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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 889218
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889218
Security Description
1% 01 Feb 2038
Maturity Date
2038-02-01T00:00:00.000
Interest Rate
6
Original Face
2300000
Shares Par Value
38612.72
Base Market Value
42281.31
Base Total Cost
42751.51
Base Unrealized Gain Loss
-470.2
Base Accrued Interest
0
Local Market Value
42281.31
Local Total Cost Amount
42751.51
Local Unrealized Gain Loss
-470.2
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 889260
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889260
Security Description
1% 01 Apr 2038
Maturity Date
2038-04-01T00:00:00.000
Interest Rate
5
Original Face
250000
Shares Par Value
3253.20
Base Market Value
3377.08
Base Total Cost
3703.04
Base Unrealized Gain Loss
-325.96
Base Accrued Interest
0
Local Market Value
3377.08
Local Total Cost Amount
3703.04
Local Unrealized Gain Loss
-325.96
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 888566
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888566
Security Description
1% 01 Jan 2037
Maturity Date
2037-01-01T00:00:00.000
Interest Rate
5.5
Original Face
621000
Shares Par Value
13949.53
Base Market Value
14963.66
Base Total Cost
15002.7
Base Unrealized Gain Loss
-39.04
Base Accrued Interest
0
Local Market Value
14963.66
Local Total Cost Amount
15002.7
Local Unrealized Gain Loss
-39.04
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 889060
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889060
Security Description
1% 01 Jan 2038
Maturity Date
2038-01-01T00:00:00.000
Interest Rate
6
Original Face
435000
Shares Par Value
9727.70
Base Market Value
10919.64
Base Total Cost
11226.16
Base Unrealized Gain Loss
-306.52
Base Accrued Interest
0
Local Market Value
10919.64
Local Total Cost Amount
11226.16
Local Unrealized Gain Loss
-306.52
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 889109
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889109
Security Description
1% 01 Jan 2023
Maturity Date
2023-01-01T00:00:00.000
Interest Rate
5
Original Face
17845000
Shares Par Value
1360.68
Base Market Value
1396.28
Base Total Cost
1407.66
Base Unrealized Gain Loss
-11.38
Base Accrued Interest
0
Local Market Value
1396.28
Local Total Cost Amount
1407.66
Local Unrealized Gain Loss
-11.38
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 889145
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889145
Security Description
1% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5
Original Face
8805000
Shares Par Value
4772.84
Base Market Value
4897.70
Base Total Cost
4938.4
Base Unrealized Gain Loss
-40.7
Base Accrued Interest
0
Local Market Value
4897.7
Local Total Cost Amount
4938.4
Local Unrealized Gain Loss
-40.7
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 890097
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890097
Security Description
1% 01 Oct 2038
Maturity Date
2038-10-01T00:00:00.000
Interest Rate
6
Original Face
700000
Shares Par Value
10552.58
Base Market Value
11353.84
Base Total Cost
11683.7
Base Unrealized Gain Loss
-329.86
Base Accrued Interest
0
Local Market Value
11353.84
Local Total Cost Amount
11683.7
Local Unrealized Gain Loss
-329.86
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 890102
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890102
Security Description
1% 01 Dec 2038
Maturity Date
2038-12-01T00:00:00.000
Interest Rate
6
Original Face
900000
Shares Par Value
17119.59
Base Market Value
18765.12
Base Total Cost
18954.62
Base Unrealized Gain Loss
-189.5
Base Accrued Interest
0
Local Market Value
18765.12
Local Total Cost Amount
18954.62
Local Unrealized Gain Loss
-189.5
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 889390
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889390
Security Description
1% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
6
Original Face
500000
Shares Par Value
78.46
Base Market Value
78.57
Base Total Cost
81.58
Base Unrealized Gain Loss
-3.01
Base Accrued Interest
0
Local Market Value
78.57
Local Total Cost Amount
81.58
Local Unrealized Gain Loss
-3.01
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 889466
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889466
Security Description
1% 01 May 2038
Maturity Date
2038-05-01T00:00:00.000
Interest Rate
6
Original Face
1937500
Shares Par Value
41343.23
Base Market Value
45317.14
Base Total Cost
46201.04
Base Unrealized Gain Loss
-883.9
Base Accrued Interest
0
Local Market Value
45317.14
Local Total Cost Amount
46201.04
Local Unrealized Gain Loss
-883.9
