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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 J32436
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32436
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
247047
Shares Par Value
70818.65
Base Market Value
70649.39
Base Total Cost
73662.43
Base Unrealized Gain Loss
-3013.04
Base Accrued Interest
0
Local Market Value
70649.39
Local Total Cost Amount
73662.43
Local Unrealized Gain Loss
-3013.04
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 J32491
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32491
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
96926
Shares Par Value
28569.91
Base Market Value
27872.23
Base Total Cost
29020.79
Base Unrealized Gain Loss
-1148.56
Base Accrued Interest
0
Local Market Value
27872.23
Local Total Cost Amount
29020.79
Local Unrealized Gain Loss
-1148.56
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 J33633
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J33633
Security Description
3.5% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
3.5
Original Face
283528
Shares Par Value
62661.82
Base Market Value
62710.70
Base Total Cost
66950.26
Base Unrealized Gain Loss
-4239.56
Base Accrued Interest
0
Local Market Value
62710.7
Local Total Cost Amount
66950.26
Local Unrealized Gain Loss
-4239.56
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 J33763
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J33763
Security Description
2.5% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
2.5
Original Face
201750
Shares Par Value
29076.14
Base Market Value
28186.41
Base Total Cost
28567.3
Base Unrealized Gain Loss
-380.89
Base Accrued Interest
0
Local Market Value
28186.41
Local Total Cost Amount
28567.3
Local Unrealized Gain Loss
-380.89
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 J34223
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J34223
Security Description
3.5% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
3.5
Original Face
95737
Shares Par Value
26243.75
Base Market Value
26163.18
Base Total Cost
28109.52
Base Unrealized Gain Loss
-1946.34
Base Accrued Interest
0
Local Market Value
26163.18
Local Total Cost Amount
28109.52
Local Unrealized Gain Loss
-1946.34
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
4% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1740000.00
Base Market Value
1812993.00
Base Total Cost
1736172
Base Unrealized Gain Loss
76821
Base Accrued Interest
23200
Local Market Value
1812993
Local Total Cost Amount
1736172
Local Unrealized Gain Loss
76821
Local Accrued Interest
23200
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
3.5% 14 Sep 2029
Maturity Date
2029-09-14T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
6865000.00
Base Market Value
6981567.70
Base Total Cost
7417907.1
Base Unrealized Gain Loss
-436339.4
Base Accrued Interest
71415.07
Local Market Value
6981567.7
Local Total Cost Amount
7417907.1
Local Unrealized Gain Loss
-436339.4
Local Accrued Interest
71415.07
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
3.56% 16 May 2033
Maturity Date
2033-05-16T00:00:00.000
Interest Rate
3.56
Original Face
0
Shares Par Value
4370000.00
Base Market Value
4403168.30
Base Total Cost
4356016
Base Unrealized Gain Loss
47152.3
Base Accrued Interest
19446.5
Local Market Value
4403168.3
Local Total Cost Amount
4356016
Local Unrealized Gain Loss
47152.3
Local Accrued Interest
19446.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
3.25% 16 Nov 2028
Maturity Date
2028-11-16T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
2785000.00
Base Market Value
2794190.50
Base Total Cost
3330800.91
Base Unrealized Gain Loss
-536610.41
Base Accrued Interest
11314.06
Local Market Value
2794190.5
Local Total Cost Amount
3330800.91
Local Unrealized Gain Loss
-536610.41
Local Accrued Interest
11314.06
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
2.5% 13 Feb 2024
Interest Rate
2.5
Original Face
0
Shares Par Value
1530000.00
Base Market Value
1518754.50
Base Total Cost
1649880.3
Base Unrealized Gain Loss
-131125.8
Base Accrued Interest
14662.5
Local Market Value
1518754.5
Local Total Cost Amount
1649880.3
Local Unrealized Gain Loss
-131125.8
Local Accrued Interest
14662.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1.5% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1936960.00
Base Total Cost
2102716
Base Unrealized Gain Loss
-165756
Base Accrued Interest
11333.33
Local Market Value
1936960
Local Total Cost Amount
2102716
Local Unrealized Gain Loss
-165756
Local Accrued Interest
11333.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
0.5% 14 Apr 2025
Maturity Date
2025-04-14T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
2250000.00
Base Market Value
2097472.50
Base Total Cost
2259600
Base Unrealized Gain Loss
-162127.5
Base Accrued Interest
2406.25
Local Market Value
2097472.5
Local Total Cost Amount
2259600
Local Unrealized Gain Loss
-162127.5
Local Accrued Interest
2406.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1.6% 19 May 2031
Maturity Date
2031-05-19T00:00:00.000
Interest Rate
1.6
Original Face
0
Shares Par Value
1410000.00
Base Market Value
