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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: GNMA II POOL MA6080
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6080
Security Description
3% 20 Aug 2049
Maturity Date
2049-08-20T00:00:00.000
Interest Rate
3
Original Face
5686251
Shares Par Value
430575.21
Base Market Value
404538.33
Base Total Cost
440202.29
Base Unrealized Gain Loss
-35663.96
Base Accrued Interest
0
Local Market Value
404538.33
Local Total Cost Amount
440202.29
Local Unrealized Gain Loss
-35663.96
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA6081
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6081
Security Description
3.5% 20 Aug 2049
Maturity Date
2049-08-20T00:00:00.000
Interest Rate
3.5
Original Face
243691
Shares Par Value
17950.86
Base Market Value
17230.49
Base Total Cost
18410.86
Base Unrealized Gain Loss
-1180.37
Base Accrued Interest
0
Local Market Value
17230.49
Local Total Cost Amount
18410.86
Local Unrealized Gain Loss
-1180.37
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA6090
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6090
Security Description
3.5% 20 Aug 2049
Maturity Date
2049-08-20T00:00:00.000
Interest Rate
3.5
Original Face
1000000
Shares Par Value
190967.26
Base Market Value
186794.63
Base Total Cost
200626.38
Base Unrealized Gain Loss
-13831.75
Base Accrued Interest
0
Local Market Value
186794.63
Local Total Cost Amount
200626.38
Local Unrealized Gain Loss
-13831.75
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA6154
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6154
Security Description
3.5% 20 Sep 2049
Maturity Date
2049-09-20T00:00:00.000
Interest Rate
3.5
Original Face
1285000
Shares Par Value
238750.11
Base Market Value
233538.20
Base Total Cost
251105.43
Base Unrealized Gain Loss
-17567.23
Base Accrued Interest
0
Local Market Value
233538.2
Local Total Cost Amount
251105.43
Local Unrealized Gain Loss
-17567.23
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7135
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7135
Security Description
2% 20 Jan 2051
Maturity Date
2051-01-20T00:00:00.000
Interest Rate
2
Original Face
60223316
Shares Par Value
48898994.12
Base Market Value
43638440.33
Base Total Cost
43911180.31
Base Unrealized Gain Loss
-272739.98
Base Accrued Interest
0
Local Market Value
43638440.33
Local Total Cost Amount
43911180.31
Local Unrealized Gain Loss
-272739.98
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7137
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7137
Security Description
3% 20 Jan 2051
Maturity Date
2051-01-20T00:00:00.000
Interest Rate
3
Original Face
5345099
Shares Par Value
3170522.55
Base Market Value
3002389.74
Base Total Cost
3315737.83
Base Unrealized Gain Loss
-313348.09
Base Accrued Interest
0
Local Market Value
3002389.74
Local Total Cost Amount
3315737.83
Local Unrealized Gain Loss
-313348.09
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7192
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7192
Security Description
2% 20 Feb 2051
Maturity Date
2051-02-20T00:00:00.000
Interest Rate
2
Original Face
7782524
Shares Par Value
6427255.81
Base Market Value
5730284.19
Base Total Cost
5872905
Base Unrealized Gain Loss
-142620.81
Base Accrued Interest
0
Local Market Value
5730284.19
Local Total Cost Amount
5872905
Local Unrealized Gain Loss
-142620.81
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA6400
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6400
Security Description
3.5% 20 Jan 2050
Maturity Date
2050-01-20T00:00:00.000
Interest Rate
3.5
Original Face
243691
Shares Par Value
27519.71
Base Market Value
26358.10
Base Total Cost
28224.9
Base Unrealized Gain Loss
-1866.8
Base Accrued Interest
0
Local Market Value
26358.1
Local Total Cost Amount
28224.9
Local Unrealized Gain Loss
-1866.8
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA6475
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6475
Security Description