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 889522
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889522
Security Description
1% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
6
Original Face
25283686
Shares Par Value
654476.56
Base Market Value
697528.03
Base Total Cost
744876.16
Base Unrealized Gain Loss
-47348.13
Base Accrued Interest
0
Local Market Value
697528.03
Local Total Cost Amount
744876.16
Local Unrealized Gain Loss
-47348.13
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 889529
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889529
Security Description
1% 01 Mar 2038
Maturity Date
2038-03-01T00:00:00.000
Interest Rate
6
Original Face
690400
Shares Par Value
14476.22
Base Market Value
15867.67
Base Total Cost
16177.17
Base Unrealized Gain Loss
-309.5
Base Accrued Interest
0
Local Market Value
15867.67
Local Total Cost Amount
16177.17
Local Unrealized Gain Loss
-309.5
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 889610
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889610
Security Description
1% 01 Jun 2038
Maturity Date
2038-06-01T00:00:00.000
Interest Rate
5.5
Original Face
7500000
Shares Par Value
190506.38
Base Market Value
204659.10
Base Total Cost
215808.01
Base Unrealized Gain Loss
-11148.91
Base Accrued Interest
0
Local Market Value
204659.1
Local Total Cost Amount
215808.01
Local Unrealized Gain Loss
-11148.91
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 889841
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889841
Security Description
1% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
5.5
Original Face
696000
Shares Par Value
15287.84
Base Market Value
16389.94
Base Total Cost
16438.42
Base Unrealized Gain Loss
-48.48
Base Accrued Interest
0
Local Market Value
16389.94
Local Total Cost Amount
16438.42
Local Unrealized Gain Loss
-48.48
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 889974
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889974
Security Description
1% 01 Sep 2035
Maturity Date
2035-09-01T00:00:00.000
Interest Rate
5
Original Face
2623400
Shares Par Value
72768.50
Base Market Value
76118.76
Base Total Cost
80335.31
Base Unrealized Gain Loss
-4216.55
Base Accrued Interest
0
Local Market Value
76118.76
Local Total Cost Amount
80335.31
Local Unrealized Gain Loss
-4216.55
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 890221
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890221
Security Description
1% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
3000000
Shares Par Value
109615.53
Base Market Value
117325.89
Base Total Cost
124858.91
Base Unrealized Gain Loss
-7533.02
Base Accrued Interest
0
Local Market Value
117325.89
Local Total Cost Amount
124858.91
Local Unrealized Gain Loss
-7533.02
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 890332
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890332
Security Description
1% 01 Jan 2025
Maturity Date
2025-01-01T00:00:00.000
Interest Rate
5.5
Original Face
448384
Shares Par Value
166.04
Base Market Value
166.51
Base Total Cost
180
Base Unrealized Gain Loss
-13.49
Base Accrued Interest
0
Local Market Value
166.51
Local Total Cost Amount
180
Local Unrealized Gain Loss
-13.49
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 890387
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890387
Security Description
1% 01 Aug 2041
Maturity Date
2041-08-01T00:00:00.000
Interest Rate
5.5
Original Face
3051774
Shares Par Value
723375.05
Base Market Value
774163.21
Base Total Cost
772325.89
Base Unrealized Gain Loss
1837.32
Base Accrued Interest
0
Local Market Value
774163.21
Local Total Cost Amount
772325.89
Local Unrealized Gain Loss
1837.32
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 890405
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890405
Security Description
1% 01 Jan 2027
Maturity Date
2027-01-01T00:00:00.000
Interest Rate
3.5
Original Face
1290550
Shares Par Value
85567.70
Base Market Value
85453.04
Base Total Cost
90414.31
Base Unrealized Gain Loss
-4961.27
Base Accrued Interest
0
Local Market Value
85453.04
Local Total Cost Amount
90414.31
Local Unrealized Gain Loss
-4961.27
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 890833
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890833
Security Description
1% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1250000
Shares Par Value
289520.91
Base Market Value
283553.88
Base Total Cost
308003.92
Base Unrealized Gain Loss
-24450.04
Base Accrued Interest
0
Local Market Value
283553.88
Local Total Cost Amount
308003.92
Local Unrealized Gain Loss
-24450.04
