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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
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: JAPAN AIRLINES CO LTD
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
JAPAN AIRLINES CO LTD
Security Description
COMMON STOCK
Maturity Date
1899-12-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
0
Base Market Value
0
Base Total Cost
0
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0
Local Total Cost Amount
0
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
INDUSTRIALS
Minor Industry Name
AIRLINES
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Group Trust
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 Q53648
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q53648
Security Description
3.5% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3.5
Original Face
61000
Shares Par Value
55799.77
Base Market Value
57980.43
Base Total Cost
57560.95
Base Unrealized Gain Loss
419.48
Base Accrued Interest
0
Local Market Value
57980.43
Local Total Cost Amount
57560.95
Local Unrealized Gain Loss
419.48
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 Q53630
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q53630
Security Description
3.5% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3.5
Original Face
35000
Shares Par Value
28742.22
Base Market Value
29971.52
Base Total Cost
29743.71
Base Unrealized Gain Loss
227.81
Base Accrued Interest
0
Local Market Value
29971.52
Local Total Cost Amount
29743.71
Local Unrealized Gain Loss
227.81
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 CA1199
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1199
Security Description
4% 01 Feb 2048
Maturity Date
2048-02-01T00:00:00.000
Interest Rate
4
Original Face
399000
Shares Par Value
358347.58
Base Market Value
375218.58
Base Total Cost
368846.05
Base Unrealized Gain Loss
6372.53
Base Accrued Interest
0
Local Market Value
375218.58
Local Total Cost Amount
368846.05
Local Unrealized Gain Loss
6372.53
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 BM3403
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3403
Security Description
1% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
2.5
Original Face
72000
Shares Par Value
54709.09
Base Market Value
55169.19
Base Total Cost
53734.58
Base Unrealized Gain Loss
1434.61
Base Accrued Interest
0
Local Market Value
55169.19
Local Total Cost Amount
53734.58
Local Unrealized Gain Loss
1434.61
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 C29402
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C29402
Security Description
7% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
7
Original Face
2284252
Shares Par Value
8501.85
Base Market Value
8512.9
Base Total Cost
8824.64
Base Unrealized Gain Loss
-311.74
Base Accrued Interest
0
Local Market Value
8512.9
Local Total Cost Amount
8824.64
Local Unrealized Gain Loss
-311.74
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Aug 2032
Maturity Date
2032-08-16T00:00:00.000
Interest Rate
2.64425
Original Face
4000000
Shares Par Value
19839.48
Base Market Value
19844.4
Base Total Cost
19862.57
Base Unrealized Gain Loss
-18.17
Base Accrued Interest
21.86
Local Market Value
19844.4
Local Total Cost Amount
19862.57
Local Unrealized Gain Loss
-18.17
Local Accrued Interest
21.86
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 C57764
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C57764
Security Description
7% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
7
Original Face
8482873
Shares Par Value
20397.66
Base Market Value
22315.86
Base Total Cost
21455.8
Base Unrealized Gain Loss
860.06
Base Accrued Interest
0
Local Market Value
22315.86
Local Total Cost Amount
21455.8
Local Unrealized Gain Loss
860.06
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 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% 13 Aug 2049
Maturity Date
2049-08-13T00:00:00.000
Interest Rate
5
Original Face
2315000
Shares Par Value
2315000
Base Market Value
2446353.1
Base Total Cost
2443771.88
Base Unrealized Gain Loss
2581.22
Base Accrued Interest
3858.33
Local Market Value
2446353.1
Local Total Cost Amount
2443771.88
Local Unrealized Gain Loss
2581.22
Local Accrued Interest
3858.33
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% 15 Jul 2049
Maturity Date
2049-07-15T00:00:00.000
Interest Rate
4.5
Original Face
1854000
Shares Par Value
1854000
Base Market Value
1937337.3
Base Total Cost
1936294.05
Base Unrealized Gain Loss
1043.25
Base Accrued Interest
3244.5
Local Market Value
1937337.3
Local Total Cost Amount
1936294.05
Local Unrealized Gain Loss
1043.25
