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: GNMA II POOL AQ1885
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AQ1885
Security Description
4% 20 Nov 2045
Maturity Date
2045-11-20T00:00:00.000
Interest Rate
4
Original Face
677681
Shares Par Value
187267.26
Base Market Value
190381.51
Base Total Cost
189267.29
Base Unrealized Gain Loss
1114.22
Base Accrued Interest
0
Local Market Value
190381.51
Local Total Cost Amount
189267.29
Local Unrealized Gain Loss
1114.22
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 AQ9105
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AQ9105
Security Description
4% 20 Dec 2045
Maturity Date
2045-12-20T00:00:00.000
Interest Rate
4
Original Face
536170
Shares Par Value
79009.04
Base Market Value
79341.67
Base Total Cost
79852.87
Base Unrealized Gain Loss
-511.2
Base Accrued Interest
0
Local Market Value
79341.67
Local Total Cost Amount
79852.87
Local Unrealized Gain Loss
-511.2
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: GS MORTGAGE SECURITIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE SECURITIES TRUST
Security Description
3.124% 10 Nov 2045
Maturity Date
2045-11-10T00:00:00.000
Interest Rate
3.124
Original Face
2455000
Shares Par Value
2455000.00
Base Market Value
2445918.46
Base Total Cost
2542555.27
Base Unrealized Gain Loss
-96636.81
Base Accrued Interest
0
Local Market Value
2445918.46
Local Total Cost Amount
2542555.27
Local Unrealized Gain Loss
-96636.81
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
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 AR2223
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AR2223
Security Description
4% 20 Dec 2045
Maturity Date
2045-12-20T00:00:00.000
Interest Rate
4
Original Face
1236531
Shares Par Value
431023.30
Base Market Value
433975.81
Base Total Cost
436574.9
Base Unrealized Gain Loss
-2599.09
Base Accrued Interest
0
Local Market Value
433975.81
Local Total Cost Amount
436574.9
Local Unrealized Gain Loss
-2599.09
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
EUR
Local Currency Code: EUR • Trade Country Name: INTERNATIONAL • Security Name: EURO CURRENCY
Local Currency Code
EUR
Trade Country Name
INTERNATIONAL
Security Name
EURO CURRENCY
Interest Rate
0
Original Face
0
Shares Par Value
90739.08
Base Market Value
97249.65
Base Total Cost
97165.19
Base Unrealized Gain Loss
84.46
Base Accrued Interest
0
Local Market Value
90739.08
Local Total Cost Amount
90739.08
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2024-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2025-03-03T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL AR6682
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AR6682
Security Description
4% 20 Feb 2046
Maturity Date
2046-02-20T00:00:00.000
Interest Rate
4
Original Face
564377
Shares Par Value
134685.07
Base Market Value
136767.30
Base Total Cost
136123.51
Base Unrealized Gain Loss
643.79
Base Accrued Interest
0
Local Market Value
136767.3
Local Total Cost Amount
136123.51
Local Unrealized Gain Loss
643.79
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 AR6692
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AR6692
Security Description
4% 20 Mar 2046
Maturity Date
2046-03-20T00:00:00.000
Interest Rate
4
Original Face
416196
Shares Par Value
82680.49
Base Market Value
83893.41
Base Total Cost
83563.51
Base Unrealized Gain Loss
329.9
Base Accrued Interest
0
Local Market Value
83893.41
Local Total Cost Amount
83563.51
Local Unrealized Gain Loss
329.9
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 II POOL AS6425
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AS6425
Security Description
3% 20 Sep 2046
Maturity Date
2046-09-20T00:00:00.000
Interest Rate
3
Original Face
2032490
Shares Par Value
890557.87
Base Market Value
838059.48
Base Total Cost
855977.5
Base Unrealized Gain Loss
-17918.02
Base Accrued Interest
0
Local Market Value
838059.48
Local Total Cost Amount
855977.5
Local Unrealized Gain Loss
-17918.02
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 AT8301
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AT8301
Security Description
3% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3
Original Face
376494
Shares Par Value
83752.89
Base Market Value
79062.73
Base Total Cost
80335.79
Base Unrealized Gain Loss
-1273.06
Base Accrued Interest
0
Local Market Value
79062.73
Local Total Cost Amount
80335.79
Local Unrealized Gain Loss
-1273.06
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 AU7561
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AU7561
Security Description
4% 20 Aug 2046
Maturity Date
2046-08-20T00:00:00.000
Interest Rate
4
Original Face
436343
Shares Par Value
111565.61
Base Market Value
