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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 AK3402
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK3402
Security Description
4% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
4
Original Face
610000
Shares Par Value
58857.58
Base Market Value
59526.20
Base Total Cost
64970.52
Base Unrealized Gain Loss
-5444.32
Base Accrued Interest
0
Local Market Value
59526.2
Local Total Cost Amount
64970.52
Local Unrealized Gain Loss
-5444.32
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 AK3849
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK3849
Security Description
4.5% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
4.5
Original Face
1930426
Shares Par Value
269600.13
Base Market Value
273280.17
Base Total Cost
292684.67
Base Unrealized Gain Loss
-19404.5
Base Accrued Interest
0
Local Market Value
273280.17
Local Total Cost Amount
292684.67
Local Unrealized Gain Loss
-19404.5
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 AK7510
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK7510
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
253637
Shares Par Value
35191.45
Base Market Value
34583.69
Base Total Cost
36181.2
Base Unrealized Gain Loss
-1597.51
Base Accrued Interest
0
Local Market Value
34583.69
Local Total Cost Amount
36181.2
Local Unrealized Gain Loss
-1597.51
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 AK8204
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK8204
Security Description
3.5% 01 Apr 2042
Interest Rate
3.5
Original Face
10000000
Shares Par Value
1802452.90
Base Market Value
1771252.44
Base Total Cost
1830493.5
Base Unrealized Gain Loss
-59241.06
Base Accrued Interest
0
Local Market Value
1771252.44
Local Total Cost Amount
1830493.5
Local Unrealized Gain Loss
-59241.06
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 AK9225
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK9225
Security Description
3.5% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
3.5
Original Face
141399
Shares Par Value
19586.25
Base Market Value
19248.19
Base Total Cost
20137.1
Base Unrealized Gain Loss
-888.91
Base Accrued Interest
0
Local Market Value
19248.19
Local Total Cost Amount
20137.1
Local Unrealized Gain Loss
-888.91
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 AL0808
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0808
Security Description
1% 01 May 2040
Maturity Date
2040-05-01T00:00:00.000
Interest Rate
6.5
Original Face
4963383
Shares Par Value
190295.06
Base Market Value
206030.56
Base Total Cost
205863.84
Base Unrealized Gain Loss
166.72
Base Accrued Interest
0
Local Market Value
206030.56
Local Total Cost Amount
205863.84
Local Unrealized Gain Loss
166.72
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 AL0111
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0111
Security Description
1% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
4.5
Original Face
131196
Shares Par Value
10590.99
Base Market Value
10902.47
Base Total Cost
11633.54
Base Unrealized Gain Loss
-731.07
Base Accrued Interest
0
Local Market Value
10902.47
Local Total Cost Amount
11633.54
Local Unrealized Gain Loss
-731.07
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 AL0603
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0603
Security Description
1% 01 Oct 2039
Maturity Date
2039-10-01T00:00:00.000
Interest Rate
6.5
Original Face
2800000
Shares Par Value
115886.65
Base Market Value
124816.88
Base Total Cost
129707.03
Base Unrealized Gain Loss
-4890.15
Base Accrued Interest
0
Local Market Value
124816.88
Local Total Cost Amount
129707.03
Local Unrealized Gain Loss
-4890.15
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 AL0766
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0766
Security Description
1% 01 Sep 2041
Interest Rate
4
Original Face
4600000
Shares Par Value
700136.42
Base Market Value
709490.24
Base Total Cost
731802.77
Base Unrealized Gain Loss
-22312.53
Base Accrued Interest
0
Local Market Value
709490.24
Local Total Cost Amount
731802.77
Local Unrealized Gain Loss
-22312.53
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 AL1719
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1719
Security Description
1% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
3
Original Face
5000000
Shares Par Value
473859.95
Base Market Value
472310.43
Base Total Cost
495738.95
Base Unrealized Gain Loss
-23428.52
Base Accrued Interest
0
Local Market Value
472310.43
Local Total Cost Amount
495738.95
Local Unrealized Gain Loss
-23428.52
