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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 15 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 2.5
Security Description
2.5% 18 Jul 2034
Maturity Date
2034-07-18T00:00:00.000
Interest Rate
2.5
Original Face
7837000
Shares Par Value
-7837000
Base Market Value
-7891937.37
Base Total Cost
-7796590.47
Base Unrealized Gain Loss
-95346.9
Base Accrued Interest
9252.01
Local Market Value
-7891937.37
Local Total Cost Amount
-7796590.47
Local Unrealized Gain Loss
-95346.9
Local Accrued Interest
9252.01
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: HOPE BANCORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOPE BANCORP INC
Security Description
COMMON STOCK USD.001
Interest Rate
0
Original Face
0
Shares Par Value
1619
Base Market Value
22309.82
Base Total Cost
29659.24
Base Unrealized Gain Loss
-7349.42
Base Accrued Interest
0
Local Market Value
22309.82
Local Total Cost Amount
29659.24
Local Unrealized Gain Loss
-7349.42
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 15 Jul 2049
Maturity Date
2049-07-15T00:00:00.000
Interest Rate
3
Original Face
137000
Shares Par Value
137000
Base Market Value
138169.98
Base Total Cost
137620.26
Base Unrealized Gain Loss
549.72
Base Accrued Interest
159.84
Local Market Value
138169.98
Local Total Cost Amount
137620.26
Local Unrealized Gain Loss
549.72
Local Accrued Interest
159.84
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 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 15 Jul 2049
Maturity Date
2049-07-15T00:00:00.000
Interest Rate
3
Original Face
16986805
Shares Par Value
-16986805
Base Market Value
-17131872.31
Base Total Cost
-17043561.59
Base Unrealized Gain Loss
-88310.72
Base Accrued Interest
19817.95
Local Market Value
-17131872.31
Local Total Cost Amount
-17043561.59
Local Unrealized Gain Loss
-88310.72
Local Accrued Interest
19817.95
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3
Security Description
3% 22 Jul 2049
Maturity Date
2049-07-22T00:00:00.000
Interest Rate
3
Original Face
4721500
Shares Par Value
4721500
Base Market Value
4824948.07
Base Total Cost
4797147.73
Base Unrealized Gain Loss
27800.34
Base Accrued Interest
8262.63
Local Market Value
4824948.07
Local Total Cost Amount
4797147.73
Local Unrealized Gain Loss
27800.34
Local Accrued Interest
8262.63
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 TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3
Security Description
3% 22 Jul 2049
Maturity Date
2049-07-22T00:00:00.000
Interest Rate
3
Original Face
4400000
Shares Par Value
-4400000
Base Market Value
-4496404
Base Total Cost
-4468009.76
Base Unrealized Gain Loss
-28394.24
Base Accrued Interest
7700
Local Market Value
-4496404
Local Total Cost Amount
-4468009.76
Local Unrealized Gain Loss
-28394.24
Local Accrued Interest
7700
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 AB0293
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB0293
Security Description
6% 01 Nov 2038
Maturity Date
2038-11-01T00:00:00.000
Interest Rate
6
Original Face
951110
Shares Par Value
26344.71
Base Market Value
29812.73
Base Total Cost
28876.31
Base Unrealized Gain Loss
936.42
Base Accrued Interest
0
Local Market Value
29812.73
Local Total Cost Amount
28876.31
Local Unrealized Gain Loss
936.42
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 TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3
Security Description
3% 21 Aug 2049
Maturity Date
2049-08-21T00:00:00.000
Interest Rate
3
Original Face
800000
Shares Par Value
800000
Base Market Value
816344
Base Total Cost
816000
Base Unrealized Gain Loss
344
Base Accrued Interest
1333.34
Local Market Value
816344
Local Total Cost Amount
816000
Local Unrealized Gain Loss
344
Local Accrued Interest
1333.34
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 AL2003
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2003
Security Description
1% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
4
Original Face
480091
Shares Par Value
127061.91
Base Market Value
133943.58
Base Total Cost
135896.66
Base Unrealized Gain Loss
-1953.08
Base Accrued Interest
0
Local Market Value
133943.58
Local Total Cost Amount
135896.66
Local Unrealized Gain Loss
-1953.08
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 AO3048
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO3048
Security Description
3.5% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
3.5
Original Face
22065
Shares Par Value
9412.99
Base Market Value
9772.75
Base Total Cost
9677.71
Base Unrealized Gain Loss
95.04
Base Accrued Interest
0
Local Market Value
9772.75
Local Total Cost Amount
9677.71
