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NYC Office of The Comptroller: Board of Education Retirement System (BERS) Holdings Data

This dataset sets forth the Board of Education Retirement System (BERS) holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

Notice: To accurately use this data, please first sort this report to the latest fiscal year date using the "Period End" column. (e.g 'Period End' is 6/30/2018)

City Government Office of the Comptroller Dataset fypi-ruxh 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q19129
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q19129
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
48000
Shares Par Value
33224.6
Base Market Value
34814.4
Base Total Cost
34491.27
Base Unrealized Gain Loss
323.13
Base Accrued Interest
0
Local Market Value
34814.4
Local Total Cost Amount
34491.27
Local Unrealized Gain Loss
323.13
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 AW3139
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW3139
Security Description
4% 01 May 2039
Maturity Date
2039-05-01T00:00:00.000
Interest Rate
4
Original Face
18000
Shares Par Value
10236.39
Base Market Value
10764.49
Base Total Cost
10991.36
Base Unrealized Gain Loss
-226.87
Base Accrued Interest
0
Local Market Value
10764.49
Local Total Cost Amount
10991.36
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Jul 2057
Maturity Date
2057-07-16T00:00:00.000
Interest Rate
1.16739
Original Face
1501000
Shares Par Value
1417526.45
Base Market Value
113639.27
Base Total Cost
117056.68
Base Unrealized Gain Loss
-3417.41
Base Accrued Interest
0
Local Market Value
113639.27
Local Total Cost Amount
117056.68
Local Unrealized Gain Loss
-3417.41
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Mar 2057
Maturity Date
2057-03-16T00:00:00.000
Interest Rate
1.11903
Original Face
5595000
Shares Par Value
5103640.39
Base Market Value
399125.09
Base Total Cost
427429.89
Base Unrealized Gain Loss
-28304.8
Base Accrued Interest
0
Local Market Value
399125.09
Local Total Cost Amount
427429.89
Local Unrealized Gain Loss
-28304.8
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AY4688
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY4688
Security Description
4% 01 Aug 2031
Maturity Date
2031-08-01T00:00:00.000
Interest Rate
4
Original Face
27000
Shares Par Value
20234.09
Base Market Value
21310.95
Base Total Cost
21599.89
Base Unrealized Gain Loss
-288.94
Base Accrued Interest
0
Local Market Value
21310.95
Local Total Cost Amount
21599.89
Local Unrealized Gain Loss
-288.94
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: FNMA POOL AY4707
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY4707
Security Description
4% 01 Aug 2031
Maturity Date
2031-08-01T00:00:00.000
Interest Rate
4
Original Face
39000
Shares Par Value
25215.64
Base Market Value
26249.99
Base Total Cost
26917.69
Base Unrealized Gain Loss
-667.7
Base Accrued Interest
0
Local Market Value
26249.99
Local Total Cost Amount
26917.69
Local Unrealized Gain Loss
-667.7
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BD4524
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD4524
Security Description
2.5% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
2.5
Original Face
44000
Shares Par Value
31857.62
Base Market Value
32137.33
Base Total Cost
32046.76
Base Unrealized Gain Loss
90.57
Base Accrued Interest
0
Local Market Value
32137.33
Local Total Cost Amount
32046.76
Local Unrealized Gain Loss
90.57
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 AL9078
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9078
Security Description
1% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3.5
Original Face
3702000
Shares Par Value
2731094.27
Base Market Value
2851344.35
Base Total Cost
2681166.47
Base Unrealized Gain Loss
170177.88
Base Accrued Interest
0
Local Market Value
2851344.35
Local Total Cost Amount
2681166.47
Local Unrealized Gain Loss
170177.88
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BE1082
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE1082
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
92000
Shares Par Value
64950.43
Base Market Value
65521.99
Base Total Cost
65336.09
Base Unrealized Gain Loss
185.9
Base Accrued Interest
0
Local Market Value
65521.99
Local Total Cost Amount
65336.09
Local Unrealized Gain Loss
185.9
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Sep 2058
Maturity Date
2058-09-16T00:00:00.000
Interest Rate
0.97012
Original Face
5530000
Shares Par Value
5183941.15
Base Market Value
403588.48
Base Total Cost
432737.59
Base Unrealized Gain Loss
-29149.11
Base Accrued Interest
0
Local Market Value
403588.48
Local Total Cost Amount
