Ask NYC Browse All Data Public Safety Transportation Health Buildings

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
DOWNLOAD CSV
Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BP9884
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BP9884
Security Description
4% 01 Jul 2050
Maturity Date
2050-07-01T00:00:00.000
Interest Rate
4
Original Face
233457
Shares Par Value
93189.55
Base Market Value
92112.28
Base Total Cost
96782.44
Base Unrealized Gain Loss
-4670.16
Base Accrued Interest
0
Local Market Value
92112.28
Local Total Cost Amount
96782.44
Local Unrealized Gain Loss
-4670.16
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 BQ0697
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ0697
Security Description
2% 01 Sep 2050
Maturity Date
2050-09-01T00:00:00.000
Interest Rate
2
Original Face
1906413
Shares Par Value
1388112.65
Base Market Value
1210600.80
Base Total Cost
1390281.58
Base Unrealized Gain Loss
-179680.78
Base Accrued Interest
0
Local Market Value
1210600.8
Local Total Cost Amount
1390281.58
Local Unrealized Gain Loss
-179680.78
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 BQ1327
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ1327
Security Description
2.5% 01 Aug 2050
Maturity Date
2050-08-01T00:00:00.000
Interest Rate
2.5
Original Face
485000
Shares Par Value
360398.16
Base Market Value
325255.74
Base Total Cost
381627.87
Base Unrealized Gain Loss
-56372.13
Base Accrued Interest
0
Local Market Value
325255.74
Local Total Cost Amount
381627.87
Local Unrealized Gain Loss
-56372.13
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 BQ1363
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ1363
Security Description
2% 01 Sep 2050
Maturity Date
2050-09-01T00:00:00.000
Interest Rate
2
Original Face
4892000
Shares Par Value
4062238.72
Base Market Value
3542800.25
Base Total Cost
3886419.96
Base Unrealized Gain Loss
-343619.71
Base Accrued Interest
0
Local Market Value
3542800.25
Local Total Cost Amount
3886419.96
Local Unrealized Gain Loss
-343619.71
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 BQ2400
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ2400
Security Description
2.5% 01 Sep 2050
Maturity Date
2050-09-01T00:00:00.000
Interest Rate
2.5
Original Face
2616148
Shares Par Value
2045956.66
Base Market Value
1845432.45
Base Total Cost
2151770.98
Base Unrealized Gain Loss
-306338.53
Base Accrued Interest
0
Local Market Value
1845432.45
Local Total Cost Amount
2151770.98
Local Unrealized Gain Loss
-306338.53
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 BQ3135
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ3135
Security Description
2.5% 01 Oct 2050
Maturity Date
2050-10-01T00:00:00.000
Interest Rate
2.5
Original Face
7389630
Shares Par Value
5326117.72
Base Market Value
4802400.56
Base Total Cost
5605738.89
Base Unrealized Gain Loss
-803338.33
Base Accrued Interest
0
Local Market Value
4802400.56
Local Total Cost Amount
5605738.89
Local Unrealized Gain Loss
-803338.33
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BQ4491
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ4491
Security Description
2% 01 Feb 2051
Maturity Date
2051-02-01T00:00:00.000
Interest Rate
2
Original Face
6200000
Shares Par Value
5575729.63
Base Market Value
4861868.97
Base Total Cost
5469442.29
Base Unrealized Gain Loss
-607573.32
Base Accrued Interest
0
Local Market Value
4861868.97
Local Total Cost Amount
5469442.29
Local Unrealized Gain Loss
-607573.32
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 BQ4836
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ4836
Security Description
2.5% 01 Oct 2050
Maturity Date
2050-10-01T00:00:00.000
Interest Rate
2.5
Original Face
2170439
Shares Par Value
1532228.57
Base Market Value
1382284.68
Base Total Cost
1613149.39
Base Unrealized Gain Loss
-230864.71
Base Accrued Interest
0
Local Market Value
1382284.68
Local Total Cost Amount
1613149.39
Local Unrealized Gain Loss
-230864.71
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 BQ4856
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ4856
Security Description
2.5% 01 Oct 2050
Maturity Date
2050-10-01T00:00:00.000
Interest Rate
2.5
Original Face
2459898
Shares Par Value
1814842.29
Base Market Value
1644319.71
Base Total Cost
1910688.64
Base Unrealized Gain Loss
-266368.93
Base Accrued Interest
0
Local Market Value
1644319.71
Local Total Cost Amount
1910688.64
Local Unrealized Gain Loss
-266368.93
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 BQ5009
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ5009
Security Description
2% 01 Sep 2050
Maturity Date
2050-09-01T00:00:00.000
Interest Rate
2
Original Face
2251000
Shares Par Value
1922254.15
Base Market Value
1676859.19
Base Total Cost
1723120.63
Base Unrealized Gain Loss
-46261.44
Base Accrued Interest
0
Local Market Value
