Ask NYC Browse All Data Public Safety Transportation Health Buildings

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
DOWNLOAD CSV
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 SD7524
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD7524
Security Description
3% 01 Aug 2050
Maturity Date
2050-08-01T00:00:00.000
Interest Rate
3
Original Face
17806265
Shares Par Value
12667226.81
Base Market Value
11950135.10
Base Total Cost
13707007.04
Base Unrealized Gain Loss
-1756871.94
Base Accrued Interest
0
Local Market Value
11950135.1
Local Total Cost Amount
13707007.04
Local Unrealized Gain Loss
-1756871.94
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 SD7530
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD7530
Security Description
2.5% 01 Nov 2050
Maturity Date
2050-11-01T00:00:00.000
Interest Rate
2.5
Original Face
5988609
Shares Par Value
4613157.74
Base Market Value
4196589.60
Base Total Cost
4216714.5
Base Unrealized Gain Loss
-20124.9
Base Accrued Interest
0
Local Market Value
4196589.6
Local Total Cost Amount
4216714.5
Local Unrealized Gain Loss
-20124.9
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 SD7534
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD7534
Security Description
2.5% 01 Feb 2051
Maturity Date
2051-02-01T00:00:00.000
Interest Rate
2.5
Original Face
17117869
Shares Par Value
14399470.26
Base Market Value
13121949.26
Base Total Cost
13698156.72
Base Unrealized Gain Loss
-576207.46
Base Accrued Interest
0
Local Market Value
13121949.26
Local Total Cost Amount
13698156.72
Local Unrealized Gain Loss
-576207.46
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 SD7539
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD7539
Security Description
2% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2
Original Face
3449000
Shares Par Value
3082903.93
Base Market Value
2698126.69
Base Total Cost
2740412.58
Base Unrealized Gain Loss
-42285.89
Base Accrued Interest
0
Local Market Value
2698126.69
Local Total Cost Amount
2740412.58
Local Unrealized Gain Loss
-42285.89
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 SD7543
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD7543
Security Description
2.5% 01 Aug 2051
Maturity Date
2051-08-01T00:00:00.000
Interest Rate
2.5
Original Face
21186105
Shares Par Value
19439392.21
Base Market Value
17658160.70
Base Total Cost
20444597.85
Base Unrealized Gain Loss
-2786437.15
Base Accrued Interest
0
Local Market Value
17658160.7
Local Total Cost Amount
20444597.85
Local Unrealized Gain Loss
-2786437.15
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 SD7544
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD7544
Security Description
3% 01 Jul 2051
Maturity Date
2051-07-01T00:00:00.000
Interest Rate
3
Original Face
4720650
Shares Par Value
4186380.47
Base Market Value
3957176.14
Base Total Cost
3987854.46
Base Unrealized Gain Loss
-30678.32
Base Accrued Interest
0
Local Market Value
3957176.14
Local Total Cost Amount
3987854.46
Local Unrealized Gain Loss
-30678.32
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD7553
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD7553
Security Description
3% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
3
Original Face
79908593
Shares Par Value
78384624.25
Base Market Value
73709765.26
Base Total Cost
74131539.19
Base Unrealized Gain Loss
-421773.93
Base Accrued Interest
0
Local Market Value
73709765.26
Local Total Cost Amount
74131539.19
Local Unrealized Gain Loss
-421773.93
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD8157
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8157
Security Description
3% 01 Jul 2051
Interest Rate
3
Original Face
2000000
Shares Par Value
1613337.86
Base Market Value
1505712.09
Base Total Cost
1697786
Base Unrealized Gain Loss
-192073.91
Base Accrued Interest
0
Local Market Value
1505712.09
Local Total Cost Amount
1697786
Local Unrealized Gain Loss
-192073.91
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD8134
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8134
Security Description
2% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2
Original Face
25588193
Shares Par Value
22192764.92
Base Market Value
19345877.04
Base Total Cost
19397863.6
Base Unrealized Gain Loss
-51986.56
Base Accrued Interest
0
Local Market Value
19345877.04
Local Total Cost Amount
19397863.6
Local Unrealized Gain Loss
-51986.56
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 SD8134
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8134
Security Description
2% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2
Original Face
4800000
Shares Par Value
