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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: FNMA POOL AL9405
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9405
Security Description
1% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
2561639
Shares Par Value
1841553.16
Base Market Value
1911790
Base Total Cost
1902842.35
Base Unrealized Gain Loss
8947.65
Base Accrued Interest
0
Local Market Value
1911790
Local Total Cost Amount
1902842.35
Local Unrealized Gain Loss
8947.65
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 BE1896
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE1896
Security Description
3% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
3
Original Face
189907
Shares Par Value
136457.58
Base Market Value
139057.1
Base Total Cost
138269.93
Base Unrealized Gain Loss
787.17
Base Accrued Interest
0
Local Market Value
139057.1
Local Total Cost Amount
138269.93
Local Unrealized Gain Loss
787.17
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 AK7510
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK7510
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
64884
Shares Par Value
20922.57
Base Market Value
21722.23
Base Total Cost
21511.01
Base Unrealized Gain Loss
211.22
Base Accrued Interest
0
Local Market Value
21722.23
Local Total Cost Amount
21511.01
Local Unrealized Gain Loss
211.22
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 Q18718
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q18718
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
101995
Shares Par Value
56647.41
Base Market Value
58848.73
Base Total Cost
58276.03
Base Unrealized Gain Loss
572.7
Base Accrued Interest
0
Local Market Value
58848.73
Local Total Cost Amount
58276.03
Local Unrealized Gain Loss
572.7
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 MA4126
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4126
Security Description
3% 20 Dec 2046
Maturity Date
2046-12-20T00:00:00.000
Interest Rate
3
Original Face
1351500
Shares Par Value
1026905.93
Base Market Value
1051274.41
Base Total Cost
1002800.94
Base Unrealized Gain Loss
48473.47
Base Accrued Interest
0
Local Market Value
1051274.41
Local Total Cost Amount
1002800.94
Local Unrealized Gain Loss
48473.47
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: 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 Sep 2058
Maturity Date
2058-09-16T00:00:00.000
Interest Rate
0.99705
Original Face
5255000
Shares Par Value
5058530.95
Base Market Value
413230.38
Base Total Cost
417328.81
Base Unrealized Gain Loss
-4098.43
Base Accrued Interest
0
Local Market Value
413230.38
Local Total Cost Amount
417328.81
Local Unrealized Gain Loss
-4098.43
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 AL9481
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9481
Security Description
1% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
133060
Shares Par Value
99471.25
Base Market Value
101554.18
Base Total Cost
99315.83
Base Unrealized Gain Loss
2238.35
Base Accrued Interest
0
Local Market Value
101554.18
Local Total Cost Amount
99315.83
Local Unrealized Gain Loss
2238.35
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 AL9511
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9511
Security Description
1% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3.5
Original Face
300739
Shares Par Value
229618.3
Base Market Value
239108.42
Base Total Cost
237888.16
Base Unrealized Gain Loss
1220.26
Base Accrued Interest
0
Local Market Value
239108.42
Local Total Cost Amount
237888.16
Local Unrealized Gain Loss
1220.26
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: FNMA POOL AL9501
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9501
Security Description
1% 01 Nov 2045
Maturity Date
2045-11-01T00:00:00.000
Interest Rate
4.5
Original Face
145000
Shares Par Value
99234.94
Base Market Value
107676.86
Base Total Cost
107716.42
Base Unrealized Gain Loss
-39.56
Base Accrued Interest
0
Local Market Value
107676.86
Local Total Cost Amount
107716.42
Local Unrealized Gain Loss
-39.56
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: FNMA POOL AL9378
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9378
Security Description
1% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
3
Original Face
113000
Shares Par Value
76404.14
Base Market Value
78211.86
Base Total Cost
77156.25
Base Unrealized Gain Loss
1055.61
Base Accrued Interest
0
Local Market Value
78211.86
Local Total Cost Amount
77156.25
Local Unrealized Gain Loss
1055.61
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: FNMA POOL AB6512