111958.32
Base Total Cost
112737.05
Base Unrealized Gain Loss
-778.73
Base Accrued Interest
0
Local Market Value
111958.32
Local Total Cost Amount
112737.05
Local Unrealized Gain Loss
-778.73
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 AV2191
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AV2191
Security Description
3% 20 Sep 2046
Maturity Date
2046-09-20T00:00:00.000
Interest Rate
3
Original Face
836247
Shares Par Value
397988.85
Base Market Value
374603.03
Base Total Cost
382857.32
Base Unrealized Gain Loss
-8254.29
Base Accrued Interest
0
Local Market Value
374603.03
Local Total Cost Amount
382857.32
Local Unrealized Gain Loss
-8254.29
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 AV3397
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AV3397
Security Description
3% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3
Original Face
450308
Shares Par Value
184201.12
Base Market Value
173209.84
Base Total Cost
176967.55
Base Unrealized Gain Loss
-3757.71
Base Accrued Interest
0
Local Market Value
173209.84
Local Total Cost Amount
176967.55
Local Unrealized Gain Loss
-3757.71
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 AV9798
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AV9798
Security Description
3.5% 20 Sep 2046
Maturity Date
2046-09-20T00:00:00.000
Interest Rate
3.5
Original Face
163961
Shares Par Value
70955.75
Base Market Value
70097.89
Base Total Cost
69963.07
Base Unrealized Gain Loss
134.82
Base Accrued Interest
0
Local Market Value
70097.89
Local Total Cost Amount
69963.07
Local Unrealized Gain Loss
134.82
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 AV9825
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AV9825
Security Description
3.5% 20 Nov 2046
Maturity Date
2046-11-20T00:00:00.000
Interest Rate
3.5
Original Face
1382447
Shares Par Value
599010.47
Base Market Value
591768.43
Base Total Cost
590630.31
Base Unrealized Gain Loss
1138.12
Base Accrued Interest
0
Local Market Value
591768.43
Local Total Cost Amount
590630.31
Local Unrealized Gain Loss
1138.12
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 AW1804
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AW1804
Security Description
3% 20 Nov 2046
Maturity Date
2046-11-20T00:00:00.000
Interest Rate
3
Original Face
233568
Shares Par Value
128492.13
Base Market Value
120909.81
Base Total Cost
123502.78
Base Unrealized Gain Loss
-2592.97
Base Accrued Interest
0
Local Market Value
120909.81
Local Total Cost Amount
123502.78
Local Unrealized Gain Loss
-2592.97
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 AX0353
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX0353
Security Description
3% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3
Original Face
776896
Shares Par Value
281869.85
Base Market Value
265262.08
Base Total Cost
270924.82
Base Unrealized Gain Loss
-5662.74
Base Accrued Interest
0
Local Market Value
265262.08
Local Total Cost Amount
270924.82
Local Unrealized Gain Loss
-5662.74
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 AX3919
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX3919
Security Description
4% 20 Jan 2047
Maturity Date
2047-01-20T00:00:00.000
Interest Rate
4
Original Face
1224427
Shares Par Value
558506.65
Base Market Value
567090.90
Base Total Cost
564471.51
Base Unrealized Gain Loss
2619.39
Base Accrued Interest
0
Local Market Value
567090.9
Local Total Cost Amount
564471.51
Local Unrealized Gain Loss
2619.39
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 AX4341
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4341
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
380000
Shares Par Value
130254.85
Base Market Value
128670.95
Base Total Cost
140766.8
Base Unrealized Gain Loss
-12095.85
Base Accrued Interest
0
Local Market Value
128670.95
Local Total Cost Amount
140766.8
Local Unrealized Gain Loss
-12095.85
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 AX4342
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4342
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
357584
Shares Par Value
142900.87
Base Market Value
141164.62
Base Total Cost
153763.58
Base Unrealized Gain Loss
-12598.96
Base Accrued Interest
0
Local Market Value
141164.62
Local Total Cost Amount
153763.58
Local Unrealized Gain Loss
-12598.96
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 AX4343
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4343
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
313984
Shares Par Value
108304.81
Base Market Value
106989.99
Base Total Cost
116097.69
Base Unrealized Gain Loss
-9107.7
Base Accrued Interest
0
Local Market Value
106989.99
Local Total Cost Amount
116097.69
Local Unrealized Gain Loss