432737.59
Local Unrealized Gain Loss
-29149.11
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP COMMERCIAL MORTGAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP COMMERCIAL MORTGAGE
Security Description
3.512% 10 Dec 2049
Maturity Date
2049-12-10T00:00:00.000
Interest Rate
3.512
Original Face
240000
Shares Par Value
240000
Base Market Value
252437.78
Base Total Cost
243487.5
Base Unrealized Gain Loss
8950.28
Base Accrued Interest
0
Local Market Value
252437.78
Local Total Cost Amount
243487.5
Local Unrealized Gain Loss
8950.28
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 G67702
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G67702
Security Description
4% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
4
Original Face
1899000
Shares Par Value
1354278.82
Base Market Value
1433978.13
Base Total Cost
1444846.21
Base Unrealized Gain Loss
-10868.08
Base Accrued Interest
0
Local Market Value
1433978.13
Local Total Cost Amount
1444846.21
Local Unrealized Gain Loss
-10868.08
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 Q20176
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q20176
Security Description
3.5% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3.5
Original Face
36000
Shares Par Value
16563.56
Base Market Value
17212.85
Base Total Cost
17195.04
Base Unrealized Gain Loss
17.81
Base Accrued Interest
0
Local Market Value
17212.85
Local Total Cost Amount
17195.04
Local Unrealized Gain Loss
17.81
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 A42214
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A42214
Security Description
5.5% 01 Jan 2036
Maturity Date
2036-01-01T00:00:00.000
Interest Rate
5.5
Original Face
1047101
Shares Par Value
31393.42
Base Market Value
34849.21
Base Total Cost
34093.77
Base Unrealized Gain Loss
755.44
Base Accrued Interest
0
Local Market Value
34849.21
Local Total Cost Amount
34093.77
Local Unrealized Gain Loss
755.44
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: DSLA MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DSLA MORTGAGE LOAN TRUST
Security Description
1% 19 Apr 2047
Maturity Date
2047-04-19T00:00:00.000
Interest Rate
3.443687
Original Face
1800000
Shares Par Value
289479.41
Base Market Value
291228.65
Base Total Cost
211762.68
Base Unrealized Gain Loss
79465.97
Base Accrued Interest
0
Local Market Value
291228.65
Local Total Cost Amount
211762.68
Local Unrealized Gain Loss
79465.97
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Moody S Quality Rating
B2
S And P Quality Rating
CCC
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 891454
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 891454
Security Description
6.5% 01 Mar 2036
Maturity Date
2036-03-01T00:00:00.000
Interest Rate
6.5
Original Face
2096352
Shares Par Value
18645.75
Base Market Value
20681.68
Base Total Cost
21014.34
Base Unrealized Gain Loss
-332.66
Base Accrued Interest
0
Local Market Value
20681.68
Local Total Cost Amount
21014.34
Local Unrealized Gain Loss
-332.66
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 651932
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 651932
Security Description
6.5% 15 May 2036
Maturity Date
2036-05-15T00:00:00.000
Interest Rate
6.5
Original Face
43511
Shares Par Value
713.07
Base Market Value
783.39
Base Total Cost
744
Base Unrealized Gain Loss
39.39
Base Accrued Interest
0
Local Market Value
783.39
Local Total Cost Amount
744
Local Unrealized Gain Loss
39.39
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 745945
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 745945
Security Description
1% 01 Dec 2034
Maturity Date
2034-12-01T00:00:00.000
Interest Rate
5
Original Face
2731000
Shares Par Value
114328.7
Base Market Value
124814.93
Base Total Cost
124372.65
Base Unrealized Gain Loss
442.28
Base Accrued Interest
0
Local Market Value
124814.93
Local Total Cost Amount
124372.65
Local Unrealized Gain Loss
442.28
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 909660
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 909660
Security Description
5% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
5
Original Face
126396
Shares Par Value
1479.63
Base Market Value
1513.93
Base Total Cost
1566.55
Base Unrealized Gain Loss
-52.62
Base Accrued Interest
0
Local Market Value
1513.93
Local Total Cost Amount
1566.55
Local Unrealized Gain Loss
-52.62
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 903815
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 903815
Security Description
6% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
6
Original Face
687023
Shares Par Value
27900.72
Base Market Value
31625.47
Base Total Cost
30324.59
