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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 BR9290
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR9290
Security Description
2.5% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2.5
Original Face
1834000
Shares Par Value
1631244.31
Base Market Value
1470419.93
Base Total Cost
1553250.44
Base Unrealized Gain Loss
-82830.51
Base Accrued Interest
0
Local Market Value
1470419.93
Local Total Cost Amount
1553250.44
Local Unrealized Gain Loss
-82830.51
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 BT0417
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT0417
Security Description
2.5% 01 Jun 2051
Interest Rate
2.5
Original Face
2900000
Shares Par Value
2599136.95
Base Market Value
2342108.30
Base Total Cost
2703508.54
Base Unrealized Gain Loss
-361400.24
Base Accrued Interest
0
Local Market Value
2342108.3
Local Total Cost Amount
2703508.54
Local Unrealized Gain Loss
-361400.24
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 BT1314
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT1314
Security Description
2.5% 01 Jul 2051
Maturity Date
2051-07-01T00:00:00.000
Interest Rate
2.5
Original Face
515000
Shares Par Value
477730.22
Base Market Value
430812.34
Base Total Cost
497809.83
Base Unrealized Gain Loss
-66997.49
Base Accrued Interest
0
Local Market Value
430812.34
Local Total Cost Amount
497809.83
Local Unrealized Gain Loss
-66997.49
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 BT2641
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT2641
Security Description
2% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2
Original Face
350000
Shares Par Value
325615.62
Base Market Value
283910.77
Base Total Cost
329227.91
Base Unrealized Gain Loss
-45317.14
Base Accrued Interest
0
Local Market Value
283910.77
Local Total Cost Amount
329227.91
Local Unrealized Gain Loss
-45317.14
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 BT1991
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT1991
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
706000
Shares Par Value
699470.21
Base Market Value
609979.99
Base Total Cost
676901.37
Base Unrealized Gain Loss
-66921.38
Base Accrued Interest
0
Local Market Value
609979.99
Local Total Cost Amount
676901.37
Local Unrealized Gain Loss
-66921.38
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 BT1977
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT1977
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
427000
Shares Par Value
421584.94
Base Market Value
367908.75
Base Total Cost
408640.97
Base Unrealized Gain Loss
-40732.22
Base Accrued Interest
0
Local Market Value
367908.75
Local Total Cost Amount
408640.97
Local Unrealized Gain Loss
-40732.22
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 BT1998
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT1998
Security Description
2.5% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
468503
Shares Par Value
465324.38
Base Market Value
420490.38
Base Total Cost
458635.33
Base Unrealized Gain Loss
-38144.95
Base Accrued Interest
0
Local Market Value
420490.38
Local Total Cost Amount
458635.33
Local Unrealized Gain Loss
-38144.95
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 BT2015
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT2015
Security Description
2.5% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
646567
Shares Par Value
639486.74
Base Market Value
579477.30
Base Total Cost
632492.35
Base Unrealized Gain Loss
-53015.05
Base Accrued Interest
0
Local Market Value
579477.3
Local Total Cost Amount
632492.35
Local Unrealized Gain Loss
-53015.05
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 BT2296
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT2296
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
1750296
Shares Par Value
1743136.20
Base Market Value
1519578.98
Base Total Cost
1653936.64
Base Unrealized Gain Loss
-134357.66
Base Accrued Interest
0
Local Market Value
1519578.98
Local Total Cost Amount
1653936.64
Local Unrealized Gain Loss
-134357.66
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 BT2788
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT2788
Security Description
2.5% 01 Aug 2051
Maturity Date
2051-08-01T00:00:00.000
Interest Rate
2.5
Original Face
506695
Shares Par Value
441410.69
Base Market Value
400867.12
Base Total Cost
460998.28
Base Unrealized Gain Loss
-60131.16
Base Accrued Interest
0
Local Market Value
400867.12
Local Total Cost Amount
460998.28
Local Unrealized Gain Loss
-60131.16
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 BT6838
