Ask NYC Browse All Data Public Safety Transportation Health Buildings

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
DOWNLOAD CSV
Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AD4038
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD4038
Security Description
4.5% 01 Apr 2040
Maturity Date
2040-04-01T00:00:00.000
Interest Rate
4.5
Original Face
223797
Shares Par Value
46556.45
Base Market Value
50003.49
Base Total Cost
51139.35
Base Unrealized Gain Loss
-1135.86
Base Accrued Interest
0
Local Market Value
50003.49
Local Total Cost Amount
51139.35
Local Unrealized Gain Loss
-1135.86
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 AH7036
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH7036
Security Description
4.5% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
4.5
Original Face
352676
Shares Par Value
94447.03
Base Market Value
101440.83
Base Total Cost
103419.49
Base Unrealized Gain Loss
-1978.66
Base Accrued Interest
0
Local Market Value
101440.83
Local Total Cost Amount
103419.49
Local Unrealized Gain Loss
-1978.66
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 G06361
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06361
Security Description
4% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
4
Original Face
319559
Shares Par Value
112758.99
Base Market Value
119803.04
Base Total Cost
118079.81
Base Unrealized Gain Loss
1723.23
Base Accrued Interest
0
Local Market Value
119803.04
Local Total Cost Amount
118079.81
Local Unrealized Gain Loss
1723.23
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 AI1186
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI1186
Security Description
4% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
4
Original Face
159697
Shares Par Value
37130.68
Base Market Value
39159.87
Base Total Cost
39520.97
Base Unrealized Gain Loss
-361.1
Base Accrued Interest
0
Local Market Value
39159.87
Local Total Cost Amount
39520.97
Local Unrealized Gain Loss
-361.1
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 Q00093
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00093
Security Description
4% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
4
Original Face
16300
Shares Par Value
3935.23
Base Market Value
4152.89
Base Total Cost
4204.53
Base Unrealized Gain Loss
-51.64
Base Accrued Interest
0
Local Market Value
4152.89
Local Total Cost Amount
4204.53
Local Unrealized Gain Loss
-51.64
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 Q00959
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00959
Security Description
4.5% 01 May 2041
Maturity Date
2041-05-01T00:00:00.000
Interest Rate
4.5
Original Face
1204000
Shares Par Value
177712.05
Base Market Value
190996.03
Base Total Cost
192928.65
Base Unrealized Gain Loss
-1932.62
Base Accrued Interest
0
Local Market Value
190996.03
Local Total Cost Amount
192928.65
Local Unrealized Gain Loss
-1932.62
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q00804
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00804
Security Description
4.5% 01 May 2041
Maturity Date
2041-05-01T00:00:00.000
Interest Rate
4.5
Original Face
1389000
Shares Par Value
160319.74
Base Market Value
172303.64
Base Total Cost
174097.21
Base Unrealized Gain Loss
-1793.57
Base Accrued Interest
0
Local Market Value
172303.64
Local Total Cost Amount
174097.21
Local Unrealized Gain Loss
-1793.57
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: VENDEE MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VENDEE MORTGAGE TRUST
Security Description
1% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
6.340931
Original Face
500000
Shares Par Value
17557.61
Base Market Value
20029.59
Base Total Cost
16436.08
Base Unrealized Gain Loss
3593.51
Base Accrued Interest
0
Local Market Value
20029.59
Local Total Cost Amount
16436.08
Local Unrealized Gain Loss
3593.51
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: FED HM LN PC POOL C00932
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C00932
Security Description
7% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
7
Original Face
1500000
Shares Par Value
6023.67
Base Market Value
6752.59
Base Total Cost
6252.28
Base Unrealized Gain Loss
500.31
Base Accrued Interest
0
Local Market Value
6752.59
Local Total Cost Amount
6252.28
Local Unrealized Gain Loss
500.31
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: FHLMC STRUCTURED PASS THROUGH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC STRUCTURED PASS THROUGH
Security Description
1% 15 Aug 2032
Maturity Date
2032-08-15T00:00:00.000
Interest Rate
4.016
Original Face
500000
Shares Par Value
868.23
Base Market Value
874.28
Base Total Cost
