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 MA5398
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5398
Security Description
4% 20 Aug 2048
Maturity Date
2048-08-20T00:00:00.000
Interest Rate
4
Original Face
12550000
Shares Par Value
1845992.55
Base Market Value
1854668.71
Base Total Cost
1977519.53
Base Unrealized Gain Loss
-122850.82
Base Accrued Interest
0
Local Market Value
1854668.71
Local Total Cost Amount
1977519.53
Local Unrealized Gain Loss
-122850.82
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 MA5399
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5399
Security Description
4.5% 20 Aug 2048
Maturity Date
2048-08-20T00:00:00.000
Interest Rate
4.5
Original Face
1240000
Shares Par Value
154601.02
Base Market Value
157325.09
Base Total Cost
166955.2
Base Unrealized Gain Loss
-9630.11
Base Accrued Interest
0
Local Market Value
157325.09
Local Total Cost Amount
166955.2
Local Unrealized Gain Loss
-9630.11
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 MA4509
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4509
Security Description
3% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
3
Original Face
3390000
Shares Par Value
741537.99
Base Market Value
711320.32
Base Total Cost
783879.8
Base Unrealized Gain Loss
-72559.48
Base Accrued Interest
0
Local Market Value
711320.32
Local Total Cost Amount
783879.8
Local Unrealized Gain Loss
-72559.48
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA4510
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4510
Security Description
3.5% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
3.5
Original Face
1075000
Shares Par Value
199503.81
Base Market Value
196497.29
Base Total Cost
211531.9
Base Unrealized Gain Loss
-15034.61
Base Accrued Interest
0
Local Market Value
196497.29
Local Total Cost Amount
211531.9
Local Unrealized Gain Loss
-15034.61
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA4511
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4511
Security Description
4% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
4
Original Face
10523000
Shares Par Value
1585009.41
Base Market Value
1594915.72
Base Total Cost
1667974.74
Base Unrealized Gain Loss
-73059.02
Base Accrued Interest
0
Local Market Value
1594915.72
Local Total Cost Amount
1667974.74
Local Unrealized Gain Loss
-73059.02
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 MA4511
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4511
Security Description
4% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
4
Original Face
1550000
Shares Par Value
233466.18
Base Market Value
234925.34
Base Total Cost
251898.33
Base Unrealized Gain Loss
-16972.99
Base Accrued Interest
0
Local Market Value
234925.34
Local Total Cost Amount
251898.33
Local Unrealized Gain Loss
-16972.99
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 MA4512
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4512
Security Description
4.5% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
4.5
Original Face
3925000
Shares Par Value
514507.06
Base Market Value
529345.44
Base Total Cost
561013.36
Base Unrealized Gain Loss
-31667.92
Base Accrued Interest
0
Local Market Value
529345.44
Local Total Cost Amount
561013.36
Local Unrealized Gain Loss
-31667.92
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 MA4585
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4585
Security Description
3% 20 Jul 2047
Maturity Date
2047-07-20T00:00:00.000
Interest Rate
3
Original Face
1950000
Shares Par Value
413824.18
Base Market Value
396029.74
Base Total Cost
437279.73
Base Unrealized Gain Loss
-41249.99
Base Accrued Interest
0
Local Market Value
396029.74
Local Total Cost Amount
437279.73
Local Unrealized Gain Loss
-41249.99
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 MA4586
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4586
Security Description
3.5% 20 Jul 2047
Maturity Date
2047-07-20T00:00:00.000
Interest Rate
3.5