Base Unrealized Gain Loss
1300.88
Base Accrued Interest
0
Local Market Value
31625.47
Local Total Cost Amount
30324.59
Local Unrealized Gain Loss
1300.88
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 944903
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 944903
Security Description
6% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
6
Original Face
36267
Shares Par Value
249.53
Base Market Value
251.3
Base Total Cost
265.11
Base Unrealized Gain Loss
-13.81
Base Accrued Interest
0
Local Market Value
251.3
Local Total Cost Amount
265.11
Local Unrealized Gain Loss
-13.81
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 945572
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 945572
Security Description
6.5% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
6.5
Original Face
1001879
Shares Par Value
25856.43
Base Market Value
28679.69
Base Total Cost
29141.02
Base Unrealized Gain Loss
-461.33
Base Accrued Interest
0
Local Market Value
28679.69
Local Total Cost Amount
29141.02
Local Unrealized Gain Loss
-461.33
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 15 Feb 2038
Maturity Date
2038-02-15T00:00:00.000
Interest Rate
3.26375
Original Face
7300000
Shares Par Value
74461.9
Base Market Value
75789.53
Base Total Cost
74869.11
Base Unrealized Gain Loss
920.42
Base Accrued Interest
108.01
Local Market Value
75789.53
Local Total Cost Amount
74869.11
Local Unrealized Gain Loss
920.42
Local Accrued Interest
108.01
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 933017
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 933017
Security Description
6.5% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
6.5
Original Face
7082652
Shares Par Value
120867.51
Base Market Value
138301.44
Base Total Cost
136221.45
Base Unrealized Gain Loss
2079.99
Base Accrued Interest
0
Local Market Value
138301.44
Local Total Cost Amount
136221.45
Local Unrealized Gain Loss
2079.99
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 933992
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 933992
Security Description
6% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
6
Original Face
876639
Shares Par Value
9740.32
Base Market Value
10048.99
Base Total Cost
10175.59
Base Unrealized Gain Loss
-126.6
Base Accrued Interest
0
Local Market Value
10048.99
Local Total Cost Amount
10175.59
Local Unrealized Gain Loss
-126.6
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 782386
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 782386
Security Description
5% 15 Aug 2038
Maturity Date
2038-08-15T00:00:00.000
Interest Rate
5
Original Face
28588018
Shares Par Value
1196491.46
Base Market Value
1316427.76
Base Total Cost
1323384.96
Base Unrealized Gain Loss
-6957.2
Base Accrued Interest
0
Local Market Value
1316427.76
Local Total Cost Amount
1323384.96
Local Unrealized Gain Loss
-6957.2
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 699281
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 699281
Security Description
6.5% 15 Sep 2038
Maturity Date
2038-09-15T00:00:00.000
Interest Rate
6.5
Original Face
100092
Shares Par Value
5403.53
Base Market Value
6307.49
Base Total Cost
5471.09
Base Unrealized Gain Loss
836.4
Base Accrued Interest
0
Local Market Value
6307.49
Local Total Cost Amount
5471.09
Local Unrealized Gain Loss
836.4
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 987380
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 987380
Security Description
6% 01 Oct 2023
Maturity Date
2023-10-01T00:00:00.000
Interest Rate
6
Original Face
814121
Shares Par Value
14268.7
Base Market Value
14629.84
Base Total Cost
14906.32
Base Unrealized Gain Loss
-276.48
Base Accrued Interest
0
Local Market Value
14629.84
Local Total Cost Amount
14906.32
Local Unrealized Gain Loss
-276.48
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 A82548
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A82548
Security Description
5.5% 01 Oct 2038
Maturity Date
2038-10-01T00:00:00.000
Interest Rate
5.5
Original Face
106134
Shares Par Value
8791.47
Base Market Value
9662.62
Base Total Cost
9479.32
Base Unrealized Gain Loss
183.3
Base Accrued Interest
0
Local Market Value
9662.62
Local Total Cost Amount
9479.32
Local Unrealized Gain Loss
183.3
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: GNMA POOL 617254
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 617254
Security Description
6.5% 15 Oct 2036
Maturity Date
2036-10-15T00:00:00.000
Interest Rate
6.5
Original Face
1392890
Shares Par Value
56200.09
Base Market Value
62706.94
Base Total Cost
58636.88
Base Unrealized Gain Loss
4070.06
Base Accrued Interest
0
Local Market Value
62706.94
Local Total Cost Amount
58636.88
