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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 G08743
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08743
Security Description
4% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
4
Original Face
1010000
Shares Par Value
219673.93
Base Market Value
221073.25
Base Total Cost
237274.2
Base Unrealized Gain Loss
-16200.95
Base Accrued Interest
0
Local Market Value
221073.25
Local Total Cost Amount
237274.2
Local Unrealized Gain Loss
-16200.95
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 G08747
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08747
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
1300000
Shares Par Value
401905.01
Base Market Value
380435.24
Base Total Cost
423949.5
Base Unrealized Gain Loss
-43514.26
Base Accrued Interest
0
Local Market Value
380435.24
Local Total Cost Amount
423949.5
Local Unrealized Gain Loss
-43514.26
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 G08754
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08754
Security Description
4.5% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
4.5
Original Face
1361817
Shares Par Value
199399.33
Base Market Value
202410.26
Base Total Cost
217247.56
Base Unrealized Gain Loss
-14837.3
Base Accrued Interest
0
Local Market Value
202410.26
Local Total Cost Amount
217247.56
Local Unrealized Gain Loss
-14837.3
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 G08756
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08756
Security Description
3% 01 Apr 2047
Maturity Date
2047-04-01T00:00:00.000
Interest Rate
3
Original Face
1530000
Shares Par Value
486209.50
Base Market Value
459254.05
Base Total Cost
512853.77
Base Unrealized Gain Loss
-53599.72
Base Accrued Interest
0
Local Market Value
459254.05
Local Total Cost Amount
512853.77
Local Unrealized Gain Loss
-53599.72
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 G18666
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G18666
Security Description
3% 01 Nov 2032
Maturity Date
2032-11-01T00:00:00.000
Interest Rate
3
Original Face
1850000
Shares Par Value
491029.76
Base Market Value
485932.87
Base Total Cost
515154.05
Base Unrealized Gain Loss
-29221.18
Base Accrued Interest
0
Local Market Value
485932.87
Local Total Cost Amount
515154.05
Local Unrealized Gain Loss
-29221.18
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 G18670
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G18670
Security Description
3% 01 Dec 2032
Maturity Date
2032-12-01T00:00:00.000
Interest Rate
3
Original Face
1900000
Shares Par Value
502018.53
Base Market Value
496797.54
Base Total Cost
526737.92
Base Unrealized Gain Loss
-29940.38
Base Accrued Interest
0
Local Market Value
496797.54
Local Total Cost Amount
526737.92
Local Unrealized Gain Loss
-29940.38
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 G18681
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G18681
Security Description
3% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
3
Original Face
725000
Shares Par Value
173767.47
Base Market Value
172389.49
Base Total Cost
182360.29
Base Unrealized Gain Loss
-9970.8
Base Accrued Interest
0
Local Market Value
172389.49
Local Total Cost Amount
182360.29
Local Unrealized Gain Loss
-9970.8
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 C91026
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C91026
Security Description
5.5% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
5.5
Original Face
1518411
Shares Par Value
11081.55
Base Market Value
11522.71
Base Total Cost
11947.8
Base Unrealized Gain Loss
-425.09
Base Accrued Interest
0
Local Market Value
11522.71
Local Total Cost Amount
11947.8
Local Unrealized Gain Loss
-425.09
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 C91065
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C91065
Security Description
6% 01 Jul 2027
Maturity Date
2027-07-01T00:00:00.000
Interest Rate
6
Original Face
125912
Shares Par Value
1752.85
Base Market Value
1843.21
Base Total Cost
1956.41
Base Unrealized Gain Loss
-113.2
Base Accrued Interest
0
Local Market Value
1843.21
Local Total Cost Amount
1956.41
Local Unrealized Gain Loss
-113.2
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 C91395
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C91395
Security Description
4% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
4
Original Face
1570505
Shares Par Value
143295.28
Base Market Value
145844.50
Base Total Cost
144726.79
Base Unrealized Gain Loss
1117.71
Base Accrued Interest
0
Local Market Value
