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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 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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q40097
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q40097
Security Description
4.5% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
4.5
Original Face
158657
Shares Par Value
44992.16
Base Market Value
45615.75
Base Total Cost
48751.71
Base Unrealized Gain Loss
-3135.96
Base Accrued Interest
0
Local Market Value
45615.75
Local Total Cost Amount
48751.71
Local Unrealized Gain Loss
-3135.96
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 Q40204
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q40204
Security Description
4% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
4
Original Face
238552
Shares Par Value
65494.30
Base Market Value
65422.26
Base Total Cost
68809.95
Base Unrealized Gain Loss
-3387.69
Base Accrued Interest
0
Local Market Value
65422.26
Local Total Cost Amount
68809.95
Local Unrealized Gain Loss
-3387.69
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 Q40718
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q40718
Security Description
3.5% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
3.5
Original Face
2995000
Shares Par Value
531855.48
Base Market Value
520521.64
Base Total Cost
566170.8
Base Unrealized Gain Loss
-45649.16
Base Accrued Interest
0
Local Market Value
520521.64
Local Total Cost Amount
566170.8
Local Unrealized Gain Loss
-45649.16
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 Q41084
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q41084
Security Description
3.5% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3.5
Original Face
1800000
Shares Par Value
332088.64
Base Market Value
324520.34
Base Total Cost
353222.77
Base Unrealized Gain Loss
-28702.43
Base Accrued Interest
0
Local Market Value
324520.34
Local Total Cost Amount
353222.77
Local Unrealized Gain Loss
-28702.43
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 Q41108
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q41108
Security Description
4.5% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
4.5
Original Face
2045566
Shares Par Value
392380.10
Base Market Value
403307.89
Base Total Cost
429699.37
Base Unrealized Gain Loss
-26391.48
Base Accrued Interest
0
Local Market Value
403307.89
Local Total Cost Amount
429699.37
Local Unrealized Gain Loss
-26391.48
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 Q41208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q41208
Security Description
3.5% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3.5
Original Face
1775000
Shares Par Value
327862.45
Base Market Value
321478.97
Base Total Cost
349278.45
Base Unrealized Gain Loss
-27799.48
Base Accrued Interest
0
Local Market Value
321478.97
Local Total Cost Amount
349278.45
Local Unrealized Gain Loss
-27799.48
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 Q42019
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q42019
Security Description
3% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
3
Original Face
295000
Shares Par Value
94167.33
Base Market Value
89313.95
Base Total Cost
99532.99
Base Unrealized Gain Loss
-10219.04
Base Accrued Interest
0
Local Market Value
89313.95
Local Total Cost Amount
99532.99
Local Unrealized Gain Loss
-10219.04
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 Q42200
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q42200
Security Description
3.5% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3.5
Original Face
1512127
Shares Par Value
283245.22
Base Market Value
275750.55
Base Total Cost
304358.33
Base Unrealized Gain Loss
-28607.78
Base Accrued Interest
0
Local Market Value
275750.55
Local Total Cost Amount
304358.33
Local Unrealized Gain Loss
-28607.78
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 Q43252
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q43252
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
2725000
Shares Par Value
701443.09
Base Market Value
667093.42
Base Total Cost
742954.48
Base Unrealized Gain Loss
-75861.06
Base Accrued Interest
0
Local Market Value
667093.42
Local Total Cost Amount
742954.48
Local Unrealized Gain Loss
-75861.06
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 Q44029
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q44029
Security Description
3.5% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3.5
Original Face
1425000
Shares Par Value
338931.21
Base Market Value
331705.20
Base Total Cost
366076.21
Base Unrealized Gain Loss
-34371.01
Base Accrued Interest
0
Local Market Value
331705.2
Local Total Cost Amount
366076.21
Local Unrealized Gain Loss
-34371.01
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 Q44541
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q44541
Security Description
3% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
2545663
Shares Par Value
911650.75
Base Market Value
864837.48
Base Total Cost
975466.31
Base Unrealized Gain Loss
-110628.83
Base Accrued Interest
0
Local Market Value
864837.48
Local Total Cost Amount
975466.31
Local Unrealized Gain Loss
-110628.83
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 Q44628
