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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 Q21527
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q21527
Security Description
3.5% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
3.5
Original Face
1211668
Shares Par Value
351373.65
Base Market Value
347740.45
Base Total Cost
354887.4
Base Unrealized Gain Loss
-7146.95
Base Accrued Interest
0
Local Market Value
347740.45
Local Total Cost Amount
354887.4
Local Unrealized Gain Loss
-7146.95
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 Q21579
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q21579
Security Description
4% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
4
Original Face
363714
Shares Par Value
107230.29
Base Market Value
108091.35
Base Total Cost
114300.77
Base Unrealized Gain Loss
-6209.42
Base Accrued Interest
0
Local Market Value
108091.35
Local Total Cost Amount
114300.77
Local Unrealized Gain Loss
-6209.42
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 Q22264
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q22264
Security Description
3.5% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
3.5
Original Face
144440
Shares Par Value
47520.66
Base Market Value
46863.92
Base Total Cost
48678.97
Base Unrealized Gain Loss
-1815.05
Base Accrued Interest
0
Local Market Value
46863.92
Local Total Cost Amount
48678.97
Local Unrealized Gain Loss
-1815.05
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q22877
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q22877
Security Description
4% 01 Nov 2043
Maturity Date
2043-11-01T00:00:00.000
Interest Rate
4
Original Face
210000
Shares Par Value
28510.67
Base Market Value
28739.33
Base Total Cost
31360.3
Base Unrealized Gain Loss
-2620.97
Base Accrued Interest
0
Local Market Value
28739.33
Local Total Cost Amount
31360.3
Local Unrealized Gain Loss
-2620.97
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 V60796
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60796
Security Description
2.5% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
2.5
Original Face
1877402
Shares Par Value
474849.82
Base Market Value
466188.56
Base Total Cost
486053.29
Base Unrealized Gain Loss
-19864.73
Base Accrued Interest
0
Local Market Value
466188.56
Local Total Cost Amount
486053.29
Local Unrealized Gain Loss
-19864.73
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 V60886
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60886
Security Description
2.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
1762590
Shares Par Value
441597.31
Base Market Value
433542.58
Base Total Cost
448497.28
Base Unrealized Gain Loss
-14954.7
Base Accrued Interest
0
Local Market Value
433542.58
Local Total Cost Amount
448497.28
Local Unrealized Gain Loss
-14954.7
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 V60696
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60696
Security Description
3% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
3
Original Face
576037
Shares Par Value
118881.56
Base Market Value
118598.62
Base Total Cost
123655.4
Base Unrealized Gain Loss
-5056.78
Base Accrued Interest
0
Local Market Value
118598.62
Local Total Cost Amount
123655.4
Local Unrealized Gain Loss
-5056.78
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 V60724
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60724
Security Description
3% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
3
Original Face
806260
Shares Par Value
149257.16
Base Market Value
148900.44
Base Total Cost
155250.77
Base Unrealized Gain Loss
-6350.33
Base Accrued Interest
0
Local Market Value
148900.44
Local Total Cost Amount
155250.77
Local Unrealized Gain Loss
-6350.33
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 V60902
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60902
Security Description
2.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
1267062
Shares Par Value
381911.56
Base Market Value
374941.67
Base Total Cost
387878.93
Base Unrealized Gain Loss
-12937.26
Base Accrued Interest
0
Local Market Value
374941.67
Local Total Cost Amount
387878.93
Local Unrealized Gain Loss
-12937.26
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 V60903
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60903
Security Description
2.5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
2.5
Original Face
1273566
Shares Par Value
343807.85
Base Market Value
337533.36
Base Total Cost
349341.04
Base Unrealized Gain Loss
-11807.68
Base Accrued Interest
0
Local Market Value
337533.36
Local Total Cost Amount
349341.04
Local Unrealized Gain Loss
-11807.68
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V60904
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60904
Security Description
2.5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
2.5
Original Face
3046173
Shares Par Value
781618.50
Base Market Value
767353.96
Base Total Cost
793953.43
Base Unrealized Gain Loss
-26599.47
Base Accrued Interest
0
Local Market Value
767353.96
Local Total Cost Amount
793953.43
Local Unrealized Gain Loss
-26599.47
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 V60905
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60905
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
132633
Shares Par Value
32248.33
Base Market Value
31461.47
Base Total Cost
32757.25
Base Unrealized Gain Loss
-1295.78
Base Accrued Interest
0
Local Market Value
31461.47
Local Total Cost Amount
32757.25
Local Unrealized Gain Loss
-1295.78
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 V60909
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60909
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
388613
Shares Par Value
