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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 AS2462
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS2462
Security Description
3% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
3
Original Face
3093333
Shares Par Value
1411566.79
Base Market Value
1446827.73
Base Total Cost
1485232.96
Base Unrealized Gain Loss
-38405.23
Base Accrued Interest
0
Local Market Value
1446827.73
Local Total Cost Amount
1485232.96
Local Unrealized Gain Loss
-38405.23
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: GNMA II POOL MA2149
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2149
Security Description
4% 20 Aug 2044
Maturity Date
2044-08-20T00:00:00.000
Interest Rate
4
Original Face
3150512
Shares Par Value
840662.14
Base Market Value
883081.95
Base Total Cost
891357.48
Base Unrealized Gain Loss
-8275.53
Base Accrued Interest
0
Local Market Value
883081.95
Local Total Cost Amount
891357.48
Local Unrealized Gain Loss
-8275.53
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 AP2697
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AP2697
Security Description
3.5% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
3.5
Original Face
1797252
Shares Par Value
924785.29
Base Market Value
964893.23
Base Total Cost
919294.38
Base Unrealized Gain Loss
45598.85
Base Accrued Interest
0
Local Market Value
964893.23
Local Total Cost Amount
919294.38
Local Unrealized Gain Loss
45598.85
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 890629
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890629
Security Description
1% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
4
Original Face
307000
Shares Par Value
173652.92
Base Market Value
185586.35
Base Total Cost
185842.56
Base Unrealized Gain Loss
-256.21
Base Accrued Interest
0
Local Market Value
185586.35
Local Total Cost Amount
185842.56
Local Unrealized Gain Loss
-256.21
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 15 Jul 2037
Maturity Date
2037-07-15T00:00:00.000
Interest Rate
3.64
Original Face
1100000
Shares Par Value
225618.13
Base Market Value
235991.67
Base Total Cost
230130.49
Base Unrealized Gain Loss
5861.18
Base Accrued Interest
0
Local Market Value
235991.67
Local Total Cost Amount
230130.49
Local Unrealized Gain Loss
5861.18
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
AGENCY CMOS
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA2304
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2304
Security Description
4% 20 Oct 2044
Maturity Date
2044-10-20T00:00:00.000
Interest Rate
4
Original Face
54000
Shares Par Value
14626.99
Base Market Value
15365.65
Base Total Cost
15473.75
Base Unrealized Gain Loss
-108.1
Base Accrued Interest
0
Local Market Value
15365.65
Local Total Cost Amount
15473.75
Local Unrealized Gain Loss
-108.1
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: WF RBS COMMERCIAL MORTGAGE TRU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WF RBS COMMERCIAL MORTGAGE TRU
Security Description
3.488% 15 Sep 2057
Maturity Date
2057-09-15T00:00:00.000
Interest Rate
3.488
Original Face
285000
Shares Par Value
285000
Base Market Value
298846.38
Base Total Cost
285645.7
Base Unrealized Gain Loss
13200.68
Base Accrued Interest
0
Local Market Value
298846.38
Local Total Cost Amount
285645.7
Local Unrealized Gain Loss
13200.68
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 G07848
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07848
Security Description
3.5% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
3.5
Original Face
547000
Shares Par Value
309147.12
Base Market Value
322962.9
Base Total Cost
320643.54
Base Unrealized Gain Loss
2319.36
Base Accrued Interest
0
Local Market Value
322962.9
Local Total Cost Amount
320643.54
Local Unrealized Gain Loss
2319.36
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 G07810
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07810
Security Description
4.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
4.5
Original Face
725805
Shares Par Value
240001.02
Base Market Value
257878.7
Base Total Cost
264151.12
Base Unrealized Gain Loss
-6272.42
Base Accrued Interest
0
Local Market Value
257878.7
Local Total Cost Amount
264151.12
Local Unrealized Gain Loss
-6272.42
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 AS3594
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3594
Security Description
3% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
3
Original Face
164000
Shares Par Value
78987.74
Base Market Value
80960.06
Base Total Cost
79913.38
Base Unrealized Gain Loss
1046.68
Base Accrued Interest
0
Local Market Value
80960.06
Local Total Cost Amount
79913.38
Local Unrealized Gain Loss
1046.68
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 AW0941
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW0941
Security Description
3.5% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
3.5
Original Face
789134
Shares Par Value
351238.03
Base Market Value
365705.52
Base Total Cost
374727.07
Base Unrealized Gain Loss
-9021.55
Base Accrued Interest
0
Local Market Value
365705.52
Local Total Cost Amount
374727.07
Local Unrealized Gain Loss
-9021.55
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL6061
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6061
Security Description
1% 01 Nov 2044
Maturity Date
2044-11-01T00:00:00.000
Interest Rate
3.5
Original Face
80500
Shares Par Value
48153.1
Base Market Value
49909.24
Base Total Cost
49853.49
Base Unrealized Gain Loss
55.75
Base Accrued Interest
