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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 ZA2471
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZA2471
Security Description
3% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
3
Original Face
1213888
Shares Par Value
280025.97
Base Market Value
269807.82
Base Total Cost
295164.88
Base Unrealized Gain Loss
-25357.06
Base Accrued Interest
0
Local Market Value
269807.82
Local Total Cost Amount
295164.88
Local Unrealized Gain Loss
-25357.06
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 ZA3130
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZA3130
Security Description
2.5% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
2.5
Original Face
2000000
Shares Par Value
216287.60
Base Market Value
194243.57
Base Total Cost
223181.76
Base Unrealized Gain Loss
-28938.19
Base Accrued Interest
0
Local Market Value
194243.57
Local Total Cost Amount
223181.76
Local Unrealized Gain Loss
-28938.19
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL ZA3132
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZA3132
Security Description
2.5% 01 Nov 2042
Interest Rate
2.5
Original Face
1900000
Shares Par Value
233197.39
Base Market Value
209408.92
Base Total Cost
240630.56
Base Unrealized Gain Loss
-31221.64
Base Accrued Interest
0
Local Market Value
209408.92
Local Total Cost Amount
240630.56
Local Unrealized Gain Loss
-31221.64
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL ZA6402
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZA6402
Security Description
3.5% 01 Mar 2039
Maturity Date
2039-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1075189
Shares Par Value
138529.44
Base Market Value
135449.93
Base Total Cost
145913.17
Base Unrealized Gain Loss
-10463.24
Base Accrued Interest
0
Local Market Value
135449.93
Local Total Cost Amount
145913.17
Local Unrealized Gain Loss
-10463.24
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL ZA6902
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZA6902
Security Description
4.5% 01 Apr 2049
Maturity Date
2049-04-01T00:00:00.000
Interest Rate
4.5
Original Face
1520274
Shares Par Value
174864.14
Base Market Value
178508.31
Base Total Cost
190771.52
Base Unrealized Gain Loss
-12263.21
Base Accrued Interest
0
Local Market Value
178508.31
Local Total Cost Amount
190771.52
Local Unrealized Gain Loss
-12263.21
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 ZS4646
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZS4646
Security Description
3% 01 Jan 2046
Maturity Date
2046-01-01T00:00:00.000
Interest Rate
3
Original Face
380000
Shares Par Value
86330.78
Base Market Value
81925.32
Base Total Cost
91314.65
Base Unrealized Gain Loss
-9389.33
Base Accrued Interest
0
Local Market Value
81925.32
Local Total Cost Amount
91314.65
Local Unrealized Gain Loss
-9389.33
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 ZS4693
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZS4693
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
3250000
Shares Par Value
861695.77
Base Market Value
815043.56
Base Total Cost
910174.78
Base Unrealized Gain Loss
-95131.22
Base Accrued Interest
0
Local Market Value
815043.56
Local Total Cost Amount
910174.78
Local Unrealized Gain Loss
-95131.22
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 ZS4751
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZS4751
Security Description
3.5% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3.5
Original Face
3640064
Shares Par Value
690943.77
Base Market Value
676364.86
Base Total Cost
737339.56
Base Unrealized Gain Loss
-60974.7
Base Accrued Interest
0
Local Market Value
676364.86
Local Total Cost Amount
737339.56
Local Unrealized Gain Loss
-60974.7
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 ZS4754
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZS4754
Security Description
3% 01 Feb 2048
Maturity Date
2048-02-01T00:00:00.000
Interest Rate
3
Original Face
2890000
Shares Par Value
608743.56
Base Market Value
572358.96
Base Total Cost
641579.19
Base Unrealized Gain Loss
-69220.23
Base Accrued Interest
0
Local Market Value
572358.96
Local Total Cost Amount
641579.19
Local Unrealized Gain Loss
-69220.23
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 ZS8452
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZS8452
Security Description
3% 01 Jan 2027
Maturity Date
2027-01-01T00:00:00.000
Interest Rate
3
Original Face
5000000
Shares Par Value
252303.95
Base Market Value
251478.92
Base Total Cost
266456.62
Base Unrealized Gain Loss
-14977.7
Base Accrued Interest
0
Local Market Value
251478.92
Local Total Cost Amount
266456.62
Local Unrealized Gain Loss
-14977.7
