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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 FM9253
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM9253
Security Description
1% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
2
Original Face
1200000
Shares Par Value
1152519.91
Base Market Value
1030272.12
Base Total Cost
1133971.54
Base Unrealized Gain Loss
-103699.42
Base Accrued Interest
0
Local Market Value
1030272.12
Local Total Cost Amount
1133971.54
Local Unrealized Gain Loss
-103699.42
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 FM9412
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM9412
Security Description
1% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2.5
Original Face
640000
Shares Par Value
599508.27
Base Market Value
543232.43
Base Total Cost
610658.29
Base Unrealized Gain Loss
-67425.86
Base Accrued Interest
0
Local Market Value
543232.43
Local Total Cost Amount
610658.29
Local Unrealized Gain Loss
-67425.86
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 FM9452
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM9452
Security Description
1% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2
Original Face
4367826
Shares Par Value
4199850.55
Base Market Value
3675625.20
Base Total Cost
3720148.87
Base Unrealized Gain Loss
-44523.67
Base Accrued Interest
0
Local Market Value
3675625.2
Local Total Cost Amount
3720148.87
Local Unrealized Gain Loss
-44523.67
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 FM9499
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM9499
Security Description
1% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2.5
Original Face
6825000
Shares Par Value
6528554.90
Base Market Value
5908929.75
Base Total Cost
6733592.32
Base Unrealized Gain Loss
-824662.57
Base Accrued Interest
0
Local Market Value
5908929.75
Local Total Cost Amount
6733592.32
Local Unrealized Gain Loss
-824662.57
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 FM9538
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM9538
Security Description
1% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2
Original Face
3604000
Shares Par Value
3470953.76
Base Market Value
3026949.36
Base Total Cost
3043863.75
Base Unrealized Gain Loss
-16914.39
Base Accrued Interest
0
Local Market Value
3026949.36
Local Total Cost Amount
3043863.75
Local Unrealized Gain Loss
-16914.39
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FM9730
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM9730
Security Description
1% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
2
Original Face
1950000
Shares Par Value
1893814.96
Base Market Value
1650971.07
Base Total Cost
1825312.13
Base Unrealized Gain Loss
-174341.06
Base Accrued Interest
0
Local Market Value
1650971.07
Local Total Cost Amount
1825312.13
Local Unrealized Gain Loss
-174341.06
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 FM9925
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FM9925
Security Description
1% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
2
Original Face
2725153
Shares Par Value
2648743.06
Base Market Value
2309915.85
Base Total Cost
2640155.34
Base Unrealized Gain Loss
-330239.49
Base Accrued Interest
0
Local Market Value
2309915.85
Local Total Cost Amount
2640155.34
Local Unrealized Gain Loss
-330239.49
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 FS0773
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0773
Security Description
1% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
2001484
Shares Par Value
1967259.72
Base Market Value
1714958.66
Base Total Cost
1876197.11
Base Unrealized Gain Loss
-161238.45
Base Accrued Interest
0
Local Market Value
1714958.66
Local Total Cost Amount
1876197.11
Local Unrealized Gain Loss
-161238.45
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 FS0025
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0025
Security Description
1% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2.5
Original Face
1474345
Shares Par Value
1395377.03
Base Market Value
1269039.59
Base Total Cost
1319121.86
Base Unrealized Gain Loss
-50082.27
Base Accrued Interest
0
Local Market Value
1269039.59
Local Total Cost Amount
1319121.86
Local Unrealized Gain Loss
-50082.27
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 FS0026
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0026
Security Description
1% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2.5
Original Face
3885645
Shares Par Value
3678891.19
Base Market Value
3344479.98
Base Total Cost
3706482.89
Base Unrealized Gain Loss
-362002.91
Base Accrued Interest
0
Local Market Value
3344479.98
Local Total Cost Amount
3706482.89