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL0933
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0933
Security Description
1% 01 Oct 2041
Interest Rate
5
Original Face
1500000
Shares Par Value
81320.48
Base Market Value
85605.26
Base Total Cost
90926.46
Base Unrealized Gain Loss
-5321.2
Base Accrued Interest
0
Local Market Value
85605.26
Local Total Cost Amount
90926.46
Local Unrealized Gain Loss
-5321.2
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL1064
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1064
Security Description
1% 01 Oct 2039
Maturity Date
2039-10-01T00:00:00.000
Interest Rate
6.5
Original Face
1531395
Shares Par Value
54874.54
Base Market Value
59539.97
Base Total Cost
34689.07
Base Unrealized Gain Loss
24850.9
Base Accrued Interest
0
Local Market Value
59539.97
Local Total Cost Amount
34689.07
Local Unrealized Gain Loss
24850.9
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 AL1166
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1166
Security Description
1% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
4.5
Original Face
422489
Shares Par Value
26026.89
Base Market Value
26646.59
Base Total Cost
26676.53
Base Unrealized Gain Loss
-29.94
Base Accrued Interest
0
Local Market Value
26646.59
Local Total Cost Amount
26676.53
Local Unrealized Gain Loss
-29.94
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 AL1568
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1568
Security Description
1% 01 Jan 2042
Maturity Date
2042-01-01T00:00:00.000
Interest Rate
4.5
Original Face
610456
Shares Par Value
61522.88
Base Market Value
63494.69
Base Total Cost
67579.06
Base Unrealized Gain Loss
-4084.37
Base Accrued Interest
0
Local Market Value
63494.69
Local Total Cost Amount
67579.06
Local Unrealized Gain Loss
-4084.37
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 AL2614
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2614
Security Description
1% 01 Nov 2042
Maturity Date
2042-11-01T00:00:00.000
Interest Rate
3.5
Original Face
4250000
Shares Par Value
664393.83
Base Market Value
652939.68
Base Total Cost
720455.4
Base Unrealized Gain Loss
-67515.72
Base Accrued Interest
0
Local Market Value
652939.68
Local Total Cost Amount
720455.4
Local Unrealized Gain Loss
-67515.72
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 AL2629
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2629
Security Description
1% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
5
Original Face
8929242
Shares Par Value
548996.94
Base Market Value
577467.92
Base Total Cost
606470.08
Base Unrealized Gain Loss
-29002.16
Base Accrued Interest
0
Local Market Value
577467.92
Local Total Cost Amount
606470.08
Local Unrealized Gain Loss
-29002.16
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL2654
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2654
Security Description
1% 01 Nov 2027
Maturity Date
2027-11-01T00:00:00.000
Interest Rate
3
Original Face
3500000
Shares Par Value
370178.48
Base Market Value
368968.00
Base Total Cost
387270.32
Base Unrealized Gain Loss
-18302.32
Base Accrued Interest
0
Local Market Value
368968
Local Total Cost Amount
387270.32
Local Unrealized Gain Loss
-18302.32
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 AL1869
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1869
Security Description
1% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
3
Original Face
5500000
Shares Par Value
583570.02
Base Market Value
581661.75
Base Total Cost
610514.54
Base Unrealized Gain Loss
-28852.79
Base Accrued Interest
0
Local Market Value
581661.75
Local Total Cost Amount
610514.54
Local Unrealized Gain Loss
-28852.79
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 AL1899
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1899
Security Description
1% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5
Original Face
3962000
Shares Par Value
58792.43
Base Market Value
60348.67
Base Total Cost
63615.23
Base Unrealized Gain Loss
-3266.56
Base Accrued Interest
0
Local Market Value
60348.67
Local Total Cost Amount
63615.23
Local Unrealized Gain Loss
-3266.56
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 AL1953
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1953
Security Description
1% 01 Jan 2027
Maturity Date
2027-01-01T00:00:00.000
Interest Rate
4.5
Original Face
12200000
Shares Par Value
257144.16
Base Market Value
262906.76
Base Total Cost
275606.31
Base Unrealized Gain Loss
-12699.55
Base Accrued Interest
0
Local Market Value
262906.76
Local Total Cost Amount
275606.31
Local Unrealized Gain Loss
-12699.55