Local Accrued Interest
3244.5
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
7% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
7
Original Face
2000000
Shares Par Value
5084.8
Base Market Value
902.51
Base Total Cost
4920.92
Base Unrealized Gain Loss
-4018.41
Base Accrued Interest
0
Local Market Value
902.51
Local Total Cost Amount
4920.92
Local Unrealized Gain Loss
-4018.41
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
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 251938
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 251938
Security Description
8% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
8
Original Face
764416
Shares Par Value
2610.08
Base Market Value
2621.9
Base Total Cost
2703.97
Base Unrealized Gain Loss
-82.07
Base Accrued Interest
0
Local Market Value
2621.9
Local Total Cost Amount
2703.97
Local Unrealized Gain Loss
-82.07
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 BM3987
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3987
Security Description
1% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
2.5
Original Face
1545000
Shares Par Value
1277626.44
Base Market Value
1287681.36
Base Total Cost
1243889.11
Base Unrealized Gain Loss
43792.25
Base Accrued Interest
0
Local Market Value
1287681.36
Local Total Cost Amount
1243889.11
Local Unrealized Gain Loss
43792.25
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 BM4465
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM4465
Security Description
1% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
2601000
Shares Par Value
2353756.09
Base Market Value
2457133.06
Base Total Cost
2311094.26
Base Unrealized Gain Loss
146038.8
Base Accrued Interest
0
Local Market Value
2457133.06
Local Total Cost Amount
2311094.26
Local Unrealized Gain Loss
146038.8
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 BN0691
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BN0691
Security Description
4.5% 01 Aug 2048
Maturity Date
2048-08-01T00:00:00.000
Interest Rate
4.5
Original Face
504559
Shares Par Value
477399.99
Base Market Value
507313.87
Base Total Cost
495824.65
Base Unrealized Gain Loss
11489.22
Base Accrued Interest
0
Local Market Value
507313.87
Local Total Cost Amount
495824.65
Local Unrealized Gain Loss
11489.22
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: FED HM LN PC POOL V84655
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V84655
Security Description
4.5% 01 Sep 2048
Maturity Date
2048-09-01T00:00:00.000
Interest Rate
4.5
Original Face
267000
Shares Par Value
253683.1
Base Market Value
266798.52
Base Total Cost
263711.49
Base Unrealized Gain Loss
3087.03
Base Accrued Interest
0
Local Market Value
266798.52
Local Total Cost Amount
263711.49
Local Unrealized Gain Loss
3087.03
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 BM4614
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM4614
Security Description
1% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
3
Original Face
1108000
Shares Par Value
1004662.62
Base Market Value
1028794.62
Base Total Cost
1007174.28
Base Unrealized Gain Loss
21620.34
Base Accrued Interest
0
Local Market Value
1028794.62
Local Total Cost Amount
1007174.28
Local Unrealized Gain Loss
21620.34
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Sep 2028
Maturity Date
2028-09-25T00:00:00.000
Interest Rate
3.65
Original Face
649000
Shares Par Value
649000
Base Market Value
703214.09
Base Total Cost
632748.39
Base Unrealized Gain Loss
70465.7
Base Accrued Interest
0
Local Market Value
703214.09
Local Total Cost Amount
632748.39
Local Unrealized Gain Loss
70465.7
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: FNMA POOL CA2776
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA2776
Security Description
4.5% 01 Dec 2048
Maturity Date
2048-12-01T00:00:00.000
Interest Rate
4.5
Original Face
2309000
Shares Par Value
2232628.42
Base Market Value
2411283.35
Base Total Cost
2328910.52
Base Unrealized Gain Loss
82372.83
Base Accrued Interest
0
Local Market Value
2411283.35
Local Total Cost Amount
2328910.52
Local Unrealized Gain Loss
82372.83
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 BM5002
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5002
Security Description
1% 01 May 2044
Maturity Date
2044-05-01T00:00:00.000
Interest Rate
3.5
Original Face
732792
Shares Par Value
682099.52
Base Market Value
714335.54
Base Total Cost
672720.66
Base Unrealized Gain Loss
41614.88
Base Accrued Interest
0
Local Market Value
714335.54
Local Total Cost Amount
672720.66
Local Unrealized Gain Loss
41614.88
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 AS0496
