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

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

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

City Government Office of the Comptroller Dataset fypi-ruxh 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA3936
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3936
Security Description
3% 20 Sep 2046
Maturity Date
2046-09-20T00:00:00.000
Interest Rate
3
Original Face
3027500
Shares Par Value
2217090.6
Base Market Value
2271032.41
Base Total Cost
2174668.71
Base Unrealized Gain Loss
96363.7
Base Accrued Interest
0
Local Market Value
2271032.41
Local Total Cost Amount
2174668.71
Local Unrealized Gain Loss
96363.7
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA3937
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3937
Security Description
3.5% 20 Sep 2046
Maturity Date
2046-09-20T00:00:00.000
Interest Rate
3.5
Original Face
145000
Shares Par Value
96237.21
Base Market Value
99597.81
Base Total Cost
97319.88
Base Unrealized Gain Loss
2277.93
Base Accrued Interest
0
Local Market Value
99597.81
Local Total Cost Amount
97319.88
Local Unrealized Gain Loss
2277.93
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 BD7826
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD7826
Security Description
4% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4
Original Face
25366
Shares Par Value
14655.4
Base Market Value
15631.6
Base Total Cost
15626.32
Base Unrealized Gain Loss
5.28
Base Accrued Interest
0
Local Market Value
15631.6
Local Total Cost Amount
15626.32
Local Unrealized Gain Loss
5.28
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 MA2774
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2774
Security Description
2% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2
Original Face
27000
Shares Par Value
19491.86
Base Market Value
19300.45
Base Total Cost
18547.72
Base Unrealized Gain Loss
752.73
Base Accrued Interest
0
Local Market Value
19300.45
Local Total Cost Amount
18547.72
Local Unrealized Gain Loss
752.73
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
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: FNMA POOL AS7999
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7999
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
286936
Shares Par Value
222924.02
Base Market Value
227453.84
Base Total Cost
233547.76
Base Unrealized Gain Loss
-6093.92
Base Accrued Interest
0
Local Market Value
227453.84
Local Total Cost Amount
233547.76
Local Unrealized Gain Loss
-6093.92
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BC2837
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2837
Security Description
4.5% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4.5
Original Face
496496
Shares Par Value
357985.54
Base Market Value
390376.07
Base Total Cost
392777.27
Base Unrealized Gain Loss
-2401.2
Base Accrued Interest
0
Local Market Value
390376.07
Local Total Cost Amount
392777.27
Local Unrealized Gain Loss
-2401.2
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BD1481
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD1481
Security Description
4% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4
Original Face
73409
Shares Par Value
53782.53
Base Market Value
57477.93
Base Total Cost
57345.62
Base Unrealized Gain Loss
132.31
Base Accrued Interest
0
Local Market Value
57477.93
Local Total Cost Amount
57345.62
Local Unrealized Gain Loss
132.31
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 AS8009
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8009
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
29000
Shares Par Value
20674.56
Base Market Value
20840.58
Base Total Cost
20047.97
Base Unrealized Gain Loss
792.61
Base Accrued Interest
0
Local Market Value
20840.58
Local Total Cost Amount
20047.97
Local Unrealized Gain Loss
792.61
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 BD8575
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8575
Security Description
2.5% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
2.5
Original Face
80000
Shares Par Value
60812.78
Base Market Value
61349.15
Base Total Cost
61173.86
Base Unrealized Gain Loss
175.29
Base Accrued Interest
0
Local Market Value
61349.15
Local Total Cost Amount
61173.86
Local Unrealized Gain Loss
175.29
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 AL9093
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9093
Security Description
1% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4
Original Face
634000
Shares Par Value
466646.2
Base Market Value
488653.23
