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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 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
29368430
Shares Par Value
-29368430
Base Market Value
-30025695.46
Base Total Cost
-29858620.16
Base Unrealized Gain Loss
-167075.3
Base Accrued Interest
39973.7
Local Market Value
-30025695.46
Local Total Cost Amount
-29858620.16
Local Unrealized Gain Loss
-167075.3
Local Accrued Interest
39973.7
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 995938
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995938
Security Description
1% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
6
Original Face
2841000
Shares Par Value
148786.07
Base Market Value
168654.96
Base Total Cost
156364.87
Base Unrealized Gain Loss
12290.09
Base Accrued Interest
0
Local Market Value
168654.96
Local Total Cost Amount
156364.87
Local Unrealized Gain Loss
12290.09
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: FNMA POOL 995977
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995977
Security Description
1% 01 May 2039
Maturity Date
2039-05-01T00:00:00.000
Interest Rate
6
Original Face
1525027
Shares Par Value
86712.88
Base Market Value
98337.61
Base Total Cost
94496.71
Base Unrealized Gain Loss
3840.9
Base Accrued Interest
0
Local Market Value
98337.61
Local Total Cost Amount
94496.71
Local Unrealized Gain Loss
3840.9
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 AD0220
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0220
Security Description
1% 01 Oct 2038
Maturity Date
2038-10-01T00:00:00.000
Interest Rate
6
Original Face
2304850
Shares Par Value
72212.15
Base Market Value
81776.65
Base Total Cost
76742.35
Base Unrealized Gain Loss
5034.3
Base Accrued Interest
0
Local Market Value
81776.65
Local Total Cost Amount
76742.35
Local Unrealized Gain Loss
5034.3
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 004422
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004422
Security Description
4% 20 Apr 2039
Maturity Date
2039-04-20T00:00:00.000
Interest Rate
4
Original Face
35000
Shares Par Value
4604.72
Base Market Value
4877.41
Base Total Cost
4896.85
Base Unrealized Gain Loss
-19.44
Base Accrued Interest
0
Local Market Value
4877.41
Local Total Cost Amount
4896.85
Local Unrealized Gain Loss
-19.44
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 A90196
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A90196
Security Description
4.5% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
4.5
Original Face
483193
Shares Par Value
54035.42
Base Market Value
58074.57
Base Total Cost
58662.19
Base Unrealized Gain Loss
-587.62
Base Accrued Interest
0
Local Market Value
58074.57
Local Total Cost Amount
58662.19
Local Unrealized Gain Loss
-587.62
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 AB7846
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB7846
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
411000
Shares Par Value
224256.08
Base Market Value
228808.48
Base Total Cost
219963.7
Base Unrealized Gain Loss
8844.78
Base Accrued Interest
0
Local Market Value
228808.48
Local Total Cost Amount
219963.7
Local Unrealized Gain Loss
8844.78
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 Sep 2053
Maturity Date
2053-09-16T00:00:00.000
Interest Rate
0.79452
Original Face
5328000
Shares Par Value
3421089.57
Base Market Value
140530.83
Base Total Cost
149138.12
Base Unrealized Gain Loss
-8607.29
Base Accrued Interest
0
Local Market Value
140530.83
Local Total Cost Amount
149138.12
Local Unrealized Gain Loss
-8607.29
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 AB8700
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8700
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
531591
Shares Par Value
284568.31
Base Market Value
290527.17
Base Total Cost
292127.18
Base Unrealized Gain Loss
-1600.01
Base Accrued Interest
0
Local Market Value
290527.17
Local Total Cost Amount
292127.18
Local Unrealized Gain Loss
-1600.01
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 AR8128
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR8128
Security Description
3.5% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3.5
Original Face
27000
Shares Par Value
10229.9
Base Market Value
10620.89
Base Total Cost
10528.8
Base Unrealized Gain Loss
92.09
Base Accrued Interest
0
Local Market Value
10620.89
Local Total Cost Amount
10528.8
Local Unrealized Gain Loss
92.09
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: FNMA POOL AR6909
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR6909
Security Description
