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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 CK2712
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CK2712
Security Description
3.5% 20 Feb 2052
Maturity Date
2052-02-20T00:00:00.000
Interest Rate
3.5
Original Face
1289662
Shares Par Value
1281117.99
Base Market Value
1257532.61
Base Total Cost
1336966.73
Base Unrealized Gain Loss
-79434.12
Base Accrued Interest
0
Local Market Value
1257532.61
Local Total Cost Amount
1336966.73
Local Unrealized Gain Loss
-79434.12
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 CK2713
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CK2713
Security Description
3.5% 20 Feb 2052
Maturity Date
2052-02-20T00:00:00.000
Interest Rate
3.5
Original Face
1603516
Shares Par Value
1593202.36
Base Market Value
1553913.99
Base Total Cost
1660166.65
Base Unrealized Gain Loss
-106252.66
Base Accrued Interest
0
Local Market Value
1553913.99
Local Total Cost Amount
1660166.65
Local Unrealized Gain Loss
-106252.66
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 CK2714
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CK2714
Security Description
3.5% 20 Feb 2052
Maturity Date
2052-02-20T00:00:00.000
Interest Rate
3.5
Original Face
1384640
Shares Par Value
1375767.99
Base Market Value
1340562.09
Base Total Cost
1431443.6
Base Unrealized Gain Loss
-90881.51
Base Accrued Interest
0
Local Market Value
1340562.09
Local Total Cost Amount
1431443.6
Local Unrealized Gain Loss
-90881.51
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 CK4917
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CK4917
Security Description
3.5% 20 Jan 2052
Maturity Date
2052-01-20T00:00:00.000
Interest Rate
3.5
Original Face
659564
Shares Par Value
654186.03
Base Market Value
640899.51
Base Total Cost
691597.29
Base Unrealized Gain Loss
-50697.78
Base Accrued Interest
0
Local Market Value
640899.51
Local Total Cost Amount
691597.29
Local Unrealized Gain Loss
-50697.78
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 CK4919
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CK4919
Security Description
3.5% 20 Jan 2052
Maturity Date
2052-01-20T00:00:00.000
Interest Rate
3.5
Original Face
439462
Shares Par Value
435878.24
Base Market Value
424628.22
Base Total Cost
456718.67
Base Unrealized Gain Loss
-32090.45
Base Accrued Interest
0
Local Market Value
424628.22
Local Total Cost Amount
456718.67
Local Unrealized Gain Loss
-32090.45
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 CK4920
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CK4920
Security Description
3.5% 20 Jan 2052
Maturity Date
2052-01-20T00:00:00.000
Interest Rate
3.5
Original Face
613153
Shares Par Value
527285.78
Base Market Value
513122.88
Base Total Cost
548871.54
Base Unrealized Gain Loss
-35748.66
Base Accrued Interest
0
Local Market Value
513122.88
Local Total Cost Amount
548871.54
Local Unrealized Gain Loss
-35748.66
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 CK4921
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CK4921
Security Description
4% 20 Jan 2052
Maturity Date
2052-01-20T00:00:00.000
Interest Rate
4
Original Face
406590
Shares Par Value
403823.00
Base Market Value
403625.13
Base Total Cost
430702.46
Base Unrealized Gain Loss
-27077.33
Base Accrued Interest
0
Local Market Value
403625.13
Local Total Cost Amount
430702.46
Local Unrealized Gain Loss
-27077.33
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 CK8200
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CK8200
Security Description
3.5% 20 Feb 2052
Maturity Date
2052-02-20T00:00:00.000
Interest Rate
3.5
Original Face
386727
Shares Par Value
384110.40
Base Market Value
376455.08
Base Total Cost
399744.89
Base Unrealized Gain Loss
-23289.81
Base Accrued Interest
0
Local Market Value
376455.08
Local Total Cost Amount
399744.89
Local Unrealized Gain Loss
-23289.81
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 CK8205
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CK8205
Security Description
3.5% 20 Feb 2052
Maturity Date
2052-02-20T00:00:00.000
Interest Rate
3.5
Original Face
928184
Shares Par Value
922713.25
Base Market Value
920037.38
Base Total Cost
953494.39
Base Unrealized Gain Loss
-33457.01
Base Accrued Interest
0
Local Market Value
920037.38
Local Total Cost Amount
953494.39
Local Unrealized Gain Loss
-33457.01
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 CK8211
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CK8211
Security Description
3.5% 20 Feb 2052
Maturity Date
2052-02-20T00:00:00.000
Interest Rate
3.5
Original Face
656167
Shares Par Value