Base Total Cost
493040.89
Base Unrealized Gain Loss
-4387.66
Base Accrued Interest
0
Local Market Value
488653.23
Local Total Cost Amount
493040.89
Local Unrealized Gain Loss
-4387.66
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 G60718
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60718
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
307741
Shares Par Value
251866.29
Base Market Value
256208.46
Base Total Cost
260091.33
Base Unrealized Gain Loss
-3882.87
Base Accrued Interest
0
Local Market Value
256208.46
Local Total Cost Amount
260091.33
Local Unrealized Gain Loss
-3882.87
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 II POOL MA4003
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4003
Security Description
3% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3
Original Face
855000
Shares Par Value
632119.91
Base Market Value
647120.12
Base Total Cost
617378.68
Base Unrealized Gain Loss
29741.44
Base Accrued Interest
0
Local Market Value
647120.12
Local Total Cost Amount
617378.68
Local Unrealized Gain Loss
29741.44
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 G08737
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08737
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
72919
Shares Par Value
59253.3
Base Market Value
59984.49
Base Total Cost
58734.85
Base Unrealized Gain Loss
1249.64
Base Accrued Interest
0
Local Market Value
59984.49
Local Total Cost Amount
58734.85
Local Unrealized Gain Loss
1249.64
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 AS8208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8208
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
224739
Shares Par Value
154330.04
Base Market Value
155617.15
Base Total Cost
158350.04
Base Unrealized Gain Loss
-2732.89
Base Accrued Interest
0
Local Market Value
155617.15
Local Total Cost Amount
158350.04
Local Unrealized Gain Loss
-2732.89
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS8195
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8195
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
12000
Shares Par Value
8361.57
Base Market Value
8435.07
Base Total Cost
8083.29
Base Unrealized Gain Loss
351.78
Base Accrued Interest
0
Local Market Value
8435.07
Local Total Cost Amount
8083.29
Local Unrealized Gain Loss
351.78
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 AS8193
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8193
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
23000
Shares Par Value
16005.82
Base Market Value
16134.35
Base Total Cost
15473.13
Base Unrealized Gain Loss
661.22
Base Accrued Interest
0
Local Market Value
16134.35
Local Total Cost Amount
15473.13
Local Unrealized Gain Loss
661.22
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 V82661
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82661
Security Description
4% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4
Original Face
29000
Shares Par Value
20527.55
Base Market Value
21598.27
Base Total Cost
21857.02
Base Unrealized Gain Loss
-258.75
Base Accrued Interest
0
Local Market Value
21598.27
Local Total Cost Amount
21857.02
Local Unrealized Gain Loss
-258.75
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 G08787
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08787
Security Description
3% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
3
Original Face
97454
Shares Par Value
88878.92
Base Market Value
89813.04
Base Total Cost
88129
Base Unrealized Gain Loss
1684.04
Base Accrued Interest
0
Local Market Value
89813.04
Local Total Cost Amount
88129
Local Unrealized Gain Loss
1684.04
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM1756
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1756
Security Description
1% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4.5
Original Face
308000
Shares Par Value
225580.97
Base Market Value
241306.22
Base Total Cost
243063.48
Base Unrealized Gain Loss
-1757.26
Base Accrued Interest
0
Local Market Value
241306.22
Local Total Cost Amount
243063.48
Local Unrealized Gain Loss
-1757.26
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: FED HM LN PC POOL A93851
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A93851
Security Description
4% 01 Sep 2040
Maturity Date
2040-09-01T00:00:00.000
Interest Rate
4
Original Face
330000
Shares Par Value
74539.95
Base Market Value
78637.41
Base Total Cost
79431.66
Base Unrealized Gain Loss
-794.25
Base Accrued Interest
0
Local Market Value
78637.41
Local Total Cost Amount
79431.66
Local Unrealized Gain Loss
-794.25
