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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 CA6750
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA6750
Security Description
3.5% 01 Aug 2050
Maturity Date
2050-08-01T00:00:00.000
Interest Rate
3.5
Original Face
1530107
Shares Par Value
956428.01
Base Market Value
927228.26
Base Total Cost
1029803.98
Base Unrealized Gain Loss
-102575.72
Base Accrued Interest
0
Local Market Value
927228.26
Local Total Cost Amount
1029803.98
Local Unrealized Gain Loss
-102575.72
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CA6836
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA6836
Security Description
3.5% 01 Jun 2050
Maturity Date
2050-06-01T00:00:00.000
Interest Rate
3.5
Original Face
356961
Shares Par Value
183667.52
Base Market Value
178322.80
Base Total Cost
194228.4
Base Unrealized Gain Loss
-15905.6
Base Accrued Interest
0
Local Market Value
178322.8
Local Total Cost Amount
194228.4
Local Unrealized Gain Loss
-15905.6
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 CA6986
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA6986
Security Description
2% 01 Sep 2050
Maturity Date
2050-09-01T00:00:00.000
Interest Rate
2
Original Face
433946
Shares Par Value
340181.28
Base Market Value
297896.75
Base Total Cost
340885.56
Base Unrealized Gain Loss
-42988.81
Base Accrued Interest
0
Local Market Value
297896.75
Local Total Cost Amount
340885.56
Local Unrealized Gain Loss
-42988.81
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 CA8021
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA8021
Security Description
2.5% 01 Dec 2050
Maturity Date
2050-12-01T00:00:00.000
Interest Rate
2.5
Original Face
500000
Shares Par Value
391883.20
Base Market Value
353427.70
Base Total Cost
414967.56
Base Unrealized Gain Loss
-61539.86
Base Accrued Interest
0
Local Market Value
353427.7
Local Total Cost Amount
414967.56
Local Unrealized Gain Loss
-61539.86
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 CA7257
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA7257
Security Description
2.5% 01 Oct 2050
Maturity Date
2050-10-01T00:00:00.000
Interest Rate
2.5
Original Face
3257000
Shares Par Value
2749435.21
Base Market Value
2506357.64
Base Total Cost
2630865.81
Base Unrealized Gain Loss
-124508.17
Base Accrued Interest
0
Local Market Value
2506357.64
Local Total Cost Amount
2630865.81
Local Unrealized Gain Loss
-124508.17
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 CA7253
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA7253
Security Description
2.5% 01 Oct 2035
Maturity Date
2035-10-01T00:00:00.000
Interest Rate
2.5
Original Face
8088407
Shares Par Value
6186933.57
Base Market Value
5950345.23
Base Total Cost
6632102.78
Base Unrealized Gain Loss
-681757.55
Base Accrued Interest
0
Local Market Value
5950345.23
Local Total Cost Amount
6632102.78
Local Unrealized Gain Loss
-681757.55
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 CA7255
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA7255
Security Description
2.5% 01 Oct 2035
Maturity Date
2035-10-01T00:00:00.000
Interest Rate
2.5
Original Face
8136901
Shares Par Value
6124302.01
Base Market Value
5864692.85
Base Total Cost
6530754.69
Base Unrealized Gain Loss
-666061.84
Base Accrued Interest
0
Local Market Value
5864692.85
Local Total Cost Amount
6530754.69
Local Unrealized Gain Loss
-666061.84
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 CA7529
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA7529
Security Description
2.5% 01 Oct 2050
Maturity Date
2050-10-01T00:00:00.000
Interest Rate
2.5
Original Face
11159667
Shares Par Value
9945037.68
Base Market Value
8965650.37
Base Total Cost
8987827.8
Base Unrealized Gain Loss
-22177.43
Base Accrued Interest
0
Local Market Value
8965650.37
Local Total Cost Amount
8987827.8
Local Unrealized Gain Loss
-22177.43
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CA7597
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA7597
Security Description
2.5% 01 Nov 2050
Maturity Date
2050-11-01T00:00:00.000
Interest Rate
2.5
Original Face
8317182
Shares Par Value
7149745.74
Base Market Value
6522427.05
Base Total Cost
6604577.63
Base Unrealized Gain Loss
-82150.58
Base Accrued Interest
0
Local Market Value
6522427.05
Local Total Cost Amount
6604577.63
Local Unrealized Gain Loss
-82150.58
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CA7938
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA7938
Security Description
2.5% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
2.5
Original Face
7803213
Shares Par Value
6074719.70
Base Market Value
5814964.69
Base Total Cost
6429711.14
Base Unrealized Gain Loss
-614746.45
Base Accrued Interest
0
Local Market Value
5814964.69
Local Total Cost Amount
6429711.14