4163063.47
Base Market Value
3629025.69
Base Total Cost
3827416.47
Base Unrealized Gain Loss
-198390.78
Base Accrued Interest
0
Local Market Value
3629025.69
Local Total Cost Amount
3827416.47
Local Unrealized Gain Loss
-198390.78
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 SD8142
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8142
Security Description
3% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
3
Original Face
550000
Shares Par Value
394260.60
Base Market Value
367600.70
Base Total Cost
415341.23
Base Unrealized Gain Loss
-47740.53
Base Accrued Interest
0
Local Market Value
367600.7
Local Total Cost Amount
415341.23
Local Unrealized Gain Loss
-47740.53
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 SD8166
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8166
Security Description
2% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2
Original Face
530681
Shares Par Value
501375.29
Base Market Value
436236.61
Base Total Cost
443638.8
Base Unrealized Gain Loss
-7402.19
Base Accrued Interest
0
Local Market Value
436236.61
Local Total Cost Amount
443638.8
Local Unrealized Gain Loss
-7402.19
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 SD8172
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8172
Security Description
2% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
2
Original Face
2721867
Shares Par Value
2595160.55
Base Market Value
2258516.32
Base Total Cost
2277658.88
Base Unrealized Gain Loss
-19142.56
Base Accrued Interest
0
Local Market Value
2258516.32
Local Total Cost Amount
2277658.88
Local Unrealized Gain Loss
-19142.56
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 SD8179
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8179
Security Description
3% 01 Nov 2051
Interest Rate
3
Original Face
5750000
Shares Par Value
5331902.32
Base Market Value
4975944.52
Base Total Cost
5560174.38
Base Unrealized Gain Loss
-584229.86
Base Accrued Interest
0
Local Market Value
4975944.52
Local Total Cost Amount
5560174.38
Local Unrealized Gain Loss
-584229.86
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 SD8182
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8182
Security Description
2% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
2
Original Face
19677801
Shares Par Value
19021385.56
Base Market Value
16540616.46
Base Total Cost
16756651.85
Base Unrealized Gain Loss
-216035.39
Base Accrued Interest
0
Local Market Value
16540616.46
Local Total Cost Amount
16756651.85
Local Unrealized Gain Loss
-216035.39
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 SD8186
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8186
Security Description
3.5% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
3.5
Original Face
5700000
Shares Par Value
4937374.37
Base Market Value
4758147.68
Base Total Cost
5227445.12
Base Unrealized Gain Loss
-469297.44
Base Accrued Interest
0
Local Market Value
4758147.68
Local Total Cost Amount
5227445.12
Local Unrealized Gain Loss
-469297.44
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 SD8227
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8227
Security Description
4% 01 Jul 2052
Interest Rate
4
Original Face
3300000
Shares Par Value
3300000.00
Base Market Value
3258486.00
Base Total Cost
3244570.31
Base Unrealized Gain Loss
13915.69
Base Accrued Interest
0
Local Market Value
3258486
Local Total Cost Amount
3244570.31
Local Unrealized Gain Loss
13915.69
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 SD8199
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8199
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
93810046
Shares Par Value
92292205.08
Base Market Value
80199157.45
Base Total Cost
87528227.69
Base Unrealized Gain Loss
-7329070.24
Base Accrued Interest
0
Local Market Value
80199157.45
Local Total Cost Amount
87528227.69
Local Unrealized Gain Loss
-7329070.24
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 SD8204
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8204
Security Description
2% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
2
Original Face
18144668
Shares Par Value
17939572.83
Base Market Value
15588771.21
Base Total Cost
17058711.92
Base Unrealized Gain Loss
-1469940.71
Base Accrued Interest
0
Local Market Value
15588771.21
Local Total Cost Amount
17058711.92
Local Unrealized Gain Loss
-1469940.71
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 SD8205
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8205
Security Description
2.5% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
2.5
Original Face
17789527
Shares Par Value
17554291.81
Base Market Value
15800969.14
Base Total Cost
