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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 Q56011
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q56011
Security Description
4.5% 01 May 2048
Maturity Date
2048-05-01T00:00:00.000
Interest Rate
4.5
Original Face
350000
Shares Par Value
72126.97
Base Market Value
73396.40
Base Total Cost
75147.29
Base Unrealized Gain Loss
-1750.89
Base Accrued Interest
0
Local Market Value
73396.4
Local Total Cost Amount
75147.29
Local Unrealized Gain Loss
-1750.89
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 Q57120
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q57120
Security Description
4% 01 Jul 2048
Maturity Date
2048-07-01T00:00:00.000
Interest Rate
4
Original Face
651626
Shares Par Value
108422.71
Base Market Value
108534.39
Base Total Cost
108710.04
Base Unrealized Gain Loss
-175.65
Base Accrued Interest
0
Local Market Value
108534.39
Local Total Cost Amount
108710.04
Local Unrealized Gain Loss
-175.65
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 Q56567
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q56567
Security Description
4% 01 Jun 2048
Maturity Date
2048-06-01T00:00:00.000
Interest Rate
4
Original Face
2226220
Shares Par Value
314000.49
Base Market Value
314575.11
Base Total Cost
314867.14
Base Unrealized Gain Loss
-292.03
Base Accrued Interest
0
Local Market Value
314575.11
Local Total Cost Amount
314867.14
Local Unrealized Gain Loss
-292.03
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 Q56988
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q56988
Security Description
4.5% 01 Jul 2048
Maturity Date
2048-07-01T00:00:00.000
Interest Rate
4.5
Original Face
971411
Shares Par Value
60317.50
Base Market Value
61510.58
Base Total Cost
65138.07
Base Unrealized Gain Loss
-3627.49
Base Accrued Interest
0
Local Market Value
61510.58
Local Total Cost Amount
65138.07
Local Unrealized Gain Loss
-3627.49
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q57956
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q57956
Security Description
5% 01 Aug 2048
Maturity Date
2048-08-01T00:00:00.000
Interest Rate
5
Original Face
30166
Shares Par Value
10719.58
Base Market Value
11018.44
Base Total Cost
12105.73
Base Unrealized Gain Loss
-1087.29
Base Accrued Interest
0
Local Market Value
11018.44
Local Total Cost Amount
12105.73
Local Unrealized Gain Loss
-1087.29
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: FEDERAL FARM CREDIT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL FARM CREDIT BANK
Security Description
4.8% 20 Sep 2022
Maturity Date
2022-09-20T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
1115000.00
Base Market Value
1122949.95
Base Total Cost
1089555.7
Base Unrealized Gain Loss
33394.25
Base Accrued Interest
15015.33
Local Market Value
1122949.95
Local Total Cost Amount
1089555.7
Local Unrealized Gain Loss
33394.25
Local Accrued Interest
15015.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
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 QA0800
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA0800
Security Description
3% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
3
Original Face
440000
Shares Par Value
82182.54
Base Market Value
76756.03
Base Total Cost
86751.07
Base Unrealized Gain Loss
-9995.04
Base Accrued Interest
0
Local Market Value
76756.03
Local Total Cost Amount
86751.07
Local Unrealized Gain Loss
-9995.04
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 QA0127
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA0127
Security Description
3.5% 01 Jun 2049
Maturity Date
2049-06-01T00:00:00.000
Interest Rate
3.5
Original Face
285000
Shares Par Value
87662.10
Base Market Value
85139.18
Base Total Cost
93261.94
Base Unrealized Gain Loss
-8122.76
Base Accrued Interest
0
Local Market Value
85139.18
Local Total Cost Amount
93261.94
Local Unrealized Gain Loss
-8122.76
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 QA0449
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA0449
Security Description
3.5% 01 Jun 2049
Maturity Date
2049-06-01T00:00:00.000
Interest Rate
3.5
Original Face
295000
Shares Par Value
36382.21
Base Market Value
35335.13
Base Total Cost
38406.15
Base Unrealized Gain Loss
-3071.02
Base Accrued Interest
0
Local Market Value
35335.13
Local Total Cost Amount
38406.15
Local Unrealized Gain Loss
-3071.02
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 QA0744
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA0744
Security Description
3.5% 01 Jan 2049
Maturity Date
2049-01-01T00:00:00.000
Interest Rate
3.5
Original Face
440000
Shares Par Value
39581.35
Base Market Value
38641.29
Base Total Cost
41871.92
