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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 QE2337
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QE2337
Security Description
4% 01 May 2052
Maturity Date
2052-05-01T00:00:00.000
Interest Rate
4
Original Face
3300000
Shares Par Value
3290836.63
Base Market Value
3248944.28
Base Total Cost
3287751.47
Base Unrealized Gain Loss
-38807.19
Base Accrued Interest
0
Local Market Value
3248944.28
Local Total Cost Amount
3287751.47
Local Unrealized Gain Loss
-38807.19
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QK1413
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QK1413
Security Description
2% 01 Mar 2042
Maturity Date
2042-03-01T00:00:00.000
Interest Rate
2
Original Face
2238827
Shares Par Value
2216136.80
Base Market Value
1981049.01
Base Total Cost
2143679.51
Base Unrealized Gain Loss
-162630.5
Base Accrued Interest
0
Local Market Value
1981049.01
Local Total Cost Amount
2143679.51
Local Unrealized Gain Loss
-162630.5
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: FEDERAL FARM CREDIT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL FARM CREDIT BANK
Security Description
2.9% 28 Jun 2032
Maturity Date
2032-06-28T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
115000.00
Base Market Value
109673.20
Base Total Cost
133199.9
Base Unrealized Gain Loss
-23526.7
Base Accrued Interest
27.79
Local Market Value
109673.2
Local Total Cost Amount
133199.9
Local Unrealized Gain Loss
-23526.7
Local Accrued Interest
27.79
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: FEDERAL FARM CREDIT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL FARM CREDIT BANK
Security Description
2.84% 17 Jun 2030
Maturity Date
2030-06-17T00:00:00.000
Interest Rate
2.84
Original Face
0
Shares Par Value
55000.00
Base Market Value
52399.05
Base Total Cost
62713.75
Base Unrealized Gain Loss
-10314.7
Base Accrued Interest
60.74
Local Market Value
52399.05
Local Total Cost Amount
62713.75
Local Unrealized Gain Loss
-10314.7
Local Accrued Interest
60.74
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: FEDERAL FARM CREDIT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL FARM CREDIT BANK
Security Description
3.45% 07 Apr 2031
Maturity Date
2031-04-07T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
9065000.00
Base Market Value
8994655.60
Base Total Cost
9077419.05
Base Unrealized Gain Loss
-82763.45
Base Accrued Interest
72973.25
Local Market Value
8994655.6
Local Total Cost Amount
9077419.05
Local Unrealized Gain Loss
-82763.45
Local Accrued Interest
72973.25
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: FEDERAL FARM CREDIT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL FARM CREDIT BANK
Security Description
3.95% 09 May 2033
Maturity Date
2033-05-09T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
500000.00
Base Market Value
490045.00
Base Total Cost
500000
Base Unrealized Gain Loss
-9955
Base Accrued Interest
2852.78
Local Market Value
490045
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-9955
Local Accrued Interest
2852.78
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: FEDERAL FARM CREDIT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL FARM CREDIT BANK
Security Description
3.67% 26 Feb 2044
Maturity Date
2044-02-26T00:00:00.000
Interest Rate
3.67
Original Face
0
Shares Par Value
1990000.00
Base Market Value
1846720.00
Base Total Cost
1990776.9
Base Unrealized Gain Loss
-144056.9
Base Accrued Interest
25358.68
Local Market Value
1846720
Local Total Cost Amount
1990776.9
Local Unrealized Gain Loss
-144056.9
Local Accrued Interest
25358.68
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: FEDERAL FARM CREDIT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL FARM CREDIT BANK
Security Description
1.64% 24 May 2027
Maturity Date
2027-05-24T00:00:00.000
Interest Rate
1.64
Original Face
0
Shares Par Value
500000.00
Base Market Value
467645.00
Base Total Cost
500000
Base Unrealized Gain Loss
-32355
Base Accrued Interest
842.78
Local Market Value
467645
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-32355
Local Accrued Interest
842.78
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 QN0507
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QN0507
Security Description
2.5% 01 Sep 2034
Maturity Date
2034-09-01T00:00:00.000
Interest Rate
2.5
Original Face
360000
Shares Par Value
102571.24
Base Market Value
98574.04
Base Total Cost
107208.47
Base Unrealized Gain Loss
-8634.43
Base Accrued Interest
0
Local Market Value
98574.04
Local Total Cost Amount
107208.47
Local Unrealized Gain Loss
-8634.43
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 QN1186
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QN1186
Security Description
3% 01 Dec 2034
Maturity Date
2034-12-01T00:00:00.000