3.5% 20 Feb 2050
Maturity Date
2050-02-20T00:00:00.000
Interest Rate
3.5
Original Face
79531
Shares Par Value
17977.00
Base Market Value
17584.38
Base Total Cost
18937.66
Base Unrealized Gain Loss
-1353.28
Base Accrued Interest
0
Local Market Value
17584.38
Local Total Cost Amount
18937.66
Local Unrealized Gain Loss
-1353.28
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA6531
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6531
Security Description
3% 20 Mar 2050
Maturity Date
2050-03-20T00:00:00.000
Interest Rate
3
Original Face
500000
Shares Par Value
65236.54
Base Market Value
61286.47
Base Total Cost
66785.9
Base Unrealized Gain Loss
-5499.43
Base Accrued Interest
0
Local Market Value
61286.47
Local Total Cost Amount
66785.9
Local Unrealized Gain Loss
-5499.43
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA6602
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6602
Security Description
4.5% 20 Apr 2050
Maturity Date
2050-04-20T00:00:00.000
Interest Rate
4.5
Original Face
8194787
Shares Par Value
2353749.42
Base Market Value
2402872.17
Base Total Cost
2512891.23
Base Unrealized Gain Loss
-110019.06
Base Accrued Interest
0
Local Market Value
2402872.17
Local Total Cost Amount
2512891.23
Local Unrealized Gain Loss
-110019.06
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA6658
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6658
Security Description
4% 20 May 2050
Maturity Date
2050-05-20T00:00:00.000
Interest Rate
4
Original Face
6098865
Shares Par Value
1976335.56
Base Market Value
1983786.35
Base Total Cost
2124869.53
Base Unrealized Gain Loss
-141083.18
Base Accrued Interest
0
Local Market Value
1983786.35
Local Total Cost Amount
2124869.53
Local Unrealized Gain Loss
-141083.18
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA6701
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6701
Security Description
3.5% 20 Jun 2050
Maturity Date
2050-06-20T00:00:00.000
Interest Rate
3.5
Original Face
5262695
Shares Par Value
943823.61
Base Market Value
911771.36
Base Total Cost
968628.42
Base Unrealized Gain Loss
-56857.06
Base Accrued Interest
0
Local Market Value
911771.36
Local Total Cost Amount
968628.42
Local Unrealized Gain Loss
-56857.06
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA6702
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6702
Security Description
4% 20 Jun 2050
Maturity Date
2050-06-20T00:00:00.000
Interest Rate
4
Original Face
2449584
Shares Par Value
546350.29
Base Market Value
538783.34
Base Total Cost
562315.57
Base Unrealized Gain Loss
-23532.23
Base Accrued Interest
0
Local Market Value
538783.34
Local Total Cost Amount
562315.57
Local Unrealized Gain Loss
-23532.23
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA6818
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6818
Security Description
2% 20 Aug 2050
Maturity Date
2050-08-20T00:00:00.000
Interest Rate
2
Original Face
30494821
Shares Par Value
21777935.88
Base Market Value
19469039.12
Base Total Cost
21394237.63
Base Unrealized Gain Loss
-1925198.51
Base Accrued Interest
0
Local Market Value
19469039.12
Local Total Cost Amount
21394237.63
Local Unrealized Gain Loss
-1925198.51
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA6932
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6932
Security Description
3% 20 Oct 2050
Maturity Date
2050-10-20T00:00:00.000
Interest Rate
3
Original Face
311939
Shares Par Value
170496.81
Base Market Value
162079.38
Base Total Cost
178662.03
Base Unrealized Gain Loss
-16582.65
Base Accrued Interest
0
Local Market Value
162079.38
Local Total Cost Amount
178662.03
Local Unrealized Gain Loss
-16582.65
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA6994
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6994
Security Description
2% 20 Nov 2050
Maturity Date
2050-11-20T00:00:00.000
Interest Rate
2
Original Face
26883940
Shares Par Value
21053601.38
Base Market Value
18794339.42
Base Total Cost
20300841.79