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0496
Security Description
3% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
3
Original Face
1634023
Shares Par Value
635132.73
Base Market Value
649639.16
Base Total Cost
635430.45
Base Unrealized Gain Loss
14208.71
Base Accrued Interest
0
Local Market Value
649639.16
Local Total Cost Amount
635430.45
Local Unrealized Gain Loss
14208.71
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
1% 20 Apr 2046
Maturity Date
2046-04-20T00:00:00.000
Interest Rate
2.89063
Original Face
995000
Shares Par Value
594342.68
Base Market Value
595304.98
Base Total Cost
595457.08
Base Unrealized Gain Loss
-152.1
Base Accrued Interest
524.95
Local Market Value
595304.98
Local Total Cost Amount
595457.08
Local Unrealized Gain Loss
-152.1
Local Accrued Interest
524.95
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
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
3% 16 May 2035
Maturity Date
2035-05-16T00:00:00.000
Interest Rate
3
Original Face
78000
Shares Par Value
76351.68
Base Market Value
78414.82
Base Total Cost
75728.35
Base Unrealized Gain Loss
2686.47
Base Accrued Interest
0
Local Market Value
78414.82
Local Total Cost Amount
75728.35
Local Unrealized Gain Loss
2686.47
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
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
2.75% 16 Aug 2031
Maturity Date
2031-08-16T00:00:00.000
Interest Rate
2.75
Original Face
207000
Shares Par Value
204663.49
Base Market Value
207200.54
Base Total Cost
202241.1
Base Unrealized Gain Loss
4959.44
Base Accrued Interest
0
Local Market Value
207200.54
Local Total Cost Amount
202241.1
Local Unrealized Gain Loss
4959.44
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
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
1% 15 Sep 2041
Maturity Date
2041-09-15T00:00:00.000
Interest Rate
2.83425
Original Face
4000000
Shares Par Value
1135899.04
Base Market Value
1138240.36
Base Total Cost
1138561.3
Base Unrealized Gain Loss
-320.94
Base Accrued Interest
1430.86
Local Market Value
1138240.36
Local Total Cost Amount
1138561.3
Local Unrealized Gain Loss
-320.94
Local Accrued Interest
1430.86
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 20 May 2049
Maturity Date
2049-05-20T00:00:00.000
Interest Rate
2.78288
Original Face
1370305
Shares Par Value
1346994.39
Base Market Value
1346993.04
Base Total Cost
1346994.39
Base Unrealized Gain Loss
-1.35
Base Accrued Interest
1145.38
Local Market Value
1346993.04
Local Total Cost Amount
1346994.39
Local Unrealized Gain Loss
-1.35
Local Accrued Interest
1145.38
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
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Sep 2042
Maturity Date
2042-09-25T00:00:00.000
Interest Rate
2.80438
Original Face
9414000
Shares Par Value
3858516.56
Base Market Value
3851377.92
Base Total Cost
3851757.55
Base Unrealized Gain Loss
-379.63
Base Accrued Interest
1803.46
Local Market Value
3851377.92
Local Total Cost Amount
3851757.55
Local Unrealized Gain Loss
-379.63
Local Accrued Interest
1803.46
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 20 May 2049
Maturity Date
2049-05-20T00:00:00.000
Interest Rate
2.78288
Original Face
2683000
Shares Par Value
2677780.84
Base Market Value
2678360.85
Base Total Cost
2677780.84
Base Unrealized Gain Loss
580.01
Base Accrued Interest
2276.98
Local Market Value
2678360.85
Local Total Cost Amount
2677780.84
Local Unrealized Gain Loss
580.01
Local Accrued Interest
2276.98
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
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 487819
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 487819
Security Description
9% 01 Dec 2025
Maturity Date
2025-12-01T00:00:00.000
Interest Rate
9
Original Face
500000
Shares Par Value
9244.44
Base Market Value
9543.77
Base Total Cost
9691.82
Base Unrealized Gain Loss
-148.05
Base Accrued Interest
0
Local Market Value
9543.77
Local Total Cost Amount
9691.82
Local Unrealized Gain Loss
-148.05
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 AR5029
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR5029
Security Description
2.5% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
2.5
Original Face
1011436
Shares Par Value
592158.02
Base Market Value
590357.86
Base Total Cost
561486.1
Base Unrealized Gain Loss
28871.76
Base Accrued Interest
0
Local Market Value
590357.86
Local Total Cost Amount
561486.1
Local Unrealized Gain Loss
28871.76
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 Jun 2035
Maturity Date
2035-06-20T00:00:00.000
Interest Rate
0
Original Face
680000
Shares Par Value
33657.78
Base Market Value
