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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 AS0205
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0205
Security Description
3% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3
Original Face
904965
Shares Par Value
258035.68
Base Market Value
246426.65
Base Total Cost
246431.8
Base Unrealized Gain Loss
-5.15
Base Accrued Interest
0
Local Market Value
246426.65
Local Total Cost Amount
246431.8
Local Unrealized Gain Loss
-5.15
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 AS0381
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0381
Security Description
3% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
3
Original Face
9000000
Shares Par Value
1097149.59
Base Market Value
1092793.91
Base Total Cost
1147807.03
Base Unrealized Gain Loss
-55013.12
Base Accrued Interest
0
Local Market Value
1092793.91
Local Total Cost Amount
1147807.03
Local Unrealized Gain Loss
-55013.12
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 AS0653
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0653
Security Description
4% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
4
Original Face
560000
Shares Par Value
114777.82
Base Market Value
115587.00
Base Total Cost
126286.6
Base Unrealized Gain Loss
-10699.6
Base Accrued Interest
0
Local Market Value
115587
Local Total Cost Amount
126286.6
Local Unrealized Gain Loss
-10699.6
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 AS0657
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0657
Security Description
4% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
4
Original Face
4250000
Shares Par Value
590675.03
Base Market Value
594845.20
Base Total Cost
651733.12
Base Unrealized Gain Loss
-56887.92
Base Accrued Interest
0
Local Market Value
594845.2
Local Total Cost Amount
651733.12
Local Unrealized Gain Loss
-56887.92
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 AS1764
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1764
Security Description
4% 01 Feb 2044
Maturity Date
2044-02-01T00:00:00.000
Interest Rate
4
Original Face
2325000
Shares Par Value
550277.28
Base Market Value
554151.23
Base Total Cost
610774.75
Base Unrealized Gain Loss
-56623.52
Base Accrued Interest
0
Local Market Value
554151.23
Local Total Cost Amount
610774.75
Local Unrealized Gain Loss
-56623.52
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 AS1621
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1621
Security Description
3% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
3
Original Face
19200486
Shares Par Value
2452870.53
Base Market Value
2444800.59
Base Total Cost
2566124.16
Base Unrealized Gain Loss
-121323.57
Base Accrued Interest
0
Local Market Value
2444800.59
Local Total Cost Amount
2566124.16
Local Unrealized Gain Loss
-121323.57
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 AS1914
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1914
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
139667
Shares Par Value
39393.40
Base Market Value
39801.12
Base Total Cost
41436.57
Base Unrealized Gain Loss
-1635.45
Base Accrued Interest
0
Local Market Value
39801.12
Local Total Cost Amount
41436.57
Local Unrealized Gain Loss
-1635.45
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 AS3594
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3594
Security Description
3% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
3
Original Face
709000
Shares Par Value
158380.25
Base Market Value
157859.18
Base Total Cost
160236.28
Base Unrealized Gain Loss
-2377.1
Base Accrued Interest
0
Local Market Value
157859.18
Local Total Cost Amount
160236.28
Local Unrealized Gain Loss
-2377.1
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 AS3011
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3011
Security Description
3% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
3
Original Face
2308416
Shares Par Value
504991.76
Base Market Value
503330.34
Base Total Cost
523534.4
Base Unrealized Gain Loss
-20204.06
Base Accrued Interest
0
Local Market Value
503330.34
Local Total Cost Amount
523534.4
Local Unrealized Gain Loss
-20204.06
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 AS3355
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3355
Security Description
3% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
3
Original Face
6003672
Shares Par Value
1374581.77
Base Market Value
1370059.40
Base Total Cost
1375226.11
Base Unrealized Gain Loss
-5166.71
Base Accrued Interest
0
Local Market Value
1370059.4
