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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: GNMA POOL 759138
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 759138
Security Description
4% 15 Jan 2041
Maturity Date
2041-01-15T00:00:00.000
Interest Rate
4
Original Face
1104084
Shares Par Value
198984.64
Base Market Value
211337.61
Base Total Cost
212509.37
Base Unrealized Gain Loss
-1171.76
Base Accrued Interest
0
Local Market Value
211337.61
Local Total Cost Amount
212509.37
Local Unrealized Gain Loss
-1171.76
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: GNMA POOL 762838
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 762838
Security Description
4% 15 Mar 2041
Maturity Date
2041-03-15T00:00:00.000
Interest Rate
4
Original Face
911491
Shares Par Value
143814.51
Base Market Value
152807.23
Base Total Cost
153499.52
Base Unrealized Gain Loss
-692.29
Base Accrued Interest
0
Local Market Value
152807.23
Local Total Cost Amount
153499.52
Local Unrealized Gain Loss
-692.29
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 AZ8287
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ8287
Security Description
3% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
3
Original Face
220049
Shares Par Value
152300.71
Base Market Value
155299.51
Base Total Cost
154180.69
Base Unrealized Gain Loss
1118.82
Base Accrued Interest
0
Local Market Value
155299.51
Local Total Cost Amount
154180.69
Local Unrealized Gain Loss
1118.82
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 AL6953
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6953
Security Description
1% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
3
Original Face
958648
Shares Par Value
582414.44
Base Market Value
593882.18
Base Total Cost
589603.6
Base Unrealized Gain Loss
4278.58
Base Accrued Interest
0
Local Market Value
593882.18
Local Total Cost Amount
589603.6
Local Unrealized Gain Loss
4278.58
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V60909
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60909
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
83765
Shares Par Value
51662.63
Base Market Value
52913.9
Base Total Cost
53769.51
Base Unrealized Gain Loss
-855.61
Base Accrued Interest
0
Local Market Value
52913.9
Local Total Cost Amount
53769.51
Local Unrealized Gain Loss
-855.61
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 V60903
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60903
Security Description
2.5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
2.5
Original Face
274149
Shares Par Value
157671.95
Base Market Value
159023.2
Base Total Cost
160209.49
Base Unrealized Gain Loss
-1186.29
Base Accrued Interest
0
Local Market Value
159023.2
Local Total Cost Amount
160209.49
Local Unrealized Gain Loss
-1186.29
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V60886
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60886
Security Description
2.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
379788
Shares Par Value
211798.69
Base Market Value
213613.8
Base Total Cost
215108.04
Base Unrealized Gain Loss
-1494.24
Base Accrued Interest
0
Local Market Value
213613.8
Local Total Cost Amount
215108.04
Local Unrealized Gain Loss
-1494.24
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 V60902
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60902
Security Description
2.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
273041
Shares Par Value
166069.47
Base Market Value
167492.69
Base Total Cost
168664.3
Base Unrealized Gain Loss
-1171.61
Base Accrued Interest
0
Local Market Value
167492.69
Local Total Cost Amount
168664.3
Local Unrealized Gain Loss
-1171.61
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 J32181
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32181
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
48934
Shares Par Value
27322.48
Base Market Value
28021.12
Base Total Cost
28483.68
Base Unrealized Gain Loss
-462.56
Base Accrued Interest
0
Local Market Value
28021.12
Local Total Cost Amount
28483.68
Local Unrealized Gain Loss
-462.56
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 J32491
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32491
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
20878
Shares Par Value
13883.17
Base Market Value
13995.07
Base Total Cost
14102.26
Base Unrealized Gain Loss
-107.19
Base Accrued Interest
0
Local Market Value
13995.07
Local Total Cost Amount
14102.26
Local Unrealized Gain Loss
-107.19
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 V60905
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60905
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
28569
Shares Par Value
18185.04
Base Market Value
18340.89
Base Total Cost
18472.03
Base Unrealized Gain Loss
-131.14
Base Accrued Interest
0
Local Market Value
18340.89
Local Total Cost Amount
18472.03
Local Unrealized Gain Loss
-131.14
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 V60904
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60904
Security Description
2.5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
2.5
Original Face
656142
Shares Par Value
371046.65
Base Market Value
374222.81
Base Total Cost
376902.21
Base Unrealized Gain Loss
-2679.4
Base Accrued Interest
