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NYC Office of The Comptroller: Board of Education Retirement System (BERS) Holdings Data

This dataset sets forth the Board of Education Retirement System (BERS) holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

Notice: To accurately use this data, please first sort this report to the latest fiscal year date using the "Period End" column. (e.g 'Period End' is 6/30/2018)

City Government Office of the Comptroller Dataset fypi-ruxh 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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
749819.4
Base Market Value
749819.4
Base Total Cost
749819.4
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
749819.4
Local Total Cost Amount
749819.4
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
8% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
8
Original Face
350000
Shares Par Value
19965.02
Base Market Value
22260.67
Base Total Cost
14077.34
Base Unrealized Gain Loss
8183.33
Base Accrued Interest
0
Local Market Value
22260.67
Local Total Cost Amount
14077.34
Local Unrealized Gain Loss
8183.33
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CREDIT SUISSE FIRST BOSTON MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE FIRST BOSTON MOR
Security Description
1% 25 Mar 2032
Maturity Date
2032-03-25T00:00:00.000
Interest Rate
3.13289
Original Face
2000000
Shares Par Value
13270.8
Base Market Value
12866.98
Base Total Cost
13215.95
Base Unrealized Gain Loss
-348.97
Base Accrued Interest
0
Local Market Value
12866.98
Local Total Cost Amount
13215.95
Local Unrealized Gain Loss
-348.97
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
WR
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIEMAE GRANTOR TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE GRANTOR TRUST
Security Description
1% 25 Jul 2032
Maturity Date
2032-07-25T00:00:00.000
Interest Rate
2.64975
Original Face
2300000
Shares Par Value
35799.91
Base Market Value
34914.42
Base Total Cost
35799.84
Base Unrealized Gain Loss
-885.42
Base Accrued Interest
15.81
Local Market Value
34914.42
Local Total Cost Amount
35799.84
Local Unrealized Gain Loss
-885.42
Local Accrued Interest
15.81
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 254375
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 254375
Security Description
6.5% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
6.5
Original Face
759375
Shares Par Value
3534.14
Base Market Value
3920.03
Base Total Cost
3724.11
Base Unrealized Gain Loss
195.92
Base Accrued Interest
0
Local Market Value
3920.03
Local Total Cost Amount
3724.11
Local Unrealized Gain Loss
195.92
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: STRUCTURED ASSET MORTGAGE INVE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STRUCTURED ASSET MORTGAGE INVE
Security Description
1% 19 Sep 2032
Maturity Date
2032-09-19T00:00:00.000
Interest Rate
3.05025
Original Face
3000000
Shares Par Value
37450.16
Base Market Value
36961.51
Base Total Cost
38531.82
Base Unrealized Gain Loss
-1570.31
Base Accrued Interest
38.07
Local Market Value
36961.51
Local Total Cost Amount
38531.82
Local Unrealized Gain Loss
-1570.31
Local Accrued Interest
38.07
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Ba3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RENAISSANCE HOME EQUITY LOAN T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RENAISSANCE HOME EQUITY LOAN T
Security Description
1% 25 Dec 2032
Maturity Date
2032-12-25T00:00:00.000
Interest Rate
3.16438
Original Face
1000000
Shares Par Value
21372.21
Base Market Value
21387.19
Base Total Cost
21912.5
Base Unrealized Gain Loss
-525.31
Base Accrued Interest
11.28
Local Market Value
21387.19
Local Total Cost Amount
21912.5
Local Unrealized Gain Loss
-525.31
Local Accrued Interest
11.28
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Moody S Quality Rating
A2
S And P Quality Rating
AA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EMC MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMC MORTGAGE LOAN TRUST
Security Description
1% 25 Aug 2040
Maturity Date
2040-08-25T00:00:00.000
Interest Rate
3.90438
Original Face
1000000
Shares Par Value
35801.48
Base Market Value
35795.06
Base Total Cost