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q44628
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
125000
Shares Par Value
35336.62
Base Market Value
34582.89
Base Total Cost
37611.94
Base Unrealized Gain Loss
-3029.05
Base Accrued Interest
0
Local Market Value
34582.89
Local Total Cost Amount
37611.94
Local Unrealized Gain Loss
-3029.05
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 Q45064
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45064
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
982247
Shares Par Value
379583.69
Base Market Value
359461.96
Base Total Cost
379020.23
Base Unrealized Gain Loss
-19558.27
Base Accrued Interest
0
Local Market Value
359461.96
Local Total Cost Amount
379020.23
Local Unrealized Gain Loss
-19558.27
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 Q45080
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45080
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
494326
Shares Par Value
209822.56
Base Market Value
198787.99
Base Total Cost
209642.23
Base Unrealized Gain Loss
-10854.24
Base Accrued Interest
0
Local Market Value
198787.99
Local Total Cost Amount
209642.23
Local Unrealized Gain Loss
-10854.24
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 Q45083
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45083
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
258502
Shares Par Value
102571.31
Base Market Value
97291.96
Base Total Cost
102659.43
Base Unrealized Gain Loss
-5367.47
Base Accrued Interest
0
Local Market Value
97291.96
Local Total Cost Amount
102659.43
Local Unrealized Gain Loss
-5367.47
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 Q45097
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45097
Security Description
3.5% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
575000
Shares Par Value
140671.73
Base Market Value
137669.80
Base Total Cost
149754.89
Base Unrealized Gain Loss
-12085.09
Base Accrued Interest
0
Local Market Value
137669.8
Local Total Cost Amount
149754.89
Local Unrealized Gain Loss
-12085.09
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 Q45222
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45222
Security Description
3.5% 01 Jan 2045
Maturity Date
2045-01-01T00:00:00.000
Interest Rate
3.5
Original Face
285000
Shares Par Value
74986.83
Base Market Value
73758.55
Base Total Cost
80655.81
Base Unrealized Gain Loss
-6897.26
Base Accrued Interest
0
Local Market Value
73758.55
Local Total Cost Amount
80655.81
Local Unrealized Gain Loss
-6897.26
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 Q46251
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q46251
Security Description
4% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
4
Original Face
1275000
Shares Par Value
329426.14
Base Market Value
331152.33
Base Total Cost
353984.86
Base Unrealized Gain Loss
-22832.53
Base Accrued Interest
0
Local Market Value
331152.33
Local Total Cost Amount
353984.86
Local Unrealized Gain Loss
-22832.53
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 Q45458
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45458
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
910000
Shares Par Value
235532.01
Base Market Value
237420.98
Base Total Cost
256661.59
Base Unrealized Gain Loss
-19240.61
Base Accrued Interest
0
Local Market Value
237420.98
Local Total Cost Amount
256661.59
Local Unrealized Gain Loss
-19240.61
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 Q45695
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45695
Security Description
3.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
2215000
Shares Par Value
246616.62
Base Market Value
241358.75
Base Total Cost
261290.31
Base Unrealized Gain Loss
-19931.56
Base Accrued Interest
0
Local Market Value
241358.75
Local Total Cost Amount
261290.31
Local Unrealized Gain Loss
-19931.56
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 Q45864
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45864
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
1325000
Shares Par Value
417202.18
Base Market Value
394072.49
Base Total Cost
440227.59
Base Unrealized Gain Loss
-46155.1
Base Accrued Interest
0
Local Market Value
394072.49
Local Total Cost Amount
440227.59
Local Unrealized Gain Loss
-46155.1
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q46110
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q46110
Security Description
3.5% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3.5
Original Face
879207
Shares Par Value
350479.25
Base Market Value
343000.02
Base Total Cost
342106.28
Base Unrealized Gain Loss
893.74
Base Accrued Interest
0
Local Market Value
343000.02
Local Total Cost Amount
342106.28
Local Unrealized Gain Loss
893.74
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 Q46860
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q46860
Security Description
3% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
725000
Shares Par Value
271282.39
Base Market Value
256955.97
Base Total Cost
286799.74
Base Unrealized Gain Loss
-29843.77
Base Accrued Interest
0
Local Market Value
256955.97
Local Total Cost Amount
286799.74
Local Unrealized Gain Loss
-29843.77
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
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