145844.5
Local Total Cost Amount
144726.79
Local Unrealized Gain Loss
1117.71
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 C91981
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C91981
Security Description
3% 01 Feb 2038
Maturity Date
2038-02-01T00:00:00.000
Interest Rate
3
Original Face
315000
Shares Par Value
70050.78
Base Market Value
67559.07
Base Total Cost
73650.69
Base Unrealized Gain Loss
-6091.62
Base Accrued Interest
0
Local Market Value
67559.07
Local Total Cost Amount
73650.69
Local Unrealized Gain Loss
-6091.62
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 J07813
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J07813
Security Description
4.5% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
4.5
Original Face
1365737
Shares Par Value
2250.24
Base Market Value
2302.65
Base Total Cost
2308.69
Base Unrealized Gain Loss
-6.04
Base Accrued Interest
0
Local Market Value
2302.65
Local Total Cost Amount
2308.69
Local Unrealized Gain Loss
-6.04
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 J09738
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J09738
Security Description
4.5% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
4.5
Original Face
214286
Shares Par Value
3677.73
Base Market Value
3763.38
Base Total Cost
3773.67
Base Unrealized Gain Loss
-10.29
Base Accrued Interest
0
Local Market Value
3763.38
Local Total Cost Amount
3773.67
Local Unrealized Gain Loss
-10.29
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 J10282
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J10282
Security Description
5.5% 01 Jan 2024
Maturity Date
2024-01-01T00:00:00.000
Interest Rate
5.5
Original Face
666666
Shares Par Value
1187.83
Base Market Value
1189.85
Base Total Cost
1196.25
Base Unrealized Gain Loss
-6.4
Base Accrued Interest
0
Local Market Value
1189.85
Local Total Cost Amount
1196.25
Local Unrealized Gain Loss
-6.4
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 J10670
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J10670
Security Description
4.5% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
4.5
Original Face
214286
Shares Par Value
2907.26
Base Market Value
2974.97
Base Total Cost
2983.24
Base Unrealized Gain Loss
-8.27
Base Accrued Interest
0
Local Market Value
2974.97
Local Total Cost Amount
2983.24
Local Unrealized Gain Loss
-8.27
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 J11859
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J11859
Security Description
4% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
4
Original Face
501870
Shares Par Value
11755.78
Base Market Value
11892.50
Base Total Cost
11985.85
Base Unrealized Gain Loss
-93.35
Base Accrued Interest
0
Local Market Value
11892.5
Local Total Cost Amount
11985.85
Local Unrealized Gain Loss
-93.35
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 T62264
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL T62264
Security Description
4% 01 Jul 2048
Maturity Date
2048-07-01T00:00:00.000
Interest Rate
4
Original Face
500000
Shares Par Value
38307.46
Base Market Value
37251.32
Base Total Cost
39444.7
Base Unrealized Gain Loss
-2193.38
Base Accrued Interest
0
Local Market Value
37251.32
Local Total Cost Amount
39444.7
Local Unrealized Gain Loss
-2193.38
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 A80167
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A80167
Security Description
6% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
6
Original Face
211000
Shares Par Value
3826.91
Base Market Value
4085.34
Base Total Cost
4221.66
Base Unrealized Gain Loss
-136.32
Base Accrued Interest
0
Local Market Value
4085.34
Local Total Cost Amount
4221.66
Local Unrealized Gain Loss
-136.32
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 C01290
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C01290
Security Description
5.5% 01 Jan 2032
Maturity Date
2032-01-01T00:00:00.000
Interest Rate
5.5
Original Face
75285
Shares Par Value
332.96
Base Market Value
347.22
Base Total Cost
329.35
Base Unrealized Gain Loss
17.87
Base Accrued Interest
0
Local Market Value
347.22
Local Total Cost Amount
329.35
Local Unrealized Gain Loss
17.87
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 C01394
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C01394
Security Description
7% 01 Aug 2032
Maturity Date
2032-08-01T00:00:00.000
Interest Rate
7
Original Face
448000
Shares Par Value
2878.34
Base Market Value
3153.97
Base Total Cost
3198.33
Base Unrealized Gain Loss
-44.36
Base Accrued Interest
0
Local Market Value
3153.97