652148.36
Base Market Value
635935.95
Base Total Cost
676043.49
Base Unrealized Gain Loss
-40107.54
Base Accrued Interest
0
Local Market Value
635935.95
Local Total Cost Amount
676043.49
Local Unrealized Gain Loss
-40107.54
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 CK8212
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CK8212
Security Description
3.5% 20 Feb 2052
Maturity Date
2052-02-20T00:00:00.000
Interest Rate
3.5
Original Face
460465
Shares Par Value
457549.65
Base Market Value
446266.48
Base Total Cost
475172.47
Base Unrealized Gain Loss
-28905.99
Base Accrued Interest
0
Local Market Value
446266.48
Local Total Cost Amount
475172.47
Local Unrealized Gain Loss
-28905.99
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 CK8213
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CK8213
Security Description
3.5% 20 Feb 2052
Maturity Date
2052-02-20T00:00:00.000
Interest Rate
3.5
Original Face
226185
Shares Par Value
224756.26
Base Market Value
220276.87
Base Total Cost
234290.84
Base Unrealized Gain Loss
-14013.97
Base Accrued Interest
0
Local Market Value
220276.87
Local Total Cost Amount
234290.84
Local Unrealized Gain Loss
-14013.97
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 CM2644
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CM2644
Security Description
3.5% 20 Jan 2041
Maturity Date
2041-01-20T00:00:00.000
Interest Rate
3.5
Original Face
230624
Shares Par Value
230624.00
Base Market Value
225326.57
Base Total Cost
228119.57
Base Unrealized Gain Loss
-2793
Base Accrued Interest
0
Local Market Value
225326.57
Local Total Cost Amount
228119.57
Local Unrealized Gain Loss
-2793
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 CM2645
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CM2645
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
850520
Shares Par Value
850520.00
Base Market Value
830966.55
Base Total Cost
835702.35
Base Unrealized Gain Loss
-4735.8
Base Accrued Interest
0
Local Market Value
830966.55
Local Total Cost Amount
835702.35
Local Unrealized Gain Loss
-4735.8
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 CM2660
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL CM2660
Security Description
3.5% 20 Jul 2042
Maturity Date
2042-07-20T00:00:00.000
Interest Rate
3.5
Original Face
806827
Shares Par Value
806827.00
Base Market Value
788294.18
Base Total Cost
797561.1
Base Unrealized Gain Loss
-9266.92
Base Accrued Interest
0
Local Market Value
788294.18
Local Total Cost Amount
797561.1
Local Unrealized Gain Loss
-9266.92
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 AD1744
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AD1744
Security Description
3% 20 Feb 2043
Maturity Date
2043-02-20T00:00:00.000
Interest Rate
3
Original Face
655200
Shares Par Value
177447.67
Base Market Value
171473.01
Base Total Cost
170557.38
Base Unrealized Gain Loss
915.63
Base Accrued Interest
0
Local Market Value
171473.01
Local Total Cost Amount
170557.38
Local Unrealized Gain Loss
915.63
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 AD2334
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AD2334
Security Description
3.5% 15 Apr 2043
Maturity Date
2043-04-15T00:00:00.000
Interest Rate
3.5
Original Face
1400400
Shares Par Value
230953.86
Base Market Value
227043.81
Base Total Cost
241310.7
Base Unrealized Gain Loss
-14266.89
Base Accrued Interest
0
Local Market Value
227043.81
Local Total Cost Amount
241310.7
Local Unrealized Gain Loss
-14266.89
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 AD8811
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AD8811
Security Description
3% 20 Mar 2043
Maturity Date
2043-03-20T00:00:00.000
Interest Rate
3
Original Face
1078260
Shares Par Value
289229.64
Base Market Value
272199.80
Base Total Cost
277998.86
Base Unrealized Gain Loss
-5799.06
Base Accrued Interest
0
Local Market Value
272199.8
Local Total Cost Amount
277998.86
Local Unrealized Gain Loss
-5799.06
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 POOL AE7696
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AE7696
Security Description
3.5% 15 Aug 2043
Maturity Date
2043-08-15T00:00:00.000
Interest Rate
3.5
Original Face
1905988
Shares Par Value
498286.52
Base Market Value
496602.31
Base Total Cost
493458.13
Base Unrealized Gain Loss
3144.18
Base Accrued Interest
0
Local Market Value
496602.31
Local Total Cost Amount
493458.13
Local Unrealized Gain Loss
3144.18
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 AF1019
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AF1019
Security Description
4% 20 Jun 2043
Maturity Date