35631.79
Base Unrealized Gain Loss
163.27
Base Accrued Interest
23.3
Local Market Value
35795.06
Local Total Cost Amount
35631.79
Local Unrealized Gain Loss
163.27
Local Accrued Interest
23.3
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 5
Security Description
5% 15 Jul 2049
Maturity Date
2049-07-15T00:00:00.000
Interest Rate
5
Original Face
53000
Shares Par Value
53000
Base Market Value
56023.65
Base Total Cost
55948.13
Base Unrealized Gain Loss
75.52
Base Accrued Interest
103.06
Local Market Value
56023.65
Local Total Cost Amount
55948.13
Local Unrealized Gain Loss
75.52
Local Accrued Interest
103.06
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4.5
Security Description
4.5% 13 Aug 2049
Maturity Date
2049-08-13T00:00:00.000
Interest Rate
4.5
Original Face
8588000
Shares Par Value
8588000
Base Market Value
8971368.32
Base Total Cost
8964151.96
Base Unrealized Gain Loss
7216.36
Base Accrued Interest
12882
Local Market Value
8971368.32
Local Total Cost Amount
8964151.96
Local Unrealized Gain Loss
7216.36
Local Accrued Interest
12882
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II TBA 30 YR 5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 5
Security Description
5% 22 Jul 2049
Maturity Date
2049-07-22T00:00:00.000
Interest Rate
5
Original Face
397000
Shares Par Value
-397000
Base Market Value
-414996.01
Base Total Cost
-414120.63
Base Unrealized Gain Loss
-875.38
Base Accrued Interest
1157.92
Local Market Value
-414996.01
Local Total Cost Amount
-414120.63
Local Unrealized Gain Loss
-875.38
Local Accrued Interest
1157.92
Period End Date
2019-06-30T00:00:00.000
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
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 254191
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 254191
Security Description
6.5% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
6.5
Original Face
685000
Shares Par Value
2116.42
Base Market Value
2347.51
Base Total Cost
2230.19
Base Unrealized Gain Loss
117.32
Base Accrued Interest
0
Local Market Value
2347.51
Local Total Cost Amount
2230.19
Local Unrealized Gain Loss
117.32
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BEAR STEARNS ADJUSTABLE RATE M
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BEAR STEARNS ADJUSTABLE RATE M
Security Description
1% 25 Aug 2033
Maturity Date
2033-08-25T00:00:00.000
Interest Rate
4.585064
Original Face
4000000
Shares Par Value
46893.84
Base Market Value
47714.56
Base Total Cost
42790.63
Base Unrealized Gain Loss
4923.93
Base Accrued Interest
0
Local Market Value
47714.56
Local Total Cost Amount
42790.63
Local Unrealized Gain Loss
4923.93
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
WR
S And P Quality Rating
NR
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COUNTRYWIDE HOME LOANS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COUNTRYWIDE HOME LOANS
Security Description
1% 25 Mar 2035
Maturity Date
2035-03-25T00:00:00.000
Interest Rate
3.04438
Original Face
1000000
Shares Par Value
48543.13
Base Market Value
49477.02
Base Total Cost
48642.48
Base Unrealized Gain Loss
834.54
Base Accrued Interest
24.63
Local Market Value
49477.02
Local Total Cost Amount
48642.48
Local Unrealized Gain Loss
834.54
Local Accrued Interest
24.63
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Baa2
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 725237
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 725237
Security Description
1% 01 Mar 2034
Maturity Date
2034-03-01T00:00:00.000
Interest Rate
6
Original Face
659533
Shares Par Value
14402.91
Base Market Value
16323.83
Base Total Cost
14703.35
Base Unrealized Gain Loss
1620.48
Base Accrued Interest
0
Local Market Value
16323.83
Local Total Cost Amount
14703.35
Local Unrealized Gain Loss
1620.48
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 255771
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 255771
Security Description
6% 01 Jul 2035
Maturity Date
2035-07-01T00:00:00.000
Interest Rate
6
Original Face
694693
Shares Par Value
36119.69
Base Market Value
40917.47
Base Total Cost
36560.06
Base Unrealized Gain Loss
4357.41
Base Accrued Interest
0
Local Market Value
40917.47
Local Total Cost Amount
36560.06
Local Unrealized Gain Loss