Local Unrealized Gain Loss
-362002.91
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FS0016
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0016
Security Description
1% 01 Jun 2049
Interest Rate
4
Original Face
7000000
Shares Par Value
5620845.37
Base Market Value
5642822.88
Base Total Cost
5977417.76
Base Unrealized Gain Loss
-334594.88
Base Accrued Interest
0
Local Market Value
5642822.88
Local Total Cost Amount
5977417.76
Local Unrealized Gain Loss
-334594.88
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 FS0023
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0023
Security Description
1% 01 Aug 2051
Maturity Date
2051-08-01T00:00:00.000
Interest Rate
2.5
Original Face
2064460
Shares Par Value
1921599.43
Base Market Value
1753997.53
Base Total Cost
1821090.77
Base Unrealized Gain Loss
-67093.24
Base Accrued Interest
0
Local Market Value
1753997.53
Local Total Cost Amount
1821090.77
Local Unrealized Gain Loss
-67093.24
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 FS0193
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0193
Security Description
1% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
1664726
Shares Par Value
1622525.91
Base Market Value
1466536.27
Base Total Cost
1656687.71
Base Unrealized Gain Loss
-190151.44
Base Accrued Interest
0
Local Market Value
1466536.27
Local Total Cost Amount
1656687.71
Local Unrealized Gain Loss
-190151.44
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FS0208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0208
Security Description
1% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
2224227
Shares Par Value
2158145.28
Base Market Value
1955560.18
Base Total Cost
2224238.49
Base Unrealized Gain Loss
-268678.31
Base Accrued Interest
0
Local Market Value
1955560.18
Local Total Cost Amount
2224238.49
Local Unrealized Gain Loss
-268678.31
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 FS0209
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0209
Security Description
1% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
2762382
Shares Par Value
2690232.45
Base Market Value
2434041.61
Base Total Cost
2761691.76
Base Unrealized Gain Loss
-327650.15
Base Accrued Interest
0
Local Market Value
2434041.61
Local Total Cost Amount
2761691.76
Local Unrealized Gain Loss
-327650.15
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 FS0211
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0211
Security Description
1% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
2
Original Face
4166307
Shares Par Value
4028106.60
Base Market Value
3511542.21
Base Total Cost
4001200.12
Base Unrealized Gain Loss
-489657.91
Base Accrued Interest
0
Local Market Value
3511542.21
Local Total Cost Amount
4001200.12
Local Unrealized Gain Loss
-489657.91
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FS0212
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0212
Security Description
1% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
2
Original Face
4218390
Shares Par Value
4076693.01
Base Market Value
3553897.90
Base Total Cost
4052646.9
Base Unrealized Gain Loss
-498749
Base Accrued Interest
0
Local Market Value
3553897.9
Local Total Cost Amount
4052646.9
Local Unrealized Gain Loss
-498749
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 FS0316
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0316
Security Description
1% 01 Nov 2041
Maturity Date
2041-11-01T00:00:00.000
Interest Rate
1.5
Original Face
57973441
Shares Par Value
56300612.14
Base Market Value
48241742.52
Base Total Cost
51884532.88
Base Unrealized Gain Loss
-3642790.36
Base Accrued Interest
0
Local Market Value
48241742.52
Local Total Cost Amount
51884532.88
Local Unrealized Gain Loss
-3642790.36
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 FS0290
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0290
Security Description
1% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2
Original Face
2913672
Shares Par Value
2827174.61
Base Market Value
2465494.16
Base Total Cost
2761796.21
Base Unrealized Gain Loss
-296302.05
Base Accrued Interest
0
Local Market Value
2465494.16
Local Total Cost Amount
2761796.21
Local Unrealized Gain Loss
-296302.05
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 FS0377
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0377
Security Description
1% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2.5
Original Face
8200000
Shares Par Value
7940714.61
Base Market Value
7155854.38
Base Total Cost
7973904.32
Base Unrealized Gain Loss
-818049.94
Base Accrued Interest
0
Local Market Value
7155854.38
Local Total Cost Amount
7973904.32
Local Unrealized Gain Loss
-818049.94
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FS0378
