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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: GFL ENVIRONMENTAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GFL ENVIRONMENTAL INC
Security Description
4.75% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1645000.00
Base Market Value
1361237.50
Base Total Cost
1645000
Base Unrealized Gain Loss
-283762.5
Base Accrued Interest
3472.78
Local Market Value
1361237.5
Local Total Cost Amount
1645000
Local Unrealized Gain Loss
-283762.5
Local Accrued Interest
3472.78
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B3
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: GFL ENVIRONMENTAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GFL ENVIRONMENTAL INC
Security Description
4.75% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
677000.00
Base Market Value
560217.50
Base Total Cost
684616.26
Base Unrealized Gain Loss
-124398.76
Base Accrued Interest
1429.22
Local Market Value
560217.5
Local Total Cost Amount
684616.26
Local Unrealized Gain Loss
-124398.76
Local Accrued Interest
1429.22
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B3
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: GFL ENVIRONMENTAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GFL ENVIRONMENTAL INC
Security Description
4.75% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1949000.00
Base Market Value
1612797.50
Base Total Cost
1969800
Base Unrealized Gain Loss
-357002.5
Base Accrued Interest
4114.55
Local Market Value
1612797.5
Local Total Cost Amount
1969800
Local Unrealized Gain Loss
-357002.5
Local Accrued Interest
4114.55
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B3
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: GFL ENVIRONMENTAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GFL ENVIRONMENTAL INC
Security Description
4.375% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
705000.00
Base Market Value
567525.00
Base Total Cost
705000
Base Unrealized Gain Loss
-137475
Base Accrued Interest
11652.08
Local Market Value
567525
Local Total Cost Amount
705000
Local Unrealized Gain Loss
-137475
Local Accrued Interest
11652.08
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
B3
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: GFL ENVIRONMENTAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GFL ENVIRONMENTAL INC
Security Description
4.375% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
425000.00
Base Market Value
342125.00
Base Total Cost
425000
Base Unrealized Gain Loss
-82875
Base Accrued Interest
7024.29
Local Market Value
342125
Local Total Cost Amount
425000
Local Unrealized Gain Loss
-82875
Local Accrued Interest
7024.29
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
B3
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: GFL ENVIRONMENTAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GFL ENVIRONMENTAL INC
Security Description
4.375% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
823000.00
Base Market Value
662515.00
Base Total Cost
801983.95
Base Unrealized Gain Loss
-139468.95
Base Accrued Interest
13602.33
Local Market Value
662515
Local Total Cost Amount
801983.95
Local Unrealized Gain Loss
-139468.95
Local Accrued Interest
13602.33
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
B3
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: GNMA POOL 762838
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 762838
Security Description
4% 15 Mar 2041
Maturity Date
2041-03-15T00:00:00.000
Interest Rate
4
Original Face
4228625
Shares Par Value
242589.32
Base Market Value
248493.94
Base Total Cost
258926.2
Base Unrealized Gain Loss
-10432.26
Base Accrued Interest
0
Local Market Value
248493.94
Local Total Cost Amount
258926.2
Local Unrealized Gain Loss
-10432.26
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 767128
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 767128
Security Description
4% 15 Jun 2044
Maturity Date
2044-06-15T00:00:00.000
Interest Rate
4
Original Face
330000
Shares Par Value
