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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 BK4471
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BK4471
Security Description
4.5% 01 Jul 2048
Maturity Date
2048-07-01T00:00:00.000
Interest Rate
4.5
Original Face
101000
Shares Par Value
37609.96
Base Market Value
38379.84
Base Total Cost
39161.38
Base Unrealized Gain Loss
-781.54
Base Accrued Interest
0
Local Market Value
38379.84
Local Total Cost Amount
39161.38
Local Unrealized Gain Loss
-781.54
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 BK3988
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BK3988
Security Description
4.5% 01 May 2048
Maturity Date
2048-05-01T00:00:00.000
Interest Rate
4.5
Original Face
58000
Shares Par Value
30262.82
Base Market Value
30803.92
Base Total Cost
31710.97
Base Unrealized Gain Loss
-907.05
Base Accrued Interest
0
Local Market Value
30803.92
Local Total Cost Amount
31710.97
Local Unrealized Gain Loss
-907.05
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 BK6737
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BK6737
Security Description
4.5% 01 Jul 2048
Maturity Date
2048-07-01T00:00:00.000
Interest Rate
4.5
Original Face
40000
Shares Par Value
21132.29
Base Market Value
21325.65
Base Total Cost
22143.49
Base Unrealized Gain Loss
-817.84
Base Accrued Interest
0
Local Market Value
21325.65
Local Total Cost Amount
22143.49
Local Unrealized Gain Loss
-817.84
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 BK7660
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BK7660
Security Description
4.5% 01 Oct 2048
Maturity Date
2048-10-01T00:00:00.000
Interest Rate
4.5
Original Face
265569
Shares Par Value
32407.34
Base Market Value
32609.89
Base Total Cost
35060.68
Base Unrealized Gain Loss
-2450.79
Base Accrued Interest
0
Local Market Value
32609.89
Local Total Cost Amount
35060.68
Local Unrealized Gain Loss
-2450.79
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 BK7939
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BK7939
Security Description
4.5% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
4.5
Original Face
920284
Shares Par Value
234046.03
Base Market Value
238226.09
Base Total Cost
255344.22
Base Unrealized Gain Loss
-17118.13
Base Accrued Interest
0
Local Market Value
238226.09
Local Total Cost Amount
255344.22
Local Unrealized Gain Loss
-17118.13
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 BK7940
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BK7940
Security Description
5% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
5
Original Face
1574686
Shares Par Value
427661.66
Base Market Value
443344.01
Base Total Cost
461607.32
Base Unrealized Gain Loss
-18263.31
Base Accrued Interest
0
Local Market Value
443344.01
Local Total Cost Amount
461607.32
Local Unrealized Gain Loss
-18263.31
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 BK8361
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BK8361
Security Description
4.5% 01 Jun 2048
Maturity Date
2048-06-01T00:00:00.000
Interest Rate
4.5
Original Face
524516
Shares Par Value
100662.32
Base Market Value
102081.66
Base Total Cost
104547.26
Base Unrealized Gain Loss
-2465.6
Base Accrued Interest
0
Local Market Value
102081.66
Local Total Cost Amount
104547.26
Local Unrealized Gain Loss
-2465.6
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 BK9818
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BK9818
Security Description
5% 01 Sep 2048
Maturity Date
2048-09-01T00:00:00.000
Interest Rate
5
Original Face
389000
Shares Par Value
56958.47
Base Market Value
58770.32
Base Total Cost
63161.61
Base Unrealized Gain Loss
-4391.29
Base Accrued Interest
0
Local Market Value
58770.32
Local Total Cost Amount
63161.61
Local Unrealized Gain Loss
-4391.29
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 BK9603
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BK9603
Security Description
4.5% 01 Jul 2048
Maturity Date
2048-07-01T00:00:00.000
Interest Rate
4.5
Original Face
3990662
Shares Par Value
1138177.71
Base Market Value
1156047.10
Base Total Cost
1182104.25
Base Unrealized Gain Loss
-26057.15
Base Accrued Interest
0
Local Market Value
1156047.1
Local Total Cost Amount
1182104.25
Local Unrealized Gain Loss
-26057.15
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 BM1791
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1791
Security Description
1% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
3
Original Face
2504000
Shares Par Value
944039.73
Base Market Value
935694.42
Base Total Cost
969263.27
Base Unrealized Gain Loss
-33568.85
Base Accrued Interest
0
Local Market Value
935694.42
