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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 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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD0520
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0520
Security Description
4% 01 Jun 2050
Maturity Date
2050-06-01T00:00:00.000
Interest Rate
4
Original Face
4010373
Shares Par Value
2225438.35
Base Market Value
2216447.58
Base Total Cost
2425270.93
Base Unrealized Gain Loss
-208823.35
Base Accrued Interest
0
Local Market Value
2216447.58
Local Total Cost Amount
2425270.93
Local Unrealized Gain Loss
-208823.35
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 SD0592
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0592
Security Description
3% 01 Sep 2050
Maturity Date
2050-09-01T00:00:00.000
Interest Rate
3
Original Face
22388987
Shares Par Value
18595811.23
Base Market Value
17645565.28
Base Total Cost
18102586.4
Base Unrealized Gain Loss
-457021.12
Base Accrued Interest
0
Local Market Value
17645565.28
Local Total Cost Amount
18102586.4
Local Unrealized Gain Loss
-457021.12
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 SD0702
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0702
Security Description
2.5% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2.5
Original Face
9397075
Shares Par Value
8668538.85
Base Market Value
7930499.45
Base Total Cost
8167050.34
Base Unrealized Gain Loss
-236550.89
Base Accrued Interest
0
Local Market Value
7930499.45
Local Total Cost Amount
8167050.34
Local Unrealized Gain Loss
-236550.89
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 SD0732
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0732
Security Description
2% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2
Original Face
2703737
Shares Par Value
2606645.02
Base Market Value
2273202.99
Base Total Cost
2567952.65
Base Unrealized Gain Loss
-294749.66
Base Accrued Interest
0
Local Market Value
2273202.99
Local Total Cost Amount
2567952.65
Local Unrealized Gain Loss
-294749.66
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 SD0923
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0923
Security Description
2.5% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
25642266
Shares Par Value
25116531.08
Base Market Value
22709865.07
Base Total Cost
23477088.77
Base Unrealized Gain Loss
-767223.7
Base Accrued Interest
0
Local Market Value
22709865.07
Local Total Cost Amount
23477088.77
Local Unrealized Gain Loss
-767223.7
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 SD0962
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0962
Security Description
3.5% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1501074
Shares Par Value
1487074.67
Base Market Value
1432603.12
Base Total Cost
1475224.54
Base Unrealized Gain Loss
-42621.42
Base Accrued Interest
0
Local Market Value
1432603.12
Local Total Cost Amount
1475224.54
Local Unrealized Gain Loss
-42621.42
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 SD0963
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0963
Security Description
3.5% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
3.5
Original Face
968872
Shares Par Value
923379.52
Base Market Value
889408.39
Base Total Cost
916309.89
Base Unrealized Gain Loss
-26901.5
Base Accrued Interest
0
Local Market Value
889408.39
Local Total Cost Amount
916309.89
Local Unrealized Gain Loss
-26901.5
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 SD0935
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD0935
Security Description
3% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
3
Original Face
3258654
Shares Par Value
3184952.08
Base Market Value
2973534.96
Base Total Cost
3120257.74
Base Unrealized Gain Loss
-146722.78
Base Accrued Interest
0
Local Market Value
2973534.96
Local Total Cost Amount
3120257.74
Local Unrealized Gain Loss
-146722.78
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD1011
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD1011
Security Description
2.5% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
2.5
Original Face
878003
Shares Par Value
860023.04
Base Market Value
775439.77
Base Total Cost
792027.47
Base Unrealized Gain Loss
-16587.7
Base Accrued Interest
0
Local Market Value
775439.77
Local Total Cost Amount
792027.47
Local Unrealized Gain Loss
-16587.7
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 SD1090
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD1090
Security Description
2% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
2
Original Face
2687826
Shares Par Value
2687826.00
Base Market Value
2343515.49
Base Total Cost
2319089.87
Base Unrealized Gain Loss
24425.62
Base Accrued Interest
1941.21
Local Market Value
2343515.49
Local Total Cost Amount
2319089.87
Local Unrealized Gain Loss
24425.62
Local Accrued Interest
1941.21
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 SD8001
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8001
Security Description
3.5% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
3.5
Original Face
200000
Shares Par Value
28071.91
Base Market Value
27265.68
Base Total Cost
29609.14
Base Unrealized Gain Loss
-2343.46
Base Accrued Interest
0
Local Market Value
27265.68
Local Total Cost Amount
29609.14
Local Unrealized Gain Loss
-2343.46
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD8002
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8002
Security Description
4.5% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
4.5
Original Face
32367
Shares Par Value
5804.75
Base Market Value
5850.84
Base Total Cost
6269.71
Base Unrealized Gain Loss
-418.87
Base Accrued Interest
0
Local Market Value
5850.84
Local Total Cost Amount
6269.71
Local Unrealized Gain Loss
-418.87
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
CNY
Local Currency Code: CNY • Trade Country Name: HONG KONG • Security Name: ANHUI HENGYUAN COAL INDUST A