152717.23
Base Market Value
156486.29
Base Total Cost
171047.88
Base Unrealized Gain Loss
-14561.59
Base Accrued Interest
0
Local Market Value
156486.29
Local Total Cost Amount
171047.88
Local Unrealized Gain Loss
-14561.59
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 768777
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 768777
Security Description
4.5% 15 Jun 2041
Maturity Date
2041-06-15T00:00:00.000
Interest Rate
4.5
Original Face
1529580
Shares Par Value
203728.74
Base Market Value
216066.55
Base Total Cost
213456.79
Base Unrealized Gain Loss
2609.76
Base Accrued Interest
0
Local Market Value
216066.55
Local Total Cost Amount
213456.79
Local Unrealized Gain Loss
2609.76
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 770405
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 770405
Security Description
4.5% 15 Jun 2041
Maturity Date
2041-06-15T00:00:00.000
Interest Rate
4.5
Original Face
6000000
Shares Par Value
986637.12
Base Market Value
1038208.64
Base Total Cost
1033749.04
Base Unrealized Gain Loss
4459.6
Base Accrued Interest
0
Local Market Value
1038208.64
Local Total Cost Amount
1033749.04
Local Unrealized Gain Loss
4459.6
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 777553
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 777553
Security Description
3.5% 15 Dec 2044
Maturity Date
2044-12-15T00:00:00.000
Interest Rate
3.5
Original Face
100000
Shares Par Value
72934.94
Base Market Value
72868.57
Base Total Cost
80770.33
Base Unrealized Gain Loss
-7901.76
Base Accrued Interest
0
Local Market Value
72868.57
Local Total Cost Amount
80770.33
Local Unrealized Gain Loss
-7901.76
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 777597
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 777597
Security Description
3.5% 15 Apr 2045
Maturity Date
2045-04-15T00:00:00.000
Interest Rate
3.5
Original Face
225000
Shares Par Value
141922.73
Base Market Value
141617.60
Base Total Cost
157145.37
Base Unrealized Gain Loss
-15527.77
Base Accrued Interest
0
Local Market Value
141617.6
Local Total Cost Amount
157145.37
Local Unrealized Gain Loss
-15527.77
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 AB1627
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AB1627
Security Description
3.5% 15 Sep 2042
Maturity Date
2042-09-15T00:00:00.000
Interest Rate
3.5
Original Face
1100000
Shares Par Value
140555.13
Base Market Value
140254.34
Base Total Cost
152941.57
Base Unrealized Gain Loss
-12687.23
Base Accrued Interest
0
Local Market Value
140254.34
Local Total Cost Amount
152941.57
Local Unrealized Gain Loss
-12687.23
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 AB1647
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AB1647
Security Description
3.5% 15 Sep 2042
Maturity Date
2042-09-15T00:00:00.000
Interest Rate
3.5
Original Face
700000
Shares Par Value
90758.66
Base Market Value
90676.07
Base Total Cost
98756.78
Base Unrealized Gain Loss
-8080.71
Base Accrued Interest
0
Local Market Value
90676.07
Local Total Cost Amount
98756.78
Local Unrealized Gain Loss
-8080.71
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 MA0844
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0844
Security Description
3% 20 Mar 2043
Maturity Date
2043-03-20T00:00:00.000
Interest Rate
3
Original Face
2680165
Shares Par Value
261070.56
Base Market Value
245226.19
Base Total Cost
271105.45
Base Unrealized Gain Loss
-25879.26
Base Accrued Interest
0
Local Market Value
245226.19
Local Total Cost Amount
271105.45
Local Unrealized Gain Loss
-25879.26
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 MA0025
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0025
Security Description
5% 20 Apr 2042
Maturity Date
2042-04-20T00:00:00.000
Interest Rate
5
Original Face
27895475
Shares Par Value
1329854.01
Base Market Value
1413874.19
Base Total Cost
1449956.98
Base Unrealized Gain Loss
-36082.79
Base Accrued Interest
0
Local Market Value
1413874.19
Local Total Cost Amount
1449956.98
Local Unrealized Gain Loss