2043-06-20T00:00:00.000
Interest Rate
4
Original Face
1540836
Shares Par Value
508175.71
Base Market Value
515066.57
Base Total Cost
515823.76
Base Unrealized Gain Loss
-757.19
Base Accrued Interest
0
Local Market Value
515066.57
Local Total Cost Amount
515823.76
Local Unrealized Gain Loss
-757.19
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 AH5895
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AH5895
Security Description
4% 20 Jun 2034
Maturity Date
2034-06-20T00:00:00.000
Interest Rate
4
Original Face
188930
Shares Par Value
95408.92
Base Market Value
98815.02
Base Total Cost
97100.54
Base Unrealized Gain Loss
1714.48
Base Accrued Interest
0
Local Market Value
98815.02
Local Total Cost Amount
97100.54
Local Unrealized Gain Loss
1714.48
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 AH5899
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AH5899
Security Description
4% 20 Sep 2034
Maturity Date
2034-09-20T00:00:00.000
Interest Rate
4
Original Face
201945
Shares Par Value
68350.15
Base Market Value
69281.08
Base Total Cost
69561.98
Base Unrealized Gain Loss
-280.9
Base Accrued Interest
0
Local Market Value
69281.08
Local Total Cost Amount
69561.98
Local Unrealized Gain Loss
-280.9
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 AH7258
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AH7258
Security Description
4% 15 Jan 2045
Maturity Date
2045-01-15T00:00:00.000
Interest Rate
4
Original Face
800202
Shares Par Value
145096.01
Base Market Value
148669.72
Base Total Cost
146467.18
Base Unrealized Gain Loss
2202.54
Base Accrued Interest
0
Local Market Value
148669.72
Local Total Cost Amount
146467.18
Local Unrealized Gain Loss
2202.54
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 AJ2723
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AJ2723
Security Description
4% 20 Aug 2044
Maturity Date
2044-08-20T00:00:00.000
Interest Rate
4
Original Face
167883
Shares Par Value
34588.65
Base Market Value
34828.35
Base Total Cost
36934.2
Base Unrealized Gain Loss
-2105.85
Base Accrued Interest
0
Local Market Value
34828.35
Local Total Cost Amount
36934.2
Local Unrealized Gain Loss
-2105.85
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 AJ4168
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AJ4168
Security Description
4.5% 20 Sep 2044
Maturity Date
2044-09-20T00:00:00.000
Interest Rate
4.5
Original Face
2435915
Shares Par Value
427074.29
Base Market Value
437832.29
Base Total Cost
464443.28
Base Unrealized Gain Loss
-26610.99
Base Accrued Interest
0
Local Market Value
437832.29
Local Total Cost Amount
464443.28
Local Unrealized Gain Loss
-26610.99
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 AJ4244
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AJ4244
Security Description
4% 15 Aug 2044
Maturity Date
2044-08-15T00:00:00.000
Interest Rate
4
Original Face
735051
Shares Par Value
34327.99
Base Market Value
34645.18
Base Total Cost
34874.14
Base Unrealized Gain Loss
-228.96
Base Accrued Interest
0
Local Market Value
34645.18
Local Total Cost Amount
34874.14
Local Unrealized Gain Loss
-228.96
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 AJ4687
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AJ4687
Security Description
4% 20 Aug 2044
Maturity Date
2044-08-20T00:00:00.000
Interest Rate
4
Original Face
102273
Shares Par Value
42397.73
Base Market Value
43112.13
Base Total Cost
45272.82
Base Unrealized Gain Loss
-2160.69
Base Accrued Interest
0
Local Market Value
43112.13
Local Total Cost Amount
45272.82
Local Unrealized Gain Loss
-2160.69
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 AJ5407
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AJ5407
Security Description
3.5% 20 Nov 2044
Maturity Date
2044-11-20T00:00:00.000
Interest Rate
3.5
Original Face
499719
Shares Par Value
127133.49
Base Market Value
124648.03
Base Total Cost
125454.04
Base Unrealized Gain Loss
-806.01
Base Accrued Interest
0
Local Market Value
124648.03
Local Total Cost Amount
125454.04
Local Unrealized Gain Loss
-806.01
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 AJ8906
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AJ8906
Security Description
4% 15 Nov 2044
Maturity Date
2044-11-15T00:00:00.000
Interest Rate
4
Original Face
400000
Shares Par Value
144416.20
Base Market Value
147970.28
Base Total Cost
146773.06
Base Unrealized Gain Loss
1197.22
Base Accrued Interest
0
Local Market Value
147970.28
Local Total Cost Amount
146773.06
Local Unrealized Gain Loss
1197.22
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 AK1941
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AK1941
