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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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
3% 25 Sep 2050
Maturity Date
2050-09-25T00:00:00.000
Interest Rate
3
Original Face
47857156
Shares Par Value
36378934.43
Base Market Value
7016492.39
Base Total Cost
5207018.87
Base Unrealized Gain Loss
1809473.52
Base Accrued Interest
0
Local Market Value
7016492.39
Local Total Cost Amount
5207018.87
Local Unrealized Gain Loss
1809473.52
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Jun 2030
Maturity Date
2030-06-25T00:00:00.000
Interest Rate
1.42899
Original Face
12649448
Shares Par Value
12629954.82
Base Market Value
1068905.91
Base Total Cost
1355746.72
Base Unrealized Gain Loss
-286840.81
Base Accrued Interest
0
Local Market Value
1068905.91
Local Total Cost Amount
1355746.72
Local Unrealized Gain Loss
-286840.81
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Jun 2030
Maturity Date
2030-06-25T00:00:00.000
Interest Rate
1.42899
Original Face
2627927
Shares Par Value
2623877.29
Base Market Value
222065.56
Base Total Cost
290431.72
Base Unrealized Gain Loss
-68366.16
Base Accrued Interest
0
Local Market Value
222065.56
Local Total Cost Amount
290431.72
Local Unrealized Gain Loss
-68366.16
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Jul 2030
Maturity Date
2030-07-25T00:00:00.000
Interest Rate
1.529728
Original Face
4468000
Shares Par Value
4454319.12
Base Market Value
398010.34
Base Total Cost
510158.73
Base Unrealized Gain Loss
-112148.39
Base Accrued Interest
0
Local Market Value
398010.34
Local Total Cost Amount
510158.73
Local Unrealized Gain Loss
-112148.39
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Moody S Quality Rating
Aaa
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: FREDDIE MAC MULTICLASS CERTIFI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC MULTICLASS CERTIFI
Security Description
1.782% 25 Jun 2034
Maturity Date
2034-06-25T00:00:00.000
Interest Rate
1.78283
Original Face
3700000
Shares Par Value
3700000.00
Base Market Value
3121465.78
Base Total Cost
3802401.2
Base Unrealized Gain Loss
-680935.42
Base Accrued Interest
0
Local Market Value
3121465.78
Local Total Cost Amount
3802401.2
Local Unrealized Gain Loss
-680935.42
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 25 May 2050
Maturity Date
2050-05-25T00:00:00.000
Interest Rate
2.07643
Original Face
6588235
Shares Par Value
4348149.39
Base Market Value
329893.22
Base Total Cost
461990.87
Base Unrealized Gain Loss
-132097.65
Base Accrued Interest
1504.77
Local Market Value
329893.22
Local Total Cost Amount
461990.87
Local Unrealized Gain Loss
-132097.65
Local Accrued Interest
1504.77
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
3.5% 25 Oct 2050
Maturity Date
2050-10-25T00:00:00.000
Interest Rate
3.5
Original Face
8076909
Shares Par Value
4947460.29
Base Market Value
1003261.83
Base Total Cost
652446.32
Base Unrealized Gain Loss
350815.51
Base Accrued Interest
0
Local Market Value
1003261.83
Local Total Cost Amount
652446.32
Local Unrealized Gain Loss
350815.51
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
2.5% 25 Oct 2050
Maturity Date
2050-10-25T00:00:00.000
Interest Rate
2.5
Original Face
14257142
Shares Par Value
12064402.68
Base Market Value
1622379.85
Base Total Cost
1432647.83
Base Unrealized Gain Loss
189732.02
Base Accrued Interest
0
Local Market Value
1622379.85
Local Total Cost Amount
1432647.83
Local Unrealized Gain Loss
189732.02
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
2.5% 25 Oct 2050
Maturity Date
2050-10-25T00:00:00.000
Interest Rate
2.5
Original Face
7140000
Shares Par Value
6069591.76
Base Market Value
895655.67
Base Total Cost
487464.11
Base Unrealized Gain Loss
408191.56
Base Accrued Interest
0
Local Market Value
895655.67
Local Total Cost Amount
487464.11
Local Unrealized Gain Loss
408191.56
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
3.5% 25 Nov 2050
Maturity Date
2050-11-25T00:00:00.000
Interest Rate
3.5
Original Face
8674197
Shares Par Value
5462126.50
Base Market Value
1305966.59
Base Total Cost
749335.47
Base Unrealized Gain Loss
556631.12
Base Accrued Interest
0
Local Market Value
1305966.59
Local Total Cost Amount
749335.47
Local Unrealized Gain Loss
556631.12
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Jan 2031
Maturity Date
2031-01-25T00:00:00.000
Interest Rate
0.422022
Original Face
10584567
Shares Par Value
10573021.99
