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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 QA6326
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA6326
Security Description
3% 01 Jan 2050
Interest Rate
3
Original Face
1323088
Shares Par Value
751274.23
Base Market Value
711914.97
Base Total Cost
794472.49
Base Unrealized Gain Loss
-82557.52
Base Accrued Interest
0
Local Market Value
711914.97
Local Total Cost Amount
794472.49
Local Unrealized Gain Loss
-82557.52
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 QA6330
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA6330
Security Description
3% 01 Jan 2050
Interest Rate
3
Original Face
8855082
Shares Par Value
3593250.06
Base Market Value
3387572.43
Base Total Cost
3799861.96
Base Unrealized Gain Loss
-412289.53
Base Accrued Interest
0
Local Market Value
3387572.43
Local Total Cost Amount
3799861.96
Local Unrealized Gain Loss
-412289.53
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 QA6324
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA6324
Security Description
3% 01 Jan 2050
Maturity Date
2050-01-01T00:00:00.000
Interest Rate
3
Original Face
5217374
Shares Par Value
2799475.67
Base Market Value
2646792.27
Base Total Cost
2960445.53
Base Unrealized Gain Loss
-313653.26
Base Accrued Interest
0
Local Market Value
2646792.27
Local Total Cost Amount
2960445.53
Local Unrealized Gain Loss
-313653.26
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 QA8958
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA8958
Security Description
2.5% 01 Apr 2050
Maturity Date
2050-04-01T00:00:00.000
Interest Rate
2.5
Original Face
155000
Shares Par Value
101440.31
Base Market Value
91544.81
Base Total Cost
104825.37
Base Unrealized Gain Loss
-13280.56
Base Accrued Interest
0
Local Market Value
91544.81
Local Total Cost Amount
104825.37
Local Unrealized Gain Loss
-13280.56
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 QA9360
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QA9360
Security Description
3.5% 01 Apr 2050
Interest Rate
3.5
Original Face
90548
Shares Par Value
33859.56
Base Market Value
32841.06
Base Total Cost
35592.21
Base Unrealized Gain Loss
-2751.15
Base Accrued Interest
0
Local Market Value
32841.06
Local Total Cost Amount
35592.21
Local Unrealized Gain Loss
-2751.15
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 QB0542
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB0542
Security Description
2.5% 01 Jun 2050
Maturity Date
2050-06-01T00:00:00.000
Interest Rate
2.5
Original Face
1360938
Shares Par Value
1083897.05
Base Market Value
984482.01
Base Total Cost
993290.03
Base Unrealized Gain Loss
-8808.02
Base Accrued Interest
0
Local Market Value
984482.01
Local Total Cost Amount
993290.03
Local Unrealized Gain Loss
-8808.02
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 QB1158
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB1158
Security Description
3% 01 Jul 2050
Maturity Date
2050-07-01T00:00:00.000
Interest Rate
3
Original Face
22805
Shares Par Value
17162.00
Base Market Value
16335.13
Base Total Cost
18963.36
Base Unrealized Gain Loss
-2628.23
Base Accrued Interest
0
Local Market Value
16335.13
Local Total Cost Amount
18963.36
Local Unrealized Gain Loss
-2628.23
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QB1193
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB1193
Security Description
2.5% 01 Jul 2050
Maturity Date
2050-07-01T00:00:00.000
Interest Rate
2.5
Original Face
2594112
Shares Par Value
1941785.80
Base Market Value
1759762.80
Base Total Cost
1833167.16
Base Unrealized Gain Loss
-73404.36
Base Accrued Interest
0
Local Market Value
1759762.8
Local Total Cost Amount
1833167.16
Local Unrealized Gain Loss
-73404.36
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 QB1479
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB1479
Security Description
3% 01 Jul 2050
Maturity Date
2050-07-01T00:00:00.000
Interest Rate
3
Original Face
212327
Shares Par Value
144672.63
Base Market Value
137006.43
Base Total Cost
158987.31
Base Unrealized Gain Loss
-21980.88
Base Accrued Interest
0
Local Market Value
137006.43
Local Total Cost Amount
158987.31
Local Unrealized Gain Loss
-21980.88
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QB1486
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB1486
Security Description
3% 01 Jul 2050
Maturity Date
2050-07-01T00:00:00.000
Interest Rate
3
Original Face
46258
Shares Par Value
40647.40
Base Market Value
38724.37
Base Total Cost
44913.78
Base Unrealized Gain Loss
-6189.41
Base Accrued Interest
0
Local Market Value
38724.37
Local Total Cost Amount
44913.78