-36082.79
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 MA0023
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0023
Security Description
4% 20 Apr 2042
Maturity Date
2042-04-20T00:00:00.000
Interest Rate
4
Original Face
2307000
Shares Par Value
182659.42
Base Market Value
185700.70
Base Total Cost
194075.66
Base Unrealized Gain Loss
-8374.96
Base Accrued Interest
0
Local Market Value
185700.7
Local Total Cost Amount
194075.66
Local Unrealized Gain Loss
-8374.96
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 MA0312
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0312
Security Description
3.5% 20 Aug 2042
Maturity Date
2042-08-20T00:00:00.000
Interest Rate
3.5
Original Face
1058389
Shares Par Value
63613.44
Base Market Value
61438.50
Base Total Cost
66396.53
Base Unrealized Gain Loss
-4958.03
Base Accrued Interest
0
Local Market Value
61438.5
Local Total Cost Amount
66396.53
Local Unrealized Gain Loss
-4958.03
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 MA0534
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0534
Security Description
3.5% 20 Nov 2042
Maturity Date
2042-11-20T00:00:00.000
Interest Rate
3.5
Original Face
4550000
Shares Par Value
598146.69
Base Market Value
587350.14
Base Total Cost
653475.25
Base Unrealized Gain Loss
-66125.11
Base Accrued Interest
0
Local Market Value
587350.14
Local Total Cost Amount
653475.25
Local Unrealized Gain Loss
-66125.11
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 MA0934
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0934
Security Description
3.5% 20 Apr 2043
Maturity Date
2043-04-20T00:00:00.000
Interest Rate
3.5
Original Face
4125625
Shares Par Value
565001.17
Base Market Value
560933.16
Base Total Cost
574081.58
Base Unrealized Gain Loss
-13148.42
Base Accrued Interest
0
Local Market Value
560933.16
Local Total Cost Amount
574081.58
Local Unrealized Gain Loss
-13148.42
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA1004
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1004
Security Description
3% 20 May 2043
Maturity Date
2043-05-20T00:00:00.000
Interest Rate
3
Original Face
551727
Shares Par Value
53771.39
Base Market Value
50511.23
Base Total Cost
55838.22
Base Unrealized Gain Loss
-5326.99
Base Accrued Interest
0
Local Market Value
50511.23
Local Total Cost Amount
55838.22
Local Unrealized Gain Loss
-5326.99
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 MA1012
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1012
Security Description
3.5% 20 May 2043
Maturity Date
2043-05-20T00:00:00.000
Interest Rate
3.5
Original Face
1795000
Shares Par Value
273491.10
Base Market Value
271543.84
Base Total Cost
277037.94
Base Unrealized Gain Loss
-5494.1
Base Accrued Interest
0
Local Market Value
271543.84
Local Total Cost Amount
277037.94
Local Unrealized Gain Loss
-5494.1
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 MA1157
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1157
Security Description
3.5% 20 Jul 2043
Maturity Date
2043-07-20T00:00:00.000
Interest Rate
3.5
Original Face
227000
Shares Par Value
34433.48
Base Market Value
34185.21
Base Total Cost
34880.02
Base Unrealized Gain Loss
-694.81
Base Accrued Interest
0
Local Market Value
34185.21
Local Total Cost Amount
34880.02
Local Unrealized Gain Loss
-694.81
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 MA1157
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1157
Security Description
3.5% 20 Jul 2043
Maturity Date
2043-07-20T00:00:00.000
Interest Rate
3.5
Original Face
2525000
Shares Par Value
383015.56
Base Market Value
380254.02
Base Total Cost
418444.52
Base Unrealized Gain Loss
-38190.5
Base Accrued Interest
0
Local Market Value
380254.02
Local Total Cost Amount
418444.52
Local Unrealized Gain Loss
-38190.5
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 MA1158
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1158
Security Description
4% 20 Jul 2043
Maturity Date
2043-07-20T00:00:00.000
Interest Rate
4
Original Face
343373
Shares Par Value
