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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 AT1887
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT1887
Security Description
3% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
3
Original Face
8439389
Shares Par Value
780916.50
Base Market Value
775528.18
Base Total Cost
816972.88
Base Unrealized Gain Loss
-41444.7
Base Accrued Interest
0
Local Market Value
775528.18
Local Total Cost Amount
816972.88
Local Unrealized Gain Loss
-41444.7
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 AT2016
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2016
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
500000
Shares Par Value
104667.99
Base Market Value
99994.56
Base Total Cost
112105.7
Base Unrealized Gain Loss
-12111.14
Base Accrued Interest
0
Local Market Value
99994.56
Local Total Cost Amount
112105.7
Local Unrealized Gain Loss
-12111.14
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 AT2014
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2014
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
4875000
Shares Par Value
1032907.69
Base Market Value
987232.51
Base Total Cost
1106399.06
Base Unrealized Gain Loss
-119166.55
Base Accrued Interest
0
Local Market Value
987232.51
Local Total Cost Amount
1106399.06
Local Unrealized Gain Loss
-119166.55
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 AT2032
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2032
Security Description
3.5% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3.5
Original Face
290000
Shares Par Value
60079.53
Base Market Value
58764.39
Base Total Cost
64802.38
Base Unrealized Gain Loss
-6037.99
Base Accrued Interest
0
Local Market Value
58764.39
Local Total Cost Amount
64802.38
Local Unrealized Gain Loss
-6037.99
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 AT2037
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2037
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
331200
Shares Par Value
61951.31
Base Market Value
59192.62
Base Total Cost
62527.97
Base Unrealized Gain Loss
-3335.35
Base Accrued Interest
0
Local Market Value
59192.62
Local Total Cost Amount
62527.97
Local Unrealized Gain Loss
-3335.35
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 AT2040
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2040
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
1100000
Shares Par Value
255642.10
Base Market Value
244166.33
Base Total Cost
265807.87
Base Unrealized Gain Loss
-21641.54
Base Accrued Interest
0
Local Market Value
244166.33
Local Total Cost Amount
265807.87
Local Unrealized Gain Loss
-21641.54
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 AT2043
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2043
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
500000
Shares Par Value
157460.33
Base Market Value
150385.64
Base Total Cost
163789.5
Base Unrealized Gain Loss
-13403.86
Base Accrued Interest
0
Local Market Value
150385.64
Local Total Cost Amount
163789.5
Local Unrealized Gain Loss
-13403.86
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 AT3121
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT3121
Security Description
3% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
3
Original Face
329000
Shares Par Value
56309.26
Base Market Value
56124.57
Base Total Cost
57804.98
Base Unrealized Gain Loss
-1680.41
Base Accrued Interest
0
Local Market Value
56124.57
Local Total Cost Amount
57804.98
Local Unrealized Gain Loss
-1680.41
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 AT6033
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT6033
Security Description
3% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
3
Original Face
414000
Shares Par Value
62893.72
Base Market Value
62687.43
Base Total Cost
64564.34
Base Unrealized Gain Loss
-1876.91
Base Accrued Interest
0
Local Market Value
62687.43
Local Total Cost Amount
64564.34
Local Unrealized Gain Loss
-1876.91
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 AT7207
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT7207
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
1250000
Shares Par Value
264259.79
Base Market Value
259711.88
Base Total Cost
286111.44
Base Unrealized Gain Loss
-26399.56
Base Accrued Interest
0
Local Market Value
259711.88
Local Total Cost Amount
286111.44
Local Unrealized Gain Loss
-26399.56
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 AT7720
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT7720
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
5644148
Shares Par Value
1519153.65
Base Market Value
1489955.52
Base Total Cost
1663473.25
Base Unrealized Gain Loss
-173517.73
Base Accrued Interest
0
Local Market Value
1489955.52
Local Total Cost Amount
1663473.25
Local Unrealized Gain Loss
-173517.73
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 AU4376
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU4376
Security Description
4.5% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
4.5
Original Face
500000
Shares Par Value
69217.64
Base Market Value
71269.25
Base Total Cost
76247.56
Base Unrealized Gain Loss
-4978.31
Base Accrued Interest
0
Local Market Value
71269.25
Local Total Cost Amount
76247.56
Local Unrealized Gain Loss
-4978.31
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 AU3763
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU3763
Security Description
3.5% 01 Aug 2043
Interest Rate
3.5
Original Face
210000
Shares Par Value
49265.37
Base Market Value
48415.54
Base Total Cost
53137.62
Base Unrealized Gain Loss
-4722.08
Base Accrued Interest
0
Local Market Value
48415.54
Local Total Cost Amount
53137.62
