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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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Jun 2035
Maturity Date
2035-06-25T00:00:00.000
Interest Rate
5.09643
Original Face
3724578
Shares Par Value
71638.79
Base Market Value
7177.57
Base Total Cost
8635.58
Base Unrealized Gain Loss
-1458.01
Base Accrued Interest
60.85
Local Market Value
7177.57
Local Total Cost Amount
8635.58
Local Unrealized Gain Loss
-1458.01
Local Accrued Interest
60.85
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Oct 2035
Maturity Date
2035-10-25T00:00:00.000
Interest Rate
5.07643
Original Face
8410682
Shares Par Value
208798.97
Base Market Value
24189.76
Base Total Cost
26048.62
Base Unrealized Gain Loss
-1858.86
Base Accrued Interest
176.66
Local Market Value
24189.76
Local Total Cost Amount
26048.62
Local Unrealized Gain Loss
-1858.86
Local Accrued Interest
176.66
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Mar 2036
Maturity Date
2036-03-25T00:00:00.000
Interest Rate
4.52643
Original Face
1405357
Shares Par Value
36286.95
Base Market Value
2870.05
Base Total Cost
3503.17
Base Unrealized Gain Loss
-633.12
Base Accrued Interest
27.37
Local Market Value
2870.05
Local Total Cost Amount
3503.17
Local Unrealized Gain Loss
-633.12
Local Accrued Interest
27.37
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% 15 Feb 2035
Maturity Date
2035-02-15T00:00:00.000
Interest Rate
5.426
Original Face
3152652
Shares Par Value
58718.24
Base Market Value
4784.47
Base Total Cost
6710.59
Base Unrealized Gain Loss
-1926.12
Base Accrued Interest
141.6
Local Market Value
4784.47
Local Total Cost Amount
6710.59
Local Unrealized Gain Loss
-1926.12
Local Accrued Interest
141.6
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: FANNIEMAE STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE STRIP
Security Description
4.5% 25 Jan 2041
Maturity Date
2041-01-25T00:00:00.000
Interest Rate
4.5
Original Face
13206631
Shares Par Value
1564460.81
Base Market Value
267835.69
Base Total Cost
226846.81
Base Unrealized Gain Loss
40988.88
Base Accrued Interest
0
Local Market Value
267835.69
Local Total Cost Amount
226846.81
Local Unrealized Gain Loss
40988.88
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% 15 May 2032
Maturity Date
2032-05-15T00:00:00.000
Interest Rate
4.726
Original Face
3066603
Shares Par Value
67221.50
Base Market Value
3291.08
Base Total Cost
5167.67
Base Unrealized Gain Loss
-1876.59
Base Accrued Interest
141.19
Local Market Value
3291.08
Local Total Cost Amount
5167.67
Local Unrealized Gain Loss
-1876.59
Local Accrued Interest
141.19
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% 15 Nov 2034
Maturity Date
2034-11-15T00:00:00.000
Interest Rate
5.376
Original Face
1475180
Shares Par Value
70704.05
Base Market Value
9467.70
Base Total Cost
11887.69
Base Unrealized Gain Loss
-2419.99
Base Accrued Interest
168.94
Local Market Value
9467.7
Local Total Cost Amount
11887.69
Local Unrealized Gain Loss
-2419.99
Local Accrued Interest
168.94
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% 15 Apr 2035
Maturity Date
2035-04-15T00:00:00.000
Interest Rate
5.296
Original Face
796351
Shares Par Value
72668.69
Base Market Value
5628.35
Base Total Cost
10645.78
Base Unrealized Gain Loss
-5017.43
Base Accrued Interest
171.04
Local Market Value
5628.35
Local Total Cost Amount
10645.78
Local Unrealized Gain Loss
-5017.43
Local Accrued Interest
171.04
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Aug 2037
Maturity Date
2037-08-25T00:00:00.000
Interest Rate
4.92143
Original Face
1752319
Shares Par Value
42549.02
Base Market Value
4580.30
Base Total Cost
5279.84
Base Unrealized Gain Loss
-699.54
Base Accrued Interest
34.9
Local Market Value
4580.3
Local Total Cost Amount
5279.84
Local Unrealized Gain Loss
-699.54
Local Accrued Interest
34.9
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 May 2037
Maturity Date
2037-05-25T00:00:00.000
Interest Rate
5.33643
Original Face
36600000
Shares Par Value
675142.27
Base Market Value
56850.22
Base Total Cost
129331.94
Base Unrealized Gain Loss
-72481.72
Base Accrued Interest
600.48
Local Market Value
56850.22
Local Total Cost Amount
129331.94
Local Unrealized Gain Loss
-72481.72
Local Accrued Interest
600.48
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 May 2037
Maturity Date
2037-05-25T00:00:00.000
Interest Rate
4.62643
Original Face
10600000
Shares Par Value
200341.17
Base Market Value
10072.37
Base Total Cost