0
Local Market Value
374222.81
Local Total Cost Amount
376902.21
Local Unrealized Gain Loss
-2679.4
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 Q36302
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q36302
Security Description
3.5% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
3.5
Original Face
50000
Shares Par Value
34028.6
Base Market Value
35631.01
Base Total Cost
35636.99
Base Unrealized Gain Loss
-5.98
Base Accrued Interest
0
Local Market Value
35631.01
Local Total Cost Amount
35636.99
Local Unrealized Gain Loss
-5.98
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: CITIGROUP COMMERCIAL MORTGAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP COMMERCIAL MORTGAGE
Security Description
3.778% 10 Sep 2058
Maturity Date
2058-09-10T00:00:00.000
Interest Rate
3.778
Original Face
105000
Shares Par Value
105000
Base Market Value
112108.87
Base Total Cost
110090.04
Base Unrealized Gain Loss
2018.83
Base Accrued Interest
0
Local Market Value
112108.87
Local Total Cost Amount
110090.04
Local Unrealized Gain Loss
2018.83
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 G60018
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60018
Security Description
4.5% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
4.5
Original Face
933000
Shares Par Value
386663.94
Base Market Value
416023.33
Base Total Cost
420104.35
Base Unrealized Gain Loss
-4081.02
Base Accrued Interest
0
Local Market Value
416023.33
Local Total Cost Amount
420104.35
Local Unrealized Gain Loss
-4081.02
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
3.359% 10 Oct 2048
Maturity Date
2048-10-10T00:00:00.000
Interest Rate
3.359
Original Face
240000
Shares Par Value
240000
Base Market Value
250779.58
Base Total Cost
245081.25
Base Unrealized Gain Loss
5698.33
Base Accrued Interest
0
Local Market Value
250779.58
Local Total Cost Amount
245081.25
Local Unrealized Gain Loss
5698.33
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 AB9940
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9940
Security Description
3% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
1530469
Shares Par Value
876243.29
Base Market Value
894591.82
Base Total Cost
881035.23
Base Unrealized Gain Loss
13556.59
Base Accrued Interest
0
Local Market Value
894591.82
Local Total Cost Amount
881035.23
Local Unrealized Gain Loss
13556.59
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: GNMA II POOL MA3172
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3172
Security Description
3% 20 Oct 2045
Maturity Date
2045-10-20T00:00:00.000
Interest Rate
3
Original Face
300000
Shares Par Value
169927.66
Base Market Value
173960.04
Base Total Cost
166635.32
Base Unrealized Gain Loss
7324.72
Base Accrued Interest
0
Local Market Value
173960.04
Local Total Cost Amount
166635.32
Local Unrealized Gain Loss
7324.72
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 AZ9244
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ9244
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
103299
Shares Par Value
63515.9
Base Market Value
67646.34
Base Total Cost
68492.98
Base Unrealized Gain Loss
-846.64
Base Accrued Interest
0
Local Market Value
67646.34
Local Total Cost Amount
68492.98
Local Unrealized Gain Loss
-846.64
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 AZ9243
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ9243
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
83257
Shares Par Value
55632.35
Base Market Value
59455.96
Base Total Cost
60148.15
Base Unrealized Gain Loss
-692.19
Base Accrued Interest
0
Local Market Value
59455.96
Local Total Cost Amount
60148.15
Local Unrealized Gain Loss
-692.19
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 AL7442
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7442
Security Description
1% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
207220
Shares Par Value
133557.55
Base Market Value
142736.96
Base Total Cost
145097.75
Base Unrealized Gain Loss
-2360.79
Base Accrued Interest
0
Local Market Value
142736.96
Local Total Cost Amount
145097.75
Local Unrealized Gain Loss
-2360.79
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q12162
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q12162
Security Description
3.5% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.5
Original Face
141210
Shares Par Value
54275.41
Base Market Value
56385.1
Base Total Cost
56624.54
Base Unrealized Gain Loss
-239.44
Base Accrued Interest
0
Local Market Value
56385.1
Local Total Cost Amount
56624.54
Local Unrealized Gain Loss
-239.44
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 Q36972
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q36972
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
610000
Shares Par Value
394491.48
Base Market Value
415794.02
Base Total Cost
423985.88
Base Unrealized Gain Loss
-8191.86
Base Accrued Interest
0
Local Market Value
415794.02
Local Total Cost Amount
423985.88
Local Unrealized Gain Loss
-8191.86
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 BA2877
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2877
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
111127
Shares Par Value
64020.14
Base Market Value
67071.98
Base Total Cost
69024.2
Base Unrealized Gain Loss
-1952.22