Local Total Cost Amount
969263.27
Local Unrealized Gain Loss
-33568.85
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 BM1036
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1036
Security Description
1% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
2.5
Original Face
68000
Shares Par Value
24419.47
Base Market Value
23951.10
Base Total Cost
23808.99
Base Unrealized Gain Loss
142.11
Base Accrued Interest
0
Local Market Value
23951.1
Local Total Cost Amount
23808.99
Local Unrealized Gain Loss
142.11
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 BM1100
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1100
Security Description
1% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
3.5
Original Face
943600
Shares Par Value
304993.86
Base Market Value
299720.52
Base Total Cost
316335.82
Base Unrealized Gain Loss
-16615.3
Base Accrued Interest
0
Local Market Value
299720.52
Local Total Cost Amount
316335.82
Local Unrealized Gain Loss
-16615.3
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 BM1285
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1285
Security Description
1% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
4.5
Original Face
950000
Shares Par Value
171376.71
Base Market Value
175409.20
Base Total Cost
187722.62
Base Unrealized Gain Loss
-12313.42
Base Accrued Interest
0
Local Market Value
175409.2
Local Total Cost Amount
187722.62
Local Unrealized Gain Loss
-12313.42
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM1538
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1538
Security Description
1% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
4
Original Face
750000
Shares Par Value
228362.56
Base Market Value
228944.88
Base Total Cost
245898.52
Base Unrealized Gain Loss
-16953.64
Base Accrued Interest
0
Local Market Value
228944.88
Local Total Cost Amount
245898.52
Local Unrealized Gain Loss
-16953.64
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 BM1567
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1567
Security Description
1% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
1340000
Shares Par Value
441279.96
Base Market Value
421713.61
Base Total Cost
472456.39
Base Unrealized Gain Loss
-50742.78
Base Accrued Interest
0
Local Market Value
421713.61
Local Total Cost Amount
472456.39
Local Unrealized Gain Loss
-50742.78
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 BM1602
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1602
Security Description
1% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
3.5
Original Face
2260000
Shares Par Value
873819.24
Base Market Value
879263.13
Base Total Cost
891022.56
Base Unrealized Gain Loss
-11759.43
Base Accrued Interest
0
Local Market Value
879263.13
Local Total Cost Amount
891022.56
Local Unrealized Gain Loss
-11759.43
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 BM1595
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1595
Security Description
1% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
2.5
Original Face
208000
Shares Par Value
54960.18
Base Market Value
54183.59
Base Total Cost
54178.73
Base Unrealized Gain Loss
4.86
Base Accrued Interest
0
Local Market Value
54183.59
Local Total Cost Amount
54178.73
Local Unrealized Gain Loss
4.86
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 BM1619
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1619
Security Description
1% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
4
Original Face
1095000
Shares Par Value
355360.01
Base Market Value
356880.95
Base Total Cost
377098.05
Base Unrealized Gain Loss
-20217.1
Base Accrued Interest
0
Local Market Value
356880.95
Local Total Cost Amount
377098.05
Local Unrealized Gain Loss
-20217.1
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 BM1891
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1891
Security Description
1% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
2.5
Original Face
101256
Shares Par Value
29355.85
Base Market Value
28904.36
Base Total Cost
29598.37
Base Unrealized Gain Loss
-694.01
Base Accrued Interest
0
Local Market Value
28904.36
Local Total Cost Amount
29598.37
Local Unrealized Gain Loss
-694.01
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 BM1892
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1892
Security Description
1% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
2.5
Original Face
384941
Shares Par Value
96846.97
Base Market Value
95355.53
Base Total Cost
97647.09
Base Unrealized Gain Loss
-2291.56
Base Accrued Interest
0
Local Market Value
95355.53
Local Total Cost Amount
97647.09
Local Unrealized Gain Loss
-2291.56
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 BM1893
