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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 AA6928
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA6928
Security Description
5.5% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5.5
Original Face
326438
Shares Par Value
9613.28
Base Market Value
9675.86
Base Total Cost
9836.97
Base Unrealized Gain Loss
-161.11
Base Accrued Interest
0
Local Market Value
9675.86
Local Total Cost Amount
9836.97
Local Unrealized Gain Loss
-161.11
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 AA8233
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA8233
Security Description
5% 01 Jul 2039
Maturity Date
2039-07-01T00:00:00.000
Interest Rate
5
Original Face
5704570
Shares Par Value
275048.30
Base Market Value
284619.98
Base Total Cost
291457.66
Base Unrealized Gain Loss
-6837.68
Base Accrued Interest
0
Local Market Value
284619.98
Local Total Cost Amount
291457.66
Local Unrealized Gain Loss
-6837.68
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 AA9781
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA9781
Security Description
4.5% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
4.5
Original Face
6100000
Shares Par Value
60348.28
Base Market Value
61700.68
Base Total Cost
64704.68
Base Unrealized Gain Loss
-3004
Base Accrued Interest
0
Local Market Value
61700.68
Local Total Cost Amount
64704.68
Local Unrealized Gain Loss
-3004
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 AA9394
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA9394
Security Description
5% 01 Jul 2039
Maturity Date
2039-07-01T00:00:00.000
Interest Rate
5
Original Face
6000000
Shares Par Value
441543.54
Base Market Value
463386.70
Base Total Cost
467382.67
Base Unrealized Gain Loss
-3995.97
Base Accrued Interest
0
Local Market Value
463386.7
Local Total Cost Amount
467382.67
Local Unrealized Gain Loss
-3995.97
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 AB0458
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB0458
Security Description
4.5% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
4.5
Original Face
6816217
Shares Par Value
521195.76
Base Market Value
523473.39
Base Total Cost
535559.91
Base Unrealized Gain Loss
-12086.52
Base Accrued Interest
0
Local Market Value
523473.39
Local Total Cost Amount
535559.91
Local Unrealized Gain Loss
-12086.52
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 AB0513
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB0513
Security Description
6.5% 01 Nov 2038
Maturity Date
2038-11-01T00:00:00.000
Interest Rate
6.5
Original Face
626735
Shares Par Value
6426.77
Base Market Value
6977.93
Base Total Cost
7097.54
Base Unrealized Gain Loss
-119.61
Base Accrued Interest
0
Local Market Value
6977.93
Local Total Cost Amount
7097.54
Local Unrealized Gain Loss
-119.61
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 AB0731
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB0731
Security Description
4% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
4
Original Face
850000
Shares Par Value
61750.20
Base Market Value
62451.06
Base Total Cost
66651.59
Base Unrealized Gain Loss
-4200.53
Base Accrued Interest
0
Local Market Value
62451.06
Local Total Cost Amount
66651.59
Local Unrealized Gain Loss
-4200.53
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 AB1226
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB1226
Security Description
4.5% 01 Jul 2040
Maturity Date
2040-07-01T00:00:00.000
Interest Rate
4.5
Original Face
3928414
Shares Par Value
120033.63
Base Market Value
123880.71
Base Total Cost
130574.08
Base Unrealized Gain Loss
-6693.37
Base Accrued Interest
0
Local Market Value
123880.71
Local Total Cost Amount
130574.08
Local Unrealized Gain Loss
-6693.37
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 AB1935
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB1935
Security Description
3% 01 Dec 2025
Maturity Date
2025-12-01T00:00:00.000
Interest Rate
3
Original Face
39743678
Shares Par Value
1987618.30
Base Market Value
1963110.97
Base Total Cost
2099111.25
Base Unrealized Gain Loss
-136000.28
Base Accrued Interest
0
Local Market Value
1963110.97
Local Total Cost Amount
2099111.25
Local Unrealized Gain Loss
-136000.28
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 AB2080
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB2080
Security Description
4% 01 Jan 2041
Interest Rate
4
Original Face
7500000
Shares Par Value
803546.93
Base Market Value
812707.37
Base Total Cost
833741.8
Base Unrealized Gain Loss
-21034.43
Base Accrued Interest