Local Unrealized Gain Loss
-614746.45
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 CA8933
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA8933
Security Description
2% 01 Feb 2051
Maturity Date
2051-02-01T00:00:00.000
Interest Rate
2
Original Face
1875304
Shares Par Value
1666609.84
Base Market Value
1453467.11
Base Total Cost
1485496.22
Base Unrealized Gain Loss
-32029.11
Base Accrued Interest
0
Local Market Value
1453467.11
Local Total Cost Amount
1485496.22
Local Unrealized Gain Loss
-32029.11
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 CA8234
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA8234
Security Description
3% 01 Dec 2050
Maturity Date
2050-12-01T00:00:00.000
Interest Rate
3
Original Face
7524363
Shares Par Value
6056538.63
Base Market Value
5694418.19
Base Total Cost
6623392.8
Base Unrealized Gain Loss
-928974.61
Base Accrued Interest
0
Local Market Value
5694418.19
Local Total Cost Amount
6623392.8
Local Unrealized Gain Loss
-928974.61
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 CA8387
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA8387
Security Description
2.5% 01 Dec 2035
Maturity Date
2035-12-01T00:00:00.000
Interest Rate
2.5
Original Face
7864946
Shares Par Value
6343830.21
Base Market Value
6072504.59
Base Total Cost
6738089.35
Base Unrealized Gain Loss
-665584.76
Base Accrued Interest
0
Local Market Value
6072504.59
Local Total Cost Amount
6738089.35
Local Unrealized Gain Loss
-665584.76
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 CA8388
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA8388
Security Description
2.5% 01 Dec 2035
Maturity Date
2035-12-01T00:00:00.000
Interest Rate
2.5
Original Face
8951353
Shares Par Value
7069764.55
Base Market Value
6767814.91
Base Total Cost
7477104.5
Base Unrealized Gain Loss
-709289.59
Base Accrued Interest
0
Local Market Value
6767814.91
Local Total Cost Amount
7477104.5
Local Unrealized Gain Loss
-709289.59
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CA8528
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA8528
Security Description
2.5% 01 Jan 2051
Maturity Date
2051-01-01T00:00:00.000
Interest Rate
2.5
Original Face
4992758
Shares Par Value
4118575.05
Base Market Value
3716766.87
Base Total Cost
4386282.42
Base Unrealized Gain Loss
-669515.55
Base Accrued Interest
0
Local Market Value
3716766.87
Local Total Cost Amount
4386282.42
Local Unrealized Gain Loss
-669515.55
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 CA8592
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA8592
Security Description
2.5% 01 Jan 2051
Maturity Date
2051-01-01T00:00:00.000
Interest Rate
2.5
Original Face
2219368
Shares Par Value
1933980.84
Base Market Value
1756093.28
Base Total Cost
1827611.91
Base Unrealized Gain Loss
-71518.63
Base Accrued Interest
0
Local Market Value
1756093.28
Local Total Cost Amount
1827611.91
Local Unrealized Gain Loss
-71518.63
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 CA9038
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA9038
Security Description
2.5% 01 Feb 2051
Maturity Date
2051-02-01T00:00:00.000
Interest Rate
2.5
Original Face
16963437
Shares Par Value
14585957.02
Base Market Value
13207584.08
Base Total Cost
13247011.75
Base Unrealized Gain Loss
-39427.67
Base Accrued Interest
13167.88
Local Market Value
13207584.08
Local Total Cost Amount
13247011.75
Local Unrealized Gain Loss
-39427.67
Local Accrued Interest
13167.88
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CA9107
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA9107
Security Description
2.5% 01 Feb 2051
Maturity Date
2051-02-01T00:00:00.000
Interest Rate
2.5
Original Face
21401214
Shares Par Value
17665105.20
Base Market Value
15941167.58
Base Total Cost
18454514.58
Base Unrealized Gain Loss
-2513347
Base Accrued Interest
0
Local Market Value
15941167.58
Local Total Cost Amount
18454514.58
Local Unrealized Gain Loss
-2513347
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 CA9290
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA9290
Security Description
2.5% 01 Feb 2051
Maturity Date
2051-02-01T00:00:00.000
Interest Rate
2.5
Original Face
4420994
Shares Par Value
3980515.29
Base Market Value
3591857.78
Base Total Cost
3597390.69
Base Unrealized Gain Loss
-5532.91
Base Accrued Interest
0
Local Market Value
3591857.78
Local Total Cost Amount
3597390.69
Local Unrealized Gain Loss
-5532.91
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 CA9381
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA9381
Security Description
2% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2
Original Face
8775000
Shares Par Value
8133629.37
Base Market Value
7091060.76
Base Total Cost
8145067.3
Base Unrealized Gain Loss
-1054006.54
Base Accrued Interest
0
Local Market Value