Base Market Value
235055.20
Base Total Cost
293649.18
Base Unrealized Gain Loss
-58593.98
Base Accrued Interest
0
Local Market Value
235055.2
Local Total Cost Amount
293649.18
Local Unrealized Gain Loss
-58593.98
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
2.5% 25 Apr 2051
Maturity Date
2051-04-25T00:00:00.000
Interest Rate
2.5
Original Face
6382186
Shares Par Value
4405767.87
Base Market Value
670017.28
Base Total Cost
567931.02
Base Unrealized Gain Loss
102086.26
Base Accrued Interest
0
Local Market Value
670017.28
Local Total Cost Amount
567931.02
Local Unrealized Gain Loss
102086.26
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Mar 2031
Maturity Date
2031-03-25T00:00:00.000
Interest Rate
0.613046
Original Face
7725000
Shares Par Value
7677656.95
Base Market Value
273394.45
Base Total Cost
348941.83
Base Unrealized Gain Loss
-75547.38
Base Accrued Interest
0
Local Market Value
273394.45
Local Total Cost Amount
348941.83
Local Unrealized Gain Loss
-75547.38
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FREDDIE MAC WHOLE LOAN SECURIT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC WHOLE LOAN SECURIT
Security Description
3.5% 25 Oct 2046
Maturity Date
2046-10-25T00:00:00.000
Interest Rate
3.5
Original Face
200000
Shares Par Value
20047.95
Base Market Value
19428.08
Base Total Cost
20451.31
Base Unrealized Gain Loss
-1023.23
Base Accrued Interest
0
Local Market Value
19428.08
Local Total Cost Amount
20451.31
Local Unrealized Gain Loss
-1023.23
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Mar 2028
Maturity Date
2028-03-25T00:00:00.000
Interest Rate
0.868815
Original Face
5760000
Shares Par Value
5757656.20
Base Market Value
186977.01
Base Total Cost
247538.92
Base Unrealized Gain Loss
-60561.91
Base Accrued Interest
0
Local Market Value
186977.01
Local Total Cost Amount
247538.92
Local Unrealized Gain Loss
-60561.91
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
3% 25 Sep 2051
Maturity Date
2051-09-25T00:00:00.000
Interest Rate
3
Original Face
1250000
Shares Par Value
1163908.45
Base Market Value
159038.43
Base Total Cost
165675.11
Base Unrealized Gain Loss
-6636.68
Base Accrued Interest
0
Local Market Value
159038.43
Local Total Cost Amount
165675.11
Local Unrealized Gain Loss
-6636.68
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
4% 25 Jun 2052
Maturity Date
2052-06-25T00:00:00.000
Interest Rate
4
Original Face
3500000
Shares Par Value
3511666.65
Base Market Value
3218264.44
Base Total Cost
3423874.99
Base Unrealized Gain Loss
-205610.55
Base Accrued Interest
0
Local Market Value
3218264.44
Local Total Cost Amount
3423874.99
Local Unrealized Gain Loss
-205610.55
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
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: FNMA POOL 447147
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 447147
Security Description
7.5% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
7.5
Original Face
3178934
Shares Par Value
4438.87
Base Market Value
4447.61
Base Total Cost
4612.72
Base Unrealized Gain Loss
-165.11
Base Accrued Interest
0
Local Market Value
4447.61
Local Total Cost Amount
4612.72
Local Unrealized Gain Loss
-165.11
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL 555432
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 555432
Security Description
1% 01 May 2033
Maturity Date
2033-05-01T00:00:00.000
Interest Rate
5.5
Original Face
57476
Shares Par Value
448.40
Base Market Value
478.90
Base Total Cost
503.31
Base Unrealized Gain Loss
-24.41
Base Accrued Interest
0
Local Market Value
478.9
Local Total Cost Amount
503.31
Local Unrealized Gain Loss
-24.41
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL 555667
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 555667
Security Description
1% 01 Jul 2033
Maturity Date
2033-07-01T00:00:00.000
Interest Rate
5.5
Original Face
297000
Shares Par Value
3570.31
Base Market Value
3823.66
Base Total Cost
3837.51
Base Unrealized Gain Loss
-13.85
Base Accrued Interest
0
Local Market Value
3823.66
Local Total Cost Amount
3837.51
Local Unrealized Gain Loss
-13.85
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL 555677
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 555677
Security Description
1% 01 Jul 2033
Maturity Date
2033-07-01T00:00:00.000
Interest Rate
5.5
Original Face
4620000
Shares Par Value
34432.26
Base Market Value
36814.97
Base Total Cost
36995.39
Base Unrealized Gain Loss
-180.42
Base Accrued Interest