0
Local Market Value
49909.24
Local Total Cost Amount
49853.49
Local Unrealized Gain Loss
55.75
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 BE0146
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE0146
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
1093529
Shares Par Value
793945.57
Base Market Value
800328.89
Base Total Cost
797543.11
Base Unrealized Gain Loss
2785.78
Base Accrued Interest
0
Local Market Value
800328.89
Local Total Cost Amount
797543.11
Local Unrealized Gain Loss
2785.78
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: GNMA II POOL AQ0542
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AQ0542
Security Description
4% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
4
Original Face
50000
Shares Par Value
30672.23
Base Market Value
32128.85
Base Total Cost
33078.08
Base Unrealized Gain Loss
-949.23
Base Accrued Interest
0
Local Market Value
32128.85
Local Total Cost Amount
33078.08
Local Unrealized Gain Loss
-949.23
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 AL9227
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9227
Security Description
1% 01 Oct 2036
Maturity Date
2036-10-01T00:00:00.000
Interest Rate
3
Original Face
27630
Shares Par Value
20696.13
Base Market Value
21090.39
Base Total Cost
20971
Base Unrealized Gain Loss
119.39
Base Accrued Interest
0
Local Market Value
21090.39
Local Total Cost Amount
20971
Local Unrealized Gain Loss
119.39
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 AL9215
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9215
Security Description
1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
981937
Shares Par Value
787620.18
Base Market Value
803144.17
Base Total Cost
815925.27
Base Unrealized Gain Loss
-12781.1
Base Accrued Interest
0
Local Market Value
803144.17
Local Total Cost Amount
815925.27
Local Unrealized Gain Loss
-12781.1
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL9266
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9266
Security Description
1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
771856
Shares Par Value
593017.58
Base Market Value
602428.77
Base Total Cost
613217.24
Base Unrealized Gain Loss
-10788.47
Base Accrued Interest
0
Local Market Value
602428.77
Local Total Cost Amount
613217.24
Local Unrealized Gain Loss
-10788.47
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: FNMA POOL AS8245
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8245
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
327374
Shares Par Value
215239.65
Base Market Value
217133.76
Base Total Cost
222672.15
Base Unrealized Gain Loss
-5538.39
Base Accrued Interest
0
Local Market Value
217133.76
Local Total Cost Amount
222672.15
Local Unrealized Gain Loss
-5538.39
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 BD4900
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD4900
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
36828
Shares Par Value
25861.93
Base Market Value
27639.16
Base Total Cost
27575.27
Base Unrealized Gain Loss
63.89
Base Accrued Interest
0
Local Market Value
27639.16
Local Total Cost Amount
27575.27
Local Unrealized Gain Loss
63.89
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: FNMA POOL BC2777
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2777
Security Description
2.5% 01 Aug 2031
Maturity Date
2031-08-01T00:00:00.000
Interest Rate
2.5
Original Face
3000
Shares Par Value
1821.17
Base Market Value
1834.96
Base Total Cost
1760.57
Base Unrealized Gain Loss
74.39
Base Accrued Interest
0
Local Market Value
1834.96
Local Total Cost Amount
1760.57
Local Unrealized Gain Loss
74.39
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 V82553
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82553
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
99000
Shares Par Value
72356.43
Base Market Value
76262.95
Base Total Cost
77042.64
Base Unrealized Gain Loss
-779.69
Base Accrued Interest
0
Local Market Value
76262.95
Local Total Cost Amount
77042.64
Local Unrealized Gain Loss
-779.69
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 BD3933
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD3933
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
20281
Shares Par Value
18109.76
Base Market Value
19335.25
Base Total Cost
19309.54
Base Unrealized Gain Loss
25.71
Base Accrued Interest
0
Local Market Value
19335.25
Local Total Cost Amount
19309.54
Local Unrealized Gain Loss
25.71
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL8952
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8952
Security Description
1% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3.5
Original Face
323785
Shares Par Value
232802.46
Base Market Value
241225.25
Base Total Cost
240686.8
Base Unrealized Gain Loss
538.45
Base Accrued Interest
0
Local Market Value
241225.25
Local Total Cost Amount
240686.8
Local Unrealized Gain Loss
538.45
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS7847
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7847
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
1082930
Shares Par Value
857659.92
Base Market Value
871905.65
Base Total Cost
844259
Base Unrealized Gain Loss
27646.65
Base Accrued Interest
0
Local Market Value
871905.65
Local Total Cost Amount
844259
Local Unrealized Gain Loss
27646.65
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 AS7889
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7889
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
596782
Shares Par Value
480755.58
Base Market Value
