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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 BM5024
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5024
Security Description
1% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
3
Original Face
1050000
Shares Par Value
274989.26
Base Market Value
259009.63
Base Total Cost
288425.14
Base Unrealized Gain Loss
-29415.51
Base Accrued Interest
0
Local Market Value
259009.63
Local Total Cost Amount
288425.14
Local Unrealized Gain Loss
-29415.51
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 BM5024
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5024
Security Description
1% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
3
Original Face
4955000
Shares Par Value
1297687.40
Base Market Value
1222278.79
Base Total Cost
1367684.65
Base Unrealized Gain Loss
-145405.86
Base Accrued Interest
0
Local Market Value
1222278.79
Local Total Cost Amount
1367684.65
Local Unrealized Gain Loss
-145405.86
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 BM5235
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5235
Security Description
1% 01 Sep 2048
Maturity Date
2048-09-01T00:00:00.000
Interest Rate
5
Original Face
704000
Shares Par Value
133919.00
Base Market Value
138049.06
Base Total Cost
148702.41
Base Unrealized Gain Loss
-10653.35
Base Accrued Interest
0
Local Market Value
138049.06
Local Total Cost Amount
148702.41
Local Unrealized Gain Loss
-10653.35
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM5539
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5539
Security Description
1% 01 Jan 2049
Maturity Date
2049-01-01T00:00:00.000
Interest Rate
5
Original Face
2251265
Shares Par Value
742699.66
Base Market Value
775014.52
Base Total Cost
801651.43
Base Unrealized Gain Loss
-26636.91
Base Accrued Interest
0
Local Market Value
775014.52
Local Total Cost Amount
801651.43
Local Unrealized Gain Loss
-26636.91
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM5576
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5576
Security Description
1% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
4
Original Face
29439692
Shares Par Value
8199804.44
Base Market Value
8229815.72
Base Total Cost
8968536.1
Base Unrealized Gain Loss
-738720.38
Base Accrued Interest
0
Local Market Value
8229815.72
Local Total Cost Amount
8968536.1
Local Unrealized Gain Loss
-738720.38
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 BM5984
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5984
Security Description
1% 01 May 2049
Maturity Date
2049-05-01T00:00:00.000
Interest Rate
5
Original Face
2303000
Shares Par Value
520848.71
Base Market Value
537463.78
Base Total Cost
577572.39
Base Unrealized Gain Loss
-40108.61
Base Accrued Interest
0
Local Market Value
537463.78
Local Total Cost Amount
577572.39
Local Unrealized Gain Loss
-40108.61
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 BM6781
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM6781
Security Description
1% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2
Original Face
375000
Shares Par Value
357218.75
Base Market Value
312412.80
Base Total Cost
365925.96
Base Unrealized Gain Loss
-53513.16
Base Accrued Interest
0
Local Market Value
312412.8
Local Total Cost Amount
365925.96
Local Unrealized Gain Loss
-53513.16
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 BN0846
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN0846
Security Description
4% 01 Oct 2048
Maturity Date
2048-10-01T00:00:00.000
Interest Rate
4
Original Face
15218791
Shares Par Value
3973631.20
Base Market Value
3977167.73
Base Total Cost
4303318.42
Base Unrealized Gain Loss
-326150.69
Base Accrued Interest
0
Local Market Value
3977167.73
Local Total Cost Amount
4303318.42
Local Unrealized Gain Loss
-326150.69
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BN0398
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN0398
Security Description
4% 01 Sep 2048
Maturity Date
2048-09-01T00:00:00.000
Interest Rate
4
Original Face
90000
Shares Par Value
26106.62
Base Market Value
26129.85
Base Total Cost
27834.88
Base Unrealized Gain Loss
-1705.03
Base Accrued Interest
0
Local Market Value
26129.85
Local Total Cost Amount
27834.88
Local Unrealized Gain Loss
-1705.03
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 BN0399
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN0399
Security Description
4% 01 Sep 2048
Maturity Date
2048-09-01T00:00:00.000
Interest Rate
4
Original Face
290000
Shares Par Value
42005.35
Base Market Value
42042.73
Base Total Cost
44747.45
Base Unrealized Gain Loss
-2704.72
Base Accrued Interest
0
Local Market Value
42042.73
Local Total Cost Amount
44747.45
Local Unrealized Gain Loss
-2704.72