Local Total Cost Amount
1375226.11
Local Unrealized Gain Loss
-5166.71
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 AS3461
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3461
Security Description
3% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
3
Original Face
5309499
Shares Par Value
1040148.16
Base Market Value
1036726.07
Base Total Cost
1040635.74
Base Unrealized Gain Loss
-3909.67
Base Accrued Interest
0
Local Market Value
1036726.07
Local Total Cost Amount
1040635.74
Local Unrealized Gain Loss
-3909.67
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS4485
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4485
Security Description
2.5% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
2.5
Original Face
41000
Shares Par Value
9046.51
Base Market Value
8873.45
Base Total Cost
8859.92
Base Unrealized Gain Loss
13.53
Base Accrued Interest
0
Local Market Value
8873.45
Local Total Cost Amount
8859.92
Local Unrealized Gain Loss
13.53
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 AS4488
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4488
Security Description
2.5% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
2.5
Original Face
54000
Shares Par Value
10179.48
Base Market Value
9984.75
Base Total Cost
9969.52
Base Unrealized Gain Loss
15.23
Base Accrued Interest
0
Local Market Value
9984.75
Local Total Cost Amount
9969.52
Local Unrealized Gain Loss
15.23
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 AS3909
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3909
Security Description
4% 01 Nov 2044
Maturity Date
2044-11-01T00:00:00.000
Interest Rate
4
Original Face
1125000
Shares Par Value
215193.09
Base Market Value
216712.35
Base Total Cost
234523.88
Base Unrealized Gain Loss
-17811.53
Base Accrued Interest
0
Local Market Value
216712.35
Local Total Cost Amount
234523.88
Local Unrealized Gain Loss
-17811.53
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 AS4688
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4688
Security Description
2.5% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
2.5
Original Face
310000
Shares Par Value
65857.48
Base Market Value
64596.31
Base Total Cost
64612.36
Base Unrealized Gain Loss
-16.05
Base Accrued Interest
0
Local Market Value
64596.31
Local Total Cost Amount
64612.36
Local Unrealized Gain Loss
-16.05
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 AS4885
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4885
Security Description
3.5% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
3.5
Original Face
3100000
Shares Par Value
431655.25
Base Market Value
423509.92
Base Total Cost
459911.41
Base Unrealized Gain Loss
-36401.49
Base Accrued Interest
0
Local Market Value
423509.92
Local Total Cost Amount
459911.41
Local Unrealized Gain Loss
-36401.49
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 AS5189
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5189
Security Description
3.5% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
3.5
Original Face
3025000
Shares Par Value
496770.64
Base Market Value
485975.81
Base Total Cost
529184.92
Base Unrealized Gain Loss
-43209.11
Base Accrued Interest
0
Local Market Value
485975.81
Local Total Cost Amount
529184.92
Local Unrealized Gain Loss
-43209.11
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 AS6191
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6191
Security Description
3.5% 01 Nov 2045
Maturity Date
2045-11-01T00:00:00.000
Interest Rate
3.5
Original Face
1279000
Shares Par Value
273827.63
Base Market Value
267759.61
Base Total Cost
294419.47
Base Unrealized Gain Loss
-26659.86
Base Accrued Interest
0
Local Market Value
267759.61
Local Total Cost Amount
294419.47
Local Unrealized Gain Loss
-26659.86
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 AS6222
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6222
Security Description
4% 01 Nov 2045
Interest Rate
4
Original Face
200000
Shares Par Value
38190.76
Base Market Value
38460.00
Base Total Cost
41367.07
Base Unrealized Gain Loss
-2907.07
Base Accrued Interest
0
Local Market Value
38460
Local Total Cost Amount
41367.07
Local Unrealized Gain Loss
-2907.07
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 AS6233
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6233
Security Description
4.5% 01 Nov 2045
Maturity Date
2045-11-01T00:00:00.000
Interest Rate
4.5
Original Face
220061
Shares Par Value
18939.04
Base Market Value
19126.16
Base Total Cost
20727.9
Base Unrealized Gain Loss
-1601.74
Base Accrued Interest
0