33807.56
Base Unrealized Gain Loss
-23735.19
Base Accrued Interest
154.48
Local Market Value
10072.37
Local Total Cost Amount
33807.56
Local Unrealized Gain Loss
-23735.19
Local Accrued Interest
154.48
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Jun 2037
Maturity Date
2037-06-25T00:00:00.000
Interest Rate
4.62643
Original Face
12800000
Shares Par Value
205089.66
Base Market Value
11819.50
Base Total Cost
30507.1
Base Unrealized Gain Loss
-18687.6
Base Accrued Interest
158.14
Local Market Value
11819.5
Local Total Cost Amount
30507.1
Local Unrealized Gain Loss
-18687.6
Local Accrued Interest
158.14
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% 15 Mar 2032
Maturity Date
2032-03-15T00:00:00.000
Interest Rate
5.876
Original Face
2704060
Shares Par Value
53893.94
Base Market Value
4775.83
Base Total Cost
7532.76
Base Unrealized Gain Loss
-2756.93
Base Accrued Interest
140.75
Local Market Value
4775.83
Local Total Cost Amount
7532.76
Local Unrealized Gain Loss
-2756.93
Local Accrued Interest
140.75
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
5% 25 Nov 2038
Maturity Date
2038-11-25T00:00:00.000
Interest Rate
5
Original Face
6092749
Shares Par Value
145585.26
Base Market Value
12141.50
Base Total Cost
24831.77
Base Unrealized Gain Loss
-12690.27
Base Accrued Interest
0
Local Market Value
12141.5
Local Total Cost Amount
24831.77
Local Unrealized Gain Loss
-12690.27
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% 15 May 2036
Maturity Date
2036-05-15T00:00:00.000
Interest Rate
5.246
Original Face
1064304
Shares Par Value
88068.12
Base Market Value
8607.76
Base Total Cost
10888.83
Base Unrealized Gain Loss
-2281.07
Base Accrued Interest
205.33
Local Market Value
8607.76
Local Total Cost Amount
10888.83
Local Unrealized Gain Loss
-2281.07
Local Accrued Interest
205.33
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Jul 2041
Maturity Date
2041-07-25T00:00:00.000
Interest Rate
4.29643
Original Face
2853813
Shares Par Value
283011.29
Base Market Value
28927.12
Base Total Cost
31885.19
Base Unrealized Gain Loss
-2958.07
Base Accrued Interest
202.66
Local Market Value
28927.12
Local Total Cost Amount
31885.19
Local Unrealized Gain Loss
-2958.07
Local Accrued Interest
202.66
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% 15 Jun 2032
Maturity Date
2032-06-15T00:00:00.000
Interest Rate
6.476
Original Face
846750
Shares Par Value
29826.96
Base Market Value
2668.87
Base Total Cost
4292.09
Base Unrealized Gain Loss
-1623.22
Base Accrued Interest
85.85
Local Market Value
2668.87
Local Total Cost Amount
4292.09
Local Unrealized Gain Loss
-1623.22
Local Accrued Interest
85.85
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: FANNIEMAE WHOLE LOAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE WHOLE LOAN
Security Description
6% 25 Dec 2049
Maturity Date
2049-12-25T00:00:00.000
Interest Rate
6
Original Face
35000
Shares Par Value
1838.51
Base Market Value
1937.38
Base Total Cost
2122.09
Base Unrealized Gain Loss
-184.71
Base Accrued Interest
0
Local Market Value
1937.38
Local Total Cost Amount
2122.09
Local Unrealized Gain Loss
-184.71
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
WHOLE LOAN 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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Jul 2040
Maturity Date
2040-07-25T00:00:00.000
Interest Rate
4.92643
Original Face
509514
Shares Par Value
49418.50
Base Market Value
5853.73
Base Total Cost
6645.58
Base Unrealized Gain Loss
-791.85
Base Accrued Interest
40.57
Local Market Value
5853.73
Local Total Cost Amount
6645.58
Local Unrealized Gain Loss
-791.85
Local Accrued Interest
40.57
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 684029
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 684029
Security Description
5.5% 01 Feb 2033
Maturity Date
2033-02-01T00:00:00.000
Interest Rate
5.5
Original Face
318000
Shares Par Value
6355.80
Base Market Value
6713.50
Base Total Cost
6826.58
Base Unrealized Gain Loss
-113.08
Base Accrued Interest
0
Local Market Value
6713.5
Local Total Cost Amount
6826.58
Local Unrealized Gain Loss
-113.08
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 683351
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 683351
Security Description
5.5% 01 Feb 2033
Maturity Date
2033-02-01T00:00:00.000
Interest Rate
5.5
Original Face
53000
Shares Par Value
281.45
Base Market Value
298.84
Base Total Cost
301.98
Base Unrealized Gain Loss
-3.14
Base Accrued Interest
0
Local Market Value