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 BN0726
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN0726
Security Description
3.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
3.5
Original Face
1146406
Shares Par Value
260823.38
Base Market Value
260951.18
Base Total Cost
276024.49
Base Unrealized Gain Loss
-15073.31
Base Accrued Interest
0
Local Market Value
260951.18
Local Total Cost Amount
276024.49
Local Unrealized Gain Loss
-15073.31
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 BN1628
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN1628
Security Description
4.5% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
4.5
Original Face
750000
Shares Par Value
102890.49
Base Market Value
103776.38
Base Total Cost
111114.53
Base Unrealized Gain Loss
-7338.15
Base Accrued Interest
0
Local Market Value
103776.38
Local Total Cost Amount
111114.53
Local Unrealized Gain Loss
-7338.15
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 BN1931
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN1931
Security Description
4% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
4
Original Face
120000
Shares Par Value
29938.47
Base Market Value
29924.40
Base Total Cost
31895.56
Base Unrealized Gain Loss
-1971.16
Base Accrued Interest
0
Local Market Value
29924.4
Local Total Cost Amount
31895.56
Local Unrealized Gain Loss
-1971.16
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 BN2126
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN2126
Security Description
4.5% 01 Sep 2048
Maturity Date
2048-09-01T00:00:00.000
Interest Rate
4.5
Original Face
127825
Shares Par Value
17135.59
Base Market Value
17259.48
Base Total Cost
17796.92
Base Unrealized Gain Loss
-537.44
Base Accrued Interest
0
Local Market Value
17259.48
Local Total Cost Amount
17796.92
Local Unrealized Gain Loss
-537.44
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 BN2161
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN2161
Security Description
3.5% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
3.5
Original Face
76679
Shares Par Value
10711.50
Base Market Value
10710.21
Base Total Cost
11335.78
Base Unrealized Gain Loss
-625.57
Base Accrued Interest
0
Local Market Value
10710.21
Local Total Cost Amount
11335.78
Local Unrealized Gain Loss
-625.57
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 BN2846
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN2846
Security Description
4% 01 Dec 2048
Maturity Date
2048-12-01T00:00:00.000
Interest Rate
4
Original Face
175000
Shares Par Value
30090.45
Base Market Value
30117.23
Base Total Cost
32030.69
Base Unrealized Gain Loss
-1913.46
Base Accrued Interest
0
Local Market Value
30117.23
Local Total Cost Amount
32030.69
Local Unrealized Gain Loss
-1913.46
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 BN3960
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN3960
Security Description
4.5% 01 Jan 2049
Maturity Date
2049-01-01T00:00:00.000
Interest Rate
4.5
Original Face
20369547
Shares Par Value
2898449.45
Base Market Value
2923463.07
Base Total Cost
3121494.2
Base Unrealized Gain Loss
-198031.13
Base Accrued Interest
0
Local Market Value
2923463.07
Local Total Cost Amount
3121494.2
Local Unrealized Gain Loss
-198031.13
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 BN4180
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN4180
Security Description
4% 01 Dec 2048
Maturity Date
2048-12-01T00:00:00.000
Interest Rate
4
Original Face
600000
Shares Par Value
107469.49
Base Market Value
107564.06
Base Total Cost
114486.2
Base Unrealized Gain Loss
-6922.14
Base Accrued Interest
0
Local Market Value
107564.06
Local Total Cost Amount
114486.2
Local Unrealized Gain Loss
-6922.14
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 BN4300
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN4300
Security Description
4.5% 01 Dec 2048
Maturity Date
2048-12-01T00:00:00.000
Interest Rate
4.5
Original Face
1000000
Shares Par Value
150798.12
Base Market Value
153887.97
Base Total Cost
157937.46
Base Unrealized Gain Loss
-4049.49
Base Accrued Interest
0
Local Market Value
153887.97
Local Total Cost Amount
157937.46
Local Unrealized Gain Loss
-4049.49
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 BN6327
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN6327
Security Description
2.5% 01 Jul 2034
Maturity Date
2034-07-01T00:00:00.000
Interest Rate
2.5
Original Face
150000
Shares Par Value
70993.35
Base Market Value
68224.61
Base Total Cost
74210.78
Base Unrealized Gain Loss
-5986.17
Base Accrued Interest
0
Local Market Value
68224.61
Local Total Cost Amount
74210.78
Local Unrealized Gain Loss
-5986.17
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 BN6302
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN6302