4357.41
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 255320
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 255320
Security Description
5% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
5
Original Face
5674828
Shares Par Value
136910.45
Base Market Value
144707.5
Base Total Cost
145959.39
Base Unrealized Gain Loss
-1251.89
Base Accrued Interest
0
Local Market Value
144707.5
Local Total Cost Amount
145959.39
Local Unrealized Gain Loss
-1251.89
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A47248
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A47248
Security Description
5% 01 Oct 2035
Maturity Date
2035-10-01T00:00:00.000
Interest Rate
5
Original Face
3604506
Shares Par Value
146820.61
Base Market Value
160520.44
Base Total Cost
157763.34
Base Unrealized Gain Loss
2757.1
Base Accrued Interest
0
Local Market Value
160520.44
Local Total Cost Amount
157763.34
Local Unrealized Gain Loss
2757.1
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G02386
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02386
Security Description
6% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
6
Original Face
2000000
Shares Par Value
26432.96
Base Market Value
29945.64
Base Total Cost
29043.23
Base Unrealized Gain Loss
902.41
Base Accrued Interest
0
Local Market Value
29945.64
Local Total Cost Amount
29043.23
Local Unrealized Gain Loss
902.41
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LONG BEACH MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LONG BEACH MORTGAGE LOAN TRUST
Security Description
1% 25 Nov 2036
Maturity Date
2036-11-25T00:00:00.000
Interest Rate
2.51438
Original Face
25000
Shares Par Value
10219
Base Market Value
4530.51
Base Total Cost
5224.44
Base Unrealized Gain Loss
-693.93
Base Accrued Interest
4.28
Local Market Value
4530.51
Local Total Cost Amount
5224.44
Local Unrealized Gain Loss
-693.93
Local Accrued Interest
4.28
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Moody S Quality Rating
Ca
S And P Quality Rating
CC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 642097
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 642097
Security Description
6.5% 15 Aug 2036
Maturity Date
2036-08-15T00:00:00.000
Interest Rate
6.5
Original Face
254464
Shares Par Value
4422.42
Base Market Value
4896.64
Base Total Cost
4614.2
Base Unrealized Gain Loss
282.44
Base Accrued Interest
0
Local Market Value
4896.64
Local Total Cost Amount
4614.2
Local Unrealized Gain Loss
282.44
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
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
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 906316
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 906316
Security Description
5% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
5
Original Face
700980
Shares Par Value
5681.52
Base Market Value
5813.22
Base Total Cost
6015.31
Base Unrealized Gain Loss
-202.09
Base Accrued Interest
0
Local Market Value
5813.22
Local Total Cost Amount
6015.31
Local Unrealized Gain Loss
-202.09
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COUNTRYWIDE HOME LOANS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COUNTRYWIDE HOME LOANS
Security Description
1% 25 Feb 2047
Maturity Date
2047-02-25T00:00:00.000
Interest Rate
3.962694
Original Face
1100000
Shares Par Value
172246.07
Base Market Value
155465.55
Base Total Cost
167558.47
Base Unrealized Gain Loss
-12092.92
Base Accrued Interest
0
Local Market Value
155465.55
Local Total Cost Amount
167558.47
Local Unrealized Gain Loss
-12092.92
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
WR
S And P Quality Rating
NR
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 608956
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 608956
Security Description
6.5% 15 Jun 2036
Maturity Date
2036-06-15T00:00:00.000
Interest Rate
6.5
Original Face
58134
Shares Par Value
1151.82
Base Market Value
1343.22
Base Total Cost
1201.75
Base Unrealized Gain Loss
141.47
Base Accrued Interest
0
Local Market Value
1343.22
Local Total Cost Amount
1201.75
Local Unrealized Gain Loss
141.47
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
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
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A61800