1676859.19
Local Total Cost Amount
1723120.63
Local Unrealized Gain Loss
-46261.44
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 BQ6287
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ6287
Security Description
2.5% 01 Nov 2050
Maturity Date
2050-11-01T00:00:00.000
Interest Rate
2.5
Original Face
2877794
Shares Par Value
2393778.03
Base Market Value
2158397.84
Base Total Cost
2516459.15
Base Unrealized Gain Loss
-358061.31
Base Accrued Interest
0
Local Market Value
2158397.84
Local Total Cost Amount
2516459.15
Local Unrealized Gain Loss
-358061.31
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BQ5730
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ5730
Security Description
2.5% 01 Oct 2050
Maturity Date
2050-10-01T00:00:00.000
Interest Rate
2.5
Original Face
2282088
Shares Par Value
1232288.54
Base Market Value
1110279.65
Base Total Cost
1297368.78
Base Unrealized Gain Loss
-187089.13
Base Accrued Interest
0
Local Market Value
1110279.65
Local Total Cost Amount
1297368.78
Local Unrealized Gain Loss
-187089.13
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 BQ5794
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ5794
Security Description
2.5% 01 Nov 2050
Maturity Date
2050-11-01T00:00:00.000
Interest Rate
2.5
Original Face
3047108
Shares Par Value
2429422.34
Base Market Value
2189419.71
Base Total Cost
2557726.22
Base Unrealized Gain Loss
-368306.51
Base Accrued Interest
0
Local Market Value
2189419.71
Local Total Cost Amount
2557726.22
Local Unrealized Gain Loss
-368306.51
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 BQ6308
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ6308
Security Description
2.5% 01 Nov 2050
Maturity Date
2050-11-01T00:00:00.000
Interest Rate
2.5
Original Face
2987095
Shares Par Value
2483696.85
Base Market Value
2240642.28
Base Total Cost
2614867.1
Base Unrealized Gain Loss
-374224.82
Base Accrued Interest
0
Local Market Value
2240642.28
Local Total Cost Amount
2614867.1
Local Unrealized Gain Loss
-374224.82
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 BQ6334
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ6334
Security Description
2% 01 Nov 2050
Maturity Date
2050-11-01T00:00:00.000
Interest Rate
2
Original Face
1368672
Shares Par Value
1126490.94
Base Market Value
982142.39
Base Total Cost
1128251.09
Base Unrealized Gain Loss
-146108.7
Base Accrued Interest
0
Local Market Value
982142.39
Local Total Cost Amount
1128251.09
Local Unrealized Gain Loss
-146108.7
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 BQ6335
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ6335
Security Description
2.5% 01 Nov 2050
Maturity Date
2050-11-01T00:00:00.000
Interest Rate
2.5
Original Face
3062462
Shares Par Value
2326921.74
Base Market Value
2098115.53
Base Total Cost
2449812.29
Base Unrealized Gain Loss
-351696.76
Base Accrued Interest
0
Local Market Value
2098115.53
Local Total Cost Amount
2449812.29
Local Unrealized Gain Loss
-351696.76
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 BQ7737
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ7737
Security Description
2% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2
Original Face
2774647
Shares Par Value
2516762.90
Base Market Value
2194541.75
Base Total Cost
2520695.34
Base Unrealized Gain Loss
-326153.59
Base Accrued Interest
0
Local Market Value
2194541.75
Local Total Cost Amount
2520695.34
Local Unrealized Gain Loss
-326153.59
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 BQ8986
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ8986
Security Description
2.5% 01 Jan 2051
Maturity Date
2051-01-01T00:00:00.000
Interest Rate
2.5
Original Face
2529480
Shares Par Value
2316571.97
Base Market Value
2102289.06
Base Total Cost
2315124.13
Base Unrealized Gain Loss
-212835.07
Base Accrued Interest
0
Local Market Value
2102289.06
Local Total Cost Amount
2315124.13
Local Unrealized Gain Loss
-212835.07
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 BQ8987
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ8987
Security Description
2.5% 01 Jan 2051
Maturity Date
2051-01-01T00:00:00.000
Interest Rate
2.5
Original Face
1077415
Shares Par Value
904740.32
Base Market Value
819948.06
Base Total Cost
893148.35
Base Unrealized Gain Loss
-73200.29
Base Accrued Interest
0
Local Market Value
819948.06
Local Total Cost Amount
893148.35
Local Unrealized Gain Loss
-73200.29
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 BQ9213
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BQ9213
Security Description
2% 01 Jan 2051
Maturity Date
2051-01-01T00:00:00.000
Interest Rate
2
Original Face
5359204
Shares Par Value
4539519.96
Base Market Value
3970990.48
Base Total Cost
4356520.57
Base Unrealized Gain Loss
-385530.09
Base Accrued Interest
0
Local Market Value
3970990.48
Local Total Cost Amount