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 II POOL MA3873
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3873
Security Description
3% 20 Aug 2046
Maturity Date
2046-08-20T00:00:00.000
Interest Rate
3
Original Face
277000
Shares Par Value
197831.47
Base Market Value
202524.03
Base Total Cost
193365.79
Base Unrealized Gain Loss
9158.24
Base Accrued Interest
0
Local Market Value
202524.03
Local Total Cost Amount
193365.79
Local Unrealized Gain Loss
9158.24
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 AS9321
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9321
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
228655
Shares Par Value
175916.33
Base Market Value
177462.63
Base Total Cost
174934.77
Base Unrealized Gain Loss
2527.86
Base Accrued Interest
0
Local Market Value
177462.63
Local Total Cost Amount
174934.77
Local Unrealized Gain Loss
2527.86
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: FED HM LN PC POOL G60901
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60901
Security Description
4% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
4
Original Face
102000
Shares Par Value
68770.14
Base Market Value
72559.37
Base Total Cost
70908.46
Base Unrealized Gain Loss
1650.91
Base Accrued Interest
0
Local Market Value
72559.37
Local Total Cost Amount
70908.46
Local Unrealized Gain Loss
1650.91
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 BM1036
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1036
Security Description
1% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
2.5
Original Face
15000
Shares Par Value
11085.13
Base Market Value
11174.14
Base Total Cost
10808.02
Base Unrealized Gain Loss
366.12
Base Accrued Interest
0
Local Market Value
11174.14
Local Total Cost Amount
10808.02
Local Unrealized Gain Loss
366.12
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 MA4384
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4384
Security Description
4.5% 20 Apr 2047
Maturity Date
2047-04-20T00:00:00.000
Interest Rate
4.5
Original Face
953221
Shares Par Value
493734.83
Base Market Value
518633.88
Base Total Cost
518575.87
Base Unrealized Gain Loss
58.01
Base Accrued Interest
0
Local Market Value
518633.88
Local Total Cost Amount
518575.87
Local Unrealized Gain Loss
58.01
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: 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% 17 Apr 2051
Maturity Date
2051-04-17T00:00:00.000
Interest Rate
0.70092
Original Face
5837500
Shares Par Value
5595972.56
Base Market Value
326622.37
Base Total Cost
345492.52
Base Unrealized Gain Loss
-18870.15
Base Accrued Interest
0
Local Market Value
326622.37
Local Total Cost Amount
345492.52
Local Unrealized Gain Loss
-18870.15
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
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 BM1100
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1100
Security Description
1% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
3.5
Original Face
193400
Shares Par Value
142538.56
Base Market Value
147973.56
Base Total Cost
147839.23
Base Unrealized Gain Loss
134.33
Base Accrued Interest
0
Local Market Value
147973.56
Local Total Cost Amount
147839.23
Local Unrealized Gain Loss
134.33
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: 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 May 2059
Maturity Date
2059-05-16T00:00:00.000
Interest Rate
0.76873
Original Face
1255000
Shares Par Value
1224170.34
Base Market Value
86421.41
Base Total Cost
103289.37
Base Unrealized Gain Loss
-16867.96
Base Accrued Interest
0
Local Market Value
86421.41
Local Total Cost Amount
103289.37
Local Unrealized Gain Loss
-16867.96
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
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 BM1124
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1124
Security Description
1% 01 Nov 2045
Maturity Date
2045-11-01T00:00:00.000
Interest Rate
3.5
Original Face
542000
Shares Par Value
410460.51
Base Market Value
428516.67
Base Total Cost
423992.88
Base Unrealized Gain Loss
4523.79
Base Accrued Interest
0
Local Market Value
428516.67
Local Total Cost Amount
423992.88
Local Unrealized Gain Loss
4523.79
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: 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 Nov 2056
Maturity Date
2056-11-16T00:00:00.000
Interest Rate
0.69134
Original Face
5200000
Shares Par Value
5000711.35
Base Market Value
288889.59
Base Total Cost
330125.1
Base Unrealized Gain Loss
-41235.51
Base Accrued Interest
0
Local Market Value
288889.59
Local Total Cost Amount
330125.1