Local Unrealized Gain Loss
95.04
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 AL2242
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2242
Security Description
1% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
4
Original Face
230607
Shares Par Value
72026.39
Base Market Value
75963.35
Base Total Cost
76663.1
Base Unrealized Gain Loss
-699.75
Base Accrued Interest
0
Local Market Value
75963.35
Local Total Cost Amount
76663.1
Local Unrealized Gain Loss
-699.75
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: FED HM LN PC POOL Q10724
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q10724
Security Description
3.5% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.5
Original Face
292000
Shares Par Value
127263.78
Base Market Value
132210.52
Base Total Cost
130942.5
Base Unrealized Gain Loss
1268.02
Base Accrued Interest
0
Local Market Value
132210.52
Local Total Cost Amount
130942.5
Local Unrealized Gain Loss
1268.02
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 AP5205
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AP5205
Security Description
2.5% 01 Sep 2027
Maturity Date
2027-09-01T00:00:00.000
Interest Rate
2.5
Original Face
198000
Shares Par Value
62711.68
Base Market Value
63269.81
Base Total Cost
61722.02
Base Unrealized Gain Loss
1547.79
Base Accrued Interest
0
Local Market Value
63269.81
Local Total Cost Amount
61722.02
Local Unrealized Gain Loss
1547.79
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 Q11909
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q11909
Security Description
3.5% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3.5
Original Face
104697
Shares Par Value
28877.1
Base Market Value
29926.78
Base Total Cost
30113.4
Base Unrealized Gain Loss
-186.62
Base Accrued Interest
0
Local Market Value
29926.78
Local Total Cost Amount
30113.4
Local Unrealized Gain Loss
-186.62
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 AO7152
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO7152
Security Description
3.5% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.5
Original Face
76000
Shares Par Value
27454.35
Base Market Value
28503.66
Base Total Cost
28462.43
Base Unrealized Gain Loss
41.23
Base Accrued Interest
0
Local Market Value
28503.66
Local Total Cost Amount
28462.43
Local Unrealized Gain Loss
41.23
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: FNMA POOL AL2482
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2482
Security Description
1% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
4.5
Original Face
1762222
Shares Par Value
246522.29
Base Market Value
264592.37
Base Total Cost
268324.11
Base Unrealized Gain Loss
-3731.74
Base Accrued Interest
0
Local Market Value
264592.37
Local Total Cost Amount
268324.11
Local Unrealized Gain Loss
-3731.74
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: FED HM LN PC POOL E09012
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL E09012
Security Description
2.5% 01 Oct 2027
Maturity Date
2027-10-01T00:00:00.000
Interest Rate
2.5
Original Face
67746
Shares Par Value
22065.01
Base Market Value
22274.41
Base Total Cost
22433.91
Base Unrealized Gain Loss
-159.5
Base Accrued Interest
0
Local Market Value
22274.41
Local Total Cost Amount
22433.91
Local Unrealized Gain Loss
-159.5
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 AB6768
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB6768
Security Description
3% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3
Original Face
192000
Shares Par Value
98442.71
Base Market Value
100382.03
Base Total Cost
96558.45
Base Unrealized Gain Loss
3823.58
Base Accrued Interest
0
Local Market Value
100382.03
Local Total Cost Amount
96558.45
Local Unrealized Gain Loss
3823.58
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 767687
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 767687
Security Description
5.5% 01 Mar 2034
Maturity Date
2034-03-01T00:00:00.000
Interest Rate
5.5
Original Face
55005
Shares Par Value
6556.29
Base Market Value
6990.45
Base Total Cost
6629.02
Base Unrealized Gain Loss
361.43
Base Accrued Interest
0
Local Market Value
6990.45
Local Total Cost Amount
6629.02
Local Unrealized Gain Loss
361.43
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 252889
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 252889
Security Description
8% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
8
Original Face
1088835
Shares Par Value
4570.61
Base Market Value
4804.63
Base Total Cost
4679.68
Base Unrealized Gain Loss
124.95
Base Accrued Interest
0
Local Market Value
4804.63
Local Total Cost Amount
4679.68
Local Unrealized Gain Loss
124.95
