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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 BD7979
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD7979
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
2475000
Shares Par Value
868591.62
Base Market Value
822591.01
Base Total Cost
919239.2
Base Unrealized Gain Loss
-96648.19
Base Accrued Interest
0
Local Market Value
822591.01
Local Total Cost Amount
919239.2
Local Unrealized Gain Loss
-96648.19
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 BD8575
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8575
Security Description
2.5% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
2.5
Original Face
304000
Shares Par Value
104440.19
Base Market Value
101791.59
Base Total Cost
105060.31
Base Unrealized Gain Loss
-3268.72
Base Accrued Interest
0
Local Market Value
101791.59
Local Total Cost Amount
105060.31
Local Unrealized Gain Loss
-3268.72
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BD8705
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8705
Security Description
3.5% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
230000
Shares Par Value
72806.63
Base Market Value
71194.69
Base Total Cost
77334.48
Base Unrealized Gain Loss
-6139.79
Base Accrued Interest
0
Local Market Value
71194.69
Local Total Cost Amount
77334.48
Local Unrealized Gain Loss
-6139.79
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 BE0522
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE0522
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
265000
Shares Par Value
86925.09
Base Market Value
85257.87
Base Total Cost
90963.63
Base Unrealized Gain Loss
-5705.76
Base Accrued Interest
0
Local Market Value
85257.87
Local Total Cost Amount
90963.63
Local Unrealized Gain Loss
-5705.76
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 BE0699
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE0699
Security Description
3% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
2465000
Shares Par Value
916492.05
Base Market Value
867588.03
Base Total Cost
970225.98
Base Unrealized Gain Loss
-102637.95
Base Accrued Interest
0
Local Market Value
867588.03
Local Total Cost Amount
970225.98
Local Unrealized Gain Loss
-102637.95
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 BE1082
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE1082
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
351000
Shares Par Value
109724.21
Base Market Value
106862.60
Base Total Cost
110375.7
Base Unrealized Gain Loss
-3513.1
Base Accrued Interest
0
Local Market Value
106862.6
Local Total Cost Amount
110375.7
Local Unrealized Gain Loss
-3513.1
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 BE1896
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE1896
Security Description
3% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
3
Original Face
740547
Shares Par Value
297486.88
Base Market Value
290882.67
Base Total Cost
301437.89
Base Unrealized Gain Loss
-10555.22
Base Accrued Interest
0
Local Market Value
290882.67
Local Total Cost Amount
301437.89
Local Unrealized Gain Loss
-10555.22
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 BE2980
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE2980
Security Description
3% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
3
Original Face
5619116
Shares Par Value
1876419.73
Base Market Value
1865611.55
Base Total Cost
1930366.81
Base Unrealized Gain Loss
-64755.26
Base Accrued Interest
0
Local Market Value
1865611.55
Local Total Cost Amount
1930366.81
Local Unrealized Gain Loss
-64755.26
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 BE2972
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE2972
Security Description
4% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
4
Original Face
3704443
Shares Par Value
517340.88
Base Market Value
519818.94
Base Total Cost
520165.56
Base Unrealized Gain Loss
-346.62
Base Accrued Interest
0
Local Market Value
519818.94
Local Total Cost Amount
520165.56
Local Unrealized Gain Loss
-346.62
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 BE2975
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE2975
Security Description
4% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
4
Original Face
1375000
Shares Par Value
366229.88
Base Market Value
365109.22
Base Total Cost
401296.39
Base Unrealized Gain Loss
-36187.17
Base Accrued Interest
0
Local Market Value
365109.22
Local Total Cost Amount
401296.39
Local Unrealized Gain Loss
-36187.17
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 BE3626
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE3626
Security Description
5% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
5
Original Face
683570
Shares Par Value
183516.68
Base Market Value
191294.12
Base Total Cost
194812.14
Base Unrealized Gain Loss
-3518.02
Base Accrued Interest
0
Local Market Value
191294.12
Local Total Cost Amount
194812.14
Local Unrealized Gain Loss
-3518.02
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 BE3700
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE3700
Security Description
5% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
5
Original Face
1830259
Shares Par Value
574134.26
Base Market Value
598460.33
Base Total Cost
609518.16
Base Unrealized Gain Loss
-11057.83
Base Accrued Interest
0
Local Market Value
598460.33
Local Total Cost Amount
609518.16
Local Unrealized Gain Loss
-11057.83
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 BE3767
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE3767
Security Description
3.5% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
3.5
Original Face
2795000
Shares Par Value
560361.56
Base Market Value
547977.57
Base Total Cost
592756.05
Base Unrealized Gain Loss
-44778.48
Base Accrued Interest
0
Local Market Value
547977.57
Local Total Cost Amount
592756.05
Local Unrealized Gain Loss
-44778.48
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BE3778
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE3778
Security Description
5% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
5
Original Face
1657951
Shares Par Value
605866.48
Base Market Value
630961.47
Base Total Cost
643218.15
Base Unrealized Gain Loss
-12256.68
Base Accrued Interest
0
Local Market Value
630961.47
Local Total Cost Amount
643218.15
Local Unrealized Gain Loss
-12256.68
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 BE4199
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE4199
Security Description
3.5% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
3.5
Original Face
700000
Shares Par Value
95623.55
Base Market Value
93701.52
Base Total Cost
101991.12
Base Unrealized Gain Loss
-8289.6
Base Accrued Interest
0
Local Market Value
93701.52
Local Total Cost Amount
101991.12
Local Unrealized Gain Loss
-8289.6
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 BE5041
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE5041
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
1625000
Shares Par Value
503963.35
Base Market Value
493198.69
Base Total Cost
543438.79
Base Unrealized Gain Loss
-50240.1
Base Accrued Interest
0
Local Market Value
493198.69
Local Total Cost Amount
543438.79
Local Unrealized Gain Loss
-50240.1
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 BE7196
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE7196
Security Description
4.5% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
4.5
Original Face
400000
Shares Par Value
122200.04
Base Market Value
124457.07
Base Total Cost
137248.96
Base Unrealized Gain Loss
-12791.89
Base Accrued Interest
0
Local Market Value
124457.07
Local Total Cost Amount
137248.96
Local Unrealized Gain Loss
-12791.89
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 BE6641
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE6641
Security Description
4% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
4
Original Face
170000
Shares Par Value
19054.96
Base Market Value
19113.08
Base Total Cost
20342.11
Base Unrealized Gain Loss
-1229.03
Base Accrued Interest
0
Local Market Value
19113.08
Local Total Cost Amount
20342.11
Local Unrealized Gain Loss
-1229.03
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 BE7845
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE7845
Security Description
4.5% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
4.5
Original Face
160000
Shares Par Value
12484.59
Base Market Value
12731.16
Base Total Cost
13544.77
Base Unrealized Gain Loss
-813.61
Base Accrued Interest
0
Local Market Value
12731.16
Local Total Cost Amount
13544.77
Local Unrealized Gain Loss
-813.61
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 BE9260
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE9260
Security Description
4.5% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
4.5
Original Face
1450000
Shares Par Value
148535.39
Base Market Value
150770.85
Base Total Cost
161673.34
Base Unrealized Gain Loss
-10902.49
Base Accrued Interest
0
Local Market Value
150770.85
Local Total Cost Amount
161673.34
Local Unrealized Gain Loss
-10902.49
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 BF0091
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BF0091
Security Description
3.5% 01 May 2056
Maturity Date
2056-05-01T00:00:00.000
Interest Rate
3.5
Original Face
4738951
Shares Par Value