Local Unrealized Gain Loss
-4722.08
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 AU5743
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU5743
Security Description
3% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
3
Original Face
1285460
Shares Par Value
223350.49
Base Market Value
219341.35
Base Total Cost
230836.23
Base Unrealized Gain Loss
-11494.88
Base Accrued Interest
0
Local Market Value
219341.35
Local Total Cost Amount
230836.23
Local Unrealized Gain Loss
-11494.88
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 AU5943
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU5943
Security Description
3.5% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
3.5
Original Face
467431
Shares Par Value
70994.59
Base Market Value
71054.23
Base Total Cost
74943.63
Base Unrealized Gain Loss
-3889.4
Base Accrued Interest
0
Local Market Value
71054.23
Local Total Cost Amount
74943.63
Local Unrealized Gain Loss
-3889.4
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 AU8774
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU8774
Security Description
3% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
3
Original Face
491000
Shares Par Value
111523.92
Base Market Value
111158.12
Base Total Cost
113928.67
Base Unrealized Gain Loss
-2770.55
Base Accrued Interest
0
Local Market Value
111158.12
Local Total Cost Amount
113928.67
Local Unrealized Gain Loss
-2770.55
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 AV0298
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV0298
Security Description
3% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
3
Original Face
121000
Shares Par Value
23844.59
Base Market Value
23766.38
Base Total Cost
24485.43
Base Unrealized Gain Loss
-719.05
Base Accrued Interest
0
Local Market Value
23766.38
Local Total Cost Amount
24485.43
Local Unrealized Gain Loss
-719.05
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 AV2357
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV2357
Security Description
4% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
4
Original Face
2398106
Shares Par Value
577070.78
Base Market Value
580879.45
Base Total Cost
631712.2
Base Unrealized Gain Loss
-50832.75
Base Accrued Interest
0
Local Market Value
580879.45
Local Total Cost Amount
631712.2
Local Unrealized Gain Loss
-50832.75
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 AV4459
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV4459
Security Description
3% 01 Jan 2029
Maturity Date
2029-01-01T00:00:00.000
Interest Rate
3
Original Face
907835
Shares Par Value
148582.87
Base Market Value
145915.81
Base Total Cost
153562.72
Base Unrealized Gain Loss
-7646.91
Base Accrued Interest
0
Local Market Value
145915.81
Local Total Cost Amount
153562.72
Local Unrealized Gain Loss
-7646.91
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 AV3994
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV3994
Security Description
3.5% 01 Dec 2028
Maturity Date
2028-12-01T00:00:00.000
Interest Rate
3.5
Original Face
1881843
Shares Par Value
336105.38
Base Market Value
337748.94
Base Total Cost
354801.26
Base Unrealized Gain Loss
-17052.32
Base Accrued Interest
0
Local Market Value
337748.94
Local Total Cost Amount
354801.26
Local Unrealized Gain Loss
-17052.32
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 AW2060
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW2060
Security Description
4.5% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
4.5
Original Face
40285
Shares Par Value
4685.34
Base Market Value
4708.72
Base Total Cost
5216.75
Base Unrealized Gain Loss
-508.03
Base Accrued Interest
0
Local Market Value
4708.72
Local Total Cost Amount
5216.75
Local Unrealized Gain Loss
-508.03
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 AW2461
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW2461
Security Description
3% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
3
Original Face
866921
Shares Par Value
129010.64
Base Market Value
127995.33
Base Total Cost
133253.88
Base Unrealized Gain Loss
-5258.55
Base Accrued Interest
0
Local Market Value
127995.33
Local Total Cost Amount
133253.88
Local Unrealized Gain Loss
-5258.55
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 AW3584
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW3584
Security Description
4.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
4.5
Original Face
32619
Shares Par Value
3259.83
Base Market Value
3340.97
Base Total Cost
3634.9
Base Unrealized Gain Loss
-293.93
Base Accrued Interest
0
Local Market Value
3340.97
Local Total Cost Amount
3634.9
Local Unrealized Gain Loss
-293.93
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 AW3693
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW3693
Security Description
3.5% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
3.5
Original Face
2896176
Shares Par Value
255414.57
Base Market Value
254717.29
Base Total Cost
271816.97
Base Unrealized Gain Loss
-17099.68
Base Accrued Interest
0
Local Market Value
254717.29
Local Total Cost Amount
271816.97
Local Unrealized Gain Loss
-17099.68
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 AW5242
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW5242
Security Description
3% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
3
Original Face
1960551
Shares Par Value
560701.14
Base Market Value
558856.43
Base Total Cost
579142.96
Base Unrealized Gain Loss
-20286.53
Base Accrued Interest
0
Local Market Value
558856.43
Local Total Cost Amount
579142.96
Local Unrealized Gain Loss
-20286.53
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 AW6898
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW6898
Security Description