Local Unrealized Gain Loss
-6189.41
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 QB1488
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB1488
Security Description
3% 01 Jul 2050
Maturity Date
2050-07-01T00:00:00.000
Interest Rate
3
Original Face
22583
Shares Par Value
17420.92
Base Market Value
16581.75
Base Total Cost
19249.46
Base Unrealized Gain Loss
-2667.71
Base Accrued Interest
0
Local Market Value
16581.75
Local Total Cost Amount
19249.46
Local Unrealized Gain Loss
-2667.71
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 QB1496
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB1496
Security Description
2.5% 01 Jul 2050
Maturity Date
2050-07-01T00:00:00.000
Interest Rate
2.5
Original Face
1425583
Shares Par Value
1186585.11
Base Market Value
1073361.16
Base Total Cost
1171382
Base Unrealized Gain Loss
-98020.84
Base Accrued Interest
0
Local Market Value
1073361.16
Local Total Cost Amount
1171382
Local Unrealized Gain Loss
-98020.84
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 QB2339
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB2339
Security Description
3% 01 Aug 2050
Maturity Date
2050-08-01T00:00:00.000
Interest Rate
3
Original Face
146682
Shares Par Value
119472.49
Base Market Value
113717.50
Base Total Cost
132012.43
Base Unrealized Gain Loss
-18294.93
Base Accrued Interest
0
Local Market Value
113717.5
Local Total Cost Amount
132012.43
Local Unrealized Gain Loss
-18294.93
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 QB2909
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB2909
Security Description
2.5% 01 Aug 2050
Maturity Date
2050-08-01T00:00:00.000
Interest Rate
2.5
Original Face
900000
Shares Par Value
676860.92
Base Market Value
610521.78
Base Total Cost
715463.17
Base Unrealized Gain Loss
-104941.39
Base Accrued Interest
0
Local Market Value
610521.78
Local Total Cost Amount
715463.17
Local Unrealized Gain Loss
-104941.39
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QB4122
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB4122
Security Description
2% 01 Oct 2050
Maturity Date
2050-10-01T00:00:00.000
Interest Rate
2
Original Face
2522682
Shares Par Value
2265791.19
Base Market Value
1975271.44
Base Total Cost
2080368.05
Base Unrealized Gain Loss
-105096.61
Base Accrued Interest
0
Local Market Value
1975271.44
Local Total Cost Amount
2080368.05
Local Unrealized Gain Loss
-105096.61
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 QB4885
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB4885
Security Description
2.5% 01 Oct 2050
Maturity Date
2050-10-01T00:00:00.000
Interest Rate
2.5
Original Face
2793451
Shares Par Value
2376677.41
Base Market Value
2145593.07
Base Total Cost
2502195.71
Base Unrealized Gain Loss
-356602.64
Base Accrued Interest
0
Local Market Value
2145593.07
Local Total Cost Amount
2502195.71
Local Unrealized Gain Loss
-356602.64
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QB5200
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB5200
Security Description
2.5% 01 Nov 2050
Maturity Date
2050-11-01T00:00:00.000
Interest Rate
2.5
Original Face
6155013
Shares Par Value
3977476.99
Base Market Value
3586371.68
Base Total Cost
4187537.49
Base Unrealized Gain Loss
-601165.81
Base Accrued Interest
0
Local Market Value
3586371.68
Local Total Cost Amount
4187537.49
Local Unrealized Gain Loss
-601165.81
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 QB7854
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB7854
Security Description
2.5% 01 Jan 2051
Maturity Date
2051-01-01T00:00:00.000
Interest Rate
2.5
Original Face
501077
Shares Par Value
417365.91
Base Market Value
376560.04
Base Total Cost
441853.56
Base Unrealized Gain Loss
-65293.52
Base Accrued Interest
0
Local Market Value
376560.04
Local Total Cost Amount
441853.56
Local Unrealized Gain Loss
-65293.52
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 QB9896
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB9896
Security Description
2% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2
Original Face
2275000
Shares Par Value
2023689.83
Base Market Value
1764192.08
Base Total Cost
2026535.64
Base Unrealized Gain Loss
-262343.56
Base Accrued Interest
0
Local Market Value
1764192.08
Local Total Cost Amount
2026535.64
Local Unrealized Gain Loss
-262343.56
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 QB9084
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB9084
Security Description
2% 01 Feb 2051
Maturity Date
2051-02-01T00:00:00.000
Interest Rate
2
Original Face
2000000
Shares Par Value
1697912.20
Base Market Value
1481784.96
Base Total Cost
1653076.7