Base Unrealized Gain Loss
-3230.63
Base Accrued Interest
0
Local Market Value
38641.29
Local Total Cost Amount
41871.92
Local Unrealized Gain Loss
-3230.63
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 QA1083
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA1083
Security Description
3% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
3
Original Face
85000
Shares Par Value
32525.81
Base Market Value
30378.13
Base Total Cost
34333.94
Base Unrealized Gain Loss
-3955.81
Base Accrued Interest
0
Local Market Value
30378.13
Local Total Cost Amount
34333.94
Local Unrealized Gain Loss
-3955.81
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 QA1094
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA1094
Security Description
3.5% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
3.5
Original Face
179000
Shares Par Value
42854.85
Base Market Value
41621.49
Base Total Cost
45226.86
Base Unrealized Gain Loss
-3605.37
Base Accrued Interest
0
Local Market Value
41621.49
Local Total Cost Amount
45226.86
Local Unrealized Gain Loss
-3605.37
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 QA1195
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA1195
Security Description
3% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
3
Original Face
265000
Shares Par Value
53765.52
Base Market Value
50215.38
Base Total Cost
56780.14
Base Unrealized Gain Loss
-6564.76
Base Accrued Interest
0
Local Market Value
50215.38
Local Total Cost Amount
56780.14
Local Unrealized Gain Loss
-6564.76
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 G60855
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60855
Security Description
4.5% 01 Dec 2045
Interest Rate
4.5
Original Face
5800000
Shares Par Value
1279840.64
Base Market Value
1318735.00
Base Total Cost
1374128.89
Base Unrealized Gain Loss
-55393.89
Base Accrued Interest
0
Local Market Value
1318735
Local Total Cost Amount
1374128.89
Local Unrealized Gain Loss
-55393.89
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 G60018
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60018
Security Description
4.5% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
4.5
Original Face
4328000
Shares Par Value
668619.30
Base Market Value
689700.87
Base Total Cost
726444.42
Base Unrealized Gain Loss
-36743.55
Base Accrued Interest
0
Local Market Value
689700.87
Local Total Cost Amount
726444.42
Local Unrealized Gain Loss
-36743.55
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G60069
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60069
Security Description
3% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
3
Original Face
300000
Shares Par Value
87877.91
Base Market Value
83691.41
Base Total Cost
95060.19
Base Unrealized Gain Loss
-11368.78
Base Accrued Interest
0
Local Market Value
83691.41
Local Total Cost Amount
95060.19
Local Unrealized Gain Loss
-11368.78
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 G60122
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60122
Security Description
5% 01 Nov 2041
Maturity Date
2041-11-01T00:00:00.000
Interest Rate
5
Original Face
500000
Shares Par Value
86511.89
Base Market Value
91204.29
Base Total Cost
95054.96
Base Unrealized Gain Loss
-3850.67
Base Accrued Interest
0
Local Market Value
91204.29
Local Total Cost Amount
95054.96
Local Unrealized Gain Loss
-3850.67
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 G60174
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60174
Security Description
4% 01 Oct 2043
Interest Rate
4
Original Face
3000000
Shares Par Value
479598.09
Base Market Value
485463.57
Base Total Cost
527812.1
Base Unrealized Gain Loss
-42348.53
Base Accrued Interest
0
Local Market Value
485463.57
Local Total Cost Amount
527812.1
Local Unrealized Gain Loss
-42348.53
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 G60332
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60332
Security Description
4.5% 01 Nov 2044
Maturity Date
2044-11-01T00:00:00.000
Interest Rate
4.5
Original Face
1000000
Shares Par Value
176583.34
Base Market Value
181946.18
Base Total Cost
182598.19
Base Unrealized Gain Loss
-652.01
Base Accrued Interest
0
Local Market Value
181946.18
Local Total Cost Amount
182598.19
Local Unrealized Gain Loss
-652.01
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 G60384
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60384
Security Description
4.5% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4.5
Original Face
1118000
Shares Par Value
167362.05
Base Market Value
172444.84
Base Total Cost
184466.93
Base Unrealized Gain Loss
-12022.09
Base Accrued Interest
0
Local Market Value
172444.84
Local Total Cost Amount
184466.93