112429.21
Base Market Value
112160.50
Base Total Cost
117014.24
Base Unrealized Gain Loss
-4853.74
Base Accrued Interest
0
Local Market Value
112160.5
Local Total Cost Amount
117014.24
Local Unrealized Gain Loss
-4853.74
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 V82645
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82645
Security Description
3% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
1125000
Shares Par Value
388380.23
Base Market Value
367955.31
Base Total Cost
413597.78
Base Unrealized Gain Loss
-45642.47
Base Accrued Interest
0
Local Market Value
367955.31
Local Total Cost Amount
413597.78
Local Unrealized Gain Loss
-45642.47
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 V81992
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V81992
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
275000
Shares Par Value
38829.22
Base Market Value
38899.11
Base Total Cost
42179.4
Base Unrealized Gain Loss
-3280.29
Base Accrued Interest
0
Local Market Value
38899.11
Local Total Cost Amount
42179.4
Local Unrealized Gain Loss
-3280.29
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V83476
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V83476
Security Description
3.5% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
3.5
Original Face
1390000
Shares Par Value
237740.72
Base Market Value
232134.79
Base Total Cost
250918.68
Base Unrealized Gain Loss
-18783.89
Base Accrued Interest
0
Local Market Value
232134.79
Local Total Cost Amount
250918.68
Local Unrealized Gain Loss
-18783.89
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 V83115
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V83115
Security Description
4.5% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
4.5
Original Face
1490000
Shares Par Value
203304.55
Base Market Value
206685.50
Base Total Cost
221764.61
Base Unrealized Gain Loss
-15079.11
Base Accrued Interest
0
Local Market Value
206685.5
Local Total Cost Amount
221764.61
Local Unrealized Gain Loss
-15079.11
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 V83204
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V83204
Security Description
4.5% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
4.5
Original Face
625000
Shares Par Value
106589.76
Base Market Value
108224.85
Base Total Cost
115184.11
Base Unrealized Gain Loss
-6959.26
Base Accrued Interest
0
Local Market Value
108224.85
Local Total Cost Amount
115184.11
Local Unrealized Gain Loss
-6959.26
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 V84655
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V84655
Security Description
4.5% 01 Sep 2048
Maturity Date
2048-09-01T00:00:00.000
Interest Rate
4.5
Original Face
1086000
Shares Par Value
202659.49
Base Market Value
204680.01
Base Total Cost
210670.87
Base Unrealized Gain Loss
-5990.86
Base Accrued Interest
0
Local Market Value
204680.01
Local Total Cost Amount
210670.87
Local Unrealized Gain Loss
-5990.86
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 K93731
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL K93731
Security Description
3% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
3
Original Face
1225000
Shares Par Value
395521.94
Base Market Value
385981.95
Base Total Cost
420489.27
Base Unrealized Gain Loss
-34507.32
Base Accrued Interest
0
Local Market Value
385981.95
Local Total Cost Amount
420489.27
Local Unrealized Gain Loss
-34507.32
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 Q23340
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q23340
Security Description
5% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
5
Original Face
64288
Shares Par Value
14537.49
Base Market Value
14892.64
Base Total Cost
15946.31
Base Unrealized Gain Loss
-1053.67
Base Accrued Interest
0
Local Market Value
14892.64
Local Total Cost Amount
15946.31
Local Unrealized Gain Loss
-1053.67
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 Q24368
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q24368
Security Description
3.5% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
160032
Shares Par Value
40661.87
Base Market Value
40099.92
Base Total Cost
41665.72
Base Unrealized Gain Loss
-1565.8
Base Accrued Interest
0
Local Market Value
40099.92
Local Total Cost Amount
41665.72
Local Unrealized Gain Loss
-1565.8
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 Q25585
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q25585
Security Description
4% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
4
Original Face
215038
Shares Par Value
64582.60
Base Market Value
64838.35
Base Total Cost
64833.17
Base Unrealized Gain Loss
5.18
Base Accrued Interest
0
Local Market Value
64838.35
Local Total Cost Amount
64833.17
Local Unrealized Gain Loss
5.18
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q25689
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q25689
Security Description
4% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
4
Original Face
221520
Shares Par Value
73624.58
Base Market Value
74215.79
Base Total Cost
79284.48
Base Unrealized Gain Loss
-5068.69
Base Accrued Interest
0
Local Market Value
74215.79
Local Total Cost Amount
79284.48
Local Unrealized Gain Loss
-5068.69
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 Q26112
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26112
Security Description
4% 01 May 2044
Maturity Date
2044-05-01T00:00:00.000
Interest Rate
4
Original Face
248790
Shares Par Value
69838.52
Base Market Value
70444.72
Base Total Cost
70266.63
Base Unrealized Gain Loss
178.09
Base Accrued Interest
0
Local Market Value
70444.72
Local Total Cost Amount
70266.63
Local Unrealized Gain Loss
178.09
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q26218
