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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 822507
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 822507
Security Description
6% 01 May 2035
Maturity Date
2035-05-01T00:00:00.000
Interest Rate
6
Original Face
30490
Shares Par Value
1010.26
Base Market Value
1107.4
Base Total Cost
1001.06
Base Unrealized Gain Loss
106.34
Base Accrued Interest
0
Local Market Value
1107.4
Local Total Cost Amount
1001.06
Local Unrealized Gain Loss
106.34
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM1823
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1823
Security Description
1% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
3.5
Original Face
924000
Shares Par Value
814024.94
Base Market Value
845193.95
Base Total Cost
833103.66
Base Unrealized Gain Loss
12090.29
Base Accrued Interest
0
Local Market Value
845193.95
Local Total Cost Amount
833103.66
Local Unrealized Gain Loss
12090.29
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 BM1822
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1822
Security Description
1% 01 Sep 2047
Maturity Date
2047-09-01T00:00:00.000
Interest Rate
3.5
Original Face
101000
Shares Par Value
89621.01
Base Market Value
93384.2
Base Total Cost
92463.68
Base Unrealized Gain Loss
920.52
Base Accrued Interest
0
Local Market Value
93384.2
Local Total Cost Amount
92463.68
Local Unrealized Gain Loss
920.52
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: GREAT SOUTHERN BANCORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREAT SOUTHERN BANCORP INC
Security Description
COMMON STOCK USD.01
Interest Rate
0
Original Face
0
Shares Par Value
246
Base Market Value
14723.1
Base Total Cost
13180.54
Base Unrealized Gain Loss
1542.56
Base Accrued Interest
0
Local Market Value
14723.1
Local Total Cost Amount
13180.54
Local Unrealized Gain Loss
1542.56
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 POOL BM1821
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1821
Security Description
1% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
3.5
Original Face
1040000
Shares Par Value
899460.9
Base Market Value
938263.64
Base Total Cost
921244.72
Base Unrealized Gain Loss
17018.92
Base Accrued Interest
0
Local Market Value
938263.64
Local Total Cost Amount
921244.72
Local Unrealized Gain Loss
17018.92
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G08795
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08795
Security Description
3% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3
Original Face
578727
Shares Par Value
531192.18
Base Market Value
536360.68
Base Total Cost
527146
Base Unrealized Gain Loss
9214.68
Base Accrued Interest
0
Local Market Value
536360.68
Local Total Cost Amount
527146
Local Unrealized Gain Loss
9214.68
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 BM1896
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1896
Security Description
1% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
9000
Shares Par Value
6878.59
Base Market Value
6937.88
Base Total Cost
6674.39
Base Unrealized Gain Loss
263.49
Base Accrued Interest
0
Local Market Value
6937.88
Local Total Cost Amount
6674.39
Local Unrealized Gain Loss
263.49
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 BM1895
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1895
Security Description
1% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
2.5
Original Face
57493
Shares Par Value
42907.18
Base Market Value
43254.73
Base Total Cost
43261.66
Base Unrealized Gain Loss
-6.93
Base Accrued Interest
0
Local Market Value
43254.73
Local Total Cost Amount
43261.66
Local Unrealized Gain Loss
-6.93
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 BM1891
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1891
Security Description
1% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
2.5
Original Face
21317
Shares Par Value
15086.22
Base Market Value
15221.24
Base Total Cost
15210.88
Base Unrealized Gain Loss
10.36
Base Accrued Interest
0
Local Market Value
15221.24
Local Total Cost Amount
15210.88
Local Unrealized Gain Loss
10.36
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
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 BM1902
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1902
Security Description
1% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
3.5
Original Face
219000
Shares Par Value
183352.33
Base Market Value
190812.94
Base Total Cost
188766.94
Base Unrealized Gain Loss
2046
Base Accrued Interest
0
Local Market Value
190812.94
Local Total Cost Amount
188766.94
Local Unrealized Gain Loss
2046
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 BM1920