3.5% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
3.5
Original Face
829765
Shares Par Value
134095.96
Base Market Value
134685.98
Base Total Cost
142854.11
Base Unrealized Gain Loss
-8168.13
Base Accrued Interest
0
Local Market Value
134685.98
Local Total Cost Amount
142854.11
Local Unrealized Gain Loss
-8168.13
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 AW8154
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW8154
Security Description
3.5% 01 Jan 2042
Maturity Date
2042-01-01T00:00:00.000
Interest Rate
3.5
Original Face
1047732
Shares Par Value
232795.77
Base Market Value
228910.41
Base Total Cost
239634.15
Base Unrealized Gain Loss
-10723.74
Base Accrued Interest
0
Local Market Value
228910.41
Local Total Cost Amount
239634.15
Local Unrealized Gain Loss
-10723.74
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 AW8632
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW8632
Security Description
3% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
3
Original Face
1622171
Shares Par Value
183278.90
Base Market Value
179402.55
Base Total Cost
182820.73
Base Unrealized Gain Loss
-3418.18
Base Accrued Interest
0
Local Market Value
179402.55
Local Total Cost Amount
182820.73
Local Unrealized Gain Loss
-3418.18
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 AX0901
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX0901
Security Description
3.5% 01 Oct 2044
Maturity Date
2044-10-01T00:00:00.000
Interest Rate
3.5
Original Face
54293
Shares Par Value
10866.51
Base Market Value
10679.28
Base Total Cost
11699.87
Base Unrealized Gain Loss
-1020.59
Base Accrued Interest
0
Local Market Value
10679.28
Local Total Cost Amount
11699.87
Local Unrealized Gain Loss
-1020.59
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 AX1032
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX1032
Security Description
3.5% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
3.5
Original Face
7177992
Shares Par Value
1742148.62
Base Market Value
1750685.15
Base Total Cost
1854027.22
Base Unrealized Gain Loss
-103342.07
Base Accrued Interest
0
Local Market Value
1750685.15
Local Total Cost Amount
1854027.22
Local Unrealized Gain Loss
-103342.07
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 AX3583
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX3583
Security Description
3.5% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
3.5
Original Face
215000
Shares Par Value
44313.62
Base Market Value
43549.21
Base Total Cost
47977.03
Base Unrealized Gain Loss
-4427.82
Base Accrued Interest
0
Local Market Value
43549.21
Local Total Cost Amount
47977.03
Local Unrealized Gain Loss
-4427.82
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 AX3298
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX3298
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
276834
Shares Par Value
73429.42
Base Market Value
73187.10
Base Total Cost
76561.66
Base Unrealized Gain Loss
-3374.56
Base Accrued Interest
0
Local Market Value
73187.1
Local Total Cost Amount
76561.66
Local Unrealized Gain Loss
-3374.56
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 AX4301
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX4301
Security Description
2.5% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
2.5
Original Face
551313
Shares Par Value
122699.44
Base Market Value
118690.85
Base Total Cost
124156.49
Base Unrealized Gain Loss
-5465.64
Base Accrued Interest
0
Local Market Value
118690.85
Local Total Cost Amount
124156.49
Local Unrealized Gain Loss
-5465.64
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 AX9700
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX9700
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
352824
Shares Par Value
70366.73
Base Market Value
70134.52
Base Total Cost
73247.38
Base Unrealized Gain Loss
-3112.86
Base Accrued Interest
0
Local Market Value
70134.52
Local Total Cost Amount
73247.38
Local Unrealized Gain Loss
-3112.86
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 AY4490
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY4490
Security Description
3.5% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
3.5
Original Face
110000
Shares Par Value
25483.34
Base Market Value
24940.04
Base Total Cost
27412.69
Base Unrealized Gain Loss
-2472.65
Base Accrued Interest
0
Local Market Value
24940.04
Local Total Cost Amount
27412.69
Local Unrealized Gain Loss
-2472.65
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 AY4688
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY4688
Security Description
4% 01 Aug 2031
Maturity Date
2031-08-01T00:00:00.000
Interest Rate
4
Original Face
66000
Shares Par Value
16629.76
Base Market Value
16808.70
Base Total Cost
17752.28
Base Unrealized Gain Loss
-943.58
Base Accrued Interest
0
Local Market Value
16808.7
Local Total Cost Amount
17752.28
Local Unrealized Gain Loss
-943.58
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 AY4707
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY4707
Security Description
4% 01 Aug 2031
Maturity Date
2031-08-01T00:00:00.000
Interest Rate
4
Original Face
97000
Shares Par Value
35939.39
Base Market Value
36525.20
Base Total Cost
38365.31
Base Unrealized Gain Loss
-1840.11
Base Accrued Interest
0
Local Market Value
36525.2
Local Total Cost Amount
38365.31
Local Unrealized Gain Loss
-1840.11
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 AY5580
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY5580
Security Description
3.5% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
3.5
Original Face
1235000
Shares Par Value
260429.44
Base Market Value
255189.60
Base Total Cost
280758.56
Base Unrealized Gain Loss
-25568.96
Base Accrued Interest