2230764.79
Base Market Value
2181041.04
Base Total Cost
2170132.61
Base Unrealized Gain Loss
10908.43
Base Accrued Interest
0
Local Market Value
2181041.04
Local Total Cost Amount
2170132.61
Local Unrealized Gain Loss
10908.43
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 BF0068
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BF0068
Security Description
4% 01 Sep 2055
Maturity Date
2055-09-01T00:00:00.000
Interest Rate
4
Original Face
2893551
Shares Par Value
1542808.73
Base Market Value
1549905.65
Base Total Cost
1561013.88
Base Unrealized Gain Loss
-11108.23
Base Accrued Interest
0
Local Market Value
1549905.65
Local Total Cost Amount
1561013.88
Local Unrealized Gain Loss
-11108.23
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 BF0072
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BF0072
Security Description
4.5% 01 Sep 2053
Maturity Date
2053-09-01T00:00:00.000
Interest Rate
4.5
Original Face
5003204
Shares Par Value
2207708.04
Base Market Value
2291998.33
Base Total Cost
2292947.65
Base Unrealized Gain Loss
-949.32
Base Accrued Interest
0
Local Market Value
2291998.33
Local Total Cost Amount
2292947.65
Local Unrealized Gain Loss
-949.32
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 BF0154
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BF0154
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
4300000
Shares Par Value
1203951.63
Base Market Value
1172721.12
Base Total Cost
1250416.63
Base Unrealized Gain Loss
-77695.51
Base Accrued Interest
0
Local Market Value
1172721.12
Local Total Cost Amount
1250416.63
Local Unrealized Gain Loss
-77695.51
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 BF0185
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BF0185
Security Description
4.5% 01 Nov 2056
Maturity Date
2056-11-01T00:00:00.000
Interest Rate
4.5
Original Face
3592069
Shares Par Value
1850397.27
Base Market Value
1921378.51
Base Total Cost
1921748.56
Base Unrealized Gain Loss
-370.05
Base Accrued Interest
0
Local Market Value
1921378.51
Local Total Cost Amount
1921748.56
Local Unrealized Gain Loss
-370.05
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 BF0201
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BF0201
Security Description
4% 01 Aug 2051
Maturity Date
2051-08-01T00:00:00.000
Interest Rate
4
Original Face
4163350
Shares Par Value
1522369.89
Base Market Value
1524668.67
Base Total Cost
1527622.08
Base Unrealized Gain Loss
-2953.41
Base Accrued Interest
0
Local Market Value
1524668.67
Local Total Cost Amount
1527622.08
Local Unrealized Gain Loss
-2953.41
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 BF0377
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BF0377
Security Description
3% 01 Apr 2059
Maturity Date
2059-04-01T00:00:00.000
Interest Rate
3
Original Face
21258903
Shares Par Value
13557603.27
Base Market Value
12709304.03
Base Total Cost
14684579.06
Base Unrealized Gain Loss
-1975275.03
Base Accrued Interest
0
Local Market Value
12709304.03
Local Total Cost Amount
14684579.06
Local Unrealized Gain Loss
-1975275.03
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 BF0395
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BF0395
Security Description
3% 01 Jun 2049
Maturity Date
2049-06-01T00:00:00.000
Interest Rate
3
Original Face
19245653
Shares Par Value
8013704.19
Base Market Value
7553477.16
Base Total Cost
8499535
Base Unrealized Gain Loss
-946057.84
Base Accrued Interest
0
Local Market Value
7553477.16
Local Total Cost Amount
8499535
Local Unrealized Gain Loss
-946057.84
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 BF0442
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BF0442
Security Description
3.5% 01 Jan 2060
Maturity Date
2060-01-01T00:00:00.000
Interest Rate
3.5
Original Face
36062279
Shares Par Value
23893717.12
Base Market Value
23187418.84
Base Total Cost
26424957.79
Base Unrealized Gain Loss
-3237538.95
Base Accrued Interest
0
Local Market Value
23187418.84
Local Total Cost Amount
26424957.79
Local Unrealized Gain Loss
-3237538.95
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 BF0438
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BF0438
Security Description
2.5% 01 Jan 2060
Maturity Date
2060-01-01T00:00:00.000
Interest Rate
2.5
Original Face
49196811
Shares Par Value
36671946.91
Base Market Value
32844129.09
Base Total Cost
39279093.15
Base Unrealized Gain Loss
-6434964.06
Base Accrued Interest
0
Local Market Value
32844129.09
Local Total Cost Amount
39279093.15
Local Unrealized Gain Loss
-6434964.06
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BF0461
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BF0461
Security Description
