Ask NYC Browse All Data Public Safety Transportation Health Buildings

Office of The Comptroller: Teachers Retirement System Holdings Data

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

City Government Office of the Comptroller Dataset 5u2d-n46s 25 fields
DOWNLOAD CSV
Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AV4499
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV4499
Security Description
4% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
4
Original Face
4332567.00
Shares Par Value
3174772.17
Base Market Value
3390021.72
Base Total Cost
3430242.10
Base Unrealized Gain Loss
-40220.38
Base Accrued Interest
0
Local Market Value
3390021.72
Local Total Cost Amount
3430242.10
Local Unrealized Gain Loss
-40220.38
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q16403
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q16403
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
1148943.00
Shares Par Value
807509.52
Base Market Value
810602.28
Base Total Cost
785113.78
Base Unrealized Gain Loss
25488.50
Base Accrued Interest
0
Local Market Value
810602.28
Local Total Cost Amount
785113.78
Local Unrealized Gain Loss
25488.50
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q14866
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q14866
Security Description
3% 01 Jan 2043
Maturity Date
2043-01-01T00:00:00.000
Interest Rate
3
Original Face
1783668.00
Shares Par Value
1214005.48
Base Market Value
1218558.00
Base Total Cost
1180999.71
Base Unrealized Gain Loss
37558.29
Base Accrued Interest
0
Local Market Value
1218558.00
Local Total Cost Amount
1180999.71
Local Unrealized Gain Loss
37558.29
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G07642
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07642
Security Description
5% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
5
Original Face
1845339.00
Shares Par Value
823210.18
Base Market Value
900583.70
Base Total Cost
899871.65
Base Unrealized Gain Loss
712.05
Base Accrued Interest
0
Local Market Value
900583.70
Local Total Cost Amount
899871.65
Local Unrealized Gain Loss
712.05
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL4682
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4682
Security Description
1% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
3.5
Original Face
2702255.00
Shares Par Value
1961186.56
Base Market Value
2034417.27
Base Total Cost
1992979.24
Base Unrealized Gain Loss
41438.03
Base Accrued Interest
0
Local Market Value
2034417.27
Local Total Cost Amount
1992979.24
Local Unrealized Gain Loss
41438.03
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS1561
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1561
Security Description
4% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
4
Original Face
1669901.00
Shares Par Value
1159403.95
Base Market Value
1237234.74
Base Total Cost
1250072.98
Base Unrealized Gain Loss
-12838.24
Base Accrued Interest
0
Local Market Value
1237234.74
Local Total Cost Amount
1250072.98
Local Unrealized Gain Loss
-12838.24
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS1453
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1453
Security Description
3.5% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
425573.00
Shares Par Value
286030.78
Base Market Value
296676.85
Base Total Cost
290097.77
Base Unrealized Gain Loss
6579.08
Base Accrued Interest
0
Local Market Value
296676.85
Local Total Cost Amount
290097.77
Local Unrealized Gain Loss
6579.08
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS1539
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1539
Security Description
3.5% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
680367.00
Shares Par Value
474619.08
Base Market Value
490770.37
Base Total Cost
481145.10
Base Unrealized Gain Loss
9625.27
Base Accrued Interest
0
Local Market Value
490770.37
Local Total Cost Amount
481145.10
Local Unrealized Gain Loss
9625.27
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q21647
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q21647
Security Description
3.5% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
3.5
Original Face
37833.00
Shares Par Value
29681.34
Base Market Value
30817.24
Base Total Cost
29978.15
Base Unrealized Gain Loss
839.09
Base Accrued Interest
0
Local Market Value
30817.24
Local Total Cost Amount
29978.15
Local Unrealized Gain Loss
839.09
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q24987
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q24987
Security Description
3.5% 01 Feb 2044
Maturity Date
2044-02-01T00:00:00.000
Interest Rate
3.5
Original Face
1235740.00
Shares Par Value
943951.89
Base Market Value
979991.97
Base Total Cost
953391.41
Base Unrealized Gain Loss
26600.56
Base Accrued Interest
0
Local Market Value
979991.97
Local Total Cost Amount
953391.41
Local Unrealized Gain Loss
26600.56
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G07408
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07408
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
375000.00
Shares Par Value
251454.81
Base Market Value
261075.47
Base Total Cost
253969.36
Base Unrealized Gain Loss
7106.11
Base Accrued Interest
0
Local Market Value
261075.47
Local Total Cost Amount
253969.36
Local Unrealized Gain Loss
7106.11
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AT0672
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT0672
Security Description
3.5% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1342486.00
Shares Par Value
888499.89
Base Market Value
921747.56
Base Total Cost
896135.45
Base Unrealized Gain Loss
25612.11
Base Accrued Interest
0
Local Market Value
921747.56
Local Total Cost Amount
896135.45
Local Unrealized Gain Loss
25612.11
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AU6867
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU6867
Security Description
3.5% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
3.5
Original Face
1211951.00
Shares Par Value
725729.78
Base Market Value
758373.11
Base Total Cost
765644.89
Base Unrealized Gain Loss
-7271.78
Base Accrued Interest
0
Local Market Value
758373.11
Local Total Cost Amount
765644.89
Local Unrealized Gain Loss
-7271.78
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V80168
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V80168
Security Description
3% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
3709011.00
Shares Par Value
2599969.98
Base Market Value
2609485.87
Base Total Cost
2512017.85
Base Unrealized Gain Loss
97468.02
Base Accrued Interest
0
Local Market Value
2609485.87
Local Total Cost Amount
2512017.85
Local Unrealized Gain Loss
97468.02