3.5% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3.5
Original Face
10000
Shares Par Value
4798.38
Base Market Value
4981.68
Base Total Cost
4938.59
Base Unrealized Gain Loss
43.09
Base Accrued Interest
0
Local Market Value
4981.68
Local Total Cost Amount
4938.59
Local Unrealized Gain Loss
43.09
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: GNMA II POOL MA0934
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0934
Security Description
3.5% 20 Apr 2043
Maturity Date
2043-04-20T00:00:00.000
Interest Rate
3.5
Original Face
490000
Shares Par Value
162375.63
Base Market Value
169364.28
Base Total Cost
164481.42
Base Unrealized Gain Loss
4882.86
Base Accrued Interest
0
Local Market Value
169364.28
Local Total Cost Amount
164481.42
Local Unrealized Gain Loss
4882.86
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 AB8851
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8851
Security Description
3.5% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1000000
Shares Par Value
469814
Base Market Value
489795.19
Base Total Cost
499471.03
Base Unrealized Gain Loss
-9675.84
Base Accrued Interest
0
Local Market Value
489795.19
Local Total Cost Amount
499471.03
Local Unrealized Gain Loss
-9675.84
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 MA1440
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA1440
Security Description
3.5% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3.5
Original Face
25000
Shares Par Value
10131.54
Base Market Value
10515.83
Base Total Cost
10427.59
Base Unrealized Gain Loss
88.24
Base Accrued Interest
0
Local Market Value
10515.83
Local Total Cost Amount
10427.59
Local Unrealized Gain Loss
88.24
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: GNMA POOL AD2334
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AD2334
Security Description
3.5% 15 Apr 2043
Maturity Date
2043-04-15T00:00:00.000
Interest Rate
3.5
Original Face
269000
Shares Par Value
130639.38
Base Market Value
135329.33
Base Total Cost
136497.73
Base Unrealized Gain Loss
-1168.4
Base Accrued Interest
0
Local Market Value
135329.33
Local Total Cost Amount
136497.73
Local Unrealized Gain Loss
-1168.4
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Oct 2042
Maturity Date
2042-10-25T00:00:00.000
Interest Rate
1.59177
Original Face
200000
Shares Par Value
41827.77
Base Market Value
39232.01
Base Total Cost
40203.56
Base Unrealized Gain Loss
-971.55
Base Accrued Interest
11.1
Local Market Value
39232.01
Local Total Cost Amount
40203.56
Local Unrealized Gain Loss
-971.55
Local Accrued Interest
11.1
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 AT0310
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT0310
Security Description
3.5% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3.5
Original Face
13000
Shares Par Value
5739.63
Base Market Value
5957.05
Base Total Cost
5907.34
Base Unrealized Gain Loss
49.71
Base Accrued Interest
0
Local Market Value
5957.05
Local Total Cost Amount
5907.34
Local Unrealized Gain Loss
49.71
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: FNMA POOL AB9255
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9255
Security Description
3.5% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3.5
Original Face
60000
Shares Par Value
28891.4
Base Market Value
30086.93
Base Total Cost
29920.67
Base Unrealized Gain Loss
166.26
Base Accrued Interest
0
Local Market Value
30086.93
Local Total Cost Amount
29920.67
Local Unrealized Gain Loss
166.26
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 AT3019
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT3019
Security Description
3.5% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3.5
Original Face
13000
Shares Par Value
6429.63
Base Market Value
6675.31
Base Total Cost
6617.5
Base Unrealized Gain Loss
57.81
Base Accrued Interest
0
Local Market Value
6675.31
Local Total Cost Amount
6617.5
Local Unrealized Gain Loss
57.81
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA1012
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1012
Security Description
3.5% 20 May 2043
Maturity Date
2043-05-20T00:00:00.000
Interest Rate
3.5
Original Face
224000
Shares Par Value
81195.7
Base Market Value
84687.93
Base Total Cost
82248.72
Base Unrealized Gain Loss
2439.21
Base Accrued Interest
0
Local Market Value
84687.93
Local Total Cost Amount
82248.72
Local Unrealized Gain Loss
2439.21
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
3.5% 25 Jul 2042
Maturity Date
2042-07-25T00:00:00.000
Interest Rate
3.5
Original Face
703000
Shares Par Value
275703.59
Base Market Value