Local Unrealized Gain Loss
-12022.09
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 G60564
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60564
Security Description
5% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
5
Original Face
300000
Shares Par Value
54206.89
Base Market Value
57072.27
Base Total Cost
60339.05
Base Unrealized Gain Loss
-3266.78
Base Accrued Interest
0
Local Market Value
57072.27
Local Total Cost Amount
60339.05
Local Unrealized Gain Loss
-3266.78
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 G60596
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60596
Security Description
4% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
4
Original Face
90000
Shares Par Value
33956.96
Base Market Value
34374.63
Base Total Cost
37504.11
Base Unrealized Gain Loss
-3129.48
Base Accrued Interest
0
Local Market Value
34374.63
Local Total Cost Amount
37504.11
Local Unrealized Gain Loss
-3129.48
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 G60654
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60654
Security Description
3.5% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
3.5
Original Face
2050000
Shares Par Value
362890.22
Base Market Value
355153.40
Base Total Cost
386877.26
Base Unrealized Gain Loss
-31723.86
Base Accrued Interest
0
Local Market Value
355153.4
Local Total Cost Amount
386877.26
Local Unrealized Gain Loss
-31723.86
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 G60718
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60718
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
1351252
Shares Par Value
508929.36
Base Market Value
482587.18
Base Total Cost
525549.1
Base Unrealized Gain Loss
-42961.92
Base Accrued Interest
0
Local Market Value
482587.18
Local Total Cost Amount
525549.1
Local Unrealized Gain Loss
-42961.92
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 G61722
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61722
Security Description
3.5% 01 Feb 2048
Maturity Date
2048-02-01T00:00:00.000
Interest Rate
3.5
Original Face
1275000
Shares Par Value
243838.59
Base Market Value
238669.21
Base Total Cost
258095.83
Base Unrealized Gain Loss
-19426.62
Base Accrued Interest
0
Local Market Value
238669.21
Local Total Cost Amount
258095.83
Local Unrealized Gain Loss
-19426.62
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 G61785
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61785
Security Description
3.5% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3.5
Original Face
370000
Shares Par Value
108103.01
Base Market Value
105809.06
Base Total Cost
114654.06
Base Unrealized Gain Loss
-8845
Base Accrued Interest
0
Local Market Value
105809.06
Local Total Cost Amount
114654.06
Local Unrealized Gain Loss
-8845
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 G60901
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60901
Security Description
4% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
4
Original Face
311000
Shares Par Value
61660.90
Base Market Value
62423.65
Base Total Cost
63578.15
Base Unrealized Gain Loss
-1154.5
Base Accrued Interest
0
Local Market Value
62423.65
Local Total Cost Amount
63578.15
Local Unrealized Gain Loss
-1154.5
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 G60921
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60921
Security Description
4.5% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
4.5
Original Face
250000
Shares Par Value
41398.28
Base Market Value
42253.15
Base Total Cost
43804.56
Base Unrealized Gain Loss
-1551.41
Base Accrued Interest
0
Local Market Value
42253.15
Local Total Cost Amount
43804.56
Local Unrealized Gain Loss
-1551.41
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 G60923
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60923
Security Description
4% 01 Apr 2047
Interest Rate
4
Original Face
1010000
Shares Par Value
158317.27
Base Market Value
158621.24
Base Total Cost
169383.66
Base Unrealized Gain Loss
-10762.42
Base Accrued Interest
0
Local Market Value
158621.24
Local Total Cost Amount
169383.66
Local Unrealized Gain Loss
-10762.42
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 G60968
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60968
Security Description
3.5% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1935000
Shares Par Value
597280.20
Base Market Value
586750.15
Base Total Cost
620331.48
Base Unrealized Gain Loss
-33581.33
Base Accrued Interest
0
Local Market Value
586750.15
Local Total Cost Amount
620331.48
Local Unrealized Gain Loss
-33581.33
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 G60972
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60972
Security Description
