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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 735141
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735141
Security Description
1% 01 Jan 2035
Interest Rate
5.5
Original Face
15000000
Shares Par Value
209637.90
Base Market Value
224643.78
Base Total Cost
237572.15
Base Unrealized Gain Loss
-12928.37
Base Accrued Interest
0
Local Market Value
224643.78
Local Total Cost Amount
237572.15
Local Unrealized Gain Loss
-12928.37
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 735230
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735230
Security Description
1% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5.5
Original Face
1631000
Shares Par Value
25440.50
Base Market Value
27261.28
Base Total Cost
27401.19
Base Unrealized Gain Loss
-139.91
Base Accrued Interest
0
Local Market Value
27261.28
Local Total Cost Amount
27401.19
Local Unrealized Gain Loss
-139.91
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 735224
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735224
Security Description
1% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5.5
Original Face
5696000
Shares Par Value
76832.26
Base Market Value
82311.94
Base Total Cost
82626.18
Base Unrealized Gain Loss
-314.24
Base Accrued Interest
0
Local Market Value
82311.94
Local Total Cost Amount
82626.18
Local Unrealized Gain Loss
-314.24
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 735484
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735484
Security Description
1% 01 May 2035
Maturity Date
2035-05-01T00:00:00.000
Interest Rate
5
Original Face
500000
Shares Par Value
7792.81
Base Market Value
8193.52
Base Total Cost
8425.98
Base Unrealized Gain Loss
-232.46
Base Accrued Interest
0
Local Market Value
8193.52
Local Total Cost Amount
8425.98
Local Unrealized Gain Loss
-232.46
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 735500
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735500
Security Description
1% 01 May 2035
Maturity Date
2035-05-01T00:00:00.000
Interest Rate
5.5
Original Face
3700000
Shares Par Value
58351.33
Base Market Value
62542.12
Base Total Cost
62741.1
Base Unrealized Gain Loss
-198.98
Base Accrued Interest
0
Local Market Value
62542.12
Local Total Cost Amount
62741.1
Local Unrealized Gain Loss
-198.98
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 735897
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735897
Security Description
1% 01 Oct 2035
Maturity Date
2035-10-01T00:00:00.000
Interest Rate
5.5
Original Face
40000
Shares Par Value
977.85
Base Market Value
1043.92
Base Total Cost
1097.65
Base Unrealized Gain Loss
-53.73
Base Accrued Interest
0
Local Market Value
1043.92
Local Total Cost Amount
1097.65
Local Unrealized Gain Loss
-53.73
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 735897
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735897
Security Description
1% 01 Oct 2035
Interest Rate
5.5
Original Face
635000
Shares Par Value
15523.40
Base Market Value
16572.32
Base Total Cost
17742.15
Base Unrealized Gain Loss
-1169.83
Base Accrued Interest
0
Local Market Value
16572.32
Local Total Cost Amount
17742.15
Local Unrealized Gain Loss
-1169.83
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 740597
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 740597
Security Description
7% 01 Dec 2030
Maturity Date
2030-12-01T00:00:00.000
Interest Rate
7
Original Face
285000
Shares Par Value
755.04
Base Market Value
758.00
Base Total Cost
761.29
Base Unrealized Gain Loss
-3.29
Base Accrued Interest
0
Local Market Value
758
Local Total Cost Amount
761.29
Local Unrealized Gain Loss
-3.29
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 741892
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 741892
Security Description
5.5% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
5.5
Original Face
100000
Shares Par Value
1340.24
Base Market Value
1413.77
Base Total Cost
1504.41
Base Unrealized Gain Loss
-90.64
Base Accrued Interest
0
Local Market Value
1413.77
Local Total Cost Amount
1504.41
Local Unrealized Gain Loss
-90.64
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 743225
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 743225
Security Description
7% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
7
Original Face
315000
Shares Par Value
1606.04
Base Market Value
1644.83
Base Total Cost
1655.05
Base Unrealized Gain Loss
-10.22
Base Accrued Interest
0
Local Market Value
1644.83