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB6512
Security Description
3.5% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3.5
Original Face
406864
Shares Par Value
162845.12
Base Market Value
169121.17
Base Total Cost
167921.32
Base Unrealized Gain Loss
1199.85
Base Accrued Interest
0
Local Market Value
169121.17
Local Total Cost Amount
167921.32
Local Unrealized Gain Loss
1199.85
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 Q45064
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45064
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
251525
Shares Par Value
205240
Base Market Value
208778.34
Base Total Cost
204935.33
Base Unrealized Gain Loss
3843.01
Base Accrued Interest
0
Local Market Value
208778.34
Local Total Cost Amount
204935.33
Local Unrealized Gain Loss
3843.01
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 Q45079
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45079
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
109285
Shares Par Value
83785.23
Base Market Value
85592.48
Base Total Cost
83791.76
Base Unrealized Gain Loss
1800.72
Base Accrued Interest
0
Local Market Value
85592.48
Local Total Cost Amount
83791.76
Local Unrealized Gain Loss
1800.72
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% 25 Feb 2043
Maturity Date
2043-02-25T00:00:00.000
Interest Rate
3
Original Face
1649000
Shares Par Value
694916.07
Base Market Value
58155.09
Base Total Cost
80186.82
Base Unrealized Gain Loss
-22031.73
Base Accrued Interest
0
Local Market Value
58155.09
Local Total Cost Amount
80186.82
Local Unrealized Gain Loss
-22031.73
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: 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 2058
Maturity Date
2058-08-16T00:00:00.000
Interest Rate
0.74495
Original Face
1905000
Shares Par Value
1795512.53
Base Market Value
111985.04
Base Total Cost
127018.48
Base Unrealized Gain Loss
-15033.44
Base Accrued Interest
0
Local Market Value
111985.04
Local Total Cost Amount
127018.48
Local Unrealized Gain Loss
-15033.44
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: 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 May 2041
Maturity Date
2041-05-16T00:00:00.000
Interest Rate
2.78425
Original Face
943000
Shares Par Value
323224.71
Base Market Value
323529.48
Base Total Cost
323224.71
Base Unrealized Gain Loss
304.77
Base Accrued Interest
374.98
Local Market Value
323529.48
Local Total Cost Amount
323224.71
Local Unrealized Gain Loss
304.77
Local Accrued Interest
374.98
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: 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 2059
Maturity Date
2059-08-16T00:00:00.000
Interest Rate
0.71589
Original Face
16320000
Shares Par Value
15713758.84
Base Market Value
1018091.29
Base Total Cost
1056381.98
Base Unrealized Gain Loss
-38290.69
Base Accrued Interest
0
Local Market Value
1018091.29
Local Total Cost Amount
1056381.98
Local Unrealized Gain Loss
-38290.69
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: FED HM LN PC POOL J23930
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J23930
Security Description
2.5% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
2.5
Original Face
88889
Shares Par Value
33351.93
Base Market Value
33668.44
Base Total Cost
33919.97
Base Unrealized Gain Loss
-251.53
Base Accrued Interest
0
Local Market Value
33668.44
Local Total Cost Amount
33919.97
Local Unrealized Gain Loss
-251.53
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 BM1892
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1892
Security Description
1% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
2.5
Original Face
96238
Shares Par Value
67306.69
Base Market Value
67816.2
Base Total Cost
67862.76
Base Unrealized Gain Loss
-46.56
Base Accrued Interest
0
Local Market Value
67816.2
Local Total Cost Amount
67862.76
Local Unrealized Gain Loss
-46.56
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
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: FNMA POOL BM1893
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1893
Security Description
1% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
2.5
Original Face
33004
Shares Par Value
23866.25
Base Market Value
24078.18
Base Total Cost
24063.43
Base Unrealized Gain Loss
14.75
Base Accrued Interest
0
Local Market Value
24078.18
Local Total Cost Amount
24063.43
Local Unrealized Gain Loss
14.75
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% 16 Nov 2055
Maturity Date
2055-11-16T00:00:00.000
Interest Rate
0.77158