490750.49
Base Total Cost
504830.92
Base Unrealized Gain Loss
-14080.43
Base Accrued Interest
0
Local Market Value
490750.49
Local Total Cost Amount
504830.92
Local Unrealized Gain Loss
-14080.43
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 AS7878
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7878
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
1171449
Shares Par Value
898630.56
Base Market Value
917447.88
Base Total Cost
942438.8
Base Unrealized Gain Loss
-24990.92
Base Accrued Interest
0
Local Market Value
917447.88
Local Total Cost Amount
942438.8
Local Unrealized Gain Loss
-24990.92
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: FNMA POOL AS8241
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8241
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
4000
Shares Par Value
2813.35
Base Market Value
2835.94
Base Total Cost
2719.72
Base Unrealized Gain Loss
116.22
Base Accrued Interest
0
Local Market Value
2835.94
Local Total Cost Amount
2719.72
Local Unrealized Gain Loss
116.22
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS8240
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8240
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
467222
Shares Par Value
329057.78
Base Market Value
331802.12
Base Total Cost
338572.14
Base Unrealized Gain Loss
-6770.02
Base Accrued Interest
0
Local Market Value
331802.12
Local Total Cost Amount
338572.14
Local Unrealized Gain Loss
-6770.02
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 AS8251
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8251
Security Description
2% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2
Original Face
120000
Shares Par Value
89771.66
Base Market Value
88890.1
Base Total Cost
85423.35
Base Unrealized Gain Loss
3466.75
Base Accrued Interest
0
Local Market Value
88890.1
Local Total Cost Amount
85423.35
Local Unrealized Gain Loss
3466.75
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 G60729
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60729
Security Description
4% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4
Original Face
15000
Shares Par Value
10076.88
Base Market Value
10602.49
Base Total Cost
10729.53
Base Unrealized Gain Loss
-127.04
Base Accrued Interest
0
Local Market Value
10602.49
Local Total Cost Amount
10729.53
Local Unrealized Gain Loss
-127.04
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 BC2629
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2629
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
42903
Shares Par Value
29855.78
Base Market Value
30105.37
Base Total Cost
30809.77
Base Unrealized Gain Loss
-704.4
Base Accrued Interest
0
Local Market Value
30105.37
Local Total Cost Amount
30809.77
Local Unrealized Gain Loss
-704.4
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 BC7299
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC7299
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
12000
Shares Par Value
9549.7
Base Market Value
9891.29
Base Total Cost
9899.59
Base Unrealized Gain Loss
-8.3
Base Accrued Interest
0
Local Market Value
9891.29
Local Total Cost Amount
9899.59
Local Unrealized Gain Loss
-8.3
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BC2631
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2631
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
82136
Shares Par Value
60367.31
Base Market Value
60852.66
Base Total Cost
62211.02
Base Unrealized Gain Loss
-1358.36
Base Accrued Interest
0
Local Market Value
60852.66
Local Total Cost Amount
62211.02
Local Unrealized Gain Loss
-1358.36
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 BC2628
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2628
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
40936
Shares Par Value
31619.15
Base Market Value
31896.77
Base Total Cost
32597.18
Base Unrealized Gain Loss
-700.41
Base Accrued Interest
0
Local Market Value
31896.77
Local Total Cost Amount
32597.18
Local Unrealized Gain Loss
-700.41
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: GNMA II POOL AX4342
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4342
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
81465
Shares Par Value
68966.25
Base Market Value
71384.21
Base Total Cost
74208.78
Base Unrealized Gain Loss
-2824.57
Base Accrued Interest
0
Local Market Value
71384.21
Local Total Cost Amount
74208.78
Local Unrealized Gain Loss
-2824.57
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL AX4341
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4341
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
87000
Shares Par Value
67837.83
Base Market Value
70272.53
Base Total Cost
73312.56
Base Unrealized Gain Loss
-3040.03
Base Accrued Interest
0
Local Market Value
70272.53
Local Total Cost Amount
73312.56
Local Unrealized Gain Loss
-3040.03
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL AX4344
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4344
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
207421
Shares Par Value
151567.27
Base Market Value
156737.23
Base Total Cost
162165.13
Base Unrealized Gain Loss
-5427.9
Base Accrued Interest
0
Local Market Value
156737.23
Local Total Cost Amount
162165.13
Local Unrealized Gain Loss
-5427.9
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL AX4345
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4345
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
176722
Shares Par Value
127937.81
Base Market Value
132332.47
Base Total Cost
136243.78
Base Unrealized Gain Loss
-3911.31