2.5% 01 Mar 2060
Maturity Date
2060-03-01T00:00:00.000
Interest Rate
2.5
Original Face
5714058
Shares Par Value
4531887.68
Base Market Value
4058849.24
Base Total Cost
4848411.72
Base Unrealized Gain Loss
-789562.48
Base Accrued Interest
0
Local Market Value
4058849.24
Local Total Cost Amount
4848411.72
Local Unrealized Gain Loss
-789562.48
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BH0798
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH0798
Security Description
3.5% 01 Apr 2047
Maturity Date
2047-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1890000
Shares Par Value
325110.49
Base Market Value
317450.89
Base Total Cost
343966.9
Base Unrealized Gain Loss
-26516.01
Base Accrued Interest
0
Local Market Value
317450.89
Local Total Cost Amount
343966.9
Local Unrealized Gain Loss
-26516.01
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 BH1388
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH1388
Security Description
3.5% 01 Apr 2047
Maturity Date
2047-04-01T00:00:00.000
Interest Rate
3.5
Original Face
2095285
Shares Par Value
703968.22
Base Market Value
687361.61
Base Total Cost
752476.02
Base Unrealized Gain Loss
-65114.41
Base Accrued Interest
0
Local Market Value
687361.61
Local Total Cost Amount
752476.02
Local Unrealized Gain Loss
-65114.41
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 BH3031
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH3031
Security Description
3.5% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1668646
Shares Par Value
287364.97
Base Market Value
281005.58
Base Total Cost
307166.21
Base Unrealized Gain Loss
-26160.63
Base Accrued Interest
0
Local Market Value
281005.58
Local Total Cost Amount
307166.21
Local Unrealized Gain Loss
-26160.63
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 BH4095
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH4095
Security Description
4% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
4
Original Face
613777
Shares Par Value
121764.85
Base Market Value
121875.66
Base Total Cost
131506.04
Base Unrealized Gain Loss
-9630.38
Base Accrued Interest
0
Local Market Value
121875.66
Local Total Cost Amount
131506.04
Local Unrealized Gain Loss
-9630.38
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 BH5719
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH5719
Security Description
3.5% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
3.5
Original Face
43561531
Shares Par Value
8633911.13
Base Market Value
8443015.35
Base Total Cost
9160040.08
Base Unrealized Gain Loss
-717024.73
Base Accrued Interest
0
Local Market Value
8443015.35
Local Total Cost Amount
9160040.08
Local Unrealized Gain Loss
-717024.73
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 BH6668
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH6668
Security Description
4% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
4
Original Face
1960000
Shares Par Value
328182.91
Base Market Value
328977.11
Base Total Cost
351424.82
Base Unrealized Gain Loss
-22447.71
Base Accrued Interest
0
Local Market Value
328977.11
Local Total Cost Amount
351424.82
Local Unrealized Gain Loss
-22447.71
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 BH7067
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH7067
Security Description
4.5% 01 Dec 2047
Maturity Date
2047-12-01T00:00:00.000
Interest Rate
4.5
Original Face
1376000
Shares Par Value
426648.08
Base Market Value
434737.33
Base Total Cost
462079.89
Base Unrealized Gain Loss
-27342.56
Base Accrued Interest
0
Local Market Value
434737.33
Local Total Cost Amount
462079.89
Local Unrealized Gain Loss
-27342.56
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 BH7993
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH7993
Security Description
4.5% 01 Sep 2047
Maturity Date
2047-09-01T00:00:00.000
Interest Rate
4.5
Original Face
45000
Shares Par Value
23018.34
Base Market Value
23464.90
Base Total Cost
24119.79
Base Unrealized Gain Loss
-654.89
Base Accrued Interest
0
Local Market Value
23464.9
Local Total Cost Amount
24119.79
Local Unrealized Gain Loss
-654.89
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 BH8026
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH8026
Security Description
4.5% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
4.5
Original Face
38000
Shares Par Value
18185.98
Base Market Value
18509.14
Base Total Cost
19056.22
Base Unrealized Gain Loss
-547.08
Base Accrued Interest
0
Local Market Value
18509.14
Local Total Cost Amount
19056.22
Local Unrealized Gain Loss
-547.08
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 BH8027
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH8027
