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 MA2896
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2896
Security Description
3.5% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3.5
Original Face
2680000
Shares Par Value
561898.58
Base Market Value
549463.76
Base Total Cost
594882.05
Base Unrealized Gain Loss
-45418.29
Base Accrued Interest
0
Local Market Value
549463.76
Local Total Cost Amount
594882.05
Local Unrealized Gain Loss
-45418.29
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 MA2898
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2898
Security Description
2.5% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
2.5
Original Face
425406
Shares Par Value
139987.16
Base Market Value
137302.21
Base Total Cost
147036.9
Base Unrealized Gain Loss
-9734.69
Base Accrued Interest
0
Local Market Value
137302.21
Local Total Cost Amount
147036.9
Local Unrealized Gain Loss
-9734.69
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 MA2903
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2903
Security Description
3% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
3
Original Face
1290000
Shares Par Value
304938.17
Base Market Value
303931.87
Base Total Cost
319886.25
Base Unrealized Gain Loss
-15954.38
Base Accrued Interest
0
Local Market Value
303931.87
Local Total Cost Amount
319886.25
Local Unrealized Gain Loss
-15954.38
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 MA2959
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2959
Security Description
3.5% 01 Apr 2047
Maturity Date
2047-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1075000
Shares Par Value
216034.41
Base Market Value
212117.71
Base Total Cost
229448
Base Unrealized Gain Loss
-17330.29
Base Accrued Interest
0
Local Market Value
212117.71
Local Total Cost Amount
229448
Local Unrealized Gain Loss
-17330.29
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 MA2994
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2994
Security Description
3.5% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1265000
Shares Par Value
208720.55
Base Market Value
204105.74
Base Total Cost
220899.41
Base Unrealized Gain Loss
-16793.67
Base Accrued Interest
0
Local Market Value
204105.74
Local Total Cost Amount
220899.41
Local Unrealized Gain Loss
-16793.67
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA3027
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3027
Security Description
4% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
4
Original Face
8641087
Shares Par Value
1310730.45
Base Market Value
1320705.11
Base Total Cost
1413131.26
Base Unrealized Gain Loss
-92426.15
Base Accrued Interest
0
Local Market Value
1320705.11
Local Total Cost Amount
1413131.26
Local Unrealized Gain Loss
-92426.15
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA3027
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3027
Security Description
4% 01 Jun 2047
Interest Rate
4
Original Face
9600000
Shares Par Value
1456183.97
Base Market Value
1467265.53
Base Total Cost
1537866.79
Base Unrealized Gain Loss
-70601.26
Base Accrued Interest
0
Local Market Value
1467265.53
Local Total Cost Amount
1537866.79
Local Unrealized Gain Loss
-70601.26
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 MA3036
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3036
Security Description
3.5% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
3.5
Original Face
1198756
Shares Par Value
248402.78
Base Market Value
248067.44
Base Total Cost
262880
Base Unrealized Gain Loss
-14812.56
Base Accrued Interest
0
Local Market Value
248067.44
Local Total Cost Amount
262880
Local Unrealized Gain Loss
-14812.56
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA3038
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3038
Security Description
4.5% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
4.5
Original Face
1130000
Shares Par Value
141831.02
Base Market Value
144213.78
Base Total Cost
154039.83
Base Unrealized Gain Loss
-9826.05
Base Accrued Interest
0
Local Market Value
144213.78
Local Total Cost Amount
154039.83
Local Unrealized Gain Loss
-9826.05
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA3057
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3057
Security Description
3.5% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
3.5
Original Face
1425000
Shares Par Value
232279.08
Base Market Value
227447.68
Base Total Cost
245772.17
Base Unrealized Gain Loss
-18324.49
Base Accrued Interest
0
Local Market Value
227447.68
Local Total Cost Amount
245772.17
Local Unrealized Gain Loss
-18324.49
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 MA3087