911.32
Base Unrealized Gain Loss
-37.04
Base Accrued Interest
0
Local Market Value
874.28
Local Total Cost Amount
911.32
Local Unrealized Gain Loss
-37.04
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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 AV2357
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV2357
Security Description
4% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
4
Original Face
676195
Shares Par Value
344930.85
Base Market Value
367358.25
Base Total Cost
377591.51
Base Unrealized Gain Loss
-10233.26
Base Accrued Interest
0
Local Market Value
367358.25
Local Total Cost Amount
377591.51
Local Unrealized Gain Loss
-10233.26
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 AL1950
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1950
Security Description
1% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
4
Original Face
730000
Shares Par Value
241850.47
Base Market Value
255962.44
Base Total Cost
247556.62
Base Unrealized Gain Loss
8405.82
Base Accrued Interest
0
Local Market Value
255962.44
Local Total Cost Amount
247556.62
Local Unrealized Gain Loss
8405.82
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: MORGAN STANLEY BAML TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY BAML TRUST
Security Description
3.787% 15 Feb 2047
Maturity Date
2047-02-15T00:00:00.000
Interest Rate
3.787
Original Face
225000
Shares Par Value
225000
Base Market Value
236708.39
Base Total Cost
228436.52
Base Unrealized Gain Loss
8271.87
Base Accrued Interest
0
Local Market Value
236708.39
Local Total Cost Amount
228436.52
Local Unrealized Gain Loss
8271.87
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 MA1677
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1677
Security Description
3.5% 20 Feb 2044
Maturity Date
2044-02-20T00:00:00.000
Interest Rate
3.5
Original Face
2668634
Shares Par Value
953826.87
Base Market Value
989576.3
Base Total Cost
973946.66
Base Unrealized Gain Loss
15629.64
Base Accrued Interest
0
Local Market Value
989576.3
Local Total Cost Amount
973946.66
Local Unrealized Gain Loss
15629.64
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: FED HM LN PC POOL G08572
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08572
Security Description
3.5% 01 Feb 2044
Maturity Date
2044-02-01T00:00:00.000
Interest Rate
3.5
Original Face
24000
Shares Par Value
9866.35
Base Market Value
10249.16
Base Total Cost
9701.42
Base Unrealized Gain Loss
547.74
Base Accrued Interest
0
Local Market Value
10249.16
Local Total Cost Amount
9701.42
Local Unrealized Gain Loss
547.74
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 AL3300
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3300
Security Description
1% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
4
Original Face
42000
Shares Par Value
16925.65
Base Market Value
17911.91
Base Total Cost
17959.7
Base Unrealized Gain Loss
-47.79
Base Accrued Interest
0
Local Market Value
17911.91
Local Total Cost Amount
17959.7
Local Unrealized Gain Loss
-47.79
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS1767
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1767
Security Description
4% 01 Feb 2044
Maturity Date
2044-02-01T00:00:00.000
Interest Rate
4
Original Face
413983
Shares Par Value
197878.57
Base Market Value
209405
Base Total Cost
212742.64
Base Unrealized Gain Loss
-3337.64
Base Accrued Interest
0
Local Market Value
209405
Local Total Cost Amount
212742.64
Local Unrealized Gain Loss
-3337.64
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: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
3.961% 10 Mar 2047
Maturity Date
2047-03-10T00:00:00.000
Interest Rate
3.961
Original Face
100000
Shares Par Value
100000
Base Market Value
106477.09
Base Total Cost
108582.03
Base Unrealized Gain Loss
-2104.94
Base Accrued Interest
0
Local Market Value
106477.09
Local Total Cost Amount
108582.03
Local Unrealized Gain Loss
-2104.94
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 AL4244
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4244
Security Description
1% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
4
Original Face
543359
Shares Par Value
255152.73
Base Market Value
272689.38
Base Total Cost
281784.32
Base Unrealized Gain Loss
-9094.94
Base Accrued Interest
0
Local Market Value
272689.38
Local Total Cost Amount
281784.32
Local Unrealized Gain Loss
-9094.94
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 G14989
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G14989
Security Description
2.5% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
2.5
Original Face
676786
Shares Par Value
172411.5
Base Market Value