-9107.7
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 AX4344
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4344
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
910459
Shares Par Value
293205.73
Base Market Value
289655.01
Base Total Cost
313707.23
Base Unrealized Gain Loss
-24052.22
Base Accrued Interest
0
Local Market Value
289655.01
Local Total Cost Amount
313707.23
Local Unrealized Gain Loss
-24052.22
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 AX4345
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4345
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
775708
Shares Par Value
190548.34
Base Market Value
188238.89
Base Total Cost
202919.1
Base Unrealized Gain Loss
-14680.21
Base Accrued Interest
0
Local Market Value
188238.89
Local Total Cost Amount
202919.1
Local Unrealized Gain Loss
-14680.21
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 AX5745
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX5745
Security Description
3% 20 Nov 2046
Maturity Date
2046-11-20T00:00:00.000
Interest Rate
3
Original Face
286749
Shares Par Value
141359.23
Base Market Value
133461.49
Base Total Cost
135870.25
Base Unrealized Gain Loss
-2408.76
Base Accrued Interest
0
Local Market Value
133461.49
Local Total Cost Amount
135870.25
Local Unrealized Gain Loss
-2408.76
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 AX5823
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX5823
Security Description
3% 20 Dec 2046
Maturity Date
2046-12-20T00:00:00.000
Interest Rate
3
Original Face
384234
Shares Par Value
235247.70
Base Market Value
222045.60
Base Total Cost
226303.57
Base Unrealized Gain Loss
-4257.97
Base Accrued Interest
0
Local Market Value
222045.6
Local Total Cost Amount
226303.57
Local Unrealized Gain Loss
-4257.97
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 POOL AX5927
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AX5927
Security Description
4.5% 15 Feb 2047
Maturity Date
2047-02-15T00:00:00.000
Interest Rate
4.5
Original Face
1666599
Shares Par Value
591742.84
Base Market Value
620969.02
Base Total Cost
618903.82
Base Unrealized Gain Loss
2065.2
Base Accrued Interest
0
Local Market Value
620969.02
Local Total Cost Amount
618903.82
Local Unrealized Gain Loss
2065.2
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 AY2370
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AY2370
Security Description
3.5% 20 Apr 2047
Maturity Date
2047-04-20T00:00:00.000
Interest Rate
3.5
Original Face
1117656
Shares Par Value
906221.65
Base Market Value
895201.99
Base Total Cost
893815.5
Base Unrealized Gain Loss
1386.49
Base Accrued Interest
0
Local Market Value
895201.99
Local Total Cost Amount
893815.5
Local Unrealized Gain Loss
1386.49
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 AY2373
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AY2373
Security Description
3.5% 20 May 2047
Maturity Date
2047-05-20T00:00:00.000
Interest Rate
3.5
Original Face
879464
Shares Par Value
581179.44
Base Market Value
574118.11
Base Total Cost
572845.32
Base Unrealized Gain Loss
1272.79
Base Accrued Interest
0
Local Market Value
574118.11
Local Total Cost Amount
572845.32
Local Unrealized Gain Loss
1272.79
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 AY2375
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AY2375
Security Description
3.5% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
3.5
Original Face
749591
Shares Par Value
554414.23
Base Market Value
547683.64
Base Total Cost
546463.91
Base Unrealized Gain Loss
1219.73
Base Accrued Interest
0
Local Market Value
547683.64
Local Total Cost Amount
546463.91
Local Unrealized Gain Loss
1219.73
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 AY2378
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AY2378
Security Description
3.25% 20 Feb 2047
Maturity Date
2047-02-20T00:00:00.000
Interest Rate
3.25
Original Face
369376
Shares Par Value
113340.04
Base Market Value
109868.43
Base Total Cost
110178.98
Base Unrealized Gain Loss
-310.55
Base Accrued Interest
0
Local Market Value
109868.43
Local Total Cost Amount
110178.98
Local Unrealized Gain Loss
-310.55
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 AZ2367
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AZ2367
Security Description
4% 20 Apr 2047
Maturity Date
2047-04-20T00:00:00.000
Interest Rate
4
Original Face
1044948
Shares Par Value
449170.05
Base Market Value
458081.58
Base Total Cost
452700.53
Base Unrealized Gain Loss
5381.05
Base Accrued Interest
0
Local Market Value
458081.58
Local Total Cost Amount
452700.53
Local Unrealized Gain Loss
5381.05
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 AZ3073