Base Unrealized Gain Loss
-1506502.37
Base Accrued Interest
0
Local Market Value
18794339.42
Local Total Cost Amount
20300841.79
Local Unrealized Gain Loss
-1506502.37
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7989
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7989
Security Description
3.5% 20 Apr 2052
Maturity Date
2052-04-20T00:00:00.000
Interest Rate
3.5
Original Face
470000
Shares Par Value
467667.37
Base Market Value
455045.03
Base Total Cost
459921.62
Base Unrealized Gain Loss
-4876.59
Base Accrued Interest
0
Local Market Value
455045.03
Local Total Cost Amount
459921.62
Local Unrealized Gain Loss
-4876.59
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA8045
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA8045
Security Description
4% 20 May 2052
Maturity Date
2052-05-20T00:00:00.000
Interest Rate
4
Original Face
340000
Shares Par Value
339330.74
Base Market Value
338350.07
Base Total Cost
341186.46
Base Unrealized Gain Loss
-2836.39
Base Accrued Interest
0
Local Market Value
338350.07
Local Total Cost Amount
341186.46
Local Unrealized Gain Loss
-2836.39
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7256
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7256
Security Description
3% 20 Mar 2051
Maturity Date
2051-03-20T00:00:00.000
Interest Rate
3
Original Face
4868968
Shares Par Value
3178603.55
Base Market Value
3017766.21
Base Total Cost
3051707.75
Base Unrealized Gain Loss
-33941.54
Base Accrued Interest
0
Local Market Value
3017766.21
Local Total Cost Amount
3051707.75
Local Unrealized Gain Loss
-33941.54
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7312
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7312
Security Description
2.5% 20 Apr 2051
Maturity Date
2051-04-20T00:00:00.000
Interest Rate
2.5
Original Face
1674308
Shares Par Value
1368155.54
Base Market Value
1257061.31
Base Total Cost
1229576.35
Base Unrealized Gain Loss
27484.96
Base Accrued Interest
0
Local Market Value
1257061.31
Local Total Cost Amount
1229576.35
Local Unrealized Gain Loss
27484.96
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7313
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7313
Security Description
3% 20 Apr 2051
Maturity Date
2051-04-20T00:00:00.000
Interest Rate
3
Original Face
3700000
Shares Par Value
2671822.87
Base Market Value
2530029.23
Base Total Cost
2512348.44
Base Unrealized Gain Loss
17680.79
Base Accrued Interest
4453.04
Local Market Value
2530029.23
Local Total Cost Amount
2512348.44
Local Unrealized Gain Loss
17680.79
Local Accrued Interest
4453.04
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7419
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7419
Security Description
3% 20 Jun 2051
Maturity Date
2051-06-20T00:00:00.000
Interest Rate
3
Original Face
20743900
Shares Par Value
16469939.48
Base Market Value
15581550.94
Base Total Cost
15280503.76
Base Unrealized Gain Loss
301047.18
Base Accrued Interest
0
Local Market Value
15581550.94
Local Total Cost Amount
15280503.76
Local Unrealized Gain Loss
301047.18
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7473
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7473
Security Description
3% 20 Jul 2051
Maturity Date
2051-07-20T00:00:00.000
Interest Rate
3
Original Face
4991385
Shares Par Value
4200131.33
Base Market Value
3971896.19
Base Total Cost
4044759.29
Base Unrealized Gain Loss
-72863.1
Base Accrued Interest
0
Local Market Value
3971896.19
Local Total Cost Amount
4044759.29
Local Unrealized Gain Loss
-72863.1
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7535
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7535
Security Description
3% 20 Aug 2051
Maturity Date
2051-08-20T00:00:00.000
Interest Rate
3
Original Face
22203570
Shares Par Value
19536496.25
Base Market Value
18466482.35
Base Total Cost
18096719.61
Base Unrealized Gain Loss
369762.74
Base Accrued Interest
0
Local Market Value
18466482.35
Local Total Cost Amount
18096719.61
Local Unrealized Gain Loss
