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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 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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G08855
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08855
Security Description
3% 01 Oct 2048
Maturity Date
2048-10-01T00:00:00.000
Interest Rate
3
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
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 G08160
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08160
Security Description
5.5% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
5.5
Original Face
658000
Shares Par Value
6134.13
Base Market Value
6593.70
Base Total Cost
6604.24
Base Unrealized Gain Loss
-10.54
Base Accrued Interest
0
Local Market Value
6593.7
Local Total Cost Amount
6604.24
Local Unrealized Gain Loss
-10.54
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 G08479
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08479
Security Description
3.5% 01 Mar 2042
Maturity Date
2042-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1350000
Shares Par Value
144408.49
Base Market Value
142043.08
Base Total Cost
156174.91
Base Unrealized Gain Loss
-14131.83
Base Accrued Interest
0
Local Market Value
142043.08
Local Total Cost Amount
156174.91
Local Unrealized Gain Loss
-14131.83
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 G08540
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08540
Security Description
3% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3
Original Face
2050000
Shares Par Value
506969.16
Base Market Value
484606.75
Base Total Cost
542791.6
Base Unrealized Gain Loss
-58184.85
Base Accrued Interest
0
Local Market Value
484606.75
Local Total Cost Amount
542791.6
Local Unrealized Gain Loss
-58184.85
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 G08534
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08534
Security Description
3% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3
Original Face
1100000
Shares Par Value
259214.75
Base Market Value
247835.22
Base Total Cost
277650.09
Base Unrealized Gain Loss
-29814.87
Base Accrued Interest
0
Local Market Value
247835.22
Local Total Cost Amount
277650.09
Local Unrealized Gain Loss
-29814.87
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 G08572
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08572
Security Description
3.5% 01 Feb 2044
Maturity Date
2044-02-01T00:00:00.000
Interest Rate
3.5
Original Face
91000
Shares Par Value
11089.45
Base Market Value
10907.80
Base Total Cost
10904.05
Base Unrealized Gain Loss
3.75
Base Accrued Interest
0
Local Market Value
10907.8
Local Total Cost Amount
10904.05
Local Unrealized Gain Loss
3.75
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 G08554
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08554
Security Description
3.5% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
3.5
Original Face
3925000
Shares Par Value
606985.24
Base Market Value
597036.75
Base Total Cost
655829.34
Base Unrealized Gain Loss
-58792.59
Base Accrued Interest
0
Local Market Value
597036.75
Local Total Cost Amount
655829.34
Local Unrealized Gain Loss
-58792.59
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 G08565
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08565
Security Description
5% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
5
Original Face
627846
Shares Par Value
104911.16
Base Market Value
109697.21
Base Total Cost
117303.79
Base Unrealized Gain Loss
-7606.58
Base Accrued Interest
0
Local Market Value
109697.21
Local Total Cost Amount
117303.79
Local Unrealized Gain Loss
-7606.58
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 G08654
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08654
Security Description
3.5% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
3.5
Original Face
550000
Shares Par Value
84456.37
Base Market Value
82655.76
Base Total Cost
90179.99
Base Unrealized Gain Loss
-7524.23
Base Accrued Interest
0
Local Market Value
82655.76
Local Total Cost Amount
90179.99
Local Unrealized Gain Loss
-7524.23
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 G08702
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08702
Security Description
3.5% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
3.5
Original Face
2930000
Shares Par Value
467729.20
Base Market Value
457757.21
Base Total Cost
501101.67
Base Unrealized Gain Loss
-43344.46
Base Accrued Interest
0
Local Market Value
457757.21
Local Total Cost Amount
501101.67
Local Unrealized Gain Loss
-43344.46
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 G08703
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08703
Security Description
4% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
4
Original Face
325000
Shares Par Value
52912.95
Base Market Value
53315.09
Base Total Cost
57452.34
Base Unrealized Gain Loss
-4137.25
Base Accrued Interest
0
Local Market Value
53315.09
Local Total Cost Amount
57452.34
Local Unrealized Gain Loss
-4137.25
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 G08686
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08686
Security Description
3% 01 Jan 2046
Maturity Date
2046-01-01T00:00:00.000
Interest Rate
3
Original Face
850000
Shares Par Value
193108.33
Base Market Value
183433.60
Base Total Cost
204463.1
Base Unrealized Gain Loss
-21029.5
Base Accrued Interest
0
Local Market Value
183433.6
Local Total Cost Amount
204463.1
Local Unrealized Gain Loss