Local Currency Code
CNY
Trade Country Name
HONG KONG
Security Name
ANHUI HENGYUAN COAL INDUST A
Security Description
COMMON STOCK CNY1.0
Interest Rate
0
Original Face
0
Shares Par Value
23100
Base Market Value
37959.28
Base Total Cost
40138.56
Base Unrealized Gain Loss
-2179.28
Base Accrued Interest
0
Local Market Value
275814
Local Total Cost Amount
291229.32
Local Unrealized Gain Loss
-15415.32
Local Accrued Interest
0
Period End Date
2024-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
ENERGY
Minor Industry Name
OIL, GAS & CONSUMABLE FUELS
Direct Group Trust Holding
Direct
Data As Of
2025-03-03T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD8006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8006
Security Description
4% 01 Aug 2049
Maturity Date
2049-08-01T00:00:00.000
Interest Rate
4
Original Face
300000
Shares Par Value
48601.25
Base Market Value
48456.90
Base Total Cost
50461.74
Base Unrealized Gain Loss
-2004.84
Base Accrued Interest
0
Local Market Value
48456.9
Local Total Cost Amount
50461.74
Local Unrealized Gain Loss
-2004.84
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD8007
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8007
Security Description
4.5% 01 Aug 2049
Maturity Date
2049-08-01T00:00:00.000
Interest Rate
4.5
Original Face
771901
Shares Par Value
132415.32
Base Market Value
133466.70
Base Total Cost
143017.82
Base Unrealized Gain Loss
-9551.12
Base Accrued Interest
0
Local Market Value
133466.7
Local Total Cost Amount
143017.82
Local Unrealized Gain Loss
-9551.12
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 SD8011
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8011
Security Description
3.5% 01 Sep 2049
Maturity Date
2049-09-01T00:00:00.000
Interest Rate
3.5
Original Face
135000
Shares Par Value
24538.82
Base Market Value
23823.76
Base Total Cost
25895.09
Base Unrealized Gain Loss
-2071.33
Base Accrued Interest
0
Local Market Value
23823.76
Local Total Cost Amount
25895.09
Local Unrealized Gain Loss
-2071.33
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 SD8013
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8013
Security Description
4.5% 01 Sep 2049
Maturity Date
2049-09-01T00:00:00.000
Interest Rate
4.5
Original Face
1149922
Shares Par Value
256456.37
Base Market Value
258490.07
Base Total Cost
277098.56
Base Unrealized Gain Loss
-18608.49
Base Accrued Interest
0
Local Market Value
258490.07
Local Total Cost Amount
277098.56
Local Unrealized Gain Loss
-18608.49
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 SD8027
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8027
Security Description
4.5% 01 Nov 2049
Maturity Date
2049-11-01T00:00:00.000
Interest Rate
4.5
Original Face
723617
Shares Par Value
146852.36
Base Market Value
147937.60
Base Total Cost
158597.61
Base Unrealized Gain Loss
-10660.01
Base Accrued Interest
0
Local Market Value
147937.6
Local Total Cost Amount
158597.61
Local Unrealized Gain Loss
-10660.01
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 SD8075
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8075
Security Description
3.5% 01 Jul 2050
Maturity Date
2050-07-01T00:00:00.000
Interest Rate
3.5
Original Face
1000000
Shares Par Value
370801.64
Base Market Value
359673.88
Base Total Cost
395598.99
Base Unrealized Gain Loss
-35925.11
Base Accrued Interest
0
Local Market Value
359673.88
Local Total Cost Amount
395598.99
Local Unrealized Gain Loss
-35925.11
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 SD7507
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD7507
Security Description
3% 01 Nov 2049
Interest Rate
3
Original Face
35261194
Shares Par Value
20217697.40
Base Market Value
19014744.40
Base Total Cost
21746660.76
Base Unrealized Gain Loss
-2731916.36
Base Accrued Interest
0
Local Market Value
19014744.4
Local Total Cost Amount
21746660.76
Local Unrealized Gain Loss
-2731916.36
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 SD7548
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD7548
Security Description
2.5% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2.5
Original Face
23350865
Shares Par Value
22438892.30
Base Market Value
20369353.26
Base Total Cost
21494881.1
Base Unrealized Gain Loss
-1125527.84
Base Accrued Interest
0
Local Market Value
20369353.26
Local Total Cost Amount
21494881.1
Local Unrealized Gain Loss
-1125527.84
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD7549
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD7549
Security Description
2% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2
Original Face
21737094
Shares Par Value
20956829.27
Base Market Value
18351476.26
Base Total Cost
19880186.06
Base Unrealized Gain Loss
-1528709.8
Base Accrued Interest
0
Local Market Value
18351476.26
Local Total Cost Amount
19880186.06
Local Unrealized Gain Loss
-1528709.8
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 SD7550
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD7550
Security Description
3% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
3
Original Face
3199043
Shares Par Value
3071776.46
Base Market Value
2896439.46
Base Total Cost
2931386.68
Base Unrealized Gain Loss
-34947.22
Base Accrued Interest
0
Local Market Value
2896439.46
Local Total Cost Amount
2931386.68
Local Unrealized Gain Loss
-34947.22
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 SD7552
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD7552
Security Description
2.5% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
80381105
Shares Par Value
78556447.49
Base Market Value
71205920.70
Base Total Cost
73419492.8
Base Unrealized Gain Loss
-2213572.1
Base Accrued Interest
0
Local Market Value
71205920.7
Local Total Cost Amount
73419492.8
Local Unrealized Gain Loss
-2213572.1
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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