174237.34
Base Total Cost
174351.13
Base Unrealized Gain Loss
-113.79
Base Accrued Interest
0
Local Market Value
174237.34
Local Total Cost Amount
174351.13
Local Unrealized Gain Loss
-113.79
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 AL5231
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5231
Security Description
1% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
4.5
Original Face
1479144
Shares Par Value
410007.24
Base Market Value
440319.08
Base Total Cost
446591.91
Base Unrealized Gain Loss
-6272.83
Base Accrued Interest
0
Local Market Value
440319.08
Local Total Cost Amount
446591.91
Local Unrealized Gain Loss
-6272.83
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: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
3.828% 15 Jul 2047
Maturity Date
2047-07-15T00:00:00.000
Interest Rate
3.828
Original Face
550000
Shares Par Value
550000
Base Market Value
585172.06
Base Total Cost
579519.53
Base Unrealized Gain Loss
5652.53
Base Accrued Interest
0
Local Market Value
585172.06
Local Total Cost Amount
579519.53
Local Unrealized Gain Loss
5652.53
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
WHOLE LOAN CMOS
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA2076
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2076
Security Description
5% 20 Jul 2044
Maturity Date
2044-07-20T00:00:00.000
Interest Rate
5
Original Face
110704
Shares Par Value
19601.42
Base Market Value
21309.68
Base Total Cost
21270.61
Base Unrealized Gain Loss
39.07
Base Accrued Interest
0
Local Market Value
21309.68
Local Total Cost Amount
21270.61
Local Unrealized Gain Loss
39.07
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 AB9757
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9757
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
64400
Shares Par Value
30022.01
Base Market Value
31169.45
Base Total Cost
31119.7
Base Unrealized Gain Loss
49.75
Base Accrued Interest
0
Local Market Value
31169.45
Local Total Cost Amount
31119.7
Local Unrealized Gain Loss
49.75
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 AL2607
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2607
Security Description
1% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
4
Original Face
450506
Shares Par Value
96976.12
Base Market Value
102276.83
Base Total Cost
103688.68
Base Unrealized Gain Loss
-1411.85
Base Accrued Interest
0
Local Market Value
102276.83
Local Total Cost Amount
103688.68
Local Unrealized Gain Loss
-1411.85
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 MB0150
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MB0150
Security Description
4% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
4
Original Face
36502
Shares Par Value
15647.95
Base Market Value
16692.29
Base Total Cost
16234.76
Base Unrealized Gain Loss
457.53
Base Accrued Interest
0
Local Market Value
16692.29
Local Total Cost Amount
16234.76
Local Unrealized Gain Loss
457.53
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 AK6297
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK6297
Security Description
4% 01 Mar 2042
Maturity Date
2042-03-01T00:00:00.000
Interest Rate
4
Original Face
295976
Shares Par Value
115851.33
Base Market Value
123563.55
Base Total Cost
120195.74
Base Unrealized Gain Loss
3367.81
Base Accrued Interest
0
Local Market Value
123563.55
Local Total Cost Amount
120195.74
Local Unrealized Gain Loss
3367.81
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 AK9808
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK9808
Security Description
4% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
4
Original Face
22978
Shares Par Value
10526.32
Base Market Value
11125.16
Base Total Cost
10921.07
Base Unrealized Gain Loss
204.09
Base Accrued Interest
0
Local Market Value
11125.16
Local Total Cost Amount
10921.07
Local Unrealized Gain Loss
204.09
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 AB9147
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9147
Security Description
3.5% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3.5
Original Face
44000
Shares Par Value
18315.76
Base Market Value
19015.61
Base Total Cost
18009.54
Base Unrealized Gain Loss
1006.07
Base Accrued Interest
0
Local Market Value
19015.61
Local Total Cost Amount
18009.54
Local Unrealized Gain Loss
1006.07
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AR7145
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR7145
Security Description
3.5% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3.5
Original Face
103000
Shares Par Value
51538.71
Base Market Value
53508.52
Base Total Cost
53008.36
Base Unrealized Gain Loss
500.16
Base Accrued Interest
