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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: FNMA POOL AS7375
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7375
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
1900000
Shares Par Value
434392.17
Base Market Value
411751.65
Base Total Cost
459473.97
Base Unrealized Gain Loss
-47722.32
Base Accrued Interest
0
Local Market Value
411751.65
Local Total Cost Amount
459473.97
Local Unrealized Gain Loss
-47722.32
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 AS7492
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7492
Security Description
4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4
Original Face
400000
Shares Par Value
37109.82
Base Market Value
37339.90
Base Total Cost
39869.88
Base Unrealized Gain Loss
-2529.98
Base Accrued Interest
0
Local Market Value
37339.9
Local Total Cost Amount
39869.88
Local Unrealized Gain Loss
-2529.98
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 AS7538
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7538
Security Description
3% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
3
Original Face
2270000
Shares Par Value
451080.44
Base Market Value
427033.34
Base Total Cost
477175.45
Base Unrealized Gain Loss
-50142.11
Base Accrued Interest
0
Local Market Value
427033.34
Local Total Cost Amount
477175.45
Local Unrealized Gain Loss
-50142.11
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 AS7580
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7580
Security Description
3% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
3
Original Face
950000
Shares Par Value
210121.38
Base Market Value
199079.50
Base Total Cost
221953.33
Base Unrealized Gain Loss
-22873.83
Base Accrued Interest
0
Local Market Value
199079.5
Local Total Cost Amount
221953.33
Local Unrealized Gain Loss
-22873.83
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 AS7554
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7554
Security Description
4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4
Original Face
3746000
Shares Par Value
948032.55
Base Market Value
953739.71
Base Total Cost
1001655.65
Base Unrealized Gain Loss
-47915.94
Base Accrued Interest
0
Local Market Value
953739.71
Local Total Cost Amount
1001655.65
Local Unrealized Gain Loss
-47915.94
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 AS7558
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7558
Security Description
4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4
Original Face
925000
Shares Par Value
116656.26
Base Market Value
117308.37
Base Total Cost
125527.98
Base Unrealized Gain Loss
-8219.61
Base Accrued Interest
0
Local Market Value
117308.37
Local Total Cost Amount
125527.98
Local Unrealized Gain Loss
-8219.61
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 AS7568
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7568
Security Description
4.5% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4.5
Original Face
650000
Shares Par Value
83767.16
Base Market Value
85594.12
Base Total Cost
92498.39
Base Unrealized Gain Loss
-6904.27
Base Accrued Interest
0
Local Market Value
85594.12
Local Total Cost Amount
92498.39
Local Unrealized Gain Loss
-6904.27
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 AS7601
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7601
Security Description
4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4
Original Face
1400000
Shares Par Value
252772.84
Base Market Value
254395.64
Base Total Cost
274028.51
Base Unrealized Gain Loss
-19632.87
Base Accrued Interest
0
Local Market Value
254395.64
Local Total Cost Amount
274028.51
Local Unrealized Gain Loss
-19632.87
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 AS7605
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7605
Security Description
2.5% 01 Jul 2031
Maturity Date
2031-07-01T00:00:00.000
Interest Rate
2.5
Original Face
1314268
Shares Par Value
442434.23
Base Market Value
433952.77
Base Total Cost
456574.8
Base Unrealized Gain Loss
-22622.03
Base Accrued Interest
0
Local Market Value
433952.77
Local Total Cost Amount
456574.8
Local Unrealized Gain Loss
-22622.03
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 AS7617
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7617
Security Description
2.5% 01 Jul 2031
Maturity Date
2031-07-01T00:00:00.000
Interest Rate
2.5
Original Face
1931385
Shares Par Value
604463.11
Base Market Value
592875.55
Base Total Cost
626067.94
Base Unrealized Gain Loss
-33192.39
Base Accrued Interest
0
Local Market Value
592875.55
Local Total Cost Amount
626067.94
Local Unrealized Gain Loss
-33192.39
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 AS7683
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7683
Security Description
3% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3
Original Face
4934547
Shares Par Value
1864002.38
Base Market Value
1763029.37
Base Total Cost
1990405.06
Base Unrealized Gain Loss
-227375.69
Base Accrued Interest
0
Local Market Value
1763029.37
Local Total Cost Amount
1990405.06
Local Unrealized Gain Loss
-227375.69
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 AS7801
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7801
Security Description
3.5% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3.5
Original Face
1275000
Shares Par Value
222869.60
Base Market Value
217616.56
Base Total Cost
236491.41
Base Unrealized Gain Loss
-18874.85
Base Accrued Interest
0
Local Market Value
217616.56
Local Total Cost Amount
236491.41
Local Unrealized Gain Loss
-18874.85
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 AS7827