298.84
Local Total Cost Amount
301.98
Local Unrealized Gain Loss
-3.14
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 688129
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 688129
Security Description
5.5% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.5
Original Face
1240000
Shares Par Value
7585.97
Base Market Value
8057.74
Base Total Cost
8147.01
Base Unrealized Gain Loss
-89.27
Base Accrued Interest
0
Local Market Value
8057.74
Local Total Cost Amount
8147.01
Local Unrealized Gain Loss
-89.27
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 688792
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 688792
Security Description
5.5% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.5
Original Face
289000
Shares Par Value
2038.69
Base Market Value
2177.32
Base Total Cost
2188.59
Base Unrealized Gain Loss
-11.27
Base Accrued Interest
0
Local Market Value
2177.32
Local Total Cost Amount
2188.59
Local Unrealized Gain Loss
-11.27
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 689115
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 689115
Security Description
5.5% 01 Feb 2033
Maturity Date
2033-02-01T00:00:00.000
Interest Rate
5.5
Original Face
335000
Shares Par Value
2655.16
Base Market Value
2843.97
Base Total Cost
2852.92
Base Unrealized Gain Loss
-8.95
Base Accrued Interest
0
Local Market Value
2843.97
Local Total Cost Amount
2852.92
Local Unrealized Gain Loss
-8.95
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 694306
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 694306
Security Description
5.5% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.5
Original Face
1253000
Shares Par Value
7908.82
Base Market Value
8460.78
Base Total Cost
8492.96
Base Unrealized Gain Loss
-32.18
Base Accrued Interest
0
Local Market Value
8460.78
Local Total Cost Amount
8492.96
Local Unrealized Gain Loss
-32.18
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 694448
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 694448
Security Description
5.5% 01 Apr 2033
Maturity Date
2033-04-01T00:00:00.000
Interest Rate
5.5
Original Face
634000
Shares Par Value
5085.43
Base Market Value
5437.95
Base Total Cost
5460.78
Base Unrealized Gain Loss
-22.83
Base Accrued Interest
0
Local Market Value
5437.95
Local Total Cost Amount
5460.78
Local Unrealized Gain Loss
-22.83
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 695208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 695208
Security Description
5.5% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.5
Original Face
289000
Shares Par Value
1225.53
Base Market Value
1301.30
Base Total Cost
1314.93
Base Unrealized Gain Loss
-13.63
Base Accrued Interest
0
Local Market Value
1301.3
Local Total Cost Amount
1314.93
Local Unrealized Gain Loss
-13.63
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 697288
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 697288
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
999900
Shares Par Value
22471.16
Base Market Value
23360.79
Base Total Cost
25223.89
Base Unrealized Gain Loss
-1863.1
Base Accrued Interest
0
Local Market Value
23360.79
Local Total Cost Amount
25223.89
Local Unrealized Gain Loss
-1863.1
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 698156
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 698156
Security Description
5.5% 01 Apr 2033
Maturity Date
2033-04-01T00:00:00.000
Interest Rate
5.5
Original Face
1258000
Shares Par Value
7585.05
Base Market Value
7948.53
Base Total Cost
8090.98
Base Unrealized Gain Loss
-142.45
Base Accrued Interest
0
Local Market Value
7948.53
Local Total Cost Amount
8090.98
Local Unrealized Gain Loss
-142.45
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 702916
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 702916
Security Description
5.5% 01 May 2033
Maturity Date
2033-05-01T00:00:00.000
Interest Rate
5.5
Original Face
809000
Shares Par Value
10279.64
Base Market Value
10949.46
Base Total Cost
11046.08
Base Unrealized Gain Loss
-96.62
Base Accrued Interest
0
Local Market Value
10949.46
Local Total Cost Amount
11046.08
Local Unrealized Gain Loss
-96.62
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 702459
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 702459
Security Description
5.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
5.5
Original Face
1702000
Shares Par Value
12543.11
Base Market Value
13271.49
Base Total Cost
13468.17
Base Unrealized Gain Loss
-196.68
Base Accrued Interest
0