Local Market Value
19126.16
Local Total Cost Amount
20727.9
Local Unrealized Gain Loss
-1601.74
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 AS5403
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5403
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
398000
Shares Par Value
102312.07
Base Market Value
100352.79
Base Total Cost
99594.43
Base Unrealized Gain Loss
758.36
Base Accrued Interest
0
Local Market Value
100352.79
Local Total Cost Amount
99594.43
Local Unrealized Gain Loss
758.36
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS5405
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5405
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
71000
Shares Par Value
17536.28
Base Market Value
17200.46
Base Total Cost
17075.94
Base Unrealized Gain Loss
124.52
Base Accrued Interest
0
Local Market Value
17200.46
Local Total Cost Amount
17075.94
Local Unrealized Gain Loss
124.52
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 AS5602
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5602
Security Description
4.5% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
4.5
Original Face
3450000
Shares Par Value
249702.27
Base Market Value
254531.51
Base Total Cost
272457.64
Base Unrealized Gain Loss
-17926.13
Base Accrued Interest
0
Local Market Value
254531.51
Local Total Cost Amount
272457.64
Local Unrealized Gain Loss
-17926.13
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 AS5629
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5629
Security Description
3.5% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
3.5
Original Face
925000
Shares Par Value
181517.25
Base Market Value
177567.43
Base Total Cost
194682.68
Base Unrealized Gain Loss
-17115.25
Base Accrued Interest
0
Local Market Value
177567.43
Local Total Cost Amount
194682.68
Local Unrealized Gain Loss
-17115.25
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 AS5713
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5713
Security Description
3.5% 01 Sep 2045
Interest Rate
3.5
Original Face
35000
Shares Par Value
8192.15
Base Market Value
8010.53
Base Total Cost
8797.87
Base Unrealized Gain Loss
-787.34
Base Accrued Interest
0
Local Market Value
8010.53
Local Total Cost Amount
8797.87
Local Unrealized Gain Loss
-787.34
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 AS5708
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5708
Security Description
3.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3.5
Original Face
1128293
Shares Par Value
276180.44
Base Market Value
277895.52
Base Total Cost
293625.12
Base Unrealized Gain Loss
-15729.6
Base Accrued Interest
0
Local Market Value
277895.52
Local Total Cost Amount
293625.12
Local Unrealized Gain Loss
-15729.6
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 AS5743
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5743
Security Description
3.5% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
3.5
Original Face
700000
Shares Par Value
146058.69
Base Market Value
142822.03
Base Total Cost
156272.59
Base Unrealized Gain Loss
-13450.56
Base Accrued Interest
0
Local Market Value
142822.03
Local Total Cost Amount
156272.59
Local Unrealized Gain Loss
-13450.56
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 AS6015
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6015
Security Description
4% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
4
Original Face
85000
Shares Par Value
22128.50
Base Market Value
22007.46
Base Total Cost
24044.85
Base Unrealized Gain Loss
-2037.39
Base Accrued Interest
0
Local Market Value
22007.46
Local Total Cost Amount
24044.85
Local Unrealized Gain Loss
-2037.39
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 AS6068
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6068
Security Description
3.5% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
3.5
Original Face
515000
Shares Par Value
63208.46
Base Market Value
61812.19
Base Total Cost
67346.08
Base Unrealized Gain Loss
-5533.89
Base Accrued Interest
0
Local Market Value
61812.19
Local Total Cost Amount
67346.08
Local Unrealized Gain Loss
-5533.89
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 AS6074
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6074
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
140000
Shares Par Value
17373.46
Base Market Value
17495.42
Base Total Cost
18832.31
Base Unrealized Gain Loss
-1336.89
Base Accrued Interest
0
Local Market Value
17495.42
Local Total Cost Amount
18832.31
Local Unrealized Gain Loss
-1336.89
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 AS6121
