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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 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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL CB2054
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2054
Security Description
2% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2
Original Face
3923000
Shares Par Value
3787171.70
Base Market Value
3306806.84
Base Total Cost
3399134.53
Base Unrealized Gain Loss
-92327.69
Base Accrued Interest
0
Local Market Value
3306806.84
Local Total Cost Amount
3399134.53
Local Unrealized Gain Loss
-92327.69
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 CB2079
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2079
Security Description
2% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2
Original Face
6096908
Shares Par Value
5877286.16
Base Market Value
5123700.53
Base Total Cost
5818054.14
Base Unrealized Gain Loss
-694353.61
Base Accrued Interest
0
Local Market Value
5123700.53
Local Total Cost Amount
5818054.14
Local Unrealized Gain Loss
-694353.61
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 CB2093
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2093
Security Description
3% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
3
Original Face
300000
Shares Par Value
289300.32
Base Market Value
270310.65
Base Total Cost
302409.24
Base Unrealized Gain Loss
-32098.59
Base Accrued Interest
0
Local Market Value
270310.65
Local Total Cost Amount
302409.24
Local Unrealized Gain Loss
-32098.59
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 CB2139
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2139
Security Description
2% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2
Original Face
3366022
Shares Par Value
3257434.67
Base Market Value
2847291.07
Base Total Cost
2860943.79
Base Unrealized Gain Loss
-13652.72
Base Accrued Interest
0
Local Market Value
2847291.07
Local Total Cost Amount
2860943.79
Local Unrealized Gain Loss
-13652.72
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 CB2165
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2165
Security Description
3% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
3
Original Face
9700541
Shares Par Value
9185211.69
Base Market Value
8605441.13
Base Total Cost
8903196.99
Base Unrealized Gain Loss
-297755.86
Base Accrued Interest
0
Local Market Value
8605441.13
Local Total Cost Amount
8903196.99
Local Unrealized Gain Loss
-297755.86
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 CB2372
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2372
Security Description
2.5% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
2.5
Original Face
4656195
Shares Par Value
4494616.37
Base Market Value
4076572.10
Base Total Cost
4166298.69
Base Unrealized Gain Loss
-89726.59
Base Accrued Interest
0
Local Market Value
4076572.1
Local Total Cost Amount
4166298.69
Local Unrealized Gain Loss
-89726.59
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 CB2418
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2418
Security Description
3% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
3
Original Face
4247058
Shares Par Value
4099343.79
Base Market Value
3843913.68
Base Total Cost
3983729.49
Base Unrealized Gain Loss
-139815.81
Base Accrued Interest
0
Local Market Value
3843913.68
Local Total Cost Amount
3983729.49
Local Unrealized Gain Loss
-139815.81
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 CB2769
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2769
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
7090538
Shares Par Value
6908887.85
Base Market Value
6022822.98
Base Total Cost
6754247.52
Base Unrealized Gain Loss
-731424.54
Base Accrued Interest
0
Local Market Value
6022822.98
Local Total Cost Amount
6754247.52
Local Unrealized Gain Loss
-731424.54
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 CB2771
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2771
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
7228681
Shares Par Value
7062314.35
Base Market Value
6156501.91
Base Total Cost
6898722.46
Base Unrealized Gain Loss
-742220.55
Base Accrued Interest
0
Local Market Value
6156501.91
Local Total Cost Amount
6898722.46
Local Unrealized Gain Loss
-742220.55
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 CB2772
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2772
Security Description
2% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2
Original Face
10462396
Shares Par Value
10260009.42
Base Market Value
8944060.61
Base Total Cost
10019139.67
Base Unrealized Gain Loss
-1075079.06
Base Accrued Interest
0
Local Market Value
8944060.61
Local Total Cost Amount
10019139.67
Local Unrealized Gain Loss
-1075079.06
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 CB2776
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2776
Security Description
2.5% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2.5
Original Face
3563662
Shares Par Value
3528437.59
Base Market Value
3188507.91
Base Total Cost
3539050.49
Base Unrealized Gain Loss
-350542.58
Base Accrued Interest
0
Local Market Value
3188507.91
Local Total Cost Amount
3539050.49
Local Unrealized Gain Loss
-350542.58
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 CB2854
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2854
Security Description
2.5% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2.5
Original Face
2209270
Shares Par Value
2158204.91
Base Market Value
1958570.96
Base Total Cost
2179786.95
Base Unrealized Gain Loss
-221215.99
Base Accrued Interest
0
Local Market Value
1958570.96
Local Total Cost Amount
2179786.95
Local Unrealized Gain Loss
-221215.99
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 CB2855
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2855
Security Description
2.5% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2.5
Original Face
7843284
Shares Par Value
7676078.83
Base Market Value
6958211.94
Base Total Cost
7742944.68
Base Unrealized Gain Loss
-784732.74
Base Accrued Interest
0
Local Market Value
6958211.94
Local Total Cost Amount
7742944.68
Local Unrealized Gain Loss
-784732.74
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 CB2856
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CB2856
Security Description
2.5% 01 Feb 2052
Maturity Date
2052-02-01T00:00:00.000
Interest Rate
2.5
Original Face
9358403
Shares Par Value
9123220.72
Base Market Value
8263539.63
Base Total Cost
9191288.5
Base Unrealized Gain Loss
-927748.87
Base Accrued Interest
0
Local Market Value
8263539.63
Local Total Cost Amount
9191288.5
Local Unrealized Gain Loss
-927748.87
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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