0
Local Market Value
812707.37
Local Total Cost Amount
833741.8
Local Unrealized Gain Loss
-21034.43
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 AB2138
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB2138
Security Description
3% 01 Jan 2026
Maturity Date
2026-01-01T00:00:00.000
Interest Rate
3
Original Face
15267788
Shares Par Value
587699.45
Base Market Value
580453.12
Base Total Cost
614834.63
Base Unrealized Gain Loss
-34381.51
Base Accrued Interest
0
Local Market Value
580453.12
Local Total Cost Amount
614834.63
Local Unrealized Gain Loss
-34381.51
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 AB2509
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB2509
Security Description
3% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
3
Original Face
9755012
Shares Par Value
479164.24
Base Market Value
476955.29
Base Total Cost
506042.36
Base Unrealized Gain Loss
-29087.07
Base Accrued Interest
0
Local Market Value
476955.29
Local Total Cost Amount
506042.36
Local Unrealized Gain Loss
-29087.07
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 AB2795
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB2795
Security Description
4.5% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
4.5
Original Face
800000
Shares Par Value
63221.96
Base Market Value
64313.80
Base Total Cost
69069.99
Base Unrealized Gain Loss
-4756.19
Base Accrued Interest
0
Local Market Value
64313.8
Local Total Cost Amount
69069.99
Local Unrealized Gain Loss
-4756.19
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 AB3899
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB3899
Security Description
3% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
3
Original Face
3488377
Shares Par Value
216176.78
Base Market Value
215469.88
Base Total Cost
226158.07
Base Unrealized Gain Loss
-10688.19
Base Accrued Interest
0
Local Market Value
215469.88
Local Total Cost Amount
226158.07
Local Unrealized Gain Loss
-10688.19
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 AB3902
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB3902
Security Description
3% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
3
Original Face
6332987
Shares Par Value
364867.89
Base Market Value
363674.77
Base Total Cost
381714.53
Base Unrealized Gain Loss
-18039.76
Base Accrued Interest
0
Local Market Value
363674.77
Local Total Cost Amount
381714.53
Local Unrealized Gain Loss
-18039.76
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 AB4307
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB4307
Security Description
4% 01 Jan 2042
Maturity Date
2042-01-01T00:00:00.000
Interest Rate
4
Original Face
3185000
Shares Par Value
493773.26
Base Market Value
499407.21
Base Total Cost
524248.33
Base Unrealized Gain Loss
-24841.12
Base Accrued Interest
0
Local Market Value
499407.21
Local Total Cost Amount
524248.33
Local Unrealized Gain Loss
-24841.12
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 AB4669
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB4669
Security Description
2.5% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
2.5
Original Face
760000
Shares Par Value
80051.45
Base Market Value
78921.12
Base Total Cost
84706.42
Base Unrealized Gain Loss
-5785.3
Base Accrued Interest
0
Local Market Value
78921.12
Local Total Cost Amount
84706.42
Local Unrealized Gain Loss
-5785.3
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB4927
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB4927
Security Description
3% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
3
Original Face
2000000
Shares Par Value
159430.74
Base Market Value
158670.26
Base Total Cost
166791.96
Base Unrealized Gain Loss
-8121.7
Base Accrued Interest
0
Local Market Value
158670.26
Local Total Cost Amount
166791.96
Local Unrealized Gain Loss
-8121.7
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 AB5179
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB5179
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
3210000
Shares Par Value
473196.47
Base Market Value
465038.56
Base Total Cost
511345.57
Base Unrealized Gain Loss
-46307.01
Base Accrued Interest
0
Local Market Value
465038.56
Local Total Cost Amount
511345.57
Local Unrealized Gain Loss
-46307.01
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 AB5236
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB5236
Security Description
3% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
3
Original Face
1200000
Shares Par Value
92568.76
Base Market Value
92265.13
Base Total Cost
96842.82
Base Unrealized Gain Loss
