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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 FM3343
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM3343
Security Description
1% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
3.5
Original Face
7932675
Shares Par Value
2511742.16
Base Market Value
2499409.51
Base Total Cost
2665586.37
Base Unrealized Gain Loss
-166176.86
Base Accrued Interest
0
Local Market Value
2499409.51
Local Total Cost Amount
2665586.37
Local Unrealized Gain Loss
-166176.86
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 FM3387
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM3387
Security Description
1% 01 Mar 2035
Maturity Date
2035-03-01T00:00:00.000
Interest Rate
3.5
Original Face
298190
Shares Par Value
101035.13
Base Market Value
100802.75
Base Total Cost
106923.58
Base Unrealized Gain Loss
-6120.83
Base Accrued Interest
0
Local Market Value
100802.75
Local Total Cost Amount
106923.58
Local Unrealized Gain Loss
-6120.83
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM3451
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM3451
Security Description
1% 01 Sep 2048
Maturity Date
2048-09-01T00:00:00.000
Interest Rate
4.5
Original Face
223489
Shares Par Value
44706.00
Base Market Value
45174.52
Base Total Cost
48366.31
Base Unrealized Gain Loss
-3191.79
Base Accrued Interest
0
Local Market Value
45174.52
Local Total Cost Amount
48366.31
Local Unrealized Gain Loss
-3191.79
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 FM3456
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM3456
Security Description
1% 01 Feb 2048
Maturity Date
2048-02-01T00:00:00.000
Interest Rate
3.5
Original Face
38605007
Shares Par Value
14002940.17
Base Market Value
13692494.99
Base Total Cost
14926259.04
Base Unrealized Gain Loss
-1233764.05
Base Accrued Interest
0
Local Market Value
13692494.99
Local Total Cost Amount
14926259.04
Local Unrealized Gain Loss
-1233764.05
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 FM4448
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM4448
Security Description
1% 01 Jun 2038
Maturity Date
2038-06-01T00:00:00.000
Interest Rate
3
Original Face
6125000
Shares Par Value
3087463.05
Base Market Value
3032475.33
Base Total Cost
3272228.42
Base Unrealized Gain Loss
-239753.09
Base Accrued Interest
0
Local Market Value
3032475.33
Local Total Cost Amount
3272228.42
Local Unrealized Gain Loss
-239753.09
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 FM4489
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM4489
Security Description
1% 01 Jun 2038
Maturity Date
2038-06-01T00:00:00.000
Interest Rate
4
Original Face
1584509
Shares Par Value
784989.26
Base Market Value
798271.28
Base Total Cost
856864.84
Base Unrealized Gain Loss
-58593.56
Base Accrued Interest
0
Local Market Value
798271.28
Local Total Cost Amount
856864.84
Local Unrealized Gain Loss
-58593.56
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 FM3872
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM3872
Security Description
1% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
4.5
Original Face
34272195
Shares Par Value
13626513.35
Base Market Value
13781719.34
Base Total Cost
15095621.81
Base Unrealized Gain Loss
-1313902.47
Base Accrued Interest
0
Local Market Value
13781719.34
Local Total Cost Amount
15095621.81
Local Unrealized Gain Loss
-1313902.47
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 FM3972
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM3972
Security Description
1% 01 Jul 2050
Maturity Date
2050-07-01T00:00:00.000
Interest Rate
3.5
Original Face
54895500
Shares Par Value
20888689.64
Base Market Value
20344330.39
Base Total Cost
22439022.09
Base Unrealized Gain Loss
-2094691.7
Base Accrued Interest
0
Local Market Value
20344330.39
Local Total Cost Amount
22439022.09
Local Unrealized Gain Loss
-2094691.7
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 FM4109
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM4109
Security Description
1% 01 Jun 2038
Maturity Date
2038-06-01T00:00:00.000
Interest Rate
4
Original Face
1227189
Shares Par Value
647836.91
Base Market Value
660411.42
Base Total Cost
707356.92
Base Unrealized Gain Loss
-46945.5
Base Accrued Interest
0
Local Market Value
660411.42
Local Total Cost Amount
707356.92
Local Unrealized Gain Loss
-46945.5
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 FM4098
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM4098
Security Description
1% 01 Oct 2049
Maturity Date
2049-10-01T00:00:00.000
Interest Rate
4
Original Face
27896891
Shares Par Value
10908305.37
Base Market Value
10917904.68
Base Total Cost
11886643.99
Base Unrealized Gain Loss
-968739.31
Base Accrued Interest
0
Local Market Value
10917904.68