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 AQ7127
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AQ7127
Security Description
3.5% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3.5
Original Face
70600
Shares Par Value
32809.89
Base Market Value
34059.29
Base Total Cost
34014.66
Base Unrealized Gain Loss
44.63
Base Accrued Interest
0
Local Market Value
34059.29
Local Total Cost Amount
34014.66
Local Unrealized Gain Loss
44.63
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 C04320
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C04320
Security Description
3% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3
Original Face
142164
Shares Par Value
78553.86
Base Market Value
80150.07
Base Total Cost
81597.8
Base Unrealized Gain Loss
-1447.73
Base Accrued Interest
0
Local Market Value
80150.07
Local Total Cost Amount
81597.8
Local Unrealized Gain Loss
-1447.73
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 AK9225
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK9225
Security Description
3.5% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
3.5
Original Face
36171
Shares Par Value
14930.53
Base Market Value
15501.17
Base Total Cost
15350.47
Base Unrealized Gain Loss
150.7
Base Accrued Interest
0
Local Market Value
15501.17
Local Total Cost Amount
15350.47
Local Unrealized Gain Loss
150.7
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 AL2901
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2901
Security Description
1% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
4
Original Face
401526
Shares Par Value
129313.54
Base Market Value
136381.82
Base Total Cost
138213.96
Base Unrealized Gain Loss
-1832.14
Base Accrued Interest
0
Local Market Value
136381.82
Local Total Cost Amount
138213.96
Local Unrealized Gain Loss
-1832.14
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 AL2679
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2679
Security Description
1% 01 Nov 2042
Maturity Date
2042-11-01T00:00:00.000
Interest Rate
3.5
Original Face
1000000
Shares Par Value
458726.26
Base Market Value
478208.36
Base Total Cost
487898.38
Base Unrealized Gain Loss
-9690.02
Base Accrued Interest
0
Local Market Value
478208.36
Local Total Cost Amount
487898.38
Local Unrealized Gain Loss
-9690.02
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 BM3503
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3503
Security Description
1% 01 Apr 2032
Maturity Date
2032-04-01T00:00:00.000
Interest Rate
3.5
Original Face
590000
Shares Par Value
488927.91
Base Market Value
511457.71
Base Total Cost
498553.69
Base Unrealized Gain Loss
12904.02
Base Accrued Interest
0
Local Market Value
511457.71
Local Total Cost Amount
498553.69
Local Unrealized Gain Loss
12904.02
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 BM3552
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3552
Security Description
1% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
203000
Shares Par Value
158497.91
Base Market Value
159783.33
Base Total Cost
156120.46
Base Unrealized Gain Loss
3662.87
Base Accrued Interest
0
Local Market Value
159783.33
Local Total Cost Amount
156120.46
Local Unrealized Gain Loss
3662.87
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: 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 2056
Maturity Date
2056-09-16T00:00:00.000
Interest Rate
0.95197
Original Face
8670000
Shares Par Value
6921961.36
Base Market Value
518154.49
Base Total Cost
548349.13
Base Unrealized Gain Loss
-30194.64
Base Accrued Interest
0
Local Market Value
518154.49
Local Total Cost Amount
548349.13
Local Unrealized Gain Loss
-30194.64
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 POOL 784439
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 784439
Security Description
3% 15 Feb 2045
Maturity Date
2045-02-15T00:00:00.000
Interest Rate
3
Original Face
320000
Shares Par Value
257662.58
Base Market Value
263246.13
Base Total Cost
253858.03
Base Unrealized Gain Loss
9388.1
Base Accrued Interest
0
Local Market Value
263246.13
Local Total Cost Amount
253858.03
Local Unrealized Gain Loss
9388.1
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 CA1372
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1372
Security Description
4% 01 Mar 2048
Maturity Date
2048-03-01T00:00:00.000
Interest Rate
4
Original Face
611000
Shares Par Value
550888.05
Base Market Value
588431.07
Base Total Cost
571933.7
Base Unrealized Gain Loss
16497.37
Base Accrued Interest
0
Local Market Value
588431.07
Local Total Cost Amount
571933.7
Local Unrealized Gain Loss
16497.37
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 CA1541