31804.29
Base Total Cost
31648.83
Base Unrealized Gain Loss
155.46
Base Accrued Interest
0
Local Market Value
31804.29
Local Total Cost Amount
31648.83
Local Unrealized Gain Loss
155.46
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
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 AB9727
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9727
Security Description
2.5% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
2.5
Original Face
296221
Shares Par Value
116974.78
Base Market Value
118019.36
Base Total Cost
119012.7
Base Unrealized Gain Loss
-993.34
Base Accrued Interest
0
Local Market Value
118019.36
Local Total Cost Amount
119012.7
Local Unrealized Gain Loss
-993.34
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 AB7565
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB7565
Security Description
3% 01 Jan 2043
Maturity Date
2043-01-01T00:00:00.000
Interest Rate
3
Original Face
183870
Shares Par Value
98160.69
Base Market Value
100216.17
Base Total Cost
98697.51
Base Unrealized Gain Loss
1518.66
Base Accrued Interest
0
Local Market Value
100216.17
Local Total Cost Amount
98697.51
Local Unrealized Gain Loss
1518.66
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 G06061
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06061
Security Description
4% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
4
Original Face
169118
Shares Par Value
42506.36
Base Market Value
44853.56
Base Total Cost
44246.49
Base Unrealized Gain Loss
607.07
Base Accrued Interest
0
Local Market Value
44853.56
Local Total Cost Amount
44246.49
Local Unrealized Gain Loss
607.07
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 AQ0848
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AQ0848
Security Description
2.5% 01 Oct 2027
Maturity Date
2027-10-01T00:00:00.000
Interest Rate
2.5
Original Face
735831
Shares Par Value
191488.88
Base Market Value
192938.45
Base Total Cost
194346.25
Base Unrealized Gain Loss
-1407.8
Base Accrued Interest
0
Local Market Value
192938.45
Local Total Cost Amount
194346.25
Local Unrealized Gain Loss
-1407.8
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 Q21661
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q21661
Security Description
3.5% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
3.5
Original Face
25000
Shares Par Value
11667.43
Base Market Value
12119.78
Base Total Cost
11472.38
Base Unrealized Gain Loss
647.4
Base Accrued Interest
0
Local Market Value
12119.78
Local Total Cost Amount
11472.38
Local Unrealized Gain Loss
647.4
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 AU6675
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU6675
Security Description
2% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
2
Original Face
522114
Shares Par Value
222473.9
Base Market Value
222211.38
Base Total Cost
218398.12
Base Unrealized Gain Loss
3813.26
Base Accrued Interest
0
Local Market Value
222211.38
Local Total Cost Amount
218398.12
Local Unrealized Gain Loss
3813.26
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: GMAC MTG CORP IOWA PASS THRU C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GMAC MTG CORP IOWA PASS THRU C
Security Description
0.01% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
7.1295
Original Face
179510.4
Shares Par Value
105496.8
Base Market Value
106372.42
Base Total Cost
122068.13
Base Unrealized Gain Loss
-15695.71
Base Accrued Interest
0
Local Market Value
106372.42
Local Total Cost Amount
122068.13
Local Unrealized Gain Loss
-15695.71
Local Accrued Interest
0
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
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 AU9260
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU9260
Security Description
2% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
2
Original Face
559034
Shares Par Value
257300.6
Base Market Value
256996.99
Base Total Cost
252586.76
Base Unrealized Gain Loss
4410.23
Base Accrued Interest
0
Local Market Value
256996.99
Local Total Cost Amount
252586.76
Local Unrealized Gain Loss
4410.23
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: GNMA POOL 722017
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 722017
Security Description
3.5% 15 Oct 2043
Maturity Date
2043-10-15T00:00:00.000
Interest Rate
3.5
Original Face
526614
Shares Par Value
386653.95
Base Market Value
401505.33
Base Total Cost
388587.2
Base Unrealized Gain Loss
12918.13
Base Accrued Interest
0
Local Market Value
401505.33
Local Total Cost Amount
388587.2
Local Unrealized Gain Loss
12918.13
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 POOL 754388
