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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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Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM4164
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM4164
Security Description
1% 01 Sep 2027
Maturity Date
2027-09-01T00:00:00.000
Interest Rate
3.125
Original Face
410000
Shares Par Value
403222.71
Base Market Value
423867.71
Base Total Cost
401757.88
Base Unrealized Gain Loss
22109.83
Base Accrued Interest
0
Local Market Value
423867.71
Local Total Cost Amount
401757.88
Local Unrealized Gain Loss
22109.83
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 BM4163
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM4163
Security Description
1% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
3.155
Original Face
630000
Shares Par Value
622751.06
Base Market Value
653720.47
Base Total Cost
625718.87
Base Unrealized Gain Loss
28001.6
Base Accrued Interest
0
Local Market Value
653720.47
Local Total Cost Amount
625718.87
Local Unrealized Gain Loss
28001.6
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: FED HM LN PC POOL G67715
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G67715
Security Description
4.5% 01 Aug 2048
Maturity Date
2048-08-01T00:00:00.000
Interest Rate
4.5
Original Face
920057
Shares Par Value
847642.7
Base Market Value
911639.72
Base Total Cost
889097.72
Base Unrealized Gain Loss
22542
Base Accrued Interest
0
Local Market Value
911639.72
Local Total Cost Amount
889097.72
Local Unrealized Gain Loss
22542
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 CA2404
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA2404
Security Description
4% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
4
Original Face
330000
Shares Par Value
302230.21
Base Market Value
319330.4
Base Total Cost
310706.83
Base Unrealized Gain Loss
8623.57
Base Accrued Interest
0
Local Market Value
319330.4
Local Total Cost Amount
310706.83
Local Unrealized Gain Loss
8623.57
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 CA2406
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA2406
Security Description
4% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
4
Original Face
240000
Shares Par Value
220652.78
Base Market Value
231762.65
Base Total Cost
226513.86
Base Unrealized Gain Loss
5248.79
Base Accrued Interest
0
Local Market Value
231762.65
Local Total Cost Amount
226513.86
Local Unrealized Gain Loss
5248.79
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 CA2408
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL CA2408
Security Description
4% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
4
Original Face
320000
Shares Par Value
292274.28
Base Market Value
308276.3
Base Total Cost
300837
Base Unrealized Gain Loss
7439.3
Base Accrued Interest
0
Local Market Value
308276.3
Local Total Cost Amount
300837
Local Unrealized Gain Loss
7439.3
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM4522
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM4522
Security Description
1% 01 Feb 2048
Maturity Date
2048-02-01T00:00:00.000
Interest Rate
3.5
Original Face
2342037
Shares Par Value
2166112.01
Base Market Value
2264778.41
Base Total Cost
2117036.04
Base Unrealized Gain Loss
147742.37
Base Accrued Interest
0
Local Market Value
2264778.41
Local Total Cost Amount
2117036.04
Local Unrealized Gain Loss
147742.37
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM5003
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5003
Security Description
1% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
4
Original Face
856765
Shares Par Value
795580.4
Base Market Value
846871.47
Base Total Cost
803505.12
Base Unrealized Gain Loss
43366.35
Base Accrued Interest
0
Local Market Value
846871.47
Local Total Cost Amount
803505.12
Local Unrealized Gain Loss
43366.35
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
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: CSAIL COMMERCIAL MORTGAGE TRUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSAIL COMMERCIAL MORTGAGE TRUS
Security Description
1% 15 Nov 2051
Maturity Date
2051-11-15T00:00:00.000
Interest Rate
0.732338
Original Face
1180000
Shares Par Value
1178176.32
Base Market Value
50744.29
Base Total Cost
50868.93
Base Unrealized Gain Loss
-124.64
Base Accrued Interest
0
Local Market Value
50744.29
Local Total Cost Amount
50868.93
Local Unrealized Gain Loss
-124.64
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
Aa1
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 BM5024
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5024
Security Description
1% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