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1893
Security Description
1% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
2.5
Original Face
162154
Shares Par Value
45585.34
Base Market Value
44940.31
Base Total Cost
45961.97
Base Unrealized Gain Loss
-1021.66
Base Accrued Interest
0
Local Market Value
44940.31
Local Total Cost Amount
45961.97
Local Unrealized Gain Loss
-1021.66
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM1895
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1895
Security Description
1% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
2.5
Original Face
374350
Shares Par Value
127923.79
Base Market Value
125481.72
Base Total Cost
128980.65
Base Unrealized Gain Loss
-3498.93
Base Accrued Interest
0
Local Market Value
125481.72
Local Total Cost Amount
128980.65
Local Unrealized Gain Loss
-3498.93
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 BM1920
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1920
Security Description
1% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4.5
Original Face
2636000
Shares Par Value
975497.67
Base Market Value
1004372.40
Base Total Cost
1058567.4
Base Unrealized Gain Loss
-54195
Base Accrued Interest
0
Local Market Value
1004372.4
Local Total Cost Amount
1058567.4
Local Unrealized Gain Loss
-54195
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 BM1896
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1896
Security Description
1% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
39000
Shares Par Value
14392.57
Base Market Value
14117.67
Base Total Cost
13965.28
Base Unrealized Gain Loss
152.39
Base Accrued Interest
0
Local Market Value
14117.67
Local Total Cost Amount
13965.28
Local Unrealized Gain Loss
152.39
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 BM1957
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1957
Security Description
1% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
3.5
Original Face
1175000
Shares Par Value
153160.73
Base Market Value
149922.91
Base Total Cost
161329.15
Base Unrealized Gain Loss
-11406.24
Base Accrued Interest
0
Local Market Value
149922.91
Local Total Cost Amount
161329.15
Local Unrealized Gain Loss
-11406.24
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 BM3503
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3503
Security Description
1% 01 Apr 2032
Maturity Date
2032-04-01T00:00:00.000
Interest Rate
3.5
Original Face
2900000
Shares Par Value
1214399.82
Base Market Value
1215735.66
Base Total Cost
1238308.3
Base Unrealized Gain Loss
-22572.64
Base Accrued Interest
0
Local Market Value
1215735.66
Local Total Cost Amount
1238308.3
Local Unrealized Gain Loss
-22572.64
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 BM3552
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3552
Security Description
1% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
315000
Shares Par Value
101608.50
Base Market Value
99668.79
Base Total Cost
100084.37
Base Unrealized Gain Loss
-415.58
Base Accrued Interest
0
Local Market Value
99668.79
Local Total Cost Amount
100084.37
Local Unrealized Gain Loss
-415.58
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 BM3564
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3564
Security Description
1% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
3
Original Face
2080000
Shares Par Value
698300.87
Base Market Value
659077.31
Base Total Cost
737957.38
Base Unrealized Gain Loss
-78880.07
Base Accrued Interest
0
Local Market Value
659077.31
Local Total Cost Amount
737957.38
Local Unrealized Gain Loss
-78880.07
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 BM3578
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3578
Security Description
1% 01 Aug 2032
Maturity Date
2032-08-01T00:00:00.000
Interest Rate
2.5
Original Face
1485000
Shares Par Value
574159.39
Base Market Value
563147.01
Base Total Cost
560119.41
Base Unrealized Gain Loss
3027.6
Base Accrued Interest
0
Local Market Value
563147.01
Local Total Cost Amount
560119.41
Local Unrealized Gain Loss
3027.6
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
EUR
Local Currency Code: EUR • Trade Country Name: INTERNATIONAL • Security Name: EURO CURRENCY
Local Currency Code
EUR
Trade Country Name
INTERNATIONAL
Security Name
EURO CURRENCY
Interest Rate
0
Original Face
0
Shares Par Value
24558.06
Base Market Value
26320.11
Base Total Cost
26370.68
Base Unrealized Gain Loss
-50.57
Base Accrued Interest
0
Local Market Value
24558.06
Local Total Cost Amount
24558.06
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2024-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2025-03-03T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM3590
