loss
-15413.35
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 G07553
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07553
Security Description
5.5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5.5
Original Face
9200000
Shares Par Value
883892.85
Base Market Value
949919.65
Base Total Cost
963443.22
Base Unrealized Gain Loss
-13523.57
Base Accrued Interest
0
Local Market Value
949919.65
Local Total Cost Amount
963443.22
Local Unrealized Gain Loss
-13523.57
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 G07560
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07560
Security Description
4% 01 Nov 2043
Maturity Date
2043-11-01T00:00:00.000
Interest Rate
4
Original Face
500000
Shares Par Value
104514.39
Base Market Value
105354.69
Base Total Cost
112630.57
Base Unrealized Gain Loss
-7275.88
Base Accrued Interest
0
Local Market Value
105354.69
Local Total Cost Amount
112630.57
Local Unrealized Gain Loss
-7275.88
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 G07560
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07560
Security Description
4% 01 Nov 2043
Interest Rate
4
Original Face
3000000
Shares Par Value
627086.34
Base Market Value
632128.11
Base Total Cost
662947.81
Base Unrealized Gain Loss
-30819.7
Base Accrued Interest
0
Local Market Value
632128.11
Local Total Cost Amount
662947.81
Local Unrealized Gain Loss
-30819.7
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 G07642
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07642
Security Description
5% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
5
Original Face
1025188
Shares Par Value
145177.38
Base Market Value
152847.10
Base Total Cost
158697.01
Base Unrealized Gain Loss
-5849.91
Base Accrued Interest
0
Local Market Value
152847.1
Local Total Cost Amount
158697.01
Local Unrealized Gain Loss
-5849.91
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 G07810
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07810
Security Description
4.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
4.5
Original Face
115385
Shares Par Value
14753.77
Base Market Value
15239.17
Base Total Cost
16044.72
Base Unrealized Gain Loss
-805.55
Base Accrued Interest
0
Local Market Value
15239.17
Local Total Cost Amount
16044.72
Local Unrealized Gain Loss
-805.55
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 G07848
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07848
Security Description
3.5% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
3.5
Original Face
2552000
Shares Par Value
813036.09
Base Market Value
801799.93
Base Total Cost
843270.87
Base Unrealized Gain Loss
-41470.94
Base Accrued Interest
0
Local Market Value
801799.93
Local Total Cost Amount
843270.87
Local Unrealized Gain Loss
-41470.94
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 G07925
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07925
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
66000
Shares Par Value
17521.32
Base Market Value
17662.02
Base Total Cost
18408.34
Base Unrealized Gain Loss
-746.32
Base Accrued Interest
0
Local Market Value
17662.02
Local Total Cost Amount
18408.34
Local Unrealized Gain Loss
-746.32
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 G07962
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07962
Security Description
5% 01 Nov 2041
Maturity Date
2041-11-01T00:00:00.000
Interest Rate
5
Original Face
3696000
Shares Par Value
505076.36
Base Market Value
531799.95
Base Total Cost
559845.59
Base Unrealized Gain Loss
-28045.64
Base Accrued Interest
0
Local Market Value
531799.95
Local Total Cost Amount
559845.59
Local Unrealized Gain Loss
-28045.64
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 G07980
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07980
Security Description
5% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
5
Original Face
700000
Shares Par Value
149459.86
Base Market Value
157438.03
Base Total Cost
169356.68
Base Unrealized Gain Loss
-11918.65
Base Accrued Interest
0
Local Market Value
157438.03
Local Total Cost Amount
169356.68
Local Unrealized Gain Loss
-11918.65
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 G13203
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G13203
Security Description
5.5% 01 Jul 2023
Maturity Date
2023-07-01T00:00:00.000
Interest Rate
5.5
Original Face
3829273
Shares Par Value
8699.73
Base Market Value
8746.45
Base Total Cost
8981.35
Base Unrealized Gain Loss
-234.9
Base Accrued Interest
0
Local Market Value
8746.45
Local Total Cost Amount
8981.35
Local Unrealized Gain Loss
-234.9
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 G13475
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G13475
Security Description
6% 01 Jan 2024
Maturity Date
2024-01-01T00:00:00.000
Interest Rate
6
Original Face
900000
Shares Par Value
448.30
Base Market Value
450.28
Base Total Cost
462.39
Base Unrealized Gain Loss
-12.11
Base Accrued Interest
0
Local Market Value
450.28
Local Total Cost Amount
462.39
Local Unrealized Gain Loss
-12.11
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 G13604
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G13604
Security Description
6% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
6
Original Face
199000
Shares Par Value
39.56
Base Market Value
39.71
Base Total Cost
40.53
Base Unrealized Gain Loss
-0.82
Base Accrued Interest
0
Local Market Value
39.71
Local Total Cost Amount
40.53
Local Unrealized Gain Loss
-0.82
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 G13629
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G13629
Security Description
4.5% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
4.5
Original Face
1125000
Shares Par Value
7905.27