16180716.67
Base Unrealized Gain Loss
-379747.53
Base Accrued Interest
0
Local Market Value
15800969.14
Local Total Cost Amount
16180716.67
Local Unrealized Gain Loss
-379747.53
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 SD8212
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8212
Security Description
2.5% 01 May 2052
Maturity Date
2052-05-01T00:00:00.000
Interest Rate
2.5
Original Face
37924000
Shares Par Value
37665385.61
Base Market Value
33918433.05
Base Total Cost
34360319.25
Base Unrealized Gain Loss
-441886.2
Base Accrued Interest
0
Local Market Value
33918433.05
Local Total Cost Amount
34360319.25
Local Unrealized Gain Loss
-441886.2
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL SD8219
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8219
Security Description
2.5% 01 Jun 2052
Maturity Date
2052-06-01T00:00:00.000
Interest Rate
2.5
Original Face
15757000
Shares Par Value
15709978.11
Base Market Value
14147149.49
Base Total Cost
14226735.26
Base Unrealized Gain Loss
-79585.77
Base Accrued Interest
0
Local Market Value
14147149.49
Local Total Cost Amount
14226735.26
Local Unrealized Gain Loss
-79585.77
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 SD8230
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8230
Security Description
4.5% 01 Jun 2052
Maturity Date
2052-06-01T00:00:00.000
Interest Rate
4.5
Original Face
1000000
Shares Par Value
996122.92
Base Market Value
1001113.50
Base Total Cost
1012932.5
Base Unrealized Gain Loss
-11819
Base Accrued Interest
0
Local Market Value
1001113.5
Local Total Cost Amount
1012932.5
Local Unrealized Gain Loss
-11819
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 SD8230
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL SD8230
Security Description
4.5% 01 Jun 2052
Interest Rate
4.5
Original Face
6800000
Shares Par Value
6773635.86
Base Market Value
6807571.78
Base Total Cost
6918322.71
Base Unrealized Gain Loss
-110750.93
Base Accrued Interest
0
Local Market Value
6807571.78
Local Total Cost Amount
6918322.71
Local Unrealized Gain Loss
-110750.93
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q00804
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00804
Security Description
4.5% 01 May 2041
Maturity Date
2041-05-01T00:00:00.000
Interest Rate
4.5
Original Face
6441000
Shares Par Value
245182.53
Base Market Value
252636.08
Base Total Cost
266252.92
Base Unrealized Gain Loss
-13616.84
Base Accrued Interest
0
Local Market Value
252636.08
Local Total Cost Amount
266252.92
Local Unrealized Gain Loss
-13616.84
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 Q00051
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00051
Security Description
5% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
5
Original Face
98673
Shares Par Value
7148.28
Base Market Value
7531.43
Base Total Cost
8106.14
Base Unrealized Gain Loss
-574.71
Base Accrued Interest
0
Local Market Value
7531.43
Local Total Cost Amount
8106.14
Local Unrealized Gain Loss
-574.71
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 Q00054
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00054
Security Description
5% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
5
Original Face
71996
Shares Par Value
1095.25
Base Market Value
1120.25
Base Total Cost
1242.02
Base Unrealized Gain Loss
-121.77
Base Accrued Interest
0
Local Market Value
1120.25
Local Total Cost Amount
1242.02
Local Unrealized Gain Loss
-121.77
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 Q00093
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00093
Security Description
4% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
4
Original Face
74513
Shares Par Value
7075.86
Base Market Value
7163.25
Base Total Cost
7560.13
Base Unrealized Gain Loss
-396.88
Base Accrued Interest
0
Local Market Value
7163.25
Local Total Cost Amount
7560.13
Local Unrealized Gain Loss
-396.88
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 Q00217
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00217
Security Description
5% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
5
Original Face
501175
Shares Par Value
73113.65
Base Market Value
77026.69
Base Total Cost
78574.34
Base Unrealized Gain Loss
-1547.65
Base Accrued Interest
0
Local Market Value
77026.69
Local Total Cost Amount
78574.34
Local Unrealized Gain Loss
-1547.65
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q00959
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00959
Security Description
4.5% 01 May 2041
Maturity Date
2041-05-01T00:00:00.000
Interest Rate
4.5
Original Face
5582000
Shares Par Value
293084.53
Base Market Value
302788.56