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 ZS8456
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZS8456
Security Description
3% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
3
Original Face
5186613
Shares Par Value
320750.83
Base Market Value
319701.97
Base Total Cost
338742.94
Base Unrealized Gain Loss
-19040.97
Base Accrued Interest
0
Local Market Value
319701.97
Local Total Cost Amount
338742.94
Local Unrealized Gain Loss
-19040.97
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 ZS8655
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZS8655
Security Description
3.5% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
3.5
Original Face
496125
Shares Par Value
110244.49
Base Market Value
110366.86
Base Total Cost
116669.68
Base Unrealized Gain Loss
-6302.82
Base Accrued Interest
0
Local Market Value
110366.86
Local Total Cost Amount
116669.68
Local Unrealized Gain Loss
-6302.82
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 ZS8701
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZS8701
Security Description
3.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
3.5
Original Face
215356
Shares Par Value
39555.59
Base Market Value
39599.50
Base Total Cost
42077.27
Base Unrealized Gain Loss
-2477.77
Base Accrued Interest
0
Local Market Value
39599.5
Local Total Cost Amount
42077.27
Local Unrealized Gain Loss
-2477.77
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 ZS8682
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZS8682
Security Description
3% 01 Jan 2033
Maturity Date
2033-01-01T00:00:00.000
Interest Rate
3
Original Face
602079
Shares Par Value
151009.58
Base Market Value
149674.66
Base Total Cost
159079.16
Base Unrealized Gain Loss
-9404.5
Base Accrued Interest
0
Local Market Value
149674.66
Local Total Cost Amount
159079.16
Local Unrealized Gain Loss
-9404.5
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 ZS8698
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZS8698
Security Description
3.5% 01 May 2033
Maturity Date
2033-05-01T00:00:00.000
Interest Rate
3.5
Original Face
200000
Shares Par Value
36392.79
Base Market Value
36433.19
Base Total Cost
38513.8
Base Unrealized Gain Loss
-2080.61
Base Accrued Interest
0
Local Market Value
36433.19
Local Total Cost Amount
38513.8
Local Unrealized Gain Loss
-2080.61
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 ZS9068
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZS9068
Security Description
3.5% 01 Jan 2034
Maturity Date
2034-01-01T00:00:00.000
Interest Rate
3.5
Original Face
5729546
Shares Par Value
1554936.56
Base Market Value
1554983.21
Base Total Cost
1699132.65
Base Unrealized Gain Loss
-144149.44
Base Accrued Interest
0
Local Market Value
1554983.21
Local Total Cost Amount
1699132.65
Local Unrealized Gain Loss
-144149.44
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 ZT1732
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZT1732
Security Description
3.5% 01 Feb 2034
Maturity Date
2034-02-01T00:00:00.000
Interest Rate
3.5
Original Face
290273
Shares Par Value
38776.64
Base Market Value
38795.64
Base Total Cost
41036.59
Base Unrealized Gain Loss
-2240.95
Base Accrued Interest
0
Local Market Value
38795.64
Local Total Cost Amount
41036.59
Local Unrealized Gain Loss
-2240.95
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 ZT1321
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZT1321
Security Description
4.5% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
4.5
Original Face
448412
Shares Par Value
59563.75
Base Market Value
60104.59
Base Total Cost
64342.54
Base Unrealized Gain Loss
-4237.95
Base Accrued Interest
0
Local Market Value
60104.59
Local Total Cost Amount
64342.54
Local Unrealized Gain Loss
-4237.95
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 ZT1353
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZT1353
Security Description
3.5% 01 Feb 2048
Maturity Date
2048-02-01T00:00:00.000
Interest Rate
3.5
Original Face
2926000
Shares Par Value
682085.01
Base Market Value
666990.47
Base Total Cost
728392.19
Base Unrealized Gain Loss
-61401.72
Base Accrued Interest
0
Local Market Value
666990.47
Local Total Cost Amount
728392.19
Local Unrealized Gain Loss
-61401.72
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 ZT1859
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZT1859
Security Description
5% 01 Mar 2049
Maturity Date
2049-03-01T00:00:00.000
Interest Rate
5
Original Face
5372269
Shares Par Value
1627566.07
Base Market Value
1698739.53
Base Total Cost
1756754.14
Base Unrealized Gain Loss
-58014.61
Base Accrued Interest
0
Local Market Value
1698739.53
Local Total Cost Amount
1756754.14
Local Unrealized Gain Loss
-58014.61
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 ZT2088