Local Total Cost Amount
3198.33
Local Unrealized Gain Loss
-44.36
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 C01416
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C01416
Security Description
7% 01 Sep 2032
Maturity Date
2032-09-01T00:00:00.000
Interest Rate
7
Original Face
1001000
Shares Par Value
6968.65
Base Market Value
7660.99
Base Total Cost
7751.04
Base Unrealized Gain Loss
-90.05
Base Accrued Interest
0
Local Market Value
7660.99
Local Total Cost Amount
7751.04
Local Unrealized Gain Loss
-90.05
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 C01418
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C01418
Security Description
5.5% 01 Oct 2032
Maturity Date
2032-10-01T00:00:00.000
Interest Rate
5.5
Original Face
5106000
Shares Par Value
29465.19
Base Market Value
31459.10
Base Total Cost
31781.75
Base Unrealized Gain Loss
-322.65
Base Accrued Interest
0
Local Market Value
31459.1
Local Total Cost Amount
31781.75
Local Unrealized Gain Loss
-322.65
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 C01458
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C01458
Security Description
7% 01 Nov 2032
Maturity Date
2032-11-01T00:00:00.000
Interest Rate
7
Original Face
166000
Shares Par Value
798.19
Base Market Value
828.65
Base Total Cost
877.52
Base Unrealized Gain Loss
-48.87
Base Accrued Interest
0
Local Market Value
828.65
Local Total Cost Amount
877.52
Local Unrealized Gain Loss
-48.87
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 C01511
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C01511
Security Description
6% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
6
Original Face
665000
Shares Par Value
5770.63
Base Market Value
6301.18
Base Total Cost
6370.3
Base Unrealized Gain Loss
-69.12
Base Accrued Interest
0
Local Market Value
6301.18
Local Total Cost Amount
6370.3
Local Unrealized Gain Loss
-69.12
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 C01552
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C01552
Security Description
5.5% 01 May 2033
Maturity Date
2033-05-01T00:00:00.000
Interest Rate
5.5
Original Face
307000
Shares Par Value
3588.95
Base Market Value
3847.43
Base Total Cost
3872.26
Base Unrealized Gain Loss
-24.83
Base Accrued Interest
0
Local Market Value
3847.43
Local Total Cost Amount
3872.26
Local Unrealized Gain Loss
-24.83
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 C01649
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C01649
Security Description
5.5% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
5.5
Original Face
254000
Shares Par Value
2849.97
Base Market Value
3057.02
Base Total Cost
3074.72
Base Unrealized Gain Loss
-17.7
Base Accrued Interest
0
Local Market Value
3057.02
Local Total Cost Amount
3074.72
Local Unrealized Gain Loss
-17.7
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 C01844
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C01844
Security Description
4.5% 01 Apr 2034
Maturity Date
2034-04-01T00:00:00.000
Interest Rate
4.5
Original Face
60000
Shares Par Value
1693.91
Base Market Value
1743.54
Base Total Cost
1746.6
Base Unrealized Gain Loss
-3.06
Base Accrued Interest
0
Local Market Value
1743.54
Local Total Cost Amount
1746.6
Local Unrealized Gain Loss
-3.06
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 C03533
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C03533
Security Description
5% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
5
Original Face
1314144
Shares Par Value
133759.52
Base Market Value
140939.73
Base Total Cost
154304.95
Base Unrealized Gain Loss
-13365.22
Base Accrued Interest
0
Local Market Value
140939.73
Local Total Cost Amount
154304.95
Local Unrealized Gain Loss
-13365.22
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 C03811
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C03811
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1386360
Shares Par Value
301272.29
Base Market Value
297111.72
Base Total Cost
304861.67
Base Unrealized Gain Loss
-7749.95
Base Accrued Interest
0
Local Market Value
297111.72
Local Total Cost Amount
304861.67
Local Unrealized Gain Loss
-7749.95
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 C03920
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C03920
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
482201
Shares Par Value
118727.43
Base Market Value
116782.67
Base Total Cost
121862.58
Base Unrealized Gain Loss
-5079.91
Base Accrued Interest
0
Local Market Value
116782.67
Local Total Cost Amount
121862.58
Local Unrealized Gain Loss
-5079.91