4356520.57
Local Unrealized Gain Loss
-385530.09
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 BR0948
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR0948
Security Description
2% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2
Original Face
3345055
Shares Par Value
3072169.66
Base Market Value
2674999.57
Base Total Cost
2660286.44
Base Unrealized Gain Loss
14713.13
Base Accrued Interest
1147.56
Local Market Value
2674999.57
Local Total Cost Amount
2660286.44
Local Unrealized Gain Loss
14713.13
Local Accrued Interest
1147.56
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 BR1035
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR1035
Security Description
2% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2
Original Face
1743877
Shares Par Value
1623245.69
Base Market Value
1414431.36
Base Total Cost
1392440.44
Base Unrealized Gain Loss
21990.92
Base Accrued Interest
1172.34
Local Market Value
1414431.36
Local Total Cost Amount
1392440.44
Local Unrealized Gain Loss
21990.92
Local Accrued Interest
1172.34
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 BR1340
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR1340
Security Description
2% 01 Feb 2051
Maturity Date
2051-02-01T00:00:00.000
Interest Rate
2
Original Face
390000
Shares Par Value
325275.11
Base Market Value
284677.52
Base Total Cost
336151.49
Base Unrealized Gain Loss
-51473.97
Base Accrued Interest
0
Local Market Value
284677.52
Local Total Cost Amount
336151.49
Local Unrealized Gain Loss
-51473.97
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 BR1615
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR1615
Security Description
2% 01 Feb 2051
Maturity Date
2051-02-01T00:00:00.000
Interest Rate
2
Original Face
7993180
Shares Par Value
7215206.83
Base Market Value
6291876.81
Base Total Cost
6369674.79
Base Unrealized Gain Loss
-77797.98
Base Accrued Interest
0
Local Market Value
6291876.81
Local Total Cost Amount
6369674.79
Local Unrealized Gain Loss
-77797.98
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 BR1936
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR1936
Security Description
2% 01 Feb 2051
Maturity Date
2051-02-01T00:00:00.000
Interest Rate
2
Original Face
1997060
Shares Par Value
1788968.37
Base Market Value
1561572.60
Base Total Cost
1716291.52
Base Unrealized Gain Loss
-154718.92
Base Accrued Interest
0
Local Market Value
1561572.6
Local Total Cost Amount
1716291.52
Local Unrealized Gain Loss
-154718.92
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 BR4087
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR4087
Security Description
2% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2
Original Face
4809635
Shares Par Value
4256958.63
Base Market Value
3713387.58
Base Total Cost
3817959.78
Base Unrealized Gain Loss
-104572.2
Base Accrued Interest
0
Local Market Value
3713387.58
Local Total Cost Amount
3817959.78
Local Unrealized Gain Loss
-104572.2
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 BR4610
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR4610
Security Description
2.5% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2.5
Original Face
330472
Shares Par Value
320133.42
Base Market Value
289880.81
Base Total Cost
287882.48
Base Unrealized Gain Loss
1998.33
Base Accrued Interest
289.01
Local Market Value
289880.81
Local Total Cost Amount
287882.48
Local Unrealized Gain Loss
1998.33
Local Accrued Interest
289.01
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 BR4654
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR4654
Security Description
2.5% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2.5
Original Face
957499
Shares Par Value
857245.38
Base Market Value
777204.38
Base Total Cost
770884.61
Base Unrealized Gain Loss
6319.77
Base Accrued Interest
773.9
Local Market Value
777204.38
Local Total Cost Amount
770884.61
Local Unrealized Gain Loss
6319.77
Local Accrued Interest
773.9
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 BR5559
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR5559
Security Description
2% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2
Original Face
3435335
Shares Par Value
3033707.10
Base Market Value
2653431.92
Base Total Cost
2714930.85
Base Unrealized Gain Loss
-61498.93
Base Accrued Interest
0
Local Market Value
2653431.92
Local Total Cost Amount
2714930.85
Local Unrealized Gain Loss
-61498.93
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 BR6312
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR6312
Security Description
2% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2
Original Face
3157590
Shares Par Value
3025635.29
Base Market Value
2550398.75
Base Total Cost
3009561.59
Base Unrealized Gain Loss
-459162.84
Base Accrued Interest
0
Local Market Value
2550398.75
Local Total Cost Amount
3009561.59
