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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: FNMA POOL AL9774
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9774
Security Description
1% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
111000
Shares Par Value
87906.91
Base Market Value
91969.97
Base Total Cost
90870.34
Base Unrealized Gain Loss
1099.63
Base Accrued Interest
0
Local Market Value
91969.97
Local Total Cost Amount
90870.34
Local Unrealized Gain Loss
1099.63
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 BD5049
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD5049
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
115935
Shares Par Value
99965.28
Base Market Value
101935.6
Base Total Cost
99160.88
Base Unrealized Gain Loss
2774.72
Base Accrued Interest
0
Local Market Value
101935.6
Local Total Cost Amount
99160.88
Local Unrealized Gain Loss
2774.72
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 BD5056
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD5056
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
33530
Shares Par Value
26350.83
Base Market Value
26902.62
Base Total Cost
26153.21
Base Unrealized Gain Loss
749.41
Base Accrued Interest
0
Local Market Value
26902.62
Local Total Cost Amount
26153.21
Local Unrealized Gain Loss
749.41
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 AS8885
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8885
Security Description
3.5% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
3.5
Original Face
304000
Shares Par Value
219556.55
Base Market Value
228525.44
Base Total Cost
223844.76
Base Unrealized Gain Loss
4680.68
Base Accrued Interest
0
Local Market Value
228525.44
Local Total Cost Amount
223844.76
Local Unrealized Gain Loss
4680.68
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BE3188
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE3188
Security Description
3.5% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3.5
Original Face
133546
Shares Par Value
107769.6
Base Market Value
112418.78
Base Total Cost
109975.53
Base Unrealized Gain Loss
2443.25
Base Accrued Interest
0
Local Market Value
112418.78
Local Total Cost Amount
109975.53
Local Unrealized Gain Loss
2443.25
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 G16066
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G16066
Security Description
2.5% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
2.5
Original Face
75703
Shares Par Value
56793.73
Base Market Value
57263.98
Base Total Cost
57627.89
Base Unrealized Gain Loss
-363.91
Base Accrued Interest
0
Local Market Value
57263.98
Local Total Cost Amount
57627.89
Local Unrealized Gain Loss
-363.91
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 AS8936
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8936
Security Description
3% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
245908
Shares Par Value
201385.93
Base Market Value
204730.95
Base Total Cost
198970.89
Base Unrealized Gain Loss
5760.06
Base Accrued Interest
0
Local Market Value
204730.95
Local Total Cost Amount
198970.89
Local Unrealized Gain Loss
5760.06
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 AS8925
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8925
Security Description
3% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
286014
Shares Par Value
248742.35
Base Market Value
253645.06
Base Total Cost
245944.03
Base Unrealized Gain Loss
7701.03
Base Accrued Interest
0
Local Market Value
253645.06
Local Total Cost Amount
245944.03
Local Unrealized Gain Loss
7701.03
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: FED HM LN PC POOL G60888
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60888
Security Description
3.5% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
3.5
Original Face
1079926
Shares Par Value
753437.52
Base Market Value
782640.76
Base Total Cost
764503.63
Base Unrealized Gain Loss
18137.13
Base Accrued Interest
0
Local Market Value
782640.76
Local Total Cost Amount
764503.63
Local Unrealized Gain Loss
18137.13
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 AS9316
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9316
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
171836
Shares Par Value
131574.14
Base Market Value
132671.47
Base Total Cost
130983.1
Base Unrealized Gain Loss
1688.37
Base Accrued Interest
0
Local Market Value
132671.47
Local Total Cost Amount
130983.1
Local Unrealized Gain Loss
1688.37
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: GNMA II POOL MA3596
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3596
Security Description
3% 20 Apr 2046
Maturity Date
2046-04-20T00:00:00.000
Interest Rate
3
Original Face
5146500
Shares Par Value
3207446.04
Base Market Value
3283430.44
Base Total Cost
3160518.56
Base Unrealized Gain Loss
122911.88
Base Accrued Interest
0
Local Market Value
3283430.44
Local Total Cost Amount
3160518.56
Local Unrealized Gain Loss
122911.88
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: EVEREST RE GROUP LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EVEREST RE GROUP LTD
Security Description
COMMON STOCK USD.01
Interest Rate
0
Original Face
0
Shares Par Value
1896
Base Market Value
468653.28
Base Total Cost
485710.12
Base Unrealized Gain Loss
-17056.84
Base Accrued Interest
0
Local Market Value
468653.28
Local Total Cost Amount
485710.12
Local Unrealized Gain Loss
-17056.84
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
INSURANCE
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 V60796
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60796