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AZ3073
Security Description
3.5% 20 Feb 2047
Maturity Date
2047-02-20T00:00:00.000
Interest Rate
3.5
Original Face
4977841
Shares Par Value
1826603.32
Base Market Value
1790874.96
Base Total Cost
1802254.7
Base Unrealized Gain Loss
-11379.74
Base Accrued Interest
0
Local Market Value
1790874.96
Local Total Cost Amount
1802254.7
Local Unrealized Gain Loss
-11379.74
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 AZ3087
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AZ3087
Security Description
3.5% 20 Feb 2047
Maturity Date
2047-02-20T00:00:00.000
Interest Rate
3.5
Original Face
1857960
Shares Par Value
830678.53
Base Market Value
814430.46
Base Total Cost
819605.58
Base Unrealized Gain Loss
-5175.12
Base Accrued Interest
0
Local Market Value
814430.46
Local Total Cost Amount
819605.58
Local Unrealized Gain Loss
-5175.12
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 AZ3293
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AZ3293
Security Description
4% 20 Mar 2047
Maturity Date
2047-03-20T00:00:00.000
Interest Rate
4
Original Face
1610378
Shares Par Value
535766.19
Base Market Value
539602.28
Base Total Cost
541488.16
Base Unrealized Gain Loss
-1885.88
Base Accrued Interest
0
Local Market Value
539602.28
Local Total Cost Amount
541488.16
Local Unrealized Gain Loss
-1885.88
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 AZ3297
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AZ3297
Security Description
4% 20 Mar 2047
Maturity Date
2047-03-20T00:00:00.000
Interest Rate
4
Original Face
913932
Shares Par Value
452028.70
Base Market Value
455274.27
Base Total Cost
456856.36
Base Unrealized Gain Loss
-1582.09
Base Accrued Interest
0
Local Market Value
455274.27
Local Total Cost Amount
456856.36
Local Unrealized Gain Loss
-1582.09
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 AZ8788
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AZ8788
Security Description
4% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
4
Original Face
2624540
Shares Par Value
827082.97
Base Market Value
828828.12
Base Total Cost
835916.22
Base Unrealized Gain Loss
-7088.1
Base Accrued Interest
0
Local Market Value
828828.12
Local Total Cost Amount
835916.22
Local Unrealized Gain Loss
-7088.1
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 AZ9062
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AZ9062
Security Description
4% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
4
Original Face
738434
Shares Par Value
538095.64
Base Market Value
555067.18
Base Total Cost
543842.48
Base Unrealized Gain Loss
11224.7
Base Accrued Interest
0
Local Market Value
555067.18
Local Total Cost Amount
543842.48
Local Unrealized Gain Loss
11224.7
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 AZ9071
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AZ9071
Security Description
4% 20 May 2047
Maturity Date
2047-05-20T00:00:00.000
Interest Rate
4
Original Face
497991
Shares Par Value
58737.03
Base Market Value
58979.61
Base Total Cost
59364.34
Base Unrealized Gain Loss
-384.73
Base Accrued Interest
0
Local Market Value
58979.61
Local Total Cost Amount
59364.34
Local Unrealized Gain Loss
-384.73
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 AI4166
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AI4166
Security Description
4% 20 Aug 2044
Maturity Date
2044-08-20T00:00:00.000
Interest Rate
4
Original Face
90135
Shares Par Value
5919.09
Base Market Value
5942.47
Base Total Cost
6338.98
Base Unrealized Gain Loss
-396.51
Base Accrued Interest
0
Local Market Value
5942.47
Local Total Cost Amount
6338.98
Local Unrealized Gain Loss
-396.51
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 AI4167
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AI4167
Security Description
4% 20 Aug 2044
Maturity Date
2044-08-20T00:00:00.000
Interest Rate
4
Original Face
229288
Shares Par Value
43323.12
Base Market Value
44048.78
Base Total Cost
46260.97
Base Unrealized Gain Loss
-2212.19
Base Accrued Interest
0
Local Market Value
44048.78
Local Total Cost Amount
46260.97
Local Unrealized Gain Loss
-2212.19
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 AI6300
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AI6300
Security Description
4.5% 20 Jun 2044
Maturity Date
2044-06-20T00:00:00.000
Interest Rate
4.5
Original Face
990919
Shares Par Value
180346.31
Base Market Value
185484.38
Base Total Cost
194774.01
Base Unrealized Gain Loss
-9289.63
Base Accrued Interest
0
Local Market Value
185484.38
Local Total Cost Amount
194774.01
Local Unrealized Gain Loss
-9289.63
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 II POOL 605064