0
Local Market Value
36814.97
Local Total Cost Amount
36995.39
Local Unrealized Gain Loss
-180.42
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL 555783
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 555783
Security Description
1% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
4.5
Original Face
1235000
Shares Par Value
21470.57
Base Market Value
22092.14
Base Total Cost
22145.8
Base Unrealized Gain Loss
-53.66
Base Accrued Interest
0
Local Market Value
22092.14
Local Total Cost Amount
22145.8
Local Unrealized Gain Loss
-53.66
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL 555800
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 555800
Security Description
1% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
5.5
Original Face
2690000
Shares Par Value
22910.65
Base Market Value
24357.46
Base Total Cost
24616.55
Base Unrealized Gain Loss
-259.09
Base Accrued Interest
0
Local Market Value
24357.46
Local Total Cost Amount
24616.55
Local Unrealized Gain Loss
-259.09
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL 555880
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 555880
Security Description
1% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
781000
Shares Par Value
7791.84
Base Market Value
8267.14
Base Total Cost
8378.24
Base Unrealized Gain Loss
-111.1
Base Accrued Interest
0
Local Market Value
8267.14
Local Total Cost Amount
8378.24
Local Unrealized Gain Loss
-111.1
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL 567840
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 567840
Security Description
7% 01 Oct 2030
Maturity Date
2030-10-01T00:00:00.000
Interest Rate
7
Original Face
108000
Shares Par Value
912.91
Base Market Value
984.47
Base Total Cost
1023.52
Base Unrealized Gain Loss
-39.05
Base Accrued Interest
0
Local Market Value
984.47
Local Total Cost Amount
1023.52
Local Unrealized Gain Loss
-39.05
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AH3396
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH3396
Security Description
4.5% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
4.5
Original Face
912205
Shares Par Value
168462.92
Base Market Value
173686.96
Base Total Cost
175019.5
Base Unrealized Gain Loss
-1332.54
Base Accrued Interest
0
Local Market Value
173686.96
Local Total Cost Amount
175019.5
Local Unrealized Gain Loss
-1332.54
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AH3426
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH3426
Security Description
3% 01 Jan 2026
Maturity Date
2026-01-01T00:00:00.000
Interest Rate
3
Original Face
2635949
Shares Par Value
104982.20
Base Market Value
104551.77
Base Total Cost
109829.42
Base Unrealized Gain Loss
-5277.65
Base Accrued Interest
0
Local Market Value
104551.77
Local Total Cost Amount
109829.42
Local Unrealized Gain Loss
-5277.65
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AH3613
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH3613
Security Description
3.5% 01 Jan 2026
Maturity Date
2026-01-01T00:00:00.000
Interest Rate
3.5
Original Face
11873382
Shares Par Value
458701.28
Base Market Value
458026.99
Base Total Cost
487943.49
Base Unrealized Gain Loss
-29916.5
Base Accrued Interest
0
Local Market Value
458026.99
Local Total Cost Amount
487943.49
Local Unrealized Gain Loss
-29916.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AH3802
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH3802
Security Description
5% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
5
Original Face
1000000
Shares Par Value
91655.16
Base Market Value
95958.37
Base Total Cost
102310.09
Base Unrealized Gain Loss
-6351.72
Base Accrued Interest
0
Local Market Value
95958.37
Local Total Cost Amount
102310.09
Local Unrealized Gain Loss
-6351.72
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AH3810
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH3810
Security Description
4% 01 Feb 2041
Interest Rate
4
Original Face
12000000
Shares Par Value
818315.16
Base Market Value
827627.59
Base Total Cost
847924.09
Base Unrealized Gain Loss
-20296.5
Base Accrued Interest
0
Local Market Value
827627.59
Local Total Cost Amount
847924.09
Local Unrealized Gain Loss
-20296.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AH5614
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH5614
Security Description
3.5% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
3.5
Original Face
653935
Shares Par Value
33862.60
Base Market Value
33745.10