Local Unrealized Gain Loss
4070.06
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 929816
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 929816
Security Description
6% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
6
Original Face
58098
Shares Par Value
3310.32
Base Market Value
3430.35
Base Total Cost
3517.2
Base Unrealized Gain Loss
-86.85
Base Accrued Interest
0
Local Market Value
3430.35
Local Total Cost Amount
3517.2
Local Unrealized Gain Loss
-86.85
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 TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4
Security Description
4% 15 Jul 2049
Maturity Date
2049-07-15T00:00:00.000
Interest Rate
4
Original Face
3640600
Shares Par Value
3640600
Base Market Value
3762705.72
Base Total Cost
3751678.5
Base Unrealized Gain Loss
11027.22
Base Accrued Interest
5663.15
Local Market Value
3762705.72
Local Total Cost Amount
3751678.5
Local Unrealized Gain Loss
11027.22
Local Accrued Interest
5663.15
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 C91246
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C91246
Security Description
5% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
5
Original Face
789913
Shares Par Value
57301.97
Base Market Value
60597.41
Base Total Cost
60941.58
Base Unrealized Gain Loss
-344.17
Base Accrued Interest
0
Local Market Value
60597.41
Local Total Cost Amount
60941.58
Local Unrealized Gain Loss
-344.17
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 AD0455
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0455
Security Description
1% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
6.5
Original Face
137089
Shares Par Value
4160.2
Base Market Value
4807.32
Base Total Cost
4688.66
Base Unrealized Gain Loss
118.66
Base Accrued Interest
0
Local Market Value
4807.32
Local Total Cost Amount
4688.66
Local Unrealized Gain Loss
118.66
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 714005
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 714005
Security Description
5.5% 15 Oct 2039
Maturity Date
2039-10-15T00:00:00.000
Interest Rate
5.5
Original Face
495436
Shares Par Value
4289.81
Base Market Value
4582.33
Base Total Cost
4684.6
Base Unrealized Gain Loss
-102.27
Base Accrued Interest
0
Local Market Value
4582.33
Local Total Cost Amount
4684.6
Local Unrealized Gain Loss
-102.27
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 TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3.5
Security Description
3.5% 13 Aug 2049
Maturity Date
2049-08-13T00:00:00.000
Interest Rate
3.5
Original Face
20400000
Shares Par Value
-20400000
Base Market Value
-20852268
Base Total Cost
-20816828.13
Base Unrealized Gain Loss
-35439.87
Base Accrued Interest
23800.01
Local Market Value
-20852268
Local Total Cost Amount
-20816828.13
Local Unrealized Gain Loss
-35439.87
Local Accrued Interest
23800.01
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 A95821
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A95821
Security Description
4% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
4
Original Face
117826
Shares Par Value
41193.01
Base Market Value
43688.48
Base Total Cost
43085.31
Base Unrealized Gain Loss
603.17
Base Accrued Interest
0
Local Market Value
43688.48
Local Total Cost Amount
43085.31
Local Unrealized Gain Loss
603.17
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 889673
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889673
Security Description
1% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
5
Original Face
129028
Shares Par Value
2024.44
Base Market Value
2074.2
Base Total Cost
2142.12
Base Unrealized Gain Loss
-67.92
Base Accrued Interest
0
Local Market Value
2074.2
Local Total Cost Amount
2142.12
Local Unrealized Gain Loss
-67.92
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G30545
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G30545
Security Description
5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
5
Original Face
498000
Shares Par Value
39106.37
Base Market Value
41355.38
Base Total Cost
41547.44
Base Unrealized Gain Loss
-192.06
Base Accrued Interest
0
Local Market Value
41355.38
Local Total Cost Amount
41547.44
Local Unrealized Gain Loss
-192.06
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: GNMA POOL 682933
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 682933
Security Description
5.5% 15 Apr 2041
Maturity Date
2041-04-15T00:00:00.000
Interest Rate
5.5
Original Face
141435
Shares Par Value
6164.09
Base Market Value
6563.77
Base Total Cost
6731.38
Base Unrealized Gain Loss
-167.61
Base Accrued Interest
0
Local Market Value
6563.77
Local Total Cost Amount
6731.38
Local Unrealized Gain Loss
-167.61