7091060.76
Local Total Cost Amount
8145067.3
Local Unrealized Gain Loss
-1054006.54
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CB0007
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB0007
Security Description
3% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
3
Original Face
10800000
Shares Par Value
9392829.66
Base Market Value
8770178.98
Base Total Cost
9986118.93
Base Unrealized Gain Loss
-1215939.95
Base Accrued Interest
0
Local Market Value
8770178.98
Local Total Cost Amount
9986118.93
Local Unrealized Gain Loss
-1215939.95
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CB0176
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB0176
Security Description
2.5% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2.5
Original Face
14352017
Shares Par Value
13035887.67
Base Market Value
11763063.60
Base Total Cost
11804607.34
Base Unrealized Gain Loss
-41543.74
Base Accrued Interest
0
Local Market Value
11763063.6
Local Total Cost Amount
11804607.34
Local Unrealized Gain Loss
-41543.74
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 CB0198
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB0198
Security Description
3% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
3
Original Face
3514505
Shares Par Value
3051133.30
Base Market Value
2848873.67
Base Total Cost
3265666.12
Base Unrealized Gain Loss
-416792.45
Base Accrued Interest
0
Local Market Value
2848873.67
Local Total Cost Amount
3265666.12
Local Unrealized Gain Loss
-416792.45
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 CB0200
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB0200
Security Description
3% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
3
Original Face
1585368
Shares Par Value
1371796.31
Base Market Value
1280859.93
Base Total Cost
1465062.39
Base Unrealized Gain Loss
-184202.46
Base Accrued Interest
0
Local Market Value
1280859.93
Local Total Cost Amount
1465062.39
Local Unrealized Gain Loss
-184202.46
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 CB0383
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB0383
Security Description
2.5% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2.5
Original Face
21155000
Shares Par Value
19036362.29
Base Market Value
17257033.51
Base Total Cost
16897745.96
Base Unrealized Gain Loss
359287.55
Base Accrued Interest
17185.6
Local Market Value
17257033.51
Local Total Cost Amount
16897745.96
Local Unrealized Gain Loss
359287.55
Local Accrued Interest
17185.6
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 CB0356
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB0356
Security Description
3% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
3
Original Face
6915294
Shares Par Value
5931314.60
Base Market Value
5538127.76
Base Total Cost
6334574.48
Base Unrealized Gain Loss
-796446.72
Base Accrued Interest
0
Local Market Value
5538127.76
Local Total Cost Amount
6334574.48
Local Unrealized Gain Loss
-796446.72
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CB0440
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB0440
Security Description
2.5% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2.5
Original Face
8325000
Shares Par Value
7461710.15
Base Market Value
6724866.27
Base Total Cost
6787824.46
Base Unrealized Gain Loss
-62958.19
Base Accrued Interest
0
Local Market Value
6724866.27
Local Total Cost Amount
6787824.46
Local Unrealized Gain Loss
-62958.19
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 CB0502
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB0502
Security Description
2% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2
Original Face
570000
Shares Par Value
533733.57
Base Market Value
463814.47
Base Total Cost
541822.97
Base Unrealized Gain Loss
-78008.5
Base Accrued Interest
0
Local Market Value
463814.47
Local Total Cost Amount
541822.97
Local Unrealized Gain Loss
-78008.5
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 CB0609
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB0609
Security Description
2.5% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2.5
Original Face
1800000
Shares Par Value
1606633.33
Base Market Value
1448299.62
Base Total Cost
1433167.13
Base Unrealized Gain Loss
15132.49
Base Accrued Interest
1450.43
Local Market Value
1448299.62
Local Total Cost Amount
1433167.13
Local Unrealized Gain Loss
15132.49
Local Accrued Interest
1450.43
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 CB0613
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB0613
Security Description
3% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
3
Original Face
4000000
Shares Par Value
3407003.96
Base Market Value
3181153.67
Base Total Cost
3628193.05
Base Unrealized Gain Loss
-447039.38
Base Accrued Interest
0
Local Market Value
3181153.67