3
Original Face
1979000
Shares Par Value
1904551.26
Base Market Value
1925234.69
Base Total Cost
1891457.47
Base Unrealized Gain Loss
33777.22
Base Accrued Interest
0
Local Market Value
1925234.69
Local Total Cost Amount
1891457.47
Local Unrealized Gain Loss
33777.22
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: FANNIEMAE ACES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE ACES
Security Description
3.7% 25 Jan 2036
Maturity Date
2036-01-25T00:00:00.000
Interest Rate
3.7
Original Face
1055000
Shares Par Value
1055000
Base Market Value
1142097.32
Base Total Cost
1011893.36
Base Unrealized Gain Loss
130203.96
Base Accrued Interest
0
Local Market Value
1142097.32
Local Total Cost Amount
1011893.36
Local Unrealized Gain Loss
130203.96
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: FANNIEMAE ACES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE ACES
Security Description
1% 25 Sep 2028
Maturity Date
2028-09-25T00:00:00.000
Interest Rate
3.67325
Original Face
393000
Shares Par Value
393000
Base Market Value
425807.48
Base Total Cost
397819.13
Base Unrealized Gain Loss
27988.35
Base Accrued Interest
0
Local Market Value
425807.48
Local Total Cost Amount
397819.13
Local Unrealized Gain Loss
27988.35
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 BM5304
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM5304
Security Description
1% 01 Sep 2032
Maturity Date
2032-09-01T00:00:00.000
Interest Rate
3
Original Face
931000
Shares Par Value
861780.83
Base Market Value
883325.35
Base Total Cost
864069.94
Base Unrealized Gain Loss
19255.41
Base Accrued Interest
0
Local Market Value
883325.35
Local Total Cost Amount
864069.94
Local Unrealized Gain Loss
19255.41
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 AW1141
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW1141
Security Description
3% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
3
Original Face
304467
Shares Par Value
158468.47
Base Market Value
161978.55
Base Total Cost
158072.32
Base Unrealized Gain Loss
3906.23
Base Accrued Interest
0
Local Market Value
161978.55
Local Total Cost Amount
158072.32
Local Unrealized Gain Loss
3906.23
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FRESB MULTIFAMILY MORTGAGE PAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESB MULTIFAMILY MORTGAGE PAS
Security Description
1% 25 Jan 2029
Maturity Date
2029-01-25T00:00:00.000
Interest Rate
3.31
Original Face
755000
Shares Par Value
753936.06
Base Market Value
783058.73
Base Total Cost
757274.49
Base Unrealized Gain Loss
25784.24
Base Accrued Interest
0
Local Market Value
783058.73
Local Total Cost Amount
757274.49
Local Unrealized Gain Loss
25784.24
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 Q62568
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q62568
Security Description
3% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
3
Original Face
391188
Shares Par Value
382819.61
Base Market Value
386544.44
Base Total Cost
379933.52
Base Unrealized Gain Loss
6610.92
Base Accrued Interest
0
Local Market Value
386544.44
Local Total Cost Amount
379933.52
Local Unrealized Gain Loss
6610.92
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: FRESB MULTIFAMILY MORTGAGE PAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESB MULTIFAMILY MORTGAGE PAS
Security Description
1% 25 Jan 2029
Maturity Date
2029-01-25T00:00:00.000
Interest Rate
3.17
Original Face
630000
Shares Par Value
629255.97
Base Market Value
650772.18
Base Total Cost
632188.93
Base Unrealized Gain Loss
18583.25
Base Accrued Interest
0
Local Market Value
650772.18
Local Total Cost Amount
632188.93
Local Unrealized Gain Loss
18583.25
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: TREASURY BILL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TREASURY BILL
Security Description
0.01% 09 Jul 2019
Maturity Date
2019-07-09T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
3491000
Base Market Value
3489456.28
Base Total Cost
3488284.77
Base Unrealized Gain Loss
1171.51
Base Accrued Interest
0
Local Market Value
3489456.28
Local Total Cost Amount
3488284.77
Local Unrealized Gain Loss
1171.51
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
GOVERNMENT ISSUES
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: FREDDIE MAC SCRT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC SCRT
Security Description
3.5% 25 Aug 2058
Maturity Date
2058-08-25T00:00:00.000
Interest Rate
3.5
Original Face
300000
Shares Par Value
293091.97
Base Market Value
304336.18
Base Total Cost
299990.76
Base Unrealized Gain Loss
4345.42
Base Accrued Interest
0
Local Market Value
304336.18
Local Total Cost Amount
299990.76
Local Unrealized Gain Loss