Local Total Cost Amount
1655.05
Local Unrealized Gain Loss
-10.22
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 743803
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 743803
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
233602
Shares Par Value
10388.55
Base Market Value
11004.80
Base Total Cost
11661.17
Base Unrealized Gain Loss
-656.37
Base Accrued Interest
0
Local Market Value
11004.8
Local Total Cost Amount
11661.17
Local Unrealized Gain Loss
-656.37
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 745275
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 745275
Security Description
1% 01 Feb 2036
Interest Rate
5
Original Face
5150000
Shares Par Value
81735.96
Base Market Value
86027.92
Base Total Cost
93371.9
Base Unrealized Gain Loss
-7343.98
Base Accrued Interest
0
Local Market Value
86027.92
Local Total Cost Amount
93371.9
Local Unrealized Gain Loss
-7343.98
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 745418
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 745418
Security Description
1% 01 Apr 2036
Maturity Date
2036-04-01T00:00:00.000
Interest Rate
5.5
Original Face
681000
Shares Par Value
8696.07
Base Market Value
9323.23
Base Total Cost
9353.57
Base Unrealized Gain Loss
-30.34
Base Accrued Interest
0
Local Market Value
9323.23
Local Total Cost Amount
9353.57
Local Unrealized Gain Loss
-30.34
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 750447
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 750447
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
166000
Shares Par Value
557.19
Base Market Value
589.32
Base Total Cost
598.91
Base Unrealized Gain Loss
-9.59
Base Accrued Interest
0
Local Market Value
589.32
Local Total Cost Amount
598.91
Local Unrealized Gain Loss
-9.59
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 750744
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 750744
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
258000
Shares Par Value
4159.37
Base Market Value
4346.62
Base Total Cost
4446.17
Base Unrealized Gain Loss
-99.55
Base Accrued Interest
0
Local Market Value
4346.62
Local Total Cost Amount
4446.17
Local Unrealized Gain Loss
-99.55
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 750857
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 750857
Security Description
5.5% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.5
Original Face
175000
Shares Par Value
3609.81
Base Market Value
3809.11
Base Total Cost
3873.69
Base Unrealized Gain Loss
-64.58
Base Accrued Interest
0
Local Market Value
3809.11
Local Total Cost Amount
3873.69
Local Unrealized Gain Loss
-64.58
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 752743
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 752743
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
289000
Shares Par Value
3911.32
Base Market Value
4064.64
Base Total Cost
4154.96
Base Unrealized Gain Loss
-90.32
Base Accrued Interest
0
Local Market Value
4064.64
Local Total Cost Amount
4154.96
Local Unrealized Gain Loss
-90.32
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 753118
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 753118
Security Description
4.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
4.5
Original Face
119000
Shares Par Value
1513.09
Base Market Value
1548.83
Base Total Cost
1559.69
Base Unrealized Gain Loss
-10.86
Base Accrued Interest
0
Local Market Value
1548.83
Local Total Cost Amount
1559.69
Local Unrealized Gain Loss
-10.86
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 754941
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 754941
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
380000
Shares Par Value
2149.74
Base Market Value
2231.95
Base Total Cost
2283.52
Base Unrealized Gain Loss
-51.57
Base Accrued Interest
0
Local Market Value
2231.95
Local Total Cost Amount
2283.52
Local Unrealized Gain Loss
-51.57
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 755408
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 755408
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
196000
Shares Par Value
1513.22
Base Market Value
1588.59
Base Total Cost
1625.09
Base Unrealized Gain Loss
-36.5
Base Accrued Interest
0
Local Market Value
1588.59
Local Total Cost Amount
1625.09
Local Unrealized Gain Loss
-36.5
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 755522
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 755522
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
900957
Shares Par Value