Base Total Cost
35836.15
Base Unrealized Gain Loss
-2091.05
Base Accrued Interest
0
Local Market Value
33745.1
Local Total Cost Amount
35836.15
Local Unrealized Gain Loss
-2091.05
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AH7007
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH7007
Security Description
4% 01 Mar 2041
Interest Rate
4
Original Face
10000000
Shares Par Value
819171.90
Base Market Value
828510.46
Base Total Cost
855677.14
Base Unrealized Gain Loss
-27166.68
Base Accrued Interest
0
Local Market Value
828510.46
Local Total Cost Amount
855677.14
Local Unrealized Gain Loss
-27166.68
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AI0706
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI0706
Security Description
5% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
5
Original Face
1419680
Shares Par Value
40123.22
Base Market Value
41074.14
Base Total Cost
44367.45
Base Unrealized Gain Loss
-3293.31
Base Accrued Interest
0
Local Market Value
41074.14
Local Total Cost Amount
44367.45
Local Unrealized Gain Loss
-3293.31
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AI3574
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI3574
Security Description
5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5
Original Face
1018838
Shares Par Value
60155.39
Base Market Value
63317.76
Base Total Cost
69039.73
Base Unrealized Gain Loss
-5721.97
Base Accrued Interest
0
Local Market Value
63317.76
Local Total Cost Amount
69039.73
Local Unrealized Gain Loss
-5721.97
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AI4684
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI4684
Security Description
4.5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
4.5
Original Face
100000
Shares Par Value
16681.38
Base Market Value
16878.05
Base Total Cost
17326.95
Base Unrealized Gain Loss
-448.9
Base Accrued Interest
0
Local Market Value
16878.05
Local Total Cost Amount
17326.95
Local Unrealized Gain Loss
-448.9
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AI6900
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI6900
Security Description
3% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
3
Original Face
6743642
Shares Par Value
256090.28
Base Market Value
255250.30
Base Total Cost
267914.45
Base Unrealized Gain Loss
-12664.15
Base Accrued Interest
0
Local Market Value
255250.3
Local Total Cost Amount
267914.45
Local Unrealized Gain Loss
-12664.15
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AI9791
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI9791
Security Description
3.5% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
3.5
Original Face
3756835
Shares Par Value
199982.08
Base Market Value
199608.11
Base Total Cost
211637.29
Base Unrealized Gain Loss
-12029.18
Base Accrued Interest
0
Local Market Value
199608.11
Local Total Cost Amount
211637.29
Local Unrealized Gain Loss
-12029.18
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AI9793
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI9793
Security Description
3.5% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
3.5
Original Face
60000
Shares Par Value
2034.53
Base Market Value
2031.21
Base Total Cost
2149.76
Base Unrealized Gain Loss
-118.55
Base Accrued Interest
0
Local Market Value
2031.21
Local Total Cost Amount
2149.76
Local Unrealized Gain Loss
-118.55
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AJ1756
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ1756
Security Description
3% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
3
Original Face
18509236
Shares Par Value
833010.94
Base Market Value
830286.99
Base Total Cost
876243.76
Base Unrealized Gain Loss
-45956.77
Base Accrued Interest
0
Local Market Value
830286.99
Local Total Cost Amount
876243.76
Local Unrealized Gain Loss
-45956.77
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AJ1177
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ1177
Security Description
5% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
5
Original Face
160000
Shares Par Value
37331.33
Base Market Value
38496.07
Base Total Cost
42160.53
Base Unrealized Gain Loss
-3664.46
Base Accrued Interest
0
Local Market Value
38496.07
Local Total Cost Amount
42160.53
Local Unrealized Gain Loss
-3664.46
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AJ1213
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ1213
Security Description
4.5% 01 Sep 2041
Interest Rate
4.5
Original Face
7000000
