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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 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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM7909
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM7909
Security Description
1% 01 Jun 2051
Interest Rate
3
Original Face
7000000
Shares Par Value
6007962.71
Base Market Value
5610055.34
Base Total Cost
6321878.33
Base Unrealized Gain Loss
-711822.99
Base Accrued Interest
0
Local Market Value
5610055.34
Local Total Cost Amount
6321878.33
Local Unrealized Gain Loss
-711822.99
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 FM8972
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM8972
Security Description
1% 01 Jun 2049
Maturity Date
2049-06-01T00:00:00.000
Interest Rate
4
Original Face
555000
Shares Par Value
388876.16
Base Market Value
389105.60
Base Total Cost
421079.96
Base Unrealized Gain Loss
-31974.36
Base Accrued Interest
0
Local Market Value
389105.6
Local Total Cost Amount
421079.96
Local Unrealized Gain Loss
-31974.36
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 FM8997
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM8997
Security Description
1% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
2.5
Original Face
1850000
Shares Par Value
1733496.92
Base Market Value
1562123.41
Base Total Cost
1650072.37
Base Unrealized Gain Loss
-87948.96
Base Accrued Interest
0
Local Market Value
1562123.41
Local Total Cost Amount
1650072.37
Local Unrealized Gain Loss
-87948.96
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM8486
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM8486
Security Description
1% 01 Aug 2051
Maturity Date
2051-08-01T00:00:00.000
Interest Rate
3.5
Original Face
79843
Shares Par Value
56838.93
Base Market Value
54808.64
Base Total Cost
59747.47
Base Unrealized Gain Loss
-4938.83
Base Accrued Interest
0
Local Market Value
54808.64
Local Total Cost Amount
59747.47
Local Unrealized Gain Loss
-4938.83
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 FM8642
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM8642
Security Description
1% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2.5
Original Face
2516663
Shares Par Value
2374113.80
Base Market Value
2145510.38
Base Total Cost
2482432.74
Base Unrealized Gain Loss
-336922.36
Base Accrued Interest
0
Local Market Value
2145510.38
Local Total Cost Amount
2482432.74
Local Unrealized Gain Loss
-336922.36
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 FM8689
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM8689
Security Description
1% 01 Sep 2051
Interest Rate
2.5
Original Face
3880385
Shares Par Value
3646933.90
Base Market Value
3313968.83
Base Total Cost
3839537.61
Base Unrealized Gain Loss
-525568.78
Base Accrued Interest
0
Local Market Value
3313968.83
Local Total Cost Amount
3839537.61
Local Unrealized Gain Loss
-525568.78
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM8745
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM8745
Security Description
1% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2.5
Original Face
2130676
Shares Par Value
2017507.89
Base Market Value
1819106.16
Base Total Cost
2118068.04
Base Unrealized Gain Loss
-298961.88
Base Accrued Interest
0
Local Market Value
1819106.16
Local Total Cost Amount
2118068.04
Local Unrealized Gain Loss
-298961.88
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 FM8803
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM8803
Security Description
1% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2.5
Original Face
4706642
Shares Par Value
4483151.99
Base Market Value
4064560.09
Base Total Cost
4108563.64
Base Unrealized Gain Loss
-44003.55
Base Accrued Interest
0
Local Market Value
4064560.09
Local Total Cost Amount
4108563.64
Local Unrealized Gain Loss
-44003.55
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 FM8781
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM8781
Security Description
1% 01 Jul 2051
Maturity Date
2051-07-01T00:00:00.000
Interest Rate
2.5
Original Face
996410
Shares Par Value
931319.76
Base Market Value
850099.36
Base Total Cost
881297.71
Base Unrealized Gain Loss
-31198.35
Base Accrued Interest
0
Local Market Value
850099.36
Local Total Cost Amount
881297.71
Local Unrealized Gain Loss
-31198.35
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 FM8863
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM8863
Security Description
1% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2.5
Original Face
319500
Shares Par Value
303074.95
Base Market Value
275449.67
Base Total Cost
285470.57
Base Unrealized Gain Loss
-10020.9
Base Accrued Interest
0
Local Market Value
275449.67
Local Total Cost Amount
285470.57
Local Unrealized Gain Loss
-10020.9
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 FM9027
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM9027
Security Description
1% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
2.5
Original Face
2309750
Shares Par Value
2178496.19
Base Market Value
1968663.44
Base Total Cost
1910609.24
Base Unrealized Gain Loss
58054.2
Base Accrued Interest
0
Local Market Value
1968663.44
Local Total Cost Amount
1910609.24
Local Unrealized Gain Loss
58054.2
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 FM9042
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM9042
Security Description
1% 01 Nov 2048
Interest Rate
4
Original Face
8000000
Shares Par Value
5910769.52
Base Market Value
5908346.10
Base Total Cost
6211849.36
Base Unrealized Gain Loss
-303503.26
Base Accrued Interest
0
Local Market Value
5908346.1
Local Total Cost Amount
6211849.36
Local Unrealized Gain Loss
-303503.26
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM9100
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM9100
Security Description
1% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2.5
Original Face
1593682
Shares Par Value
1497047.39
Base Market Value
1364543.73
Base Total Cost
1414768.26
Base Unrealized Gain Loss
-50224.53
Base Accrued Interest
0
Local Market Value
1364543.73
Local Total Cost Amount
1414768.26
Local Unrealized Gain Loss
-50224.53
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
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