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0378
Security Description
1% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
450497
Shares Par Value
439412.58
Base Market Value
398766.92
Base Total Cost
442021.6
Base Unrealized Gain Loss
-43254.68
Base Accrued Interest
0
Local Market Value
398766.92
Local Total Cost Amount
442021.6
Local Unrealized Gain Loss
-43254.68
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FS0434
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0434
Security Description
1% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2.5
Original Face
4200000
Shares Par Value
4009934.21
Base Market Value
3653330.76
Base Total Cost
3949785.2
Base Unrealized Gain Loss
-296454.44
Base Accrued Interest
0
Local Market Value
3653330.76
Local Total Cost Amount
3949785.2
Local Unrealized Gain Loss
-296454.44
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FS0497
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0497
Security Description
1% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2
Original Face
2947000
Shares Par Value
2861856.57
Base Market Value
2502836.66
Base Total Cost
2777118.8
Base Unrealized Gain Loss
-274282.14
Base Accrued Interest
0
Local Market Value
2502836.66
Local Total Cost Amount
2777118.8
Local Unrealized Gain Loss
-274282.14
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 FS0544
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0544
Security Description
1% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
3
Original Face
500000
Shares Par Value
470682.98
Base Market Value
439627.32
Base Total Cost
485391.82
Base Unrealized Gain Loss
-45764.5
Base Accrued Interest
0
Local Market Value
439627.32
Local Total Cost Amount
485391.82
Local Unrealized Gain Loss
-45764.5
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 FS0603
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0603
Security Description
1% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2
Original Face
2700000
Shares Par Value
2622667.57
Base Market Value
2292735.99
Base Total Cost
2533742.75
Base Unrealized Gain Loss
-241006.76
Base Accrued Interest
0
Local Market Value
2292735.99
Local Total Cost Amount
2533742.75
Local Unrealized Gain Loss
-241006.76
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 FS0598
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0598
Security Description
1% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
2
Original Face
480000
Shares Par Value
457357.27
Base Market Value
402538.43
Base Total Cost
444101.06
Base Unrealized Gain Loss
-41562.63
Base Accrued Interest
0
Local Market Value
402538.43
Local Total Cost Amount
444101.06
Local Unrealized Gain Loss
-41562.63
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FS0599
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0599
Security Description
1% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2
Original Face
477000
Shares Par Value
458796.43
Base Market Value
401309.24
Base Total Cost
444853.31
Base Unrealized Gain Loss
-43544.07
Base Accrued Interest
0
Local Market Value
401309.24
Local Total Cost Amount
444853.31
Local Unrealized Gain Loss
-43544.07
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 FS0646
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS0646
Security Description
1% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
2487000
Shares Par Value
2437299.52
Base Market Value
2125471.42
Base Total Cost
2354850.25
Base Unrealized Gain Loss
-229378.83
Base Accrued Interest
0
Local Market Value
2125471.42
Local Total Cost Amount
2354850.25
Local Unrealized Gain Loss
-229378.83
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 FS1073
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1073
Security Description
1% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
3
Original Face
3500477
Shares Par Value
3430866.62
Base Market Value
3199145.89
Base Total Cost
3364929.65
Base Unrealized Gain Loss
-165783.76
Base Accrued Interest
0
Local Market Value
3199145.89
Local Total Cost Amount
3364929.65
Local Unrealized Gain Loss
-165783.76
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 FS1108
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1108
Security Description
1% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2.5
Original Face
1025000
Shares Par Value
998294.87
Base Market Value
900132.54
Base Total Cost
906576.53
Base Unrealized Gain Loss
-6443.99
Base Accrued Interest
0
Local Market Value
900132.54
Local Total Cost Amount
906576.53
Local Unrealized Gain Loss
-6443.99
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 FS1252
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1252