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL ZT2088
Security Description
4.5% 01 Jun 2049
Maturity Date
2049-06-01T00:00:00.000
Interest Rate
4.5
Original Face
16863723
Shares Par Value
2762594.02
Base Market Value
2783479.23
Base Total Cost
2975184.27
Base Unrealized Gain Loss
-191705.04
Base Accrued Interest
0
Local Market Value
2783479.23
Local Total Cost Amount
2975184.27
Local Unrealized Gain Loss
-191705.04
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 SB8027
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SB8027
Security Description
3% 01 Jan 2035
Maturity Date
2035-01-01T00:00:00.000
Interest Rate
3
Original Face
195000
Shares Par Value
58891.88
Base Market Value
58188.71
Base Total Cost
62222.79
Base Unrealized Gain Loss
-4034.08
Base Accrued Interest
0
Local Market Value
58188.71
Local Total Cost Amount
62222.79
Local Unrealized Gain Loss
-4034.08
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SB8031
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SB8031
Security Description
2.5% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
2.5
Original Face
95000
Shares Par Value
32089.19
Base Market Value
30718.98
Base Total Cost
33547.96
Base Unrealized Gain Loss
-2828.98
Base Accrued Interest
0
Local Market Value
30718.98
Local Total Cost Amount
33547.96
Local Unrealized Gain Loss
-2828.98
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 SC0063
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SC0063
Security Description
3.5% 01 May 2035
Maturity Date
2035-05-01T00:00:00.000
Interest Rate
3.5
Original Face
9381197
Shares Par Value
5830895.10
Base Market Value
5831011.72
Base Total Cost
6343376.12
Base Unrealized Gain Loss
-512364.4
Base Accrued Interest
0
Local Market Value
5831011.72
Local Total Cost Amount
6343376.12
Local Unrealized Gain Loss
-512364.4
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 SC0050
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SC0050
Security Description
3% 01 Feb 2040
Interest Rate
3
Original Face
9525481
Shares Par Value
5064699.49
Base Market Value
4867277.50
Base Total Cost
5431890.21
Base Unrealized Gain Loss
-564612.71
Base Accrued Interest
0
Local Market Value
4867277.5
Local Total Cost Amount
5431890.21
Local Unrealized Gain Loss
-564612.71
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 SC0111
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SC0111
Security Description
3% 01 Jun 2038
Maturity Date
2038-06-01T00:00:00.000
Interest Rate
3
Original Face
11178242
Shares Par Value
6016605.26
Base Market Value
5903432.92
Base Total Cost
6356566.96
Base Unrealized Gain Loss
-453134.04
Base Accrued Interest
0
Local Market Value
5903432.92
Local Total Cost Amount
6356566.96
Local Unrealized Gain Loss
-453134.04
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 SD0783
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0783
Security Description
2% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
2
Original Face
1151000
Shares Par Value
1124865.57
Base Market Value
980612.81
Base Total Cost
1084177.08
Base Unrealized Gain Loss
-103564.27
Base Accrued Interest
0
Local Market Value
980612.81
Local Total Cost Amount
1084177.08
Local Unrealized Gain Loss
-103564.27
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 SD0786
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0786
Security Description
2% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
2
Original Face
2561437
Shares Par Value
2501738.07
Base Market Value
2181715.74
Base Total Cost
2445448.97
Base Unrealized Gain Loss
-263733.23
Base Accrued Interest
0
Local Market Value
2181715.74
Local Total Cost Amount
2445448.97
Local Unrealized Gain Loss
-263733.23
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 SD0858
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0858
Security Description
2.5% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
2032000
Shares Par Value
1991763.58
Base Market Value
1804856.49
Base Total Cost
1917850.47
Base Unrealized Gain Loss
-112993.98
Base Accrued Interest
0
Local Market Value
1804856.49
Local Total Cost Amount
1917850.47
Local Unrealized Gain Loss
-112993.98
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 SD0892
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0892
Security Description
2% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2
Original Face
7286000
Shares Par Value
7118805.90
Base Market Value
6208097.06
Base Total Cost
6794844.62
Base Unrealized Gain Loss
-586747.56
Base Accrued Interest
0
Local Market Value
6208097.06
Local Total Cost Amount
6794844.62
Local Unrealized Gain Loss
-586747.56
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 SD0894