29722.23
Base Total Cost
50314.18
Base Unrealized Gain Loss
-20591.95
Base Accrued Interest
0
Local Market Value
29722.23
Local Total Cost Amount
50314.18
Local Unrealized Gain Loss
-20591.95
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
3.5% 25 Mar 2042
Maturity Date
2042-03-25T00:00:00.000
Interest Rate
3.5
Original Face
1000000
Shares Par Value
239298.64
Base Market Value
252406.13
Base Total Cost
238901.77
Base Unrealized Gain Loss
13504.36
Base Accrued Interest
0
Local Market Value
252406.13
Local Total Cost Amount
238901.77
Local Unrealized Gain Loss
13504.36
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: GNMA II TBA 30 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 2.5
Security Description
2.5% 22 Jul 2049
Maturity Date
2049-07-22T00:00:00.000
Interest Rate
2.5
Original Face
740000
Shares Par Value
740000
Base Market Value
744469.6
Base Total Cost
738381.25
Base Unrealized Gain Loss
6088.35
Base Accrued Interest
1079.17
Local Market Value
744469.6
Local Total Cost Amount
738381.25
Local Unrealized Gain Loss
6088.35
Local Accrued Interest
1079.17
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 AB9647
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9647
Security Description
2.5% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
2.5
Original Face
81449
Shares Par Value
32634.45
Base Market Value
32925.88
Base Total Cost
33071.7
Base Unrealized Gain Loss
-145.82
Base Accrued Interest
0
Local Market Value
32925.88
Local Total Cost Amount
33071.7
Local Unrealized Gain Loss
-145.82
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 AB8446
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8446
Security Description
2.5% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
2.5
Original Face
65000
Shares Par Value
23176.17
Base Market Value
23382.9
Base Total Cost
22839.41
Base Unrealized Gain Loss
543.49
Base Accrued Interest
0
Local Market Value
23382.9
Local Total Cost Amount
22839.41
Local Unrealized Gain Loss
543.49
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 AB7269
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB7269
Security Description
3% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3
Original Face
2211417
Shares Par Value
1149075.71
Base Market Value
1173137.36
Base Total Cost
1181528.1
Base Unrealized Gain Loss
-8390.74
Base Accrued Interest
0
Local Market Value
1173137.36
Local Total Cost Amount
1181528.1
Local Unrealized Gain Loss
-8390.74
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 AB7763
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB7763
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
567576
Shares Par Value
280571.67
Base Market Value
286446.84
Base Total Cost
288024.35
Base Unrealized Gain Loss
-1577.51
Base Accrued Interest
0
Local Market Value
286446.84
Local Total Cost Amount
288024.35
Local Unrealized Gain Loss
-1577.51
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 A57663
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A57663
Security Description
5.5% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
5.5
Original Face
2722138
Shares Par Value
63181.07
Base Market Value
70079.18
Base Total Cost
68124.49
Base Unrealized Gain Loss
1954.69
Base Accrued Interest
0
Local Market Value
70079.18
Local Total Cost Amount
68124.49
Local Unrealized Gain Loss
1954.69
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 15 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3.5
Security Description
3.5% 18 Jul 2034
Maturity Date
2034-07-18T00:00:00.000
Interest Rate
3.5
Original Face
136000
Shares Par Value
136000
Base Market Value
140377.84
Base Total Cost
139878.13
Base Unrealized Gain Loss
499.71
Base Accrued Interest
224.78
Local Market Value
140377.84
Local Total Cost Amount
139878.13
Local Unrealized Gain Loss
499.71
Local Accrued Interest
224.78
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 15 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3.5
Security Description
3.5% 18 Jul 2034
Maturity Date
2034-07-18T00:00:00.000
Interest Rate
3.5
Original Face
2605993
Shares Par Value
-2605993
Base Market Value
-2689879.91
Base Total Cost
-2667478.15
Base Unrealized Gain Loss
-22401.76
Base Accrued Interest
4307.13
Local Market Value
-2689879.91
Local Total Cost Amount
-2667478.15
Local Unrealized Gain Loss
-22401.76
Local Accrued Interest
4307.13
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 A92821
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A92821
Security Description
5% 01 Jul 2040
Maturity Date
2040-07-01T00:00:00.000
Interest Rate
5
Original Face
305000
Shares Par Value