1190463.00
Base Total Cost
1204647.6
Base Unrealized Gain Loss
-14184.6
Base Accrued Interest
2632
Local Market Value
1190463
Local Total Cost Amount
1204647.6
Local Unrealized Gain Loss
-14184.6
Local Accrued Interest
2632
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1.65% 11 Jun 2031
Maturity Date
2031-06-11T00:00:00.000
Interest Rate
1.65
Original Face
0
Shares Par Value
1410000.00
Base Market Value
1201263.60
Base Total Cost
1207876.5
Base Unrealized Gain Loss
-6612.9
Base Accrued Interest
1292.5
Local Market Value
1201263.6
Local Total Cost Amount
1207876.5
Local Unrealized Gain Loss
-6612.9
Local Accrued Interest
1292.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
0.9% 26 Feb 2027
Maturity Date
2027-02-26T00:00:00.000
Interest Rate
0.9
Original Face
0
Shares Par Value
600000.00
Base Market Value
538392.00
Base Total Cost
600000
Base Unrealized Gain Loss
-61608
Base Accrued Interest
1875
Local Market Value
538392
Local Total Cost Amount
600000
Local Unrealized Gain Loss
-61608
Local Accrued Interest
1875
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
0.8% 10 Mar 2026
Maturity Date
2026-03-10T00:00:00.000
Interest Rate
0.8
Original Face
0
Shares Par Value
600000.00
Base Market Value
547836.00
Base Total Cost
600000
Base Unrealized Gain Loss
-52164
Base Accrued Interest
1480
Local Market Value
547836
Local Total Cost Amount
600000
Local Unrealized Gain Loss
-52164
Local Accrued Interest
1480
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 12 May 2026
Maturity Date
2026-05-12T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
500000.00
Base Market Value
469625.00
Base Total Cost
500000
Base Unrealized Gain Loss
-30375
Base Accrued Interest
680.56
Local Market Value
469625
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-30375
Local Accrued Interest
680.56
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 26 May 2026
Maturity Date
2026-05-26T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
469100.00
Base Total Cost
500000
Base Unrealized Gain Loss
-30900
Base Accrued Interest
243.05
Local Market Value
469100
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-30900
Local Accrued Interest
243.05
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 27 May 2026
Maturity Date
2026-05-27T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
600000.00
Base Market Value
564798.00
Base Total Cost
600000
Base Unrealized Gain Loss
-35202
Base Accrued Interest
425
Local Market Value
564798
Local Total Cost Amount
600000
Local Unrealized Gain Loss
-35202
Local Accrued Interest
425
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 29 Jul 2027
Maturity Date
2027-07-29T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
600000.00
Base Market Value
551826.00
Base Total Cost
600000
Base Unrealized Gain Loss
-48174
Base Accrued Interest
1266.66
Local Market Value
551826
Local Total Cost Amount
600000
Local Unrealized Gain Loss
-48174
Local Accrued Interest
1266.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 09 Sep 2026
Maturity Date
2026-09-09T00:00:00.000
Interest Rate
0.85
Original Face
0
Shares Par Value
500000.00
Base Market Value
466345.00
Base Total Cost
500000
Base Unrealized Gain Loss
-33655
Base Accrued Interest
244.44
Local Market Value
466345
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-33655
Local Accrued Interest
244.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 23 Sep 2026
Maturity Date
2026-09-23T00:00:00.000
Interest Rate
0.6
Original Face
0
Shares Par Value
400000.00
Base Market Value
372628.00
Base Total Cost
400000
Base Unrealized Gain Loss
-27372
Base Accrued Interest
653.33
Local Market Value
372628
Local Total Cost Amount
400000
Local Unrealized Gain Loss
-27372
Local Accrued Interest
653.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1.08% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
1.08
Original Face
0
Shares Par Value
900000.00
Base Market Value
832347.00
Base Total Cost
900000
Base Unrealized Gain Loss
-67653
Base Accrued Interest
2862
Local Market Value
832347
Local Total Cost Amount
900000
Local Unrealized Gain Loss
-67653
Local Accrued Interest
2862
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
462305.00
Base Total Cost
500000
Base Unrealized Gain Loss
-37695
Base Accrued Interest
631.94
Local Market Value
462305
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-37695
Local Accrued Interest
631.94
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1.1% 13 Oct 2026
Maturity Date
2026-10-13T00:00:00.000
Interest Rate
1.1
Original Face
0
Shares Par Value
800000.00
Base Market Value
726712.00
Base Total Cost
800000
Base Unrealized Gain Loss
-73288
Base Accrued Interest
1906.67
Local Market Value
726712
Local Total Cost Amount
800000
Local Unrealized Gain Loss
-73288
Local Accrued Interest
1906.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 28 Oct 2026
Maturity Date
2026-10-28T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
467525.00
Base Total Cost
500000
Base Unrealized Gain Loss
-32475
Base Accrued Interest
656.25
Local Market Value
467525
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-32475
Local Accrued Interest