91886.33
Base Market Value
95494.71
Base Total Cost
103142.39
Base Unrealized Gain Loss
-7647.68
Base Accrued Interest
0
Local Market Value
95494.71
Local Total Cost Amount
103142.39
Local Unrealized Gain Loss
-7647.68
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 755705
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 755705
Security Description
5.5% 01 Mar 2034
Maturity Date
2034-03-01T00:00:00.000
Interest Rate
5.5
Original Face
1823000
Shares Par Value
23037.12
Base Market Value
24673.22
Base Total Cost
24763.98
Base Unrealized Gain Loss
-90.76
Base Accrued Interest
0
Local Market Value
24673.22
Local Total Cost Amount
24763.98
Local Unrealized Gain Loss
-90.76
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 759119
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 759119
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
301000
Shares Par Value
7510.99
Base Market Value
7941.52
Base Total Cost
8069.49
Base Unrealized Gain Loss
-127.97
Base Accrued Interest
0
Local Market Value
7941.52
Local Total Cost Amount
8069.49
Local Unrealized Gain Loss
-127.97
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 763353
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 763353
Security Description
5.5% 01 May 2033
Maturity Date
2033-05-01T00:00:00.000
Interest Rate
5.5
Original Face
96000
Shares Par Value
3513.31
Base Market Value
3750.74
Base Total Cost
3773.64
Base Unrealized Gain Loss
-22.9
Base Accrued Interest
0
Local Market Value
3750.74
Local Total Cost Amount
3773.64
Local Unrealized Gain Loss
-22.9
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 763704
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 763704
Security Description
5% 01 Apr 2034
Maturity Date
2034-04-01T00:00:00.000
Interest Rate
5
Original Face
364000
Shares Par Value
8107.49
Base Market Value
8523.97
Base Total Cost
8579.44
Base Unrealized Gain Loss
-55.47
Base Accrued Interest
0
Local Market Value
8523.97
Local Total Cost Amount
8579.44
Local Unrealized Gain Loss
-55.47
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 769661
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 769661
Security Description
5.5% 01 Mar 2034
Maturity Date
2034-03-01T00:00:00.000
Interest Rate
5.5
Original Face
527551
Shares Par Value
3835.03
Base Market Value
3985.90
Base Total Cost
4304.82
Base Unrealized Gain Loss
-318.92
Base Accrued Interest
0
Local Market Value
3985.9
Local Total Cost Amount
4304.82
Local Unrealized Gain Loss
-318.92
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 774143
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 774143
Security Description
7% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
7
Original Face
256000
Shares Par Value
2395.29
Base Market Value
2506.07
Base Total Cost
2616.5
Base Unrealized Gain Loss
-110.43
Base Accrued Interest
0
Local Market Value
2506.07
Local Total Cost Amount
2616.5
Local Unrealized Gain Loss
-110.43
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 778194
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 778194
Security Description
4.5% 01 May 2034
Maturity Date
2034-05-01T00:00:00.000
Interest Rate
4.5
Original Face
74000
Shares Par Value
3173.37
Base Market Value
3207.55
Base Total Cost
3256.22
Base Unrealized Gain Loss
-48.67
Base Accrued Interest
0
Local Market Value
3207.55
Local Total Cost Amount
3256.22
Local Unrealized Gain Loss
-48.67
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 781290
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 781290
Security Description
5.5% 01 Jun 2034
Maturity Date
2034-06-01T00:00:00.000
Interest Rate
5.5
Original Face
29000
Shares Par Value
1185.05
Base Market Value
1231.67
Base Total Cost
1258.74
Base Unrealized Gain Loss
-27.07
Base Accrued Interest
0
Local Market Value
1231.67
Local Total Cost Amount
1258.74
Local Unrealized Gain Loss
-27.07
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 782202
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 782202
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
861000
Shares Par Value
11636.32
Base Market Value
12166.24
Base Total Cost
12503.82
Base Unrealized Gain Loss
-337.58
Base Accrued Interest
0
Local Market Value
12166.24
Local Total Cost Amount
12503.82
Local Unrealized Gain Loss
-337.58
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 793206
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 793206
Security Description
4.75% 01 Jul 2034
Maturity Date
2034-07-01T00:00:00.000
Interest Rate
4.75
Original Face