Base Unrealized Gain Loss
-171291.74
Base Accrued Interest
0
Local Market Value
1481784.96
Local Total Cost Amount
1653076.7
Local Unrealized Gain Loss
-171291.74
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 QB9325
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QB9325
Security Description
2% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2
Original Face
2600000
Shares Par Value
2181135.06
Base Market Value
1903498.38
Base Total Cost
2123539.47
Base Unrealized Gain Loss
-220041.09
Base Accrued Interest
0
Local Market Value
1903498.38
Local Total Cost Amount
2123539.47
Local Unrealized Gain Loss
-220041.09
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 QC1333
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QC1333
Security Description
2% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2
Original Face
793000
Shares Par Value
721639.36
Base Market Value
629103.54
Base Total Cost
653591.03
Base Unrealized Gain Loss
-24487.49
Base Accrued Interest
0
Local Market Value
629103.54
Local Total Cost Amount
653591.03
Local Unrealized Gain Loss
-24487.49
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 QC1946
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QC1946
Security Description
2.5% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2.5
Original Face
500000
Shares Par Value
415415.44
Base Market Value
377413.24
Base Total Cost
432226.79
Base Unrealized Gain Loss
-54813.55
Base Accrued Interest
0
Local Market Value
377413.24
Local Total Cost Amount
432226.79
Local Unrealized Gain Loss
-54813.55
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 QC2312
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QC2312
Security Description
3.5% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
3.5
Original Face
790293
Shares Par Value
700812.90
Base Market Value
676130.27
Base Total Cost
741109.64
Base Unrealized Gain Loss
-64979.37
Base Accrued Interest
0
Local Market Value
676130.27
Local Total Cost Amount
741109.64
Local Unrealized Gain Loss
-64979.37
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 QC5983
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QC5983
Security Description
2.5% 01 Aug 2051
Maturity Date
2051-08-01T00:00:00.000
Interest Rate
2.5
Original Face
675000
Shares Par Value
650407.21
Base Market Value
586225.03
Base Total Cost
590447.8
Base Unrealized Gain Loss
-4222.77
Base Accrued Interest
0
Local Market Value
586225.03
Local Total Cost Amount
590447.8
Local Unrealized Gain Loss
-4222.77
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 QC6625
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QC6625
Security Description
2.5% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2.5
Original Face
2884000
Shares Par Value
2729012.66
Base Market Value
2459713.69
Base Total Cost
2595120.48
Base Unrealized Gain Loss
-135406.79
Base Accrued Interest
0
Local Market Value
2459713.69
Local Total Cost Amount
2595120.48
Local Unrealized Gain Loss
-135406.79
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 QC6891
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QC6891
Security Description
2.5% 01 Sep 2051
Interest Rate
2.5
Original Face
3900000
Shares Par Value
3638947.73
Base Market Value
3278655.52
Base Total Cost
3764036.55
Base Unrealized Gain Loss
-485381.03
Base Accrued Interest
0
Local Market Value
3278655.52
Local Total Cost Amount
3764036.55
Local Unrealized Gain Loss
-485381.03
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 QC7739
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QC7739
Security Description
2.5% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2.5
Original Face
653408
Shares Par Value
619215.58
Base Market Value
558340.50
Base Total Cost
646693.27
Base Unrealized Gain Loss
-88352.77
Base Accrued Interest
0
Local Market Value
558340.5
Local Total Cost Amount
646693.27
Local Unrealized Gain Loss
-88352.77
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 QC9224
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QC9224
Security Description
2% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
2
Original Face
1826056
Shares Par Value
1778267.46
Base Market Value
1550222.44
Base Total Cost
1713041.16
Base Unrealized Gain Loss
-162818.72
Base Accrued Interest
0
Local Market Value
1550222.44
Local Total Cost Amount
1713041.16
Local Unrealized Gain Loss
-162818.72
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QC9606
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QC9606
Security Description
3% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
3
Original Face
726533
Shares Par Value
685740.93
Base Market Value
651474.46
Base Total Cost
