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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: FED HM LN PC POOL Q41070
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q41070
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
1317999
Shares Par Value
1005564.91
Base Market Value
1019572.43
Base Total Cost
1004936.44
Base Unrealized Gain Loss
14635.99
Base Accrued Interest
0
Local Market Value
1019572.43
Local Total Cost Amount
1004936.44
Local Unrealized Gain Loss
14635.99
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
4% 15 Jan 2045
Maturity Date
2045-01-15T00:00:00.000
Interest Rate
4
Original Face
98000
Shares Par Value
115741.23
Base Market Value
128669.27
Base Total Cost
130118.68
Base Unrealized Gain Loss
-1449.41
Base Accrued Interest
0
Local Market Value
128669.27
Local Total Cost Amount
130118.68
Local Unrealized Gain Loss
-1449.41
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
4% 15 Jan 2045
Maturity Date
2045-01-15T00:00:00.000
Interest Rate
4
Original Face
100000
Shares Par Value
118496.98
Base Market Value
131496.99
Base Total Cost
133431.52
Base Unrealized Gain Loss
-1934.53
Base Accrued Interest
0
Local Market Value
131496.99
Local Total Cost Amount
133431.52
Local Unrealized Gain Loss
-1934.53
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS7554
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7554
Security Description
4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4
Original Face
864000
Shares Par Value
585022.03
Base Market Value
612798.88
Base Total Cost
618112.35
Base Unrealized Gain Loss
-5313.47
Base Accrued Interest
0
Local Market Value
612798.88
Local Total Cost Amount
618112.35
Local Unrealized Gain Loss
-5313.47
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 MA3802
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3802
Security Description
3% 20 Jul 2046
Maturity Date
2046-07-20T00:00:00.000
Interest Rate
3
Original Face
2144500
Shares Par Value
1491186.93
Base Market Value
1526557.88
Base Total Cost
1463799.97
Base Unrealized Gain Loss
62757.91
Base Accrued Interest
0
Local Market Value
1526557.88
Local Total Cost Amount
1463799.97
Local Unrealized Gain Loss
62757.91
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS7605
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7605
Security Description
2.5% 01 Jul 2031
Maturity Date
2031-07-01T00:00:00.000
Interest Rate
2.5
Original Face
14000
Shares Par Value
9259.08
Base Market Value
9336.3
Base Total Cost
8950.93
Base Unrealized Gain Loss
385.37
Base Accrued Interest
0
Local Market Value
9336.3
Local Total Cost Amount
8950.93
Local Unrealized Gain Loss
385.37
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: FED HM LN PC POOL V82528
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82528
Security Description
4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4
Original Face
179000
Shares Par Value
126913.51
Base Market Value
133765.57
Base Total Cost
135133.13
Base Unrealized Gain Loss
-1367.56
Base Accrued Interest
0
Local Market Value
133765.57
Local Total Cost Amount
135133.13
Local Unrealized Gain Loss
-1367.56
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 G15870
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G15870
Security Description
3.5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
3.5
Original Face
335789
Shares Par Value
204225.07
Base Market Value
212557.45
Base Total Cost
218393.2
Base Unrealized Gain Loss
-5835.75
Base Accrued Interest
0
Local Market Value
212557.45
Local Total Cost Amount
218393.2
Local Unrealized Gain Loss
-5835.75
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 AL8857
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8857
Security Description
1% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4
Original Face
1254000
Shares Par Value
854171.38
Base Market Value
903926.86
Base Total Cost
909992.82
Base Unrealized Gain Loss
-6065.96
Base Accrued Interest
0
Local Market Value
903926.86
Local Total Cost Amount
909992.82
Local Unrealized Gain Loss
-6065.96
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AI5228
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI5228
Security Description
4% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
4
Original Face
453048
Shares Par Value
77345.93
Base Market Value
81572.89
Base Total Cost
82929.33
Base Unrealized Gain Loss
-1356.44
Base Accrued Interest
0
Local Market Value
81572.89
Local Total Cost Amount
82929.33
Local Unrealized Gain Loss
-1356.44
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 890720