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26218
Security Description
3.5% 01 May 2044
Maturity Date
2044-05-01T00:00:00.000
Interest Rate
3.5
Original Face
115047
Shares Par Value
30235.04
Base Market Value
29922.71
Base Total Cost
31066.5
Base Unrealized Gain Loss
-1143.79
Base Accrued Interest
0
Local Market Value
29922.71
Local Total Cost Amount
31066.5
Local Unrealized Gain Loss
-1143.79
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 Q26711
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26711
Security Description
3.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
460627
Shares Par Value
115480.08
Base Market Value
114288.33
Base Total Cost
118457.31
Base Unrealized Gain Loss
-4168.98
Base Accrued Interest
0
Local Market Value
114288.33
Local Total Cost Amount
118457.31
Local Unrealized Gain Loss
-4168.98
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 Q27319
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q27319
Security Description
3.5% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
3.5
Original Face
85064
Shares Par Value
26453.00
Base Market Value
26179.74
Base Total Cost
27180.45
Base Unrealized Gain Loss
-1000.71
Base Accrued Interest
0
Local Market Value
26179.74
Local Total Cost Amount
27180.45
Local Unrealized Gain Loss
-1000.71
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 Q27563
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q27563
Security Description
3.5% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
3.5
Original Face
499192
Shares Par Value
144107.62
Base Market Value
142618.99
Base Total Cost
147822.89
Base Unrealized Gain Loss
-5203.9
Base Accrued Interest
0
Local Market Value
142618.99
Local Total Cost Amount
147822.89
Local Unrealized Gain Loss
-5203.9
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 Q28007
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q28007
Security Description
4.5% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
4.5
Original Face
2395558
Shares Par Value
91071.95
Base Market Value
93436.18
Base Total Cost
99802.11
Base Unrealized Gain Loss
-6365.93
Base Accrued Interest
0
Local Market Value
93436.18
Local Total Cost Amount
99802.11
Local Unrealized Gain Loss
-6365.93
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 Q28604
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q28604
Security Description
3.5% 01 Sep 2044
Maturity Date
2044-09-01T00:00:00.000
Interest Rate
3.5
Original Face
265000
Shares Par Value
64936.94
Base Market Value
64265.49
Base Total Cost
67037.23
Base Unrealized Gain Loss
-2771.74
Base Accrued Interest
0
Local Market Value
64265.49
Local Total Cost Amount
67037.23
Local Unrealized Gain Loss
-2771.74
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 Q28764
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q28764
Security Description
3.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
294000
Shares Par Value
93740.77
Base Market Value
92205.30
Base Total Cost
96736.1
Base Unrealized Gain Loss
-4530.8
Base Accrued Interest
0
Local Market Value
92205.3
Local Total Cost Amount
96736.1
Local Unrealized Gain Loss
-4530.8
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 Q31128
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q31128
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
86884
Shares Par Value
21464.09
Base Market Value
21619.92
Base Total Cost
23047.07
Base Unrealized Gain Loss
-1427.15
Base Accrued Interest
0
Local Market Value
21619.92
Local Total Cost Amount
23047.07
Local Unrealized Gain Loss
-1427.15
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 Q31338
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q31338
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
215365
Shares Par Value
49899.19
Base Market Value
50045.89
Base Total Cost
53579.26
Base Unrealized Gain Loss
-3533.37
Base Accrued Interest
0
Local Market Value
50045.89
Local Total Cost Amount
53579.26
Local Unrealized Gain Loss
-3533.37
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q33955
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q33955
Security Description
4% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
4
Original Face
790000
Shares Par Value
149362.38
Base Market Value
150560.27
Base Total Cost
163626.48
Base Unrealized Gain Loss
-13066.21
Base Accrued Interest
0
Local Market Value
150560.27
Local Total Cost Amount
163626.48
Local Unrealized Gain Loss
-13066.21
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 Q34310
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q34310
Security Description
3.5% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
3.5
Original Face
1325000
Shares Par Value
215923.96
Base Market Value
211316.14
Base Total Cost
231127.16
Base Unrealized Gain Loss
-19811.02
Base Accrued Interest
0
Local Market Value
211316.14
Local Total Cost Amount
231127.16
Local Unrealized Gain Loss
-19811.02
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 Q34511
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q34511
Security Description
3.5% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
3.5
Original Face
75000
Shares Par Value
21672.63
Base Market Value
21318.07
Base Total Cost
23374.58
Base Unrealized Gain Loss
-2056.51
Base Accrued Interest
0
Local Market Value
21318.07
Local Total Cost Amount
23374.58
Local Unrealized Gain Loss
-2056.51
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 Q34967
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q34967
Security Description
4% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
4
Original Face
1880000
Shares Par Value
221913.08
Base Market Value
223253.44
Base Total Cost
239987.9
Base Unrealized Gain Loss