Interest Rate
3
Original Face
575000
Shares Par Value
199894.31
Base Market Value
197507.57
Base Total Cost
211078.39
Base Unrealized Gain Loss
-13570.82
Base Accrued Interest
0
Local Market Value
197507.57
Local Total Cost Amount
211078.39
Local Unrealized Gain Loss
-13570.82
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 QN1206
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QN1206
Security Description
3% 01 Dec 2034
Maturity Date
2034-12-01T00:00:00.000
Interest Rate
3
Original Face
240000
Shares Par Value
91888.11
Base Market Value
90791.88
Base Total Cost
97020.07
Base Unrealized Gain Loss
-6228.19
Base Accrued Interest
0
Local Market Value
90791.88
Local Total Cost Amount
97020.07
Local Unrealized Gain Loss
-6228.19
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QN2823
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QN2823
Security Description
2.5% 01 Jul 2035
Maturity Date
2035-07-01T00:00:00.000
Interest Rate
2.5
Original Face
3578680
Shares Par Value
2713999.45
Base Market Value
2598925.87
Base Total Cost
2890409.43
Base Unrealized Gain Loss
-291483.56
Base Accrued Interest
0
Local Market Value
2598925.87
Local Total Cost Amount
2890409.43
Local Unrealized Gain Loss
-291483.56
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 QN4020
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QN4020
Security Description
2.5% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
2.5
Original Face
754000
Shares Par Value
501566.13
Base Market Value
480104.12
Base Total Cost
532365.43
Base Unrealized Gain Loss
-52261.31
Base Accrued Interest
0
Local Market Value
480104.12
Local Total Cost Amount
532365.43
Local Unrealized Gain Loss
-52261.31
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QN4237
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QN4237
Security Description
2.5% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
2.5
Original Face
433000
Shares Par Value
303572.93
Base Market Value
290434.29
Base Total Cost
322214.22
Base Unrealized Gain Loss
-31779.93
Base Accrued Interest
0
Local Market Value
290434.29
Local Total Cost Amount
322214.22
Local Unrealized Gain Loss
-31779.93
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 QN4228
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QN4228
Security Description
2.5% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
2.5
Original Face
327000
Shares Par Value
237156.55
Base Market Value
227025.22
Base Total Cost
250533.66
Base Unrealized Gain Loss
-23508.44
Base Accrued Interest
0
Local Market Value
227025.22
Local Total Cost Amount
250533.66
Local Unrealized Gain Loss
-23508.44
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL QU7000
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL QU7000
Security Description
2.5% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2.5
Original Face
924229
Shares Par Value
899032.35
Base Market Value
812878.08
Base Total Cost
922070.06
Base Unrealized Gain Loss
-109191.98
Base Accrued Interest
0
Local Market Value
812878.08
Local Total Cost Amount
922070.06
Local Unrealized Gain Loss
-109191.98
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 RA1735
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA1735
Security Description
4% 01 Nov 2049
Maturity Date
2049-11-01T00:00:00.000
Interest Rate
4
Original Face
400000
Shares Par Value
101436.62
Base Market Value
101009.57
Base Total Cost
106825.42
Base Unrealized Gain Loss
-5815.85
Base Accrued Interest
0
Local Market Value
101009.57
Local Total Cost Amount
106825.42
Local Unrealized Gain Loss
-5815.85
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 RA2618
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA2618
Security Description
2.5% 01 May 2050
Maturity Date
2050-05-01T00:00:00.000
Interest Rate
2.5
Original Face
1325000
Shares Par Value
980459.88
Base Market Value
890365.42
Base Total Cost
981225.87
Base Unrealized Gain Loss
-90860.45
Base Accrued Interest
0
Local Market Value
890365.42
Local Total Cost Amount
981225.87
Local Unrealized Gain Loss
-90860.45
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 RA2657
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA2657
Security Description
3.5% 01 May 2050
Maturity Date
2050-05-01T00:00:00.000
Interest Rate
3.5
Original Face
19009968
Shares Par Value
8446249.69
Base Market Value
8193875.75
Base Total Cost
9044085.8
Base Unrealized Gain Loss
-850210.05
Base Accrued Interest
0
Local Market Value
8193875.75
Local Total Cost Amount
9044085.8
Local Unrealized Gain Loss
-850210.05
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 RA1983
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA1983
Security Description
3% 01 Feb 2050
Maturity Date
2050-02-01T00:00:00.000
Interest Rate
3
Original Face
1175000
Shares Par Value
479249.73
Base Market Value
447614.46