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1920
Security Description
1% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4.5
Original Face
405000
Shares Par Value
315701.19
Base Market Value
342636.82
Base Total Cost
342585.14
Base Unrealized Gain Loss
51.68
Base Accrued Interest
0
Local Market Value
342636.82
Local Total Cost Amount
342585.14
Local Unrealized Gain Loss
51.68
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 BM1937
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1937
Security Description
1% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
3.5
Original Face
63000
Shares Par Value
52949.38
Base Market Value
55403.05
Base Total Cost
54711.62
Base Unrealized Gain Loss
691.43
Base Accrued Interest
0
Local Market Value
55403.05
Local Total Cost Amount
54711.62
Local Unrealized Gain Loss
691.43
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 BM1938
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1938
Security Description
1% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
173000
Shares Par Value
143896.78
Base Market Value
150104.49
Base Total Cost
148640.89
Base Unrealized Gain Loss
1463.6
Base Accrued Interest
0
Local Market Value
150104.49
Local Total Cost Amount
148640.89
Local Unrealized Gain Loss
1463.6
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: FED HM LN PC POOL G61178
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61178
Security Description
3.5% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
3.5
Original Face
203000
Shares Par Value
172300.79
Base Market Value
180361.02
Base Total Cost
178869.78
Base Unrealized Gain Loss
1491.24
Base Accrued Interest
0
Local Market Value
180361.02
Local Total Cost Amount
178869.78
Local Unrealized Gain Loss
1491.24
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 CA0689
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA0689
Security Description
3.5% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
3.5
Original Face
177000
Shares Par Value
158155.2
Base Market Value
165030.21
Base Total Cost
163517.65
Base Unrealized Gain Loss
1512.56
Base Accrued Interest
0
Local Market Value
165030.21
Local Total Cost Amount
163517.65
Local Unrealized Gain Loss
1512.56
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 CA0681
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA0681
Security Description
3.5% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
3.5
Original Face
37000
Shares Par Value
32545.7
Base Market Value
33837.44
Base Total Cost
33425.46
Base Unrealized Gain Loss
411.98
Base Accrued Interest
0
Local Market Value
33837.44
Local Total Cost Amount
33425.46
Local Unrealized Gain Loss
411.98
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 BM3052
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3052
Security Description
1% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
4.5
Original Face
436000
Shares Par Value
370558.79
Base Market Value
402185.98
Base Total Cost
404430.18
Base Unrealized Gain Loss
-2244.2
Base Accrued Interest
0
Local Market Value
402185.98
Local Total Cost Amount
404430.18
Local Unrealized Gain Loss
-2244.2
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 BM3053
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3053
Security Description
1% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4.5
Original Face
713794
Shares Par Value
546396.86
Base Market Value
595698.25
Base Total Cost
596426.32
Base Unrealized Gain Loss
-728.07
Base Accrued Interest
0
Local Market Value
595698.25
Local Total Cost Amount
596426.32
Local Unrealized Gain Loss
-728.07
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM3054
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3054
Security Description
1% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2
Original Face
105000
Shares Par Value
84715.17
Base Market Value
83883.27
Base Total Cost
81432.45
Base Unrealized Gain Loss
2450.82
Base Accrued Interest
0
Local Market Value
83883.27
Local Total Cost Amount
81432.45
Local Unrealized Gain Loss
2450.82
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 BJ2054
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BJ2054
Security Description
3.5% 01 Nov 2032
Maturity Date
2032-11-01T00:00:00.000
Interest Rate
3.5
Original Face
61000
Shares Par Value
52453.78
Base Market Value
54698.28
Base Total Cost
53445.5
Base Unrealized Gain Loss
1252.78
Base Accrued Interest
0
Local Market Value
54698.28
Local Total Cost Amount
53445.5
Local Unrealized Gain Loss
1252.78
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: FED HM LN PC POOL G08799
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08799
Security Description
3% 01 Feb 2048
Maturity Date