Original Face
2960000
Shares Par Value
567174.18
Base Market Value
558326.26
Base Total Cost
601595.97
Base Unrealized Gain Loss
-43269.71
Base Accrued Interest
0
Local Market Value
558326.26
Local Total Cost Amount
601595.97
Local Unrealized Gain Loss
-43269.71
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 MA4587
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4587
Security Description
4% 20 Jul 2047
Maturity Date
2047-07-20T00:00:00.000
Interest Rate
4
Original Face
1990000
Shares Par Value
302645.01
Base Market Value
304533.51
Base Total Cost
326956.48
Base Unrealized Gain Loss
-22422.97
Base Accrued Interest
0
Local Market Value
304533.51
Local Total Cost Amount
326956.48
Local Unrealized Gain Loss
-22422.97
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 MA4588
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4588
Security Description
4.5% 20 Jul 2047
Maturity Date
2047-07-20T00:00:00.000
Interest Rate
4.5
Original Face
1615000
Shares Par Value
221801.23
Base Market Value
229792.73
Base Total Cost
241517.14
Base Unrealized Gain Loss
-11724.41
Base Accrued Interest
0
Local Market Value
229792.73
Local Total Cost Amount
241517.14
Local Unrealized Gain Loss
-11724.41
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 MA4653
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4653
Security Description
4% 20 Aug 2047
Maturity Date
2047-08-20T00:00:00.000
Interest Rate
4
Original Face
1465000
Shares Par Value
241611.51
Base Market Value
243426.01
Base Total Cost
261041.91
Base Unrealized Gain Loss
-17615.9
Base Accrued Interest
0
Local Market Value
243426.01
Local Total Cost Amount
261041.91
Local Unrealized Gain Loss
-17615.9
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 MA4654
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4654
Security Description
4.5% 20 Aug 2047
Maturity Date
2047-08-20T00:00:00.000
Interest Rate
4.5
Original Face
1700000
Shares Par Value
226523.98
Base Market Value
235045.81
Base Total Cost
246775.23
Base Unrealized Gain Loss
-11729.42
Base Accrued Interest
0
Local Market Value
235045.81
Local Total Cost Amount
246775.23
Local Unrealized Gain Loss
-11729.42
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 MA4651
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4651
Security Description
3% 20 Aug 2047
Maturity Date
2047-08-20T00:00:00.000
Interest Rate
3
Original Face
2400000
Shares Par Value
521304.96
Base Market Value
498513.51
Base Total Cost
549481.5
Base Unrealized Gain Loss
-50967.99
Base Accrued Interest
0
Local Market Value
498513.51
Local Total Cost Amount
549481.5
Local Unrealized Gain Loss
-50967.99
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 MA4652
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4652
Security Description
3.5% 20 Aug 2047
Maturity Date
2047-08-20T00:00:00.000
Interest Rate
3.5
Original Face
3000000
Shares Par Value
586951.74
Base Market Value
577613.34
Base Total Cost
625602.53
Base Unrealized Gain Loss
-47989.19
Base Accrued Interest
0
Local Market Value
577613.34
Local Total Cost Amount
625602.53
Local Unrealized Gain Loss
-47989.19
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 MA4718
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4718
Security Description
3% 20 Sep 2047
Maturity Date
2047-09-20T00:00:00.000
Interest Rate
3
Original Face
1625000
Shares Par Value
381158.51
Base Market Value
363880.59
Base Total Cost
401748.68
Base Unrealized Gain Loss
-37868.09
Base Accrued Interest
0
Local Market Value
363880.59
Local Total Cost Amount
401748.68
Local Unrealized Gain Loss
-37868.09
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 MA4719
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4719
Security Description
3.5% 20 Sep 2047
Maturity Date
2047-09-20T00:00:00.000
Interest Rate
3.5
Original Face
3300994
Shares Par Value
611824.12
Base Market Value
604543.41
Base Total Cost
652167.82
Base Unrealized Gain Loss
-47624.41
Base Accrued Interest
0