-4577.69
Base Accrued Interest
0
Local Market Value
92265.13
Local Total Cost Amount
96842.82
Local Unrealized Gain Loss
-4577.69
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 AB6192
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB6192
Security Description
2.5% 01 Sep 2027
Interest Rate
2.5
Original Face
1225000
Shares Par Value
156940.61
Base Market Value
154721.47
Base Total Cost
165434.24
Base Unrealized Gain Loss
-10712.77
Base Accrued Interest
0
Local Market Value
154721.47
Local Total Cost Amount
165434.24
Local Unrealized Gain Loss
-10712.77
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 AB6194
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB6194
Security Description
2.5% 01 Sep 2027
Maturity Date
2027-09-01T00:00:00.000
Interest Rate
2.5
Original Face
446000
Shares Par Value
52656.17
Base Market Value
51911.61
Base Total Cost
51833.44
Base Unrealized Gain Loss
78.17
Base Accrued Interest
0
Local Market Value
51911.61
Local Total Cost Amount
51833.44
Local Unrealized Gain Loss
78.17
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 AB5511
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB5511
Security Description
3.5% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
3.5
Original Face
280000
Shares Par Value
34590.96
Base Market Value
33992.19
Base Total Cost
37302.55
Base Unrealized Gain Loss
-3310.36
Base Accrued Interest
0
Local Market Value
33992.19
Local Total Cost Amount
37302.55
Local Unrealized Gain Loss
-3310.36
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 AB5679
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB5679
Security Description
4% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
4
Original Face
2600000
Shares Par Value
344116.86
Base Market Value
348029.47
Base Total Cost
379461.11
Base Unrealized Gain Loss
-31431.64
Base Accrued Interest
0
Local Market Value
348029.47
Local Total Cost Amount
379461.11
Local Unrealized Gain Loss
-31431.64
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 AB6317
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB6317
Security Description
3.5% 01 Sep 2042
Interest Rate
3.5
Original Face
260000
Shares Par Value
33357.49
Base Market Value
32780.07
Base Total Cost
35974.7
Base Unrealized Gain Loss
-3194.63
Base Accrued Interest
0
Local Market Value
32780.07
Local Total Cost Amount
35974.7
Local Unrealized Gain Loss
-3194.63
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 AB6929
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB6929
Security Description
3.5% 01 Nov 2042
Maturity Date
2042-11-01T00:00:00.000
Interest Rate
3.5
Original Face
4000000
Shares Par Value
844701.76
Base Market Value
830079.97
Base Total Cost
915986.14
Base Unrealized Gain Loss
-85906.17
Base Accrued Interest
0
Local Market Value
830079.97
Local Total Cost Amount
915986.14
Local Unrealized Gain Loss
-85906.17
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 AB7935
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB7935
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
725736
Shares Par Value
229868.38
Base Market Value
219731.18
Base Total Cost
219675.99
Base Unrealized Gain Loss
55.19
Base Accrued Interest
0
Local Market Value
219731.18
Local Total Cost Amount
219675.99
Local Unrealized Gain Loss
55.19
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 AB8870
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8870
Security Description
2.5% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
2.5
Original Face
197000
Shares Par Value
30342.08
Base Market Value
29912.44
Base Total Cost
29849.03
Base Unrealized Gain Loss
63.41
Base Accrued Interest
0
Local Market Value
29912.44
Local Total Cost Amount
29849.03
Local Unrealized Gain Loss
63.41
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 AB8897
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8897
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
2250000
Shares Par Value
538361.10
Base Market Value
514382.50
Base Total Cost
576746.26
Base Unrealized Gain Loss
-62363.76
Base Accrued Interest
0
Local Market Value
514382.5
Local Total Cost Amount
576746.26
Local Unrealized Gain Loss
-62363.76
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 AB8923
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8923
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
600000
Shares Par Value
185476.23
Base Market Value
177140.93
Base Total Cost
192199.77
Base Unrealized Gain Loss
-15058.84
Base Accrued Interest
0
Local Market Value
177140.93
Local Total Cost Amount
192199.77
Local Unrealized Gain Loss
-15058.84