Base Total Cost
318179.87
Base Unrealized Gain Loss
-15391.31
Base Accrued Interest
0
Local Market Value
302788.56
Local Total Cost Amount
318179.87
Local Unrealized Gain Loss
-15391.31
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 Q01238
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q01238
Security Description
4.5% 01 Jul 2041
Maturity Date
2041-07-01T00:00:00.000
Interest Rate
4.5
Original Face
2019587
Shares Par Value
111790.95
Base Market Value
115352.61
Base Total Cost
115216.22
Base Unrealized Gain Loss
136.39
Base Accrued Interest
0
Local Market Value
115352.61
Local Total Cost Amount
115216.22
Local Unrealized Gain Loss
136.39
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 Q01598
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q01598
Security Description
5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5
Original Face
600000
Shares Par Value
47372.20
Base Market Value
48449.92
Base Total Cost
49606.28
Base Unrealized Gain Loss
-1156.36
Base Accrued Interest
0
Local Market Value
48449.92
Local Total Cost Amount
49606.28
Local Unrealized Gain Loss
-1156.36
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 Q01600
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q01600
Security Description
5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5
Original Face
400000
Shares Par Value
37994.63
Base Market Value
38930.82
Base Total Cost
40155.77
Base Unrealized Gain Loss
-1224.95
Base Accrued Interest
0
Local Market Value
38930.82
Local Total Cost Amount
40155.77
Local Unrealized Gain Loss
-1224.95
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 Q03841
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q03841
Security Description
4% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
4
Original Face
238591
Shares Par Value
40048.24
Base Market Value
40542.84
Base Total Cost
42216.48
Base Unrealized Gain Loss
-1673.64
Base Accrued Interest
0
Local Market Value
40542.84
Local Total Cost Amount
42216.48
Local Unrealized Gain Loss
-1673.64
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 Q03325
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q03325
Security Description
5% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
5
Original Face
849831
Shares Par Value
28509.24
Base Market Value
29158.68
Base Total Cost
31300.29
Base Unrealized Gain Loss
-2141.61
Base Accrued Interest
0
Local Market Value
29158.68
Local Total Cost Amount
31300.29
Local Unrealized Gain Loss
-2141.61
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 Q03334
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q03334
Security Description
4.5% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
4.5
Original Face
1166544
Shares Par Value
180655.60
Base Market Value
186147.53
Base Total Cost
187887.25
Base Unrealized Gain Loss
-1739.72
Base Accrued Interest
0
Local Market Value
186147.53
Local Total Cost Amount
187887.25
Local Unrealized Gain Loss
-1739.72
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 Q04022
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q04022
Security Description
4% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
4
Original Face
655872
Shares Par Value
69456.67
Base Market Value
70313.77
Base Total Cost
73217.08
Base Unrealized Gain Loss
-2903.31
Base Accrued Interest
0
Local Market Value
70313.77
Local Total Cost Amount
73217.08
Local Unrealized Gain Loss
-2903.31
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 Q04461
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q04461
Security Description
4% 01 Nov 2041
Maturity Date
2041-11-01T00:00:00.000
Interest Rate
4
Original Face
1275000
Shares Par Value
158943.06
Base Market Value
160904.42
Base Total Cost
175307.83
Base Unrealized Gain Loss
-14403.41
Base Accrued Interest
0
Local Market Value
160904.42
Local Total Cost Amount
175307.83
Local Unrealized Gain Loss
-14403.41
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q05977
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q05977
Security Description
4% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
4
Original Face
4546000
Shares Par Value
462920.18
Base Market Value
468632.62
Base Total Cost
490406.06
Base Unrealized Gain Loss
-21773.44
Base Accrued Interest
0
Local Market Value
468632.62
Local Total Cost Amount
490406.06
Local Unrealized Gain Loss
-21773.44
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 Q07417
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q07417
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
761000
Shares Par Value
172504.64
Base Market Value
169679.01
Base Total Cost
178016.71
Base Unrealized Gain Loss
-8337.7
Base Accrued Interest