Local Unrealized Gain Loss
-459162.84
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BR6353
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR6353
Security Description
2.5% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2.5
Original Face
517618
Shares Par Value
502331.35
Base Market Value
454861.04
Base Total Cost
451725.39
Base Unrealized Gain Loss
3135.65
Base Accrued Interest
453.49
Local Market Value
454861.04
Local Total Cost Amount
451725.39
Local Unrealized Gain Loss
3135.65
Local Accrued Interest
453.49
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 BR6582
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR6582
Security Description
2.5% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2.5
Original Face
970643
Shares Par Value
945361.17
Base Market Value
835065.88
Base Total Cost
969586.04
Base Unrealized Gain Loss
-134520.16
Base Accrued Interest
0
Local Market Value
835065.88
Local Total Cost Amount
969586.04
Local Unrealized Gain Loss
-134520.16
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 BR6563
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR6563
Security Description
2.5% 01 Mar 2051
Maturity Date
2051-03-01T00:00:00.000
Interest Rate
2.5
Original Face
1340185
Shares Par Value
1306688.94
Base Market Value
1154211.41
Base Total Cost
1340172.85
Base Unrealized Gain Loss
-185961.44
Base Accrued Interest
0
Local Market Value
1154211.41
Local Total Cost Amount
1340172.85
Local Unrealized Gain Loss
-185961.44
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 BR7216
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR7216
Security Description
2% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2
Original Face
1066000
Shares Par Value
962212.28
Base Market Value
843311.71
Base Total Cost
934097.64
Base Unrealized Gain Loss
-90785.93
Base Accrued Interest
0
Local Market Value
843311.71
Local Total Cost Amount
934097.64
Local Unrealized Gain Loss
-90785.93
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 BR7217
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR7217
Security Description
2% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2
Original Face
2560000
Shares Par Value
2249288.47
Base Market Value
1967272.68
Base Total Cost
2033497.36
Base Unrealized Gain Loss
-66224.68
Base Accrued Interest
0
Local Market Value
1967272.68
Local Total Cost Amount
2033497.36
Local Unrealized Gain Loss
-66224.68
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 BR7258
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR7258
Security Description
2% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2
Original Face
1499000
Shares Par Value
1345831.43
Base Market Value
1177091.09
Base Total Cost
1303774.21
Base Unrealized Gain Loss
-126683.12
Base Accrued Interest
0
Local Market Value
1177091.09
Local Total Cost Amount
1303774.21
Local Unrealized Gain Loss
-126683.12
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 BR7261
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR7261
Security Description
2.5% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2.5
Original Face
1198000
Shares Par Value
1166434.82
Base Market Value
1050969.44
Base Total Cost
1202885.92
Base Unrealized Gain Loss
-151916.48
Base Accrued Interest
0
Local Market Value
1050969.44
Local Total Cost Amount
1202885.92
Local Unrealized Gain Loss
-151916.48
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 BR7233
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR7233
Security Description
2% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2
Original Face
720000
Shares Par Value
618320.51
Base Market Value
541531.29
Base Total Cost
599867.52
Base Unrealized Gain Loss
-58336.23
Base Accrued Interest
0
Local Market Value
541531.29
Local Total Cost Amount
599867.52
Local Unrealized Gain Loss
-58336.23
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 BR7705
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR7705
Security Description
2.5% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2.5
Original Face
5050059
Shares Par Value
4454620.33
Base Market Value
4016864.79
Base Total Cost
4573120.2
Base Unrealized Gain Loss
-556255.41
Base Accrued Interest
0
Local Market Value
4016864.79
Local Total Cost Amount
4573120.2
Local Unrealized Gain Loss
-556255.41
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 BR7699
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR7699
Security Description
2.5% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2.5
Original Face
3393771
Shares Par Value
3171528.18
Base Market Value
2857578.61
Base Total Cost
3261842.39
Base Unrealized Gain Loss
-404263.78
Base Accrued Interest
0
Local Market Value
2857578.61
Local Total Cost Amount
3261842.39
Local Unrealized Gain Loss
-404263.78
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 BR7725