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 AL2069
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2069
Security Description
1% 01 Aug 2041
Maturity Date
2041-08-01T00:00:00.000
Interest Rate
5
Original Face
287731
Shares Par Value
44822.56
Base Market Value
47183.36
Base Total Cost
51614.06
Base Unrealized Gain Loss
-4430.7
Base Accrued Interest
0
Local Market Value
47183.36
Local Total Cost Amount
51614.06
Local Unrealized Gain Loss
-4430.7
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL2482
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2482
Security Description
1% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
4.5
Original Face
3766077
Shares Par Value
210193.42
Base Market Value
216894.39
Base Total Cost
228782.4
Base Unrealized Gain Loss
-11888.01
Base Accrued Interest
0
Local Market Value
216894.39
Local Total Cost Amount
228782.4
Local Unrealized Gain Loss
-11888.01
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 AL3304
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3304
Security Description
1% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
3
Original Face
3000000
Shares Par Value
322936.62
Base Market Value
321877.39
Base Total Cost
337847.21
Base Unrealized Gain Loss
-15969.82
Base Accrued Interest
0
Local Market Value
321877.39
Local Total Cost Amount
337847.21
Local Unrealized Gain Loss
-15969.82
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL4427
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4427
Security Description
1% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
6
Original Face
7488188
Shares Par Value
58.33
Base Market Value
58.32
Base Total Cost
59.97
Base Unrealized Gain Loss
-1.65
Base Accrued Interest
0
Local Market Value
58.32
Local Total Cost Amount
59.97
Local Unrealized Gain Loss
-1.65
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 AL3976
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3976
Security Description
1% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
3.5
Original Face
3050000
Shares Par Value
254450.37
Base Market Value
254038.16
Base Total Cost
269280.05
Base Unrealized Gain Loss
-15241.89
Base Accrued Interest
0
Local Market Value
254038.16
Local Total Cost Amount
269280.05
Local Unrealized Gain Loss
-15241.89
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 AL4142
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4142
Security Description
1% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
6
Original Face
400000
Shares Par Value
42048.66
Base Market Value
46081.13
Base Total Cost
46430.91
Base Unrealized Gain Loss
-349.78
Base Accrued Interest
0
Local Market Value
46081.13
Local Total Cost Amount
46430.91
Local Unrealized Gain Loss
-349.78
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL4641
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4641
Security Description
1% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
3
Original Face
5032037
Shares Par Value
513799.16
Base Market Value
512129.31
Base Total Cost
537522.23
Base Unrealized Gain Loss
-25392.92
Base Accrued Interest
0
Local Market Value
512129.31
Local Total Cost Amount
537522.23
Local Unrealized Gain Loss
-25392.92
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 AL4911
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4911
Security Description
1% 01 Oct 2027
Maturity Date
2027-10-01T00:00:00.000
Interest Rate
3
Original Face
2605000
Shares Par Value
281710.07
Base Market Value
280791.70
Base Total Cost
294717.15
Base Unrealized Gain Loss
-13925.45
Base Accrued Interest
0
Local Market Value
280791.7
Local Total Cost Amount
294717.15
Local Unrealized Gain Loss
-13925.45
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 AL5080
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5080
Security Description
1% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3
Original Face
290000
Shares Par Value
94202.56
Base Market Value
90065.18
Base Total Cost
102823.99
Base Unrealized Gain Loss
-12758.81
Base Accrued Interest
0
Local Market Value
90065.18
Local Total Cost Amount
102823.99
Local Unrealized Gain Loss
-12758.81
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 AL5097
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5097
Security Description
1% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
4.5
Original Face
400000
Shares Par Value
50240.60
Base Market Value
51602.12
Base Total Cost
54754.42
Base Unrealized Gain Loss
-3152.3
Base Accrued Interest
0
Local Market Value
51602.12
Local Total Cost Amount
54754.42
Local Unrealized Gain Loss
-3152.3
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL5463