Security Description
4% 20 Nov 2044
Maturity Date
2044-11-20T00:00:00.000
Interest Rate
4
Original Face
347810
Shares Par Value
69162.09
Base Market Value
69635.85
Base Total Cost
70862.1
Base Unrealized Gain Loss
-1226.25
Base Accrued Interest
0
Local Market Value
69635.85
Local Total Cost Amount
70862.1
Local Unrealized Gain Loss
-1226.25
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 AK6861
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AK6861
Security Description
3% 20 Jan 2045
Maturity Date
2045-01-20T00:00:00.000
Interest Rate
3
Original Face
400000
Shares Par Value
93505.96
Base Market Value
88289.26
Base Total Cost
89880.72
Base Unrealized Gain Loss
-1591.46
Base Accrued Interest
0
Local Market Value
88289.26
Local Total Cost Amount
89880.72
Local Unrealized Gain Loss
-1591.46
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 AK8620
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AK8620
Security Description
4% 20 Dec 2044
Maturity Date
2044-12-20T00:00:00.000
Interest Rate
4
Original Face
327514
Shares Par Value
13117.27
Base Market Value
13169.08
Base Total Cost
13439.69
Base Unrealized Gain Loss
-270.61
Base Accrued Interest
0
Local Market Value
13169.08
Local Total Cost Amount
13439.69
Local Unrealized Gain Loss
-270.61
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
5.375% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
230000.00
Base Market Value
230379.50
Base Total Cost
216150
Base Unrealized Gain Loss
14229.5
Base Accrued Interest
2060.42
Local Market Value
230379.5
Local Total Cost Amount
216150
Local Unrealized Gain Loss
14229.5
Local Accrued Interest
2060.42
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
5.375% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
100000.00
Base Market Value
97862.00
Base Total Cost
99250
Base Unrealized Gain Loss
-1388
Base Accrued Interest
1134.72
Local Market Value
97862
Local Total Cost Amount
99250
Local Unrealized Gain Loss
-1388
Local Accrued Interest
1134.72
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
5.25% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
100000.00
Base Market Value
98069.00
Base Total Cost
92250
Base Unrealized Gain Loss
5819
Base Accrued Interest
437.5
Local Market Value
98069
Local Total Cost Amount
92250
Local Unrealized Gain Loss
5819
Local Accrued Interest
437.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
5.75% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
400000.00
Base Market Value
390720.00
Base Total Cost
457500
Base Unrealized Gain Loss
-66780
Base Accrued Interest
1916.67
Local Market Value
390720
Local Total Cost Amount
457500
Local Unrealized Gain Loss
-66780
Local Accrued Interest
1916.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
5.3% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
450000.00
Base Market Value
429799.50
Base Total Cost
493201.5
Base Unrealized Gain Loss
-63402
Base Accrued Interest
10997.5
Local Market Value
429799.5
Local Total Cost Amount
493201.5
Local Unrealized Gain Loss
-63402
Local Accrued Interest
10997.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
4% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
200000.00
Base Market Value
175150.00
Base Total Cost
177750
Base Unrealized Gain Loss
-2600
Base Accrued Interest
3688.89
Local Market Value
175150
Local Total Cost Amount
177750
Local Unrealized Gain Loss
-2600
Local Accrued Interest
3688.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
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 AL4517
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AL4517
Security Description
3.5% 20 Feb 2045
Maturity Date
2045-02-20T00:00:00.000
Interest Rate
3.5
Original Face
558715
Shares Par Value
135478.80
Base Market Value
132841.03
Base Total Cost
133580.75
Base Unrealized Gain Loss
-739.72
Base Accrued Interest
0
Local Market Value
132841.03
Local Total Cost Amount
133580.75
Local Unrealized Gain Loss
-739.72
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL AL6934
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AL6934
Security Description
4% 15 Feb 2045
Maturity Date
2045-02-15T00:00:00.000
Interest Rate
4
Original Face
336443
Shares Par Value
61583.90
Base Market Value
62327.83
Base Total Cost
62383.87
Base Unrealized Gain Loss
-56.04
Base Accrued Interest
0
Local Market Value
62327.83
Local Total Cost Amount
62383.87
Local Unrealized Gain Loss
-56.04
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 AM4392
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AM4392
Security Description
3.5% 20 May 2045
Maturity Date
2045-05-20T00:00:00.000