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT6838
Security Description
3% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
3
Original Face
3618142
Shares Par Value
3463833.63
Base Market Value
3231548.95
Base Total Cost
3251538.52
Base Unrealized Gain Loss
-19989.57
Base Accrued Interest
0
Local Market Value
3231548.95
Local Total Cost Amount
3251538.52
Local Unrealized Gain Loss
-19989.57
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 BT7316
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT7316
Security Description
2.5% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2.5
Original Face
348427
Shares Par Value
338623.94
Base Market Value
305320.28
Base Total Cost
353650.39
Base Unrealized Gain Loss
-48330.11
Base Accrued Interest
0
Local Market Value
305320.28
Local Total Cost Amount
353650.39
Local Unrealized Gain Loss
-48330.11
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 BT7818
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT7818
Security Description
2.5% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
2.5
Original Face
243802
Shares Par Value
242863.15
Base Market Value
219239.85
Base Total Cost
223623.84
Base Unrealized Gain Loss
-4383.99
Base Accrued Interest
0
Local Market Value
219239.85
Local Total Cost Amount
223623.84
Local Unrealized Gain Loss
-4383.99
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BT8452
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT8452
Security Description
2.5% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
2.5
Original Face
636546
Shares Par Value
598691.97
Base Market Value
542468.81
Base Total Cost
538378.43
Base Unrealized Gain Loss
4090.38
Base Accrued Interest
540.49
Local Market Value
542468.81
Local Total Cost Amount
538378.43
Local Unrealized Gain Loss
4090.38
Local Accrued Interest
540.49
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 BT8472
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT8472
Security Description
3% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
3
Original Face
724647
Shares Par Value
696370.64
Base Market Value
662833.43
Base Total Cost
708557.14
Base Unrealized Gain Loss
-45723.71
Base Accrued Interest
0
Local Market Value
662833.43
Local Total Cost Amount
708557.14
Local Unrealized Gain Loss
-45723.71
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 BT9390
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BT9390
Security Description
3% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
3
Original Face
3157312
Shares Par Value
2987294.88
Base Market Value
2787892.95
Base Total Cost
2804206.38
Base Unrealized Gain Loss
-16313.43
Base Accrued Interest
0
Local Market Value
2787892.95
Local Total Cost Amount
2804206.38
Local Unrealized Gain Loss
-16313.43
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 BU1062
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BU1062
Security Description
2.5% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
2.5
Original Face
1003724
Shares Par Value
961438.97
Base Market Value
866842.99
Base Total Cost
871904.97
Base Unrealized Gain Loss
-5061.98
Base Accrued Interest
0
Local Market Value
866842.99
Local Total Cost Amount
871904.97
Local Unrealized Gain Loss
-5061.98
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 BU1443
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BU1443
Security Description
2% 01 Jan 2042
Maturity Date
2042-01-01T00:00:00.000
Interest Rate
2
Original Face
545000
Shares Par Value
528560.70
Base Market Value
472490.98
Base Total Cost
471657.84
Base Unrealized Gain Loss
833.14
Base Accrued Interest
0
Local Market Value
472490.98
Local Total Cost Amount
471657.84
Local Unrealized Gain Loss
833.14
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 BU3058
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BU3058
Security Description
2.5% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
2.5
Original Face
3675000
Shares Par Value
3572159.42
Base Market Value
3220694.65
Base Total Cost
3654207.45
Base Unrealized Gain Loss
-433512.8
Base Accrued Interest
0
Local Market Value
3220694.65
Local Total Cost Amount
3654207.45
Local Unrealized Gain Loss
-433512.8
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 BU3762
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BU3762
Security Description
2.5% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
2.5
Original Face
1476419
Shares Par Value
1445935.35
Base Market Value
1302773.29
Base Total Cost
1481914.3
Base Unrealized Gain Loss
-179141.01
Base Accrued Interest
0
Local Market Value
1302773.29
Local Total Cost Amount
