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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: GS MORTGAGE SECURITIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE SECURITIES TRUST
Security Description
1% 10 Sep 2047
Maturity Date
2047-09-10T00:00:00.000
Interest Rate
4.644134
Original Face
180000
Shares Par Value
180000.00
Base Market Value
170606.59
Base Total Cost
179014.37
Base Unrealized Gain Loss
-8407.78
Base Accrued Interest
0
Local Market Value
170606.59
Local Total Cost Amount
179014.37
Local Unrealized Gain Loss
-8407.78
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
A2
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: GSK FINANCE NO 3 PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GSK FINANCE NO 3 PLC
Security Description
0.01% 22 Jun 2023
Maturity Date
2023-06-22T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
14855000.00
Base Market Value
14186525.00
Base Total Cost
15129245.34
Base Unrealized Gain Loss
-942720.34
Base Accrued Interest
0
Local Market Value
14186525
Local Total Cost Amount
15129245.34
Local Unrealized Gain Loss
-942720.34
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Moody S Quality Rating
A2
S And P Quality Rating
A
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: GYP HOLDINGS III CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GYP HOLDINGS III CORP
Security Description
4.625% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
685000.00
Base Market Value
534115.05
Base Total Cost
685000
Base Unrealized Gain Loss
-150884.95
Base Accrued Interest
5280.21
Local Market Value
534115.05
Local Total Cost Amount
685000
Local Unrealized Gain Loss
-150884.95
Local Accrued Interest
5280.21
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
B2
S And P Quality Rating
B
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: GPS HOSPITALITY HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GPS HOSPITALITY HOLDING
Security Description
7% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
425000.00
Base Market Value
291095.25
Base Total Cost
425000
Base Unrealized Gain Loss
-133904.75
Base Accrued Interest
25865.97
Local Market Value
291095.25
Local Total Cost Amount
425000
Local Unrealized Gain Loss
-133904.75
Local Accrued Interest
25865.97
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
Caa1
S And P Quality Rating
B-
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: GXO LOGISTICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GXO LOGISTICS INC
Security Description
2.65% 15 Jul 2031
Maturity Date
2031-07-15T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
525000.00
Base Market Value
414177.75
Base Total Cost
422819.25
Base Unrealized Gain Loss
-8641.5
Base Accrued Interest
6415.21
Local Market Value
414177.75
Local Total Cost Amount
422819.25
Local Unrealized Gain Loss
-8641.5
Local Accrued Interest
6415.21
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
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 BACKED SECURITIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE BACKED SECURITIES
Security Description
1% 25 Feb 2052
Maturity Date
2052-02-25T00:00:00.000
Interest Rate
2.5
Original Face
2600000
Shares Par Value
2367234.71
Base Market Value
2022598.48
Base Total Cost
2416798.68
Base Unrealized Gain Loss
-394200.2
Base Accrued Interest
0
Local Market Value
2022598.48
Local Total Cost Amount
2416798.68
Local Unrealized Gain Loss
-394200.2
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: GS MORTGAGE SECURITIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE SECURITIES TRUST
Security Description
1% 15 Nov 2037
Maturity Date
2037-11-15T00:00:00.000
Interest Rate
3.324
Original Face
11000000
Shares Par Value
11000000.00
Base Market Value
10893617.90
Base Total Cost
11000000
Base Unrealized Gain Loss
-106382.1
Base Accrued Interest
16250.67
Local Market Value
10893617.9
Local Total Cost Amount
11000000
Local Unrealized Gain Loss
-106382.1
Local Accrued Interest
16250.67
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: GS MORTGAGE BACKED SECURITIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE BACKED SECURITIES
Security Description
1% 25 Dec 2051