44332.88
Base Market Value
45041.76
Base Total Cost
47283.8
Base Unrealized Gain Loss
-2242.04
Base Accrued Interest
0
Local Market Value
45041.76
Local Total Cost Amount
47283.8
Local Unrealized Gain Loss
-2242.04
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA1376
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1376
Security Description
4% 20 Oct 2043
Maturity Date
2043-10-20T00:00:00.000
Interest Rate
4
Original Face
4885000
Shares Par Value
409415.76
Base Market Value
412719.75
Base Total Cost
449415.67
Base Unrealized Gain Loss
-36695.92
Base Accrued Interest
0
Local Market Value
412719.75
Local Total Cost Amount
449415.67
Local Unrealized Gain Loss
-36695.92
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 MA1449
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1449
Security Description
4% 20 Nov 2043
Maturity Date
2043-11-20T00:00:00.000
Interest Rate
4
Original Face
1250000
Shares Par Value
107023.24
Base Market Value
107886.92
Base Total Cost
117385.23
Base Unrealized Gain Loss
-9498.31
Base Accrued Interest
0
Local Market Value
107886.92
Local Total Cost Amount
117385.23
Local Unrealized Gain Loss
-9498.31
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA1601
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1601
Security Description
4% 20 Jan 2044
Maturity Date
2044-01-20T00:00:00.000
Interest Rate
4
Original Face
5486000
Shares Par Value
491752.42
Base Market Value
495720.86
Base Total Cost
520220.29
Base Unrealized Gain Loss
-24499.43
Base Accrued Interest
0
Local Market Value
495720.86
Local Total Cost Amount
520220.29
Local Unrealized Gain Loss
-24499.43
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA2601
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2601
Security Description
3.5% 20 Feb 2045
Maturity Date
2045-02-20T00:00:00.000
Interest Rate
3.5
Original Face
1500000
Shares Par Value
166600.77
Base Market Value
164854.79
Base Total Cost
177686.38
Base Unrealized Gain Loss
-12831.59
Base Accrued Interest
0
Local Market Value
164854.79
Local Total Cost Amount
177686.38
Local Unrealized Gain Loss
-12831.59
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA2678
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2678
Security Description
3.5% 20 Mar 2045
Maturity Date
2045-03-20T00:00:00.000
Interest Rate
3.5
Original Face
864000
Shares Par Value
99855.12
Base Market Value
98726.76
Base Total Cost
104660.64
Base Unrealized Gain Loss
-5933.88
Base Accrued Interest
0
Local Market Value
98726.76
Local Total Cost Amount
104660.64
Local Unrealized Gain Loss
-5933.88
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 MA2679
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2679
Security Description
4% 20 Mar 2045
Maturity Date
2045-03-20T00:00:00.000
Interest Rate
4
Original Face
1700000
Shares Par Value
249021.02
Base Market Value
251030.62
Base Total Cost
271803.94
Base Unrealized Gain Loss
-20773.32
Base Accrued Interest
0
Local Market Value
251030.62
Local Total Cost Amount
271803.94
Local Unrealized Gain Loss
-20773.32
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 MA2000
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2000
Security Description
6% 20 Jun 2044
Maturity Date
2044-06-20T00:00:00.000
Interest Rate
6
Original Face
2217430
Shares Par Value
236775.45
Base Market Value
258987.35
Base Total Cost
257831.9
Base Unrealized Gain Loss
1155.45
Base Accrued Interest
0
Local Market Value
258987.35
Local Total Cost Amount
257831.9
Local Unrealized Gain Loss
1155.45
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 MA2074
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2074
Security Description
4% 20 Jul 2044
Maturity Date
2044-07-20T00:00:00.000
Interest Rate
4
Original Face
1800000
Shares Par Value
169969.50
Base Market Value
171341.15
Base Total Cost
185633.9
Base Unrealized Gain Loss
-14292.75
Base Accrued Interest
0
Local Market Value
171341.15
Local Total Cost Amount
185633.9
Local Unrealized Gain Loss
-14292.75
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA2076