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0894
Security Description
2% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2
Original Face
5457000
Shares Par Value
5309568.78
Base Market Value
4653359.17
Base Total Cost
5073956.67
Base Unrealized Gain Loss
-420597.5
Base Accrued Interest
0
Local Market Value
4653359.17
Local Total Cost Amount
5073956.67
Local Unrealized Gain Loss
-420597.5
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 SD0896
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0896
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
2001635
Shares Par Value
1960173.43
Base Market Value
1708781.19
Base Total Cost
1868902.85
Base Unrealized Gain Loss
-160121.66
Base Accrued Interest
0
Local Market Value
1708781.19
Local Total Cost Amount
1868902.85
Local Unrealized Gain Loss
-160121.66
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 SD0478
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0478
Security Description
4% 01 Jan 2045
Maturity Date
2045-01-01T00:00:00.000
Interest Rate
4
Original Face
1113926
Shares Par Value
707436.47
Base Market Value
715508.32
Base Total Cost
780335.58
Base Unrealized Gain Loss
-64827.26
Base Accrued Interest
0
Local Market Value
715508.32
Local Total Cost Amount
780335.58
Local Unrealized Gain Loss
-64827.26
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 SD0479
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0479
Security Description
3.5% 01 Jun 2050
Maturity Date
2050-06-01T00:00:00.000
Interest Rate
3.5
Original Face
26256368
Shares Par Value
11968114.91
Base Market Value
11627502.36
Base Total Cost
12779001.47
Base Unrealized Gain Loss
-1151499.11
Base Accrued Interest
0
Local Market Value
11627502.36
Local Total Cost Amount
12779001.47
Local Unrealized Gain Loss
-1151499.11
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD0505
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0505
Security Description
4% 01 Jun 2048
Maturity Date
2048-06-01T00:00:00.000
Interest Rate
4
Original Face
6779196
Shares Par Value
3606064.98
Base Market Value
3631235.31
Base Total Cost
3931456
Base Unrealized Gain Loss
-300220.69
Base Accrued Interest
0
Local Market Value
3631235.31
Local Total Cost Amount
3931456
Local Unrealized Gain Loss
-300220.69
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 SD0507
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0507
Security Description
4% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
4
Original Face
11451762
Shares Par Value
8099157.90
Base Market Value
8191569.29
Base Total Cost
9222283.3
Base Unrealized Gain Loss
-1030714.01
Base Accrued Interest
0
Local Market Value
8191569.29
Local Total Cost Amount
9222283.3
Local Unrealized Gain Loss
-1030714.01
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 SD0481
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0481
Security Description
3.5% 01 Sep 2044
Maturity Date
2044-09-01T00:00:00.000
Interest Rate
3.5
Original Face
24994
Shares Par Value
18294.81
Base Market Value
18088.81
Base Total Cost
20626.32
Base Unrealized Gain Loss
-2537.51
Base Accrued Interest
0
Local Market Value
18088.81
Local Total Cost Amount
20626.32
Local Unrealized Gain Loss
-2537.51
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 SD0485
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0485
Security Description
3.5% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3.5
Original Face
6230218
Shares Par Value
3607263.76
Base Market Value
3544858.10
Base Total Cost
3904651.65
Base Unrealized Gain Loss
-359793.55
Base Accrued Interest
0
Local Market Value
3544858.1
Local Total Cost Amount
3904651.65
Local Unrealized Gain Loss
-359793.55
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD0486
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0486
Security Description
3.5% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3.5
Original Face
7416921
Shares Par Value
3475913.99
Base Market Value
3377093.76
Base Total Cost
3719024.3
Base Unrealized Gain Loss
-341930.54
Base Accrued Interest
0
Local Market Value
3377093.76
Local Total Cost Amount
3719024.3
Local Unrealized Gain Loss
-341930.54
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 SD0488
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0488
Security Description
4% 01 May 2049
Maturity Date
2049-05-01T00:00:00.000
Interest Rate
4
Original Face
15339323
Shares Par Value
7497392.16
Base Market Value
7504064.84
Base Total Cost
8129398.91
Base Unrealized Gain Loss
-625334.07
Base Accrued Interest
0
Local Market Value
7504064.84
Local Total Cost Amount
8129398.91
Local Unrealized Gain Loss
-625334.07
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 SD0489
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0489