2048-02-01T00:00:00.000
Interest Rate
3
Original Face
621571
Shares Par Value
570900.76
Base Market Value
576455.62
Base Total Cost
566596.71
Base Unrealized Gain Loss
9858.91
Base Accrued Interest
0
Local Market Value
576455.62
Local Total Cost Amount
566596.71
Local Unrealized Gain Loss
9858.91
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: CD COMMERCIAL MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CD COMMERCIAL MORTGAGE TRUST
Security Description
1% 13 Nov 2050
Maturity Date
2050-11-13T00:00:00.000
Interest Rate
1.111871
Original Face
2540000
Shares Par Value
2504470.63
Base Market Value
140832.14
Base Total Cost
169174.26
Base Unrealized Gain Loss
-28342.12
Base Accrued Interest
0
Local Market Value
140832.14
Local Total Cost Amount
169174.26
Local Unrealized Gain Loss
-28342.12
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: 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 Nov 2050
Maturity Date
2050-11-15T00:00:00.000
Interest Rate
1.377533
Original Face
2350000
Shares Par Value
2323120.38
Base Market Value
186524.03
Base Total Cost
215058.21
Base Unrealized Gain Loss
-28534.18
Base Accrued Interest
0
Local Market Value
186524.03
Local Total Cost Amount
215058.21
Local Unrealized Gain Loss
-28534.18
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 G61208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61208
Security Description
3.5% 01 Dec 2047
Maturity Date
2047-12-01T00:00:00.000
Interest Rate
3.5
Original Face
288000
Shares Par Value
253608.01
Base Market Value
264749.01
Base Total Cost
262642.8
Base Unrealized Gain Loss
2106.21
Base Accrued Interest
0
Local Market Value
264749.01
Local Total Cost Amount
262642.8
Local Unrealized Gain Loss
2106.21
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 BH7067
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH7067
Security Description
4.5% 01 Dec 2047
Maturity Date
2047-12-01T00:00:00.000
Interest Rate
4.5
Original Face
197000
Shares Par Value
161004.99
Base Market Value
171983.92
Base Total Cost
174375.95
Base Unrealized Gain Loss
-2392.03
Base Accrued Interest
0
Local Market Value
171983.92
Local Total Cost Amount
174375.95
Local Unrealized Gain Loss
-2392.03
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK
Security Description
1% 15 Nov 2054
Maturity Date
2054-11-15T00:00:00.000
Interest Rate
0.956885
Original Face
3030000
Shares Par Value
3004689.2
Base Market Value
165787.63
Base Total Cost
191753.26
Base Unrealized Gain Loss
-25965.63
Base Accrued Interest
0
Local Market Value
165787.63
Local Total Cost Amount
191753.26
Local Unrealized Gain Loss
-25965.63
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 Q53113
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q53113
Security Description
3.5% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
3.5
Original Face
62000
Shares Par Value
51368.73
Base Market Value
53663.37
Base Total Cost
53118.49
Base Unrealized Gain Loss
544.88
Base Accrued Interest
0
Local Market Value
53663.37
Local Total Cost Amount
53118.49
Local Unrealized Gain Loss
544.88
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 BJ2096
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BJ2096
Security Description
3.5% 01 Jan 2033
Maturity Date
2033-01-01T00:00:00.000
Interest Rate
3.5
Original Face
41000
Shares Par Value
34440
Base Market Value
35913.34
Base Total Cost
35091.14
Base Unrealized Gain Loss
822.2
Base Accrued Interest
0
Local Market Value
35913.34
Local Total Cost Amount
35091.14
Local Unrealized Gain Loss
822.2
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 CA0993
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA0993
Security Description
3.5% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3.5
Original Face
442000
Shares Par Value
395106.94
Base Market Value
409864.18
Base Total Cost
405756.3
Base Unrealized Gain Loss
4107.88
Base Accrued Interest
0
Local Market Value
409864.18
Local Total Cost Amount
405756.3
Local Unrealized Gain Loss
4107.88
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 AS0201
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0201
Security Description
3% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3
Original Face
56317
Shares Par Value
31729.09
Base Market Value
32393.18
Base Total Cost
32571.88
Base Unrealized Gain Loss
-178.7
Base Accrued Interest
0
Local Market Value
32393.18
Local Total Cost Amount
32571.88
Local Unrealized Gain Loss
-178.7
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 AU0293
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU0293
Security Description
2.5% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
2.5
Original Face
650000
Shares Par Value
262073.86
Base Market Value