4.5% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
4.5
Original Face
25569280
Shares Par Value
7387140.14
Base Market Value
7559186.63
Base Total Cost
7712636
Base Unrealized Gain Loss
-153449.37
Base Accrued Interest
0
Local Market Value
7559186.63
Local Total Cost Amount
7712636
Local Unrealized Gain Loss
-153449.37
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 G61178
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61178
Security Description
3.5% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
3.5
Original Face
1117900
Shares Par Value
526409.22
Base Market Value
520966.15
Base Total Cost
546478.57
Base Unrealized Gain Loss
-25512.42
Base Accrued Interest
0
Local Market Value
520966.15
Local Total Cost Amount
546478.57
Local Unrealized Gain Loss
-25512.42
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 G61208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61208
Security Description
3.5% 01 Dec 2047
Maturity Date
2047-12-01T00:00:00.000
Interest Rate
3.5
Original Face
1323000
Shares Par Value
646039.47
Base Market Value
637498.83
Base Total Cost
669054.61
Base Unrealized Gain Loss
-31555.78
Base Accrued Interest
0
Local Market Value
637498.83
Local Total Cost Amount
669054.61
Local Unrealized Gain Loss
-31555.78
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 G61228
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61228
Security Description
4% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
4
Original Face
1125000
Shares Par Value
257805.81
Base Market Value
259076.79
Base Total Cost
279206.27
Base Unrealized Gain Loss
-20129.48
Base Accrued Interest
0
Local Market Value
259076.79
Local Total Cost Amount
279206.27
Local Unrealized Gain Loss
-20129.48
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 G61281
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61281
Security Description
3.5% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3.5
Original Face
550000
Shares Par Value
144556.91
Base Market Value
141594.94
Base Total Cost
153633.64
Base Unrealized Gain Loss
-12038.7
Base Accrued Interest
0
Local Market Value
141594.94
Local Total Cost Amount
153633.64
Local Unrealized Gain Loss
-12038.7
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 G61314
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61314
Security Description
3% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
1310000
Shares Par Value
418896.64
Base Market Value
396720.25
Base Total Cost
442995.77
Base Unrealized Gain Loss
-46275.52
Base Accrued Interest
0
Local Market Value
396720.25
Local Total Cost Amount
442995.77
Local Unrealized Gain Loss
-46275.52
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 G61464
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61464
Security Description
4% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4
Original Face
1500000
Shares Par Value
487044.99
Base Market Value
491832.64
Base Total Cost
532218.42
Base Unrealized Gain Loss
-40385.78
Base Accrued Interest
0
Local Market Value
491832.64
Local Total Cost Amount
532218.42
Local Unrealized Gain Loss
-40385.78
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 G61464
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61464
Security Description
4% 01 Oct 2046
Interest Rate
4
Original Face
5000000
Shares Par Value
1623483.30
Base Market Value
1639442.14
Base Total Cost
1656257.35
Base Unrealized Gain Loss
-16815.21
Base Accrued Interest
0
Local Market Value
1639442.14
Local Total Cost Amount
1656257.35
Local Unrealized Gain Loss
-16815.21
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 G61578
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61578
Security Description
4.5% 01 Aug 2048
Maturity Date
2048-08-01T00:00:00.000
Interest Rate
4.5
Original Face
350000
Shares Par Value
43044.58
Base Market Value
43459.10
Base Total Cost
45573.46
Base Unrealized Gain Loss
-2114.36
Base Accrued Interest
0
Local Market Value
43459.1
Local Total Cost Amount
45573.46
Local Unrealized Gain Loss
-2114.36
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 G61886
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61886
Security Description
5% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
5
Original Face
527000
Shares Par Value
99451.15
Base Market Value
102772.82
Base Total Cost
110313.08
Base Unrealized Gain Loss
-7540.26
Base Accrued Interest
0
Local Market Value
102772.82
Local Total Cost Amount
110313.08
Local Unrealized Gain Loss
-7540.26
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 G62022
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G62022
Security Description
3% 01 Apr 2048
Maturity Date
2048-04-01T00:00:00.000
Interest Rate
3
Original Face