369762.74
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7535
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7535
Security Description
3% 20 Aug 2051
Maturity Date
2051-08-20T00:00:00.000
Interest Rate
3
Original Face
5755260
Shares Par Value
5063943.12
Base Market Value
4786590.96
Base Total Cost
4871275.91
Base Unrealized Gain Loss
-84684.95
Base Accrued Interest
0
Local Market Value
4786590.96
Local Total Cost Amount
4871275.91
Local Unrealized Gain Loss
-84684.95
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7589
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7589
Security Description
2.5% 20 Sep 2051
Maturity Date
2051-09-20T00:00:00.000
Interest Rate
2.5
Original Face
2403605
Shares Par Value
2247954.65
Base Market Value
2065218.42
Base Total Cost
2327598.97
Base Unrealized Gain Loss
-262380.55
Base Accrued Interest
0
Local Market Value
2065218.42
Local Total Cost Amount
2327598.97
Local Unrealized Gain Loss
-262380.55
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7590
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7590
Security Description
3% 20 Sep 2051
Maturity Date
2051-09-20T00:00:00.000
Interest Rate
3
Original Face
3500000
Shares Par Value
3142165.22
Base Market Value
2967492.26
Base Total Cost
2944307
Base Unrealized Gain Loss
23185.26
Base Accrued Interest
5236.94
Local Market Value
2967492.26
Local Total Cost Amount
2944307
Local Unrealized Gain Loss
23185.26
Local Accrued Interest
5236.94
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7649
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7649
Security Description
2.5% 20 Oct 2051
Maturity Date
2051-10-20T00:00:00.000
Interest Rate
2.5
Original Face
22044938
Shares Par Value
20945751.82
Base Market Value
19241605.45
Base Total Cost
20992388.84
Base Unrealized Gain Loss
-1750783.39
Base Accrued Interest
0
Local Market Value
19241605.45
Local Total Cost Amount
20992388.84
Local Unrealized Gain Loss
-1750783.39
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7649
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7649
Security Description
2.5% 20 Oct 2051
Maturity Date
2051-10-20T00:00:00.000
Interest Rate
2.5
Original Face
7855402
Shares Par Value
7463722.54
Base Market Value
6856474.07
Base Total Cost
7732824.72
Base Unrealized Gain Loss
-876350.65
Base Accrued Interest
0
Local Market Value
6856474.07
Local Total Cost Amount
7732824.72
Local Unrealized Gain Loss
-876350.65
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7650
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7650
Security Description
3% 20 Oct 2051
Maturity Date
2051-10-20T00:00:00.000
Interest Rate
3
Original Face
5405608
Shares Par Value
5005346.62
Base Market Value
4731053.63
Base Total Cost
4851275.8
Base Unrealized Gain Loss
-120222.17
Base Accrued Interest
0
Local Market Value
4731053.63
Local Total Cost Amount
4851275.8
Local Unrealized Gain Loss
-120222.17
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7705
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7705
Security Description
2.5% 20 Nov 2051
Maturity Date
2051-11-20T00:00:00.000
Interest Rate
2.5
Original Face
1534774
Shares Par Value
1473086.81
Base Market Value
1353280.66
Base Total Cost
1476827.08
Base Unrealized Gain Loss
-123546.42
Base Accrued Interest
0
Local Market Value
1353280.66
Local Total Cost Amount
1476827.08
Local Unrealized Gain Loss
-123546.42
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7767
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7767
Security Description
2.5% 20 Dec 2051
Maturity Date
2051-12-20T00:00:00.000
Interest Rate
2.5
Original Face
51176129
Shares Par Value
49471134.34
Base Market Value
45430826.80
Base Total Cost
49585328.56
Base Unrealized Gain Loss
-4154501.76
Base Accrued Interest
0
Local Market Value
45430826.8
Local Total Cost Amount
49585328.56
Local Unrealized Gain Loss
-4154501.76
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7768
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7768