950000
Shares Par Value
33410.26
Base Market Value
33925.11
Base Total Cost
34804.15
Base Unrealized Gain Loss
-879.04
Base Accrued Interest
0
Local Market Value
33925.11
Local Total Cost Amount
34804.15
Local Unrealized Gain Loss
-879.04
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 796302
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 796302
Security Description
5.5% 01 May 2034
Maturity Date
2034-05-01T00:00:00.000
Interest Rate
5.5
Original Face
640000
Shares Par Value
26745.59
Base Market Value
27966.79
Base Total Cost
28483.01
Base Unrealized Gain Loss
-516.22
Base Accrued Interest
0
Local Market Value
27966.79
Local Total Cost Amount
28483.01
Local Unrealized Gain Loss
-516.22
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 797847
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 797847
Security Description
4.5% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
4.5
Original Face
317000
Shares Par Value
4351.53
Base Market Value
4454.05
Base Total Cost
4489.07
Base Unrealized Gain Loss
-35.02
Base Accrued Interest
0
Local Market Value
4454.05
Local Total Cost Amount
4489.07
Local Unrealized Gain Loss
-35.02
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 801505
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 801505
Security Description
4.75% 01 Sep 2034
Maturity Date
2034-09-01T00:00:00.000
Interest Rate
4.75
Original Face
950000
Shares Par Value
75166.33
Base Market Value
77568.65
Base Total Cost
78496.21
Base Unrealized Gain Loss
-927.56
Base Accrued Interest
0
Local Market Value
77568.65
Local Total Cost Amount
78496.21
Local Unrealized Gain Loss
-927.56
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 809000
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 809000
Security Description
5.5% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5.5
Original Face
178610
Shares Par Value
1598.53
Base Market Value
1661.50
Base Total Cost
1794.35
Base Unrealized Gain Loss
-132.85
Base Accrued Interest
0
Local Market Value
1661.5
Local Total Cost Amount
1794.35
Local Unrealized Gain Loss
-132.85
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 809577
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 809577
Security Description
4.5% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
4.5
Original Face
70000
Shares Par Value
3386.43
Base Market Value
3458.32
Base Total Cost
3492.39
Base Unrealized Gain Loss
-34.07
Base Accrued Interest
0
Local Market Value
3458.32
Local Total Cost Amount
3492.39
Local Unrealized Gain Loss
-34.07
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 816268
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 816268
Security Description
5.5% 01 Mar 2035
Maturity Date
2035-03-01T00:00:00.000
Interest Rate
5.5
Original Face
578547
Shares Par Value
8312.89
Base Market Value
8691.54
Base Total Cost
9331.22
Base Unrealized Gain Loss
-639.68
Base Accrued Interest
0
Local Market Value
8691.54
Local Total Cost Amount
9331.22
Local Unrealized Gain Loss
-639.68
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 823766
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 823766
Security Description
5.5% 01 May 2035
Maturity Date
2035-05-01T00:00:00.000
Interest Rate
5.5
Original Face
1733490
Shares Par Value
10120.69
Base Market Value
10522.68
Base Total Cost
11360.48
Base Unrealized Gain Loss
-837.8
Base Accrued Interest
0
Local Market Value
10522.68
Local Total Cost Amount
11360.48
Local Unrealized Gain Loss
-837.8
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 828377
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 828377
Security Description
5.5% 01 Jun 2035
Maturity Date
2035-06-01T00:00:00.000
Interest Rate
5.5
Original Face
704829
Shares Par Value
11380.60
Base Market Value
12195.45
Base Total Cost
12774.73
Base Unrealized Gain Loss
-579.28
Base Accrued Interest
0
Local Market Value
12195.45
Local Total Cost Amount
12774.73
Local Unrealized Gain Loss
-579.28
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 831102
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 831102
Security Description
5.5% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
5.5
Original Face
303589
Shares Par Value
3917.22
Base Market Value
4160.28
Base Total Cost
4397.08
Base Unrealized Gain Loss
-236.8
Base Accrued Interest
0
Local Market Value
4160.28
Local Total Cost Amount
4397.08
Local Unrealized Gain Loss
-236.8
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 835751
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 835751