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 914979
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 914979
Security Description
6% 01 Apr 2037
Maturity Date
2037-04-01T00:00:00.000
Interest Rate
6
Original Face
555000
Shares Par Value
2802.20
Base Market Value
2945.62
Base Total Cost
3114.68
Base Unrealized Gain Loss
-169.06
Base Accrued Interest
0
Local Market Value
2945.62
Local Total Cost Amount
3114.68
Local Unrealized Gain Loss
-169.06
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 922227
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 922227
Security Description
6.5% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
6.5
Original Face
3278107
Shares Par Value
34011.70
Base Market Value
36192.87
Base Total Cost
37561.68
Base Unrealized Gain Loss
-1368.81
Base Accrued Interest
0
Local Market Value
36192.87
Local Total Cost Amount
37561.68
Local Unrealized Gain Loss
-1368.81
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 929627
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 929627
Security Description
5.5% 01 Jun 2038
Maturity Date
2038-06-01T00:00:00.000
Interest Rate
5.5
Original Face
9329820
Shares Par Value
220304.29
Base Market Value
236547.33
Base Total Cost
234933.88
Base Unrealized Gain Loss
1613.45
Base Accrued Interest
0
Local Market Value
236547.33
Local Total Cost Amount
234933.88
Local Unrealized Gain Loss
1613.45
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 930920
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 930920
Security Description
4.5% 01 Apr 2039
Maturity Date
2039-04-01T00:00:00.000
Interest Rate
4.5
Original Face
12320512
Shares Par Value
707512.79
Base Market Value
730259.33
Base Total Cost
732700.24
Base Unrealized Gain Loss
-2440.91
Base Accrued Interest
0
Local Market Value
730259.33
Local Total Cost Amount
732700.24
Local Unrealized Gain Loss
-2440.91
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 932491
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 932491
Security Description
4.5% 01 Feb 2040
Maturity Date
2040-02-01T00:00:00.000
Interest Rate
4.5
Original Face
186582
Shares Par Value
13935.51
Base Market Value
14383.26
Base Total Cost
15320.35
Base Unrealized Gain Loss
-937.09
Base Accrued Interest
0
Local Market Value
14383.26
Local Total Cost Amount
15320.35
Local Unrealized Gain Loss
-937.09
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 932279
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 932279
Security Description
5% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
5
Original Face
850000
Shares Par Value
64808.13
Base Market Value
68229.35
Base Total Cost
74076.99
Base Unrealized Gain Loss
-5847.64
Base Accrued Interest
0
Local Market Value
68229.35
Local Total Cost Amount
74076.99
Local Unrealized Gain Loss
-5847.64
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 932721
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 932721
Security Description
4% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
4
Original Face
600000
Shares Par Value
15369.29
Base Market Value
15534.66
Base Total Cost
15673.14
Base Unrealized Gain Loss
-138.48
Base Accrued Interest
0
Local Market Value
15534.66
Local Total Cost Amount
15673.14
Local Unrealized Gain Loss
-138.48
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 932741
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 932741
Security Description
4.5% 01 Apr 2040
Maturity Date
2040-04-01T00:00:00.000
Interest Rate
4.5
Original Face
343167
Shares Par Value
27869.95
Base Market Value
28765.69
Base Total Cost
30639.54
Base Unrealized Gain Loss
-1873.85
Base Accrued Interest
0
Local Market Value
28765.69
Local Total Cost Amount
30639.54
Local Unrealized Gain Loss
-1873.85
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 933690
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 933690
Security Description
5% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
5
Original Face
1500000
Shares Par Value
86885.40
Base Market Value
90498.09
Base Total Cost
91665.84
Base Unrealized Gain Loss
-1167.75
Base Accrued Interest
0
Local Market Value
90498.09
Local Total Cost Amount
91665.84
Local Unrealized Gain Loss
-1167.75
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 934595
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 934595
Security Description
7% 01 Oct 2038
Maturity Date
2038-10-01T00:00:00.000
Interest Rate
7
Original Face
47000
Shares Par Value
153.57
Base Market Value
164.56
Base Total Cost
172.91
Base Unrealized Gain Loss
-8.35
Base Accrued Interest
0
Local Market Value
164.56
Local Total Cost Amount
172.91
Local Unrealized Gain Loss
-8.35