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7827
Security Description
2.5% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
2.5
Original Face
1443000
Shares Par Value
459024.79
Base Market Value
450225.28
Base Total Cost
455223.49
Base Unrealized Gain Loss
-4998.21
Base Accrued Interest
0
Local Market Value
450225.28
Local Total Cost Amount
455223.49
Local Unrealized Gain Loss
-4998.21
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 AS7868
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7868
Security Description
4% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4
Original Face
1045020
Shares Par Value
186989.05
Base Market Value
187957.65
Base Total Cost
202065.98
Base Unrealized Gain Loss
-14108.33
Base Accrued Interest
0
Local Market Value
187957.65
Local Total Cost Amount
202065.98
Local Unrealized Gain Loss
-14108.33
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 AS7844
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7844
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
1325000
Shares Par Value
428844.82
Base Market Value
406360.49
Base Total Cost
456526.75
Base Unrealized Gain Loss
-50166.26
Base Accrued Interest
0
Local Market Value
406360.49
Local Total Cost Amount
456526.75
Local Unrealized Gain Loss
-50166.26
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 AS8193
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8193
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
2429661
Shares Par Value
791443.19
Base Market Value
776263.31
Base Total Cost
817072.52
Base Unrealized Gain Loss
-40809.21
Base Accrued Interest
0
Local Market Value
776263.31
Local Total Cost Amount
817072.52
Local Unrealized Gain Loss
-40809.21
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 AS8195
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8195
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
60000
Shares Par Value
20053.78
Base Market Value
19669.35
Base Total Cost
19386.36
Base Unrealized Gain Loss
282.99
Base Accrued Interest
0
Local Market Value
19669.35
Local Total Cost Amount
19386.36
Local Unrealized Gain Loss
282.99
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 AS8208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8208
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
3100234
Shares Par Value
1084871.77
Base Market Value
1064063.93
Base Total Cost
1119725.76
Base Unrealized Gain Loss
-55661.83
Base Accrued Interest
0
Local Market Value
1064063.93
Local Total Cost Amount
1119725.76
Local Unrealized Gain Loss
-55661.83
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 AS8240
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8240
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
1855431
Shares Par Value
642482.86
Base Market Value
630160.04
Base Total Cost
660289.75
Base Unrealized Gain Loss
-30129.71
Base Accrued Interest
0
Local Market Value
630160.04
Local Total Cost Amount
660289.75
Local Unrealized Gain Loss
-30129.71
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 AS8241
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8241
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
1547142
Shares Par Value
494816.76
Base Market Value
485331.12
Base Total Cost
510914.09
Base Unrealized Gain Loss
-25582.97
Base Accrued Interest
0
Local Market Value
485331.12
Local Total Cost Amount
510914.09
Local Unrealized Gain Loss
-25582.97
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 AS8245
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8245
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
1274227
Shares Par Value
420767.58
Base Market Value
412701.47
Base Total Cost
435297.2
Base Unrealized Gain Loss
-22595.73
Base Accrued Interest
0
Local Market Value
412701.47
Local Total Cost Amount
435297.2
Local Unrealized Gain Loss
-22595.73
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 AS8251
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8251
Security Description
2% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2
Original Face
1168000
Shares Par Value
397830.10
Base Market Value
380429.01
Base Total Cost
378560.22
Base Unrealized Gain Loss
1868.79
Base Accrued Interest
0
Local Market Value
380429.01
Local Total Cost Amount
378560.22
Local Unrealized Gain Loss
1868.79
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 AS8291
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8291
Security Description
2% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2
Original Face
77000
Shares Par Value
24523.68
Base Market Value
23450.77
Base Total Cost
23335.81
Base Unrealized Gain Loss
114.96
Base Accrued Interest
0
Local Market Value
23450.77
Local Total Cost Amount
23335.81
Local Unrealized Gain Loss
114.96
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 AS8348
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8348
Security Description
3% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
3
Original Face
755183
Shares Par Value
317403.69
Base Market Value
310347.81
Base Total Cost
321619.2
Base Unrealized Gain Loss
-11271.39
Base Accrued Interest
0
Local Market Value
310347.81
Local Total Cost Amount
321619.2
Local Unrealized Gain Loss
-11271.39
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 AS8349
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8349
Security Description
3% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
3
Original Face
316149
Shares Par Value
126805.57
Base Market Value
123989.22
Base Total Cost
128489.71
Base Unrealized Gain Loss
-4500.49
Base Accrued Interest
0
Local Market Value
123989.22
Local Total Cost Amount
128489.71
Local Unrealized Gain Loss
-4500.49