Security Description
3% 20 Dec 2051
Maturity Date
2051-12-20T00:00:00.000
Interest Rate
3
Original Face
7092647
Shares Par Value
6823284.01
Base Market Value
6443500.02
Base Total Cost
6617519.36
Base Unrealized Gain Loss
-174019.34
Base Accrued Interest
0
Local Market Value
6443500.02
Local Total Cost Amount
6617519.36
Local Unrealized Gain Loss
-174019.34
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7828
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7828
Security Description
3% 20 Jan 2052
Interest Rate
3
Original Face
15000000
Shares Par Value
14571932.85
Base Market Value
13760567.63
Base Total Cost
14996416.28
Base Unrealized Gain Loss
-1235848.65
Base Accrued Interest
0
Local Market Value
13760567.63
Local Total Cost Amount
14996416.28
Local Unrealized Gain Loss
-1235848.65
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7829
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7829
Security Description
3.5% 20 Jan 2052
Interest Rate
3.5
Original Face
9463087
Shares Par Value
9268656.66
Base Market Value
9020534.72
Base Total Cost
9679509.28
Base Unrealized Gain Loss
-658974.56
Base Accrued Interest
0
Local Market Value
9020534.72
Local Total Cost Amount
9679509.28
Local Unrealized Gain Loss
-658974.56
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7874
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7874
Security Description
4% 20 Feb 2052
Maturity Date
2052-02-20T00:00:00.000
Interest Rate
4
Original Face
1509000
Shares Par Value
1501029.51
Base Market Value
1480300.29
Base Total Cost
1548874.82
Base Unrealized Gain Loss
-68574.53
Base Accrued Interest
0
Local Market Value
1480300.29
Local Total Cost Amount
1548874.82
Local Unrealized Gain Loss
-68574.53
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA7883
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA7883
Security Description
3.5% 20 Feb 2052
Maturity Date
2052-02-20T00:00:00.000
Interest Rate
3.5
Original Face
7500000
Shares Par Value
7394741.93
Base Market Value
7196710.74
Base Total Cost
7702625.09
Base Unrealized Gain Loss
-505914.35
Base Accrued Interest
0
Local Market Value
7196710.74
Local Total Cost Amount
7702625.09
Local Unrealized Gain Loss
-505914.35
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL MA8102
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA8102
Security Description
5% 20 Jun 2052
Maturity Date
2052-06-20T00:00:00.000
Interest Rate
5
Original Face
225000
Shares Par Value
225000.00
Base Market Value
231214.50
Base Total Cost
229420.9
Base Unrealized Gain Loss
1793.6
Base Accrued Interest
0
Local Market Value
231214.5
Local Total Cost Amount
229420.9
Local Unrealized Gain Loss
1793.6
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL AO8344
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AO8344
Security Description
4% 20 Sep 2045
Maturity Date
2045-09-20T00:00:00.000
Interest Rate
4
Original Face
1696600
Shares Par Value
459552.65
Base Market Value
462700.59
Base Total Cost
465471.66
Base Unrealized Gain Loss
-2771.07
Base Accrued Interest
0
Local Market Value
462700.59
Local Total Cost Amount
465471.66
Local Unrealized Gain Loss
-2771.07
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL AO8675
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AO8675
Security Description
4% 20 Sep 2045
Maturity Date
2045-09-20T00:00:00.000
Interest Rate
4
Original Face
200000
Shares Par Value
48671.31
Base Market Value
49480.71
Base Total Cost
52617.58
Base Unrealized Gain Loss
-3136.87
Base Accrued Interest
0
Local Market Value
49480.71
Local Total Cost Amount
52617.58
Local Unrealized Gain Loss
-3136.87
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA POOL AO8809
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AO8809
Security Description
4% 15 Oct 2045
Maturity Date
2045-10-15T00:00:00.000
Interest Rate
4
Original Face
2335057
Shares Par Value
277624.69
Base Market Value
282541.42
Base Total Cost
281045.03
Base Unrealized Gain Loss