Security Description
2.5% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
2.5
Original Face
405195
Shares Par Value
225142.87
Base Market Value
227072.34
Base Total Cost
230454.86
Base Unrealized Gain Loss
-3382.52
Base Accrued Interest
0
Local Market Value
227072.34
Local Total Cost Amount
230454.86
Local Unrealized Gain Loss
-3382.52
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 V60696
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60696
Security Description
3% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
3
Original Face
124228
Shares Par Value
55790.27
Base Market Value
57095.2
Base Total Cost
58030.61
Base Unrealized Gain Loss
-935.41
Base Accrued Interest
0
Local Market Value
57095.2
Local Total Cost Amount
58030.61
Local Unrealized Gain Loss
-935.41
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 AS5453
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5453
Security Description
3.5% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
3.5
Original Face
557086
Shares Par Value
356253.38
Base Market Value
369196.07
Base Total Cost
368318.69
Base Unrealized Gain Loss
877.38
Base Accrued Interest
0
Local Market Value
369196.07
Local Total Cost Amount
368318.69
Local Unrealized Gain Loss
877.38
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 J32204
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32204
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
92000
Shares Par Value
49223.43
Base Market Value
49644.78
Base Total Cost
49731.04
Base Unrealized Gain Loss
-86.26
Base Accrued Interest
0
Local Market Value
49644.78
Local Total Cost Amount
49731.04
Local Unrealized Gain Loss
-86.26
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 J32209
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32209
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
89596
Shares Par Value
46264.06
Base Market Value
46660.08
Base Total Cost
46755.62
Base Unrealized Gain Loss
-95.54
Base Accrued Interest
0
Local Market Value
46660.08
Local Total Cost Amount
46755.62
Local Unrealized Gain Loss
-95.54
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 V60770
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60770
Security Description
2.5% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
2.5
Original Face
233022
Shares Par Value
116290.82
Base Market Value
117316.51
Base Total Cost
117580.93
Base Unrealized Gain Loss
-264.42
Base Accrued Interest
0
Local Market Value
117316.51
Local Total Cost Amount
117580.93
Local Unrealized Gain Loss
-264.42
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 J31418
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J31418
Security Description
2.5% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
2.5
Original Face
239534
Shares Par Value
131895.15
Base Market Value
133025.49
Base Total Cost
133327.47
Base Unrealized Gain Loss
-301.98
Base Accrued Interest
0
Local Market Value
133025.49
Local Total Cost Amount
133327.47
Local Unrealized Gain Loss
-301.98
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS5405
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5405
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
15000
Shares Par Value
7992.99
Base Market Value
8057.09
Base Total Cost
7783.17
Base Unrealized Gain Loss
273.92
Base Accrued Interest
0
Local Market Value
8057.09
Local Total Cost Amount
7783.17
Local Unrealized Gain Loss
273.92
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 G60138
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60138
Security Description
3.5% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
3.5
Original Face
2578023
Shares Par Value
1642392.12
Base Market Value
1715823.47
Base Total Cost
1667505.83
Base Unrealized Gain Loss
48317.64
Base Accrued Interest
0
Local Market Value
1715823.47
Local Total Cost Amount
1667505.83
Local Unrealized Gain Loss
48317.64
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL J31612
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J31612
Security Description
3% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
3
Original Face
485208
Shares Par Value
246787.75
Base Market Value
253093.18
Base Total Cost
256505
Base Unrealized Gain Loss
-3411.82
Base Accrued Interest
0
Local Market Value
253093.18
Local Total Cost Amount
256505
Local Unrealized Gain Loss
-3411.82
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 V60840
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60840
Security Description
3% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
3
Original Face
992872
Shares Par Value
507555.05
Base Market Value
519848.03
Base Total Cost
527143.51
Base Unrealized Gain Loss
-7295.48
Base Accrued Interest
0
Local Market Value
519848.03
Local Total Cost Amount
527143.51
Local Unrealized Gain Loss
-7295.48
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 AX9700
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX9700
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
76118
Shares Par Value
40627.97
Base Market Value
41641.23
Base Total Cost
42291.19
Base Unrealized Gain Loss
-649.96
Base Accrued Interest
0
Local Market Value
41641.23
Local Total Cost Amount
42291.19
Local Unrealized Gain Loss
-649.96
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 AL6761
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6761
Security Description
1% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
3
Original Face
172534
Shares Par Value
90471.24
Base Market Value
92725.78
Base Total Cost
94174.9
Base Unrealized Gain Loss
-1449.12
Base Accrued Interest
0
Local Market Value
92725.78
Local Total Cost Amount