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 C09035
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C09035
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
2900000
Shares Par Value
666771.16
Base Market Value
637773.28
Base Total Cost
714345.28
Base Unrealized Gain Loss
-76572
Base Accrued Interest
0
Local Market Value
637773.28
Local Total Cost Amount
714345.28
Local Unrealized Gain Loss
-76572
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 C09042
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C09042
Security Description
3.5% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3.5
Original Face
3325000
Shares Par Value
543820.81
Base Market Value
534907.59
Base Total Cost
589251.58
Base Unrealized Gain Loss
-54343.99
Base Accrued Interest
0
Local Market Value
534907.59
Local Total Cost Amount
589251.58
Local Unrealized Gain Loss
-54343.99
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 A87132
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A87132
Security Description
4% 01 Jul 2039
Maturity Date
2039-07-01T00:00:00.000
Interest Rate
4
Original Face
329099
Shares Par Value
26470.03
Base Market Value
26578.03
Base Total Cost
29159.91
Base Unrealized Gain Loss
-2581.88
Base Accrued Interest
0
Local Market Value
26578.03
Local Total Cost Amount
29159.91
Local Unrealized Gain Loss
-2581.88
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 A87994
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A87994
Security Description
5% 01 Aug 2039
Maturity Date
2039-08-01T00:00:00.000
Interest Rate
5
Original Face
2370000
Shares Par Value
118198.99
Base Market Value
124540.37
Base Total Cost
135064.8
Base Unrealized Gain Loss
-10524.43
Base Accrued Interest
0
Local Market Value
124540.37
Local Total Cost Amount
135064.8
Local Unrealized Gain Loss
-10524.43
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 A90196
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A90196
Security Description
4.5% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
4.5
Original Face
2235295
Shares Par Value
100154.72
Base Market Value
103470.84
Base Total Cost
108730.47
Base Unrealized Gain Loss
-5259.63
Base Accrued Interest
0
Local Market Value
103470.84
Local Total Cost Amount
108730.47
Local Unrealized Gain Loss
-5259.63
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 A90319
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A90319
Security Description
5% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
5
Original Face
1900000
Shares Par Value
132530.97
Base Market Value
139659.81
Base Total Cost
148186.19
Base Unrealized Gain Loss
-8526.38
Base Accrued Interest
0
Local Market Value
139659.81
Local Total Cost Amount
148186.19
Local Unrealized Gain Loss
-8526.38
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 A91164
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A91164
Security Description
5% 01 Feb 2040
Maturity Date
2040-02-01T00:00:00.000
Interest Rate
5
Original Face
1800000
Shares Par Value
125881.31
Base Market Value
132651.21
Base Total Cost
144020.8
Base Unrealized Gain Loss
-11369.59
Base Accrued Interest
0
Local Market Value
132651.21
Local Total Cost Amount
144020.8
Local Unrealized Gain Loss
-11369.59
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 A93534
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A93534
Security Description
4% 01 Aug 2040
Maturity Date
2040-08-01T00:00:00.000
Interest Rate
4
Original Face
2430769
Shares Par Value
109622.41
Base Market Value
110974.05
Base Total Cost
116062.73
Base Unrealized Gain Loss
-5088.68
Base Accrued Interest
0
Local Market Value
110974.05
Local Total Cost Amount
116062.73
Local Unrealized Gain Loss
-5088.68
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 A93010
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A93010
Security Description
4.5% 01 Jul 2040
Maturity Date
2040-07-01T00:00:00.000
Interest Rate
4.5
Original Face
891892
Shares Par Value
32768.19
Base Market Value
33853.14
Base Total Cost
35609.77
Base Unrealized Gain Loss
-1756.63
Base Accrued Interest
0
Local Market Value
33853.14
Local Total Cost Amount
35609.77
Local Unrealized Gain Loss
-1756.63
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 A93345
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A93345
Security Description
5% 01 Aug 2040
Maturity Date
2040-08-01T00:00:00.000
Interest Rate
5
Original Face
1616547
Shares Par Value
19558.55
Base Market Value
20161.74
Base Total Cost
22177.05
Base Unrealized Gain Loss
-2015.31
Base Accrued Interest
0
Local Market Value
20161.74
Local Total Cost Amount