1496.39
Base Accrued Interest
0
Local Market Value
282541.42
Local Total Cost Amount
281045.03
Local Unrealized Gain Loss
1496.39
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL BA3205
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL BA3205
Security Description
3.5% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
3.5
Original Face
656991
Shares Par Value
246011.62
Base Market Value
242653.56
Base Total Cost
242569.91
Base Unrealized Gain Loss
83.65
Base Accrued Interest
0
Local Market Value
242653.56
Local Total Cost Amount
242569.91
Local Unrealized Gain Loss
83.65
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL BA8983
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL BA8983
Security Description
4% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
4
Original Face
1011289
Shares Par Value
360234.32
Base Market Value
360994.41
Base Total Cost
364081.63
Base Unrealized Gain Loss
-3087.22
Base Accrued Interest
0
Local Market Value
360994.41
Local Total Cost Amount
364081.63
Local Unrealized Gain Loss
-3087.22
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL BA9145
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL BA9145
Security Description
4% 20 May 2047
Maturity Date
2047-05-20T00:00:00.000
Interest Rate
4
Original Face
463089
Shares Par Value
70525.54
Base Market Value
70567.86
Base Total Cost
71122.9
Base Unrealized Gain Loss
-555.04
Base Accrued Interest
0
Local Market Value
70567.86
Local Total Cost Amount
71122.9
Local Unrealized Gain Loss
-555.04
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL BB0185
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL BB0185
Security Description
4% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
4
Original Face
2948212
Shares Par Value
620943.80
Base Market Value
629314.12
Base Total Cost
672947.85
Base Unrealized Gain Loss
-43633.73
Base Accrued Interest
0
Local Market Value
629314.12
Local Total Cost Amount
672947.85
Local Unrealized Gain Loss
-43633.73
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL BB0222
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL BB0222
Security Description
3.5% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
3.5
Original Face
566303
Shares Par Value
214356.81
Base Market Value
211441.56
Base Total Cost
211475.87
Base Unrealized Gain Loss
-34.31
Base Accrued Interest
0
Local Market Value
211441.56
Local Total Cost Amount
211475.87
Local Unrealized Gain Loss
-34.31
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL BB0216
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL BB0216
Security Description
3.5% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
3.5
Original Face
1888541
Shares Par Value
461944.70
Base Market Value
455680.73
Base Total Cost
455472.87
Base Unrealized Gain Loss
207.86
Base Accrued Interest
0
Local Market Value
455680.73
Local Total Cost Amount
455472.87
Local Unrealized Gain Loss
207.86
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL BB0571
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL BB0571
Security Description
3.5% 20 Jul 2047
Maturity Date
2047-07-20T00:00:00.000
Interest Rate
3.5
Original Face
756442
Shares Par Value
235679.57
Base Market Value
232474.33
Base Total Cost
232512.04
Base Unrealized Gain Loss
-37.71
Base Accrued Interest
0
Local Market Value
232474.33
Local Total Cost Amount
232512.04
Local Unrealized Gain Loss
-37.71
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II POOL BB5349
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL BB5349
Security Description
4% 20 Jul 2047
Maturity Date
2047-07-20T00:00:00.000
Interest Rate
4
Original Face
968231
Shares Par Value
451195.60
Base Market Value
454421.65
Base Total Cost
456014.37
Base Unrealized Gain Loss
-1592.72
Base Accrued Interest
0
Local Market Value
454421.65
Local Total Cost Amount
456014.37
Local Unrealized Gain Loss
-1592.72
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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