94174.9
Local Unrealized Gain Loss
-1449.12
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: FNMA POOL AX9701
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX9701
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
232437
Shares Par Value
147995.3
Base Market Value
151498.35
Base Total Cost
153915.1
Base Unrealized Gain Loss
-2416.75
Base Accrued Interest
0
Local Market Value
151498.35
Local Total Cost Amount
153915.1
Local Unrealized Gain Loss
-2416.75
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS5707
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5707
Security Description
3.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3.5
Original Face
59710
Shares Par Value
31374.02
Base Market Value
32632.43
Base Total Cost
33238.07
Base Unrealized Gain Loss
-605.64
Base Accrued Interest
0
Local Market Value
32632.43
Local Total Cost Amount
33238.07
Local Unrealized Gain Loss
-605.64
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 AS5708
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5708
Security Description
3.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3.5
Original Face
243453
Shares Par Value
129882.68
Base Market Value
135397.5
Base Total Cost
138086.59
Base Unrealized Gain Loss
-2689.09
Base Accrued Interest
0
Local Market Value
135397.5
Local Total Cost Amount
138086.59
Local Unrealized Gain Loss
-2689.09
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL7139
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7139
Security Description
1% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
228871
Shares Par Value
126480.83
Base Market Value
129468.31
Base Total Cost
131668.54
Base Unrealized Gain Loss
-2200.23
Base Accrued Interest
0
Local Market Value
129468.31
Local Total Cost Amount
131668.54
Local Unrealized Gain Loss
-2200.23
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: FNMA POOL AS5622
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5622
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
316367
Shares Par Value
162299.03
Base Market Value
166139.03
Base Total Cost
169057.26
Base Unrealized Gain Loss
-2918.23
Base Accrued Interest
0
Local Market Value
166139.03
Local Total Cost Amount
169057.26
Local Unrealized Gain Loss
-2918.23
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: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
3.759% 10 Aug 2048
Maturity Date
2048-08-10T00:00:00.000
Interest Rate
3.759
Original Face
240000
Shares Par Value
240000
Base Market Value
256401.07
Base Total Cost
251625
Base Unrealized Gain Loss
4776.07
Base Accrued Interest
0
Local Market Value
256401.07
Local Total Cost Amount
251625
Local Unrealized Gain Loss
4776.07
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS5403
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5403
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
89000
Shares Par Value
50422.24
Base Market Value
50826.63
Base Total Cost
49082.89
Base Unrealized Gain Loss
1743.74
Base Accrued Interest
0
Local Market Value
50826.63
Local Total Cost Amount
49082.89
Local Unrealized Gain Loss
1743.74
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS5714
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5714
Security Description
3% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
3
Original Face
212993
Shares Par Value
124858.67
Base Market Value
127820.32
Base Total Cost
129599.42
Base Unrealized Gain Loss
-1779.1
Base Accrued Interest
0
Local Market Value
127820.32
Local Total Cost Amount
129599.42
Local Unrealized Gain Loss
-1779.1
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 AL6583
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6583
Security Description
1% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
3
Original Face
355148
Shares Par Value
184220.35
Base Market Value
188812.96
Base Total Cost
191186.2
Base Unrealized Gain Loss
-2373.24
Base Accrued Interest
0
Local Market Value
188812.96
Local Total Cost Amount
191186.2
Local Unrealized Gain Loss
-2373.24
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 AL6584
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6584
Security Description
1% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
3
Original Face
294549
Shares Par Value
153638.25
Base Market Value
157257.97
Base Total Cost
159303.65
Base Unrealized Gain Loss
-2045.68
Base Accrued Interest
0
Local Market Value
157257.97
Local Total Cost Amount
159303.65
Local Unrealized Gain Loss
-2045.68
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AZ2297
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ2297
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
47032
Shares Par Value
20030.06
Base Market Value
20473.93
Base Total Cost
20774.94
Base Unrealized Gain Loss
-301.01
Base Accrued Interest
0
Local Market Value
20473.93
Local Total Cost Amount
20774.94
Local Unrealized Gain Loss
-301.01
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 AZ5719
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ5719
Security Description
3% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
3
Original Face
131756
Shares Par Value
67907.31
Base Market Value
69412.82
Base Total Cost
70432.63
Base Unrealized Gain Loss
-1019.81
Base Accrued Interest
0
Local Market Value
69412.82
Local Total Cost Amount
70432.63
Local Unrealized Gain Loss
-1019.81
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 AX3706
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX3706
Security Description
4% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
4
Original Face
110936
Shares Par Value
48861.95
Base Market Value
51526.39