1481914.3
Local Unrealized Gain Loss
-179141.01
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 BU8246
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BU8246
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
1287000
Shares Par Value
1273766.44
Base Market Value
1110800.76
Base Total Cost
1234160.25
Base Unrealized Gain Loss
-123359.49
Base Accrued Interest
0
Local Market Value
1110800.76
Local Total Cost Amount
1234160.25
Local Unrealized Gain Loss
-123359.49
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 BU9123
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BU9123
Security Description
3% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
3
Original Face
811310
Shares Par Value
772549.38
Base Market Value
728560.42
Base Total Cost
786068.99
Base Unrealized Gain Loss
-57508.57
Base Accrued Interest
0
Local Market Value
728560.42
Local Total Cost Amount
786068.99
Local Unrealized Gain Loss
-57508.57
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 BV0277
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BV0277
Security Description
3% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
3
Original Face
787096
Shares Par Value
762278.57
Base Market Value
720818.24
Base Total Cost
775618.45
Base Unrealized Gain Loss
-54800.21
Base Accrued Interest
0
Local Market Value
720818.24
Local Total Cost Amount
775618.45
Local Unrealized Gain Loss
-54800.21
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 BV0337
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BV0337
Security Description
3% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
3
Original Face
1757760
Shares Par Value
1742706.89
Base Market Value
1641856.44
Base Total Cost
1773204.26
Base Unrealized Gain Loss
-131347.82
Base Accrued Interest
0
Local Market Value
1641856.44
Local Total Cost Amount
1773204.26
Local Unrealized Gain Loss
-131347.82
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BV2920
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BV2920
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
365000
Shares Par Value
362268.73
Base Market Value
316032.37
Base Total Cost
350792.16
Base Unrealized Gain Loss
-34759.79
Base Accrued Interest
0
Local Market Value
316032.37
Local Total Cost Amount
350792.16
Local Unrealized Gain Loss
-34759.79
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 BV3023
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BV3023
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
1613172
Shares Par Value
1593005.66
Base Market Value
1388734.54
Base Total Cost
1520262.55
Base Unrealized Gain Loss
-131528.01
Base Accrued Interest
0
Local Market Value
1388734.54
Local Total Cost Amount
1520262.55
Local Unrealized Gain Loss
-131528.01
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 BV3083
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BV3083
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
813134
Shares Par Value
799575.14
Base Market Value
697029.63
Base Total Cost
760845.72
Base Unrealized Gain Loss
-63816.09
Base Accrued Interest
0
Local Market Value
697029.63
Local Total Cost Amount
760845.72
Local Unrealized Gain Loss
-63816.09
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BV3101
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BV3101
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
2195567
Shares Par Value
2175403.22
Base Market Value
1896560.04
Base Total Cost
2070032.12
Base Unrealized Gain Loss
-173472.08
Base Accrued Interest
0
Local Market Value
1896560.04
Local Total Cost Amount
2070032.12
Local Unrealized Gain Loss
-173472.08
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 BV4122
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BV4122
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
496099
Shares Par Value
492954.33
Base Market Value
429841.39
Base Total Cost
469981.89
Base Unrealized Gain Loss
-40140.5
Base Accrued Interest
0
Local Market Value
429841.39
Local Total Cost Amount
469981.89
Local Unrealized Gain Loss
-40140.5
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 BV4128
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BV4128
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
4497583
Shares Par Value
4455283.23
Base Market Value
3884071.37
Base Total Cost
4237392.04
Base Unrealized Gain Loss
-353320.67
Base Accrued Interest
0
Local Market Value
3884071.37
Local Total Cost Amount
4237392.04
Local Unrealized Gain Loss
-353320.67
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 BV4169
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BV4169
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