Security Description
4.5% 01 Aug 2035
Interest Rate
4.5
Original Face
1255000
Shares Par Value
13639.60
Base Market Value
13993.00
Base Total Cost
14940.01
Base Unrealized Gain Loss
-947.01
Base Accrued Interest
0
Local Market Value
13993
Local Total Cost Amount
14940.01
Local Unrealized Gain Loss
-947.01
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 835760
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 835760
Security Description
4.5% 01 Sep 2035
Interest Rate
4.5
Original Face
15000000
Shares Par Value
186191.70
Base Market Value
191064.34
Base Total Cost
203705.37
Base Unrealized Gain Loss
-12641.03
Base Accrued Interest
0
Local Market Value
191064.34
Local Total Cost Amount
203705.37
Local Unrealized Gain Loss
-12641.03
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 842123
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 842123
Security Description
5.5% 01 Oct 2035
Maturity Date
2035-10-01T00:00:00.000
Interest Rate
5.5
Original Face
105845
Shares Par Value
3422.15
Base Market Value
3657.59
Base Total Cost
3841.36
Base Unrealized Gain Loss
-183.77
Base Accrued Interest
0
Local Market Value
3657.59
Local Total Cost Amount
3841.36
Local Unrealized Gain Loss
-183.77
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 848058
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 848058
Security Description
5.5% 01 Oct 2035
Maturity Date
2035-10-01T00:00:00.000
Interest Rate
5.5
Original Face
1754574
Shares Par Value
53130.06
Base Market Value
56953.30
Base Total Cost
59638.49
Base Unrealized Gain Loss
-2685.19
Base Accrued Interest
0
Local Market Value
56953.3
Local Total Cost Amount
59638.49
Local Unrealized Gain Loss
-2685.19
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 852474
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 852474
Security Description
5.5% 01 Dec 2035
Maturity Date
2035-12-01T00:00:00.000
Interest Rate
5.5
Original Face
720037
Shares Par Value
9300.38
Base Market Value
9759.17
Base Total Cost
10439.65
Base Unrealized Gain Loss
-680.48
Base Accrued Interest
0
Local Market Value
9759.17
Local Total Cost Amount
10439.65
Local Unrealized Gain Loss
-680.48
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 867690
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 867690
Security Description
6.5% 01 Jun 2036
Maturity Date
2036-06-01T00:00:00.000
Interest Rate
6.5
Original Face
700000
Shares Par Value
5668.84
Base Market Value
5947.35
Base Total Cost
6260.52
Base Unrealized Gain Loss
-313.17
Base Accrued Interest
0
Local Market Value
5947.35
Local Total Cost Amount
6260.52
Local Unrealized Gain Loss
-313.17
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 868597
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 868597
Security Description
6% 01 Apr 2036
Maturity Date
2036-04-01T00:00:00.000
Interest Rate
6
Original Face
32170941
Shares Par Value
147338.08
Base Market Value
157152.27
Base Total Cost
158342.38
Base Unrealized Gain Loss
-1190.11
Base Accrued Interest
0
Local Market Value
157152.27
Local Total Cost Amount
158342.38
Local Unrealized Gain Loss
-1190.11
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 AZ7833
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ7833
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
301840
Shares Par Value
66522.61
Base Market Value
66303.09
Base Total Cost
69360.23
Base Unrealized Gain Loss
-3057.14
Base Accrued Interest
0
Local Market Value
66303.09
Local Total Cost Amount
69360.23
Local Unrealized Gain Loss
-3057.14
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AZ8287
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ8287
Security Description
3% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
3
Original Face
1028361
Shares Par Value
432418.42
Base Market Value
411325.05
Base Total Cost
437756.11
Base Unrealized Gain Loss
-26431.06
Base Accrued Interest
0
Local Market Value
411325.05
Local Total Cost Amount
437756.11
Local Unrealized Gain Loss
-26431.06
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 AZ8597
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ8597
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
133545
Shares Par Value
28418.21
Base Market Value
28193.71
Base Total Cost
29630.43
Base Unrealized Gain Loss
-1436.72
Base Accrued Interest
0
Local Market Value
28193.71
Local Total Cost Amount
29630.43
Local Unrealized Gain Loss
-1436.72
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
NYC Data AI • Public-data exploration interface