51775.74
Base Market Value
56305.08
Base Total Cost
55327.23
Base Unrealized Gain Loss
977.85
Base Accrued Interest
0
Local Market Value
56305.08
Local Total Cost Amount
55327.23
Local Unrealized Gain Loss
977.85
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: FNMA TBA 15 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 4
Security Description
4% 18 Jul 2034
Maturity Date
2034-07-18T00:00:00.000
Interest Rate
4
Original Face
41000
Shares Par Value
41000
Base Market Value
42561.69
Base Total Cost
42447.81
Base Unrealized Gain Loss
113.88
Base Accrued Interest
77.44
Local Market Value
42561.69
Local Total Cost Amount
42447.81
Local Unrealized Gain Loss
113.88
Local Accrued Interest
77.44
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 004636
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004636
Security Description
4.5% 20 Feb 2040
Maturity Date
2040-02-20T00:00:00.000
Interest Rate
4.5
Original Face
126000
Shares Par Value
17775.2
Base Market Value
18964.18
Base Total Cost
19347.21
Base Unrealized Gain Loss
-383.03
Base Accrued Interest
0
Local Market Value
18964.18
Local Total Cost Amount
19347.21
Local Unrealized Gain Loss
-383.03
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 AD0784
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0784
Security Description
1% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
6
Original Face
1000000
Shares Par Value
44779.93
Base Market Value
50563.71
Base Total Cost
47652.15
Base Unrealized Gain Loss
2911.56
Base Accrued Interest
0
Local Market Value
50563.71
Local Total Cost Amount
47652.15
Local Unrealized Gain Loss
2911.56
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 A91549
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A91549
Security Description
6% 01 Mar 2040
Maturity Date
2040-03-01T00:00:00.000
Interest Rate
6
Original Face
300507
Shares Par Value
44947.69
Base Market Value
49492.8
Base Total Cost
48550.33
Base Unrealized Gain Loss
942.47
Base Accrued Interest
0
Local Market Value
49492.8
Local Total Cost Amount
48550.33
Local Unrealized Gain Loss
942.47
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 AD0858
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0858
Security Description
1% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
5
Original Face
1090083
Shares Par Value
24544.93
Base Market Value
25154.63
Base Total Cost
25986.96
Base Unrealized Gain Loss
-832.33
Base Accrued Interest
0
Local Market Value
25154.63
Local Total Cost Amount
25986.96
Local Unrealized Gain Loss
-832.33
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 C03466
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C03466
Security Description
5.5% 01 Mar 2040
Maturity Date
2040-03-01T00:00:00.000
Interest Rate
5.5
Original Face
195669
Shares Par Value
16908.15
Base Market Value
18351.6
Base Total Cost
18807.68
Base Unrealized Gain Loss
-456.08
Base Accrued Interest
0
Local Market Value
18351.6
Local Total Cost Amount
18807.68
Local Unrealized Gain Loss
-456.08
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 AD0423
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0423
Security Description
1% 01 Mar 2039
Maturity Date
2039-03-01T00:00:00.000
Interest Rate
5.5
Original Face
1100000
Shares Par Value
68752.72
Base Market Value
76360.21
Base Total Cost
72566.34
Base Unrealized Gain Loss
3793.87
Base Accrued Interest
0
Local Market Value
76360.21
Local Total Cost Amount
72566.34
Local Unrealized Gain Loss
3793.87
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 004696
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004696
Security Description
4.5% 20 May 2040
Maturity Date
2040-05-20T00:00:00.000
Interest Rate
4.5
Original Face
17000
Shares Par Value
2363.49
Base Market Value
2521.18
Base Total Cost
2572.51
Base Unrealized Gain Loss
-51.33
Base Accrued Interest
0
Local Market Value
2521.18
Local Total Cost Amount
2572.51
Local Unrealized Gain Loss
-51.33
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 AD9136
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD9136
Security Description
4% 01 Aug 2040
Maturity Date
2040-08-01T00:00:00.000
Interest Rate
4
Original Face
58171
Shares Par Value
6501.14
Base Market Value
6856.17
Base Total Cost
6941.98
Base Unrealized Gain Loss
-85.81
Base Accrued Interest
0
Local Market Value
6856.17
Local Total Cost Amount
6941.98
Local Unrealized Gain Loss
-85.81
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB1226
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB1226
Security Description
4.5% 01 Jul 2040
Maturity Date
2040-07-01T00:00:00.000