Interest Rate
3.5
Original Face
285319
Shares Par Value
85987.10
Base Market Value
84312.07
Base Total Cost
84815.96
Base Unrealized Gain Loss
-503.89
Base Accrued Interest
0
Local Market Value
84312.07
Local Total Cost Amount
84815.96
Local Unrealized Gain Loss
-503.89
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 AM5249
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AM5249
Security Description
3.5% 20 May 2045
Maturity Date
2045-05-20T00:00:00.000
Interest Rate
3.5
Original Face
1408480
Shares Par Value
485875.67
Base Market Value
476376.80
Base Total Cost
479398.97
Base Unrealized Gain Loss
-3022.17
Base Accrued Interest
0
Local Market Value
476376.8
Local Total Cost Amount
479398.97
Local Unrealized Gain Loss
-3022.17
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 AM8046
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AM8046
Security Description
3% 20 May 2045
Maturity Date
2045-05-20T00:00:00.000
Interest Rate
3
Original Face
206852
Shares Par Value
73535.10
Base Market Value
69217.85
Base Total Cost
70739.3
Base Unrealized Gain Loss
-1521.45
Base Accrued Interest
0
Local Market Value
69217.85
Local Total Cost Amount
70739.3
Local Unrealized Gain Loss
-1521.45
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 AM8047
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AM8047
Security Description
3% 20 May 2045
Maturity Date
2045-05-20T00:00:00.000
Interest Rate
3
Original Face
264002
Shares Par Value
99176.75
Base Market Value
93332.26
Base Total Cost
95325.71
Base Unrealized Gain Loss
-1993.45
Base Accrued Interest
0
Local Market Value
93332.26
Local Total Cost Amount
95325.71
Local Unrealized Gain Loss
-1993.45
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 AM8086
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AM8086
Security Description
3% 20 Jun 2045
Maturity Date
2045-06-20T00:00:00.000
Interest Rate
3
Original Face
515870
Shares Par Value
200563.33
Base Market Value
188790.26
Base Total Cost
192937.91
Base Unrealized Gain Loss
-4147.65
Base Accrued Interest
0
Local Market Value
188790.26
Local Total Cost Amount
192937.91
Local Unrealized Gain Loss
-4147.65
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 AM7790
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AM7790
Security Description
3.5% 20 Sep 2045
Maturity Date
2045-09-20T00:00:00.000
Interest Rate
3.5
Original Face
187061
Shares Par Value
39859.73
Base Market Value
39079.28
Base Total Cost
39351.13
Base Unrealized Gain Loss
-271.85
Base Accrued Interest
0
Local Market Value
39079.28
Local Total Cost Amount
39351.13
Local Unrealized Gain Loss
-271.85
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 AM8644
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AM8644
Security Description
3% 15 May 2045
Maturity Date
2045-05-15T00:00:00.000
Interest Rate
3
Original Face
388889
Shares Par Value
123488.16
Base Market Value
117233.48
Base Total Cost
118859.83
Base Unrealized Gain Loss
-1626.35
Base Accrued Interest
0
Local Market Value
117233.48
Local Total Cost Amount
118859.83
Local Unrealized Gain Loss
-1626.35
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 AN2972
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AN2972
Security Description
4% 20 Sep 2045
Maturity Date
2045-09-20T00:00:00.000
Interest Rate
4
Original Face
300000
Shares Par Value
57578.88
Base Market Value
58536.42
Base Total Cost
62365.11
Base Unrealized Gain Loss
-3828.69
Base Accrued Interest
0
Local Market Value
58536.42
Local Total Cost Amount
62365.11
Local Unrealized Gain Loss
-3828.69
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 AN6802
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AN6802
Security Description
3.5% 15 Jul 2045
Maturity Date
2045-07-15T00:00:00.000
Interest Rate
3.5
Original Face
336293
Shares Par Value
152150.73
Base Market Value
152225.28
Base Total Cost
150081.49
Base Unrealized Gain Loss
2143.79
Base Accrued Interest
0
Local Market Value
152225.28
Local Total Cost Amount
150081.49
Local Unrealized Gain Loss
2143.79
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 AN7514
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AN7514
Security Description
3.5% 20 Jun 2045
Maturity Date
2045-06-20T00:00:00.000
Interest Rate
3.5
Original Face
458796
Shares Par Value
262109.76
Base Market Value
256980.27
Base Total Cost
259056.2
Base Unrealized Gain Loss
-2075.93
Base Accrued Interest
0
Local Market Value
256980.27
Local Total Cost Amount
259056.2
Local Unrealized Gain Loss
-2075.93
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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