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 941607
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 941607
Security Description
3.5% 01 Jan 2026
Maturity Date
2026-01-01T00:00:00.000
Interest Rate
3.5
Original Face
438061
Shares Par Value
29834.33
Base Market Value
29706.34
Base Total Cost
31736.27
Base Unrealized Gain Loss
-2029.93
Base Accrued Interest
0
Local Market Value
29706.34
Local Total Cost Amount
31736.27
Local Unrealized Gain Loss
-2029.93
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 942798
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 942798
Security Description
6.5% 01 Aug 2037
Maturity Date
2037-08-01T00:00:00.000
Interest Rate
6.5
Original Face
1055851
Shares Par Value
7076.92
Base Market Value
7652.98
Base Total Cost
7811.17
Base Unrealized Gain Loss
-158.19
Base Accrued Interest
0
Local Market Value
7652.98
Local Total Cost Amount
7811.17
Local Unrealized Gain Loss
-158.19
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 960150
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 960150
Security Description
6% 01 Nov 2037
Maturity Date
2037-11-01T00:00:00.000
Interest Rate
6
Original Face
110000
Shares Par Value
1440.56
Base Market Value
1520.32
Base Total Cost
1629.3
Base Unrealized Gain Loss
-108.98
Base Accrued Interest
0
Local Market Value
1520.32
Local Total Cost Amount
1629.3
Local Unrealized Gain Loss
-108.98
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 962122
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 962122
Security Description
5.5% 01 Mar 2038
Maturity Date
2038-03-01T00:00:00.000
Interest Rate
5.5
Original Face
340000
Shares Par Value
13614.37
Base Market Value
14618.84
Base Total Cost
15478.04
Base Unrealized Gain Loss
-859.2
Base Accrued Interest
0
Local Market Value
14618.84
Local Total Cost Amount
15478.04
Local Unrealized Gain Loss
-859.2
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 967601
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 967601
Security Description
5.5% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.5
Original Face
2354160
Shares Par Value
1879.11
Base Market Value
1884.35
Base Total Cost
2037.08
Base Unrealized Gain Loss
-152.73
Base Accrued Interest
0
Local Market Value
1884.35
Local Total Cost Amount
2037.08
Local Unrealized Gain Loss
-152.73
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 971729
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 971729
Security Description
7% 01 Feb 2038
Maturity Date
2038-02-01T00:00:00.000
Interest Rate
7
Original Face
40000
Shares Par Value
451.00
Base Market Value
489.23
Base Total Cost
516.15
Base Unrealized Gain Loss
-26.92
Base Accrued Interest
0
Local Market Value
489.23
Local Total Cost Amount
516.15
Local Unrealized Gain Loss
-26.92
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 974124
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 974124
Security Description
5% 01 Feb 2038
Maturity Date
2038-02-01T00:00:00.000
Interest Rate
5
Original Face
90000
Shares Par Value
1385.19
Base Market Value
1415.15
Base Total Cost
1503.26
Base Unrealized Gain Loss
-88.11
Base Accrued Interest
0
Local Market Value
1415.15
Local Total Cost Amount
1503.26
Local Unrealized Gain Loss
-88.11
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 982903
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 982903
Security Description
7% 01 Jan 2038
Maturity Date
2038-01-01T00:00:00.000
Interest Rate
7
Original Face
37000
Shares Par Value
492.83
Base Market Value
494.99
Base Total Cost
507.68
Base Unrealized Gain Loss
-12.69
Base Accrued Interest
0
Local Market Value
494.99
Local Total Cost Amount
507.68
Local Unrealized Gain Loss
-12.69
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 985615
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 985615
Security Description
5.5% 01 Apr 2034
Maturity Date
2034-04-01T00:00:00.000
Interest Rate
5.5
Original Face
578000
Shares Par Value
6136.86
Base Market Value
6560.98
Base Total Cost
6888.62
Base Unrealized Gain Loss
-327.64
Base Accrued Interest
0
Local Market Value
6560.98
Local Total Cost Amount
6888.62
Local Unrealized Gain Loss
-327.64
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 986148
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 986148
Security Description
5.5% 01 Jan 2038
Maturity Date
2038-01-01T00:00:00.000
Interest Rate
5.5
Original Face
34000
Shares Par Value
1438.62
Base Market Value
1541.88
Base Total Cost
1614.84
Base Unrealized Gain Loss
-72.96
Base Accrued Interest
0
Local Market Value
1541.88
Local Total Cost Amount
1614.84
Local Unrealized Gain Loss
-72.96
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 995023