Local Unrealized Gain Loss
-41235.51
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
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 Nov 2057
Maturity Date
2057-11-16T00:00:00.000
Interest Rate
0.72206
Original Face
2595000
Shares Par Value
2501665.52
Base Market Value
164442.98
Base Total Cost
167033.79
Base Unrealized Gain Loss
-2590.81
Base Accrued Interest
0
Local Market Value
164442.98
Local Total Cost Amount
167033.79
Local Unrealized Gain Loss
-2590.81
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 BM1155
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1155
Security Description
1% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
4
Original Face
760000
Shares Par Value
566407.33
Base Market Value
599349.58
Base Total Cost
603445.06
Base Unrealized Gain Loss
-4095.48
Base Accrued Interest
0
Local Market Value
599349.58
Local Total Cost Amount
603445.06
Local Unrealized Gain Loss
-4095.48
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 G16164
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G16164
Security Description
2.5% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
2.5
Original Face
22772
Shares Par Value
15256.7
Base Market Value
15401.64
Base Total Cost
15480.79
Base Unrealized Gain Loss
-79.15
Base Accrued Interest
0
Local Market Value
15401.64
Local Total Cost Amount
15480.79
Local Unrealized Gain Loss
-79.15
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 BM1174
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1174
Security Description
1% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
3.5
Original Face
282458
Shares Par Value
240948.34
Base Market Value
250718.8
Base Total Cost
250360.39
Base Unrealized Gain Loss
358.41
Base Accrued Interest
0
Local Market Value
250718.8
Local Total Cost Amount
250360.39
Local Unrealized Gain Loss
358.41
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 BM1219
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1219
Security Description
1% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
999000
Shares Par Value
730181.33
Base Market Value
757146.93
Base Total Cost
760073.12
Base Unrealized Gain Loss
-2926.19
Base Accrued Interest
0
Local Market Value
757146.93
Local Total Cost Amount
760073.12
Local Unrealized Gain Loss
-2926.19
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G60968
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60968
Security Description
3.5% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3.5
Original Face
396000
Shares Par Value
308676.9
Base Market Value
322203.12
Base Total Cost
320589.91
Base Unrealized Gain Loss
1613.21
Base Accrued Interest
0
Local Market Value
322203.12
Local Total Cost Amount
320589.91
Local Unrealized Gain Loss
1613.21
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
3% 20 Sep 2046
Maturity Date
2046-09-20T00:00:00.000
Interest Rate
3
Original Face
200000
Shares Par Value
200000
Base Market Value
204466.94
Base Total Cost
198562.5
Base Unrealized Gain Loss
5904.44
Base Accrued Interest
0
Local Market Value
204466.94
Local Total Cost Amount
198562.5
Local Unrealized Gain Loss
5904.44
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 G16178
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G16178
Security Description
2.5% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
2.5
Original Face
76437
Shares Par Value
49196.91
Base Market Value
49663.79
Base Total Cost
50011.75
Base Unrealized Gain Loss
-347.96
Base Accrued Interest
0
Local Market Value
49663.79
Local Total Cost Amount
50011.75
Local Unrealized Gain Loss
-347.96
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 G16185
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G16185
Security Description
2.5% 01 Jan 2029
Maturity Date
2029-01-01T00:00:00.000
Interest Rate
2.5
Original Face
160298
Shares Par Value
106450.97
Base Market Value
107461.19
Base Total Cost
108147.52
Base Unrealized Gain Loss
-686.33
Base Accrued Interest
0
Local Market Value
107461.19
Local Total Cost Amount
108147.52
Local Unrealized Gain Loss
-686.33
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: 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 Apr 2057
Maturity Date
2057-04-16T00:00:00.000
Interest Rate
0.67695
Original Face
3340000
Shares Par Value
3223302.08
Base Market Value
199204.58
Base Total Cost
225631.14
Base Unrealized Gain Loss
-26426.56
Base Accrued Interest
0
Local Market Value
199204.58
Local Total Cost Amount
225631.14
Local Unrealized Gain Loss
-26426.56
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 BF0154