-16734.46
Base Accrued Interest
0
Local Market Value
223253.44
Local Total Cost Amount
239987.9
Local Unrealized Gain Loss
-16734.46
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 Q35225
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q35225
Security Description
3.5% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
3.5
Original Face
1600000
Shares Par Value
243402.08
Base Market Value
238212.75
Base Total Cost
259376.56
Base Unrealized Gain Loss
-21163.81
Base Accrued Interest
0
Local Market Value
238212.75
Local Total Cost Amount
259376.56
Local Unrealized Gain Loss
-21163.81
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 Q36238
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q36238
Security Description
4% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
4
Original Face
700000
Shares Par Value
123101.87
Base Market Value
123845.41
Base Total Cost
134491.26
Base Unrealized Gain Loss
-10645.85
Base Accrued Interest
0
Local Market Value
123845.41
Local Total Cost Amount
134491.26
Local Unrealized Gain Loss
-10645.85
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q36302
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q36302
Security Description
3.5% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
3.5
Original Face
235000
Shares Par Value
83086.95
Base Market Value
82227.83
Base Total Cost
87014.11
Base Unrealized Gain Loss
-4786.28
Base Accrued Interest
0
Local Market Value
82227.83
Local Total Cost Amount
87014.11
Local Unrealized Gain Loss
-4786.28
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 Q36494
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q36494
Security Description
4% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
4
Original Face
110000
Shares Par Value
15899.11
Base Market Value
16026.62
Base Total Cost
17211.12
Base Unrealized Gain Loss
-1184.5
Base Accrued Interest
0
Local Market Value
16026.62
Local Total Cost Amount
17211.12
Local Unrealized Gain Loss
-1184.5
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 Q37955
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q37955
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
393565
Shares Par Value
141681.61
Base Market Value
143054.50
Base Total Cost
151344.7
Base Unrealized Gain Loss
-8290.2
Base Accrued Interest
0
Local Market Value
143054.5
Local Total Cost Amount
151344.7
Local Unrealized Gain Loss
-8290.2
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 Q37957
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q37957
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
510007
Shares Par Value
120717.18
Base Market Value
120132.91
Base Total Cost
128648.68
Base Unrealized Gain Loss
-8515.77
Base Accrued Interest
0
Local Market Value
120132.91
Local Total Cost Amount
128648.68
Local Unrealized Gain Loss
-8515.77
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 Q38473
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q38473
Security Description
4% 01 Jan 2046
Maturity Date
2046-01-01T00:00:00.000
Interest Rate
4
Original Face
1750000
Shares Par Value
286400.75
Base Market Value
288130.61
Base Total Cost
311578.24
Base Unrealized Gain Loss
-23447.63
Base Accrued Interest
0
Local Market Value
288130.61
Local Total Cost Amount
311578.24
Local Unrealized Gain Loss
-23447.63
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q38621
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q38621
Security Description
3.5% 01 Feb 2046
Maturity Date
2046-02-01T00:00:00.000
Interest Rate
3.5
Original Face
3515000
Shares Par Value
321811.92
Base Market Value
314481.04
Base Total Cost
343012.88
Base Unrealized Gain Loss
-28531.84
Base Accrued Interest
0
Local Market Value
314481.04
Local Total Cost Amount
343012.88
Local Unrealized Gain Loss
-28531.84
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 Q39595
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q39595
Security Description
4% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
4
Original Face
1617951
Shares Par Value
236691.38
Base Market Value
236944.64
Base Total Cost
248664.64
Base Unrealized Gain Loss
-11720
Base Accrued Interest
0
Local Market Value
236944.64
Local Total Cost Amount
248664.64
Local Unrealized Gain Loss
-11720
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 Q39644
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q39644
Security Description
3.5% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3.5
Original Face
2160000
Shares Par Value
310656.58
Base Market Value
304030.28
Base Total Cost
330985.95
Base Unrealized Gain Loss
-26955.67
Base Accrued Interest
0
Local Market Value
304030.28
Local Total Cost Amount
330985.95
Local Unrealized Gain Loss
-26955.67
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 Q61378
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q61378
Security Description
3.5% 01 Feb 2049
Maturity Date
2049-02-01T00:00:00.000
Interest Rate
3.5
Original Face
165000
Shares Par Value
17345.50
Base Market Value
16896.43
Base Total Cost
18320.49
Base Unrealized Gain Loss
-1424.06
Base Accrued Interest
0
Local Market Value
16896.43
Local Total Cost Amount
18320.49
Local Unrealized Gain Loss
-1424.06
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 Q40024
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q40024
Security Description
4% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
4
Original Face
28832
Shares Par Value
5654.91
Base Market Value
5695.57
Base Total Cost
5941.19
Base Unrealized Gain Loss
-245.62
Base Accrued Interest
0
Local Market Value
5695.57
Local Total Cost Amount
5941.19
Local Unrealized Gain Loss
-245.62
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
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