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2076
Security Description
5% 20 Jul 2044
Maturity Date
2044-07-20T00:00:00.000
Interest Rate
5
Original Face
2548537
Shares Par Value
194484.13
Base Market Value
206688.01
Base Total Cost
211045.68
Base Unrealized Gain Loss
-4357.67
Base Accrued Interest
0
Local Market Value
206688.01
Local Total Cost Amount
211045.68
Local Unrealized Gain Loss
-4357.67
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 MA2149
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2149
Security Description
4% 20 Aug 2044
Maturity Date
2044-08-20T00:00:00.000
Interest Rate
4
Original Face
2840000
Shares Par Value
277686.71
Base Market Value
279927.64
Base Total Cost
293762.15
Base Unrealized Gain Loss
-13834.51
Base Accrued Interest
0
Local Market Value
279927.64
Local Total Cost Amount
293762.15
Local Unrealized Gain Loss
-13834.51
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 MA2226
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2226
Security Description
5% 20 Sep 2044
Interest Rate
5
Original Face
63911
Shares Par Value
5462.14
Base Market Value
5805.98
Base Total Cost
6247.86
Base Unrealized Gain Loss
-441.88
Base Accrued Interest
0
Local Market Value
5805.98
Local Total Cost Amount
6247.86
Local Unrealized Gain Loss
-441.88
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 MA2304
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2304
Security Description
4% 20 Oct 2044
Maturity Date
2044-10-20T00:00:00.000
Interest Rate
4
Original Face
235000
Shares Par Value
23447.29
Base Market Value
23636.51
Base Total Cost
24804.67
Base Unrealized Gain Loss
-1168.16
Base Accrued Interest
0
Local Market Value
23636.51
Local Total Cost Amount
24804.67
Local Unrealized Gain Loss
-1168.16
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 MA2444
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2444
Security Description
3% 20 Dec 2044
Maturity Date
2044-12-20T00:00:00.000
Interest Rate
3
Original Face
370000
Shares Par Value
47464.28
Base Market Value
45542.45
Base Total Cost
46544.67
Base Unrealized Gain Loss
-1002.22
Base Accrued Interest
0
Local Market Value
45542.45
Local Total Cost Amount
46544.67
Local Unrealized Gain Loss
-1002.22
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 MA2445
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2445
Security Description
3.5% 20 Dec 2044
Maturity Date
2044-12-20T00:00:00.000
Interest Rate
3.5
Original Face
3325000
Shares Par Value
372103.38
Base Market Value
368360.02
Base Total Cost
397064.06
Base Unrealized Gain Loss
-28704.04
Base Accrued Interest
0
Local Market Value
368360.02
Local Total Cost Amount
397064.06
Local Unrealized Gain Loss
-28704.04
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA3521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3521
Security Description
3.5% 20 Mar 2046
Maturity Date
2046-03-20T00:00:00.000
Interest Rate
3.5
Original Face
36000000
Shares Par Value
5523377.76
Base Market Value
5456047.79
Base Total Cost
5557894.58
Base Unrealized Gain Loss
-101846.79
Base Accrued Interest
0
Local Market Value
5456047.79
Local Total Cost Amount
5557894.58
Local Unrealized Gain Loss
-101846.79
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 MA3521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3521
Security Description
3.5% 20 Mar 2046
Maturity Date
2046-03-20T00:00:00.000
Interest Rate
3.5
Original Face
300000
Shares Par Value
46028.15
Base Market Value
45467.07
Base Total Cost
49093.62
Base Unrealized Gain Loss
-3626.55
Base Accrued Interest
0
Local Market Value
45467.07
Local Total Cost Amount
49093.62
Local Unrealized Gain Loss
-3626.55
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 MA3525
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3525
Security Description
5.5% 20 Mar 2046
Maturity Date
2046-03-20T00:00:00.000
Interest Rate
5.5
Original Face
1900000
Shares Par Value
233330.72
Base Market Value
252123.18
Base Total Cost
254549.24
Base Unrealized Gain Loss
-2426.06