656.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 28 Oct 2026
Maturity Date
2026-10-28T00:00:00.000
Interest Rate
0.625
Original Face
0
Shares Par Value
500000.00
Base Market Value
468030.00
Base Total Cost
500000
Base Unrealized Gain Loss
-31970
Base Accrued Interest
546.87
Local Market Value
468030
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-31970
Local Accrued Interest
546.87
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 28 Oct 2026
Maturity Date
2026-10-28T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
473485.00
Base Total Cost
500000
Base Unrealized Gain Loss
-26515
Base Accrued Interest
656.25
Local Market Value
473485
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-26515
Local Accrued Interest
656.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 23 Nov 2027
Maturity Date
2027-11-23T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
400000.00
Base Market Value
375412.00
Base Total Cost
400000
Base Unrealized Gain Loss
-24588
Base Accrued Interest
422.22
Local Market Value
375412
Local Total Cost Amount
400000
Local Unrealized Gain Loss
-24588
Local Accrued Interest
422.22
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 30 Dec 2025
Maturity Date
2025-12-30T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
500000.00
Base Market Value
473390.00
Base Total Cost
500000
Base Unrealized Gain Loss
-26610
Base Accrued Interest
13.89
Local Market Value
473390
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-26610
Local Accrued Interest
13.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 28 Jan 2027
Maturity Date
2027-01-28T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
500000.00
Base Market Value
476210.00
Base Total Cost
500000
Base Unrealized Gain Loss
-23790
Base Accrued Interest
2125
Local Market Value
476210
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-23790
Local Accrued Interest
2125
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 28 Jan 2025
Maturity Date
2025-01-28T00:00:00.000
Interest Rate
0.875
Original Face
0
Shares Par Value
500000.00
Base Market Value
482630.00
Base Total Cost
500000
Base Unrealized Gain Loss
-17370
Base Accrued Interest
765.62
Local Market Value
482630
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-17370
Local Accrued Interest
765.62
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 25 Feb 2027
Maturity Date
2027-02-25T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
400000.00
Base Market Value
384520.00
Base Total Cost
398400
Base Unrealized Gain Loss
-13880
Base Accrued Interest
2100
Local Market Value
384520
Local Total Cost Amount
398400
Local Unrealized Gain Loss
-13880
Local Accrued Interest
2100
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 25 Feb 2027
Maturity Date
2027-02-25T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
400000.00
Base Market Value
390460.00
Base Total Cost
400000
Base Unrealized Gain Loss
-9540
Base Accrued Interest
550
Local Market Value
390460
Local Total Cost Amount
400000
Local Unrealized Gain Loss
-9540
Local Accrued Interest
550
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 10 Mar 2027
Maturity Date
2027-03-10T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
400000.00
Base Market Value
388336.00
Base Total Cost
400000
Base Unrealized Gain Loss
-11664
Base Accrued Interest
2466.66
Local Market Value
388336
Local Total Cost Amount
400000
Local Unrealized Gain Loss
-11664
Local Accrued Interest
2466.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 28 Apr 2025
Maturity Date
2025-04-28T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
400000.00
Base Market Value
396404.00
Base Total Cost
400000
Base Unrealized Gain Loss
-3596
Base Accrued Interest
1575
Local Market Value
396404
Local Total Cost Amount
400000
Local Unrealized Gain Loss
-3596
Local Accrued Interest
1575
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 14 Jul 2023
Interest Rate
2.6
Original Face
0
Shares Par Value
3200000.00
Base Market Value
3184128.00
Base Total Cost
3200000
Base Unrealized Gain Loss
-15872
Base Accrued Interest
3022.22
Local Market Value
3184128
Local Total Cost Amount
3200000
Local Unrealized Gain Loss
-15872
Local Accrued Interest
3022.22
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 30 Dec 2025
Maturity Date
2025-12-30T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
400000.00
Base Market Value
400416.00
Base Total Cost
400000
Base Unrealized Gain Loss
416
Base Accrued Interest
0
Local Market Value
400416
Local Total Cost Amount
400000
Local Unrealized Gain Loss
416
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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 ZK3382
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZK3382
Security Description
3.5% 01 Jul 2026
Maturity Date
2026-07-01T00:00:00.000
Interest Rate
3.5
Original Face
69109
Shares Par Value
2371.35
Base Market Value
2368.17
Base Total Cost
2505.67
Base Unrealized Gain Loss
-137.5
Base Accrued Interest
0
Local Market Value
2368.17
Local Total Cost Amount
2505.67
Local Unrealized Gain Loss
-137.5
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 ZK3774
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZK3774