Security Description
4.5% 01 May 2049
Maturity Date
2049-05-01T00:00:00.000
Interest Rate
4.5
Original Face
260736
Shares Par Value
41604.03
Base Market Value
42027.98
Base Total Cost
44950.66
Base Unrealized Gain Loss
-2922.68
Base Accrued Interest
0
Local Market Value
42027.98
Local Total Cost Amount
44950.66
Local Unrealized Gain Loss
-2922.68
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 BN6942
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN6942
Security Description
4.5% 01 Aug 2049
Maturity Date
2049-08-01T00:00:00.000
Interest Rate
4.5
Original Face
60903
Shares Par Value
4676.76
Base Market Value
4704.59
Base Total Cost
5059.67
Base Unrealized Gain Loss
-355.08
Base Accrued Interest
0
Local Market Value
4704.59
Local Total Cost Amount
5059.67
Local Unrealized Gain Loss
-355.08
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 BN8602
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN8602
Security Description
3% 01 Jun 2034
Maturity Date
2034-06-01T00:00:00.000
Interest Rate
3
Original Face
1733235
Shares Par Value
886397.07
Base Market Value
875813.49
Base Total Cost
930583.98
Base Unrealized Gain Loss
-54770.49
Base Accrued Interest
0
Local Market Value
875813.49
Local Total Cost Amount
930583.98
Local Unrealized Gain Loss
-54770.49
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 BN9135
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN9135
Security Description
2.5% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2.5
Original Face
9502731
Shares Par Value
8845750.38
Base Market Value
7970109.55
Base Total Cost
9169864.21
Base Unrealized Gain Loss
-1199754.66
Base Accrued Interest
0
Local Market Value
7970109.55
Local Total Cost Amount
9169864.21
Local Unrealized Gain Loss
-1199754.66
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 BN9366
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN9366
Security Description
3.5% 01 Aug 2049
Maturity Date
2049-08-01T00:00:00.000
Interest Rate
3.5
Original Face
1945105
Shares Par Value
329360.54
Base Market Value
320355.82
Base Total Cost
338881.13
Base Unrealized Gain Loss
-18525.31
Base Accrued Interest
0
Local Market Value
320355.82
Local Total Cost Amount
338881.13
Local Unrealized Gain Loss
-18525.31
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 BN9371
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN9371
Security Description
3.5% 01 Aug 2049
Maturity Date
2049-08-01T00:00:00.000
Interest Rate
3.5
Original Face
2044260
Shares Par Value
852029.25
Base Market Value
827797.54
Base Total Cost
876658.23
Base Unrealized Gain Loss
-48860.69
Base Accrued Interest
0
Local Market Value
827797.54
Local Total Cost Amount
876658.23
Local Unrealized Gain Loss
-48860.69
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BN9750
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN9750
Security Description
3.5% 01 Apr 2049
Maturity Date
2049-04-01T00:00:00.000
Interest Rate
3.5
Original Face
275000
Shares Par Value
25843.21
Base Market Value
25108.23
Base Total Cost
27280.6
Base Unrealized Gain Loss
-2172.37
Base Accrued Interest
0
Local Market Value
25108.23
Local Total Cost Amount
27280.6
Local Unrealized Gain Loss
-2172.37
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BO1383
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO1383
Security Description
3% 01 Jun 2034
Maturity Date
2034-06-01T00:00:00.000
Interest Rate
3
Original Face
315849
Shares Par Value
70673.67
Base Market Value
69797.32
Base Total Cost
74111.95
Base Unrealized Gain Loss
-4314.63
Base Accrued Interest
0
Local Market Value
69797.32
Local Total Cost Amount
74111.95
Local Unrealized Gain Loss
-4314.63
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 BO1536
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO1536
Security Description
3% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
3
Original Face
100000
Shares Par Value
38155.54
Base Market Value
35647.58
Base Total Cost
40276.61
Base Unrealized Gain Loss
-4629.03
Base Accrued Interest
0
Local Market Value
35647.58
Local Total Cost Amount
40276.61
Local Unrealized Gain Loss
-4629.03
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 BO1515
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO1515
Security Description
3% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
3
Original Face
295000
Shares Par Value
100298.47
Base Market Value
93707.86
Base Total Cost
105874.06
Base Unrealized Gain Loss
-12166.2
Base Accrued Interest
0
Local Market Value
93707.86
Local Total Cost Amount
105874.06
Local Unrealized Gain Loss
-12166.2
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 BO2652
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO2652
Security Description
3% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
3
Original Face