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A61800
Security Description
5% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
5
Original Face
2456997
Shares Par Value
79750.63
Base Market Value
86558.14
Base Total Cost
85694.56
Base Unrealized Gain Loss
863.58
Base Accrued Interest
0
Local Market Value
86558.14
Local Total Cost Amount
85694.56
Local Unrealized Gain Loss
863.58
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 953433
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 953433
Security Description
6.5% 01 Nov 2037
Maturity Date
2037-11-01T00:00:00.000
Interest Rate
6.5
Original Face
912667
Shares Par Value
16347.05
Base Market Value
18494.89
Base Total Cost
18423.64
Base Unrealized Gain Loss
71.25
Base Accrued Interest
0
Local Market Value
18494.89
Local Total Cost Amount
18423.64
Local Unrealized Gain Loss
71.25
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 911064
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 911064
Security Description
6% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6
Original Face
874950
Shares Par Value
7198.86
Base Market Value
7395.6
Base Total Cost
7648.78
Base Unrealized Gain Loss
-253.18
Base Accrued Interest
0
Local Market Value
7395.6
Local Total Cost Amount
7648.78
Local Unrealized Gain Loss
-253.18
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G01838
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01838
Security Description
5% 01 Jul 2035
Maturity Date
2035-07-01T00:00:00.000
Interest Rate
5
Original Face
6210000
Shares Par Value
185766.87
Base Market Value
203301.4
Base Total Cost
198770.55
Base Unrealized Gain Loss
4530.85
Base Accrued Interest
0
Local Market Value
203301.4
Local Total Cost Amount
198770.55
Local Unrealized Gain Loss
4530.85
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G03704
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03704
Security Description
5.5% 01 Dec 2037
Maturity Date
2037-12-01T00:00:00.000
Interest Rate
5.5
Original Face
180591
Shares Par Value
3091.7
Base Market Value
3409.96
Base Total Cost
3333.6
Base Unrealized Gain Loss
76.36
Base Accrued Interest
0
Local Market Value
3409.96
Local Total Cost Amount
3333.6
Local Unrealized Gain Loss
76.36
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A63809
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A63809
Security Description
6% 01 Aug 2037
Maturity Date
2037-08-01T00:00:00.000
Interest Rate
6
Original Face
290339
Shares Par Value
4904.44
Base Market Value
5612.15
Base Total Cost
5322.84
Base Unrealized Gain Loss
289.31
Base Accrued Interest
0
Local Market Value
5612.15
Local Total Cost Amount
5322.84
Local Unrealized Gain Loss
289.31
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004113
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004113
Security Description
5% 20 Apr 2038
Maturity Date
2038-04-20T00:00:00.000
Interest Rate
5
Original Face
26178012
Shares Par Value
1300489.08
Base Market Value
1431318.28
Base Total Cost
1410827.47
Base Unrealized Gain Loss
20490.81
Base Accrued Interest
0
Local Market Value
1431318.28
Local Total Cost Amount
1410827.47
Local Unrealized Gain Loss
20490.81
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
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
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY MORTGAGE LOAN T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY MORTGAGE LOAN T
Security Description
1% 25 Apr 2037
Maturity Date
2037-04-25T00:00:00.000
Interest Rate
2.76438
Original Face
300000
Shares Par Value
119130.59
Base Market Value
55806
Base Total Cost
71478.36
Base Unrealized Gain Loss
-15672.36
Base Accrued Interest
54.89
Local Market Value
55806
Local Total Cost Amount
71478.36
Local Unrealized Gain Loss
-15672.36
Local Accrued Interest
54.89
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Ca
S And P Quality Rating
CC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COUNTRYWIDE HOME LOANS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COUNTRYWIDE HOME LOANS
Security Description
1% 25 Mar 2037
Maturity Date
2037-03-25T00:00:00.000
Interest Rate
3.864768
Original Face
1100000
Shares Par Value
159444.19
Base Market Value
147739.93
Base Total Cost