630000
Shares Par Value
164676.81
Base Market Value
155171.66
Base Total Cost
173590.77
Base Unrealized Gain Loss
-18419.11
Base Accrued Interest
0
Local Market Value
155171.66
Local Total Cost Amount
173590.77
Local Unrealized Gain Loss
-18419.11
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 C80443
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C80443
Security Description
8.5% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
8.5
Original Face
53437
Shares Par Value
88.16
Base Market Value
92.87
Base Total Cost
91.06
Base Unrealized Gain Loss
1.81
Base Accrued Interest
0
Local Market Value
92.87
Local Total Cost Amount
91.06
Local Unrealized Gain Loss
1.81
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 HOME LN DISCOUNT NT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HOME LN DISCOUNT NT
Security Description
0.01% 03 Aug 2022
Maturity Date
2022-08-03T00:00:00.000
Interest Rate
1.4
Original Face
0
Shares Par Value
140500000.00
Base Market Value
140280820.00
Base Total Cost
140314227.8
Base Unrealized Gain Loss
-33407.78
Base Accrued Interest
0
Local Market Value
140280820
Local Total Cost Amount
140314227.8
Local Unrealized Gain Loss
-33407.78
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
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 HOME LN DISCOUNT NT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HOME LN DISCOUNT NT
Security Description
0.01% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
39000000.00
Base Market Value
39000000.00
Base Total Cost
38998916.67
Base Unrealized Gain Loss
1083.33
Base Accrued Interest
0
Local Market Value
39000000
Local Total Cost Amount
38998916.67
Local Unrealized Gain Loss
1083.33
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
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 QA4404
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA4404
Security Description
3% 01 Nov 2049
Maturity Date
2049-11-01T00:00:00.000
Interest Rate
3
Original Face
235000
Shares Par Value
110004.36
Base Market Value
102740.77
Base Total Cost
116225.11
Base Unrealized Gain Loss
-13484.34
Base Accrued Interest
0
Local Market Value
102740.77
Local Total Cost Amount
116225.11
Local Unrealized Gain Loss
-13484.34
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 QA6226
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA6226
Security Description
3.5% 01 Jan 2050
Maturity Date
2050-01-01T00:00:00.000
Interest Rate
3.5
Original Face
6359153
Shares Par Value
2755427.10
Base Market Value
2676098.35
Base Total Cost
2953042.88
Base Unrealized Gain Loss
-276944.53
Base Accrued Interest
0
Local Market Value
2676098.35
Local Total Cost Amount
2953042.88
Local Unrealized Gain Loss
-276944.53
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 QA5485
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA5485
Security Description
3.5% 01 Dec 2049
Maturity Date
2049-12-01T00:00:00.000
Interest Rate
3.5
Original Face
210000
Shares Par Value
64989.97
Base Market Value
63387.32
Base Total Cost
68827.62
Base Unrealized Gain Loss
-5440.3
Base Accrued Interest
0
Local Market Value
63387.32
Local Total Cost Amount
68827.62
Local Unrealized Gain Loss
-5440.3
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 QA5555
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA5555
Security Description
3% 01 Dec 2049
Maturity Date
2049-12-01T00:00:00.000
Interest Rate
3
Original Face
165000
Shares Par Value
50797.80
Base Market Value
47674.75
Base Total Cost
53623.7
Base Unrealized Gain Loss
-5948.95
Base Accrued Interest
0
Local Market Value
47674.75
Local Total Cost Amount
53623.7
Local Unrealized Gain Loss
-5948.95
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 QA5533
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA5533
Security Description
3.5% 01 Dec 2049
Maturity Date
2049-12-01T00:00:00.000
Interest Rate
3.5
Original Face
54000
Shares Par Value
16443.14
Base Market Value
15948.69
Base Total Cost
17347.35
Base Unrealized Gain Loss
-1398.66
Base Accrued Interest
0
Local Market Value
15948.69
Local Total Cost Amount
17347.35
Local Unrealized Gain Loss
-1398.66
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QA5567
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA5567
Security Description
3.5% 01 Dec 2049
Maturity Date
2049-12-01T00:00:00.000
Interest Rate
3.5
Original Face
282000
Shares Par Value
77285.09
Base Market Value
75060.83
Base Total Cost
82477.67
Base Unrealized Gain Loss
-7416.84
Base Accrued Interest
0
Local Market Value
75060.83
Local Total Cost Amount
82477.67
Local Unrealized Gain Loss
-7416.84
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
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