0
Local Market Value
53508.52
Local Total Cost Amount
53008.36
Local Unrealized Gain Loss
500.16
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 AO0777
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO0777
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
116000
Shares Par Value
45435.54
Base Market Value
47135.28
Base Total Cost
46777.33
Base Unrealized Gain Loss
357.95
Base Accrued Interest
0
Local Market Value
47135.28
Local Total Cost Amount
46777.33
Local Unrealized Gain Loss
357.95
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3
Security Description
3% 18 Jul 2034
Maturity Date
2034-07-18T00:00:00.000
Interest Rate
3
Original Face
3447000
Shares Par Value
-3447000
Base Market Value
-3514768.02
Base Total Cost
-3505706.72
Base Unrealized Gain Loss
-9061.3
Base Accrued Interest
4883.25
Local Market Value
-3514768.02
Local Total Cost Amount
-3505706.72
Local Unrealized Gain Loss
-9061.3
Local Accrued Interest
4883.25
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3.5
Security Description
3.5% 22 Jul 2049
Maturity Date
2049-07-22T00:00:00.000
Interest Rate
3.5
Original Face
3751100
Shares Par Value
3751100
Base Market Value
3874923.81
Base Total Cost
3857185.8
Base Unrealized Gain Loss
17738.01
Base Accrued Interest
7658.5
Local Market Value
3874923.81
Local Total Cost Amount
3857185.8
Local Unrealized Gain Loss
17738.01
Local Accrued Interest
7658.5
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3.5
Security Description
3.5% 21 Aug 2049
Maturity Date
2049-08-21T00:00:00.000
Interest Rate
3.5
Original Face
4500000
Shares Par Value
4500000
Base Market Value
4644855
Base Total Cost
4642587.89
Base Unrealized Gain Loss
2267.11
Base Accrued Interest
8750
Local Market Value
4644855
Local Total Cost Amount
4642587.89
Local Unrealized Gain Loss
2267.11
Local Accrued Interest
8750
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 AI7778
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI7778
Security Description
4% 01 Jul 2041
Maturity Date
2041-07-01T00:00:00.000
Interest Rate
4
Original Face
7186376
Shares Par Value
1054821.3
Base Market Value
1112467.28
Base Total Cost
1123055.06
Base Unrealized Gain Loss
-10587.78
Base Accrued Interest
0
Local Market Value
1112467.28
Local Total Cost Amount
1123055.06
Local Unrealized Gain Loss
-10587.78
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB3314
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB3314
Security Description
4.5% 01 Jul 2041
Maturity Date
2041-07-01T00:00:00.000
Interest Rate
4.5
Original Face
350902
Shares Par Value
40561.86
Base Market Value
43565.87
Base Total Cost
44098.33
Base Unrealized Gain Loss
-532.46
Base Accrued Interest
0
Local Market Value
43565.87
Local Total Cost Amount
44098.33
Local Unrealized Gain Loss
-532.46
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 AE0216
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0216
Security Description
1% 01 Aug 2040
Maturity Date
2040-08-01T00:00:00.000
Interest Rate
4
Original Face
4122968
Shares Par Value
602358.29
Base Market Value
635265.12
Base Total Cost
646193.97
Base Unrealized Gain Loss
-10928.85
Base Accrued Interest
0
Local Market Value
635265.12
Local Total Cost Amount
646193.97
Local Unrealized Gain Loss
-10928.85
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 AC9312
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC9312
Security Description
4% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
4
Original Face
293873
Shares Par Value
65418.34
Base Market Value
68994.11
Base Total Cost
69650.08
Base Unrealized Gain Loss
-655.97
Base Accrued Interest
0
Local Market Value
68994.11
Local Total Cost Amount
69650.08
Local Unrealized Gain Loss
-655.97
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 AH0006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH0006
Security Description
4% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
4
Original Face
344611
Shares Par Value
53615.01
Base Market Value
56528.99
Base Total Cost
57242.4
Base Unrealized Gain Loss
-713.41
Base Accrued Interest
0
Local Market Value
56528.99
Local Total Cost Amount
57242.4
Local Unrealized Gain Loss
-713.41
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: FNMA POOL AE8407
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE8407
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
562215
Shares Par Value
77795.26
Base Market Value
82045.99
Base Total Cost
83143.67
Base Unrealized Gain Loss
-1097.68
Base Accrued Interest
0
Local Market Value
82045.99
Local Total Cost Amount
83143.67
Local Unrealized Gain Loss
-1097.68
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: FED HM LN PC POOL A57796