Local Total Cost Amount
3628193.05
Local Unrealized Gain Loss
-447039.38
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CB1692
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1692
Security Description
3.5% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
3.5
Original Face
400000
Shares Par Value
347147.80
Base Market Value
335393.38
Base Total Cost
375787.5
Base Unrealized Gain Loss
-40394.12
Base Accrued Interest
0
Local Market Value
335393.38
Local Total Cost Amount
375787.5
Local Unrealized Gain Loss
-40394.12
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 CB1784
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1784
Security Description
2.5% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
2.5
Original Face
665000
Shares Par Value
636530.78
Base Market Value
573546.06
Base Total Cost
655825.62
Base Unrealized Gain Loss
-82279.56
Base Accrued Interest
0
Local Market Value
573546.06
Local Total Cost Amount
655825.62
Local Unrealized Gain Loss
-82279.56
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 CB1231
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1231
Security Description
3.5% 01 Jul 2036
Maturity Date
2036-07-01T00:00:00.000
Interest Rate
3.5
Original Face
384495
Shares Par Value
328013.08
Base Market Value
326851.91
Base Total Cost
352972.83
Base Unrealized Gain Loss
-26120.92
Base Accrued Interest
0
Local Market Value
326851.91
Local Total Cost Amount
352972.83
Local Unrealized Gain Loss
-26120.92
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 CB1233
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1233
Security Description
3.5% 01 Jul 2036
Maturity Date
2036-07-01T00:00:00.000
Interest Rate
3.5
Original Face
348886
Shares Par Value
302405.10
Base Market Value
302589.57
Base Total Cost
330235.82
Base Unrealized Gain Loss
-27646.25
Base Accrued Interest
0
Local Market Value
302589.57
Local Total Cost Amount
330235.82
Local Unrealized Gain Loss
-27646.25
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 CB1309
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1309
Security Description
2% 01 Aug 2051
Maturity Date
2051-08-01T00:00:00.000
Interest Rate
2
Original Face
37530353
Shares Par Value
35298588.04
Base Market Value
30777544.88
Base Total Cost
31217188.8
Base Unrealized Gain Loss
-439643.92
Base Accrued Interest
0
Local Market Value
30777544.88
Local Total Cost Amount
31217188.8
Local Unrealized Gain Loss
-439643.92
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 CB1310
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1310
Security Description
2% 01 Aug 2051
Maturity Date
2051-08-01T00:00:00.000
Interest Rate
2
Original Face
35976343
Shares Par Value
33932708.63
Base Market Value
29585589.33
Base Total Cost
29929709.41
Base Unrealized Gain Loss
-344120.08
Base Accrued Interest
0
Local Market Value
29585589.33
Local Total Cost Amount
29929709.41
Local Unrealized Gain Loss
-344120.08
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 CB1382
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1382
Security Description
2.5% 01 Aug 2051
Maturity Date
2051-08-01T00:00:00.000
Interest Rate
2.5
Original Face
4075000
Shares Par Value
3859789.02
Base Market Value
3491333.56
Base Total Cost
3509392.55
Base Unrealized Gain Loss
-18058.99
Base Accrued Interest
0
Local Market Value
3491333.56
Local Total Cost Amount
3509392.55
Local Unrealized Gain Loss
-18058.99
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 CB1488
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1488
Security Description
3.5% 01 Aug 2036
Maturity Date
2036-08-01T00:00:00.000
Interest Rate
3.5
Original Face
263524
Shares Par Value
238150.94
Base Market Value
238141.41
Base Total Cost
259472.9
Base Unrealized Gain Loss
-21331.49
Base Accrued Interest
0
Local Market Value
238141.41
Local Total Cost Amount
259472.9
Local Unrealized Gain Loss
-21331.49
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 CB1489
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1489
Security Description
3.5% 01 Aug 2036
Maturity Date
2036-08-01T00:00:00.000
Interest Rate
3.5
Original Face
175780
Shares Par Value
168270.17
Base Market Value
168095.17
Base Total Cost
182967.5
Base Unrealized Gain Loss
-14872.33
Base Accrued Interest
0
Local Market Value
168095.17
Local Total Cost Amount
182967.5
Local Unrealized Gain Loss
-14872.33
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 CB1490
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1490
Security Description
3.5% 01 Aug 2036
Maturity Date
2036-08-01T00:00:00.000
Interest Rate
3.5
Original Face
184005
Shares Par Value
174812.63
Base Market Value
174319.66
Base Total Cost
188934.19
Base Unrealized Gain Loss
-14614.53
Base Accrued Interest
0
Local Market Value
174319.66
Local Total Cost Amount
188934.19
Local Unrealized Gain Loss