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5463
Security Description
1% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
3.5
Original Face
71191
Shares Par Value
7354.48
Base Market Value
7344.62
Base Total Cost
7771.01
Base Unrealized Gain Loss
-426.39
Base Accrued Interest
0
Local Market Value
7344.62
Local Total Cost Amount
7771.01
Local Unrealized Gain Loss
-426.39
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 AL5674
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5674
Security Description
1% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
4.5
Original Face
2156927
Shares Par Value
300713.00
Base Market Value
309644.18
Base Total Cost
335998.67
Base Unrealized Gain Loss
-26354.49
Base Accrued Interest
0
Local Market Value
309644.18
Local Total Cost Amount
335998.67
Local Unrealized Gain Loss
-26354.49
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 AL6157
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6157
Security Description
1% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
5
Original Face
800000
Shares Par Value
142898.93
Base Market Value
150426.85
Base Total Cost
159734.22
Base Unrealized Gain Loss
-9307.37
Base Accrued Interest
0
Local Market Value
150426.85
Local Total Cost Amount
159734.22
Local Unrealized Gain Loss
-9307.37
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 AL7167
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7167
Security Description
1% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
4
Original Face
906420
Shares Par Value
97104.84
Base Market Value
98493.44
Base Total Cost
103416.65
Base Unrealized Gain Loss
-4923.21
Base Accrued Interest
0
Local Market Value
98493.44
Local Total Cost Amount
103416.65
Local Unrealized Gain Loss
-4923.21
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 AL6520
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6520
Security Description
1% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
2640000
Shares Par Value
348729.22
Base Market Value
351187.76
Base Total Cost
378043.4
Base Unrealized Gain Loss
-26855.64
Base Accrued Interest
0
Local Market Value
351187.76
Local Total Cost Amount
378043.4
Local Unrealized Gain Loss
-26855.64
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 AL6512
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6512
Security Description
1% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
5
Original Face
723000
Shares Par Value
167461.01
Base Market Value
176430.22
Base Total Cost
188916.96
Base Unrealized Gain Loss
-12486.74
Base Accrued Interest
0
Local Market Value
176430.22
Local Total Cost Amount
188916.96
Local Unrealized Gain Loss
-12486.74
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 AL6761
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6761
Security Description
1% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
3
Original Face
799741
Shares Par Value
189000.43
Base Market Value
188380.51
Base Total Cost
196737.62
Base Unrealized Gain Loss
-8357.11
Base Accrued Interest
0
Local Market Value
188380.51
Local Total Cost Amount
196737.62
Local Unrealized Gain Loss
-8357.11
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 AL6844
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6844
Security Description
1% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5
Original Face
850000
Shares Par Value
166250.31
Base Market Value
174552.85
Base Total Cost
185680.81
Base Unrealized Gain Loss
-11127.96
Base Accrued Interest
0
Local Market Value
174552.85
Local Total Cost Amount
185680.81
Local Unrealized Gain Loss
-11127.96
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL6848
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6848
Security Description
1% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
5
Original Face
600000
Shares Par Value
83164.40
Base Market Value
87546.33
Base Total Cost
91896.65
Base Unrealized Gain Loss
-4350.32
Base Accrued Interest
0
Local Market Value
87546.33
Local Total Cost Amount
91896.65
Local Unrealized Gain Loss
-4350.32
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 AL6850
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6850
Security Description
1% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
5
Original Face
750000
Shares Par Value
118982.09
Base Market Value
124763.43
Base Total Cost
132045.32
Base Unrealized Gain Loss
-7281.89
Base Accrued Interest
0
Local Market Value
124763.43
Local Total Cost Amount
132045.32
Local Unrealized Gain Loss
-7281.89
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 AL7320