Security Description
1% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
3.5
Original Face
9213675
Shares Par Value
9070793.84
Base Market Value
8812729.76
Base Total Cost
9226698.11
Base Unrealized Gain Loss
-413968.35
Base Accrued Interest
0
Local Market Value
8812729.76
Local Total Cost Amount
9226698.11
Local Unrealized Gain Loss
-413968.35
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 FS1334
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1334
Security Description
1% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2
Original Face
12966638
Shares Par Value
12707138.88
Base Market Value
11087868.17
Base Total Cost
11091446.02
Base Unrealized Gain Loss
-3577.85
Base Accrued Interest
0
Local Market Value
11087868.17
Local Total Cost Amount
11091446.02
Local Unrealized Gain Loss
-3577.85
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FS1338
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1338
Security Description
1% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
2.5
Original Face
1050056
Shares Par Value
1038811.82
Base Market Value
936146.05
Base Total Cost
945197.02
Base Unrealized Gain Loss
-9050.97
Base Accrued Interest
0
Local Market Value
936146.05
Local Total Cost Amount
945197.02
Local Unrealized Gain Loss
-9050.97
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 FS1406
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1406
Security Description
1% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2
Original Face
2948244
Shares Par Value
2893556.84
Base Market Value
2524425.79
Base Total Cost
2560345.69
Base Unrealized Gain Loss
-35919.9
Base Accrued Interest
0
Local Market Value
2524425.79
Local Total Cost Amount
2560345.69
Local Unrealized Gain Loss
-35919.9
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 FS1463
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1463
Security Description
1% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
4
Original Face
9056000
Shares Par Value
8574114.03
Base Market Value
8581573.51
Base Total Cost
8699209.02
Base Unrealized Gain Loss
-117635.51
Base Accrued Interest
0
Local Market Value
8581573.51
Local Total Cost Amount
8699209.02
Local Unrealized Gain Loss
-117635.51
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 FS1509
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1509
Security Description
1% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
2
Original Face
5131816
Shares Par Value
5065520.69
Base Market Value
4530652.36
Base Total Cost
4642074.82
Base Unrealized Gain Loss
-111422.46
Base Accrued Interest
0
Local Market Value
4530652.36
Local Total Cost Amount
4642074.82
Local Unrealized Gain Loss
-111422.46
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 FS1520
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1520
Security Description
1% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
3
Original Face
2874007
Shares Par Value
2824859.95
Base Market Value
2653080.22
Base Total Cost
2697741.25
Base Unrealized Gain Loss
-44661.03
Base Accrued Interest
0
Local Market Value
2653080.22
Local Total Cost Amount
2697741.25
Local Unrealized Gain Loss
-44661.03
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 FS1522
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1522
Security Description
1% 01 May 2052
Maturity Date
2052-05-01T00:00:00.000
Interest Rate
3
Original Face
4460736
Shares Par Value
4444889.94
Base Market Value
4160194.74
Base Total Cost
4224034.48
Base Unrealized Gain Loss
-63839.74
Base Accrued Interest
0
Local Market Value
4160194.74
Local Total Cost Amount
4224034.48
Local Unrealized Gain Loss
-63839.74
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 FS1546
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1546
Security Description
1% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
2.5
Original Face
2245991
Shares Par Value
2223248.39
Base Market Value
2006970.79
Base Total Cost
2047125.43
Base Unrealized Gain Loss
-40154.64
Base Accrued Interest
0
Local Market Value
2006970.79
Local Total Cost Amount
2047125.43
Local Unrealized Gain Loss
-40154.64
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 FS1547
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1547
Security Description
1% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
2.5
Original Face
2419810
Shares Par Value
2403368.46
Base Market Value
2168463.23
Base Total Cost
2184812.14
Base Unrealized Gain Loss
-16348.91
Base Accrued Interest
0
Local Market Value
2168463.23
Local Total Cost Amount
2184812.14
Local Unrealized Gain Loss
-16348.91
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL FS1548
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1548
Security Description
1% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
2.5
Original Face
2500796
Shares Par Value
2480679.32
Base Market Value
2235116.87
Base Total Cost
2269046.36
Base Unrealized Gain Loss
-33929.49
Base Accrued Interest
0
Local Market Value
2235116.87
Local Total Cost Amount
2269046.36
Local Unrealized Gain Loss
-33929.49
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 FS1621
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1621
Security Description
1% 01 Jul 2051
Maturity Date
2051-07-01T00:00:00.000
Interest Rate
2
Original Face
548100
Shares Par Value
542321.45
Base Market Value
472643.99
Base Total Cost
480123.96
Base Unrealized Gain Loss
-7479.97
Base Accrued Interest
0
Local Market Value
472643.99
Local Total Cost Amount
480123.96
Local Unrealized Gain Loss
-7479.97
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 FS1661
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1661
Security Description
1% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2.5
Original Face
7327654
Shares Par Value
7193440.83
Base Market Value
6536895.49
Base Total Cost
6321798.12
Base Unrealized Gain Loss
215097.37
Base Accrued Interest
6494.08
Local Market Value
6536895.49
Local Total Cost Amount
6321798.12
Local Unrealized Gain Loss
215097.37
Local Accrued Interest
6494.08
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 FS1862
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1862
Security Description
1% 01 Mar 2052
Maturity Date
2052-03-01T00:00:00.000
Interest Rate
2.5
Original Face
1232395
Shares Par Value
1212248.50
Base Market Value
1093193.57
Base Total Cost
1120193.38
Base Unrealized Gain Loss
-26999.81
Base Accrued Interest
0
Local Market Value
1093193.57
Local Total Cost Amount
1120193.38
Local Unrealized Gain Loss
-26999.81
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 FS1836
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS1836
Security Description
1% 01 May 2052
Maturity Date
2052-05-01T00:00:00.000
Interest Rate
2.5
Original Face
1750679
Shares Par Value
1740396.51
Base Market Value
1572726.71
Base Total Cost
1601164.79
Base Unrealized Gain Loss
-28438.08
Base Accrued Interest
0
Local Market Value
1572726.71
Local Total Cost Amount
1601164.79
Local Unrealized Gain Loss
-28438.08
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 FS2040
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL FS2040
Security Description
1% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
111684280
Shares Par Value
111086011.88
Base Market Value
96523746.58
Base Total Cost
94345002.75
Base Unrealized Gain Loss
2178743.83
Base Accrued Interest
80228.79
Local Market Value
96523746.58
Local Total Cost Amount
94345002.75
Local Unrealized Gain Loss
2178743.83
Local Accrued Interest
80228.79
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 888352
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888352
Security Description
1% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
5.5
Original Face
4100000
Shares Par Value
86524.02
Base Market Value
92941.51
Base Total Cost
91269.34
Base Unrealized Gain Loss
1672.17
Base Accrued Interest
0
Local Market Value
92941.51
Local Total Cost Amount
91269.34
Local Unrealized Gain Loss
1672.17
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 888352
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888352
Security Description
1% 01 May 2037
Interest Rate
5.5
Original Face
325000
Shares Par Value
6858.61
Base Market Value
7367.31
Base Total Cost
7830.75
Base Unrealized Gain Loss
-463.44
Base Accrued Interest
0
Local Market Value
7367.31
Local Total Cost Amount
7830.75
Local Unrealized Gain Loss
-463.44
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 888023
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888023
Security Description
1% 01 Jun 2036
Maturity Date
2036-06-01T00:00:00.000
Interest Rate
5.5
Original Face
440000
Shares Par Value
11238.57
Base Market Value
12016.05
Base Total Cost
12615.29
Base Unrealized Gain Loss
-599.24
Base Accrued Interest
0
Local Market Value
12016.05
Local Total Cost Amount
12615.29
Local Unrealized Gain Loss
-599.24
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 888179
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888179
Security Description
1% 01 Feb 2037
Maturity Date
2037-02-01T00:00:00.000
Interest Rate
2.021
Original Face
375000
Shares Par Value
2741.73
Base Market Value
2796.84
Base Total Cost
2864.43
Base Unrealized Gain Loss
-67.59
Base Accrued Interest
0
Local Market Value
2796.84
Local Total Cost Amount
2864.43
Local Unrealized Gain Loss
-67.59
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
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