-14614.53
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CB1491
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1491
Security Description
3.5% 01 Aug 2036
Maturity Date
2036-08-01T00:00:00.000
Interest Rate
3.5
Original Face
195509
Shares Par Value
159236.61
Base Market Value
158588.52
Base Total Cost
171079.83
Base Unrealized Gain Loss
-12491.31
Base Accrued Interest
0
Local Market Value
158588.52
Local Total Cost Amount
171079.83
Local Unrealized Gain Loss
-12491.31
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 CB1492
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1492
Security Description
3.5% 01 Aug 2036
Maturity Date
2036-08-01T00:00:00.000
Interest Rate
3.5
Original Face
174690
Shares Par Value
152901.90
Base Market Value
152995.17
Base Total Cost
167021.44
Base Unrealized Gain Loss
-14026.27
Base Accrued Interest
0
Local Market Value
152995.17
Local Total Cost Amount
167021.44
Local Unrealized Gain Loss
-14026.27
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 CB1566
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1566
Security Description
2.5% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2.5
Original Face
11670278
Shares Par Value
11024596.65
Base Market Value
9933823.06
Base Total Cost
11519411.55
Base Unrealized Gain Loss
-1585588.49
Base Accrued Interest
0
Local Market Value
9933823.06
Local Total Cost Amount
11519411.55
Local Unrealized Gain Loss
-1585588.49
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 CB1556
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1556
Security Description
2.5% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
2.5
Original Face
1991000
Shares Par Value
1865500.12
Base Market Value
1681375.26
Base Total Cost
1775431.45
Base Unrealized Gain Loss
-94056.19
Base Accrued Interest
0
Local Market Value
1681375.26
Local Total Cost Amount
1775431.45
Local Unrealized Gain Loss
-94056.19
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 CB2601
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2601
Security Description
2% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2
Original Face
3748658
Shares Par Value
3641976.74
Base Market Value
3176095.08
Base Total Cost
3623197.81
Base Unrealized Gain Loss
-447102.73
Base Accrued Interest
0
Local Market Value
3176095.08
Local Total Cost Amount
3623197.81
Local Unrealized Gain Loss
-447102.73
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 CB2620
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2620
Security Description
2.5% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
1822446
Shares Par Value
1773984.72
Base Market Value
1609837.91
Base Total Cost
1827065.68
Base Unrealized Gain Loss
-217227.77
Base Accrued Interest
0
Local Market Value
1609837.91
Local Total Cost Amount
1827065.68
Local Unrealized Gain Loss
-217227.77
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 CB2621
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2621
Security Description
2.5% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
2224162
Shares Par Value
2157070.26
Base Market Value
1956225.45
Base Total Cost
2218159.17
Base Unrealized Gain Loss
-261933.72
Base Accrued Interest
0
Local Market Value
1956225.45
Local Total Cost Amount
2218159.17
Local Unrealized Gain Loss
-261933.72
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CB2622
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2622
Security Description
2.5% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
3351815
Shares Par Value
3261534.23
Base Market Value
2955374.01
Base Total Cost
3349060.55
Base Unrealized Gain Loss
-393686.54
Base Accrued Interest
0
Local Market Value
2955374.01
Local Total Cost Amount
3349060.55
Local Unrealized Gain Loss
-393686.54
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CB2633
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2633
Security Description
2.5% 01 Jan 2052
Maturity Date
2052-01-01T00:00:00.000
Interest Rate
2.5
Original Face
1045667
Shares Par Value
1017119.86
Base Market Value
925253.59
Base Total Cost
1050931.16
Base Unrealized Gain Loss
-125677.57
Base Accrued Interest
0
Local Market Value
925253.59
Local Total Cost Amount
1050931.16
Local Unrealized Gain Loss
-125677.57
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 CB1806
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB1806
Security Description
2.5% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
2.5
Original Face
6208260
Shares Par Value
5904032.41
Base Market Value
5359503.50
Base Total Cost
5472761.29
Base Unrealized Gain Loss
-113257.79
Base Accrued Interest
0
Local Market Value
5359503.5
Local Total Cost Amount
5472761.29
Local Unrealized Gain Loss
-113257.79
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
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