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 AS8380
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8380
Security Description
4% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
4
Original Face
2505669
Shares Par Value
419242.62
Base Market Value
419435.47
Base Total Cost
452454.49
Base Unrealized Gain Loss
-33019.02
Base Accrued Interest
0
Local Market Value
419435.47
Local Total Cost Amount
452454.49
Local Unrealized Gain Loss
-33019.02
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 AS8387
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8387
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
164713
Shares Par Value
55639.19
Base Market Value
54572.03
Base Total Cost
56247.74
Base Unrealized Gain Loss
-1675.71
Base Accrued Interest
0
Local Market Value
54572.03
Local Total Cost Amount
56247.74
Local Unrealized Gain Loss
-1675.71
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 AS8405
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8405
Security Description
2% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2
Original Face
1333000
Shares Par Value
452824.42
Base Market Value
433013.35
Base Total Cost
427423.82
Base Unrealized Gain Loss
5589.53
Base Accrued Interest
0
Local Market Value
433013.35
Local Total Cost Amount
427423.82
Local Unrealized Gain Loss
5589.53
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 AS8528
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8528
Security Description
3.5% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
1685000
Shares Par Value
603562.21
Base Market Value
589752.71
Base Total Cost
642310.89
Base Unrealized Gain Loss
-52558.18
Base Accrued Interest
0
Local Market Value
589752.71
Local Total Cost Amount
642310.89
Local Unrealized Gain Loss
-52558.18
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 AS8572
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8572
Security Description
3.5% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
2050000
Shares Par Value
521005.80
Base Market Value
509475.94
Base Total Cost
553287.31
Base Unrealized Gain Loss
-43811.37
Base Accrued Interest
0
Local Market Value
509475.94
Local Total Cost Amount
553287.31
Local Unrealized Gain Loss
-43811.37
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 AS8574
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8574
Security Description
4% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
4
Original Face
1710000
Shares Par Value
474552.72
Base Market Value
476128.24
Base Total Cost
513333.18
Base Unrealized Gain Loss
-37204.94
Base Accrued Interest
0
Local Market Value
476128.24
Local Total Cost Amount
513333.18
Local Unrealized Gain Loss
-37204.94
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 AS8553
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8553
Security Description
3% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
3
Original Face
894547
Shares Par Value
411546.97
Base Market Value
402385.93
Base Total Cost
411739.87
Base Unrealized Gain Loss
-9353.94
Base Accrued Interest
0
Local Market Value
402385.93
Local Total Cost Amount
411739.87
Local Unrealized Gain Loss
-9353.94
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 AS8583
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8583
Security Description
3.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
1555000
Shares Par Value
323111.10
Base Market Value
315963.88
Base Total Cost
341777.23
Base Unrealized Gain Loss
-25813.35
Base Accrued Interest
0
Local Market Value
315963.88
Local Total Cost Amount
341777.23
Local Unrealized Gain Loss
-25813.35
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 AS8650
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8650
Security Description
3% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3
Original Face
2360000
Shares Par Value
723763.15
Base Market Value
681394.06
Base Total Cost
765270.97
Base Unrealized Gain Loss
-83876.91
Base Accrued Interest
0
Local Market Value
681394.06
Local Total Cost Amount
765270.97
Local Unrealized Gain Loss
-83876.91
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 AS8663
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8663
Security Description
4.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
4.5
Original Face
1400000
Shares Par Value
286533.97
Base Market Value
291837.71
Base Total Cost
313221.75
Base Unrealized Gain Loss
-21384.04
Base Accrued Interest
0
Local Market Value
291837.71
Local Total Cost Amount
313221.75
Local Unrealized Gain Loss
-21384.04
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 AS8678
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8678
Security Description
2.5% 01 Jan 2032
Maturity Date
2032-01-01T00:00:00.000
Interest Rate
2.5
Original Face
55602
Shares Par Value
20174.14
Base Market Value
19787.20
Base Total Cost
20342.79
Base Unrealized Gain Loss
-555.59
Base Accrued Interest
0
Local Market Value
19787.2
Local Total Cost Amount
20342.79
Local Unrealized Gain Loss
-555.59
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 AS8784
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8784
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
1475000
Shares Par Value
453785.42
Base Market Value
429276.47
Base Total Cost
479664.8
Base Unrealized Gain Loss
-50388.33
Base Accrued Interest
0
Local Market Value
429276.47
Local Total Cost Amount
479664.8
Local Unrealized Gain Loss
-50388.33
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 AS8792
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8792
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
1884370
Shares Par Value
963150.44
Base Market Value
910938.05