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 AB8924
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8924
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
600000
Shares Par Value
170089.51
Base Market Value
162343.63
Base Total Cost
176348.27
Base Unrealized Gain Loss
-14004.64
Base Accrued Interest
0
Local Market Value
162343.63
Local Total Cost Amount
176348.27
Local Unrealized Gain Loss
-14004.64
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 AB8142
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8142
Security Description
5% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
5
Original Face
2000000
Shares Par Value
167315.18
Base Market Value
176167.83
Base Total Cost
187210
Base Unrealized Gain Loss
-11042.17
Base Accrued Interest
0
Local Market Value
176167.83
Local Total Cost Amount
187210
Local Unrealized Gain Loss
-11042.17
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 AB8446
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8446
Security Description
2.5% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
2.5
Original Face
88000
Shares Par Value
12064.24
Base Market Value
11893.41
Base Total Cost
11888.93
Base Unrealized Gain Loss
4.48
Base Accrued Interest
0
Local Market Value
11893.41
Local Total Cost Amount
11888.93
Local Unrealized Gain Loss
4.48
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 AB8486
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8486
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
1250000
Shares Par Value
279605.21
Base Market Value
267204.72
Base Total Cost
299555.04
Base Unrealized Gain Loss
-32350.32
Base Accrued Interest
0
Local Market Value
267204.72
Local Total Cost Amount
299555.04
Local Unrealized Gain Loss
-32350.32
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 AB9810
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9810
Security Description
3% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
2450000
Shares Par Value
556819.76
Base Market Value
530209.34
Base Total Cost
599934.31
Base Unrealized Gain Loss
-69724.97
Base Accrued Interest
0
Local Market Value
530209.34
Local Total Cost Amount
599934.31
Local Unrealized Gain Loss
-69724.97
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 AB9241
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9241
Security Description
3% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
2269738
Shares Par Value
654420.46
Base Market Value
625305.29
Base Total Cost
653653.54
Base Unrealized Gain Loss
-28348.25
Base Accrued Interest
0
Local Market Value
625305.29
Local Total Cost Amount
653653.54
Local Unrealized Gain Loss
-28348.25
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB9564
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9564
Security Description
3% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3
Original Face
68032
Shares Par Value
19787.18
Base Market Value
18900.71
Base Total Cost
19895.4
Base Unrealized Gain Loss
-994.69
Base Accrued Interest
0
Local Market Value
18900.71
Local Total Cost Amount
19895.4
Local Unrealized Gain Loss
-994.69
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 AB9647
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9647
Security Description
2.5% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
2.5
Original Face
400162
Shares Par Value
65013.44
Base Market Value
64092.20
Base Total Cost
65884.53
Base Unrealized Gain Loss
-1792.33
Base Accrued Interest
0
Local Market Value
64092.2
Local Total Cost Amount
65884.53
Local Unrealized Gain Loss
-1792.33
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 AB9727
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9727
Security Description
2.5% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
2.5
Original Face
1431737
Shares Par Value
222084.33
Base Market Value
218937.40
Base Total Cost
225953.46
Base Unrealized Gain Loss
-7016.06
Base Accrued Interest
0
Local Market Value
218937.4
Local Total Cost Amount
225953.46
Local Unrealized Gain Loss
-7016.06
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 AC1656
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC1656
Security Description
4.5% 01 Aug 2039
Maturity Date
2039-08-01T00:00:00.000
Interest Rate
4.5
Original Face
5453058
Shares Par Value
180284.20
Base Market Value
186087.55
Base Total Cost
196228.07
Base Unrealized Gain Loss
-10140.52
Base Accrued Interest
0
Local Market Value
186087.55
Local Total Cost Amount
196228.07
Local Unrealized Gain Loss
-10140.52
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 AC4427