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 AL0177
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0177
Security Description
1% 01 Oct 2039
Maturity Date
2039-10-01T00:00:00.000
Interest Rate
6.5
Original Face
28868
Shares Par Value
1583.68
Base Market Value
1822.25
Base Total Cost
1784.84
Base Unrealized Gain Loss
37.41
Base Accrued Interest
0
Local Market Value
1822.25
Local Total Cost Amount
1784.84
Local Unrealized Gain Loss
37.41
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 BM3261
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3261
Security Description
1% 01 Dec 2047
Maturity Date
2047-12-01T00:00:00.000
Interest Rate
4
Original Face
223000
Shares Par Value
192260.39
Base Market Value
205451.38
Base Total Cost
198508.83
Base Unrealized Gain Loss
6942.55
Base Accrued Interest
0
Local Market Value
205451.38
Local Total Cost Amount
198508.83
Local Unrealized Gain Loss
6942.55
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 BM3326
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3326
Security Description
1% 01 Dec 2047
Maturity Date
2047-12-01T00:00:00.000
Interest Rate
3.5
Original Face
245000
Shares Par Value
212302.08
Base Market Value
221252.74
Base Total Cost
218438.94
Base Unrealized Gain Loss
2813.8
Base Accrued Interest
0
Local Market Value
221252.74
Local Total Cost Amount
218438.94
Local Unrealized Gain Loss
2813.8
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM3327
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3327
Security Description
1% 01 Dec 2047
Maturity Date
2047-12-01T00:00:00.000
Interest Rate
3.5
Original Face
18000
Shares Par Value
15252.58
Base Market Value
15857.95
Base Total Cost
15660.11
Base Unrealized Gain Loss
197.84
Base Accrued Interest
0
Local Market Value
15857.95
Local Total Cost Amount
15660.11
Local Unrealized Gain Loss
197.84
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 BM3282
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM3282
Security Description
1% 01 Dec 2047
Maturity Date
2047-12-01T00:00:00.000
Interest Rate
3.5
Original Face
275000
Shares Par Value
236488.58
Base Market Value
247390.7
Base Total Cost
244876.53
Base Unrealized Gain Loss
2514.17
Base Accrued Interest
0
Local Market Value
247390.7
Local Total Cost Amount
244876.53
Local Unrealized Gain Loss
2514.17
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 CA1058
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA1058
Security Description
3.5% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3.5
Original Face
479000
Shares Par Value
431908.82
Base Market Value
449457.28
Base Total Cost
447666.75
Base Unrealized Gain Loss
1790.53
Base Accrued Interest
0
Local Market Value
449457.28
Local Total Cost Amount
447666.75
Local Unrealized Gain Loss
1790.53
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 BJ5879
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BJ5879
Security Description
3.5% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3.5
Original Face
91000
Shares Par Value
81305.54
Base Market Value
84527.68
Base Total Cost
84129.02
Base Unrealized Gain Loss
398.66
Base Accrued Interest
0
Local Market Value
84527.68
Local Total Cost Amount
84129.02
Local Unrealized Gain Loss
398.66
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: FNMA POOL BJ8126
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BJ8126
Security Description
3.5% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3.5
Original Face
25000
Shares Par Value
23448.2
Base Market Value
24348.61
Base Total Cost
24233.16
Base Unrealized Gain Loss
115.45
Base Accrued Interest
0
Local Market Value
24348.61
Local Total Cost Amount
24233.16
Local Unrealized Gain Loss
115.45
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 BJ8650
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BJ8650
Security Description
3.5% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3.5
Original Face
18000
Shares Par Value
15072.09
Base Market Value
15669.4
Base Total Cost
15595.5
Base Unrealized Gain Loss
73.9
Base Accrued Interest
0
Local Market Value
15669.4
Local Total Cost Amount
15595.5
Local Unrealized Gain Loss
73.9
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 BJ8120
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BJ8120
Security Description
3.5% 01 Jan 2048
Maturity Date
2048-01-01T00:00:00.000
Interest Rate
3.5
Original Face
49000
Shares Par Value
40993.48
Base Market Value
42718.9
Base Total Cost
42481.11
Base Unrealized Gain Loss
237.79
Base Accrued Interest
0
Local Market Value
42718.9
Local Total Cost Amount
42481.11
Local Unrealized Gain Loss
237.79
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
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