Maturity Date
2051-12-25T00:00:00.000
Interest Rate
2.5
Original Face
870000
Shares Par Value
770736.88
Base Market Value
707121.57
Base Total Cost
791691.29
Base Unrealized Gain Loss
-84569.72
Base Accrued Interest
0
Local Market Value
707121.57
Local Total Cost Amount
791691.29
Local Unrealized Gain Loss
-84569.72
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: GSK CONSUMER HEALTHCARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GSK CONSUMER HEALTHCARE
Security Description
3.375% 24 Mar 2029
Maturity Date
2029-03-24T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
403000.00
Base Market Value
377014.56
Base Total Cost
400070.19
Base Unrealized Gain Loss
-23055.63
Base Accrued Interest
3664.78
Local Market Value
377014.56
Local Total Cost Amount
400070.19
Local Unrealized Gain Loss
-23055.63
Local Accrued Interest
3664.78
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
Baa1
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: GS MORTGAGE SECURITIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE SECURITIES TRUST
Security Description
1% 15 Dec 2036
Maturity Date
2036-12-15T00:00:00.000
Interest Rate
2.274
Original Face
7270000
Shares Par Value
7270000.00
Base Market Value
6983072.00
Base Total Cost
7270000
Base Unrealized Gain Loss
-286928
Base Accrued Interest
7347.54
Local Market Value
6983072
Local Total Cost Amount
7270000
Local Unrealized Gain Loss
-286928
Local Accrued Interest
7347.54
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
S And P 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: GS MORTGAGE SECURITIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE SECURITIES TRUST
Security Description
1% 15 Nov 2036
Maturity Date
2036-11-15T00:00:00.000
Interest Rate
2.21
Original Face
8570000
Shares Par Value
8570000.00
Base Market Value
8231838.08
Base Total Cost
8542951.37
Base Unrealized Gain Loss
-311113.29
Base Accrued Interest
8417.64
Local Market Value
8231838.08
Local Total Cost Amount
8542951.37
Local Unrealized Gain Loss
-311113.29
Local Accrued Interest
8417.64
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
S And P 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: GS MORTGAGE BACKED SECURITIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE BACKED SECURITIES
Security Description
1% 25 Jul 2052
Maturity Date
2052-07-25T00:00:00.000
Interest Rate
2.5
Original Face
8300000
Shares Par Value
7891714.32
Base Market Value
6742791.20
Base Total Cost
7613038.16
Base Unrealized Gain Loss
-870246.96
Base Accrued Interest
0
Local Market Value
6742791.2
Local Total Cost Amount
7613038.16
Local Unrealized Gain Loss
-870246.96
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: GS MORTGAGE BACKED SECURITIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE BACKED SECURITIES
Security Description
1% 26 Aug 2052
Maturity Date
2052-08-26T00:00:00.000
Interest Rate
3
Original Face
34500000
Shares Par Value
33741185.24
Base Market Value
30038879.70
Base Total Cost
32143751.01
Base Unrealized Gain Loss
-2104871.31
Base Accrued Interest
0
Local Market Value
30038879.7
Local Total Cost Amount
32143751.01
Local Unrealized Gain Loss
-2104871.31
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: GS MORTGAGE BACKED SECURITIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE BACKED SECURITIES
Security Description
1% 25 Jun 2052
Maturity Date
2052-06-25T00:00:00.000
Interest Rate
2.5
Original Face
1700000
Shares Par Value
1629616.81
Base Market Value
1388084.78
Base Total Cost
1542024.92
Base Unrealized Gain Loss
-153940.14
Base Accrued Interest
0
Local Market Value
1388084.78
Local Total Cost Amount
1542024.92
Local Unrealized Gain Loss
-153940.14
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 POOL 614942
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 614942
Security Description
5% 15 Jul 2033
Maturity Date
2033-07-15T00:00:00.000
Interest Rate
5
Original Face
1250494
Shares Par Value
110503.69
Base Market Value
114985.72
Base Total Cost
122192.88
Base Unrealized Gain Loss
-7207.16
Base Accrued Interest
0
Local Market Value
114985.72
Local Total Cost Amount
122192.88
Local Unrealized Gain Loss
-7207.16