Original Face
0
Shares Par Value
4154829.41
Base Market Value
222177.84
Base Total Cost
242797.86
Base Unrealized Gain Loss
-20620.02
Base Accrued Interest
0
Local Market Value
222177.84
Local Total Cost Amount
242797.86
Local Unrealized Gain Loss
-20620.02
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
1% 16 Feb 2059
Maturity Date
2059-02-16T00:00:00.000
Interest Rate
0.71766
Original Face
5500000
Shares Par Value
5328535.41
Base Market Value
341603.35
Base Total Cost
382155.89
Base Unrealized Gain Loss
-40552.54
Base Accrued Interest
0
Local Market Value
341603.35
Local Total Cost Amount
382155.89
Local Unrealized Gain Loss
-40552.54
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
1% 16 Jun 2058
Maturity Date
2058-06-16T00:00:00.000
Interest Rate
1.08792
Original Face
7385000
Shares Par Value
6832961.2
Base Market Value
540472.2
Base Total Cost
539163.35
Base Unrealized Gain Loss
1308.85
Base Accrued Interest
0
Local Market Value
540472.2
Local Total Cost Amount
539163.35
Local Unrealized Gain Loss
1308.85
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: CSAIL COMMERCIAL MORTGAGE TRUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSAIL COMMERCIAL MORTGAGE TRUS
Security Description
1% 15 Jun 2052
Maturity Date
2052-06-15T00:00:00.000
Interest Rate
1.5727
Original Face
3174000
Shares Par Value
3174000
Base Market Value
394157.16
Base Total Cost
394369.5
Base Unrealized Gain Loss
-212.34
Base Accrued Interest
0
Local Market Value
394157.16
Local Total Cost Amount
394369.5
Local Unrealized Gain Loss
-212.34
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
Aa1
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 C35363
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C35363
Security Description
7% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
7
Original Face
1508688
Shares Par Value
1478.44
Base Market Value
1596.89
Base Total Cost
1543.93
Base Unrealized Gain Loss
52.96
Base Accrued Interest
0
Local Market Value
1596.89
Local Total Cost Amount
1543.93
Local Unrealized Gain Loss
52.96
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 479524
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 479524
Security Description
9% 15 Aug 2030
Maturity Date
2030-08-15T00:00:00.000
Interest Rate
9
Original Face
686920
Shares Par Value
3258.76
Base Market Value
3269.29
Base Total Cost
3448.32
Base Unrealized Gain Loss
-179.03
Base Accrued Interest
0
Local Market Value
3269.29
Local Total Cost Amount
3448.32
Local Unrealized Gain Loss
-179.03
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 516714
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 516714
Security Description
9% 15 Sep 2030
Maturity Date
2030-09-15T00:00:00.000
Interest Rate
9
Original Face
1044247
Shares Par Value
6495.94
Base Market Value
6597.02
Base Total Cost
6873.84
Base Unrealized Gain Loss
-276.82
Base Accrued Interest
0
Local Market Value
6597.02
Local Total Cost Amount
6873.84
Local Unrealized Gain Loss
-276.82
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: FHLMC STRUCTURED PASS THROUGH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC STRUCTURED PASS THROUGH
Security Description
1% 25 May 2031
Maturity Date
2031-05-25T00:00:00.000
Interest Rate
2.52938
Original Face
7000000
Shares Par Value
89650.82
Base Market Value
89072.11
Base Total Cost
89660.46
Base Unrealized Gain Loss
-588.35
Base Accrued Interest
37.8
Local Market Value
89072.11
Local Total Cost Amount
89660.46
Local Unrealized Gain Loss
-588.35
Local Accrued Interest
37.8
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
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 25 Apr 2023
Maturity Date
2023-04-25T00:00:00.000
Interest Rate
2.90438
Original Face
623778
Shares Par Value
855.12
Base Market Value
852.1
Base Total Cost
838.66
Base Unrealized Gain Loss
13.44
Base Accrued Interest
0.42
Local Market Value
852.1
Local Total Cost Amount
838.66
Local Unrealized Gain Loss
13.44
Local Accrued Interest
0.42
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
8% 25 Nov 2023
Maturity Date
2023-11-25T00:00:00.000
Interest Rate
8
Original Face
1500000
Shares Par Value
1769
Base Market Value
1896.46
Base Total Cost
1778.41
Base Unrealized Gain Loss
118.05
Base Accrued Interest
0
Local Market Value
1896.46
Local Total Cost Amount
1778.41
Local Unrealized Gain Loss
118.05
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
7.5% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
7.5
Original Face
1000000
Shares Par Value
24731.01
Base Market Value
26149.43
Base Total Cost
9776.78
Base Unrealized Gain Loss