Base Accrued Interest
0
Local Market Value
132332.47
Local Total Cost Amount
136243.78
Local Unrealized Gain Loss
-3911.31
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL AX4343
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4343
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
71532
Shares Par Value
58687.49
Base Market Value
60712.21
Base Total Cost
62910.23
Base Unrealized Gain Loss
-2198.02
Base Accrued Interest
0
Local Market Value
60712.21
Local Total Cost Amount
62910.23
Local Unrealized Gain Loss
-2198.02
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 AS8291
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8291
Security Description
2% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2
Original Face
8000
Shares Par Value
5875.13
Base Market Value
5817.44
Base Total Cost
5590.57
Base Unrealized Gain Loss
226.87
Base Accrued Interest
0
Local Market Value
5817.44
Local Total Cost Amount
5590.57
Local Unrealized Gain Loss
226.87
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 BA2904
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2904
Security Description
4% 01 Nov 2045
Maturity Date
2045-11-01T00:00:00.000
Interest Rate
4
Original Face
311552
Shares Par Value
189848.79
Base Market Value
202895.2
Base Total Cost
203931.71
Base Unrealized Gain Loss
-1036.51
Base Accrued Interest
0
Local Market Value
202895.2
Local Total Cost Amount
203931.71
Local Unrealized Gain Loss
-1036.51
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: WELLS FARGO COMMERCIAL MORTGAG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLS FARGO COMMERCIAL MORTGAG
Security Description
3.695% 15 Nov 2048
Maturity Date
2048-11-15T00:00:00.000
Interest Rate
3.695
Original Face
220000
Shares Par Value
220000
Base Market Value
234476.44
Base Total Cost
230114.84
Base Unrealized Gain Loss
4361.6
Base Accrued Interest
0
Local Market Value
234476.44
Local Total Cost Amount
230114.84
Local Unrealized Gain Loss
4361.6
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 AS6233
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6233
Security Description
4.5% 01 Nov 2045
Maturity Date
2045-11-01T00:00:00.000
Interest Rate
4.5
Original Face
47422
Shares Par Value
21239.62
Base Market Value
22694.53
Base Total Cost
23245.78
Base Unrealized Gain Loss
-551.25
Base Accrued Interest
0
Local Market Value
22694.53
Local Total Cost Amount
23245.78
Local Unrealized Gain Loss
-551.25
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 AL5778
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5778
Security Description
1% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
318995
Shares Par Value
191844.37
Base Market Value
195146.01
Base Total Cost
192353.97
Base Unrealized Gain Loss
2792.04
Base Accrued Interest
0
Local Market Value
195146.01
Local Total Cost Amount
192353.97
Local Unrealized Gain Loss
2792.04
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 AZ7833
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ7833
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
65060
Shares Par Value
34588.93
Base Market Value
35453.31
Base Total Cost
36064.34
Base Unrealized Gain Loss
-611.03
Base Accrued Interest
0
Local Market Value
35453.31
Local Total Cost Amount
36064.34
Local Unrealized Gain Loss
-611.03
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: FNMA POOL AZ8597
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ8597
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
28785
Shares Par Value
16714.04
Base Market Value
17132.06
Base Total Cost
17426.99
Base Unrealized Gain Loss
-294.93
Base Accrued Interest
0
Local Market Value
17132.06
Local Total Cost Amount
17426.99
Local Unrealized Gain Loss
-294.93
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 AX3298
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX3298
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
59670
Shares Par Value
30650.94
Base Market Value
31416.91
Base Total Cost
31958.39
Base Unrealized Gain Loss
-541.48
Base Accrued Interest
0
Local Market Value
31416.91
Local Total Cost Amount
31958.39
Local Unrealized Gain Loss
-541.48
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: FED HM LN PC POOL V60724
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60724
Security Description
3% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
3
Original Face
173878
Shares Par Value
75681.8
Base Market Value
77324.85
Base Total Cost
78720.89
Base Unrealized Gain Loss
-1396.04
Base Accrued Interest
0
Local Market Value
77324.85
Local Total Cost Amount
78720.89
Local Unrealized Gain Loss
-1396.04
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 G15520
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G15520
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
417797
Shares Par Value
234393.4
Base Market Value
239880.55
Base Total Cost
243805.79
Base Unrealized Gain Loss
-3925.24
Base Accrued Interest
0
Local Market Value
239880.55
Local Total Cost Amount
243805.79
Local Unrealized Gain Loss
-3925.24
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: FED HM LN PC POOL J32436
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32436
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
53278
Shares Par Value
33671.93
Base Market Value
34459.52
Base Total Cost
35024.06
Base Unrealized Gain Loss
-564.54
Base Accrued Interest
0
Local Market Value
34459.52
Local Total Cost Amount
35024.06
Local Unrealized Gain Loss
-564.54
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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