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995023
Security Description
1% 01 Aug 2037
Maturity Date
2037-08-01T00:00:00.000
Interest Rate
5.5
Original Face
8800000
Shares Par Value
187702.15
Base Market Value
201299.29
Base Total Cost
212631.35
Base Unrealized Gain Loss
-11332.06
Base Accrued Interest
0
Local Market Value
201299.29
Local Total Cost Amount
212631.35
Local Unrealized Gain Loss
-11332.06
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 995113
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995113
Security Description
1% 01 Sep 2036
Interest Rate
5.5
Original Face
3840000
Shares Par Value
99975.67
Base Market Value
107135.93
Base Total Cost
113222.42
Base Unrealized Gain Loss
-6086.49
Base Accrued Interest
0
Local Market Value
107135.93
Local Total Cost Amount
113222.42
Local Unrealized Gain Loss
-6086.49
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 995196
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995196
Security Description
1% 01 Jul 2038
Maturity Date
2038-07-01T00:00:00.000
Interest Rate
6
Original Face
7600000
Shares Par Value
106139.62
Base Market Value
116339.64
Base Total Cost
113045.02
Base Unrealized Gain Loss
3294.62
Base Accrued Interest
0
Local Market Value
116339.64
Local Total Cost Amount
113045.02
Local Unrealized Gain Loss
3294.62
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 995265
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995265
Security Description
1% 01 Jan 2024
Maturity Date
2024-01-01T00:00:00.000
Interest Rate
5.5
Original Face
63000000
Shares Par Value
100849.77
Base Market Value
101796.75
Base Total Cost
104861.58
Base Unrealized Gain Loss
-3064.83
Base Accrued Interest
0
Local Market Value
101796.75
Local Total Cost Amount
104861.58
Local Unrealized Gain Loss
-3064.83
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 995362
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995362
Security Description
1% 01 Jul 2038
Maturity Date
2038-07-01T00:00:00.000
Interest Rate
5.5
Original Face
345000
Shares Par Value
9016.66
Base Market Value
9686.24
Base Total Cost
10306.68
Base Unrealized Gain Loss
-620.44
Base Accrued Interest
0
Local Market Value
9686.24
Local Total Cost Amount
10306.68
Local Unrealized Gain Loss
-620.44
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 995706
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995706
Security Description
1% 01 Aug 2038
Maturity Date
2038-08-01T00:00:00.000
Interest Rate
7.5
Original Face
106000
Shares Par Value
1161.21
Base Market Value
1248.09
Base Total Cost
1339.59
Base Unrealized Gain Loss
-91.5
Base Accrued Interest
0
Local Market Value
1248.09
Local Total Cost Amount
1339.59
Local Unrealized Gain Loss
-91.5
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 AA7176
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA7176
Security Description
4.5% 01 May 2039
Maturity Date
2039-05-01T00:00:00.000
Interest Rate
4.5
Original Face
250000
Shares Par Value
11163.75
Base Market Value
11521.99
Base Total Cost
11560.17
Base Unrealized Gain Loss
-38.18
Base Accrued Interest
0
Local Market Value
11521.99
Local Total Cost Amount
11560.17
Local Unrealized Gain Loss
-38.18
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 AA7176
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA7176
Security Description
4.5% 01 May 2039
Interest Rate
4.5
Original Face
1500000
Shares Par Value
66982.47
Base Market Value
69131.94
Base Total Cost
73283
Base Unrealized Gain Loss
-4151.06
Base Accrued Interest
0
Local Market Value
69131.94
Local Total Cost Amount
73283
Local Unrealized Gain Loss
-4151.06
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 AA6925
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA6925
Security Description
5% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5
Original Face
835847
Shares Par Value
22853.12
Base Market Value
23468.10
Base Total Cost
23463.3
Base Unrealized Gain Loss
4.8
Base Accrued Interest
0
Local Market Value
23468.1
Local Total Cost Amount
23463.3
Local Unrealized Gain Loss
4.8
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 AA6926
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA6926
Security Description
5% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5
Original Face
1295942
Shares Par Value
22841.83
Base Market Value
23464.04
Base Total Cost
23578.25
Base Unrealized Gain Loss
-114.21
Base Accrued Interest
0
Local Market Value
23464.04
Local Total Cost Amount
23578.25
Local Unrealized Gain Loss
-114.21
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
NYC Data AI • Public-data exploration interface