697741.4
Base Unrealized Gain Loss
-46266.94
Base Accrued Interest
0
Local Market Value
651474.46
Local Total Cost Amount
697741.4
Local Unrealized Gain Loss
-46266.94
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QD5351
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD5351
Security Description
3% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
3
Original Face
1531553
Shares Par Value
1482970.04
Base Market Value
1397699.26
Base Total Cost
1508922.01
Base Unrealized Gain Loss
-111222.75
Base Accrued Interest
0
Local Market Value
1397699.26
Local Total Cost Amount
1508922.01
Local Unrealized Gain Loss
-111222.75
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 QD5626
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD5626
Security Description
3% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
3
Original Face
446216
Shares Par Value
442489.30
Base Market Value
418196.64
Base Total Cost
450232.87
Base Unrealized Gain Loss
-32036.23
Base Accrued Interest
0
Local Market Value
418196.64
Local Total Cost Amount
450232.87
Local Unrealized Gain Loss
-32036.23
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QD5748
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD5748
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
1008965
Shares Par Value
992245.56
Base Market Value
864990.07
Base Total Cost
944726.29
Base Unrealized Gain Loss
-79736.22
Base Accrued Interest
0
Local Market Value
864990.07
Local Total Cost Amount
944726.29
Local Unrealized Gain Loss
-79736.22
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QD6152
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD6152
Security Description
3% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
3
Original Face
421676
Shares Par Value
412403.01
Base Market Value
391325.09
Base Total Cost
419620.06
Base Unrealized Gain Loss
-28294.97
Base Accrued Interest
0
Local Market Value
391325.09
Local Total Cost Amount
419620.06
Local Unrealized Gain Loss
-28294.97
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 QD6303
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD6303
Security Description
3.5% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
3.5
Original Face
340000
Shares Par Value
331076.05
Base Market Value
319057.99
Base Total Cost
342094.68
Base Unrealized Gain Loss
-23036.69
Base Accrued Interest
0
Local Market Value
319057.99
Local Total Cost Amount
342094.68
Local Unrealized Gain Loss
-23036.69
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 QD6836
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD6836
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
620554
Shares Par Value
614409.76
Base Market Value
535611.71
Base Total Cost
584985.29
Base Unrealized Gain Loss
-49373.58
Base Accrued Interest
0
Local Market Value
535611.71
Local Total Cost Amount
584985.29
Local Unrealized Gain Loss
-49373.58
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 QD7042
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD7042
Security Description
3% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
3
Original Face
435001
Shares Par Value
431088.58
Base Market Value
406141.48
Base Total Cost
438632.64
Base Unrealized Gain Loss
-32491.16
Base Accrued Interest
0
Local Market Value
406141.48
Local Total Cost Amount
438632.64
Local Unrealized Gain Loss
-32491.16
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 QD8010
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD8010
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
1898118
Shares Par Value
1869082.32
Base Market Value
1629372.51
Base Total Cost
1783732.44
Base Unrealized Gain Loss
-154359.93
Base Accrued Interest
0
Local Market Value
1629372.51
Local Total Cost Amount
1783732.44
Local Unrealized Gain Loss
-154359.93
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 QD7508
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD7508
Security Description
3.5% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
3.5
Original Face
500000
Shares Par Value
497113.28
Base Market Value
479430.96
Base Total Cost
513813.18
Base Unrealized Gain Loss
-34382.22
Base Accrued Interest
0
Local Market Value
479430.96
Local Total Cost Amount
513813.18
Local Unrealized Gain Loss
-34382.22
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QD7760
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD7760
Security Description
2.5% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
378250
Shares Par Value
375666.85
Base Market Value
340125.01
Base Total Cost
371557.99
Base Unrealized Gain Loss
-31432.98
Base Accrued Interest
0
Local Market Value
340125.01
Local Total Cost Amount
371557.99