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890720
Security Description
1% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
4.5
Original Face
2825000
Shares Par Value
1376963.76
Base Market Value
1478624.99
Base Total Cost
1501589.73
Base Unrealized Gain Loss
-22964.74
Base Accrued Interest
0
Local Market Value
1478624.99
Local Total Cost Amount
1501589.73
Local Unrealized Gain Loss
-22964.74
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 G60393
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60393
Security Description
3.5% 01 Jan 2046
Maturity Date
2046-01-01T00:00:00.000
Interest Rate
3.5
Original Face
234271
Shares Par Value
156352.88
Base Market Value
162131.68
Base Total Cost
161367.16
Base Unrealized Gain Loss
764.52
Base Accrued Interest
0
Local Market Value
162131.68
Local Total Cost Amount
161367.16
Local Unrealized Gain Loss
764.52
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: JPMBB COMMERCIAL MORTGAGE SECU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMBB COMMERCIAL MORTGAGE SECU
Security Description
3.315% 15 Mar 2049
Maturity Date
2049-03-15T00:00:00.000
Interest Rate
3.3158
Original Face
380000
Shares Par Value
380000
Base Market Value
393179.88
Base Total Cost
381974.22
Base Unrealized Gain Loss
11205.66
Base Accrued Interest
0
Local Market Value
393179.88
Local Total Cost Amount
381974.22
Local Unrealized Gain Loss
11205.66
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: GNMA II POOL MA3521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3521
Security Description
3.5% 20 Mar 2046
Maturity Date
2046-03-20T00:00:00.000
Interest Rate
3.5
Original Face
10635000
Shares Par Value
5721933.95
Base Market Value
5921686.66
Base Total Cost
5756082.24
Base Unrealized Gain Loss
165604.42
Base Accrued Interest
0
Local Market Value
5921686.66
Local Total Cost Amount
5756082.24
Local Unrealized Gain Loss
165604.42
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB0686
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB0686
Security Description
4% 01 Jan 2036
Maturity Date
2036-01-01T00:00:00.000
Interest Rate
4
Original Face
1028125
Shares Par Value
286003.47
Base Market Value
299780.26
Base Total Cost
307632.51
Base Unrealized Gain Loss
-7852.25
Base Accrued Interest
0
Local Market Value
299780.26
Local Total Cost Amount
307632.51
Local Unrealized Gain Loss
-7852.25
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL8045
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8045
Security Description
1% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3.5
Original Face
213799
Shares Par Value
130019.23
Base Market Value
134978.16
Base Total Cost
134641.01
Base Unrealized Gain Loss
337.15
Base Accrued Interest
0
Local Market Value
134978.16
Local Total Cost Amount
134641.01
Local Unrealized Gain Loss
337.15
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: GNMA II POOL MA3525
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3525
Security Description
5.5% 20 Mar 2046
Maturity Date
2046-03-20T00:00:00.000
Interest Rate
5.5
Original Face
3656022
Shares Par Value
1162971.39
Base Market Value
1265533.84
Base Total Cost
1268729.11
Base Unrealized Gain Loss
-3195.27
Base Accrued Interest
0
Local Market Value
1265533.84
Local Total Cost Amount
1268729.11
Local Unrealized Gain Loss
-3195.27
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 AL7936
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7936
Security Description
1% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
4.5
Original Face
132000
Shares Par Value
77144.84
Base Market Value
83744.58
Base Total Cost
83702.17
Base Unrealized Gain Loss
42.41
Base Accrued Interest
0
Local Market Value
83744.58
Local Total Cost Amount
83702.17
Local Unrealized Gain Loss
42.41
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 G15601
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G15601
Security Description
2.5% 01 Jan 2029
Maturity Date
2029-01-01T00:00:00.000
Interest Rate
2.5
Original Face
949063
Shares Par Value
475417.36
Base Market Value
479924.32
Base Total Cost
482162.05
Base Unrealized Gain Loss
-2237.73
Base Accrued Interest
0
Local Market Value
479924.32
Local Total Cost Amount
482162.05
Local Unrealized Gain Loss
-2237.73
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 AS6823
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6823
Security Description
3.5% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3.5
Original Face
251000
Shares Par Value
168544.62
Base Market Value
174666.16
Base Total Cost
174206.68
Base Unrealized Gain Loss
459.48