Base Accrued Interest
0
Local Market Value
67071.98
Local Total Cost Amount
69024.2
Local Unrealized Gain Loss
-1952.22
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 AL7521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7521
Security Description
1% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
5
Original Face
360808
Shares Par Value
158837.75
Base Market Value
173633.49
Base Total Cost
173152.66
Base Unrealized Gain Loss
480.83
Base Accrued Interest
0
Local Market Value
173633.49
Local Total Cost Amount
173152.66
Local Unrealized Gain Loss
480.83
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: JPMBB COMMERCIAL MORTGAGE SECU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMBB COMMERCIAL MORTGAGE SECU
Security Description
3.598% 15 Nov 2048
Maturity Date
2048-11-15T00:00:00.000
Interest Rate
3.5982
Original Face
225000
Shares Par Value
225000
Base Market Value
238534
Base Total Cost
225624.02
Base Unrealized Gain Loss
12909.98
Base Accrued Interest
0
Local Market Value
238534
Local Total Cost Amount
225624.02
Local Unrealized Gain Loss
12909.98
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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 AL7369
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7369
Security Description
1% 01 Jan 2043
Maturity Date
2043-01-01T00:00:00.000
Interest Rate
4
Original Face
426804
Shares Par Value
209570.07
Base Market Value
220997.93
Base Total Cost
224076.26
Base Unrealized Gain Loss
-3078.33
Base Accrued Interest
0
Local Market Value
220997.93
Local Total Cost Amount
224076.26
Local Unrealized Gain Loss
-3078.33
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 AL7577
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7577
Security Description
1% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
4
Original Face
309238
Shares Par Value
155826.32
Base Market Value
164323.53
Base Total Cost
166612.4
Base Unrealized Gain Loss
-2288.87
Base Accrued Interest
0
Local Market Value
164323.53
Local Total Cost Amount
166612.4
Local Unrealized Gain Loss
-2288.87
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 AY0299
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY0299
Security Description
4% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
4
Original Face
29347
Shares Par Value
16360.42
Base Market Value
17484.71
Base Total Cost
17692.28
Base Unrealized Gain Loss
-207.57
Base Accrued Interest
0
Local Market Value
17484.71
Local Total Cost Amount
17692.28
Local Unrealized Gain Loss
-207.57
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AY1866
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY1866
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
40000
Shares Par Value
27652.44
Base Market Value
29552.72
Base Total Cost
29903.55
Base Unrealized Gain Loss
-350.83
Base Accrued Interest
0
Local Market Value
29552.72
Local Total Cost Amount
29903.55
Local Unrealized Gain Loss
-350.83
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 AX6255
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX6255
Security Description
4% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
4
Original Face
29065
Shares Par Value
15991.19
Base Market Value
17090.1
Base Total Cost
17292.98
Base Unrealized Gain Loss
-202.88
Base Accrued Interest
0
Local Market Value
17090.1
Local Total Cost Amount
17292.98
Local Unrealized Gain Loss
-202.88
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: FANNIEMAE ACES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE ACES
Security Description
1% 25 Jul 2022
Maturity Date
2022-07-25T00:00:00.000
Interest Rate
0.48359
Original Face
9400000
Shares Par Value
6728630.85
Base Market Value
58927.33
Base Total Cost
227474.48
Base Unrealized Gain Loss
-168547.15
Base Accrued Interest
0
Local Market Value
58927.33
Local Total Cost Amount
227474.48
Local Unrealized Gain Loss
-168547.15
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 AY2693
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY2693
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
100213
Shares Par Value
56137.2
Base Market Value
58812.7
Base Total Cost
60522.9
Base Unrealized Gain Loss
-1710.2
Base Accrued Interest
0
Local Market Value
58812.7
Local Total Cost Amount
60522.9
Local Unrealized Gain Loss
-1710.2
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: GNMA II POOL MA2753
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2753
Security Description
3% 20 Apr 2045
Maturity Date
2045-04-20T00:00:00.000
Interest Rate
3
Original Face
1250000
Shares Par Value
639109.3
Base Market Value
654268.97
Base Total Cost
626526.85
Base Unrealized Gain Loss
27742.12
Base Accrued Interest
0
Local Market Value
654268.97
Local Total Cost Amount
626526.85
Local Unrealized Gain Loss
27742.12
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 AS4688
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4688
Security Description
2.5% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
2.5
Original Face
310000
Shares Par Value
156930.65
Base Market Value
158189.23
Base Total Cost
153963.69
Base Unrealized Gain Loss
4225.54
Base Accrued Interest
0
Local Market Value
158189.23
Local Total Cost Amount
153963.69
Local Unrealized Gain Loss
4225.54
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: FNMA POOL AL6626