Local Market Value
604543.41
Local Total Cost Amount
652167.82
Local Unrealized Gain Loss
-47624.41
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 MA4721
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4721
Security Description
4.5% 20 Sep 2047
Maturity Date
2047-09-20T00:00:00.000
Interest Rate
4.5
Original Face
1341084
Shares Par Value
187169.33
Base Market Value
194036.57
Base Total Cost
204224.2
Base Unrealized Gain Loss
-10187.63
Base Accrued Interest
0
Local Market Value
194036.57
Local Total Cost Amount
204224.2
Local Unrealized Gain Loss
-10187.63
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 MA4722
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4722
Security Description
5% 20 Sep 2047
Maturity Date
2047-09-20T00:00:00.000
Interest Rate
5
Original Face
500000
Shares Par Value
71241.79
Base Market Value
73926.89
Base Total Cost
75560.83
Base Unrealized Gain Loss
-1633.94
Base Accrued Interest
0
Local Market Value
73926.89
Local Total Cost Amount
75560.83
Local Unrealized Gain Loss
-1633.94
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 MA4777
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4777
Security Description
3% 20 Oct 2047
Maturity Date
2047-10-20T00:00:00.000
Interest Rate
3
Original Face
1950000
Shares Par Value
418268.39
Base Market Value
399304.10
Base Total Cost
440963.63
Base Unrealized Gain Loss
-41659.53
Base Accrued Interest
0
Local Market Value
399304.1
Local Total Cost Amount
440963.63
Local Unrealized Gain Loss
-41659.53
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA4778
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4778
Security Description
3.5% 20 Oct 2047
Maturity Date
2047-10-20T00:00:00.000
Interest Rate
3.5
Original Face
2900000
Shares Par Value
553485.27
Base Market Value
544363.83
Base Total Cost
589982.07
Base Unrealized Gain Loss
-45618.24
Base Accrued Interest
0
Local Market Value
544363.83
Local Total Cost Amount
589982.07
Local Unrealized Gain Loss
-45618.24
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 MA4779
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4779
Security Description
4% 20 Oct 2047
Maturity Date
2047-10-20T00:00:00.000
Interest Rate
4
Original Face
1360000
Shares Par Value
229312.33
Base Market Value
231036.76
Base Total Cost
246499.28
Base Unrealized Gain Loss
-15462.52
Base Accrued Interest
0
Local Market Value
231036.76
Local Total Cost Amount
246499.28
Local Unrealized Gain Loss
-15462.52
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 MA4836
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4836
Security Description
3% 20 Nov 2047
Maturity Date
2047-11-20T00:00:00.000
Interest Rate
3
Original Face
1640000
Shares Par Value
352245.76
Base Market Value
336003.71
Base Total Cost
371464.29
Base Unrealized Gain Loss
-35460.58
Base Accrued Interest
0
Local Market Value
336003.71
Local Total Cost Amount
371464.29
Local Unrealized Gain Loss
-35460.58
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 MA4837
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4837
Security Description
3.5% 20 Nov 2047
Maturity Date
2047-11-20T00:00:00.000
Interest Rate
3.5
Original Face
5958105
Shares Par Value
1173283.86
Base Market Value
1153619.62
Base Total Cost
1250450.74
Base Unrealized Gain Loss
-96831.12
Base Accrued Interest
0
Local Market Value
1153619.62
Local Total Cost Amount
1250450.74
Local Unrealized Gain Loss
-96831.12
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 MA4838
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4838
Security Description
4% 20 Nov 2047
Maturity Date
2047-11-20T00:00:00.000
Interest Rate
4
Original Face
8486000
Shares Par Value
1438290.27
Base Market Value
1447265.20
Base Total Cost
1509980.05
Base Unrealized Gain Loss
-62714.85
Base Accrued Interest
0
Local Market Value
1447265.2
Local Total Cost Amount
1509980.05
Local Unrealized Gain Loss
-62714.85
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 MA4899