Base Accrued Interest
0
Local Market Value
174666.16
Local Total Cost Amount
174206.68
Local Unrealized Gain Loss
459.48
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 AL6055
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6055
Security Description
1% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
4
Original Face
587875
Shares Par Value
310988.91
Base Market Value
332344.52
Base Total Cost
343448.39
Base Unrealized Gain Loss
-11103.87
Base Accrued Interest
0
Local Market Value
332344.52
Local Total Cost Amount
343448.39
Local Unrealized Gain Loss
-11103.87
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: FNMA POOL AB6194
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB6194
Security Description
2.5% 01 Sep 2027
Maturity Date
2027-09-01T00:00:00.000
Interest Rate
2.5
Original Face
281000
Shares Par Value
93593.14
Base Market Value
94354.99
Base Total Cost
92130.74
Base Unrealized Gain Loss
2224.25
Base Accrued Interest
0
Local Market Value
94354.99
Local Total Cost Amount
92130.74
Local Unrealized Gain Loss
2224.25
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q39250
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q39250
Security Description
3.5% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3.5
Original Face
168000
Shares Par Value
112761.52
Base Market Value
116929.19
Base Total Cost
116549.63
Base Unrealized Gain Loss
379.56
Base Accrued Interest
0
Local Market Value
116929.19
Local Total Cost Amount
116549.63
Local Unrealized Gain Loss
379.56
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 G60037
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60037
Security Description
3% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
3
Original Face
4556000
Shares Par Value
2876037.96
Base Market Value
2934421.53
Base Total Cost
2807058
Base Unrealized Gain Loss
127363.53
Base Accrued Interest
0
Local Market Value
2934421.53
Local Total Cost Amount
2807058
Local Unrealized Gain Loss
127363.53
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS3648
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3648
Security Description
4.5% 01 Oct 2044
Maturity Date
2044-10-01T00:00:00.000
Interest Rate
4.5
Original Face
1766059
Shares Par Value
928242.82
Base Market Value
1007774.66
Base Total Cost
1017876.26
Base Unrealized Gain Loss
-10101.6
Base Accrued Interest
0
Local Market Value
1007774.66
Local Total Cost Amount
1017876.26
Local Unrealized Gain Loss
-10101.6
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AU8774
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU8774
Security Description
3% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
3
Original Face
164000
Shares Par Value
77140.2
Base Market Value
78865.05
Base Total Cost
78803.54
Base Unrealized Gain Loss
61.51
Base Accrued Interest
0
Local Market Value
78865.05
Local Total Cost Amount
78803.54
Local Unrealized Gain Loss
61.51
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 A87842
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A87842
Security Description
4.5% 01 Aug 2039
Maturity Date
2039-08-01T00:00:00.000
Interest Rate
4.5
Original Face
1169992
Shares Par Value
169201.13
Base Market Value
181764.31
Base Total Cost
186227
Base Unrealized Gain Loss
-4462.69
Base Accrued Interest
0
Local Market Value
181764.31
Local Total Cost Amount
186227
Local Unrealized Gain Loss
-4462.69
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 POOL AS5459
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5459
Security Description
3.5% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
3.5
Original Face
156000
Shares Par Value
103867.61
Base Market Value
108590.47
Base Total Cost
107389.37
Base Unrealized Gain Loss
1201.1
Base Accrued Interest
0
Local Market Value
108590.47
Local Total Cost Amount
107389.37
Local Unrealized Gain Loss
1201.1
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: FED HM LN PC POOL Q11750
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q11750
Security Description
3.5% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3.5
Original Face
158004
Shares Par Value
65237.66
Base Market Value
67773.45
Base Total Cost
66960.36
Base Unrealized Gain Loss
813.09
Base Accrued Interest
0
Local Market Value
67773.45
Local Total Cost Amount
66960.36
Local Unrealized Gain Loss
813.09
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 Q13134
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q13134
Security Description
3.5% 01 Nov 2042
Maturity Date
2042-11-01T00:00:00.000
Interest Rate
3.5
Original Face
323000
Shares Par Value