22177.05
Local Unrealized Gain Loss
-2015.31
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 A93346
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A93346
Security Description
5% 01 Aug 2040
Maturity Date
2040-08-01T00:00:00.000
Interest Rate
5
Original Face
486437
Shares Par Value
33487.95
Base Market Value
35283.24
Base Total Cost
38634.74
Base Unrealized Gain Loss
-3351.5
Base Accrued Interest
0
Local Market Value
35283.24
Local Total Cost Amount
38634.74
Local Unrealized Gain Loss
-3351.5
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 A93851
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A93851
Security Description
4% 01 Sep 2040
Maturity Date
2040-09-01T00:00:00.000
Interest Rate
4
Original Face
1280000
Shares Par Value
132168.64
Base Market Value
133800.92
Base Total Cost
140842.22
Base Unrealized Gain Loss
-7041.3
Base Accrued Interest
0
Local Market Value
133800.92
Local Total Cost Amount
140842.22
Local Unrealized Gain Loss
-7041.3
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 A94604
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A94604
Security Description
4% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
4
Original Face
825000
Shares Par Value
36591.93
Base Market Value
36876.25
Base Total Cost
39868
Base Unrealized Gain Loss
-2991.75
Base Accrued Interest
0
Local Market Value
36876.25
Local Total Cost Amount
39868
Local Unrealized Gain Loss
-2991.75
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 A94779
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A94779
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
268808
Shares Par Value
33257.14
Base Market Value
33667.87
Base Total Cost
35057.72
Base Unrealized Gain Loss
-1389.85
Base Accrued Interest
0
Local Market Value
33667.87
Local Total Cost Amount
35057.72
Local Unrealized Gain Loss
-1389.85
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 A94977
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A94977
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
450581
Shares Par Value
51982.45
Base Market Value
52624.43
Base Total Cost
54796.78
Base Unrealized Gain Loss
-2172.35
Base Accrued Interest
0
Local Market Value
52624.43
Local Total Cost Amount
54796.78
Local Unrealized Gain Loss
-2172.35
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 A95085
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A95085
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
1450000
Shares Par Value
81128.49
Base Market Value
81934.91
Base Total Cost
89165.07
Base Unrealized Gain Loss
-7230.16
Base Accrued Interest
0
Local Market Value
81934.91
Local Total Cost Amount
89165.07
Local Unrealized Gain Loss
-7230.16
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 A95144
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A95144
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
282870
Shares Par Value
32818.51
Base Market Value
33144.73
Base Total Cost
34595.33
Base Unrealized Gain Loss
-1450.6
Base Accrued Interest
0
Local Market Value
33144.73
Local Total Cost Amount
34595.33
Local Unrealized Gain Loss
-1450.6
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 A95581
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A95581
Security Description
4% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
4
Original Face
38423
Shares Par Value
2101.00
Base Market Value
2094.78
Base Total Cost
2200.54
Base Unrealized Gain Loss
-105.76
Base Accrued Interest
0
Local Market Value
2094.78
Local Total Cost Amount
2200.54
Local Unrealized Gain Loss
-105.76
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 A95582
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A95582
Security Description
4% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
4
Original Face
1575000
Shares Par Value
97165.28
Base Market Value
98365.27
Base Total Cost
106845.85
Base Unrealized Gain Loss
-8480.58
Base Accrued Interest
0
Local Market Value
98365.27
Local Total Cost Amount
106845.85
Local Unrealized Gain Loss
-8480.58
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 A95923
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A95923
Security Description
4% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
4
Original Face
289230
Shares Par Value
54470.45
Base Market Value
55143.16
Base Total Cost
57419.51
Base Unrealized Gain Loss
-2276.35
Base Accrued Interest
0
Local Market Value
55143.16
Local Total Cost Amount
57419.51
Local Unrealized Gain Loss
-2276.35
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
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