0
Local Market Value
255189.6
Local Total Cost Amount
280758.56
Local Unrealized Gain Loss
-25568.96
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 AY5912
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY5912
Security Description
3% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
3
Original Face
199017
Shares Par Value
92379.03
Base Market Value
87645.53
Base Total Cost
88225.65
Base Unrealized Gain Loss
-580.12
Base Accrued Interest
0
Local Market Value
87645.53
Local Total Cost Amount
88225.65
Local Unrealized Gain Loss
-580.12
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 AY6051
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY6051
Security Description
3.5% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
3.5
Original Face
2050000
Shares Par Value
290861.03
Base Market Value
284433.00
Base Total Cost
310052.03
Base Unrealized Gain Loss
-25619.03
Base Accrued Interest
0
Local Market Value
284433
Local Total Cost Amount
310052.03
Local Unrealized Gain Loss
-25619.03
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 AY6528
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY6528
Security Description
4% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
4
Original Face
4110000
Shares Par Value
478459.20
Base Market Value
478411.35
Base Total Cost
517946.44
Base Unrealized Gain Loss
-39535.09
Base Accrued Interest
0
Local Market Value
478411.35
Local Total Cost Amount
517946.44
Local Unrealized Gain Loss
-39535.09
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 AY8416
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY8416
Security Description
3% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
3
Original Face
1321805
Shares Par Value
435176.91
Base Market Value
414022.96
Base Total Cost
440548.61
Base Unrealized Gain Loss
-26525.65
Base Accrued Interest
0
Local Market Value
414022.96
Local Total Cost Amount
440548.61
Local Unrealized Gain Loss
-26525.65
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 AY8691
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY8691
Security Description
3% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
3
Original Face
198082
Shares Par Value
83755.04
Base Market Value
79615.03
Base Total Cost
84788.91
Base Unrealized Gain Loss
-5173.88
Base Accrued Interest
0
Local Market Value
79615.03
Local Total Cost Amount
84788.91
Local Unrealized Gain Loss
-5173.88
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 AY9831
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY9831
Security Description
3% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
3
Original Face
195597
Shares Par Value
89666.64
Base Market Value
85223.66
Base Total Cost
85747.31
Base Unrealized Gain Loss
-523.65
Base Accrued Interest
0
Local Market Value
85223.66
Local Total Cost Amount
85747.31
Local Unrealized Gain Loss
-523.65
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 AY9087
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY9087
Security Description
3.5% 01 May 2035
Maturity Date
2035-05-01T00:00:00.000
Interest Rate
3.5
Original Face
550000
Shares Par Value
181451.67
Base Market Value
181455.30
Base Total Cost
194837.38
Base Unrealized Gain Loss
-13382.08
Base Accrued Interest
0
Local Market Value
181455.3
Local Total Cost Amount
194837.38
Local Unrealized Gain Loss
-13382.08
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 AY9377
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY9377
Security Description
3% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
3
Original Face
787102
Shares Par Value
270530.82
Base Market Value
257172.01
Base Total Cost
273658.84
Base Unrealized Gain Loss
-16486.83
Base Accrued Interest
0
Local Market Value
257172.01
Local Total Cost Amount
273658.84
Local Unrealized Gain Loss
-16486.83
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 AZ2297
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ2297
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
217821
Shares Par Value
48163.33
Base Market Value
47886.39
Base Total Cost
49954.41
Base Unrealized Gain Loss
-2068.02
Base Accrued Interest
0
Local Market Value
47886.39
Local Total Cost Amount
49954.41
Local Unrealized Gain Loss
-2068.02
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 AZ3901
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ3901
Security Description
4% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
4
Original Face
200000
Shares Par Value
42338.46
Base Market Value
42350.74
Base Total Cost
42744.91
Base Unrealized Gain Loss
-394.17
Base Accrued Interest
0
Local Market Value
42350.74
Local Total Cost Amount
42744.91
Local Unrealized Gain Loss
-394.17
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 AZ4750
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ4750
Security Description
3.5% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
3.5
Original Face
1800000
Shares Par Value
430810.07
Base Market Value
421439.95
Base Total Cost
464783.73
Base Unrealized Gain Loss
-43343.78
Base Accrued Interest
0
Local Market Value
421439.95
Local Total Cost Amount
464783.73
Local Unrealized Gain Loss
-43343.78
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 AZ4775
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ4775
Security Description
3.5% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
3.5
Original Face
1425000
Shares Par Value
228072.69
Base Market Value
223030.00
Base Total Cost
242947.58
Base Unrealized Gain Loss
-19917.58
Base Accrued Interest
0
Local Market Value
223030
Local Total Cost Amount
242947.58
Local Unrealized Gain Loss
-19917.58
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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