Base Total Cost
508589.39
Base Unrealized Gain Loss
-60974.93
Base Accrued Interest
0
Local Market Value
447614.46
Local Total Cost Amount
508589.39
Local Unrealized Gain Loss
-60974.93
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 RA2134
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA2134
Security Description
3.5% 01 Feb 2050
Maturity Date
2050-02-01T00:00:00.000
Interest Rate
3.5
Original Face
1982411
Shares Par Value
768761.28
Base Market Value
753770.44
Base Total Cost
819451.47
Base Unrealized Gain Loss
-65681.03
Base Accrued Interest
0
Local Market Value
753770.44
Local Total Cost Amount
819451.47
Local Unrealized Gain Loss
-65681.03
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 RA2895
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA2895
Security Description
2.5% 01 Jun 2050
Maturity Date
2050-06-01T00:00:00.000
Interest Rate
2.5
Original Face
840000
Shares Par Value
526849.50
Base Market Value
475128.68
Base Total Cost
546688.68
Base Unrealized Gain Loss
-71560
Base Accrued Interest
0
Local Market Value
475128.68
Local Total Cost Amount
546688.68
Local Unrealized Gain Loss
-71560
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 RA2977
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA2977
Security Description
2.5% 01 Jul 2050
Maturity Date
2050-07-01T00:00:00.000
Interest Rate
2.5
Original Face
5700000
Shares Par Value
3867985.12
Base Market Value
3489386.74
Base Total Cost
3544041.36
Base Unrealized Gain Loss
-54654.62
Base Accrued Interest
0
Local Market Value
3489386.74
Local Total Cost Amount
3544041.36
Local Unrealized Gain Loss
-54654.62
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 RA3282
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA3282
Security Description
3% 01 Aug 2050
Maturity Date
2050-08-01T00:00:00.000
Interest Rate
3
Original Face
8874072
Shares Par Value
6540916.52
Base Market Value
6149704.30
Base Total Cost
7056013.7
Base Unrealized Gain Loss
-906309.4
Base Accrued Interest
0
Local Market Value
6149704.3
Local Total Cost Amount
7056013.7
Local Unrealized Gain Loss
-906309.4
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 RA3313
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA3313
Security Description
3% 01 Aug 2050
Maturity Date
2050-08-01T00:00:00.000
Interest Rate
3
Original Face
7633865
Shares Par Value
4816964.39
Base Market Value
4519902.20
Base Total Cost
5132325.02
Base Unrealized Gain Loss
-612422.82
Base Accrued Interest
0
Local Market Value
4519902.2
Local Total Cost Amount
5132325.02
Local Unrealized Gain Loss
-612422.82
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 RA4216
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA4216
Security Description
2.5% 01 Dec 2050
Maturity Date
2050-12-01T00:00:00.000
Interest Rate
2.5
Original Face
4998045
Shares Par Value
3981407.16
Base Market Value
3592383.87
Base Total Cost
4234755.31
Base Unrealized Gain Loss
-642371.44
Base Accrued Interest
0
Local Market Value
3592383.87
Local Total Cost Amount
4234755.31
Local Unrealized Gain Loss
-642371.44
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL RA4335
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA4335
Security Description
2% 01 Jan 2051
Maturity Date
2051-01-01T00:00:00.000
Interest Rate
2
Original Face
4411195
Shares Par Value
3863426.61
Base Market Value
3371689.67
Base Total Cost
3419132.55
Base Unrealized Gain Loss
-47442.88
Base Accrued Interest
0
Local Market Value
3371689.67
Local Total Cost Amount
3419132.55
Local Unrealized Gain Loss
-47442.88
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 RA5285
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA5285
Security Description
2.5% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2.5
Original Face
912277
Shares Par Value
763739.37
Base Market Value
690725.89
Base Total Cost
709084.27
Base Unrealized Gain Loss
-18358.38
Base Accrued Interest
0
Local Market Value
690725.89
Local Total Cost Amount
709084.27
Local Unrealized Gain Loss
-18358.38
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 RA5057
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA5057
Security Description
3% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
3
Original Face
7500003
Shares Par Value
6518818.03
Base Market Value
6086685.58
Base Total Cost
6986594.16
Base Unrealized Gain Loss
-899908.58
Base Accrued Interest
0
Local Market Value
6086685.58
Local Total Cost Amount
6986594.16
Local Unrealized Gain Loss
-899908.58
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 RA5077
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA5077
Security Description
2.5% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2.5
Original Face
1564207
Shares Par Value
1412550.05
Base Market Value
1280575.50
Base Total Cost
1420274.94
Base Unrealized Gain Loss
-139699.44