Base Total Cost
957281.27
Base Unrealized Gain Loss
-46343.22
Base Accrued Interest
0
Local Market Value
910938.05
Local Total Cost Amount
957281.27
Local Unrealized Gain Loss
-46343.22
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 AS9884
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9884
Security Description
4% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
4
Original Face
1025000
Shares Par Value
178208.78
Base Market Value
178640.05
Base Total Cost
190745.76
Base Unrealized Gain Loss
-12105.71
Base Accrued Interest
0
Local Market Value
178640.05
Local Total Cost Amount
190745.76
Local Unrealized Gain Loss
-12105.71
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 AS9316
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9316
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
622450
Shares Par Value
231702.72
Base Market Value
227258.66
Base Total Cost
230661.87
Base Unrealized Gain Loss
-3403.21
Base Accrued Interest
0
Local Market Value
227258.66
Local Total Cost Amount
230661.87
Local Unrealized Gain Loss
-3403.21
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 AS9318
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9318
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
982917
Shares Par Value
366972.56
Base Market Value
359934.03
Base Total Cost
365166.36
Base Unrealized Gain Loss
-5232.33
Base Accrued Interest
0
Local Market Value
359934.03
Local Total Cost Amount
365166.36
Local Unrealized Gain Loss
-5232.33
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 AS9321
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9321
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
841422
Shares Par Value
364811.27
Base Market Value
357806.89
Base Total Cost
362617.75
Base Unrealized Gain Loss
-4810.86
Base Accrued Interest
0
Local Market Value
357806.89
Local Total Cost Amount
362617.75
Local Unrealized Gain Loss
-4810.86
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 AS9505
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9505
Security Description
3% 01 Apr 2032
Interest Rate
3
Original Face
650000
Shares Par Value
193587.63
Base Market Value
191876.32
Base Total Cost
204122.66
Base Unrealized Gain Loss
-12246.34
Base Accrued Interest
0
Local Market Value
191876.32
Local Total Cost Amount
204122.66
Local Unrealized Gain Loss
-12246.34
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 AS9589
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9589
Security Description
4% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
4
Original Face
1245000
Shares Par Value
245921.68
Base Market Value
248265.31
Base Total Cost
267607.06
Base Unrealized Gain Loss
-19341.75
Base Accrued Interest
0
Local Market Value
248265.31
Local Total Cost Amount
267607.06
Local Unrealized Gain Loss
-19341.75
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 AS9622
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9622
Security Description
5% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
5
Original Face
1127008
Shares Par Value
484882.69
Base Market Value
506193.28
Base Total Cost
514959.96
Base Unrealized Gain Loss
-8766.68
Base Accrued Interest
0
Local Market Value
506193.28
Local Total Cost Amount
514959.96
Local Unrealized Gain Loss
-8766.68
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 AS9642
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9642
Security Description
3.5% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1950000
Shares Par Value
410873.05
Base Market Value
408863.88
Base Total Cost
434434.05
Base Unrealized Gain Loss
-25570.17
Base Accrued Interest
0
Local Market Value
408863.88
Local Total Cost Amount
434434.05
Local Unrealized Gain Loss
-25570.17
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 AS9988
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9988
Security Description
4.5% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
4.5
Original Face
161000
Shares Par Value
21718.14
Base Market Value
22049.12
Base Total Cost
23508.82
Base Unrealized Gain Loss
-1459.7
Base Accrued Interest
0
Local Market Value
22049.12
Local Total Cost Amount
23508.82
Local Unrealized Gain Loss
-1459.7
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 AS9988
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9988
Security Description
4.5% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
4.5
Original Face
1140000
Shares Par Value
153780.64
Base Market Value
156124.26
Base Total Cost
166692.06
Base Unrealized Gain Loss
-10567.8
Base Accrued Interest
0
Local Market Value
156124.26
Local Total Cost Amount
166692.06
Local Unrealized Gain Loss
-10567.8
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 AS9975
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9975
Security Description
4% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
4
Original Face
850000
Shares Par Value
124675.31
Base Market Value
124823.67
Base Total Cost
133457.44
Base Unrealized Gain Loss
-8633.77
Base Accrued Interest
0
Local Market Value
124823.67
Local Total Cost Amount
133457.44
Local Unrealized Gain Loss
-8633.77
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 AS9980
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9980
Security Description
4% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
4
Original Face
300000
Shares Par Value
88181.72
Base Market Value
89180.82
Base Total Cost
93885.99
Base Unrealized Gain Loss
-4705.17
Base Accrued Interest
0
Local Market Value
89180.82
Local Total Cost Amount
93885.99
Local Unrealized Gain Loss
-4705.17
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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