Local Total Cost Amount
11886643.99
Local Unrealized Gain Loss
-968739.31
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 FM4198
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM4198
Security Description
1% 01 Feb 2037
Maturity Date
2037-02-01T00:00:00.000
Interest Rate
3
Original Face
2350000
Shares Par Value
1221459.52
Base Market Value
1199705.33
Base Total Cost
1297419.04
Base Unrealized Gain Loss
-97713.71
Base Accrued Interest
0
Local Market Value
1199705.33
Local Total Cost Amount
1297419.04
Local Unrealized Gain Loss
-97713.71
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 FM4312
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM4312
Security Description
1% 01 Sep 2048
Maturity Date
2048-09-01T00:00:00.000
Interest Rate
3
Original Face
2799981
Shares Par Value
1341210.50
Base Market Value
1269723.98
Base Total Cost
1417701.4
Base Unrealized Gain Loss
-147977.42
Base Accrued Interest
0
Local Market Value
1269723.98
Local Total Cost Amount
1417701.4
Local Unrealized Gain Loss
-147977.42
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 FM5290
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM5290
Security Description
1% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
3
Original Face
49730596
Shares Par Value
33483180.12
Base Market Value
31505663.50
Base Total Cost
36295844.96
Base Unrealized Gain Loss
-4790181.46
Base Accrued Interest
0
Local Market Value
31505663.5
Local Total Cost Amount
36295844.96
Local Unrealized Gain Loss
-4790181.46
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 FM5292
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM5292
Security Description
1% 01 Aug 2050
Maturity Date
2050-08-01T00:00:00.000
Interest Rate
3
Original Face
13442061
Shares Par Value
9223015.02
Base Market Value
8665944.91
Base Total Cost
9842326.06
Base Unrealized Gain Loss
-1176381.15
Base Accrued Interest
0
Local Market Value
8665944.91
Local Total Cost Amount
9842326.06
Local Unrealized Gain Loss
-1176381.15
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 FM5293
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM5293
Security Description
1% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3.5
Original Face
1673975
Shares Par Value
980292.65
Base Market Value
956246.07
Base Total Cost
1067887.16
Base Unrealized Gain Loss
-111641.09
Base Accrued Interest
0
Local Market Value
956246.07
Local Total Cost Amount
1067887.16
Local Unrealized Gain Loss
-111641.09
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 FM5294
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM5294
Security Description
1% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
3.5
Original Face
5771836
Shares Par Value
3306154.93
Base Market Value
3249057.63
Base Total Cost
3578848.15
Base Unrealized Gain Loss
-329790.52
Base Accrued Interest
0
Local Market Value
3249057.63
Local Total Cost Amount
3578848.15
Local Unrealized Gain Loss
-329790.52
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM5295
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM5295
Security Description
1% 01 Apr 2048
Maturity Date
2048-04-01T00:00:00.000
Interest Rate
3.5
Original Face
10471165
Shares Par Value
6960237.62
Base Market Value
6858200.54
Base Total Cost
7788940.9
Base Unrealized Gain Loss
-930740.36
Base Accrued Interest
0
Local Market Value
6858200.54
Local Total Cost Amount
7788940.9
Local Unrealized Gain Loss
-930740.36
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 FM5296
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM5296
Security Description
1% 01 Jan 2049
Maturity Date
2049-01-01T00:00:00.000
Interest Rate
4
Original Face
1630956
Shares Par Value
891982.10
Base Market Value
897325.07
Base Total Cost
981180.32
Base Unrealized Gain Loss
-83855.25
Base Accrued Interest
0
Local Market Value
897325.07
Local Total Cost Amount
981180.32
Local Unrealized Gain Loss
-83855.25
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 FM5315
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM5315
Security Description
1% 01 Jun 2049
Maturity Date
2049-06-01T00:00:00.000
Interest Rate
3.5
Original Face
2126809
Shares Par Value
913467.27
Base Market Value
893983.01
Base Total Cost
970987.15
Base Unrealized Gain Loss
-77004.14
Base Accrued Interest
0
Local Market Value
893983.01
Local Total Cost Amount
970987.15
Local Unrealized Gain Loss
-77004.14
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 FM4543
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM4543
Security Description
1% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
4
Original Face
1100000
Shares Par Value
400576.35
Base Market Value
398393.21
Base Total Cost
433018.13
Base Unrealized Gain Loss
-34624.92
Base Accrued Interest
0
Local Market Value
398393.21