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 POOL 617213
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 617213
Security Description
6% 15 Sep 2036
Maturity Date
2036-09-15T00:00:00.000
Interest Rate
6
Original Face
570000
Shares Par Value
20605.12
Base Market Value
21740.05
Base Total Cost
22197.87
Base Unrealized Gain Loss
-457.82
Base Accrued Interest
0
Local Market Value
21740.05
Local Total Cost Amount
22197.87
Local Unrealized Gain Loss
-457.82
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 POOL 617565
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 617565
Security Description
6% 15 Jun 2037
Maturity Date
2037-06-15T00:00:00.000
Interest Rate
6
Original Face
190000
Shares Par Value
5500.30
Base Market Value
5897.20
Base Total Cost
5961.1
Base Unrealized Gain Loss
-63.9
Base Accrued Interest
0
Local Market Value
5897.2
Local Total Cost Amount
5961.1
Local Unrealized Gain Loss
-63.9
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 POOL 617788
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 617788
Security Description
6% 15 Nov 2037
Maturity Date
2037-11-15T00:00:00.000
Interest Rate
6
Original Face
759000
Shares Par Value
16285.49
Base Market Value
17811.28
Base Total Cost
17543.05
Base Unrealized Gain Loss
268.23
Base Accrued Interest
0
Local Market Value
17811.28
Local Total Cost Amount
17543.05
Local Unrealized Gain Loss
268.23
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 POOL 635987
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 635987
Security Description
5% 15 Dec 2034
Maturity Date
2034-12-15T00:00:00.000
Interest Rate
5
Original Face
3314134
Shares Par Value
185817.76
Base Market Value
193824.65
Base Total Cost
205473.81
Base Unrealized Gain Loss
-11649.16
Base Accrued Interest
0
Local Market Value
193824.65
Local Total Cost Amount
205473.81
Local Unrealized Gain Loss
-11649.16
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 POOL 638697
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 638697
Security Description
5.5% 15 Oct 2036
Maturity Date
2036-10-15T00:00:00.000
Interest Rate
5.5
Original Face
272176
Shares Par Value
11716.50
Base Market Value
12246.91
Base Total Cost
12496.58
Base Unrealized Gain Loss
-249.67
Base Accrued Interest
0
Local Market Value
12246.91
Local Total Cost Amount
12496.58
Local Unrealized Gain Loss
-249.67
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 647070
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 647070
Security Description
5.5% 20 Jul 2035
Maturity Date
2035-07-20T00:00:00.000
Interest Rate
5.5
Original Face
110000
Shares Par Value
22023.40
Base Market Value
22897.07
Base Total Cost
23979.53
Base Unrealized Gain Loss
-1082.46
Base Accrued Interest
0
Local Market Value
22897.07
Local Total Cost Amount
23979.53
Local Unrealized Gain Loss
-1082.46
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 POOL 650463
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 650463
Security Description
5% 15 Nov 2035
Maturity Date
2035-11-15T00:00:00.000
Interest Rate
5
Original Face
182732
Shares Par Value
6040.61
Base Market Value
6260.91
Base Total Cost
6679.59
Base Unrealized Gain Loss
-418.68
Base Accrued Interest
0
Local Market Value
6260.91
Local Total Cost Amount
6679.59
Local Unrealized Gain Loss
-418.68
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 POOL 651871
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 651871
Security Description
6.5% 15 Oct 2036
Maturity Date
2036-10-15T00:00:00.000
Interest Rate
6.5
Original Face
1134372
Shares Par Value
13854.61
Base Market Value
14551.08
Base Total Cost
15759.51
Base Unrealized Gain Loss
-1208.43
Base Accrued Interest
0
Local Market Value
14551.08
Local Total Cost Amount
15759.51
Local Unrealized Gain Loss
-1208.43
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 POOL 658556
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 658556
Security Description
6.5% 15 Aug 2036
Maturity Date
2036-08-15T00:00:00.000
Interest Rate
6.5
Original Face
598381
Shares Par Value
19473.69
Base Market Value
20452.63
Base Total Cost
21937.23
Base Unrealized Gain Loss
-1484.6
Base Accrued Interest
0
Local Market Value