Local Unrealized Gain Loss
-31432.98
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 QD7761
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD7761
Security Description
2.5% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2.5
Original Face
363383
Shares Par Value
360919.85
Base Market Value
326062.21
Base Total Cost
355731.62
Base Unrealized Gain Loss
-29669.41
Base Accrued Interest
0
Local Market Value
326062.21
Local Total Cost Amount
355731.62
Local Unrealized Gain Loss
-29669.41
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 QD7869
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD7869
Security Description
2.5% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2.5
Original Face
601130
Shares Par Value
580751.06
Base Market Value
524662.12
Base Total Cost
534744.69
Base Unrealized Gain Loss
-10082.57
Base Accrued Interest
0
Local Market Value
524662.12
Local Total Cost Amount
534744.69
Local Unrealized Gain Loss
-10082.57
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 QD7879
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD7879
Security Description
2.5% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2.5
Original Face
478644
Shares Par Value
472850.12
Base Market Value
426988.39
Base Total Cost
429850.31
Base Unrealized Gain Loss
-2861.92
Base Accrued Interest
0
Local Market Value
426988.39
Local Total Cost Amount
429850.31
Local Unrealized Gain Loss
-2861.92
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 QD8103
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD8103
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
1095084
Shares Par Value
1087894.42
Base Market Value
948371.96
Base Total Cost
1035794.48
Base Unrealized Gain Loss
-87422.52
Base Accrued Interest
0
Local Market Value
948371.96
Local Total Cost Amount
1035794.48
Local Unrealized Gain Loss
-87422.52
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 QD8207
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD8207
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
1498973
Shares Par Value
1490209.31
Base Market Value
1299089.97
Base Total Cost
1415698.84
Base Unrealized Gain Loss
-116608.87
Base Accrued Interest
0
Local Market Value
1299089.97
Local Total Cost Amount
1415698.84
Local Unrealized Gain Loss
-116608.87
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QD8408
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD8408
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
879279
Shares Par Value
866441.03
Base Market Value
755319.97
Base Total Cost
824946.63
Base Unrealized Gain Loss
-69626.66
Base Accrued Interest
0
Local Market Value
755319.97
Local Total Cost Amount
824946.63
Local Unrealized Gain Loss
-69626.66
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 QD8820
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD8820
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
596163
Shares Par Value
592370.02
Base Market Value
516398.56
Base Total Cost
564001.05
Base Unrealized Gain Loss
-47602.49
Base Accrued Interest
0
Local Market Value
516398.56
Local Total Cost Amount
564001.05
Local Unrealized Gain Loss
-47602.49
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 QD9765
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QD9765
Security Description
2.5% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
2.5
Original Face
16021040
Shares Par Value
15838552.82
Base Market Value
14270694.48
Base Total Cost
14868441.53
Base Unrealized Gain Loss
-597747.05
Base Accrued Interest
0
Local Market Value
14270694.48
Local Total Cost Amount
14868441.53
Local Unrealized Gain Loss
-597747.05
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 QE0382
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QE0382
Security Description
2.5% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
2.5
Original Face
660501
Shares Par Value
656891.24
Base Market Value
591970.68
Base Total Cost
597591.41
Base Unrealized Gain Loss
-5620.73
Base Accrued Interest
0
Local Market Value
591970.68
Local Total Cost Amount
597591.41
Local Unrealized Gain Loss
-5620.73
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 QE1248
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QE1248
Security Description
4% 01 May 2052
Maturity Date
2052-05-01T00:00:00.000
Interest Rate
4
Original Face
544544
Shares Par Value
543729.73
Base Market Value
538259.81
Base Total Cost
547297.95
Base Unrealized Gain Loss
-9038.14
Base Accrued Interest
0
Local Market Value
538259.81
Local Total Cost Amount
547297.95
Local Unrealized Gain Loss
-9038.14
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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