Security Description
3% 01 Dec 2026
Interest Rate
3
Original Face
3966526
Shares Par Value
319648.73
Base Market Value
318603.48
Base Total Cost
337579.02
Base Unrealized Gain Loss
-18975.54
Base Accrued Interest
0
Local Market Value
318603.48
Local Total Cost Amount
337579.02
Local Unrealized Gain Loss
-18975.54
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 ZK3775
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZK3775
Security Description
3% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
3
Original Face
689244
Shares Par Value
41240.21
Base Market Value
41105.35
Base Total Cost
43553.53
Base Unrealized Gain Loss
-2448.18
Base Accrued Interest
0
Local Market Value
41105.35
Local Total Cost Amount
43553.53
Local Unrealized Gain Loss
-2448.18
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 ZK3848
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZK3848
Security Description
3% 01 Jan 2027
Interest Rate
3
Original Face
5000000
Shares Par Value
314169.90
Base Market Value
313142.56
Base Total Cost
331792.86
Base Unrealized Gain Loss
-18650.3
Base Accrued Interest
0
Local Market Value
313142.56
Local Total Cost Amount
331792.86
Local Unrealized Gain Loss
-18650.3
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 ZM0037
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZM0037
Security Description
3.5% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
3.5
Original Face
890000
Shares Par Value
117156.50
Base Market Value
114550.94
Base Total Cost
124887.66
Base Unrealized Gain Loss
-10336.72
Base Accrued Interest
0
Local Market Value
114550.94
Local Total Cost Amount
124887.66
Local Unrealized Gain Loss
-10336.72
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 ZM7122
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZM7122
Security Description
4% 01 Jul 2048
Interest Rate
4
Original Face
7519184
Shares Par Value
1551720.99
Base Market Value
1553598.57
Base Total Cost
1674403.94
Base Unrealized Gain Loss
-120805.37
Base Accrued Interest
0
Local Market Value
1553598.57
Local Total Cost Amount
1674403.94
Local Unrealized Gain Loss
-120805.37
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 ZM7041
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZM7041
Security Description
4% 01 Jun 2048
Maturity Date
2048-06-01T00:00:00.000
Interest Rate
4
Original Face
9933328
Shares Par Value
1985623.49
Base Market Value
1988701.21
Base Total Cost
2142611.84
Base Unrealized Gain Loss
-153910.63
Base Accrued Interest
0
Local Market Value
1988701.21
Local Total Cost Amount
2142611.84
Local Unrealized Gain Loss
-153910.63
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 ZN3232
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZN3232
Security Description
4% 01 Feb 2049
Maturity Date
2049-02-01T00:00:00.000
Interest Rate
4
Original Face
2130810
Shares Par Value
307567.96
Base Market Value
307297.30
Base Total Cost
327805.93
Base Unrealized Gain Loss
-20508.63
Base Accrued Interest
0
Local Market Value
307297.3
Local Total Cost Amount
327805.93
Local Unrealized Gain Loss
-20508.63
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 ZN3384
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZN3384
Security Description
4.5% 01 Feb 2049
Maturity Date
2049-02-01T00:00:00.000
Interest Rate
4.5
Original Face
95652992
Shares Par Value
11383963.88
Base Market Value
11495185.21
Base Total Cost
12316026.06
Base Unrealized Gain Loss
-820840.85
Base Accrued Interest
0
Local Market Value
11495185.21
Local Total Cost Amount
12316026.06
Local Unrealized Gain Loss
-820840.85
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 ZN6179
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZN6179
Security Description
4% 01 May 2049
Maturity Date
2049-05-01T00:00:00.000
Interest Rate
4
Original Face
225000
Shares Par Value
33177.73
Base Market Value
33162.47
Base Total Cost
35295.78
Base Unrealized Gain Loss
-2133.31
Base Accrued Interest
0
Local Market Value
33162.47
Local Total Cost Amount
35295.78
Local Unrealized Gain Loss
-2133.31
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: FREDDIEMAC STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIEMAC STRIP
Security Description
1% 15 Jun 2042
Maturity Date
2042-06-15T00:00:00.000
Interest Rate
5.176
Original Face
8325198
Shares Par Value
1302577.55
Base Market Value
465958.04
Base Total Cost
240366.28
Base Unrealized Gain Loss
225591.76
Base Accrued Interest
2996.5
Local Market Value
465958.04
Local Total Cost Amount
240366.28
Local Unrealized Gain Loss
225591.76
Local Accrued Interest
2996.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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 ZA2384
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZA2384
Security Description
3.5% 01 Jun 2035
Maturity Date
2035-06-01T00:00:00.000
Interest Rate
3.5
Original Face
79053
Shares Par Value
17635.56
Base Market Value
17636.09
Base Total Cost
18578.31
Base Unrealized Gain Loss
-942.22
Base Accrued Interest
0
Local Market Value
17636.09
Local Total Cost Amount
18578.31
Local Unrealized Gain Loss
-942.22
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
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