Base Total Cost
52373.92
Base Unrealized Gain Loss
-847.53
Base Accrued Interest
0
Local Market Value
51526.39
Local Total Cost Amount
52373.92
Local Unrealized Gain Loss
-847.53
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 AX2741
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX2741
Security Description
3.5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
3.5
Original Face
101470
Shares Par Value
51049.54
Base Market Value
52913.36
Base Total Cost
54319.94
Base Unrealized Gain Loss
-1406.58
Base Accrued Interest
0
Local Market Value
52913.36
Local Total Cost Amount
54319.94
Local Unrealized Gain Loss
-1406.58
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AX2516
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX2516
Security Description
3.5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
3.5
Original Face
1407744
Shares Par Value
679463.54
Base Market Value
707477.82
Base Total Cost
724902.66
Base Unrealized Gain Loss
-17424.84
Base Accrued Interest
0
Local Market Value
707477.82
Local Total Cost Amount
724902.66
Local Unrealized Gain Loss
-17424.84
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 AX4793
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX4793
Security Description
3.5% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
3.5
Original Face
1306907
Shares Par Value
618346.28
Base Market Value
640909.74
Base Total Cost
659698.18
Base Unrealized Gain Loss
-18788.44
Base Accrued Interest
0
Local Market Value
640909.74
Local Total Cost Amount
659698.18
Local Unrealized Gain Loss
-18788.44
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 Q31128
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q31128
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
28962
Shares Par Value
16001.62
Base Market Value
16775.46
Base Total Cost
17181.7
Base Unrealized Gain Loss
-406.24
Base Accrued Interest
0
Local Market Value
16775.46
Local Total Cost Amount
17181.7
Local Unrealized Gain Loss
-406.24
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB8870
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8870
Security Description
2.5% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
2.5
Original Face
130000
Shares Par Value
45716.88
Base Market Value
46125.13
Base Total Cost
44973.99
Base Unrealized Gain Loss
1151.14
Base Accrued Interest
0
Local Market Value
46125.13
Local Total Cost Amount
44973.99
Local Unrealized Gain Loss
1151.14
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
3.183% 10 Feb 2048
Maturity Date
2048-02-10T00:00:00.000
Interest Rate
3.183
Original Face
225000
Shares Par Value
225000
Base Market Value
233338.97
Base Total Cost
228761.72
Base Unrealized Gain Loss
4577.25
Base Accrued Interest
0
Local Market Value
233338.97
Local Total Cost Amount
228761.72
Local Unrealized Gain Loss
4577.25
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
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS4308
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4308
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
386254
Shares Par Value
223735.83
Base Market Value
237043.64
Base Total Cost
243382.65
Base Unrealized Gain Loss
-6339.01
Base Accrued Interest
0
Local Market Value
237043.64
Local Total Cost Amount
243382.65
Local Unrealized Gain Loss
-6339.01
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 Q31338
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q31338
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
71790
Shares Par Value
38265.61
Base Market Value
40116.13
Base Total Cost
41087.69
Base Unrealized Gain Loss
-971.56
Base Accrued Interest
0
Local Market Value
40116.13
Local Total Cost Amount
41087.69
Local Unrealized Gain Loss
-971.56
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 AO2974
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO2974
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
4661600
Shares Par Value
2054846.66
Base Market Value
2136567.91
Base Total Cost
2188721.51
Base Unrealized Gain Loss
-52153.6
Base Accrued Interest
0
Local Market Value
2136567.91
Local Total Cost Amount
2188721.51
Local Unrealized Gain Loss
-52153.6
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 AS4488
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4488
Security Description
2.5% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
2.5
Original Face
33000
Shares Par Value
16108.59
Base Market Value
16237.94
Base Total Cost
15776.35
Base Unrealized Gain Loss
461.59
Base Accrued Interest
0
Local Market Value
16237.94
Local Total Cost Amount
15776.35
Local Unrealized Gain Loss
461.59
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS4485
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4485
Security Description
2.5% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
2.5
Original Face
25000
Shares Par Value
13759.42
Base Market Value
13869.77
Base Total Cost
13475.63
Base Unrealized Gain Loss
394.14
Base Accrued Interest
0
Local Market Value
13869.77
Local Total Cost Amount
13475.63
Local Unrealized Gain Loss
394.14
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 AX8713
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX8713
Security Description
4% 01 Jan 2045
Maturity Date
2045-01-01T00:00:00.000
Interest Rate
4
Original Face
301000
Shares Par Value
203777.65
Base Market Value
217029.31
Base Total Cost
220716.65
Base Unrealized Gain Loss
-3687.34
Base Accrued Interest
0
Local Market Value
217029.31
Local Total Cost Amount
220716.65
Local Unrealized Gain Loss
-3687.34
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
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