Base Accrued Interest
0
Local Market Value
1280575.5
Local Total Cost Amount
1420274.94
Local Unrealized Gain Loss
-139699.44
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL RA5117
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA5117
Security Description
2% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2
Original Face
2387305
Shares Par Value
2152631.25
Base Market Value
1881571.92
Base Total Cost
2126059.71
Base Unrealized Gain Loss
-244487.79
Base Accrued Interest
0
Local Market Value
1881571.92
Local Total Cost Amount
2126059.71
Local Unrealized Gain Loss
-244487.79
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 RA5117
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA5117
Security Description
2% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2
Original Face
1100000
Shares Par Value
991869.23
Base Market Value
866973.06
Base Total Cost
833790.07
Base Unrealized Gain Loss
33182.99
Base Accrued Interest
716.35
Local Market Value
866973.06
Local Total Cost Amount
833790.07
Local Unrealized Gain Loss
33182.99
Local Accrued Interest
716.35
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 RA6289
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA6289
Security Description
2.5% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2.5
Original Face
2164608
Shares Par Value
2107381.39
Base Market Value
1898729.56
Base Total Cost
2011232.12
Base Unrealized Gain Loss
-112502.56
Base Accrued Interest
0
Local Market Value
1898729.56
Local Total Cost Amount
2011232.12
Local Unrealized Gain Loss
-112502.56
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 RA5502
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA5502
Security Description
3% 01 Jun 2051
Maturity Date
2051-06-01T00:00:00.000
Interest Rate
3
Original Face
2500000
Shares Par Value
2199926.08
Base Market Value
2054092.98
Base Total Cost
2336905.85
Base Unrealized Gain Loss
-282812.87
Base Accrued Interest
0
Local Market Value
2054092.98
Local Total Cost Amount
2336905.85
Local Unrealized Gain Loss
-282812.87
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 RA5731
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA5731
Security Description
2% 01 Aug 2051
Maturity Date
2051-08-01T00:00:00.000
Interest Rate
2
Original Face
748757
Shares Par Value
701843.05
Base Market Value
611010.52
Base Total Cost
621789.08
Base Unrealized Gain Loss
-10778.56
Base Accrued Interest
0
Local Market Value
611010.52
Local Total Cost Amount
621789.08
Local Unrealized Gain Loss
-10778.56
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 RA5906
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA5906
Security Description
2.5% 01 Sep 2051
Interest Rate
2.5
Original Face
3500004
Shares Par Value
3300032.46
Base Market Value
2984681.36
Base Total Cost
3463229.39
Base Unrealized Gain Loss
-478548.03
Base Accrued Interest
0
Local Market Value
2984681.36
Local Total Cost Amount
3463229.39
Local Unrealized Gain Loss
-478548.03
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 RA6015
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA6015
Security Description
3% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
3
Original Face
4332711
Shares Par Value
4150159.71
Base Market Value
3893389.33
Base Total Cost
3818795.4
Base Unrealized Gain Loss
74593.93
Base Accrued Interest
4496.01
Local Market Value
3893389.33
Local Total Cost Amount
3818795.4
Local Unrealized Gain Loss
74593.93
Local Accrued Interest
4496.01
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 RA6019
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA6019
Security Description
2.5% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
2.5
Original Face
2921407
Shares Par Value
2745161.03
Base Market Value
2472511.64
Base Total Cost
2620342
Base Unrealized Gain Loss
-147830.36
Base Accrued Interest
0
Local Market Value
2472511.64
Local Total Cost Amount
2620342
Local Unrealized Gain Loss
-147830.36
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 RA6071
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA6071
Security Description
2% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
2
Original Face
8782298
Shares Par Value
8376074.91
Base Market Value
7301927.06
Base Total Cost
8358079.44
Base Unrealized Gain Loss
-1056152.38
Base Accrued Interest
0
Local Market Value
7301927.06
Local Total Cost Amount
8358079.44
Local Unrealized Gain Loss
-1056152.38
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 RA6115
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA6115
Security Description
2.5% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
2.5
Original Face
1214298
Shares Par Value
1171315.00
Base Market Value
1055343.10
Base Total Cost
1080538.09
Base Unrealized Gain Loss
-25194.99
Base Accrued Interest
0
Local Market Value
1055343.1
Local Total Cost Amount