Local Total Cost Amount
433018.13
Local Unrealized Gain Loss
-34624.92
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 FM4749
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM4749
Security Description
1% 01 Jul 2035
Maturity Date
2035-07-01T00:00:00.000
Interest Rate
3.5
Original Face
45001923
Shares Par Value
18021438.58
Base Market Value
18040361.09
Base Total Cost
19227350.99
Base Unrealized Gain Loss
-1186989.9
Base Accrued Interest
0
Local Market Value
18040361.09
Local Total Cost Amount
19227350.99
Local Unrealized Gain Loss
-1186989.9
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 FM4745
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM4745
Security Description
1% 01 Oct 2050
Maturity Date
2050-10-01T00:00:00.000
Interest Rate
3.5
Original Face
8967021
Shares Par Value
4437515.87
Base Market Value
4305100.40
Base Total Cost
4785583.51
Base Unrealized Gain Loss
-480483.11
Base Accrued Interest
0
Local Market Value
4305100.4
Local Total Cost Amount
4785583.51
Local Unrealized Gain Loss
-480483.11
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 FM4862
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM4862
Security Description
1% 01 Nov 2050
Maturity Date
2050-11-01T00:00:00.000
Interest Rate
2.5
Original Face
2200000
Shares Par Value
1703391.58
Base Market Value
1537379.04
Base Total Cost
1807458.15
Base Unrealized Gain Loss
-270079.11
Base Accrued Interest
0
Local Market Value
1537379.04
Local Total Cost Amount
1807458.15
Local Unrealized Gain Loss
-270079.11
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 FM4874
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM4874
Security Description
1% 01 Nov 2050
Maturity Date
2050-11-01T00:00:00.000
Interest Rate
2.5
Original Face
2626484
Shares Par Value
2208004.18
Base Market Value
2014273.89
Base Total Cost
2030501.36
Base Unrealized Gain Loss
-16227.47
Base Accrued Interest
0
Local Market Value
2014273.89
Local Total Cost Amount
2030501.36
Local Unrealized Gain Loss
-16227.47
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 FM4959
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM4959
Security Description
1% 01 Dec 2050
Maturity Date
2050-12-01T00:00:00.000
Interest Rate
2
Original Face
1520179
Shares Par Value
1346620.77
Base Market Value
1174253.31
Base Total Cost
1236418.81
Base Unrealized Gain Loss
-62165.5
Base Accrued Interest
0
Local Market Value
1174253.31
Local Total Cost Amount
1236418.81
Local Unrealized Gain Loss
-62165.5
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 FM5179
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM5179
Security Description
1% 01 Dec 2050
Maturity Date
2050-12-01T00:00:00.000
Interest Rate
2
Original Face
2219000
Shares Par Value
1851699.27
Base Market Value
1615403.93
Base Total Cost
1717161.75
Base Unrealized Gain Loss
-101757.82
Base Accrued Interest
0
Local Market Value
1615403.93
Local Total Cost Amount
1717161.75
Local Unrealized Gain Loss
-101757.82
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 FM5265
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM5265
Security Description
1% 01 Jan 2051
Maturity Date
2051-01-01T00:00:00.000
Interest Rate
2
Original Face
515000
Shares Par Value
452364.89
Base Market Value
394584.32
Base Total Cost
469328.59
Base Unrealized Gain Loss
-74744.27
Base Accrued Interest
0
Local Market Value
394584.32
Local Total Cost Amount
469328.59
Local Unrealized Gain Loss
-74744.27
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 FM6184
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM6184
Security Description
1% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2
Original Face
1149000
Shares Par Value
950514.31
Base Market Value
832469.94
Base Total Cost
862591.74
Base Unrealized Gain Loss
-30121.8
Base Accrued Interest
0
Local Market Value
832469.94
Local Total Cost Amount
862591.74
Local Unrealized Gain Loss
-30121.8
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 FM5674
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM5674
Security Description
1% 01 Apr 2050
Maturity Date
2050-04-01T00:00:00.000
Interest Rate
3
Original Face
4245514
Shares Par Value
3762946.80
Base Market Value
3514705.20
Base Total Cost
4013417.97
Base Unrealized Gain Loss
-498712.77
Base Accrued Interest
0
Local Market Value
3514705.2
Local Total Cost Amount
4013417.97
Local Unrealized Gain Loss
-498712.77
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM5719
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM5719
Security Description
1% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
3853545
Shares Par Value
2771622.09
Base Market Value
2653412.41
Base Total Cost
2977761.48
Base Unrealized Gain Loss
-324349.07
Base Accrued Interest
0
Local Market Value
2653412.41