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3087
Security Description
3.5% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
3.5
Original Face
2000000
Shares Par Value
337086.94
Base Market Value
327766.49
Base Total Cost
356402.02
Base Unrealized Gain Loss
-28635.53
Base Accrued Interest
0
Local Market Value
327766.49
Local Total Cost Amount
356402.02
Local Unrealized Gain Loss
-28635.53
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 MA3148
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3148
Security Description
3.5% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
3.5
Original Face
2035000
Shares Par Value
367595.81
Base Market Value
359471.94
Base Total Cost
387122.49
Base Unrealized Gain Loss
-27650.55
Base Accrued Interest
0
Local Market Value
359471.94
Local Total Cost Amount
387122.49
Local Unrealized Gain Loss
-27650.55
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 MA3149
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3149
Security Description
4% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
4
Original Face
2661166
Shares Par Value
475108.72
Base Market Value
476258.48
Base Total Cost
512078.13
Base Unrealized Gain Loss
-35819.65
Base Accrued Interest
0
Local Market Value
476258.48
Local Total Cost Amount
512078.13
Local Unrealized Gain Loss
-35819.65
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 MA3149
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3149
Security Description
4% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
4
Original Face
1925000
Shares Par Value
343678.03
Base Market Value
344509.73
Base Total Cost
367855.77
Base Unrealized Gain Loss
-23346.04
Base Accrued Interest
0
Local Market Value
344509.73
Local Total Cost Amount
367855.77
Local Unrealized Gain Loss
-23346.04
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 MA3210
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3210
Security Description
3.5% 01 Dec 2047
Maturity Date
2047-12-01T00:00:00.000
Interest Rate
3.5
Original Face
5916965
Shares Par Value
1134611.88
Base Market Value
1107097.54
Base Total Cost
1210799.3
Base Unrealized Gain Loss
-103701.76
Base Accrued Interest
0
Local Market Value
1107097.54
Local Total Cost Amount
1210799.3
Local Unrealized Gain Loss
-103701.76
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 MA3182
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3182
Security Description
3.5% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
3.5
Original Face
5843270
Shares Par Value
1132922.52
Base Market Value
1107873.60
Base Total Cost
1208996.49
Base Unrealized Gain Loss
-101122.89
Base Accrued Interest
0
Local Market Value
1107873.6
Local Total Cost Amount
1208996.49
Local Unrealized Gain Loss
-101122.89
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA3182
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3182
Security Description
3.5% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
3.5
Original Face
1825000
Shares Par Value
353840.16
Base Market Value
346016.75
Base Total Cost
374270.91
Base Unrealized Gain Loss
-28254.16
Base Accrued Interest
0
Local Market Value
346016.75
Local Total Cost Amount
374270.91
Local Unrealized Gain Loss
-28254.16
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 MA3183
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3183
Security Description
4% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
4
Original Face
1805000
Shares Par Value
318430.50
Base Market Value
319662.83
Base Total Cost
341685.49
Base Unrealized Gain Loss
-22022.66
Base Accrued Interest
0
Local Market Value
319662.83
Local Total Cost Amount
341685.49
Local Unrealized Gain Loss
-22022.66
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 MA3238
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3238
Security Description
3.5% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3.5
Original Face
3355332
Shares Par Value
684906.34
Base Market Value
669393.21
Base Total Cost
730896.73
Base Unrealized Gain Loss
-61503.52
Base Accrued Interest
0
Local Market Value
669393.21
Local Total Cost Amount
730896.73
Local Unrealized Gain Loss
-61503.52
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 MA3238
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3238
Security Description
3.5% 01 Jan 2048
Interest Rate
3.5
Original Face
3700000
Shares Par Value
755261.61
Base Market Value
738154.93
Base Total Cost
766472.52
Base Unrealized Gain Loss
-28317.59
Base Accrued Interest
0
Local Market Value
738154.93
Local Total Cost Amount
766472.52
Local Unrealized Gain Loss
-28317.59
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 MA3239
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3239