169297.16
Base Unrealized Gain Loss
-21557.23
Base Accrued Interest
0
Local Market Value
147739.93
Local Total Cost Amount
169297.16
Local Unrealized Gain Loss
-21557.23
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
WR
S And P Quality Rating
NR
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 4.5
Security Description
4.5% 22 Jul 2049
Maturity Date
2049-07-22T00:00:00.000
Interest Rate
4.5
Original Face
1472000
Shares Par Value
1472000
Base Market Value
1534309.76
Base Total Cost
1528358.75
Base Unrealized Gain Loss
5951.01
Base Accrued Interest
3864.01
Local Market Value
1534309.76
Local Total Cost Amount
1528358.75
Local Unrealized Gain Loss
5951.01
Local Accrued Interest
3864.01
Period End Date
2019-06-30T00:00:00.000
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
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G04624
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04624
Security Description
6% 01 Feb 2033
Maturity Date
2033-02-01T00:00:00.000
Interest Rate
6
Original Face
4624
Shares Par Value
214.56
Base Market Value
239.22
Base Total Cost
214.93
Base Unrealized Gain Loss
24.29
Base Accrued Interest
0
Local Market Value
239.22
Local Total Cost Amount
214.93
Local Unrealized Gain Loss
24.29
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 782382
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 782382
Security Description
5.5% 15 Aug 2038
Maturity Date
2038-08-15T00:00:00.000
Interest Rate
5.5
Original Face
5126397
Shares Par Value
74079.82
Base Market Value
80036.58
Base Total Cost
80897.5
Base Unrealized Gain Loss
-860.92
Base Accrued Interest
0
Local Market Value
80036.58
Local Total Cost Amount
80897.5
Local Unrealized Gain Loss
-860.92
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
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
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G04692
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04692
Security Description
5.5% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5.5
Original Face
7738000
Shares Par Value
532467.88
Base Market Value
591699.61
Base Total Cost
543446.27
Base Unrealized Gain Loss
48253.34
Base Accrued Interest
0
Local Market Value
591699.61
Local Total Cost Amount
543446.27
Local Unrealized Gain Loss
48253.34
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 889974
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889974
Security Description
1% 01 Sep 2035
Maturity Date
2035-09-01T00:00:00.000
Interest Rate
5
Original Face
537900
Shares Par Value
30278.99
Base Market Value
32896.31
Base Total Cost
33427.53
Base Unrealized Gain Loss
-531.22
Base Accrued Interest
0
Local Market Value
32896.31
Local Total Cost Amount
33427.53
Local Unrealized Gain Loss
-531.22
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 889875
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889875
Security Description
1% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
6
Original Face
190000
Shares Par Value
3938.02
Base Market Value
4465.68
Base Total Cost
4214.29
Base Unrealized Gain Loss
251.39
Base Accrued Interest
0
Local Market Value
4465.68
Local Total Cost Amount
4214.29
Local Unrealized Gain Loss
251.39
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G05122
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G05122
Security Description
5.5% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
5.5
Original Face
2946533
Shares Par Value
67534.09
Base Market Value
73502.08
Base Total Cost
73343.07
Base Unrealized Gain Loss
159.01
Base Accrued Interest
0
Local Market Value
73502.08
Local Total Cost Amount
73343.07
Local Unrealized Gain Loss
159.01
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A79509
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A79509
Security Description
5.5% 01 Jul 2038
Maturity Date
2038-07-01T00:00:00.000
Interest Rate
5.5
Original Face
310843
Shares Par Value
5030.72
Base Market Value
5467.64
Base Total Cost
5463.44
Base Unrealized Gain Loss
4.2
Base Accrued Interest
0
Local Market Value
5467.64
Local Total Cost Amount
5463.44
Local Unrealized Gain Loss
4.2
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G01818
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01818