4345.42
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: FED HM LN PC POOL V82929
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82929
Security Description
4% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
4
Original Face
545588
Shares Par Value
389390.52
Base Market Value
410378.67
Base Total Cost
412997.31
Base Unrealized Gain Loss
-2618.64
Base Accrued Interest
0
Local Market Value
410378.67
Local Total Cost Amount
412997.31
Local Unrealized Gain Loss
-2618.64
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: FNMA POOL BD8531
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8531
Security Description
3.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
88620
Shares Par Value
72095.33
Base Market Value
75018.8
Base Total Cost
74568
Base Unrealized Gain Loss
450.8
Base Accrued Interest
0
Local Market Value
75018.8
Local Total Cost Amount
74568
Local Unrealized Gain Loss
450.8
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 AC6680
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC6680
Security Description
5.5% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
5.5
Original Face
242093
Shares Par Value
38290.42
Base Market Value
41209.68
Base Total Cost
42801.5
Base Unrealized Gain Loss
-1591.82
Base Accrued Interest
0
Local Market Value
41209.68
Local Total Cost Amount
42801.5
Local Unrealized Gain Loss
-1591.82
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 BE4913
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE4913
Security Description
3.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
51931
Shares Par Value
41102.25
Base Market Value
42526.44
Base Total Cost
42420.41
Base Unrealized Gain Loss
106.03
Base Accrued Interest
0
Local Market Value
42526.44
Local Total Cost Amount
42420.41
Local Unrealized Gain Loss
106.03
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL9725
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9725
Security Description
1% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
831000
Shares Par Value
654627.48
Base Market Value
684884.36
Base Total Cost
678357.72
Base Unrealized Gain Loss
6526.64
Base Accrued Interest
0
Local Market Value
684884.36
Local Total Cost Amount
678357.72
Local Unrealized Gain Loss
6526.64
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 AW8154
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW8154
Security Description
3.5% 01 Jan 2042
Maturity Date
2042-01-01T00:00:00.000
Interest Rate
3.5
Original Face
209846
Shares Par Value
105582.76
Base Market Value
109412.25
Base Total Cost
108684.25
Base Unrealized Gain Loss
728
Base Accrued Interest
0
Local Market Value
109412.25
Local Total Cost Amount
108684.25
Local Unrealized Gain Loss
728
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 AP4100
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AP4100
Security Description
3.5% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
3.5
Original Face
490054
Shares Par Value
211389.5
Base Market Value
219456.12
Base Total Cost
217978.9
Base Unrealized Gain Loss
1477.22
Base Accrued Interest
0
Local Market Value
219456.12
Local Total Cost Amount
217978.9
Local Unrealized Gain Loss
1477.22
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: FED HM LN PC POOL Q37955
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q37955
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
84801
Shares Par Value
51861.39
Base Market Value
54369.93
Base Total Cost
55398.49
Base Unrealized Gain Loss
-1028.56
Base Accrued Interest
0
Local Market Value
54369.93
Local Total Cost Amount
55398.49
Local Unrealized Gain Loss
-1028.56
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: FNMA POOL BA4736
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA4736
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
254584
Shares Par Value
156314.75
Base Market Value
167058.26
Base Total Cost
166658.39
Base Unrealized Gain Loss
399.87
Base Accrued Interest
0
Local Market Value
167058.26
Local Total Cost Amount
166658.39
Local Unrealized Gain Loss
399.87
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 AL6854
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6854
Security Description
1% 01 Feb 2044
Maturity Date
2044-02-01T00:00:00.000
Interest Rate
3
Original Face
514918
Shares Par Value
340843.59
Base Market Value
345669.94
Base Total Cost
329020.58
Base Unrealized Gain Loss
16649.36
Base Accrued Interest
0
Local Market Value
345669.94
Local Total Cost Amount
329020.58
Local Unrealized Gain Loss
16649.36
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB4307
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB4307
Security Description
4% 01 Jan 2042
Maturity Date
2042-01-01T00:00:00.000