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4899
Security Description
3% 20 Dec 2047
Maturity Date
2047-12-20T00:00:00.000
Interest Rate
3
Original Face
1650000
Shares Par Value
371554.39
Base Market Value
353853.54
Base Total Cost
391547.74
Base Unrealized Gain Loss
-37694.2
Base Accrued Interest
0
Local Market Value
353853.54
Local Total Cost Amount
391547.74
Local Unrealized Gain Loss
-37694.2
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: GNMA II POOL MA4900
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4900
Security Description
3.5% 20 Dec 2047
Maturity Date
2047-12-20T00:00:00.000
Interest Rate
3.5
Original Face
1375000
Shares Par Value
268218.43
Base Market Value
263677.49
Base Total Cost
284697.77
Base Unrealized Gain Loss
-21020.28
Base Accrued Interest
0
Local Market Value
263677.49
Local Total Cost Amount
284697.77
Local Unrealized Gain Loss
-21020.28
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA4901
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4901
Security Description
4% 20 Dec 2047
Maturity Date
2047-12-20T00:00:00.000
Interest Rate
4
Original Face
4219000
Shares Par Value
699733.68
Base Market Value
704988.68
Base Total Cost
734611.03
Base Unrealized Gain Loss
-29622.35
Base Accrued Interest
0
Local Market Value
704988.68
Local Total Cost Amount
734611.03
Local Unrealized Gain Loss
-29622.35
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 MA4962
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4962
Security Description
3.5% 20 Jan 2048
Maturity Date
2048-01-20T00:00:00.000
Interest Rate
3.5
Original Face
1559854
Shares Par Value
290914.92
Base Market Value
285963.55
Base Total Cost
308948.72
Base Unrealized Gain Loss
-22985.17
Base Accrued Interest
0
Local Market Value
285963.55
Local Total Cost Amount
308948.72
Local Unrealized Gain Loss
-22985.17
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA4963
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4963
Security Description
4% 20 Jan 2048
Maturity Date
2048-01-20T00:00:00.000
Interest Rate
4
Original Face
1500000
Shares Par Value
236892.12
Base Market Value
238088.43
Base Total Cost
254661.41
Base Unrealized Gain Loss
-16572.98
Base Accrued Interest
0
Local Market Value
238088.43
Local Total Cost Amount
254661.41
Local Unrealized Gain Loss
-16572.98
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA5019
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5019
Security Description
3.5% 20 Feb 2048
Maturity Date
2048-02-20T00:00:00.000
Interest Rate
3.5
Original Face
12554699
Shares Par Value
2460726.78
Base Market Value
2417442.60
Base Total Cost
2620289.53
Base Unrealized Gain Loss
-202846.93
Base Accrued Interest
0
Local Market Value
2417442.6
Local Total Cost Amount
2620289.53
Local Unrealized Gain Loss
-202846.93
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA5019
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5019
Security Description
3.5% 20 Feb 2048
Maturity Date
2048-02-20T00:00:00.000
Interest Rate
3.5
Original Face
3015000
Shares Par Value
590941.39
Base Market Value
580546.73
Base Total Cost
628607.99
Base Unrealized Gain Loss
-48061.26
Base Accrued Interest
0
Local Market Value
580546.73
Local Total Cost Amount
628607.99
Local Unrealized Gain Loss
-48061.26
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 MA5021
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5021
Security Description
4.5% 20 Feb 2048
Maturity Date
2048-02-20T00:00:00.000
Interest Rate
4.5
Original Face
1750000
Shares Par Value
229692.31
Base Market Value
236665.77
Base Total Cost
249388.43
Base Unrealized Gain Loss
-12722.66
Base Accrued Interest
0
Local Market Value
236665.77
Local Total Cost Amount
249388.43
Local Unrealized Gain Loss
-12722.66
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA5077
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5077
Security Description
3.5% 20 Mar 2048
Maturity Date
2048-03-20T00:00:00.000
Interest Rate