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6626
Security Description
1% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
4
Original Face
308290
Shares Par Value
131369.52
Base Market Value
138531.79
Base Total Cost
140811.68
Base Unrealized Gain Loss
-2279.89
Base Accrued Interest
0
Local Market Value
138531.79
Local Total Cost Amount
140811.68
Local Unrealized Gain Loss
-2279.89
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 MA2826
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2826
Security Description
3.5% 20 May 2045
Maturity Date
2045-05-20T00:00:00.000
Interest Rate
3.5
Original Face
267500
Shares Par Value
115585.18
Base Market Value
119857.21
Base Total Cost
116323.4
Base Unrealized Gain Loss
3533.81
Base Accrued Interest
0
Local Market Value
119857.21
Local Total Cost Amount
116323.4
Local Unrealized Gain Loss
3533.81
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 AW7055
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW7055
Security Description
4% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
4
Original Face
105757
Shares Par Value
47738.27
Base Market Value
49943.3
Base Total Cost
51258.98
Base Unrealized Gain Loss
-1315.68
Base Accrued Interest
0
Local Market Value
49943.3
Local Total Cost Amount
51258.98
Local Unrealized Gain Loss
-1315.68
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 AY8218
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY8218
Security Description
4% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
4
Original Face
101648
Shares Par Value
50589.42
Base Market Value
52925.64
Base Total Cost
54320.38
Base Unrealized Gain Loss
-1394.74
Base Accrued Interest
0
Local Market Value
52925.64
Local Total Cost Amount
54320.38
Local Unrealized Gain Loss
-1394.74
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: GNMA II POOL MA2891
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2891
Security Description
3% 20 Jun 2045
Maturity Date
2045-06-20T00:00:00.000
Interest Rate
3
Original Face
3100000
Shares Par Value
1694812.97
Base Market Value
1735030.88
Base Total Cost
1665948.19
Base Unrealized Gain Loss
69082.69
Base Accrued Interest
0
Local Market Value
1735030.88
Local Total Cost Amount
1665948.19
Local Unrealized Gain Loss
69082.69
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
2.484707
Original Face
0
Shares Par Value
70474.76
Base Market Value
70474.76
Base Total Cost
70474.76
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
70474.76
Local Total Cost Amount
70474.76
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
2.484707
Original Face
0
Shares Par Value
75541
Base Market Value
75541
Base Total Cost
75541
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
75541
Local Total Cost Amount
75541
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
2.484707
Original Face
0
Shares Par Value
84238.18
Base Market Value
84238.18
Base Total Cost
84238.18
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
84238.18
Local Total Cost Amount
84238.18
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
2.484707
Original Face
0
Shares Par Value
35771.67
Base Market Value
35771.67
Base Total Cost
35771.67
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
35771.67
Local Total Cost Amount
35771.67
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
2.484707
Original Face
0
Shares Par Value
64098.16
Base Market Value
64098.16
Base Total Cost
64098.16
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
64098.16
Local Total Cost Amount
64098.16
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
2.484707
Original Face
0
Shares Par Value
6827.59
Base Market Value
6827.59
Base Total Cost
6827.59
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
6827.59
Local Total Cost Amount
6827.59
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
375039.05
Base Market Value
375039.05
Base Total Cost
375039.05
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
375039.05
Local Total Cost Amount
375039.05
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.75% 31 May 2022
Maturity Date
2022-05-31T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
2500000
Base Market Value
2501650
Base Total Cost
2502246.09
Base Unrealized Gain Loss
-596.09
Base Accrued Interest
3705.6
Local Market Value
2501650
Local Total Cost Amount
2502246.09
Local Unrealized Gain Loss
-596.09
Local Accrued Interest
3705.6
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.5% 15 Jul 2020
Maturity Date
2020-07-15T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
5000000
Base Market Value
4976950
Base Total Cost
4906054.69
Base Unrealized Gain Loss
70895.31
Base Accrued Interest
34599.45
Local Market Value
4976950
Local Total Cost Amount
4906054.69
Local Unrealized Gain Loss
70895.31
Local Accrued Interest
34599.45
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.5% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
5000000
Base Market Value
4976950
Base Total Cost
4902734.37
Base Unrealized Gain Loss
74215.63
Base Accrued Interest
28176.8
Local Market Value
4976950
Local Total Cost Amount
4902734.37
Local Unrealized Gain Loss
74215.63
Local Accrued Interest
28176.8
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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