809705
Shares Par Value
805235.31
Base Market Value
702229.61
Base Total Cost
766672.08
Base Unrealized Gain Loss
-64442.47
Base Accrued Interest
0
Local Market Value
702229.61
Local Total Cost Amount
766672.08
Local Unrealized Gain Loss
-64442.47
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 BV4172
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BV4172
Security Description
2% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2
Original Face
2000120
Shares Par Value
1988742.52
Base Market Value
1734044.27
Base Total Cost
1901890.4
Base Unrealized Gain Loss
-167846.13
Base Accrued Interest
0
Local Market Value
1734044.27
Local Total Cost Amount
1901890.4
Local Unrealized Gain Loss
-167846.13
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 BV7245
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BV7245
Security Description
4% 01 May 2052
Interest Rate
4
Original Face
4000000
Shares Par Value
3993838.36
Base Market Value
3943995.26
Base Total Cost
4026912.33
Base Unrealized Gain Loss
-82917.07
Base Accrued Interest
0
Local Market Value
3943995.26
Local Total Cost Amount
4026912.33
Local Unrealized Gain Loss
-82917.07
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 BV9904
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BV9904
Security Description
4% 01 May 2052
Maturity Date
2052-05-01T00:00:00.000
Interest Rate
4
Original Face
600000
Shares Par Value
595784.90
Base Market Value
593109.83
Base Total Cost
595040.17
Base Unrealized Gain Loss
-1930.34
Base Accrued Interest
0
Local Market Value
593109.83
Local Total Cost Amount
595040.17
Local Unrealized Gain Loss
-1930.34
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 CA0109
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA0109
Security Description
3.5% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
3.5
Original Face
2000000
Shares Par Value
308346.56
Base Market Value
301529.02
Base Total Cost
326307.74
Base Unrealized Gain Loss
-24778.72
Base Accrued Interest
0
Local Market Value
301529.02
Local Total Cost Amount
326307.74
Local Unrealized Gain Loss
-24778.72
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 CA0180
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA0180
Security Description
3.5% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1750000
Shares Par Value
244615.05
Base Market Value
239209.06
Base Total Cost
258509.17
Base Unrealized Gain Loss
-19300.11
Base Accrued Interest
0
Local Market Value
239209.06
Local Total Cost Amount
258509.17
Local Unrealized Gain Loss
-19300.11
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 CA0182
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA0182
Security Description
4% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
4
Original Face
1350000
Shares Par Value
209013.28
Base Market Value
209491.92
Base Total Cost
225161.66
Base Unrealized Gain Loss
-15669.74
Base Accrued Interest
0
Local Market Value
209491.92
Local Total Cost Amount
225161.66
Local Unrealized Gain Loss
-15669.74
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CA0237
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA0237
Security Description
4% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
4
Original Face
1150000
Shares Par Value
165143.71
Base Market Value
165695.29
Base Total Cost
176745.05
Base Unrealized Gain Loss
-11049.76
Base Accrued Interest
0
Local Market Value
165695.29
Local Total Cost Amount
176745.05
Local Unrealized Gain Loss
-11049.76
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 CA1710
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1710
Security Description
4.5% 01 May 2048
Maturity Date
2048-05-01T00:00:00.000
Interest Rate
4.5
Original Face
725000
Shares Par Value
133523.26
Base Market Value
134850.48
Base Total Cost
144155.72
Base Unrealized Gain Loss
-9305.24
Base Accrued Interest
0
Local Market Value
134850.48
Local Total Cost Amount
144155.72
Local Unrealized Gain Loss
-9305.24
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 CA1711
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1711
Security Description
4.5% 01 May 2048
Maturity Date
2048-05-01T00:00:00.000
Interest Rate
4.5
Original Face
1270000
Shares Par Value
226723.46
Base Market Value
228909.07
Base Total Cost
245221.83
Base Unrealized Gain Loss
-16312.76
Base Accrued Interest
0
Local Market Value
228909.07
Local Total Cost Amount
245221.83
Local Unrealized Gain Loss
-16312.76
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 CA0983
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA0983
Security Description