Shares Par Value
572603.01
Base Market Value
590640.00
Base Total Cost
606584.12
Base Unrealized Gain Loss
-15944.12
Base Accrued Interest
0
Local Market Value
590640
Local Total Cost Amount
606584.12
Local Unrealized Gain Loss
-15944.12
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AJ1586
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ1586
Security Description
3% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
3
Original Face
3310524
Shares Par Value
157790.83
Base Market Value
157274.85
Base Total Cost
165076.33
Base Unrealized Gain Loss
-7801.48
Base Accrued Interest
0
Local Market Value
157274.85
Local Total Cost Amount
165076.33
Local Unrealized Gain Loss
-7801.48
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AJ3707
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ3707
Security Description
3% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
3
Original Face
1292557
Shares Par Value
59374.85
Base Market Value
59180.69
Base Total Cost
62116.3
Base Unrealized Gain Loss
-2935.61
Base Accrued Interest
0
Local Market Value
59180.69
Local Total Cost Amount
62116.3
Local Unrealized Gain Loss
-2935.61
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AJ5336
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ5336
Security Description
3% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
3
Original Face
1490290
Shares Par Value
86162.90
Base Market Value
85815.66
Base Total Cost
90141.2
Base Unrealized Gain Loss
-4325.54
Base Accrued Interest
0
Local Market Value
85815.66
Local Total Cost Amount
90141.2
Local Unrealized Gain Loss
-4325.54
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AJ6052
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ6052
Security Description
3% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
3
Original Face
5825197
Shares Par Value
638441.07
Base Market Value
635772.39
Base Total Cost
667919.09
Base Unrealized Gain Loss
-32146.7
Base Accrued Interest
0
Local Market Value
635772.39
Local Total Cost Amount
667919.09
Local Unrealized Gain Loss
-32146.7
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AJ7715
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ7715
Security Description
3% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
3
Original Face
1750000
Shares Par Value
132694.15
Base Market Value
132018.74
Base Total Cost
140137.46
Base Unrealized Gain Loss
-8118.72
Base Accrued Interest
0
Local Market Value
132018.74
Local Total Cost Amount
140137.46
Local Unrealized Gain Loss
-8118.72
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AJ7717
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ7717
Security Description
3% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
3
Original Face
3850000
Shares Par Value
241570.68
Base Market Value
240780.74
Base Total Cost
252724.44
Base Unrealized Gain Loss
-11943.7
Base Accrued Interest
0
Local Market Value
240780.74
Local Total Cost Amount
252724.44
Local Unrealized Gain Loss
-11943.7
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AJ9355
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ9355
Security Description
3% 01 Jan 2027
Maturity Date
2027-01-01T00:00:00.000
Interest Rate
3
Original Face
3665000
Shares Par Value
251430.80
Base Market Value
250266.68
Base Total Cost
263039.84
Base Unrealized Gain Loss
-12773.16
Base Accrued Interest
0
Local Market Value
250266.68
Local Total Cost Amount
263039.84
Local Unrealized Gain Loss
-12773.16
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AK2415
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK2415
Security Description
4% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
4
Original Face
600000
Shares Par Value
51419.54
Base Market Value
51881.29
Base Total Cost
56773.35
Base Unrealized Gain Loss
-4892.06
Base Accrued Interest
0
Local Market Value
51881.29
Local Total Cost Amount
56773.35
Local Unrealized Gain Loss
-4892.06
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA POOL AK3402
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK3402
Security Description
4% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
4
Original Face
442760
Shares Par Value
42720.95
Base Market Value
43206.26
Base Total Cost
46717.91
Base Unrealized Gain Loss
-3511.65
Base Accrued Interest
0
Local Market Value
43206.26
Local Total Cost Amount
46717.91
Local Unrealized Gain Loss
-3511.65
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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