3.5
Original Face
558000
Shares Par Value
105894.95
Base Market Value
104064.03
Base Total Cost
109435.81
Base Unrealized Gain Loss
-5371.78
Base Accrued Interest
0
Local Market Value
104064.03
Local Total Cost Amount
109435.81
Local Unrealized Gain Loss
-5371.78
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 MA5077
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5077
Security Description
3.5% 20 Mar 2048
Maturity Date
2048-03-20T00:00:00.000
Interest Rate
3.5
Original Face
712667
Shares Par Value
135247.01
Base Market Value
132908.59
Base Total Cost
143368.6
Base Unrealized Gain Loss
-10460.01
Base Accrued Interest
0
Local Market Value
132908.59
Local Total Cost Amount
143368.6
Local Unrealized Gain Loss
-10460.01
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA5136
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5136
Security Description
3.5% 20 Apr 2048
Maturity Date
2048-04-20T00:00:00.000
Interest Rate
3.5
Original Face
223000
Shares Par Value
42290.14
Base Market Value
41295.90
Base Total Cost
43704.23
Base Unrealized Gain Loss
-2408.33
Base Accrued Interest
0
Local Market Value
41295.9
Local Total Cost Amount
43704.23
Local Unrealized Gain Loss
-2408.33
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA5136
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5136
Security Description
3.5% 20 Apr 2048
Maturity Date
2048-04-20T00:00:00.000
Interest Rate
3.5
Original Face
1895000
Shares Par Value
359371.36
Base Market Value
350922.54
Base Total Cost
381307.38
Base Unrealized Gain Loss
-30384.84
Base Accrued Interest
0
Local Market Value
350922.54
Local Total Cost Amount
381307.38
Local Unrealized Gain Loss
-30384.84
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 MA5137
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5137
Security Description
4% 20 Apr 2048
Maturity Date
2048-04-20T00:00:00.000
Interest Rate
4
Original Face
1020000
Shares Par Value
128271.17
Base Market Value
129221.66
Base Total Cost
137256.56
Base Unrealized Gain Loss
-8034.9
Base Accrued Interest
0
Local Market Value
129221.66
Local Total Cost Amount
137256.56
Local Unrealized Gain Loss
-8034.9
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 MA5190
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5190
Security Description
3% 20 May 2048
Maturity Date
2048-05-20T00:00:00.000
Interest Rate
3
Original Face
825000
Shares Par Value
209047.46
Base Market Value
199272.40
Base Total Cost
220377.82
Base Unrealized Gain Loss
-21105.42
Base Accrued Interest
0
Local Market Value
199272.4
Local Total Cost Amount
220377.82
Local Unrealized Gain Loss
-21105.42
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 MA5192
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5192
Security Description
4% 20 May 2048
Maturity Date
2048-05-20T00:00:00.000
Interest Rate
4
Original Face
1530000
Shares Par Value
207306.88
Base Market Value
207945.39
Base Total Cost
222709.8
Base Unrealized Gain Loss
-14764.41
Base Accrued Interest
0
Local Market Value
207945.39
Local Total Cost Amount
222709.8
Local Unrealized Gain Loss
-14764.41
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 MA5194
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5194
Security Description
5% 20 May 2048
Maturity Date
2048-05-20T00:00:00.000
Interest Rate
5
Original Face
1050000
Shares Par Value
124695.08
Base Market Value
128666.62
Base Total Cost
136517.42
Base Unrealized Gain Loss
-7850.8
Base Accrued Interest
0
Local Market Value
128666.62
Local Total Cost Amount
136517.42
Local Unrealized Gain Loss
-7850.8
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA5263
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5263
Security Description
3.5% 20 Jun 2048
Maturity Date
2048-06-20T00:00:00.000
Interest Rate
3.5
Original Face
1610000
Shares Par Value
310584.41
Base Market Value
305136.76
Base Total Cost
329067.29
Base Unrealized Gain Loss
-23930.53
Base Accrued Interest
0
Local Market Value
305136.76