Interest Rate
4
Original Face
734000
Shares Par Value
247614.82
Base Market Value
261146.97
Base Total Cost
262897.3
Base Unrealized Gain Loss
-1750.33
Base Accrued Interest
0
Local Market Value
261146.97
Local Total Cost Amount
262897.3
Local Unrealized Gain Loss
-1750.33
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 AL7524
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7524
Security Description
1% 01 Jul 2041
Maturity Date
2041-07-01T00:00:00.000
Interest Rate
5
Original Face
322274
Shares Par Value
139133.78
Base Market Value
151051.98
Base Total Cost
153829.77
Base Unrealized Gain Loss
-2777.79
Base Accrued Interest
0
Local Market Value
151051.98
Local Total Cost Amount
153829.77
Local Unrealized Gain Loss
-2777.79
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 AL7800
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7800
Security Description
1% 01 Nov 2030
Maturity Date
2030-11-01T00:00:00.000
Interest Rate
2.5
Original Face
9000
Shares Par Value
5014.65
Base Market Value
5054.92
Base Total Cost
4883.01
Base Unrealized Gain Loss
171.91
Base Accrued Interest
0
Local Market Value
5054.92
Local Total Cost Amount
4883.01
Local Unrealized Gain Loss
171.91
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 BA4781
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA4781
Security Description
4% 01 Jan 2046
Maturity Date
2046-01-01T00:00:00.000
Interest Rate
4
Original Face
351552
Shares Par Value
215117.63
Base Market Value
229898.36
Base Total Cost
230007.82
Base Unrealized Gain Loss
-109.46
Base Accrued Interest
0
Local Market Value
229898.36
Local Total Cost Amount
230007.82
Local Unrealized Gain Loss
-109.46
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 AL7777
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7777
Security Description
1% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
5
Original Face
498683
Shares Par Value
206097.02
Base Market Value
223792.51
Base Total Cost
227866.02
Base Unrealized Gain Loss
-4073.51
Base Accrued Interest
0
Local Market Value
223792.51
Local Total Cost Amount
227866.02
Local Unrealized Gain Loss
-4073.51
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 735226
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735226
Security Description
1% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5
Original Face
3889270
Shares Par Value
110676.37
Base Market Value
121015.76
Base Total Cost
122366.56
Base Unrealized Gain Loss
-1350.8
Base Accrued Interest
0
Local Market Value
121015.76
Local Total Cost Amount
122366.56
Local Unrealized Gain Loss
-1350.8
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 AS8349
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8349
Security Description
3% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
3
Original Face
81074
Shares Par Value
61510.94
Base Market Value
62644.59
Base Total Cost
62327.88
Base Unrealized Gain Loss
316.71
Base Accrued Interest
0
Local Market Value
62644.59
Local Total Cost Amount
62327.88
Local Unrealized Gain Loss
316.71
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS8379
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8379
Security Description
4% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
4
Original Face
1107447
Shares Par Value
800201.44
Base Market Value
855183.28
Base Total Cost
853214.79
Base Unrealized Gain Loss
1968.49
Base Accrued Interest
0
Local Market Value
855183.28
Local Total Cost Amount
853214.79
Local Unrealized Gain Loss
1968.49
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 AS8348
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8348
Security Description
3% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
3
Original Face
193660
Shares Par Value
148302.42
Base Market Value
151493.89
Base Total Cost
150272.06
Base Unrealized Gain Loss
1221.83
Base Accrued Interest
0
Local Market Value
151493.89
Local Total Cost Amount
150272.06
Local Unrealized Gain Loss
1221.83
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 AS8371
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8371
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
283000
Shares Par Value
221936.33
Base Market Value
232200.89
Base Total Cost
229981.53
Base Unrealized Gain Loss
2219.36
Base Accrued Interest
0
Local Market Value
232200.89
Local Total Cost Amount
229981.53
Local Unrealized Gain Loss
2219.36
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA4069
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4069
Security Description
3.5% 20 Nov 2046
Maturity Date
2046-11-20T00:00:00.000
Interest Rate
3.5
Original Face
1795406
Shares Par Value
1228490.85
Base Market Value
1271389.75
Base Total Cost
1212942.76