4.5% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
4.5
Original Face
368186
Shares Par Value
65901.21
Base Market Value
66574.06
Base Total Cost
71368.38
Base Unrealized Gain Loss
-4794.32
Base Accrued Interest
0
Local Market Value
66574.06
Local Total Cost Amount
71368.38
Local Unrealized Gain Loss
-4794.32
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 CA1218
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1218
Security Description
4.5% 01 Feb 2048
Maturity Date
2048-02-01T00:00:00.000
Interest Rate
4.5
Original Face
371214
Shares Par Value
63650.71
Base Market Value
64137.00
Base Total Cost
68894.25
Base Unrealized Gain Loss
-4757.25
Base Accrued Interest
0
Local Market Value
64137
Local Total Cost Amount
68894.25
Local Unrealized Gain Loss
-4757.25
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 CA1341
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1341
Security Description
3.5% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3.5
Original Face
1585000
Shares Par Value
365234.02
Base Market Value
357155.04
Base Total Cost
390548.42
Base Unrealized Gain Loss
-33393.38
Base Accrued Interest
0
Local Market Value
357155.04
Local Total Cost Amount
390548.42
Local Unrealized Gain Loss
-33393.38
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 CA1389
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1389
Security Description
4.5% 01 Mar 2048
Maturity Date
2048-03-01T00:00:00.000
Interest Rate
4.5
Original Face
530000
Shares Par Value
76187.12
Base Market Value
77280.41
Base Total Cost
82386.45
Base Unrealized Gain Loss
-5106.04
Base Accrued Interest
0
Local Market Value
77280.41
Local Total Cost Amount
82386.45
Local Unrealized Gain Loss
-5106.04
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CA1495
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1495
Security Description
3.5% 01 Mar 2048
Maturity Date
2048-03-01T00:00:00.000
Interest Rate
3.5
Original Face
75000
Shares Par Value
19898.37
Base Market Value
19457.22
Base Total Cost
21078.75
Base Unrealized Gain Loss
-1621.53
Base Accrued Interest
0
Local Market Value
19457.22
Local Total Cost Amount
21078.75
Local Unrealized Gain Loss
-1621.53
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 CA1530
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1530
Security Description
3.5% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3.5
Original Face
5000
Shares Par Value
1095.88
Base Market Value
1068.68
Base Total Cost
1170.27
Base Unrealized Gain Loss
-101.59
Base Accrued Interest
0
Local Market Value
1068.68
Local Total Cost Amount
1170.27
Local Unrealized Gain Loss
-101.59
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 CA1902
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1902
Security Description
4.5% 01 Jun 2048
Maturity Date
2048-06-01T00:00:00.000
Interest Rate
4.5
Original Face
167000
Shares Par Value
34412.31
Base Market Value
35005.23
Base Total Cost
37576.87
Base Unrealized Gain Loss
-2571.64
Base Accrued Interest
0
Local Market Value
35005.23
Local Total Cost Amount
37576.87
Local Unrealized Gain Loss
-2571.64
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 CA1909
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1909
Security Description
4.5% 01 Jun 2048
Maturity Date
2048-06-01T00:00:00.000
Interest Rate
4.5
Original Face
1600000
Shares Par Value
308860.34
Base Market Value
312603.73
Base Total Cost
333899.65
Base Unrealized Gain Loss
-21295.92
Base Accrued Interest
0
Local Market Value
312603.73
Local Total Cost Amount
333899.65
Local Unrealized Gain Loss
-21295.92
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 CA2055
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA2055
Security Description
4.5% 01 Jul 2048
Maturity Date
2048-07-01T00:00:00.000
Interest Rate
4.5
Original Face
600000
Shares Par Value
75621.49
Base Market Value
76417.03
Base Total Cost
78504.57
Base Unrealized Gain Loss
-2087.54
Base Accrued Interest
0
Local Market Value
76417.03
Local Total Cost Amount
78504.57
Local Unrealized Gain Loss
-2087.54
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 CA2266
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA2266
Security Description
2.5% 01 Aug 2033
Maturity Date
2033-08-01T00:00:00.000
Interest Rate
2.5
Original Face
2050000
Shares Par Value
473823.59
Base Market Value
457126.05
Base Total Cost
496908.28
Base Unrealized Gain Loss
-39782.23
Base Accrued Interest
0
Local Market Value
457126.05
Local Total Cost Amount
496908.28
Local Unrealized Gain Loss
-39782.23
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
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