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3590
Security Description
1% 01 Mar 2048
Maturity Date
2048-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1275000
Shares Par Value
369751.64
Base Market Value
361569.04
Base Total Cost
398544.2
Base Unrealized Gain Loss
-36975.16
Base Accrued Interest
0
Local Market Value
361569.04
Local Total Cost Amount
398544.2
Local Unrealized Gain Loss
-36975.16
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM3052
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3052
Security Description
1% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
4.5
Original Face
3083000
Shares Par Value
1035559.48
Base Market Value
1062773.98
Base Total Cost
1130216.08
Base Unrealized Gain Loss
-67442.1
Base Accrued Interest
0
Local Market Value
1062773.98
Local Total Cost Amount
1130216.08
Local Unrealized Gain Loss
-67442.1
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 BM3053
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3053
Security Description
1% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4.5
Original Face
5033000
Shares Par Value
2122876.27
Base Market Value
2188600.52
Base Total Cost
2317252.14
Base Unrealized Gain Loss
-128651.62
Base Accrued Interest
0
Local Market Value
2188600.52
Local Total Cost Amount
2317252.14
Local Unrealized Gain Loss
-128651.62
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 BM3054
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3054
Security Description
1% 01 Nov 2031
Interest Rate
2
Original Face
1392000
Shares Par Value
461696.72
Base Market Value
441502.11
Base Total Cost
443805.99
Base Unrealized Gain Loss
-2303.88
Base Accrued Interest
0
Local Market Value
441502.11
Local Total Cost Amount
443805.99
Local Unrealized Gain Loss
-2303.88
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 BM3365
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3365
Security Description
1% 01 Jan 2033
Maturity Date
2033-01-01T00:00:00.000
Interest Rate
2.5
Original Face
297000
Shares Par Value
94209.35
Base Market Value
92414.66
Base Total Cost
92472.37
Base Unrealized Gain Loss
-57.71
Base Accrued Interest
0
Local Market Value
92414.66
Local Total Cost Amount
92472.37
Local Unrealized Gain Loss
-57.71
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 BM3403
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3403
Security Description
1% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
2.5
Original Face
113000
Shares Par Value
35073.38
Base Market Value
34577.44
Base Total Cost
34448.64
Base Unrealized Gain Loss
128.8
Base Accrued Interest
0
Local Market Value
34577.44
Local Total Cost Amount
34448.64
Local Unrealized Gain Loss
128.8
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM3382
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3382
Security Description
1% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5
Original Face
3219009
Shares Par Value
208010.69
Base Market Value
213512.57
Base Total Cost
214964.49
Base Unrealized Gain Loss
-1451.92
Base Accrued Interest
0
Local Market Value
213512.57
Local Total Cost Amount
214964.49
Local Unrealized Gain Loss
-1451.92
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 BM3688
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3688
Security Description
1% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3.5
Original Face
2050000
Shares Par Value
488160.74
Base Market Value
477411.44
Base Total Cost
519627.59
Base Unrealized Gain Loss
-42216.15
Base Accrued Interest
0
Local Market Value
477411.44
Local Total Cost Amount
519627.59
Local Unrealized Gain Loss
-42216.15
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 BM3793
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3793
Security Description
1% 01 Feb 2033
Maturity Date
2033-02-01T00:00:00.000
Interest Rate
2.5
Original Face
3046000
Shares Par Value
1175850.09
Base Market Value
1153297.29
Base Total Cost
1144984.02
Base Unrealized Gain Loss
8313.27
Base Accrued Interest
0
Local Market Value
1153297.29
Local Total Cost Amount
1144984.02
Local Unrealized Gain Loss
8313.27
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 BM3803
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3803
Security Description
1% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
1750000
Shares Par Value
438002.88
Base Market Value
427460.15
Base Total Cost
467546.17
Base Unrealized Gain Loss
-40086.02
Base Accrued Interest
0
Local Market Value
427460.15
Local Total Cost Amount
467546.17
Local Unrealized Gain Loss
-40086.02
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 BM3824