Security Description
5% 01 May 2035
Maturity Date
2035-05-01T00:00:00.000
Interest Rate
5
Original Face
3617800
Shares Par Value
87258.26
Base Market Value
95480.61
Base Total Cost
94375.26
Base Unrealized Gain Loss
1105.35
Base Accrued Interest
0
Local Market Value
95480.61
Local Total Cost Amount
94375.26
Local Unrealized Gain Loss
1105.35
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G05179
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G05179
Security Description
5.5% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
5.5
Original Face
222115
Shares Par Value
5534.28
Base Market Value
6115.99
Base Total Cost
5967.28
Base Unrealized Gain Loss
148.71
Base Accrued Interest
0
Local Market Value
6115.99
Local Total Cost Amount
5967.28
Local Unrealized Gain Loss
148.71
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 995050
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995050
Security Description
1% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
6
Original Face
4250000
Shares Par Value
110151.33
Base Market Value
124916.01
Base Total Cost
117827.48
Base Unrealized Gain Loss
7088.53
Base Accrued Interest
0
Local Market Value
124916.01
Local Total Cost Amount
117827.48
Local Unrealized Gain Loss
7088.53
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 995203
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995203
Security Description
1% 01 Jul 2035
Maturity Date
2035-07-01T00:00:00.000
Interest Rate
5
Original Face
1375000
Shares Par Value
71209.42
Base Market Value
77347.67
Base Total Cost
77312.29
Base Unrealized Gain Loss
35.38
Base Accrued Interest
0
Local Market Value
77347.67
Local Total Cost Amount
77312.29
Local Unrealized Gain Loss
35.38
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
0.01% 20 Mar 2035
Maturity Date
2035-03-20T00:00:00.000
Interest Rate
0
Original Face
135000
Shares Par Value
9280.65
Base Market Value
8383.76
Base Total Cost
8166.97
Base Unrealized Gain Loss
216.79
Base Accrued Interest
0
Local Market Value
8383.76
Local Total Cost Amount
8166.97
Local Unrealized Gain Loss
216.79
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G05352
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G05352
Security Description
6% 01 Feb 2039
Maturity Date
2039-02-01T00:00:00.000
Interest Rate
6
Original Face
1147826
Shares Par Value
18107.67
Base Market Value
20516.35
Base Total Cost
19895.81
Base Unrealized Gain Loss
620.54
Base Accrued Interest
0
Local Market Value
20516.35
Local Total Cost Amount
19895.81
Local Unrealized Gain Loss
620.54
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 782520
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 782520
Security Description
5.5% 15 Dec 2038
Maturity Date
2038-12-15T00:00:00.000
Interest Rate
5.5
Original Face
4723735
Shares Par Value
181027.7
Base Market Value
203502.29
Base Total Cost
194109.8
Base Unrealized Gain Loss
9392.49
Base Accrued Interest
0
Local Market Value
203502.29
Local Total Cost Amount
194109.8
Local Unrealized Gain Loss
9392.49
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
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
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 4
Security Description
4% 22 Jul 2049
Maturity Date
2049-07-22T00:00:00.000
Interest Rate
4
Original Face
10061000
Shares Par Value
10061000
Base Market Value
10429635.04
Base Total Cost
10377651.52
Base Unrealized Gain Loss
51983.52
Base Accrued Interest
23475.67
Local Market Value
10429635.04
Local Total Cost Amount
10377651.52
Local Unrealized Gain Loss
51983.52
Local Accrued Interest
23475.67
Period End Date
2019-06-30T00:00:00.000
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
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3.5
Security Description
3.5% 15 Jul 2049
Maturity Date
2049-07-15T00:00:00.000
Interest Rate
3.5
Original Face
32588000
Shares Par Value
32588000
Base Market Value
33317319.44
Base Total Cost
33265850.41
Base Unrealized Gain Loss
51469.03
Base Accrued Interest
44355.89
Local Market Value
33317319.44
Local Total Cost Amount
33265850.41
Local Unrealized Gain Loss
51469.03
Local Accrued Interest
44355.89
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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