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BF0154
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
900000
Shares Par Value
630219.67
Base Market Value
651338.33
Base Total Cost
654542.21
Base Unrealized Gain Loss
-3203.88
Base Accrued Interest
0
Local Market Value
651338.33
Local Total Cost Amount
654542.21
Local Unrealized Gain Loss
-3203.88
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: FED HM LN PC POOL G61047
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G61047
Security Description
4.5% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
4.5
Original Face
977167
Shares Par Value
774750.59
Base Market Value
833608.39
Base Total Cost
808343.3
Base Unrealized Gain Loss
25265.09
Base Accrued Interest
0
Local Market Value
833608.39
Local Total Cost Amount
808343.3
Local Unrealized Gain Loss
25265.09
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 BM1502
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1502
Security Description
1% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
4
Original Face
493000
Shares Par Value
365888.42
Base Market Value
385792.75
Base Total Cost
387327.18
Base Unrealized Gain Loss
-1534.43
Base Accrued Interest
0
Local Market Value
385792.75
Local Total Cost Amount
387327.18
Local Unrealized Gain Loss
-1534.43
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G67704
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G67704
Security Description
4% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
4
Original Face
681000
Shares Par Value
538666.27
Base Market Value
574013.55
Base Total Cost
576372.92
Base Unrealized Gain Loss
-2359.37
Base Accrued Interest
0
Local Market Value
574013.55
Local Total Cost Amount
576372.92
Local Unrealized Gain Loss
-2359.37
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 BM1595
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1595
Security Description
1% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
2.5
Original Face
137000
Shares Par Value
93684.17
Base Market Value
94462.69
Base Total Cost
92352.09
Base Unrealized Gain Loss
2110.6
Base Accrued Interest
0
Local Market Value
94462.69
Local Total Cost Amount
92352.09
Local Unrealized Gain Loss
2110.6
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: FNMA POOL BM1571
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1571
Security Description
1% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
3.5
Original Face
159000
Shares Par Value
128976.43
Base Market Value
134388.28
Base Total Cost
132906.18
Base Unrealized Gain Loss
1482.1
Base Accrued Interest
0
Local Market Value
134388.28
Local Total Cost Amount
132906.18
Local Unrealized Gain Loss
1482.1
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM1602
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1602
Security Description
1% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
3.5
Original Face
460000
Shares Par Value
346804.86
Base Market Value
361557.94
Base Total Cost
353632.59
Base Unrealized Gain Loss
7925.35
Base Accrued Interest
0
Local Market Value
361557.94
Local Total Cost Amount
353632.59
Local Unrealized Gain Loss
7925.35
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 BM1619
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1619
Security Description
1% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
4
Original Face
293000
Shares Par Value
253272.41
Base Market Value
266756.63
Base Total Cost
268765.58
Base Unrealized Gain Loss
-2008.95
Base Accrued Interest
0
Local Market Value
266756.63
Local Total Cost Amount
268765.58
Local Unrealized Gain Loss
-2008.95
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 POOL AL9745
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9745
Security Description
1% 01 Nov 2043
Maturity Date
2043-11-01T00:00:00.000
Interest Rate
3.5
Original Face
491516
Shares Par Value
355255.84
Base Market Value
368798.19
Base Total Cost
369299.53
Base Unrealized Gain Loss
-501.34
Base Accrued Interest
0
Local Market Value
368798.19
Local Total Cost Amount
369299.53
Local Unrealized Gain Loss
-501.34
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 AS8792
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8792
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
386286
Shares Par Value
328484.33
Base Market Value
335162.42
Base Total Cost
326482.64
Base Unrealized Gain Loss
8679.78
Base Accrued Interest
0
Local Market Value
335162.42
Local Total Cost Amount
326482.64
Local Unrealized Gain Loss
8679.78
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
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