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6121
Security Description
4% 01 Nov 2045
Maturity Date
2045-11-01T00:00:00.000
Interest Rate
4
Original Face
850000
Shares Par Value
88453.17
Base Market Value
89074.11
Base Total Cost
95543.57
Base Unrealized Gain Loss
-6469.46
Base Accrued Interest
0
Local Market Value
89074.11
Local Total Cost Amount
95543.57
Local Unrealized Gain Loss
-6469.46
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 AS7182
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7182
Security Description
4% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
4
Original Face
1300000
Shares Par Value
265383.92
Base Market Value
267199.15
Base Total Cost
284242.05
Base Unrealized Gain Loss
-17042.9
Base Accrued Interest
0
Local Market Value
267199.15
Local Total Cost Amount
284242.05
Local Unrealized Gain Loss
-17042.9
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 AS6304
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6304
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
1170682
Shares Par Value
143670.44
Base Market Value
144681.88
Base Total Cost
155876.68
Base Unrealized Gain Loss
-11194.8
Base Accrued Interest
0
Local Market Value
144681.88
Local Total Cost Amount
155876.68
Local Unrealized Gain Loss
-11194.8
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS6311
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6311
Security Description
3.5% 01 Dec 2045
Interest Rate
3.5
Original Face
3000000
Shares Par Value
520782.96
Base Market Value
509252.83
Base Total Cost
554696.34
Base Unrealized Gain Loss
-45443.51
Base Accrued Interest
0
Local Market Value
509252.83
Local Total Cost Amount
554696.34
Local Unrealized Gain Loss
-45443.51
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 AS6532
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6532
Security Description
4.5% 01 Jan 2046
Interest Rate
4.5
Original Face
3200000
Shares Par Value
312345.92
Base Market Value
319648.57
Base Total Cost
340135.35
Base Unrealized Gain Loss
-20486.78
Base Accrued Interest
0
Local Market Value
319648.57
Local Total Cost Amount
340135.35
Local Unrealized Gain Loss
-20486.78
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 AS6536
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6536
Security Description
3.5% 01 Jan 2046
Maturity Date
2046-01-01T00:00:00.000
Interest Rate
3.5
Original Face
1140000
Shares Par Value
190040.93
Base Market Value
185835.32
Base Total Cost
202414.47
Base Unrealized Gain Loss
-16579.15
Base Accrued Interest
0
Local Market Value
185835.32
Local Total Cost Amount
202414.47
Local Unrealized Gain Loss
-16579.15
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 AS6625
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6625
Security Description
4% 01 Feb 2046
Maturity Date
2046-02-01T00:00:00.000
Interest Rate
4
Original Face
3500000
Shares Par Value
394235.59
Base Market Value
397003.12
Base Total Cost
412099.39
Base Unrealized Gain Loss
-15096.27
Base Accrued Interest
0
Local Market Value
397003.12
Local Total Cost Amount
412099.39
Local Unrealized Gain Loss
-15096.27
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 AS6627
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6627
Security Description
4.5% 01 Feb 2046
Maturity Date
2046-02-01T00:00:00.000
Interest Rate
4.5
Original Face
1300000
Shares Par Value
156223.41
Base Market Value
159124.48
Base Total Cost
171008.38
Base Unrealized Gain Loss
-11883.9
Base Accrued Interest
0
Local Market Value
159124.48
Local Total Cost Amount
171008.38
Local Unrealized Gain Loss
-11883.9
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 AS6673
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6673
Security Description
4% 01 Feb 2046
Maturity Date
2046-02-01T00:00:00.000
Interest Rate
4
Original Face
3220000
Shares Par Value
462390.87
Base Market Value
465646.10
Base Total Cost
499863.01
Base Unrealized Gain Loss
-34216.91
Base Accrued Interest
0
Local Market Value
465646.1
Local Total Cost Amount
499863.01
Local Unrealized Gain Loss
-34216.91
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 AS6763
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6763
Security Description
3.5% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3.5
Original Face
2015000
Shares Par Value
267588.29
Base Market Value
261275.88
Base Total Cost
285069.82
Base Unrealized Gain Loss
-23793.94
Base Accrued Interest
0
Local Market Value
261275.88
Local Total Cost Amount
285069.82
Local Unrealized Gain Loss
-23793.94