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 605064
Security Description
5% 20 Mar 2034
Maturity Date
2034-03-20T00:00:00.000
Interest Rate
5
Original Face
1700000
Shares Par Value
25611.96
Base Market Value
26055.56
Base Total Cost
26331.65
Base Unrealized Gain Loss
-276.09
Base Accrued Interest
0
Local Market Value
26055.56
Local Total Cost Amount
26331.65
Local Unrealized Gain Loss
-276.09
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 003511
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 003511
Security Description
4% 20 Jan 2034
Maturity Date
2034-01-20T00:00:00.000
Interest Rate
4
Original Face
550000
Shares Par Value
37339.35
Base Market Value
37598.11
Base Total Cost
40501.62
Base Unrealized Gain Loss
-2903.51
Base Accrued Interest
0
Local Market Value
37598.11
Local Total Cost Amount
40501.62
Local Unrealized Gain Loss
-2903.51
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 004369
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004369
Security Description
5% 20 Feb 2039
Maturity Date
2039-02-20T00:00:00.000
Interest Rate
5
Original Face
100000
Shares Par Value
2087.37
Base Market Value
2219.15
Base Total Cost
2280.44
Base Unrealized Gain Loss
-61.29
Base Accrued Interest
0
Local Market Value
2219.15
Local Total Cost Amount
2280.44
Local Unrealized Gain Loss
-61.29
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 004370
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004370
Security Description
5.5% 20 Feb 2039
Maturity Date
2039-02-20T00:00:00.000
Interest Rate
5.5
Original Face
4700000
Shares Par Value
101979.47
Base Market Value
110142.93
Base Total Cost
113332.65
Base Unrealized Gain Loss
-3189.72
Base Accrued Interest
0
Local Market Value
110142.93
Local Total Cost Amount
113332.65
Local Unrealized Gain Loss
-3189.72
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 II POOL 004422
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004422
Security Description
4% 20 Apr 2039
Maturity Date
2039-04-20T00:00:00.000
Interest Rate
4
Original Face
167000
Shares Par Value
8891.84
Base Market Value
9039.98
Base Total Cost
9455.9
Base Unrealized Gain Loss
-415.92
Base Accrued Interest
0
Local Market Value
9039.98
Local Total Cost Amount
9455.9
Local Unrealized Gain Loss
-415.92
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 004494
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004494
Security Description
4% 20 Jul 2039
Maturity Date
2039-07-20T00:00:00.000
Interest Rate
4
Original Face
2462154
Shares Par Value
145189.80
Base Market Value
147611.57
Base Total Cost
154717.87
Base Unrealized Gain Loss
-7106.3
Base Accrued Interest
0
Local Market Value
147611.57
Local Total Cost Amount
154717.87
Local Unrealized Gain Loss
-7106.3
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 003829
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 003829
Security Description
5% 20 Mar 2036
Maturity Date
2036-03-20T00:00:00.000
Interest Rate
5
Original Face
4913645
Shares Par Value
109453.21
Base Market Value
116309.36
Base Total Cost
119560.5
Base Unrealized Gain Loss
-3251.14
Base Accrued Interest
0
Local Market Value
116309.36
Local Total Cost Amount
119560.5
Local Unrealized Gain Loss
-3251.14
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 004180
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004180
Security Description
6.5% 20 Jul 2023
Maturity Date
2023-07-20T00:00:00.000
Interest Rate
6.5
Original Face
740000
Shares Par Value
4500.39
Base Market Value
4545.03
Base Total Cost
4782.94
Base Unrealized Gain Loss
-237.91
Base Accrued Interest
0
Local Market Value
4545.03
Local Total Cost Amount
4782.94
Local Unrealized Gain Loss
-237.91
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 004223
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004223
Security Description
6.5% 20 Aug 2038
Maturity Date
2038-08-20T00:00:00.000
Interest Rate
6.5
Original Face
9080000
Shares Par Value
166203.68
Base Market Value
183053.41
Base Total Cost
187303.76
Base Unrealized Gain Loss
-4250.35
Base Accrued Interest
0
Local Market Value
183053.41
Local Total Cost Amount
187303.76
Local Unrealized Gain Loss
-4250.35
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 004269
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004269
Security Description
6.5% 20 Oct 2038
Maturity Date
2038-10-20T00:00:00.000
Interest Rate
6.5
Original Face
4170000
Shares Par Value
67631.44
Base Market Value
74533.23
Base Total Cost
76275.59
Base Unrealized Gain Loss
-1742.36
Base Accrued Interest
0
Local Market Value
74533.23
Local Total Cost Amount
76275.59
Local Unrealized Gain Loss
-1742.36
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
NYC Data AI • Public-data exploration interface