150000
Shares Par Value
55566.75
Base Market Value
52138.28
Base Total Cost
58681.81
Base Unrealized Gain Loss
-6543.53
Base Accrued Interest
0
Local Market Value
52138.28
Local Total Cost Amount
58681.81
Local Unrealized Gain Loss
-6543.53
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 BO1869
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO1869
Security Description
3.5% 01 Dec 2048
Maturity Date
2048-12-01T00:00:00.000
Interest Rate
3.5
Original Face
1165460
Shares Par Value
177781.72
Base Market Value
174377.20
Base Total Cost
187273.24
Base Unrealized Gain Loss
-12896.04
Base Accrued Interest
0
Local Market Value
174377.2
Local Total Cost Amount
187273.24
Local Unrealized Gain Loss
-12896.04
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
CNY
Local Currency Code: CNY • Trade Country Name: HONG KONG • Security Name: ANHUI KOUZI DISTILLERY CO A
Local Currency Code
CNY
Trade Country Name
HONG KONG
Security Name
ANHUI KOUZI DISTILLERY CO A
Security Description
COMMON STOCK CNY1.0
Interest Rate
0
Original Face
0
Shares Par Value
5000
Base Market Value
26967.88
Base Total Cost
47344.58
Base Unrealized Gain Loss
-20376.7
Base Accrued Interest
0
Local Market Value
195950
Local Total Cost Amount
310343.7
Local Unrealized Gain Loss
-114393.7
Local Accrued Interest
0
Period End Date
2024-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
CONSUMER STAPLES
Minor Industry Name
BEVERAGES
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 BO2200
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO2200
Security Description
3.5% 01 Sep 2049
Maturity Date
2049-09-01T00:00:00.000
Interest Rate
3.5
Original Face
1450000
Shares Par Value
417324.31
Base Market Value
405589.15
Base Total Cost
440016.32
Base Unrealized Gain Loss
-34427.17
Base Accrued Interest
0
Local Market Value
405589.15
Local Total Cost Amount
440016.32
Local Unrealized Gain Loss
-34427.17
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 BO2284
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO2284
Security Description
3% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
3
Original Face
290000
Shares Par Value
59402.44
Base Market Value
55509.20
Base Total Cost
62704.62
Base Unrealized Gain Loss
-7195.42
Base Accrued Interest
0
Local Market Value
55509.2
Local Total Cost Amount
62704.62
Local Unrealized Gain Loss
-7195.42
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 BO2427
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO2427
Security Description
3% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
3
Original Face
295000
Shares Par Value
94231.60
Base Market Value
88049.06
Base Total Cost
99469.94
Base Unrealized Gain Loss
-11420.88
Base Accrued Interest
0
Local Market Value
88049.06
Local Total Cost Amount
99469.94
Local Unrealized Gain Loss
-11420.88
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 BO2986
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO2986
Security Description
3% 01 Sep 2049
Maturity Date
2049-09-01T00:00:00.000
Interest Rate
3
Original Face
14053479
Shares Par Value
4685710.55
Base Market Value
4407941.63
Base Total Cost
4955138.91
Base Unrealized Gain Loss
-547197.28
Base Accrued Interest
0
Local Market Value
4407941.63
Local Total Cost Amount
4955138.91
Local Unrealized Gain Loss
-547197.28
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 BO3051
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO3051
Security Description
3% 01 Jul 2034
Maturity Date
2034-07-01T00:00:00.000
Interest Rate
3
Original Face
235000
Shares Par Value
78117.58
Base Market Value
77185.64
Base Total Cost
82412.49
Base Unrealized Gain Loss
-5226.85
Base Accrued Interest
0
Local Market Value
77185.64
Local Total Cost Amount
82412.49
Local Unrealized Gain Loss
-5226.85
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 BO3356
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO3356
Security Description
3% 01 Aug 2049
Maturity Date
2049-08-01T00:00:00.000
Interest Rate
3
Original Face
75000
Shares Par Value
33783.95
Base Market Value
31575.83
Base Total Cost
35661.98
Base Unrealized Gain Loss
-4086.15
Base Accrued Interest
0
Local Market Value
31575.83
Local Total Cost Amount
35661.98
Local Unrealized Gain Loss
-4086.15
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 BO4943
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO4943
Security Description
3% 01 Sep 2049
Maturity Date
2049-09-01T00:00:00.000
Interest Rate
3
Original Face
205000
Shares Par Value
68227.95
Base Market Value
63741.28
Base Total Cost
72020.77
Base Unrealized Gain Loss
-8279.49
Base Accrued Interest
0
Local Market Value
63741.28
Local Total Cost Amount
72020.77
Local Unrealized Gain Loss
-8279.49
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 BO8946