16372.65
Base Accrued Interest
0
Local Market Value
26149.43
Local Total Cost Amount
9776.78
Local Unrealized Gain Loss
16372.65
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: AFC HOME EQUITY LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AFC HOME EQUITY LOAN TRUST
Security Description
1% 26 Dec 2029
Maturity Date
2029-12-26T00:00:00.000
Interest Rate
3.35438
Original Face
1000000
Shares Par Value
77.16
Base Market Value
77.25
Base Total Cost
78.36
Base Unrealized Gain Loss
-1.11
Base Accrued Interest
0.05
Local Market Value
77.25
Local Total Cost Amount
78.36
Local Unrealized Gain Loss
-1.11
Local Accrued Interest
0.05
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
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: CENTEX HOME EQUITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTEX HOME EQUITY
Security Description
1% 25 Jan 2032
Maturity Date
2032-01-25T00:00:00.000
Interest Rate
2.70438
Original Face
1600000
Shares Par Value
19078.96
Base Market Value
18641.87
Base Total Cost
19114
Base Unrealized Gain Loss
-472.13
Base Accrued Interest
8.6
Local Market Value
18641.87
Local Total Cost Amount
19114
Local Unrealized Gain Loss
-472.13
Local Accrued Interest
8.6
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
Baa1
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: FED HM LN PC POOL J34223
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J34223
Security Description
3.5% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
3.5
Original Face
21853
Shares Par Value
16121.63
Base Market Value
16673.47
Base Total Cost
17267.78
Base Unrealized Gain Loss
-594.31
Base Accrued Interest
0
Local Market Value
16673.47
Local Total Cost Amount
17267.78
Local Unrealized Gain Loss
-594.31
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: FNMA POOL 890735
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890735
Security Description
1% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
3.5
Original Face
77000
Shares Par Value
45685.39
Base Market Value
47119
Base Total Cost
45699.66
Base Unrealized Gain Loss
1419.34
Base Accrued Interest
0
Local Market Value
47119
Local Total Cost Amount
45699.66
Local Unrealized Gain Loss
1419.34
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: 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 Feb 2058
Maturity Date
2058-02-16T00:00:00.000
Interest Rate
1.01421
Original Face
1270000
Shares Par Value
1052878.6
Base Market Value
75971.61
Base Total Cost
82091.63
Base Unrealized Gain Loss
-6120.02
Base Accrued Interest
0
Local Market Value
75971.61
Local Total Cost Amount
82091.63
Local Unrealized Gain Loss
-6120.02
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: GNMA II POOL MA3663
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3663
Security Description
3.5% 20 May 2046
Maturity Date
2046-05-20T00:00:00.000
Interest Rate
3.5
Original Face
3055000
Shares Par Value
1820494.36
Base Market Value
1884047.82
Base Total Cost
1837700.4
Base Unrealized Gain Loss
46347.42
Base Accrued Interest
0
Local Market Value
1884047.82
Local Total Cost Amount
1837700.4
Local Unrealized Gain Loss
46347.42
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 II POOL MA3662
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3662
Security Description
3% 20 May 2046
Maturity Date
2046-05-20T00:00:00.000
Interest Rate
3
Original Face
40000
Shares Par Value
26151.27
Base Market Value
26779.69
Base Total Cost
25611.92
Base Unrealized Gain Loss
1167.77
Base Accrued Interest
0
Local Market Value
26779.69
Local Total Cost Amount
25611.92
Local Unrealized Gain Loss
1167.77
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: FED HM LN PC POOL G60561
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60561
Security Description
3.5% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
3.5
Original Face
191000
Shares Par Value
130458.84
Base Market Value
135280.6
Base Total Cost
134841.43
Base Unrealized Gain Loss
439.17
Base Accrued Interest
0
Local Market Value
135280.6
Local Total Cost Amount
134841.43
Local Unrealized Gain Loss
439.17
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 AS2821
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS2821
Security Description
4% 01 Jul 2039
Maturity Date
2039-07-01T00:00:00.000
Interest Rate
4
Original Face
633675
Shares Par Value
263613.41
Base Market Value
277985.61
Base Total Cost
283054.9
Base Unrealized Gain Loss
-5069.29
Base Accrued Interest
0
Local Market Value
277985.61
Local Total Cost Amount
283054.9
Local Unrealized Gain Loss
-5069.29