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1541
Security Description
4% 01 Apr 2048
Maturity Date
2048-04-01T00:00:00.000
Interest Rate
4
Original Face
1280000
Shares Par Value
1170408.83
Base Market Value
1238023.35
Base Total Cost
1208538.57
Base Unrealized Gain Loss
29484.78
Base Accrued Interest
0
Local Market Value
1238023.35
Local Total Cost Amount
1208538.57
Local Unrealized Gain Loss
29484.78
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: FNMA POOL CA1549
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1549
Security Description
4% 01 Apr 2048
Maturity Date
2048-04-01T00:00:00.000
Interest Rate
4
Original Face
246000
Shares Par Value
223682.54
Base Market Value
238926.51
Base Total Cost
231887.15
Base Unrealized Gain Loss
7039.36
Base Accrued Interest
0
Local Market Value
238926.51
Local Total Cost Amount
231887.15
Local Unrealized Gain Loss
7039.36
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 BM3762
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3762
Security Description
1% 01 Apr 2048
Maturity Date
2048-04-01T00:00:00.000
Interest Rate
4
Original Face
64000
Shares Par Value
57766.19
Base Market Value
61702.96
Base Total Cost
59754.17
Base Unrealized Gain Loss
1948.79
Base Accrued Interest
0
Local Market Value
61702.96
Local Total Cost Amount
59754.17
Local Unrealized Gain Loss
1948.79
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 BM3763
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3763
Security Description
1% 01 Apr 2048
Maturity Date
2048-04-01T00:00:00.000
Interest Rate
4
Original Face
71000
Shares Par Value
63053.61
Base Market Value
67119.31
Base Total Cost
65105.32
Base Unrealized Gain Loss
2013.99
Base Accrued Interest
0
Local Market Value
67119.31
Local Total Cost Amount
65105.32
Local Unrealized Gain Loss
2013.99
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 Aug 2057
Maturity Date
2057-08-16T00:00:00.000
Interest Rate
1.03745
Original Face
3630000
Shares Par Value
3394311.65
Base Market Value
240260.58
Base Total Cost
257225.19
Base Unrealized Gain Loss
-16964.61
Base Accrued Interest
0
Local Market Value
240260.58
Local Total Cost Amount
257225.19
Local Unrealized Gain Loss
-16964.61
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 BM3793
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3793
Security Description
1% 01 Feb 2033
Maturity Date
2033-02-01T00:00:00.000
Interest Rate
2.5
Original Face
675000
Shares Par Value
557354.05
Base Market Value
561824.03
Base Total Cost
542723.52
Base Unrealized Gain Loss
19100.51
Base Accrued Interest
0
Local Market Value
561824.03
Local Total Cost Amount
542723.52
Local Unrealized Gain Loss
19100.51
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: FNMA POOL BM3846
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3846
Security Description
1% 01 Apr 2048
Maturity Date
2048-04-01T00:00:00.000
Interest Rate
4.5
Original Face
327368
Shares Par Value
298756.58
Base Market Value
325298.11
Base Total Cost
314371.29
Base Unrealized Gain Loss
10926.82
Base Accrued Interest
0
Local Market Value
325298.11
Local Total Cost Amount
314371.29
Local Unrealized Gain Loss
10926.82
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: 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 Dec 2057
Maturity Date
2057-12-16T00:00:00.000
Interest Rate
0.9845
Original Face
3869000
Shares Par Value
3285868.81
Base Market Value
248030.19
Base Total Cost
252601.17
Base Unrealized Gain Loss
-4570.98
Base Accrued Interest
0
Local Market Value
248030.19
Local Total Cost Amount
252601.17
Local Unrealized Gain Loss
-4570.98
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: WELLS FARGO COMMERCIAL MORTGAG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLS FARGO COMMERCIAL MORTGAG
Security Description
1% 15 May 2051
Maturity Date
2051-05-15T00:00:00.000
Interest Rate
0.92111
Original Face
1891173
Shares Par Value
1880389.6
Base Market Value
100842.66
Base Total Cost
109222.42
Base Unrealized Gain Loss
-8379.76
Base Accrued Interest
0
Local Market Value
100842.66
Local Total Cost Amount
109222.42
Local Unrealized Gain Loss
-8379.76
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
Aaa
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 G67712
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G67712
Security Description
4% 01 Jun 2048
Maturity Date
2048-06-01T00:00:00.000
Interest Rate
4
Original Face
3847959
Shares Par Value
3463062.82
Base Market Value
3688785.25
Base Total Cost
3543957.82
Base Unrealized Gain Loss
144827.43
Base Accrued Interest
0
Local Market Value
3688785.25
Local Total Cost Amount
3543957.82
Local Unrealized Gain Loss
144827.43