Security Description
4% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
4
Original Face
3104168
Shares Par Value
587214.96
Base Market Value
591519.25
Base Total Cost
632907.63
Base Unrealized Gain Loss
-41388.38
Base Accrued Interest
0
Local Market Value
591519.25
Local Total Cost Amount
632907.63
Local Unrealized Gain Loss
-41388.38
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 MA3304
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3304
Security Description
3% 01 Mar 2048
Maturity Date
2048-03-01T00:00:00.000
Interest Rate
3
Original Face
1735000
Shares Par Value
438705.92
Base Market Value
413322.40
Base Total Cost
462922.49
Base Unrealized Gain Loss
-49600.09
Base Accrued Interest
0
Local Market Value
413322.4
Local Total Cost Amount
462922.49
Local Unrealized Gain Loss
-49600.09
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 MA3277
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3277
Security Description
4% 01 Feb 2048
Maturity Date
2048-02-01T00:00:00.000
Interest Rate
4
Original Face
3725909
Shares Par Value
676209.75
Base Market Value
677014.44
Base Total Cost
724601
Base Unrealized Gain Loss
-47586.56
Base Accrued Interest
0
Local Market Value
677014.44
Local Total Cost Amount
724601
Local Unrealized Gain Loss
-47586.56
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA3312
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3312
Security Description
3% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
3
Original Face
1400000
Shares Par Value
332906.03
Base Market Value
329963.14
Base Total Cost
349291.66
Base Unrealized Gain Loss
-19328.52
Base Accrued Interest
0
Local Market Value
329963.14
Local Total Cost Amount
349291.66
Local Unrealized Gain Loss
-19328.52
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 MA3366
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3366
Security Description
3.5% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
3.5
Original Face
225109
Shares Par Value
53966.75
Base Market Value
53696.92
Base Total Cost
57112.01
Base Unrealized Gain Loss
-3415.09
Base Accrued Interest
0
Local Market Value
53696.92
Local Total Cost Amount
57112.01
Local Unrealized Gain Loss
-3415.09
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 MA3356
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3356
Security Description
3.5% 01 May 2048
Maturity Date
2048-05-01T00:00:00.000
Interest Rate
3.5
Original Face
132000
Shares Par Value
22438.17
Base Market Value
21921.19
Base Total Cost
23961.5
Base Unrealized Gain Loss
-2040.31
Base Accrued Interest
0
Local Market Value
21921.19
Local Total Cost Amount
23961.5
Local Unrealized Gain Loss
-2040.31
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 MA3397
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3397
Security Description
2.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
2.5
Original Face
1745000
Shares Par Value
461268.17
Base Market Value
452421.05
Base Total Cost
483741.16
Base Unrealized Gain Loss
-31320.11
Base Accrued Interest
0
Local Market Value
452421.05
Local Total Cost Amount
483741.16
Local Unrealized Gain Loss
-31320.11
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 MA3385
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3385
Security Description
4.5% 01 Jun 2048
Maturity Date
2048-06-01T00:00:00.000
Interest Rate
4.5
Original Face
374000
Shares Par Value
53556.52
Base Market Value
54174.03
Base Total Cost
57956.11
Base Unrealized Gain Loss
-3782.08
Base Accrued Interest
0
Local Market Value
54174.03
Local Total Cost Amount
57956.11
Local Unrealized Gain Loss
-3782.08
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 MA3416
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3416
Security Description
4.5% 01 Jul 2048
Maturity Date
2048-07-01T00:00:00.000
Interest Rate
4.5
Original Face
11798830
Shares Par Value
1381356.28
Base Market Value
1390846.20
Base Total Cost
1487655.95
Base Unrealized Gain Loss
-96809.75
Base Accrued Interest
0
Local Market Value
1390846.2
Local Total Cost Amount
1487655.95
Local Unrealized Gain Loss
-96809.75
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 MA3422
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3422
Security Description
5% 01 Jul 2048
Maturity Date
2048-07-01T00:00:00.000
Interest Rate
5
Original Face
735000
Shares Par Value
112565.07
Base Market Value
115973.54
Base Total Cost
123738.26
Base Unrealized Gain Loss
-7764.72
Base Accrued Interest
0
Local Market Value
115973.54
Local Total Cost Amount
123738.26
Local Unrealized Gain Loss
-7764.72
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA3462
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3462
Security Description