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: FNMA POOL AL8521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8521
Security Description
1% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
3.5
Original Face
77000
Shares Par Value
56224.93
Base Market Value
58700.51
Base Total Cost
58052.26
Base Unrealized Gain Loss
648.25
Base Accrued Interest
0
Local Market Value
58700.51
Local Total Cost Amount
58052.26
Local Unrealized Gain Loss
648.25
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 AL8570
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8570
Security Description
1% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
3.5
Original Face
166000
Shares Par Value
105738.24
Base Market Value
109578.65
Base Total Cost
109290.41
Base Unrealized Gain Loss
288.24
Base Accrued Interest
0
Local Market Value
109578.65
Local Total Cost Amount
109290.41
Local Unrealized Gain Loss
288.24
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 AS7320
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7320
Security Description
2.5% 01 Jun 2031
Maturity Date
2031-06-01T00:00:00.000
Interest Rate
2.5
Original Face
3000
Shares Par Value
1912.46
Base Market Value
1928.41
Base Total Cost
1848.81
Base Unrealized Gain Loss
79.6
Base Accrued Interest
0
Local Market Value
1928.41
Local Total Cost Amount
1848.81
Local Unrealized Gain Loss
79.6
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 AS7353
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7353
Security Description
3.5% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3.5
Original Face
585000
Shares Par Value
419311.7
Base Market Value
434394.34
Base Total Cost
434675.55
Base Unrealized Gain Loss
-281.21
Base Accrued Interest
0
Local Market Value
434394.34
Local Total Cost Amount
434675.55
Local Unrealized Gain Loss
-281.21
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 Q40958
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q40958
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
137885
Shares Par Value
100610.04
Base Market Value
102027.64
Base Total Cost
100492.15
Base Unrealized Gain Loss
1535.49
Base Accrued Interest
0
Local Market Value
102027.64
Local Total Cost Amount
100492.15
Local Unrealized Gain Loss
1535.49
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 AS7370
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7370
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
705672
Shares Par Value
528964.6
Base Market Value
540697.03
Base Total Cost
544255.01
Base Unrealized Gain Loss
-3557.98
Base Accrued Interest
0
Local Market Value
540697.03
Local Total Cost Amount
544255.01
Local Unrealized Gain Loss
-3557.98
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 AS7383
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7383
Security Description
3.5% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3.5
Original Face
737000
Shares Par Value
519419.89
Base Market Value
538103.42
Base Total Cost
538208.3
Base Unrealized Gain Loss
-104.88
Base Accrued Interest
0
Local Market Value
538103.42
Local Total Cost Amount
538208.3
Local Unrealized Gain Loss
-104.88
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 AS7365
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7365
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
151341
Shares Par Value
113700.43
Base Market Value
115588.99
Base Total Cost
116605.15
Base Unrealized Gain Loss
-1016.16
Base Accrued Interest
0
Local Market Value
115588.99
Local Total Cost Amount
116605.15
Local Unrealized Gain Loss
-1016.16
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 MA3735
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3735
Security Description
3% 20 Jun 2046
Maturity Date
2046-06-20T00:00:00.000
Interest Rate
3
Original Face
825000
Shares Par Value
559190.69
Base Market Value
572281.34
Base Total Cost
548531.09
Base Unrealized Gain Loss
23750.25
Base Accrued Interest
0
Local Market Value
572281.34
Local Total Cost Amount
548531.09
Local Unrealized Gain Loss
23750.25
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 AL8637
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8637
Security Description
1% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4
Original Face
112432
Shares Par Value
74956.99
Base Market Value
79415.43
Base Total Cost
81047.24
Base Unrealized Gain Loss
-1631.81
Base Accrued Interest
0
Local Market Value
79415.43
Local Total Cost Amount
81047.24
Local Unrealized Gain Loss
-1631.81
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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