Security Description
4.5% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
4.5
Original Face
77000
Shares Par Value
28219.51
Base Market Value
28665.38
Base Total Cost
29569.9
Base Unrealized Gain Loss
-904.52
Base Accrued Interest
0
Local Market Value
28665.38
Local Total Cost Amount
29569.9
Local Unrealized Gain Loss
-904.52
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 BH7924
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH7924
Security Description
4% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
4
Original Face
500000
Shares Par Value
127142.25
Base Market Value
127775.42
Base Total Cost
132823.93
Base Unrealized Gain Loss
-5048.51
Base Accrued Interest
0
Local Market Value
127775.42
Local Total Cost Amount
132823.93
Local Unrealized Gain Loss
-5048.51
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 BH9277
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH9277
Security Description
3.5% 01 Feb 2048
Maturity Date
2048-02-01T00:00:00.000
Interest Rate
3.5
Original Face
2282717
Shares Par Value
527921.93
Base Market Value
516254.86
Base Total Cost
563371.07
Base Unrealized Gain Loss
-47116.21
Base Accrued Interest
0
Local Market Value
516254.86
Local Total Cost Amount
563371.07
Local Unrealized Gain Loss
-47116.21
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 BH9360
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH9360
Security Description
4% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
4
Original Face
675000
Shares Par Value
169430.09
Base Market Value
169841.81
Base Total Cost
184094.25
Base Unrealized Gain Loss
-14252.44
Base Accrued Interest
0
Local Market Value
169841.81
Local Total Cost Amount
184094.25
Local Unrealized Gain Loss
-14252.44
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 BH9901
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH9901
Security Description
3.5% 01 Sep 2047
Maturity Date
2047-09-01T00:00:00.000
Interest Rate
3.5
Original Face
1563145
Shares Par Value
340102.16
Base Market Value
332068.95
Base Total Cost
363537.33
Base Unrealized Gain Loss
-31468.38
Base Accrued Interest
0
Local Market Value
332068.95
Local Total Cost Amount
363537.33
Local Unrealized Gain Loss
-31468.38
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 BH9908
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH9908
Security Description
4.5% 01 Sep 2047
Maturity Date
2047-09-01T00:00:00.000
Interest Rate
4.5
Original Face
49294
Shares Par Value
13656.99
Base Market Value
13880.01
Base Total Cost
14870.97
Base Unrealized Gain Loss
-990.96
Base Accrued Interest
0
Local Market Value
13880.01
Local Total Cost Amount
14870.97
Local Unrealized Gain Loss
-990.96
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 BJ0648
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BJ0648
Security Description
3.5% 01 Mar 2048
Maturity Date
2048-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1600000
Shares Par Value
342248.27
Base Market Value
334684.58
Base Total Cost
365483.73
Base Unrealized Gain Loss
-30799.15
Base Accrued Interest
0
Local Market Value
334684.58
Local Total Cost Amount
365483.73
Local Unrealized Gain Loss
-30799.15
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BJ2013
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BJ2013
Security Description
4% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
4
Original Face
220000
Shares Par Value
99491.97
Base Market Value
99610.37
Base Total Cost
106413.64
Base Unrealized Gain Loss
-6803.27
Base Accrued Interest
0
Local Market Value
99610.37
Local Total Cost Amount
106413.64
Local Unrealized Gain Loss
-6803.27
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 BJ2054
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BJ2054
Security Description
3.5% 01 Nov 2032
Maturity Date
2032-11-01T00:00:00.000
Interest Rate
3.5
Original Face
368000
Shares Par Value
178754.51
Base Market Value
178952.93
Base Total Cost
182134.1
Base Unrealized Gain Loss
-3181.17
Base Accrued Interest
0
Local Market Value
178952.93
Local Total Cost Amount
182134.1
Local Unrealized Gain Loss
-3181.17
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 BJ2096
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BJ2096
Security Description
3.5% 01 Jan 2033
Maturity Date
2033-01-01T00:00:00.000
Interest Rate
3.5
Original Face
247677
Shares Par Value
111239.33
Base Market Value
111362.81
Base Total Cost
113342.46
Base Unrealized Gain Loss
-1979.65
Base Accrued Interest
0
Local Market Value
111362.81
Local Total Cost Amount
113342.46
Local Unrealized Gain Loss
-1979.65
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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