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC4427
Security Description
5% 01 Oct 2039
Maturity Date
2039-10-01T00:00:00.000
Interest Rate
5
Original Face
61454
Shares Par Value
1086.21
Base Market Value
1143.02
Base Total Cost
1238.53
Base Unrealized Gain Loss
-95.51
Base Accrued Interest
0
Local Market Value
1143.02
Local Total Cost Amount
1238.53
Local Unrealized Gain Loss
-95.51
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 AC4443
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC4443
Security Description
5.5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.5
Original Face
252269
Shares Par Value
8354.11
Base Market Value
8408.16
Base Total Cost
8574.32
Base Unrealized Gain Loss
-166.16
Base Accrued Interest
0
Local Market Value
8408.16
Local Total Cost Amount
8574.32
Local Unrealized Gain Loss
-166.16
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 AC6082
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC6082
Security Description
4.5% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
4.5
Original Face
623000
Shares Par Value
8999.07
Base Market Value
9200.74
Base Total Cost
9293.16
Base Unrealized Gain Loss
-92.42
Base Accrued Interest
0
Local Market Value
9200.74
Local Total Cost Amount
9293.16
Local Unrealized Gain Loss
-92.42
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 AC8278
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC8278
Security Description
4% 01 Aug 2039
Maturity Date
2039-08-01T00:00:00.000
Interest Rate
4
Original Face
420000
Shares Par Value
33990.37
Base Market Value
33841.15
Base Total Cost
36692.6
Base Unrealized Gain Loss
-2851.45
Base Accrued Interest
0
Local Market Value
33841.15
Local Total Cost Amount
36692.6
Local Unrealized Gain Loss
-2851.45
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 AC8553
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC8553
Security Description
5% 01 Jan 2040
Maturity Date
2040-01-01T00:00:00.000
Interest Rate
5
Original Face
987018
Shares Par Value
45788.99
Base Market Value
48056.92
Base Total Cost
52807.53
Base Unrealized Gain Loss
-4750.61
Base Accrued Interest
0
Local Market Value
48056.92
Local Total Cost Amount
52807.53
Local Unrealized Gain Loss
-4750.61
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 MA0481
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA0481
Security Description
4.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
4.5
Original Face
2400000
Shares Par Value
99714.48
Base Market Value
100942.96
Base Total Cost
108823.41
Base Unrealized Gain Loss
-7880.45
Base Accrued Interest
0
Local Market Value
100942.96
Local Total Cost Amount
108823.41
Local Unrealized Gain Loss
-7880.45
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 MA0639
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA0639
Security Description
4% 01 Feb 2041
Interest Rate
4
Original Face
9500000
Shares Par Value
786111.99
Base Market Value
795065.81
Base Total Cost
824680.6
Base Unrealized Gain Loss
-29614.79
Base Accrued Interest
0
Local Market Value
795065.81
Local Total Cost Amount
824680.6
Local Unrealized Gain Loss
-29614.79
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA0698
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA0698
Security Description
3.5% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
3.5
Original Face
246000
Shares Par Value
11815.65
Base Market Value
11799.82
Base Total Cost
12504.29
Base Unrealized Gain Loss
-704.47
Base Accrued Interest
0
Local Market Value
11799.82
Local Total Cost Amount
12504.29
Local Unrealized Gain Loss
-704.47
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 MA1700
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA1700
Security Description
4.5% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
4.5
Original Face
553730
Shares Par Value
62420.22
Base Market Value
64116.80
Base Total Cost
64691.7
Base Unrealized Gain Loss
-574.9
Base Accrued Interest
0
Local Market Value
64116.8
Local Total Cost Amount
64691.7
Local Unrealized Gain Loss
-574.9
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 MA0973
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA0973
Security Description
4% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
4
Original Face
240000
Shares Par Value
20454.31
Base Market Value
20725.13
Base Total Cost
20857.68
Base Unrealized Gain Loss
-132.55
Base Accrued Interest
0
Local Market Value
20725.13
Local Total Cost Amount
20857.68
Local Unrealized Gain Loss
-132.55
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
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