3.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
3.5
Original Face
659922
Shares Par Value
101854.55
Base Market Value
101756.77
Base Total Cost
108347.77
Base Unrealized Gain Loss
-6591
Base Accrued Interest
0
Local Market Value
101756.77
Local Total Cost Amount
108347.77
Local Unrealized Gain Loss
-6591
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 MA3444
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3444
Security Description
4.5% 01 Aug 2048
Maturity Date
2048-08-01T00:00:00.000
Interest Rate
4.5
Original Face
435581
Shares Par Value
55048.88
Base Market Value
55412.75
Base Total Cost
59606.91
Base Unrealized Gain Loss
-4194.16
Base Accrued Interest
0
Local Market Value
55412.75
Local Total Cost Amount
59606.91
Local Unrealized Gain Loss
-4194.16
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 MA3448
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3448
Security Description
5% 01 Aug 2048
Maturity Date
2048-08-01T00:00:00.000
Interest Rate
5
Original Face
363000
Shares Par Value
47790.70
Base Market Value
49172.33
Base Total Cost
52991.67
Base Unrealized Gain Loss
-3819.34
Base Accrued Interest
0
Local Market Value
49172.33
Local Total Cost Amount
52991.67
Local Unrealized Gain Loss
-3819.34
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA3448
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3448
Security Description
5% 01 Aug 2048
Maturity Date
2048-08-01T00:00:00.000
Interest Rate
5
Original Face
1205000
Shares Par Value
158644.07
Base Market Value
163230.47
Base Total Cost
174013.51
Base Unrealized Gain Loss
-10783.04
Base Accrued Interest
0
Local Market Value
163230.47
Local Total Cost Amount
174013.51
Local Unrealized Gain Loss
-10783.04
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 MA4400
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4400
Security Description
3% 01 Aug 2051
Maturity Date
2051-08-01T00:00:00.000
Interest Rate
3
Original Face
1300522
Shares Par Value
1079579.62
Base Market Value
1007560.86
Base Total Cost
1134892.36
Base Unrealized Gain Loss
-127331.5
Base Accrued Interest
0
Local Market Value
1007560.86
Local Total Cost Amount
1134892.36
Local Unrealized Gain Loss
-127331.5
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 MA4415
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4415
Security Description
3% 01 Sep 2051
Maturity Date
2051-09-01T00:00:00.000
Interest Rate
3
Original Face
407112
Shares Par Value
347917.30
Base Market Value
324850.38
Base Total Cost
365802.42
Base Unrealized Gain Loss
-40952.04
Base Accrued Interest
0
Local Market Value
324850.38
Local Total Cost Amount
365802.42
Local Unrealized Gain Loss
-40952.04
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 MA4465
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4465
Security Description
2% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2
Original Face
1132000
Shares Par Value
1090369.68
Base Market Value
948981.44
Base Total Cost
964806.8
Base Unrealized Gain Loss
-15825.36
Base Accrued Interest
0
Local Market Value
948981.44
Local Total Cost Amount
964806.8
Local Unrealized Gain Loss
-15825.36
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 MA4492
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA4492
Security Description
2% 01 Dec 2051
Maturity Date
2051-12-01T00:00:00.000
Interest Rate
2
Original Face
22903637
Shares Par Value
22211786.36
Base Market Value
19331361.90
Base Total Cost
19578282.37
Base Unrealized Gain Loss
-246920.47
Base Accrued Interest
0
Local Market Value
19331361.9
Local Total Cost Amount
19578282.37
Local Unrealized Gain Loss
-246920.47
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 MA3602
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3602
Security Description
3.5% 01 Feb 2039
Maturity Date
2039-02-01T00:00:00.000
Interest Rate
3.5
Original Face
523419
Shares Par Value
91815.40
Base Market Value
89653.15
Base Total Cost
96723.57
Base Unrealized Gain Loss
-7070.42
Base Accrued Interest
0
Local Market Value
89653.15
Local Total Cost Amount
96723.57
Local Unrealized Gain Loss
-7070.42
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 MA3621
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3621
Security Description
3.5% 01 Mar 2039
Maturity Date
2039-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1169770
Shares Par Value
183387.21
Base Market Value
178545.79
Base Total Cost
193190.56
Base Unrealized Gain Loss
-14644.77
Base Accrued Interest
0
Local Market Value
178545.79
Local Total Cost Amount
193190.56
Local Unrealized Gain Loss
-14644.77
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 MA3660
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3660