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A57796
Security Description
6% 01 Feb 2037
Maturity Date
2037-02-01T00:00:00.000
Interest Rate
6
Original Face
38652
Shares Par Value
902.46
Base Market Value
1022.47
Base Total Cost
990.32
Base Unrealized Gain Loss
32.15
Base Accrued Interest
0
Local Market Value
1022.47
Local Total Cost Amount
990.32
Local Unrealized Gain Loss
32.15
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 AJ6091
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ6091
Security Description
4% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
4
Original Face
800000
Shares Par Value
221098.98
Base Market Value
233182.04
Base Total Cost
226177.35
Base Unrealized Gain Loss
7004.69
Base Accrued Interest
0
Local Market Value
233182.04
Local Total Cost Amount
226177.35
Local Unrealized Gain Loss
7004.69
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 AB4054
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB4054
Security Description
4% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
4
Original Face
498221
Shares Par Value
204291.29
Base Market Value
218352.66
Base Total Cost
225614.18
Base Unrealized Gain Loss
-7261.52
Base Accrued Interest
0
Local Market Value
218352.66
Local Total Cost Amount
225614.18
Local Unrealized Gain Loss
-7261.52
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AJ7684
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ7684
Security Description
4% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
4
Original Face
168066
Shares Par Value
66131.64
Base Market Value
70644.46
Base Total Cost
73034.12
Base Unrealized Gain Loss
-2389.66
Base Accrued Interest
0
Local Market Value
70644.46
Local Total Cost Amount
73034.12
Local Unrealized Gain Loss
-2389.66
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 553461
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 553461
Security Description
3.5% 15 Jan 2042
Maturity Date
2042-01-15T00:00:00.000
Interest Rate
3.5
Original Face
311400
Shares Par Value
79991.37
Base Market Value
83059.84
Base Total Cost
83640.98
Base Unrealized Gain Loss
-581.14
Base Accrued Interest
0
Local Market Value
83059.84
Local Total Cost Amount
83640.98
Local Unrealized Gain Loss
-581.14
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB4530
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB4530
Security Description
4% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
4
Original Face
1107518
Shares Par Value
226260
Base Market Value
238627.37
Base Total Cost
240896.18
Base Unrealized Gain Loss
-2268.81
Base Accrued Interest
0
Local Market Value
238627.37
Local Total Cost Amount
240896.18
Local Unrealized Gain Loss
-2268.81
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 AB0200
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB0200
Security Description
5.5% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
5.5
Original Face
616000
Shares Par Value
55895.23
Base Market Value
61717.28
Base Total Cost
62973.81
Base Unrealized Gain Loss
-1256.53
Base Accrued Interest
0
Local Market Value
61717.28
Local Total Cost Amount
62973.81
Local Unrealized Gain Loss
-1256.53
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 MA0023
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0023
Security Description
4% 20 Apr 2042
Maturity Date
2042-04-20T00:00:00.000
Interest Rate
4
Original Face
484000
Shares Par Value
93974.9
Base Market Value
99298.58
Base Total Cost
99848.33
Base Unrealized Gain Loss
-549.75
Base Accrued Interest
0
Local Market Value
99298.58
Local Total Cost Amount
99848.33
Local Unrealized Gain Loss
-549.75
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: FED HM LN PC POOL Q07896
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q07896
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
14000
Shares Par Value
4887.52
Base Market Value
5075.93
Base Total Cost
5031.1
Base Unrealized Gain Loss
44.83
Base Accrued Interest
0
Local Market Value
5075.93
Local Total Cost Amount
5031.1
Local Unrealized Gain Loss
44.83
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 15 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 2.5
Security Description
2.5% 18 Jul 2034
Maturity Date
2034-07-18T00:00:00.000
Interest Rate
2.5
Original Face
7395000
Shares Par Value
7395000
Base Market Value
7446838.95
Base Total Cost
7403666.02
Base Unrealized Gain Loss
43172.93
Base Accrued Interest
8730.21
Local Market Value
7446838.95
Local Total Cost Amount
7403666.02
Local Unrealized Gain Loss
43172.93
Local Accrued Interest
8730.21
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
NYC Data AI • Public-data exploration interface