264411.56
Base Total Cost
262892.86
Base Unrealized Gain Loss
1518.7
Base Accrued Interest
0
Local Market Value
264411.56
Local Total Cost Amount
262892.86
Local Unrealized Gain Loss
1518.7
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 AS0190
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0190
Security Description
2.5% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
2.5
Original Face
323000
Shares Par Value
127212.16
Base Market Value
128346.89
Base Total Cost
125164.84
Base Unrealized Gain Loss
3182.05
Base Accrued Interest
0
Local Market Value
128346.89
Local Total Cost Amount
125164.84
Local Unrealized Gain Loss
3182.05
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS0331
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0331
Security Description
3% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3
Original Face
263965
Shares Par Value
155203.57
Base Market Value
157877.73
Base Total Cost
155603.71
Base Unrealized Gain Loss
2274.02
Base Accrued Interest
0
Local Market Value
157877.73
Local Total Cost Amount
155603.71
Local Unrealized Gain Loss
2274.02
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 AL4287
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4287
Security Description
1% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
6
Original Face
1000000
Shares Par Value
236046.83
Base Market Value
267648.78
Base Total Cost
259430.24
Base Unrealized Gain Loss
8218.54
Base Accrued Interest
0
Local Market Value
267648.78
Local Total Cost Amount
259430.24
Local Unrealized Gain Loss
8218.54
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 AF0246
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AF0246
Security Description
3.5% 15 Aug 2043
Maturity Date
2043-08-15T00:00:00.000
Interest Rate
3.5
Original Face
703678
Shares Par Value
424594.02
Base Market Value
440843.23
Base Total Cost
433301.5
Base Unrealized Gain Loss
7541.73
Base Accrued Interest
0
Local Market Value
440843.23
Local Total Cost Amount
433301.5
Local Unrealized Gain Loss
7541.73
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: 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 2051
Maturity Date
2051-09-16T00:00:00.000
Interest Rate
0.79385
Original Face
4510000
Shares Par Value
3014217.54
Base Market Value
160434.14
Base Total Cost
158717.4
Base Unrealized Gain Loss
1716.74
Base Accrued Interest
0
Local Market Value
160434.14
Local Total Cost Amount
158717.4
Local Unrealized Gain Loss
1716.74
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 AD3188
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AD3188
Security Description
2.5% 15 Sep 2028
Maturity Date
2028-09-15T00:00:00.000
Interest Rate
2.5
Original Face
687111
Shares Par Value
260558.69
Base Market Value
263609.83
Base Total Cost
260558.69
Base Unrealized Gain Loss
3051.14
Base Accrued Interest
0
Local Market Value
263609.83
Local Total Cost Amount
260558.69
Local Unrealized Gain Loss
3051.14
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 AP9726
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AP9726
Security Description
3% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3
Original Face
3586005
Shares Par Value
1762506.36
Base Market Value
1799413.24
Base Total Cost
1812283.39
Base Unrealized Gain Loss
-12870.15
Base Accrued Interest
0
Local Market Value
1799413.24
Local Total Cost Amount
1812283.39
Local Unrealized Gain Loss
-12870.15
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 AT9667
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT9667
Security Description
3.5% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3.5
Original Face
298000
Shares Par Value
134807.93
Base Market Value
139960.29
Base Total Cost
140179.18
Base Unrealized Gain Loss
-218.89
Base Accrued Interest
0
Local Market Value
139960.29
Local Total Cost Amount
140179.18
Local Unrealized Gain Loss
-218.89
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA1601
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1601
Security Description
4% 20 Jan 2044
Maturity Date
2044-01-20T00:00:00.000
Interest Rate
4
Original Face
1265000
Shares Par Value
315053.15
Base Market Value
332365.32
Base Total Cost
333291.78
Base Unrealized Gain Loss
-926.46
Base Accrued Interest
0
Local Market Value
332365.32
Local Total Cost Amount
333291.78
Local Unrealized Gain Loss
-926.46
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: TREASURY BILL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TREASURY BILL
Security Description
0.01% 23 Jul 2019
Maturity Date
2019-07-23T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
1338000
Base Market Value
1336303.55
Base Total Cost
1336009.35
Base Unrealized Gain Loss
294.2
Base Accrued Interest