-21029.5
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 G08693
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08693
Security Description
3.5% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1775000
Shares Par Value
265624.74
Base Market Value
259961.62
Base Total Cost
283081.59
Base Unrealized Gain Loss
-23119.97
Base Accrued Interest
0
Local Market Value
259961.62
Local Total Cost Amount
283081.59
Local Unrealized Gain Loss
-23119.97
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 G08732
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08732
Security Description
3% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
2045000
Shares Par Value
505880.05
Base Market Value
478441.12
Base Total Cost
535281.79
Base Unrealized Gain Loss
-56840.67
Base Accrued Interest
0
Local Market Value
478441.12
Local Total Cost Amount
535281.79
Local Unrealized Gain Loss
-56840.67
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 G08706
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08706
Security Description
3.5% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
3.5
Original Face
3950000
Shares Par Value
621103.02
Base Market Value
612780.24
Base Total Cost
665114.38
Base Unrealized Gain Loss
-52334.14
Base Accrued Interest
0
Local Market Value
612780.24
Local Total Cost Amount
665114.38
Local Unrealized Gain Loss
-52334.14
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 G08710
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08710
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
1460000
Shares Par Value
326302.17
Base Market Value
309621.60
Base Total Cost
345283.16
Base Unrealized Gain Loss
-35661.56
Base Accrued Interest
0
Local Market Value
309621.6
Local Total Cost Amount
345283.16
Local Unrealized Gain Loss
-35661.56
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 G08711
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08711
Security Description
3.5% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3.5
Original Face
2640000
Shares Par Value
445240.38
Base Market Value
433445.96
Base Total Cost
474626.25
Base Unrealized Gain Loss
-41180.29
Base Accrued Interest
0
Local Market Value
433445.96
Local Total Cost Amount
474626.25
Local Unrealized Gain Loss
-41180.29
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 G08717
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08717
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
9875125
Shares Par Value
1804736.86
Base Market Value
1817333.92
Base Total Cost
1889869.85
Base Unrealized Gain Loss
-72535.93
Base Accrued Interest
0
Local Market Value
1817333.92
Local Total Cost Amount
1889869.85
Local Unrealized Gain Loss
-72535.93
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 G08723
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08723
Security Description
4% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4
Original Face
1570000
Shares Par Value
335808.67
Base Market Value
338155.97
Base Total Cost
358153.37
Base Unrealized Gain Loss
-19997.4
Base Accrued Interest
0
Local Market Value
338155.97
Local Total Cost Amount
358153.37
Local Unrealized Gain Loss
-19997.4
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 G08726
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08726
Security Description
3% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
2750000
Shares Par Value
649943.94
Base Market Value
617381.75
Base Total Cost
687621.19
Base Unrealized Gain Loss
-70239.44
Base Accrued Interest
0
Local Market Value
617381.75
Local Total Cost Amount
687621.19
Local Unrealized Gain Loss
-70239.44
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 G08761
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08761
Security Description
3.5% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1073000
Shares Par Value
167881.44
Base Market Value
164303.89
Base Total Cost
177726.01
Base Unrealized Gain Loss
-13422.12
Base Accrued Interest
0
Local Market Value
164303.89
Local Total Cost Amount
177726.01
Local Unrealized Gain Loss
-13422.12
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 G08737
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08737
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
1825000
Shares Par Value
483875.32
Base Market Value
458128.31
Base Total Cost
511190.09
Base Unrealized Gain Loss
-53061.78
Base Accrued Interest
0
Local Market Value
458128.31
Local Total Cost Amount
511190.09
Local Unrealized Gain Loss
-53061.78
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 G08741
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08741
Security Description
3% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3
Original Face
5230000
Shares Par Value
1467920.05
Base Market Value
1389812.02
Base Total Cost
1550226.32
Base Unrealized Gain Loss
-160414.3
Base Accrued Interest
0
Local Market Value
1389812.02
Local Total Cost Amount
1550226.32
Local Unrealized Gain Loss
-160414.3
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 G08742
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08742
Security Description
3.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
1425000
Shares Par Value
316467.32
Base Market Value
310397.48
Base Total Cost
336803.5
Base Unrealized Gain Loss
-26406.02
Base Accrued Interest
0
Local Market Value
310397.48
Local Total Cost Amount
336803.5
Local Unrealized Gain Loss
-26406.02
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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