Security Description
3.5% 01 May 2039
Maturity Date
2039-05-01T00:00:00.000
Interest Rate
3.5
Original Face
10675679
Shares Par Value
1398446.80
Base Market Value
1367499.17
Base Total Cost
1473030.06
Base Unrealized Gain Loss
-105530.89
Base Accrued Interest
0
Local Market Value
1367499.17
Local Total Cost Amount
1473030.06
Local Unrealized Gain Loss
-105530.89
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA3632
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3632
Security Description
3.5% 01 Apr 2034
Maturity Date
2034-04-01T00:00:00.000
Interest Rate
3.5
Original Face
312556
Shares Par Value
45122.46
Base Market Value
45103.06
Base Total Cost
47999.01
Base Unrealized Gain Loss
-2895.95
Base Accrued Interest
0
Local Market Value
45103.06
Local Total Cost Amount
47999.01
Local Unrealized Gain Loss
-2895.95
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 MA3634
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3634
Security Description
3.5% 01 Apr 2039
Maturity Date
2039-04-01T00:00:00.000
Interest Rate
3.5
Original Face
604826
Shares Par Value
95346.89
Base Market Value
93168.21
Base Total Cost
100428.97
Base Unrealized Gain Loss
-7260.76
Base Accrued Interest
0
Local Market Value
93168.21
Local Total Cost Amount
100428.97
Local Unrealized Gain Loss
-7260.76
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 MA3637
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3637
Security Description
3.5% 01 Apr 2049
Maturity Date
2049-04-01T00:00:00.000
Interest Rate
3.5
Original Face
302000
Shares Par Value
36392.52
Base Market Value
35373.53
Base Total Cost
38254.8
Base Unrealized Gain Loss
-2881.27
Base Accrued Interest
0
Local Market Value
35373.53
Local Total Cost Amount
38254.8
Local Unrealized Gain Loss
-2881.27
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 MA3688
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3688
Security Description
4.5% 01 Jun 2049
Maturity Date
2049-06-01T00:00:00.000
Interest Rate
4.5
Original Face
1400000
Shares Par Value
196126.50
Base Market Value
197473.89
Base Total Cost
211710.72
Base Unrealized Gain Loss
-14236.83
Base Accrued Interest
0
Local Market Value
197473.89
Local Total Cost Amount
211710.72
Local Unrealized Gain Loss
-14236.83
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 MA3692
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3692
Security Description
3.5% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
3.5
Original Face
200000
Shares Par Value
27933.45
Base Market Value
27135.67
Base Total Cost
29462.53
Base Unrealized Gain Loss
-2326.86
Base Accrued Interest
0
Local Market Value
27135.67
Local Total Cost Amount
29462.53
Local Unrealized Gain Loss
-2326.86
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 MA3694
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3694
Security Description
4.5% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
4.5
Original Face
837587
Shares Par Value
146407.32
Base Market Value
147506.84
Base Total Cost
158067.2
Base Unrealized Gain Loss
-10560.36
Base Accrued Interest
0
Local Market Value
147506.84
Local Total Cost Amount
158067.2
Local Unrealized Gain Loss
-10560.36
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 MA3664
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3664
Security Description
4% 01 May 2049
Maturity Date
2049-05-01T00:00:00.000
Interest Rate
4
Original Face
300000
Shares Par Value
40117.02
Base Market Value
40048.42
Base Total Cost
41621.4
Base Unrealized Gain Loss
-1572.98
Base Accrued Interest
0
Local Market Value
40048.42
Local Total Cost Amount
41621.4
Local Unrealized Gain Loss
-1572.98
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 MA3683
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3683
Security Description
3.5% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
3.5
Original Face
1144355
Shares Par Value
183598.13
Base Market Value
178633.64
Base Total Cost
193400.21
Base Unrealized Gain Loss
-14766.57
Base Accrued Interest
0
Local Market Value
178633.64
Local Total Cost Amount
193400.21
Local Unrealized Gain Loss
-14766.57
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA3698
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3698
Security Description
3.5% 01 Jul 2039
Maturity Date
2039-07-01T00:00:00.000
Interest Rate
3.5
Original Face
190323
Shares Par Value
33064.49
Base Market Value
32252.10
Base Total Cost
34832.01
Base Unrealized Gain Loss
-2579.91
Base Accrued Interest
0
Local Market Value
32252.1
Local Total Cost Amount
34832.01
Local Unrealized Gain Loss
-2579.91
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
NYC Data AI • Public-data exploration interface