Interest Rate
4.5
Original Face
869171
Shares Par Value
72694.16
Base Market Value
78077.16
Base Total Cost
79077.61
Base Unrealized Gain Loss
-1000.45
Base Accrued Interest
0
Local Market Value
78077.16
Local Total Cost Amount
79077.61
Local Unrealized Gain Loss
-1000.45
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 G01820
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01820
Security Description
5.5% 01 Jun 2035
Maturity Date
2035-06-01T00:00:00.000
Interest Rate
5.5
Original Face
18500000
Shares Par Value
475399.13
Base Market Value
528434.66
Base Total Cost
509383.73
Base Unrealized Gain Loss
19050.93
Base Accrued Interest
0
Local Market Value
528434.66
Local Total Cost Amount
509383.73
Local Unrealized Gain Loss
19050.93
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 A93534
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A93534
Security Description
4% 01 Aug 2040
Maturity Date
2040-08-01T00:00:00.000
Interest Rate
4
Original Face
523077
Shares Par Value
63539.64
Base Market Value
67047.03
Base Total Cost
67272.6
Base Unrealized Gain Loss
-225.57
Base Accrued Interest
0
Local Market Value
67047.03
Local Total Cost Amount
67272.6
Local Unrealized Gain Loss
-225.57
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 004833
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004833
Security Description
4% 20 Oct 2040
Maturity Date
2040-10-20T00:00:00.000
Interest Rate
4
Original Face
815242
Shares Par Value
159226
Base Market Value
168642.63
Base Total Cost
168829.33
Base Unrealized Gain Loss
-186.7
Base Accrued Interest
0
Local Market Value
168642.63
Local Total Cost Amount
168829.33
Local Unrealized Gain Loss
-186.7
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 889334
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889334
Security Description
1% 01 Feb 2038
Maturity Date
2038-02-01T00:00:00.000
Interest Rate
6
Original Face
9275920
Shares Par Value
200185.3
Base Market Value
226924.05
Base Total Cost
217075.95
Base Unrealized Gain Loss
9848.1
Base Accrued Interest
0
Local Market Value
226924.05
Local Total Cost Amount
217075.95
Local Unrealized Gain Loss
9848.1
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 AE7535
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE7535
Security Description
4% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
4
Original Face
149861
Shares Par Value
23302.11
Base Market Value
24564.62
Base Total Cost
24802.18
Base Unrealized Gain Loss
-237.56
Base Accrued Interest
0
Local Market Value
24564.62
Local Total Cost Amount
24802.18
Local Unrealized Gain Loss
-237.56
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 AE0113
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0113
Security Description
1% 01 Jul 2040
Maturity Date
2040-07-01T00:00:00.000
Interest Rate
4
Original Face
2021006
Shares Par Value
336556.73
Base Market Value
354811.57
Base Total Cost
361049.12
Base Unrealized Gain Loss
-6237.55
Base Accrued Interest
0
Local Market Value
354811.57
Local Total Cost Amount
361049.12
Local Unrealized Gain Loss
-6237.55
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 AH0946
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH0946
Security Description
4% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
4
Original Face
2745337
Shares Par Value
491001.46
Base Market Value
517829.78
Base Total Cost
526733.35
Base Unrealized Gain Loss
-8903.57
Base Accrued Interest
0
Local Market Value
517829.78
Local Total Cost Amount
526733.35
Local Unrealized Gain Loss
-8903.57
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 C03608
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C03608
Security Description
3.5% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
3.5
Original Face
1011595
Shares Par Value
211639.91
Base Market Value
219362.65
Base Total Cost
218749.68
Base Unrealized Gain Loss
612.97
Base Accrued Interest
0
Local Market Value
219362.65
Local Total Cost Amount
218749.68
Local Unrealized Gain Loss
612.97
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: WESBANCO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESBANCO INC
Security Description
COMMON STOCK USD2.0833
Interest Rate
0
Original Face
0
Shares Par Value
574
Base Market Value
22127.7
Base Total Cost
27219.31
Base Unrealized Gain Loss
-5091.61
Base Accrued Interest
0
Local Market Value
22127.7
Local Total Cost Amount
27219.31
Local Unrealized Gain Loss
-5091.61
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
BANKS
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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