139238.55
Base Market Value
144636.83
Base Total Cost
143306.93
Base Unrealized Gain Loss
1329.9
Base Accrued Interest
0
Local Market Value
144636.83
Local Total Cost Amount
143306.93
Local Unrealized Gain Loss
1329.9
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Aug 2057
Maturity Date
2057-08-16T00:00:00.000
Interest Rate
0.94064
Original Face
1511000
Shares Par Value
1412787.54
Base Market Value
102985.43
Base Total Cost
105923.98
Base Unrealized Gain Loss
-2938.55
Base Accrued Interest
0
Local Market Value
102985.43
Local Total Cost Amount
105923.98
Local Unrealized Gain Loss
-2938.55
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 AL7167
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7167
Security Description
1% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
4
Original Face
233079
Shares Par Value
94699.08
Base Market Value
100163.22
Base Total Cost
100854.55
Base Unrealized Gain Loss
-691.33
Base Accrued Interest
0
Local Market Value
100163.22
Local Total Cost Amount
100854.55
Local Unrealized Gain Loss
-691.33
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: FNMA POOL AS5017
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5017
Security Description
4% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
4
Original Face
220000
Shares Par Value
137791.01
Base Market Value
147258.63
Base Total Cost
147441.77
Base Unrealized Gain Loss
-183.14
Base Accrued Interest
0
Local Market Value
147258.63
Local Total Cost Amount
147441.77
Local Unrealized Gain Loss
-183.14
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 AO9707
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO9707
Security Description
3.5% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
3.5
Original Face
45615
Shares Par Value
21346.11
Base Market Value
22162.17
Base Total Cost
21946.47
Base Unrealized Gain Loss
215.7
Base Accrued Interest
0
Local Market Value
22162.17
Local Total Cost Amount
21946.47
Local Unrealized Gain Loss
215.7
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 AO2881
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO2881
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
14797
Shares Par Value
8519.46
Base Market Value
8791.06
Base Total Cost
8759.08
Base Unrealized Gain Loss
31.98
Base Accrued Interest
0
Local Market Value
8791.06
Local Total Cost Amount
8759.08
Local Unrealized Gain Loss
31.98
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 AS7015
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7015
Security Description
3.5% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1564021
Shares Par Value
641940.5
Base Market Value
661494.01
Base Total Cost
640285.5
Base Unrealized Gain Loss
21208.51
Base Accrued Interest
0
Local Market Value
661494.01
Local Total Cost Amount
640285.5
Local Unrealized Gain Loss
21208.51
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 Q44853
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q44853
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
259345
Shares Par Value
214738.48
Base Market Value
219104.11
Base Total Cost
214486.84
Base Unrealized Gain Loss
4617.27
Base Accrued Interest
0
Local Market Value
219104.11
Local Total Cost Amount
214486.84
Local Unrealized Gain Loss
4617.27
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 Q45080
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45080
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
126582
Shares Par Value
102405.12
Base Market Value
104550.51
Base Total Cost
102317.14
Base Unrealized Gain Loss
2233.37
Base Accrued Interest
0
Local Market Value
104550.51
Local Total Cost Amount
102317.14
Local Unrealized Gain Loss
2233.37
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 Q45083
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45083
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
66195
Shares Par Value
50226.37
Base Market Value
51371.53
Base Total Cost
50269.54
Base Unrealized Gain Loss
1101.99
Base Accrued Interest
0
Local Market Value
51371.53
Local Total Cost Amount
50269.54
Local Unrealized Gain Loss
1101.99
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 AS8553
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8553
Security Description
3% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
3
Original Face
161394
Shares Par Value
124321.62
Base Market Value
127074.1
Base Total Cost
124379.91
Base Unrealized Gain Loss
2694.19
Base Accrued Interest
0
Local Market Value
127074.1
Local Total Cost Amount
124379.91
Local Unrealized Gain Loss
2694.19
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: FNMA POOL AS8589