Base Market Value
8089.38
Base Total Cost
8112.23
Base Unrealized Gain Loss
-22.85
Base Accrued Interest
0
Local Market Value
8089.38
Local Total Cost Amount
8112.23
Local Unrealized Gain Loss
-22.85
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 G13647
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G13647
Security Description
6% 01 Jan 2024
Maturity Date
2024-01-01T00:00:00.000
Interest Rate
6
Original Face
289306
Shares Par Value
727.50
Base Market Value
733.46
Base Total Cost
766.96
Base Unrealized Gain Loss
-33.5
Base Accrued Interest
0
Local Market Value
733.46
Local Total Cost Amount
766.96
Local Unrealized Gain Loss
-33.5
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 G14388
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G14388
Security Description
4.5% 01 Jul 2026
Maturity Date
2026-07-01T00:00:00.000
Interest Rate
4.5
Original Face
87659
Shares Par Value
394.10
Base Market Value
403.28
Base Total Cost
421.18
Base Unrealized Gain Loss
-17.9
Base Accrued Interest
0
Local Market Value
403.28
Local Total Cost Amount
421.18
Local Unrealized Gain Loss
-17.9
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 G14865
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G14865
Security Description
2.5% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
2.5
Original Face
136183
Shares Par Value
18918.86
Base Market Value
18645.10
Base Total Cost
18587.78
Base Unrealized Gain Loss
57.32
Base Accrued Interest
0
Local Market Value
18645.1
Local Total Cost Amount
18587.78
Local Unrealized Gain Loss
57.32
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 G16066
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G16066
Security Description
2.5% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
2.5
Original Face
367388
Shares Par Value
137242.04
Base Market Value
134734.63
Base Total Cost
139257.79
Base Unrealized Gain Loss
-4523.16
Base Accrued Interest
0
Local Market Value
134734.63
Local Total Cost Amount
139257.79
Local Unrealized Gain Loss
-4523.16
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G15601
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G15601
Security Description
2.5% 01 Jan 2029
Maturity Date
2029-01-01T00:00:00.000
Interest Rate
2.5
Original Face
4220084
Shares Par Value
862772.92
Base Market Value
850279.97
Base Total Cost
877414.72
Base Unrealized Gain Loss
-27134.75
Base Accrued Interest
0
Local Market Value
850279.97
Local Total Cost Amount
877414.72
Local Unrealized Gain Loss
-27134.75
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 G16164
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G16164
Security Description
2.5% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
2.5
Original Face
110513
Shares Par Value
29906.70
Base Market Value
29510.14
Base Total Cost
30345.95
Base Unrealized Gain Loss
-835.81
Base Accrued Interest
0
Local Market Value
29510.14
Local Total Cost Amount
30345.95
Local Unrealized Gain Loss
-835.81
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 G16178
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G16178
Security Description
2.5% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
2.5
Original Face
374276
Shares Par Value
96039.81
Base Market Value
94655.88
Base Total Cost
97630.45
Base Unrealized Gain Loss
-2974.57
Base Accrued Interest
0
Local Market Value
94655.88
Local Total Cost Amount
97630.45
Local Unrealized Gain Loss
-2974.57
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 G16185
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G16185
Security Description
2.5% 01 Jan 2029
Maturity Date
2029-01-01T00:00:00.000
Interest Rate
2.5
Original Face
784910
Shares Par Value
207880.21
Base Market Value
205123.72
Base Total Cost
211193.32
Base Unrealized Gain Loss
-6069.6
Base Accrued Interest
0
Local Market Value
205123.72
Local Total Cost Amount
211193.32
Local Unrealized Gain Loss
-6069.6
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 G08769
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08769
Security Description
3% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
3
Original Face
1540000
Shares Par Value
336898.32
Base Market Value
318776.56
Base Total Cost
355134.63
Base Unrealized Gain Loss
-36358.07
Base Accrued Interest
0
Local Market Value
318776.56
Local Total Cost Amount
355134.63
Local Unrealized Gain Loss
-36358.07
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 G08771
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08771
Security Description
4% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
4
Original Face
1475000
Shares Par Value
232563.65
Base Market Value
233710.19
Base Total Cost
249238.45
Base Unrealized Gain Loss
-15528.26
Base Accrued Interest
0
Local Market Value
233710.19
Local Total Cost Amount
249238.45
Local Unrealized Gain Loss
-15528.26
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 G08771
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08771
Security Description
4% 01 Jul 2047
Interest Rate
4
Original Face
2600000
Shares Par Value
409942.70
Base Market Value
411963.72
Base Total Cost
432937.93
Base Unrealized Gain Loss
-20974.21
Base Accrued Interest
0
Local Market Value
411963.72
Local Total Cost Amount
432937.93
Local Unrealized Gain Loss
-20974.21
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 G08772
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08772
Security Description
4.5% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
4.5
Original Face
500000
Shares Par Value
82888.71
Base Market Value
84041.69
Base Total Cost
86631.66
Base Unrealized Gain Loss
-2589.97
Base Accrued Interest
0
Local Market Value
84041.69
Local Total Cost Amount
86631.66
Local Unrealized Gain Loss
-2589.97