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 AS7003
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7003
Security Description
3% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
3
Original Face
1500000
Shares Par Value
334631.18
Base Market Value
317009.50
Base Total Cost
354086.65
Base Unrealized Gain Loss
-37077.15
Base Accrued Interest
0
Local Market Value
317009.5
Local Total Cost Amount
354086.65
Local Unrealized Gain Loss
-37077.15
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 AS7016
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7016
Security Description
3.5% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1325000
Shares Par Value
204111.78
Base Market Value
199937.69
Base Total Cost
217713.78
Base Unrealized Gain Loss
-17776.09
Base Accrued Interest
0
Local Market Value
199937.69
Local Total Cost Amount
217713.78
Local Unrealized Gain Loss
-17776.09
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS7999
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7999
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
2616272
Shares Par Value
1139235.31
Base Market Value
1079129.26
Base Total Cost
1193527.02
Base Unrealized Gain Loss
-114397.76
Base Accrued Interest
0
Local Market Value
1079129.26
Local Total Cost Amount
1193527.02
Local Unrealized Gain Loss
-114397.76
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 AS8009
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8009
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
1855106
Shares Par Value
643365.21
Base Market Value
631031.90
Base Total Cost
663080.81
Base Unrealized Gain Loss
-32048.91
Base Accrued Interest
0
Local Market Value
631031.9
Local Total Cost Amount
663080.81
Local Unrealized Gain Loss
-32048.91
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 AS7247
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7247
Security Description
4% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
4
Original Face
1300000
Shares Par Value
169836.10
Base Market Value
170994.38
Base Total Cost
183132.58
Base Unrealized Gain Loss
-12138.2
Base Accrued Interest
0
Local Market Value
170994.38
Local Total Cost Amount
183132.58
Local Unrealized Gain Loss
-12138.2
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 AS7253
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7253
Security Description
4.5% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
4.5
Original Face
1885000
Shares Par Value
252972.86
Base Market Value
258158.80
Base Total Cost
276170.47
Base Unrealized Gain Loss
-18011.67
Base Accrued Interest
0
Local Market Value
258158.8
Local Total Cost Amount
276170.47
Local Unrealized Gain Loss
-18011.67
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS7320
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7320
Security Description
2.5% 01 Jun 2031
Maturity Date
2031-06-01T00:00:00.000
Interest Rate
2.5
Original Face
1065035
Shares Par Value
332965.18
Base Market Value
326582.24
Base Total Cost
344628.7
Base Unrealized Gain Loss
-18046.46
Base Accrued Interest
0
Local Market Value
326582.24
Local Total Cost Amount
344628.7
Local Unrealized Gain Loss
-18046.46
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 AS7343
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7343
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
1200000
Shares Par Value
261691.57
Base Market Value
247989.40
Base Total Cost
276409.1
Base Unrealized Gain Loss
-28419.7
Base Accrued Interest
0
Local Market Value
247989.4
Local Total Cost Amount
276409.1
Local Unrealized Gain Loss
-28419.7
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 AS7387
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7387
Security Description
3.5% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3.5
Original Face
1385000
Shares Par Value
167026.72
Base Market Value
163084.89
Base Total Cost
177470.89
Base Unrealized Gain Loss
-14386
Base Accrued Interest
0
Local Market Value
163084.89
Local Total Cost Amount
177470.89
Local Unrealized Gain Loss
-14386
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 AS7365
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7365
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
603167
Shares Par Value
249203.46
Base Market Value
236419.32
Base Total Cost
255569.81
Base Unrealized Gain Loss
-19150.49
Base Accrued Interest
0
Local Market Value
236419.32
Local Total Cost Amount
255569.81
Local Unrealized Gain Loss
-19150.49
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
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