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO8946
Security Description
3% 01 Jan 2050
Maturity Date
2050-01-01T00:00:00.000
Interest Rate
3
Original Face
16850287
Shares Par Value
5791232.68
Base Market Value
5438257.05
Base Total Cost
6066316.22
Base Unrealized Gain Loss
-628059.17
Base Accrued Interest
0
Local Market Value
5438257.05
Local Total Cost Amount
6066316.22
Local Unrealized Gain Loss
-628059.17
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 BO9355
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BO9355
Security Description
3% 01 Mar 2050
Interest Rate
3
Original Face
3300000
Shares Par Value
1446761.55
Base Market Value
1351362.09
Base Total Cost
1530628.51
Base Unrealized Gain Loss
-179266.42
Base Accrued Interest
0
Local Market Value
1351362.09
Local Total Cost Amount
1530628.51
Local Unrealized Gain Loss
-179266.42
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 BP1368
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BP1368
Security Description
3% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
3
Original Face
9497945
Shares Par Value
4292674.89
Base Market Value
4035930.00
Base Total Cost
4539503.69
Base Unrealized Gain Loss
-503573.69
Base Accrued Interest
0
Local Market Value
4035930
Local Total Cost Amount
4539503.69
Local Unrealized Gain Loss
-503573.69
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BP3574
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BP3574
Security Description
2.5% 01 Jul 2051
Maturity Date
2051-07-01T00:00:00.000
Interest Rate
2.5
Original Face
1837000
Shares Par Value
1791009.67
Base Market Value
1623335.34
Base Total Cost
1610579.44
Base Unrealized Gain Loss
12755.9
Base Accrued Interest
1616.88
Local Market Value
1623335.34
Local Total Cost Amount
1610579.44
Local Unrealized Gain Loss
12755.9
Local Accrued Interest
1616.88
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 BP3054
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BP3054
Security Description
3% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
3
Original Face
775000
Shares Par Value
348357.32
Base Market Value
325459.79
Base Total Cost
367147.71
Base Unrealized Gain Loss
-41687.92
Base Accrued Interest
0
Local Market Value
325459.79
Local Total Cost Amount
367147.71
Local Unrealized Gain Loss
-41687.92
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 BP3073
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BP3073
Security Description
4% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
4
Original Face
1510400
Shares Par Value
265233.61
Base Market Value
262629.02
Base Total Cost
275459.6
Base Unrealized Gain Loss
-12830.58
Base Accrued Interest
0
Local Market Value
262629.02
Local Total Cost Amount
275459.6
Local Unrealized Gain Loss
-12830.58
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 BP3915
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BP3915
Security Description
4% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
4
Original Face
1494902
Shares Par Value
531533.59
Base Market Value
525830.23
Base Total Cost
552026.7
Base Unrealized Gain Loss
-26196.47
Base Accrued Interest
0
Local Market Value
525830.23
Local Total Cost Amount
552026.7
Local Unrealized Gain Loss
-26196.47
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 BP5464
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BP5464
Security Description
3% 01 Jun 2050
Maturity Date
2050-06-01T00:00:00.000
Interest Rate
3
Original Face
9513644
Shares Par Value
3444915.61
Base Market Value
3244042.58
Base Total Cost
3642998.27
Base Unrealized Gain Loss
-398955.69
Base Accrued Interest
0
Local Market Value
3244042.58
Local Total Cost Amount
3642998.27
Local Unrealized Gain Loss
-398955.69
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BP7569
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BP7569
Security Description
2.5% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
2.5
Original Face
2084000
Shares Par Value
1472194.10
Base Market Value
1409228.36
Base Total Cost
1555235.05
Base Unrealized Gain Loss
-146006.69
Base Accrued Interest
0
Local Market Value
1409228.36
Local Total Cost Amount
1555235.05
Local Unrealized Gain Loss
-146006.69
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BP8593
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BP8593
Security Description
2.5% 01 Jun 2035
Maturity Date
2035-06-01T00:00:00.000
Interest Rate
2.5
Original Face
450000
Shares Par Value
218247.60
Base Market Value
209740.31
Base Total Cost
229518.03
Base Unrealized Gain Loss
-19777.72
Base Accrued Interest
0
Local Market Value
209740.31
Local Total Cost Amount
229518.03
Local Unrealized Gain Loss
-19777.72
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
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