Local Market Value
13271.49
Local Total Cost Amount
13468.17
Local Unrealized Gain Loss
-196.68
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 704866
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 704866
Security Description
5.5% 01 Feb 2033
Maturity Date
2033-02-01T00:00:00.000
Interest Rate
5.5
Original Face
219000
Shares Par Value
1181.40
Base Market Value
1261.79
Base Total Cost
1269.32
Base Unrealized Gain Loss
-7.53
Base Accrued Interest
0
Local Market Value
1261.79
Local Total Cost Amount
1269.32
Local Unrealized Gain Loss
-7.53
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 708908
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 708908
Security Description
5.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
5.5
Original Face
2203000
Shares Par Value
13250.78
Base Market Value
14193.31
Base Total Cost
14136.46
Base Unrealized Gain Loss
56.85
Base Accrued Interest
0
Local Market Value
14193.31
Local Total Cost Amount
14136.46
Local Unrealized Gain Loss
56.85
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 711596
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 711596
Security Description
4.5% 01 Jul 2033
Maturity Date
2033-07-01T00:00:00.000
Interest Rate
4.5
Original Face
922000
Shares Par Value
38181.39
Base Market Value
38594.89
Base Total Cost
39313.47
Base Unrealized Gain Loss
-718.58
Base Accrued Interest
0
Local Market Value
38594.89
Local Total Cost Amount
39313.47
Local Unrealized Gain Loss
-718.58
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 711602
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 711602
Security Description
4.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
4.5
Original Face
359000
Shares Par Value
16125.65
Base Market Value
16447.03
Base Total Cost
16628.13
Base Unrealized Gain Loss
-181.1
Base Accrued Interest
0
Local Market Value
16447.03
Local Total Cost Amount
16628.13
Local Unrealized Gain Loss
-181.1
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 713560
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 713560
Security Description
5.5% 01 Apr 2033
Maturity Date
2033-04-01T00:00:00.000
Interest Rate
5.5
Original Face
233000
Shares Par Value
5442.23
Base Market Value
5678.21
Base Total Cost
5802.94
Base Unrealized Gain Loss
-124.73
Base Accrued Interest
0
Local Market Value
5678.21
Local Total Cost Amount
5802.94
Local Unrealized Gain Loss
-124.73
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 720155
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 720155
Security Description
5.5% 01 Jul 2033
Maturity Date
2033-07-01T00:00:00.000
Interest Rate
5.5
Original Face
200000
Shares Par Value
1623.93
Base Market Value
1717.35
Base Total Cost
1822.86
Base Unrealized Gain Loss
-105.51
Base Accrued Interest
0
Local Market Value
1717.35
Local Total Cost Amount
1822.86
Local Unrealized Gain Loss
-105.51
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 720209
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 720209
Security Description
5.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
5.5
Original Face
1055000
Shares Par Value
12598.32
Base Market Value
13496.58
Base Total Cost
14141.59
Base Unrealized Gain Loss
-645.01
Base Accrued Interest
0
Local Market Value
13496.58
Local Total Cost Amount
14141.59
Local Unrealized Gain Loss
-645.01
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 724331
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 724331
Security Description
5.5% 01 Aug 2033
Maturity Date
2033-08-01T00:00:00.000
Interest Rate
5.5
Original Face
659326
Shares Par Value
21279.73
Base Market Value
22164.12
Base Total Cost
23886.53
Base Unrealized Gain Loss
-1722.41
Base Accrued Interest
0
Local Market Value
22164.12
Local Total Cost Amount
23886.53
Local Unrealized Gain Loss
-1722.41
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 725459
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 725459
Security Description
1% 01 May 2034
Maturity Date
2034-05-01T00:00:00.000
Interest Rate
5
Original Face
17500000
Shares Par Value
316547.35
Base Market Value
332748.24
Base Total Cost
352455.67
Base Unrealized Gain Loss
-19707.43
Base Accrued Interest
0
Local Market Value
332748.24
Local Total Cost Amount
352455.67
Local Unrealized Gain Loss
-19707.43
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 724959
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 724959
Security Description
5% 01 Jul 2033
Maturity Date
2033-07-01T00:00:00.000
Interest Rate
5
Original Face
5000000