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR7725
Security Description
2.5% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2.5
Original Face
3308984
Shares Par Value
2836360.89
Base Market Value
2555561.16
Base Total Cost
2930315.35
Base Unrealized Gain Loss
-374754.19
Base Accrued Interest
0
Local Market Value
2555561.16
Local Total Cost Amount
2930315.35
Local Unrealized Gain Loss
-374754.19
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 BR7730
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR7730
Security Description
2.5% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2.5
Original Face
573276
Shares Par Value
447364.76
Base Market Value
406430.88
Base Total Cost
461432.3
Base Unrealized Gain Loss
-55001.42
Base Accrued Interest
0
Local Market Value
406430.88
Local Total Cost Amount
461432.3
Local Unrealized Gain Loss
-55001.42
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 BR7731
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR7731
Security Description
2.5% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2.5
Original Face
1609379
Shares Par Value
1471930.79
Base Market Value
1327298.87
Base Total Cost
1518101.11
Base Unrealized Gain Loss
-190802.24
Base Accrued Interest
0
Local Market Value
1327298.87
Local Total Cost Amount
1518101.11
Local Unrealized Gain Loss
-190802.24
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 BR7802
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR7802
Security Description
2% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2
Original Face
2667078
Shares Par Value
2480656.74
Base Market Value
2164893.94
Base Total Cost
2281138.3
Base Unrealized Gain Loss
-116244.36
Base Accrued Interest
0
Local Market Value
2164893.94
Local Total Cost Amount
2281138.3
Local Unrealized Gain Loss
-116244.36
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 BR8896
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR8896
Security Description
2.5% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2.5
Original Face
2128778
Shares Par Value
1989667.27
Base Market Value
1803852.24
Base Total Cost
1789223.84
Base Unrealized Gain Loss
14628.4
Base Accrued Interest
1796.23
Local Market Value
1803852.24
Local Total Cost Amount
1789223.84
Local Unrealized Gain Loss
14628.4
Local Accrued Interest
1796.23
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 BR8915
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR8915
Security Description
2.5% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2.5
Original Face
1110915
Shares Par Value
1027590.30
Base Market Value
931531.16
Base Total Cost
924068.61
Base Unrealized Gain Loss
7462.55
Base Accrued Interest
927.69
Local Market Value
931531.16
Local Total Cost Amount
924068.61
Local Unrealized Gain Loss
7462.55
Local Accrued Interest
927.69
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 BR8283
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR8283
Security Description
2.5% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2.5
Original Face
1424169
Shares Par Value
1152274.08
Base Market Value
1044628.64
Base Total Cost
1036191.48
Base Unrealized Gain Loss
8437.16
Base Accrued Interest
1040.25
Local Market Value
1044628.64
Local Total Cost Amount
1036191.48
Local Unrealized Gain Loss
8437.16
Local Accrued Interest
1040.25
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 BR8296
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR8296
Security Description
2.5% 01 May 2051
Maturity Date
2051-05-01T00:00:00.000
Interest Rate
2.5
Original Face
711000
Shares Par Value
607536.37
Base Market Value
551266.35
Base Total Cost
546331.83
Base Unrealized Gain Loss
4934.52
Base Accrued Interest
548.47
Local Market Value
551266.35
Local Total Cost Amount
546331.83
Local Unrealized Gain Loss
4934.52
Local Accrued Interest
548.47
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 BR8465
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR8465
Security Description
2.5% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2.5
Original Face
100116
Shares Par Value
82917.41
Base Market Value
74764.14
Base Total Cost
85430.84
Base Unrealized Gain Loss
-10666.7
Base Accrued Interest
0
Local Market Value
74764.14
Local Total Cost Amount
85430.84
Local Unrealized Gain Loss
-10666.7
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 BR8551
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BR8551
Security Description
2.5% 01 Apr 2051
Maturity Date
2051-04-01T00:00:00.000
Interest Rate
2.5
Original Face
475801
Shares Par Value
423868.07
Base Market Value
382197.60
Base Total Cost
437395.43
Base Unrealized Gain Loss
-55197.83
Base Accrued Interest
0
Local Market Value
382197.6
Local Total Cost Amount
437395.43
Local Unrealized Gain Loss
-55197.83
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
NYC Data AI • Public-data exploration interface