20452.63
Local Total Cost Amount
21937.23
Local Unrealized Gain Loss
-1484.6
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 POOL 669977
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 669977
Security Description
3% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
3
Original Face
500000
Shares Par Value
131342.76
Base Market Value
124709.95
Base Total Cost
126050.97
Base Unrealized Gain Loss
-1341.02
Base Accrued Interest
0
Local Market Value
124709.95
Local Total Cost Amount
126050.97
Local Unrealized Gain Loss
-1341.02
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 POOL 669978
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 669978
Security Description
3% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
3
Original Face
211880
Shares Par Value
45015.34
Base Market Value
42735.31
Base Total Cost
43313.75
Base Unrealized Gain Loss
-578.44
Base Accrued Interest
0
Local Market Value
42735.31
Local Total Cost Amount
43313.75
Local Unrealized Gain Loss
-578.44
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 POOL 669979
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 669979
Security Description
3% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
3
Original Face
512833
Shares Par Value
130544.22
Base Market Value
123930.85
Base Total Cost
125275.45
Base Unrealized Gain Loss
-1344.6
Base Accrued Interest
0
Local Market Value
123930.85
Local Total Cost Amount
125275.45
Local Unrealized Gain Loss
-1344.6
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 POOL 675312
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 675312
Security Description
5.5% 15 Apr 2038
Maturity Date
2038-04-15T00:00:00.000
Interest Rate
5.5
Original Face
500000
Shares Par Value
19013.47
Base Market Value
20664.79
Base Total Cost
20328.26
Base Unrealized Gain Loss
336.53
Base Accrued Interest
0
Local Market Value
20664.79
Local Total Cost Amount
20328.26
Local Unrealized Gain Loss
336.53
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 POOL 677100
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 677100
Security Description
5.5% 15 Jul 2038
Maturity Date
2038-07-15T00:00:00.000
Interest Rate
5.5
Original Face
7700000
Shares Par Value
181738.71
Base Market Value
197553.61
Base Total Cost
203873.92
Base Unrealized Gain Loss
-6320.31
Base Accrued Interest
0
Local Market Value
197553.61
Local Total Cost Amount
203873.92
Local Unrealized Gain Loss
-6320.31
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 POOL 677108
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 677108
Security Description
6.5% 15 Jul 2038
Maturity Date
2038-07-15T00:00:00.000
Interest Rate
6.5
Original Face
20286976
Shares Par Value
81988.39
Base Market Value
86109.95
Base Total Cost
91903.88
Base Unrealized Gain Loss
-5793.93
Base Accrued Interest
0
Local Market Value
86109.95
Local Total Cost Amount
91903.88
Local Unrealized Gain Loss
-5793.93
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 POOL 677135
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 677135
Security Description
5% 15 Jun 2040
Maturity Date
2040-06-15T00:00:00.000
Interest Rate
5
Original Face
6268275
Shares Par Value
197587.00
Base Market Value
208728.93
Base Total Cost
214948.26
Base Unrealized Gain Loss
-6219.33
Base Accrued Interest
0
Local Market Value
208728.93
Local Total Cost Amount
214948.26
Local Unrealized Gain Loss
-6219.33
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 POOL 677232
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 677232
Security Description
6.5% 15 Aug 2038
Maturity Date
2038-08-15T00:00:00.000
Interest Rate
6.5
Original Face
25083428
Shares Par Value
197199.64
Base Market Value
210417.93
Base Total Cost
221048.47
Base Unrealized Gain Loss
-10630.54
Base Accrued Interest
0
Local Market Value
210417.93
Local Total Cost Amount
221048.47
Local Unrealized Gain Loss
-10630.54
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 POOL 677309
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 677309
Security Description
6.5% 15 Sep 2038
Maturity Date
2038-09-15T00:00:00.000
Interest Rate
6.5
Original Face
2074498
Shares Par Value
33587.93
Base Market Value