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8589
Security Description
3% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3
Original Face
91000
Shares Par Value
74119.55
Base Market Value
75671.61
Base Total Cost
74119.55
Base Unrealized Gain Loss
1552.06
Base Accrued Interest
0
Local Market Value
75671.61
Local Total Cost Amount
74119.55
Local Unrealized Gain Loss
1552.06
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 AL9600
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9600
Security Description
1% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
196160
Shares Par Value
139100.98
Base Market Value
144409.07
Base Total Cost
141274.44
Base Unrealized Gain Loss
3134.63
Base Accrued Interest
0
Local Market Value
144409.07
Local Total Cost Amount
141274.44
Local Unrealized Gain Loss
3134.63
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: FNMA POOL AL9593
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9593
Security Description
1% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
43000
Shares Par Value
33830.82
Base Market Value
35203.67
Base Total Cost
34697.74
Base Unrealized Gain Loss
505.93
Base Accrued Interest
0
Local Market Value
35203.67
Local Total Cost Amount
34697.74
Local Unrealized Gain Loss
505.93
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
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 AS8653
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8653
Security Description
3.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
318000
Shares Par Value
256894.43
Base Market Value
268744.97
Base Total Cost
267170.22
Base Unrealized Gain Loss
1574.75
Base Accrued Interest
0
Local Market Value
268744.97
Local Total Cost Amount
267170.22
Local Unrealized Gain Loss
1574.75
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: FNMA POOL AL9635
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9635
Security Description
1% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
3.5
Original Face
163000
Shares Par Value
119457.53
Base Market Value
124829.54
Base Total Cost
123484.56
Base Unrealized Gain Loss
1344.98
Base Accrued Interest
0
Local Market Value
124829.54
Local Total Cost Amount
123484.56
Local Unrealized Gain Loss
1344.98
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: FED HM LN PC POOL G08750
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08750
Security Description
3% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
365627
Shares Par Value
309881.96
Base Market Value
313634.63
Base Total Cost
309352.72
Base Unrealized Gain Loss
4281.91
Base Accrued Interest
0
Local Market Value
313634.63
Local Total Cost Amount
309352.72
Local Unrealized Gain Loss
4281.91
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: FNMA POOL BD2439
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD2439
Security Description
4% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
4
Original Face
112000
Shares Par Value
88266.6
Base Market Value
94322.57
Base Total Cost
94614.22
Base Unrealized Gain Loss
-291.65
Base Accrued Interest
0
Local Market Value
94322.57
Local Total Cost Amount
94614.22
Local Unrealized Gain Loss
-291.65
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL9045
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9045
Security Description
1% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
351167
Shares Par Value
270155.22
Base Market Value
275704.21
Base Total Cost
280370.46
Base Unrealized Gain Loss
-4666.25
Base Accrued Interest
0
Local Market Value
275704.21
Local Total Cost Amount
280370.46
Local Unrealized Gain Loss
-4666.25
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL9031
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9031
Security Description
1% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3
Original Face
128264
Shares Par Value
97230.81
Base Market Value
99387.39
Base Total Cost
101985.98
Base Unrealized Gain Loss
-2598.59
Base Accrued Interest
0
Local Market Value
99387.39
Local Total Cost Amount
101985.98
Local Unrealized Gain Loss
-2598.59
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 May 2058
Maturity Date
2058-05-16T00:00:00.000
Interest Rate
1.03186
Original Face
2665000
Shares Par Value
2458054.25
Base Market Value
188044.84
Base Total Cost
182241.67
Base Unrealized Gain Loss
5803.17
Base Accrued Interest
0
Local Market Value
188044.84
Local Total Cost Amount
182241.67
Local Unrealized Gain Loss
5803.17
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
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