0
Local Market Value
1336303.55
Local Total Cost Amount
1336009.35
Local Unrealized Gain Loss
294.2
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
GOVERNMENT ISSUES
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Jul 2042
Maturity Date
2042-07-25T00:00:00.000
Interest Rate
2.85438
Original Face
6800000
Shares Par Value
2357552.79
Base Market Value
2360145.63
Base Total Cost
2361236.47
Base Unrealized Gain Loss
-1090.84
Base Accrued Interest
1121.56
Local Market Value
2360145.63
Local Total Cost Amount
2361236.47
Local Unrealized Gain Loss
-1090.84
Local Accrued Interest
1121.56
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 20 Mar 2046
Maturity Date
2046-03-20T00:00:00.000
Interest Rate
2.89063
Original Face
962000
Shares Par Value
518488.8
Base Market Value
519098.08
Base Total Cost
519460.97
Base Unrealized Gain Loss
-362.89
Base Accrued Interest
457.95
Local Market Value
519098.08
Local Total Cost Amount
519460.97
Local Unrealized Gain Loss
-362.89
Local Accrued Interest
457.95
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY CAPITAL I TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY CAPITAL I TRUST
Security Description
3.417% 15 Jun 2052
Maturity Date
2052-06-15T00:00:00.000
Interest Rate
3.417
Original Face
457000
Shares Par Value
457000
Base Market Value
478597.59
Base Total Cost
470673.81
Base Unrealized Gain Loss
7923.78
Base Accrued Interest
0
Local Market Value
478597.59
Local Total Cost Amount
470673.81
Local Unrealized Gain Loss
7923.78
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
S And P 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: JP MORGAN CHASE COMMERCIAL MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JP MORGAN CHASE COMMERCIAL MOR
Security Description
3.386% 13 Jun 2052
Maturity Date
2052-06-13T00:00:00.000
Interest Rate
3.386
Original Face
277000
Shares Par Value
277000
Base Market Value
290117.72
Base Total Cost
285309.09
Base Unrealized Gain Loss
4808.63
Base Accrued Interest
0
Local Market Value
290117.72
Local Total Cost Amount
285309.09
Local Unrealized Gain Loss
4808.63
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
S And P 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: FNMA POOL AY8691
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY8691
Security Description
3% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
3
Original Face
42386
Shares Par Value
25463.45
Base Market Value
25964.83
Base Total Cost
25777.76
Base Unrealized Gain Loss
187.07
Base Accrued Interest
0
Local Market Value
25964.83
Local Total Cost Amount
25777.76
Local Unrealized Gain Loss
187.07
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AY8416
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY8416
Security Description
3% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
3
Original Face
282840
Shares Par Value
192995.96
Base Market Value
196796.05
Base Total Cost
195378.25
Base Unrealized Gain Loss
1417.8
Base Accrued Interest
0
Local Market Value
196796.05
Local Total Cost Amount
195378.25
Local Unrealized Gain Loss
1417.8
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WELLS FARGO COMMERCIAL MORTGAG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLS FARGO COMMERCIAL MORTGAG
Security Description
3.452% 15 Dec 2048
Maturity Date
2048-12-15T00:00:00.000
Interest Rate
3.452
Original Face
165000
Shares Par Value
165000
Base Market Value
173347.35
Base Total Cost
162486.33
Base Unrealized Gain Loss
10861.02
Base Accrued Interest
0
Local Market Value
173347.35
Local Total Cost Amount
162486.33
Local Unrealized Gain Loss
10861.02
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
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: FNMA POOL AZ5985
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ5985
Security Description
3% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
3
Original Face
421364
Shares Par Value
254731.5
Base Market Value
258873.43
Base Total Cost
260960.49
Base Unrealized Gain Loss
-2087.06
Base Accrued Interest
0
Local Market Value
258873.43
Local Total Cost Amount
260960.49
Local Unrealized Gain Loss
-2087.06
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 AB4688
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB4688
Security Description
3.5% 01 Mar 2042
Maturity Date
2042-03-01T00:00:00.000
Interest Rate
3.5
Original Face
761000
Shares Par Value
322206.3
Base Market Value
334521.02
Base Total Cost
325529.06
Base Unrealized Gain Loss
8991.96
Base Accrued Interest
0
Local Market Value
334521.02
Local Total Cost Amount
325529.06
Local Unrealized Gain Loss
8991.96
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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