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 754388
Security Description
2.5% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
2.5
Original Face
50000
Shares Par Value
12359.04
Base Market Value
12504.26
Base Total Cost
12285.65
Base Unrealized Gain Loss
218.61
Base Accrued Interest
0
Local Market Value
12504.26
Local Total Cost Amount
12285.65
Local Unrealized Gain Loss
218.61
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 AL5611
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5611
Security Description
1% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
4
Original Face
3645174
Shares Par Value
1982396.02
Base Market Value
2118091.03
Base Total Cost
2137425.59
Base Unrealized Gain Loss
-19334.56
Base Accrued Interest
0
Local Market Value
2118091.03
Local Total Cost Amount
2137425.59
Local Unrealized Gain Loss
-19334.56
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 Q23779
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q23779
Security Description
4.5% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
4.5
Original Face
35384
Shares Par Value
11248.04
Base Market Value
11976.35
Base Total Cost
12216.42
Base Unrealized Gain Loss
-240.07
Base Accrued Interest
0
Local Market Value
11976.35
Local Total Cost Amount
12216.42
Local Unrealized Gain Loss
-240.07
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
3.5% 25 Apr 2045
Maturity Date
2045-04-25T00:00:00.000
Interest Rate
3.5
Original Face
900000
Shares Par Value
1044118.48
Base Market Value
1102565
Base Total Cost
1055677.62
Base Unrealized Gain Loss
46887.38
Base Accrued Interest
0
Local Market Value
1102565
Local Total Cost Amount
1055677.62
Local Unrealized Gain Loss
46887.38
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: FNMA POOL AS4784
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4784
Security Description
3% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
3
Original Face
427182
Shares Par Value
286724.26
Base Market Value
291386.4
Base Total Cost
293735.59
Base Unrealized Gain Loss
-2349.19
Base Accrued Interest
0
Local Market Value
291386.4
Local Total Cost Amount
293735.59
Local Unrealized Gain Loss
-2349.19
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: GNMA II POOL 783935
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 783935
Security Description
4.5% 20 Dec 2042
Maturity Date
2042-12-20T00:00:00.000
Interest Rate
4.5
Original Face
612684
Shares Par Value
186453.81
Base Market Value
199431
Base Total Cost
200670.91
Base Unrealized Gain Loss
-1239.91
Base Accrued Interest
0
Local Market Value
199431
Local Total Cost Amount
200670.91
Local Unrealized Gain Loss
-1239.91
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: GNMA POOL 736570
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 736570
Security Description
4.5% 15 Mar 2040
Maturity Date
2040-03-15T00:00:00.000
Interest Rate
4.5
Original Face
30800000
Shares Par Value
3293335.28
Base Market Value
3549359.16
Base Total Cost
3566579.18
Base Unrealized Gain Loss
-17220.02
Base Accrued Interest
0
Local Market Value
3549359.16
Local Total Cost Amount
3566579.18
Local Unrealized Gain Loss
-17220.02
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 BM4022
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM4022
Security Description
1% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
3903247
Shares Par Value
3464876.69
Base Market Value
3521146.29
Base Total Cost
3360389
Base Unrealized Gain Loss
160757.29
Base Accrued Interest
0
Local Market Value
3521146.29
Local Total Cost Amount
3360389
Local Unrealized Gain Loss
160757.29
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: GNMA II POOL MA5331
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA5331
Security Description
4.5% 20 Jul 2048
Maturity Date
2048-07-20T00:00:00.000
Interest Rate
4.5
Original Face
1394000
Shares Par Value
1155491.1
Base Market Value
1207210.88
Base Total Cost
1200821.3
Base Unrealized Gain Loss
6389.58
Base Accrued Interest
0
Local Market Value
1207210.88
Local Total Cost Amount
1200821.3
Local Unrealized Gain Loss
6389.58
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: FNMA POOL BK4471
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BK4471
Security Description
4.5% 01 Jul 2048
Maturity Date
2048-07-01T00:00:00.000
Interest Rate
4.5
Original Face
20000
Shares Par Value
17744.39
Base Market Value
19072.38
Base Total Cost
18476.35
Base Unrealized Gain Loss
596.03
Base Accrued Interest
0
Local Market Value
19072.38
Local Total Cost Amount
18476.35
Local Unrealized Gain Loss
596.03
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
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