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 A97988
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A97988
Security Description
5% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
5
Original Face
379183
Shares Par Value
78929.16
Base Market Value
84552.07
Base Total Cost
84343.2
Base Unrealized Gain Loss
208.87
Base Accrued Interest
0
Local Market Value
84552.07
Local Total Cost Amount
84343.2
Local Unrealized Gain Loss
208.87
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 Q02300
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q02300
Security Description
5% 01 Jul 2041
Maturity Date
2041-07-01T00:00:00.000
Interest Rate
5
Original Face
385892
Shares Par Value
239973.68
Base Market Value
253882.55
Base Total Cost
256434.32
Base Unrealized Gain Loss
-2551.77
Base Accrued Interest
0
Local Market Value
253882.55
Local Total Cost Amount
256434.32
Local Unrealized Gain Loss
-2551.77
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 Q05977
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q05977
Security Description
4% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
4
Original Face
1220000
Shares Par Value
349470.11
Base Market Value
368802.8
Base Total Cost
370219.9
Base Unrealized Gain Loss
-1417.1
Base Accrued Interest
0
Local Market Value
368802.8
Local Total Cost Amount
370219.9
Local Unrealized Gain Loss
-1417.1
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB5250
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB5250
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
144800
Shares Par Value
48090.09
Base Market Value
49928.57
Base Total Cost
49848.38
Base Unrealized Gain Loss
80.19
Base Accrued Interest
0
Local Market Value
49928.57
Local Total Cost Amount
49848.38
Local Unrealized Gain Loss
80.19
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 POOL 708554
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 708554
Security Description
5% 15 Apr 2039
Maturity Date
2039-04-15T00:00:00.000
Interest Rate
5
Original Face
9323281
Shares Par Value
351746.23
Base Market Value
386815.33
Base Total Cost
389050.56
Base Unrealized Gain Loss
-2235.23
Base Accrued Interest
0
Local Market Value
386815.33
Local Total Cost Amount
389050.56
Local Unrealized Gain Loss
-2235.23
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL C03796
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C03796
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
521000
Shares Par Value
212683.52
Base Market Value
220691.05
Base Total Cost
219097.24
Base Unrealized Gain Loss
1593.81
Base Accrued Interest
0
Local Market Value
220691.05
Local Total Cost Amount
219097.24
Local Unrealized Gain Loss
1593.81
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 AB5500
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB5500
Security Description
3.5% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
3.5
Original Face
473000
Shares Par Value
215408.94
Base Market Value
223644.02
Base Total Cost
216351.37
Base Unrealized Gain Loss
7292.65
Base Accrued Interest
0
Local Market Value
223644.02
Local Total Cost Amount
216351.37
Local Unrealized Gain Loss
7292.65
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: FED HM LN PC POOL J20464
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J20464
Security Description
2.5% 01 Sep 2027
Maturity Date
2027-09-01T00:00:00.000
Interest Rate
2.5
Original Face
59811
Shares Par Value
19333.43
Base Market Value
19516.9
Base Total Cost
19662.73
Base Unrealized Gain Loss
-145.83
Base Accrued Interest
0
Local Market Value
19516.9
Local Total Cost Amount
19662.73
Local Unrealized Gain Loss
-145.83
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 766213
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 766213
Security Description
5.5% 01 Feb 2034
Maturity Date
2034-02-01T00:00:00.000
Interest Rate
5.5
Original Face
2157027
Shares Par Value
58302.82
Base Market Value
63750.64
Base Total Cost
58949.62
Base Unrealized Gain Loss
4801.02
Base Accrued Interest
0
Local Market Value
63750.64
Local Total Cost Amount
58949.62
Local Unrealized Gain Loss
4801.02
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 A30941
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A30941
Security Description
5.5% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5.5
Original Face
2931412
Shares Par Value
128295.42
Base Market Value
142461.8
Base Total Cost
138333.51
Base Unrealized Gain Loss
4128.29
Base Accrued Interest
0
Local Market Value
142461.8
Local Total Cost Amount
138333.51
Local Unrealized Gain Loss
4128.29
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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