Base Unrealized Gain Loss
58446.99
Base Accrued Interest
0
Local Market Value
1271389.75
Local Total Cost Amount
1212942.76
Local Unrealized Gain Loss
58446.99
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 AL9325
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9325
Security Description
1% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
1010000
Shares Par Value
791393.73
Base Market Value
806992.1
Base Total Cost
820205.43
Base Unrealized Gain Loss
-13213.33
Base Accrued Interest
0
Local Market Value
806992.1
Local Total Cost Amount
820205.43
Local Unrealized Gain Loss
-13213.33
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 BE0547
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE0547
Security Description
3.5% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3.5
Original Face
7000
Shares Par Value
5675.52
Base Market Value
5868.71
Base Total Cost
5883.48
Base Unrealized Gain Loss
-14.77
Base Accrued Interest
0
Local Market Value
5868.71
Local Total Cost Amount
5883.48
Local Unrealized Gain Loss
-14.77
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 MA4068
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4068
Security Description
3% 20 Nov 2046
Maturity Date
2046-11-20T00:00:00.000
Interest Rate
3
Original Face
47500
Shares Par Value
35559.41
Base Market Value
36403.23
Base Total Cost
34737.1
Base Unrealized Gain Loss
1666.13
Base Accrued Interest
0
Local Market Value
36403.23
Local Total Cost Amount
34737.1
Local Unrealized Gain Loss
1666.13
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 AL9318
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9318
Security Description
1% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
4
Original Face
1416000
Shares Par Value
936999.58
Base Market Value
989237.31
Base Total Cost
945783.94
Base Unrealized Gain Loss
43453.37
Base Accrued Interest
0
Local Market Value
989237.31
Local Total Cost Amount
945783.94
Local Unrealized Gain Loss
43453.37
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL9357
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9357
Security Description
1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4
Original Face
121000
Shares Par Value
78640.18
Base Market Value
83220.97
Base Total Cost
83260.32
Base Unrealized Gain Loss
-39.35
Base Accrued Interest
0
Local Market Value
83220.97
Local Total Cost Amount
83260.32
Local Unrealized Gain Loss
-39.35
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 MA2845
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2845
Security Description
2% 01 Dec 2031
Maturity Date
2031-12-01T00:00:00.000
Interest Rate
2
Original Face
34000
Shares Par Value
25559.9
Base Market Value
25308.9
Base Total Cost
24321.85
Base Unrealized Gain Loss
987.05
Base Accrued Interest
0
Local Market Value
25308.9
Local Total Cost Amount
24321.85
Local Unrealized Gain Loss
987.05
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 BE1932
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE1932
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
18000
Shares Par Value
14156.72
Base Market Value
14663.11
Base Total Cost
14675.44
Base Unrealized Gain Loss
-12.33
Base Accrued Interest
0
Local Market Value
14663.11
Local Total Cost Amount
14675.44
Local Unrealized Gain Loss
-12.33
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 BC9012
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC9012
Security Description
4% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
4
Original Face
82000
Shares Par Value
60532.55
Base Market Value
64691.74
Base Total Cost
64888.06
Base Unrealized Gain Loss
-196.32
Base Accrued Interest
0
Local Market Value
64691.74
Local Total Cost Amount
64888.06
Local Unrealized Gain Loss
-196.32
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 BD8477
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8477
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
40000
Shares Par Value
28276.74
Base Market Value
29288.2
Base Total Cost
29312.82
Base Unrealized Gain Loss
-24.62
Base Accrued Interest
0
Local Market Value
29288.2
Local Total Cost Amount
29312.82
Local Unrealized Gain Loss
-24.62
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 BC9040
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC9040
Security Description
2% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2
Original Face
43000
Shares Par Value
30714.22
Base Market Value
30412.61
Base Total Cost
29226.51
Base Unrealized Gain Loss
1186.1
Base Accrued Interest
0
Local Market Value
30412.61
Local Total Cost Amount
29226.51
Local Unrealized Gain Loss
1186.1
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
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