Security Description
4% 01 Apr 2048
Maturity Date
2048-04-01T00:00:00.000
Interest Rate
4
Original Face
14419060
Shares Par Value
9829560.29
Base Market Value
9923236.00
Base Total Cost
11131209.11
Base Unrealized Gain Loss
-1207973.11
Base Accrued Interest
0
Local Market Value
9923236
Local Total Cost Amount
11131209.11
Local Unrealized Gain Loss
-1207973.11
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD0490
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0490
Security Description
4% 01 Jan 2045
Maturity Date
2045-01-01T00:00:00.000
Interest Rate
4
Original Face
11193549
Shares Par Value
6321350.95
Base Market Value
6392782.22
Base Total Cost
6980648.12
Base Unrealized Gain Loss
-587865.9
Base Accrued Interest
0
Local Market Value
6392782.22
Local Total Cost Amount
6980648.12
Local Unrealized Gain Loss
-587865.9
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 SD0492
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0492
Security Description
4% 01 Aug 2048
Maturity Date
2048-08-01T00:00:00.000
Interest Rate
4
Original Face
1838485
Shares Par Value
1152433.99
Base Market Value
1160593.22
Base Total Cost
1275510.35
Base Unrealized Gain Loss
-114917.13
Base Accrued Interest
0
Local Market Value
1160593.22
Local Total Cost Amount
1275510.35
Local Unrealized Gain Loss
-114917.13
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 SD0494
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0494
Security Description
3.5% 01 Jun 2049
Maturity Date
2049-06-01T00:00:00.000
Interest Rate
3.5
Original Face
17412237
Shares Par Value
11782627.63
Base Market Value
11609069.53
Base Total Cost
13140621.47
Base Unrealized Gain Loss
-1531551.94
Base Accrued Interest
0
Local Market Value
11609069.53
Local Total Cost Amount
13140621.47
Local Unrealized Gain Loss
-1531551.94
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD0496
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0496
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
1189262
Shares Par Value
839996.38
Base Market Value
796459.37
Base Total Cost
921321.8
Base Unrealized Gain Loss
-124862.43
Base Accrued Interest
0
Local Market Value
796459.37
Local Total Cost Amount
921321.8
Local Unrealized Gain Loss
-124862.43
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 SD0498
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0498
Security Description
3% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3
Original Face
4394149
Shares Par Value
3134366.74
Base Market Value
2995639.67
Base Total Cost
3415296.61
Base Unrealized Gain Loss
-419656.94
Base Accrued Interest
0
Local Market Value
2995639.67
Local Total Cost Amount
3415296.61
Local Unrealized Gain Loss
-419656.94
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD0503
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0503
Security Description
4% 01 Apr 2048
Maturity Date
2048-04-01T00:00:00.000
Interest Rate
4
Original Face
4283078
Shares Par Value
2745556.99
Base Market Value
2764885.71
Base Total Cost
3075667.33
Base Unrealized Gain Loss
-310781.62
Base Accrued Interest
0
Local Market Value
2764885.71
Local Total Cost Amount
3075667.33
Local Unrealized Gain Loss
-310781.62
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 SD0504
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0504
Security Description
4% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
4
Original Face
1842572
Shares Par Value
1033001.16
Base Market Value
1040314.81
Base Total Cost
1106844.6
Base Unrealized Gain Loss
-66529.79
Base Accrued Interest
0
Local Market Value
1040314.81
Local Total Cost Amount
1106844.6
Local Unrealized Gain Loss
-66529.79
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 SD0518
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0518
Security Description
3% 01 Aug 2050
Maturity Date
2050-08-01T00:00:00.000
Interest Rate
3
Original Face
23920103
Shares Par Value
16196386.42
Base Market Value
15197555.27
Base Total Cost
17152480.58
Base Unrealized Gain Loss
-1954925.31
Base Accrued Interest
0
Local Market Value
15197555.27
Local Total Cost Amount
17152480.58
Local Unrealized Gain Loss
-1954925.31
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 SD0519
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0519
Security Description
3% 01 Aug 2050
Maturity Date
2050-08-01T00:00:00.000
Interest Rate
3
Original Face
10494977
Shares Par Value
8494439.39
Base Market Value
8033106.39
Base Total Cost
9240594.27
Base Unrealized Gain Loss
-1207487.88
Base Accrued Interest
0
Local Market Value
8033106.39
Local Total Cost Amount
9240594.27
Local Unrealized Gain Loss
-1207487.88
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
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