Shares Par Value
89451.65
Base Market Value
94031.57
Base Total Cost
99403.14
Base Unrealized Gain Loss
-5371.57
Base Accrued Interest
0
Local Market Value
94031.57
Local Total Cost Amount
99403.14
Local Unrealized Gain Loss
-5371.57
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 725221
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 725221
Security Description
1% 01 Jan 2034
Maturity Date
2034-01-01T00:00:00.000
Interest Rate
5.5
Original Face
4489000
Shares Par Value
51940.60
Base Market Value
55647.08
Base Total Cost
55869.37
Base Unrealized Gain Loss
-222.29
Base Accrued Interest
0
Local Market Value
55647.08
Local Total Cost Amount
55869.37
Local Unrealized Gain Loss
-222.29
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 725773
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 725773
Security Description
1% 01 Sep 2034
Maturity Date
2034-09-01T00:00:00.000
Interest Rate
5.5
Original Face
358000
Shares Par Value
4893.47
Base Market Value
5243.16
Base Total Cost
5258.2
Base Unrealized Gain Loss
-15.04
Base Accrued Interest
0
Local Market Value
5243.16
Local Total Cost Amount
5258.2
Local Unrealized Gain Loss
-15.04
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 725946
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 725946
Security Description
1% 01 Nov 2034
Maturity Date
2034-11-01T00:00:00.000
Interest Rate
5.5
Original Face
308000
Shares Par Value
3915.33
Base Market Value
4195.04
Base Total Cost
4210.91
Base Unrealized Gain Loss
-15.87
Base Accrued Interest
0
Local Market Value
4195.04
Local Total Cost Amount
4210.91
Local Unrealized Gain Loss
-15.87
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 726184
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 726184
Security Description
5.5% 01 Jul 2033
Maturity Date
2033-07-01T00:00:00.000
Interest Rate
5.5
Original Face
385000
Shares Par Value
1558.56
Base Market Value
1621.95
Base Total Cost
1749.49
Base Unrealized Gain Loss
-127.54
Base Accrued Interest
0
Local Market Value
1621.95
Local Total Cost Amount
1749.49
Local Unrealized Gain Loss
-127.54
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 727239
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 727239
Security Description
4% 01 Aug 2033
Maturity Date
2033-08-01T00:00:00.000
Interest Rate
4
Original Face
19677773
Shares Par Value
304600.71
Base Market Value
305861.76
Base Total Cost
327636.15
Base Unrealized Gain Loss
-21774.39
Base Accrued Interest
0
Local Market Value
305861.76
Local Total Cost Amount
327636.15
Local Unrealized Gain Loss
-21774.39
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 726938
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 726938
Security Description
4.5% 01 Aug 2033
Maturity Date
2033-08-01T00:00:00.000
Interest Rate
4.5
Original Face
52000
Shares Par Value
804.73
Base Market Value
827.48
Base Total Cost
829.6
Base Unrealized Gain Loss
-2.12
Base Accrued Interest
0
Local Market Value
827.48
Local Total Cost Amount
829.6
Local Unrealized Gain Loss
-2.12
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 727051
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 727051
Security Description
5.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
5.5
Original Face
375000
Shares Par Value
1922.91
Base Market Value
1998.54
Base Total Cost
2042.51
Base Unrealized Gain Loss
-43.97
Base Accrued Interest
0
Local Market Value
1998.54
Local Total Cost Amount
2042.51
Local Unrealized Gain Loss
-43.97
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 727111
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 727111
Security Description
4% 01 Aug 2033
Maturity Date
2033-08-01T00:00:00.000
Interest Rate
4
Original Face
423643
Shares Par Value
14927.08
Base Market Value
14988.58
Base Total Cost
16055.96
Base Unrealized Gain Loss
-1067.38
Base Accrued Interest
0
Local Market Value
14988.58
Local Total Cost Amount
16055.96
Local Unrealized Gain Loss
-1067.38
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 735062
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735062
Security Description
1% 01 Aug 2033
Maturity Date
2033-08-01T00:00:00.000
Interest Rate
5.5
Original Face
171000
Shares Par Value
3321.77
Base Market Value
3557.91
Base Total Cost
3728.68
Base Unrealized Gain Loss
-170.77
Base Accrued Interest
0
Local Market Value
3557.91
Local Total Cost Amount
3728.68
Local Unrealized Gain Loss
-170.77
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
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