35563.91
Base Total Cost
37510.24
Base Unrealized Gain Loss
-1946.33
Base Accrued Interest
0
Local Market Value
35563.91
Local Total Cost Amount
37510.24
Local Unrealized Gain Loss
-1946.33
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 POOL 678635
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 678635
Security Description
4.5% 15 Jul 2039
Maturity Date
2039-07-15T00:00:00.000
Interest Rate
4.5
Original Face
1848699
Shares Par Value
752663.74
Base Market Value
786879.83
Base Total Cost
758984.94
Base Unrealized Gain Loss
27894.89
Base Accrued Interest
0
Local Market Value
786879.83
Local Total Cost Amount
758984.94
Local Unrealized Gain Loss
27894.89
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 POOL 687724
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 687724
Security Description
6% 15 Jul 2038
Maturity Date
2038-07-15T00:00:00.000
Interest Rate
6
Original Face
160000
Shares Par Value
7235.30
Base Market Value
7931.99
Base Total Cost
7795.46
Base Unrealized Gain Loss
136.53
Base Accrued Interest
0
Local Market Value
7931.99
Local Total Cost Amount
7795.46
Local Unrealized Gain Loss
136.53
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 POOL 687831
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 687831
Security Description
6% 15 Aug 2038
Maturity Date
2038-08-15T00:00:00.000
Interest Rate
6
Original Face
140000
Shares Par Value
5926.01
Base Market Value
6528.15
Base Total Cost
6383.61
Base Unrealized Gain Loss
144.54
Base Accrued Interest
0
Local Market Value
6528.15
Local Total Cost Amount
6383.61
Local Unrealized Gain Loss
144.54
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 POOL 688111
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 688111
Security Description
6% 15 Dec 2038
Maturity Date
2038-12-15T00:00:00.000
Interest Rate
6
Original Face
1358000
Shares Par Value
19615.24
Base Market Value
21537.34
Base Total Cost
21129.94
Base Unrealized Gain Loss
407.4
Base Accrued Interest
0
Local Market Value
21537.34
Local Total Cost Amount
21129.94
Local Unrealized Gain Loss
407.4
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 POOL 688086
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 688086
Security Description
6.5% 15 Nov 2038
Maturity Date
2038-11-15T00:00:00.000
Interest Rate
6.5
Original Face
400000
Shares Par Value
21990.74
Base Market Value
24409.50
Base Total Cost
24862.96
Base Unrealized Gain Loss
-453.46
Base Accrued Interest
0
Local Market Value
24409.5
Local Total Cost Amount
24862.96
Local Unrealized Gain Loss
-453.46
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 POOL 688160
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 688160
Security Description
6.5% 15 Dec 2038
Maturity Date
2038-12-15T00:00:00.000
Interest Rate
6.5
Original Face
8600000
Shares Par Value
81438.39
Base Market Value
88374.50
Base Total Cost
92089.02
Base Unrealized Gain Loss
-3714.52
Base Accrued Interest
0
Local Market Value
88374.5
Local Total Cost Amount
92089.02
Local Unrealized Gain Loss
-3714.52
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 POOL 688164
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 688164
Security Description
6% 15 Dec 2038
Maturity Date
2038-12-15T00:00:00.000
Interest Rate
6
Original Face
666667
Shares Par Value
30206.25
Base Market Value
32688.00
Base Total Cost
32538.77
Base Unrealized Gain Loss
149.23
Base Accrued Interest
0
Local Market Value
32688
Local Total Cost Amount
32538.77
Local Unrealized Gain Loss
149.23
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 POOL 689462
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 689462
Security Description
6.5% 15 Jul 2038
Maturity Date
2038-07-15T00:00:00.000
Interest Rate
6.5
Original Face
2508179
Shares Par Value
122355.37
Base Market Value
128506.17
Base Total Cost
150964.75
Base Unrealized Gain Loss
-22458.58
Base Accrued Interest
0
Local Market Value
128506.17
Local Total Cost Amount
150964.75
Local Unrealized Gain Loss
-22458.58
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 POOL 693622
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 693622
Security Description
6.5% 15 Jul 2038
Maturity Date
2038-07-15T00:00:00.000