Local Total Cost Amount
2977761.48
Local Unrealized Gain Loss
-324349.07
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 FM5994
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM5994
Security Description
1% 01 Feb 2051
Maturity Date
2051-02-01T00:00:00.000
Interest Rate
2.5
Original Face
3106228
Shares Par Value
2597800.07
Base Market Value
2341033.51
Base Total Cost
2665180.51
Base Unrealized Gain Loss
-324147
Base Accrued Interest
0
Local Market Value
2341033.51
Local Total Cost Amount
2665180.51
Local Unrealized Gain Loss
-324147
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 FM6043
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM6043
Security Description
1% 01 Jun 2049
Maturity Date
2049-06-01T00:00:00.000
Interest Rate
3.5
Original Face
13652000
Shares Par Value
7192071.83
Base Market Value
7034133.93
Base Total Cost
7650004.54
Base Unrealized Gain Loss
-615870.61
Base Accrued Interest
0
Local Market Value
7034133.93
Local Total Cost Amount
7650004.54
Local Unrealized Gain Loss
-615870.61
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 FM7081
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM7081
Security Description
1% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2
Original Face
4136000
Shares Par Value
3760827.04
Base Market Value
3283390.05
Base Total Cost
3589239.3
Base Unrealized Gain Loss
-305849.25
Base Accrued Interest
0
Local Market Value
3283390.05
Local Total Cost Amount
3589239.3
Local Unrealized Gain Loss
-305849.25
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 FM6426
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM6426
Security Description
1% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2
Original Face
957000
Shares Par Value
775953.01
Base Market Value
679106.31
Base Total Cost
704177.37
Base Unrealized Gain Loss
-25071.06
Base Accrued Interest
0
Local Market Value
679106.31
Local Total Cost Amount
704177.37
Local Unrealized Gain Loss
-25071.06
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM6462
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM6462
Security Description
1% 01 Aug 2050
Maturity Date
2050-08-01T00:00:00.000
Interest Rate
3
Original Face
15222074
Shares Par Value
10549827.81
Base Market Value
9907976.29
Base Total Cost
11210016.26
Base Unrealized Gain Loss
-1302039.97
Base Accrued Interest
0
Local Market Value
9907976.29
Local Total Cost Amount
11210016.26
Local Unrealized Gain Loss
-1302039.97
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM6541
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM6541
Security Description
1% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2
Original Face
3711982
Shares Par Value
3288449.12
Base Market Value
2876077.60
Base Total Cost
3155883.52
Base Unrealized Gain Loss
-279805.92
Base Accrued Interest
0
Local Market Value
2876077.6
Local Total Cost Amount
3155883.52
Local Unrealized Gain Loss
-279805.92
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 FM6623
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM6623
Security Description
1% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
3
Original Face
7526842
Shares Par Value
6190230.29
Base Market Value
5856638.78
Base Total Cost
6619677.51
Base Unrealized Gain Loss
-763038.73
Base Accrued Interest
0
Local Market Value
5856638.78
Local Total Cost Amount
6619677.51
Local Unrealized Gain Loss
-763038.73
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM6771
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM6771
Security Description
1% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
2
Original Face
1300000
Shares Par Value
1086219.46
Base Market Value
971025.89
Base Total Cost
993678.66
Base Unrealized Gain Loss
-22652.77
Base Accrued Interest
0
Local Market Value
971025.89
Local Total Cost Amount
993678.66
Local Unrealized Gain Loss
-22652.77
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM6806
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM6806
Security Description
1% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
3
Original Face
5070490
Shares Par Value
4483742.43
Base Market Value
4185035.51
Base Total Cost
4775185.67
Base Unrealized Gain Loss
-590150.16
Base Accrued Interest
0
Local Market Value
4185035.51
Local Total Cost Amount
4775185.67
Local Unrealized Gain Loss
-590150.16
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 FM6807
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM6807
Security Description
1% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
3
Original Face
1525153
Shares Par Value
1289358.78
Base Market Value
1212500.10
Base Total Cost
1371555.41
Base Unrealized Gain Loss
-159055.31
Base Accrued Interest
0
Local Market Value
1212500.1
Local Total Cost Amount
1371555.41
Local Unrealized Gain Loss