Local Total Cost Amount
329067.29
Local Unrealized Gain Loss
-23930.53
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA5264
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5264
Security Description
4% 20 Jun 2048
Maturity Date
2048-06-20T00:00:00.000
Interest Rate
4
Original Face
1710000
Shares Par Value
240536.21
Base Market Value
241755.73
Base Total Cost
258319.06
Base Unrealized Gain Loss
-16563.33
Base Accrued Interest
0
Local Market Value
241755.73
Local Total Cost Amount
258319.06
Local Unrealized Gain Loss
-16563.33
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA5265
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5265
Security Description
4.5% 20 Jun 2048
Maturity Date
2048-06-20T00:00:00.000
Interest Rate
4.5
Original Face
3145000
Shares Par Value
352829.06
Base Market Value
361025.28
Base Total Cost
381793.88
Base Unrealized Gain Loss
-20768.6
Base Accrued Interest
0
Local Market Value
361025.28
Local Total Cost Amount
381793.88
Local Unrealized Gain Loss
-20768.6
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 MA6209
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6209
Security Description
3% 20 Oct 2049
Maturity Date
2049-10-20T00:00:00.000
Interest Rate
3
Original Face
9084688
Shares Par Value
980309.88
Base Market Value
921207.00
Base Total Cost
1002023.93
Base Unrealized Gain Loss
-80816.93
Base Accrued Interest
0
Local Market Value
921207
Local Total Cost Amount
1002023.93
Local Unrealized Gain Loss
-80816.93
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA6210
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6210
Security Description
3.5% 20 Oct 2049
Maturity Date
2049-10-20T00:00:00.000
Interest Rate
3.5
Original Face
341178
Shares Par Value
32077.59
Base Market Value
30987.27
Base Total Cost
32919.63
Base Unrealized Gain Loss
-1932.36
Base Accrued Interest
0
Local Market Value
30987.27
Local Total Cost Amount
32919.63
Local Unrealized Gain Loss
-1932.36
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA6219
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6219
Security Description
3.5% 20 Oct 2049
Maturity Date
2049-10-20T00:00:00.000
Interest Rate
3.5
Original Face
2775000
Shares Par Value
536125.78
Base Market Value
524427.52
Base Total Cost
563291.26
Base Unrealized Gain Loss
-38863.74
Base Accrued Interest
0
Local Market Value
524427.52
Local Total Cost Amount
563291.26
Local Unrealized Gain Loss
-38863.74
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 MA6221
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA6221
Security Description
4.5% 20 Oct 2049
Maturity Date
2049-10-20T00:00:00.000
Interest Rate
4.5
Original Face
12848000
Shares Par Value
2372099.39
Base Market Value
2413895.78
Base Total Cost
2533698.65
Base Unrealized Gain Loss
-119802.87
Base Accrued Interest
0
Local Market Value
2413895.78
Local Total Cost Amount
2533698.65
Local Unrealized Gain Loss
-119802.87
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA5466
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5466
Security Description
4% 20 Sep 2048
Maturity Date
2048-09-20T00:00:00.000
Interest Rate
4
Original Face
7615000
Shares Par Value
1107843.53
Base Market Value
1112252.75
Base Total Cost
1187086
Base Unrealized Gain Loss
-74833.25
Base Accrued Interest
0
Local Market Value
1112252.75
Local Total Cost Amount
1187086
Local Unrealized Gain Loss
-74833.25
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA5528
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5528
Security Description
4% 20 Oct 2048
Maturity Date
2048-10-20T00:00:00.000
Interest Rate
4
Original Face
825000
Shares Par Value
117633.14
Base Market Value
118334.23
Base Total Cost
125875.68
Base Unrealized Gain Loss
-7541.45
Base Accrued Interest
0
Local Market Value
118334.23
Local Total Cost Amount
125875.68
Local Unrealized Gain Loss
-7541.45
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
NYC Data AI • Public-data exploration interface