Interest Rate
6.5
Original Face
528768
Shares Par Value
8840.20
Base Market Value
9284.60
Base Total Cost
9958.95
Base Unrealized Gain Loss
-674.35
Base Accrued Interest
0
Local Market Value
9284.6
Local Total Cost Amount
9958.95
Local Unrealized Gain Loss
-674.35
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 POOL 693633
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 693633
Security Description
6.5% 15 Jul 2038
Maturity Date
2038-07-15T00:00:00.000
Interest Rate
6.5
Original Face
986170
Shares Par Value
13337.62
Base Market Value
14008.10
Base Total Cost
14775.2
Base Unrealized Gain Loss
-767.1
Base Accrued Interest
0
Local Market Value
14008.1
Local Total Cost Amount
14775.2
Local Unrealized Gain Loss
-767.1
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 POOL 697656
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 697656
Security Description
6.5% 15 Oct 2038
Maturity Date
2038-10-15T00:00:00.000
Interest Rate
6.5
Original Face
13520174
Shares Par Value
34522.01
Base Market Value
37023.82
Base Total Cost
38891.19
Base Unrealized Gain Loss
-1867.37
Base Accrued Interest
0
Local Market Value
37023.82
Local Total Cost Amount
38891.19
Local Unrealized Gain Loss
-1867.37
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 POOL 698038
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 698038
Security Description
6.5% 15 Jan 2039
Maturity Date
2039-01-15T00:00:00.000
Interest Rate
6.5
Original Face
801015
Shares Par Value
5400.20
Base Market Value
5746.68
Base Total Cost
6082.89
Base Unrealized Gain Loss
-336.21
Base Accrued Interest
0
Local Market Value
5746.68
Local Total Cost Amount
6082.89
Local Unrealized Gain Loss
-336.21
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 POOL 698329
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 698329
Security Description
4.5% 15 May 2039
Maturity Date
2039-05-15T00:00:00.000
Interest Rate
4.5
Original Face
869956
Shares Par Value
44836.03
Base Market Value
46775.64
Base Total Cost
46878.3
Base Unrealized Gain Loss
-102.66
Base Accrued Interest
0
Local Market Value
46775.64
Local Total Cost Amount
46878.3
Local Unrealized Gain Loss
-102.66
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 POOL 698308
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 698308
Security Description
4.5% 15 May 2039
Maturity Date
2039-05-15T00:00:00.000
Interest Rate
4.5
Original Face
3410656
Shares Par Value
181043.21
Base Market Value
186574.08
Base Total Cost
189289.71
Base Unrealized Gain Loss
-2715.63
Base Accrued Interest
0
Local Market Value
186574.08
Local Total Cost Amount
189289.71
Local Unrealized Gain Loss
-2715.63
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 POOL 700739
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 700739
Security Description
5.5% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
5.5
Original Face
1300000
Shares Par Value
3998.44
Base Market Value
4023.95
Base Total Cost
4138.74
Base Unrealized Gain Loss
-114.79
Base Accrued Interest
0
Local Market Value
4023.95
Local Total Cost Amount
4138.74
Local Unrealized Gain Loss
-114.79
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 POOL 701582
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 701582
Security Description
5.5% 15 Jan 2039
Maturity Date
2039-01-15T00:00:00.000
Interest Rate
5.5
Original Face
160963
Shares Par Value
10566.42
Base Market Value
11567.69
Base Total Cost
11262.23
Base Unrealized Gain Loss
305.46
Base Accrued Interest
0
Local Market Value
11567.69
Local Total Cost Amount
11262.23
Local Unrealized Gain Loss
305.46
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 POOL 701667
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 701667
Security Description
5.5% 15 Feb 2039
Maturity Date
2039-02-15T00:00:00.000
Interest Rate
5.5
Original Face
1402896
Shares Par Value
63850.85
Base Market Value
68591.14
Base Total Cost
69509.98
Base Unrealized Gain Loss
-918.84
Base Accrued Interest
0
Local Market Value
68591.14
Local Total Cost Amount
69509.98
Local Unrealized Gain Loss
-918.84
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
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