0
Local Market Value
169679.01
Local Total Cost Amount
178016.71
Local Unrealized Gain Loss
-8337.7
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 Q08195
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q08195
Security Description
4% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
4
Original Face
1259542
Shares Par Value
246010.92
Base Market Value
249044.23
Base Total Cost
264923.01
Base Unrealized Gain Loss
-15878.78
Base Accrued Interest
0
Local Market Value
249044.23
Local Total Cost Amount
264923.01
Local Unrealized Gain Loss
-15878.78
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 Q08239
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q08239
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
87000
Shares Par Value
17195.07
Base Market Value
16913.41
Base Total Cost
17697.47
Base Unrealized Gain Loss
-784.06
Base Accrued Interest
0
Local Market Value
16913.41
Local Total Cost Amount
17697.47
Local Unrealized Gain Loss
-784.06
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 Q08306
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q08306
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
29000
Shares Par Value
6072.37
Base Market Value
5972.90
Base Total Cost
6249.82
Base Unrealized Gain Loss
-276.92
Base Accrued Interest
0
Local Market Value
5972.9
Local Total Cost Amount
6249.82
Local Unrealized Gain Loss
-276.92
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 Q09341
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q09341
Security Description
3% 01 Jun 2042
Interest Rate
3
Original Face
2075000
Shares Par Value
360591.86
Base Market Value
345064.77
Base Total Cost
385912.61
Base Unrealized Gain Loss
-40847.84
Base Accrued Interest
0
Local Market Value
345064.77
Local Total Cost Amount
385912.61
Local Unrealized Gain Loss
-40847.84
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 Q09813
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q09813
Security Description
3.5% 01 Aug 2042
Interest Rate
3.5
Original Face
275000
Shares Par Value
82536.78
Base Market Value
81184.83
Base Total Cost
90519.73
Base Unrealized Gain Loss
-9334.9
Base Accrued Interest
0
Local Market Value
81184.83
Local Total Cost Amount
90519.73
Local Unrealized Gain Loss
-9334.9
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 Q09860
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q09860
Security Description
3.5% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.5
Original Face
413670
Shares Par Value
74394.86
Base Market Value
73367.47
Base Total Cost
73133.12
Base Unrealized Gain Loss
234.35
Base Accrued Interest
0
Local Market Value
73367.47
Local Total Cost Amount
73133.12
Local Unrealized Gain Loss
234.35
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 Q09897
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q09897
Security Description
3.5% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.5
Original Face
971495
Shares Par Value
318873.72
Base Market Value
315579.75
Base Total Cost
322772.46
Base Unrealized Gain Loss
-7192.71
Base Accrued Interest
0
Local Market Value
315579.75
Local Total Cost Amount
322772.46
Local Unrealized Gain Loss
-7192.71
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 Q11785
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q11785
Security Description
3% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3
Original Face
1922815
Shares Par Value
534934.17
Base Market Value
511782.22
Base Total Cost
511461.26
Base Unrealized Gain Loss
320.96
Base Accrued Interest
0
Local Market Value
511782.22
Local Total Cost Amount
511461.26
Local Unrealized Gain Loss
320.96
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q11909
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q11909
Security Description
3.5% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3.5
Original Face
486682
Shares Par Value
44730.39
Base Market Value
43830.41
Base Total Cost
46645.43
Base Unrealized Gain Loss
-2815.02
Base Accrued Interest
0
Local Market Value
43830.41
Local Total Cost Amount
46645.43
Local Unrealized Gain Loss
-2815.02
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q12162
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q12162
Security Description
3.5% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.5
Original Face
656414
Shares Par Value
118958.92
Base Market Value
117011.56
Base Total Cost
124107.63
Base Unrealized Gain Loss
-7096.07
Base Accrued Interest
0
Local Market Value
117011.56
Local Total Cost Amount
124107.63
Local Unrealized Gain Loss
-7096.07
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
NYC Data AI • Public-data exploration interface