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7320
Security Description
1% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
3
Original Face
107000
Shares Par Value
26406.16
Base Market Value
26319.28
Base Total Cost
26628.97
Base Unrealized Gain Loss
-309.69
Base Accrued Interest
0
Local Market Value
26319.28
Local Total Cost Amount
26628.97
Local Unrealized Gain Loss
-309.69
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 AL7521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7521
Security Description
1% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
5
Original Face
6253024
Shares Par Value
1320166.63
Base Market Value
1382095.65
Base Total Cost
1465436.55
Base Unrealized Gain Loss
-83340.9
Base Accrued Interest
0
Local Market Value
1382095.65
Local Total Cost Amount
1465436.55
Local Unrealized Gain Loss
-83340.9
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 AL7521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7521
Security Description
1% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
5
Original Face
400000
Shares Par Value
84449.80
Base Market Value
88411.34
Base Total Cost
93712.85
Base Unrealized Gain Loss
-5301.51
Base Accrued Interest
0
Local Market Value
88411.34
Local Total Cost Amount
93712.85
Local Unrealized Gain Loss
-5301.51
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 AL7800
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7800
Security Description
1% 01 Nov 2030
Maturity Date
2030-11-01T00:00:00.000
Interest Rate
2.5
Original Face
41000
Shares Par Value
10507.56
Base Market Value
10305.81
Base Total Cost
10231.76
Base Unrealized Gain Loss
74.05
Base Accrued Interest
0
Local Market Value
10305.81
Local Total Cost Amount
10231.76
Local Unrealized Gain Loss
74.05
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 AL7936
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7936
Security Description
1% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
4.5
Original Face
924000
Shares Par Value
246608.77
Base Market Value
253930.58
Base Total Cost
267570.5
Base Unrealized Gain Loss
-13639.92
Base Accrued Interest
0
Local Market Value
253930.58
Local Total Cost Amount
267570.5
Local Unrealized Gain Loss
-13639.92
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 AL9859
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9859
Security Description
1% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
2230000
Shares Par Value
619843.64
Base Market Value
588336.99
Base Total Cost
655280.11
Base Unrealized Gain Loss
-66943.12
Base Accrued Interest
0
Local Market Value
588336.99
Local Total Cost Amount
655280.11
Local Unrealized Gain Loss
-66943.12
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 AL9862
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9862
Security Description
1% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
3
Original Face
2167876
Shares Par Value
460427.03
Base Market Value
458930.64
Base Total Cost
485031.09
Base Unrealized Gain Loss
-26100.45
Base Accrued Interest
0
Local Market Value
458930.64
Local Total Cost Amount
485031.09
Local Unrealized Gain Loss
-26100.45
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 AL9031
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9031
Security Description
1% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3
Original Face
477330
Shares Par Value
179505.81
Base Market Value
170171.51
Base Total Cost
188284.77
Base Unrealized Gain Loss
-18113.26
Base Accrued Interest
0
Local Market Value
170171.51
Local Total Cost Amount
188284.77
Local Unrealized Gain Loss
-18113.26
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL9107
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9107
Security Description
1% 01 Mar 2046
Interest Rate
4.5
Original Face
7400000
Shares Par Value
1411483.47
Base Market Value
1424384.43
Base Total Cost
1515139.26
Base Unrealized Gain Loss
-90754.83
Base Accrued Interest
0
Local Market Value
1424384.43
Local Total Cost Amount
1515139.26
Local Unrealized Gain Loss
-90754.83
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 AL9227
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9227
Security Description
1% 01 Oct 2036
Maturity Date
2036-10-01T00:00:00.000
Interest Rate
3
Original Face
107744
Shares Par Value
38655.56
Base Market Value
37797.41
Base Total Cost
39168.97
Base Unrealized Gain Loss
-1371.56
Base Accrued Interest
0
Local Market Value
37797.41
Local Total Cost Amount
39168.97
Local Unrealized Gain Loss
-1371.56
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
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