1080538.09
Local Unrealized Gain Loss
-25194.99
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 RA7130
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA7130
Security Description
3% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
3
Original Face
3255735
Shares Par Value
3207375.42
Base Market Value
2991486.98
Base Total Cost
3142225.61
Base Unrealized Gain Loss
-150738.63
Base Accrued Interest
0
Local Market Value
2991486.98
Local Total Cost Amount
3142225.61
Local Unrealized Gain Loss
-150738.63
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 RA7200
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA7200
Security Description
2.5% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
2.5
Original Face
121519
Shares Par Value
120690.32
Base Market Value
108885.60
Base Total Cost
111129.39
Base Unrealized Gain Loss
-2243.79
Base Accrued Interest
0
Local Market Value
108885.6
Local Total Cost Amount
111129.39
Local Unrealized Gain Loss
-2243.79
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 RA6332
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA6332
Security Description
2% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2
Original Face
737485
Shares Par Value
713423.64
Base Market Value
621085.22
Base Total Cost
631547.13
Base Unrealized Gain Loss
-10461.91
Base Accrued Interest
0
Local Market Value
621085.22
Local Total Cost Amount
631547.13
Local Unrealized Gain Loss
-10461.91
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL RA6354
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA6354
Security Description
3.5% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
3.5
Original Face
1127005
Shares Par Value
1036992.93
Base Market Value
998510.12
Base Total Cost
1029053.45
Base Unrealized Gain Loss
-30543.33
Base Accrued Interest
0
Local Market Value
998510.12
Local Total Cost Amount
1029053.45
Local Unrealized Gain Loss
-30543.33
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 RA6388
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA6388
Security Description
2.5% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
2.5
Original Face
833235
Shares Par Value
802857.59
Base Market Value
727878.72
Base Total Cost
807248.21
Base Unrealized Gain Loss
-79369.49
Base Accrued Interest
0
Local Market Value
727878.72
Local Total Cost Amount
807248.21
Local Unrealized Gain Loss
-79369.49
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 RA6397
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA6397
Security Description
2.5% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2.5
Original Face
8605893
Shares Par Value
8247572.36
Base Market Value
7489373.03
Base Total Cost
7737575.99
Base Unrealized Gain Loss
-248202.96
Base Accrued Interest
0
Local Market Value
7489373.03
Local Total Cost Amount
7737575.99
Local Unrealized Gain Loss
-248202.96
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 RA6650
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA6650
Security Description
2% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2
Original Face
17776878
Shares Par Value
17528504.26
Base Market Value
15280473.59
Base Total Cost
17292280.28
Base Unrealized Gain Loss
-2011806.69
Base Accrued Interest
0
Local Market Value
15280473.59
Local Total Cost Amount
17292280.28
Local Unrealized Gain Loss
-2011806.69
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 RA6651
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA6651
Security Description
2% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2
Original Face
20718265
Shares Par Value
20460765.35
Base Market Value
17836672.19
Base Total Cost
20165842.59
Base Unrealized Gain Loss
-2329170.4
Base Accrued Interest
0
Local Market Value
17836672.19
Local Total Cost Amount
20165842.59
Local Unrealized Gain Loss
-2329170.4
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 RA6963
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA6963
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
1998966
Shares Par Value
1960379.40
Base Market Value
1708960.74
Base Total Cost
1869788.43
Base Unrealized Gain Loss
-160827.69
Base Accrued Interest
0
Local Market Value
1708960.74
Local Total Cost Amount
1869788.43
Local Unrealized Gain Loss
-160827.69
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 RA7000
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL RA7000
Security Description
2.5% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2.5
Original Face
2365358
Shares Par Value
2335138.56
Base Market Value
2104356.82
Base Total Cost
2136104.48
Base Unrealized Gain Loss
-31747.66
Base Accrued Interest
0
Local Market Value
2104356.82
Local Total Cost Amount
2136104.48
Local Unrealized Gain Loss
-31747.66
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
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