Base Accrued Interest
0
Local Market Value
252123.18
Local Total Cost Amount
254549.24
Local Unrealized Gain Loss
-2426.06
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 MA3596
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3596
Security Description
3% 20 Apr 2046
Maturity Date
2046-04-20T00:00:00.000
Interest Rate
3
Original Face
3185000
Shares Par Value
518360.98
Base Market Value
497610.99
Base Total Cost
547244.04
Base Unrealized Gain Loss
-49633.05
Base Accrued Interest
0
Local Market Value
497610.99
Local Total Cost Amount
547244.04
Local Unrealized Gain Loss
-49633.05
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 MA3597
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3597
Security Description
3.5% 20 Apr 2046
Maturity Date
2046-04-20T00:00:00.000
Interest Rate
3.5
Original Face
1750000
Shares Par Value
284827.11
Base Market Value
280816.74
Base Total Cost
304306.43
Base Unrealized Gain Loss
-23489.69
Base Accrued Interest
0
Local Market Value
280816.74
Local Total Cost Amount
304306.43
Local Unrealized Gain Loss
-23489.69
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 MA2754
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2754
Security Description
3.5% 20 Apr 2045
Maturity Date
2045-04-20T00:00:00.000
Interest Rate
3.5
Original Face
12369211
Shares Par Value
1409689.54
Base Market Value
1395634.94
Base Total Cost
1443389.07
Base Unrealized Gain Loss
-47754.13
Base Accrued Interest
0
Local Market Value
1395634.94
Local Total Cost Amount
1443389.07
Local Unrealized Gain Loss
-47754.13
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 MA2826
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2826
Security Description
3.5% 20 May 2045
Maturity Date
2045-05-20T00:00:00.000
Interest Rate
3.5
Original Face
1365000
Shares Par Value
168096.23
Base Market Value
166190.02
Base Total Cost
169169.8
Base Unrealized Gain Loss
-2979.78
Base Accrued Interest
0
Local Market Value
166190.02
Local Total Cost Amount
169169.8
Local Unrealized Gain Loss
-2979.78
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 MA2961
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2961
Security Description
3.5% 20 Jul 2045
Maturity Date
2045-07-20T00:00:00.000
Interest Rate
3.5
Original Face
640000
Shares Par Value
87577.42
Base Market Value
86922.34
Base Total Cost
94272.72
Base Unrealized Gain Loss
-7350.38
Base Accrued Interest
0
Local Market Value
86922.34
Local Total Cost Amount
94272.72
Local Unrealized Gain Loss
-7350.38
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 MA2961
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2961
Security Description
3.5% 20 Jul 2045
Maturity Date
2045-07-20T00:00:00.000
Interest Rate
3.5
Original Face
815000
Shares Par Value
111528.49
Base Market Value
110694.26
Base Total Cost
116895.81
Base Unrealized Gain Loss
-6201.55
Base Accrued Interest
0
Local Market Value
110694.26
Local Total Cost Amount
116895.81
Local Unrealized Gain Loss
-6201.55
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 MA2962
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2962
Security Description
4% 20 Jul 2045
Maturity Date
2045-07-20T00:00:00.000
Interest Rate
4
Original Face
2625000
Shares Par Value
324086.20
Base Market Value
326701.58
Base Total Cost
352463.18
Base Unrealized Gain Loss
-25761.6
Base Accrued Interest
0
Local Market Value
326701.58
Local Total Cost Amount
352463.18
Local Unrealized Gain Loss
-25761.6
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA3034
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3034
Security Description
3.5% 20 Aug 2045
Maturity Date
2045-08-20T00:00:00.000
Interest Rate
3.5
Original Face
1033000
Shares Par Value
147831.34
Base Market Value
146076.58
Base Total Cost
154945.73
Base Unrealized Gain Loss
-8869.15
Base Accrued Interest
0
Local Market Value
146076.58
Local Total Cost Amount
154945.73
Local Unrealized Gain Loss
-8869.15
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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