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3824
Security Description
1% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
4
Original Face
850000
Shares Par Value
158320.08
Base Market Value
159423.57
Base Total Cost
171226.33
Base Unrealized Gain Loss
-11802.76
Base Accrued Interest
0
Local Market Value
159423.57
Local Total Cost Amount
171226.33
Local Unrealized Gain Loss
-11802.76
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 BM3846
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3846
Security Description
1% 01 Apr 2048
Maturity Date
2048-04-01T00:00:00.000
Interest Rate
4.5
Original Face
1277139
Shares Par Value
621780.19
Base Market Value
639413.88
Base Total Cost
654277.91
Base Unrealized Gain Loss
-14864.03
Base Accrued Interest
0
Local Market Value
639413.88
Local Total Cost Amount
654277.91
Local Unrealized Gain Loss
-14864.03
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 BM3859
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3859
Security Description
1% 01 Aug 2031
Maturity Date
2031-08-01T00:00:00.000
Interest Rate
2.5
Original Face
2125000
Shares Par Value
725479.57
Base Market Value
711622.91
Base Total Cost
761963.92
Base Unrealized Gain Loss
-50341.01
Base Accrued Interest
0
Local Market Value
711622.91
Local Total Cost Amount
761963.92
Local Unrealized Gain Loss
-50341.01
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 BM3987
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3987
Security Description
1% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
2.5
Original Face
5330000
Shares Par Value
1850971.59
Base Market Value
1815618.03
Base Total Cost
1802094.36
Base Unrealized Gain Loss
13523.67
Base Accrued Interest
0
Local Market Value
1815618.03
Local Total Cost Amount
1802094.36
Local Unrealized Gain Loss
13523.67
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 BM5304
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5304
Security Description
1% 01 Sep 2032
Maturity Date
2032-09-01T00:00:00.000
Interest Rate
3
Original Face
5814000
Shares Par Value
2633866.42
Base Market Value
2625253.68
Base Total Cost
2640862.62
Base Unrealized Gain Loss
-15608.94
Base Accrued Interest
0
Local Market Value
2625253.68
Local Total Cost Amount
2640862.62
Local Unrealized Gain Loss
-15608.94
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM5328
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5328
Security Description
1% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
4
Original Face
600000
Shares Par Value
176096.66
Base Market Value
176415.39
Base Total Cost
193211.04
Base Unrealized Gain Loss
-16795.65
Base Accrued Interest
0
Local Market Value
176415.39
Local Total Cost Amount
193211.04
Local Unrealized Gain Loss
-16795.65
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 BM5346
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5346
Security Description
1% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
1055000
Shares Par Value
381489.86
Base Market Value
375847.62
Base Total Cost
412920.81
Base Unrealized Gain Loss
-37073.19
Base Accrued Interest
0
Local Market Value
375847.62
Local Total Cost Amount
412920.81
Local Unrealized Gain Loss
-37073.19
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 BM4614
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM4614
Security Description
1% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
3
Original Face
6931000
Shares Par Value
3001149.41
Base Market Value
2991245.62
Base Total Cost
3008652.28
Base Unrealized Gain Loss
-17406.66
Base Accrued Interest
0
Local Market Value
2991245.62
Local Total Cost Amount
3008652.28
Local Unrealized Gain Loss
-17406.66
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM4794
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM4794
Security Description
1% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
4.5
Original Face
500000
Shares Par Value
189437.19
Base Market Value
195203.66
Base Total Cost
199264.25
Base Unrealized Gain Loss
-4060.59
Base Accrued Interest
0
Local Market Value
195203.66
Local Total Cost Amount
199264.25
Local Unrealized Gain Loss
-4060.59
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 BM5017
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5017
Security Description
1% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
3
Original Face
2000000
Shares Par Value
731024.24
Base Market Value
728619.17
Base Total Cost
774505.56
Base Unrealized Gain Loss
-45886.39
Base Accrued Interest
0
Local Market Value
728619.17
Local Total Cost Amount
774505.56
Local Unrealized Gain Loss
-45886.39
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
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