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 G08774
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08774
Security Description
3.5% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
3.5
Original Face
1150000
Shares Par Value
189319.43
Base Market Value
185283.14
Base Total Cost
200402.2
Base Unrealized Gain Loss
-15119.06
Base Accrued Interest
0
Local Market Value
185283.14
Local Total Cost Amount
200402.2
Local Unrealized Gain Loss
-15119.06
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 G08775
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08775
Security Description
4% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
4
Original Face
1435000
Shares Par Value
242809.43
Base Market Value
242760.87
Base Total Cost
260121.74
Base Unrealized Gain Loss
-17360.87
Base Accrued Interest
0
Local Market Value
242760.87
Local Total Cost Amount
260121.74
Local Unrealized Gain Loss
-17360.87
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 G08779
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08779
Security Description
3.5% 01 Sep 2047
Maturity Date
2047-09-01T00:00:00.000
Interest Rate
3.5
Original Face
1725000
Shares Par Value
308349.25
Base Market Value
301775.24
Base Total Cost
326329.08
Base Unrealized Gain Loss
-24553.84
Base Accrued Interest
0
Local Market Value
301775.24
Local Total Cost Amount
326329.08
Local Unrealized Gain Loss
-24553.84
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 G08780
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08780
Security Description
4% 01 Sep 2047
Maturity Date
2047-09-01T00:00:00.000
Interest Rate
4
Original Face
1110000
Shares Par Value
191247.33
Base Market Value
191953.03
Base Total Cost
204670.99
Base Unrealized Gain Loss
-12717.96
Base Accrued Interest
0
Local Market Value
191953.03
Local Total Cost Amount
204670.99
Local Unrealized Gain Loss
-12717.96
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 G08784
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08784
Security Description
3.5% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
3.5
Original Face
210000
Shares Par Value
38948.57
Base Market Value
38152.07
Base Total Cost
41494.24
Base Unrealized Gain Loss
-3342.17
Base Accrued Interest
0
Local Market Value
38152.07
Local Total Cost Amount
41494.24
Local Unrealized Gain Loss
-3342.17
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 G08784
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08784
Security Description
3.5% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
3.5
Original Face
825000
Shares Par Value
153012.25
Base Market Value
149883.15
Base Total Cost
161943.56
Base Unrealized Gain Loss
-12060.41
Base Accrued Interest
0
Local Market Value
149883.15
Local Total Cost Amount
161943.56
Local Unrealized Gain Loss
-12060.41
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 G08785
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08785
Security Description
4% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
4
Original Face
1850000
Shares Par Value
333445.59
Base Market Value
333468.93
Base Total Cost
356916.82
Base Unrealized Gain Loss
-23447.89
Base Accrued Interest
0
Local Market Value
333468.93
Local Total Cost Amount
356916.82
Local Unrealized Gain Loss
-23447.89
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 G08789
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08789
Security Description
4% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
4
Original Face
475000
Shares Par Value
83097.17
Base Market Value
83597.41
Base Total Cost
89112.57
Base Unrealized Gain Loss
-5515.16
Base Accrued Interest
0
Local Market Value
83597.41
Local Total Cost Amount
89112.57
Local Unrealized Gain Loss
-5515.16
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G08805
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08805
Security Description
4% 01 Mar 2048
Maturity Date
2048-03-01T00:00:00.000
Interest Rate
4
Original Face
800000
Shares Par Value
143434.84
Base Market Value
143397.55
Base Total Cost
153750.67
Base Unrealized Gain Loss
-10353.12
Base Accrued Interest
0
Local Market Value
143397.55
Local Total Cost Amount
153750.67
Local Unrealized Gain Loss
-10353.12
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 G08818
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08818
Security Description
4.5% 01 Jun 2048
Maturity Date
2048-06-01T00:00:00.000
Interest Rate
4.5
Original Face
400000
Shares Par Value
51646.14
Base Market Value
52348.53
Base Total Cost
53332.71
Base Unrealized Gain Loss
-984.18
Base Accrued Interest
0
Local Market Value
52348.53
Local Total Cost Amount
53332.71
Local Unrealized Gain Loss
-984.18
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 G08818
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08818
Security Description
4.5% 01 Jun 2048
Maturity Date
2048-06-01T00:00:00.000
Interest Rate
4.5
Original Face
1925000
Shares Par Value
248547.05
Base Market Value
251927.29
Base Total Cost
268570.01
Base Unrealized Gain Loss
-16642.72
Base Accrued Interest
0
Local Market Value
251927.29
Local Total Cost Amount
268570.01
Local Unrealized Gain Loss
-16642.72
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 G08837
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08837
Security Description
4.5% 01 Sep 2048
Maturity Date
2048-09-01T00:00:00.000
Interest Rate
4.5
Original Face
1500000
Shares Par Value
193715.28
Base Market Value
195216.57
Base Total Cost
209446.9
Base Unrealized Gain Loss
-14230.33
Base Accrued Interest
0
Local Market Value
195216.57
Local Total Cost Amount
209446.9
Local Unrealized Gain Loss
-14230.33
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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