-159055.31
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 FM6826
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM6826
Security Description
1% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
3
Original Face
3434215
Shares Par Value
2896231.07
Base Market Value
2741948.84
Base Total Cost
3082675.95
Base Unrealized Gain Loss
-340727.11
Base Accrued Interest
0
Local Market Value
2741948.84
Local Total Cost Amount
3082675.95
Local Unrealized Gain Loss
-340727.11
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 FM6863
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM6863
Security Description
1% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2
Original Face
3197000
Shares Par Value
2863026.19
Base Market Value
2503916.81
Base Total Cost
2600433.01
Base Unrealized Gain Loss
-96516.2
Base Accrued Interest
0
Local Market Value
2503916.81
Local Total Cost Amount
2600433.01
Local Unrealized Gain Loss
-96516.2
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 FM6924
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM6924
Security Description
1% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
3
Original Face
9110493
Shares Par Value
7462749.47
Base Market Value
7018790.50
Base Total Cost
7933835.53
Base Unrealized Gain Loss
-915045.03
Base Accrued Interest
0
Local Market Value
7018790.5
Local Total Cost Amount
7933835.53
Local Unrealized Gain Loss
-915045.03
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 FM7368
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM7368
Security Description
1% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2.5
Original Face
1834000
Shares Par Value
1596025.55
Base Market Value
1444179.68
Base Total Cost
1519964.96
Base Unrealized Gain Loss
-75785.28
Base Accrued Interest
0
Local Market Value
1444179.68
Local Total Cost Amount
1519964.96
Local Unrealized Gain Loss
-75785.28
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 FM7441
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM7441
Security Description
1% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
3
Original Face
3508124
Shares Par Value
2954010.38
Base Market Value
2758454.89
Base Total Cost
3135866.66
Base Unrealized Gain Loss
-377411.77
Base Accrued Interest
0
Local Market Value
2758454.89
Local Total Cost Amount
3135866.66
Local Unrealized Gain Loss
-377411.77
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM7505
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM7505
Security Description
1% 01 Jun 2049
Maturity Date
2049-06-01T00:00:00.000
Interest Rate
3.5
Original Face
160000
Shares Par Value
99329.05
Base Market Value
97148.78
Base Total Cost
105467.3
Base Unrealized Gain Loss
-8318.52
Base Accrued Interest
0
Local Market Value
97148.78
Local Total Cost Amount
105467.3
Local Unrealized Gain Loss
-8318.52
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM7534
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM7534
Security Description
1% 01 Apr 2050
Interest Rate
3.5
Original Face
500761
Shares Par Value
321790.26
Base Market Value
312522.70
Base Total Cost
342606.06
Base Unrealized Gain Loss
-30083.36
Base Accrued Interest
0
Local Market Value
312522.7
Local Total Cost Amount
342606.06
Local Unrealized Gain Loss
-30083.36
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 FM7554
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM7554
Security Description
1% 01 Apr 2050
Interest Rate
3.5
Original Face
67104
Shares Par Value
38018.50
Base Market Value
37077.92
Base Total Cost
40197.16
Base Unrealized Gain Loss
-3119.24
Base Accrued Interest
0
Local Market Value
37077.92
Local Total Cost Amount
40197.16
Local Unrealized Gain Loss
-3119.24
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 FM7599
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM7599
Security Description
1% 01 Jan 2051
Maturity Date
2051-01-01T00:00:00.000
Interest Rate
3.5
Original Face
114573000
Shares Par Value
59253549.99
Base Market Value
57695181.63
Base Total Cost
60605271.61
Base Unrealized Gain Loss
-2910089.98
Base Accrued Interest
0
Local Market Value
57695181.63
Local Total Cost Amount
60605271.61
Local Unrealized Gain Loss
-2910089.98
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 FM7750
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM7750
Security Description
1% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2
Original Face
1409230
Shares Par Value
1289821.31
Base Market Value
1125652.85
Base Total Cost
1274303.15
Base Unrealized Gain Loss
-148650.3
Base Accrued Interest
0
Local Market Value
1125652.85
Local Total Cost Amount
1274303.15
Local Unrealized Gain Loss
-148650.3
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
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