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V80169
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V80169
Security Description
3% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
7257265.00
Shares Par Value
5129675.92
Base Market Value
5148142.75
Base Total Cost
4953944.47
Base Unrealized Gain Loss
194198.28
Base Accrued Interest
0
Local Market Value
5148142.75
Local Total Cost Amount
4953944.47
Local Unrealized Gain Loss
194198.28
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL6161
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6161
Security Description
1% 01 Dec 2029
Maturity Date
2029-12-01T00:00:00.000
Interest Rate
3.5
Original Face
18000000.00
Shares Par Value
12026568.06
Base Market Value
12581233.38
Base Total Cost
12797020.06
Base Unrealized Gain Loss
-215786.68
Base Accrued Interest
0
Local Market Value
12581233.38
Local Total Cost Amount
12797020.06
Local Unrealized Gain Loss
-215786.68
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AX2392
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX2392
Security Description
3.5% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
3.5
Original Face
408449.00
Shares Par Value
265511.09
Base Market Value
277493.61
Base Total Cost
282561.88
Base Unrealized Gain Loss
-5068.27
Base Accrued Interest
0
Local Market Value
277493.61
Local Total Cost Amount
282561.88
Local Unrealized Gain Loss
-5068.27
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AX1257
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX1257
Security Description
3.5% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
3.5
Original Face
4081572.00
Shares Par Value
2386683.59
Base Market Value
2493917.28
Base Total Cost
2539953.43
Base Unrealized Gain Loss
-46036.15
Base Accrued Interest
0
Local Market Value
2493917.28
Local Total Cost Amount
2539953.43
Local Unrealized Gain Loss
-46036.15
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
GBP
Local Currency Code: GBP • Trade Country Name: UNITED KINGDOM • Security Name: POUND STERLING
Local Currency Code
GBP
Trade Country Name
UNITED KINGDOM
Security Name
POUND STERLING
Interest Rate
0
Original Face
0
Shares Par Value
514.41
Base Market Value
654.69
Base Total Cost
652.48
Base Unrealized Gain Loss
2.21
Base Accrued Interest
0
Local Market Value
514.41
Local Total Cost Amount
514.41
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
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 AW0138
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW0138
Security Description
3.5% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
3.5
Original Face
4150840.00
Shares Par Value
3087389.81
Base Market Value
3226754.59
Base Total Cost
3285658.16
Base Unrealized Gain Loss
-58903.57
Base Accrued Interest
0
Local Market Value
3226754.59
Local Total Cost Amount
3285658.16
Local Unrealized Gain Loss
-58903.57
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AX5325
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX5325
Security Description
3.5% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
3.5
Original Face
3630801.00
Shares Par Value
2499712.20
Base Market Value
2612374.23
Base Total Cost
2660240.60
Base Unrealized Gain Loss
-47866.37
Base Accrued Interest
0
Local Market Value
2612374.23
Local Total Cost Amount
2660240.60
Local Unrealized Gain Loss
-47866.37
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Oct 2024
Maturity Date
2024-10-25T00:00:00.000
Interest Rate
0.68567
Original Face
40300000.00
Shares Par Value
39709105.28
Base Market Value
1370889.35
Base Total Cost
1793033.40
Base Unrealized Gain Loss
-422144.05
Base Accrued Interest
0
Local Market Value
1370889.35
Local Total Cost Amount
1793033.40
Local Unrealized Gain Loss
-422144.05
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AW0158
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW0158
Security Description
4% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
4
Original Face
5435285.00
Shares Par Value
4195978.06
Base Market Value
4481975.92
Base Total Cost
4524116.66
Base Unrealized Gain Loss
-42140.74
Base Accrued Interest
0
Local Market Value
4481975.92
Local Total Cost Amount
4524116.66
Local Unrealized Gain Loss
-42140.74
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
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
443742.00
Shares Par Value
263937.85
Base Market Value
278475.55
Base Total Cost
282908.38
Base Unrealized Gain Loss
-4432.83
Base Accrued Interest
0
Local Market Value
278475.55
Local Total Cost Amount
282908.38
Local Unrealized Gain Loss
-4432.83
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
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
345866.00
Shares Par Value
269531.56
Base Market Value
281652.39
Base Total Cost
286798.45
Base Unrealized Gain Loss
-5146.06
Base Accrued Interest
0
Local Market Value
281652.39
Local Total Cost Amount
286798.45
Local Unrealized Gain Loss
-5146.06
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AW7996
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW7996
Security Description
3.5% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
3.5
Original Face
60996.00
Shares Par Value
36889.69
Base Market Value
38419.14
Base Total Cost
39252.92
Base Unrealized Gain Loss
-833.78
Base Accrued Interest
0
Local Market Value
38419.14
Local Total Cost Amount
39252.92
Local Unrealized Gain Loss
-833.78
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q12162
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q12162
Security Description
3.5% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.5
Original Face
822444.00
Shares Par Value
476458.73
Base Market Value
492648.80
Base Total Cost
497080.45
Base Unrealized Gain Loss
-4431.65
Base Accrued Interest
0
Local Market Value
492648.80
Local Total Cost Amount
497080.45
Local Unrealized Gain Loss
-4431.65
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BA2879
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2879
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
685988.00
Shares Par Value
559398.77
Base Market Value
594182.19
Base Total Cost
599714.82
Base Unrealized Gain Loss
-5532.63
Base Accrued Interest
0
Local Market Value
594182.19
Local Total Cost Amount
599714.82
Local Unrealized Gain Loss
-5532.63
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q36972
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q36972
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
3532771.00
Shares Par Value
2928383.72
Base Market Value
3100719.10
Base Total Cost
3147326.14
Base Unrealized Gain Loss
-46607.04
Base Accrued Interest
0
Local Market Value
3100719.10
Local Total Cost Amount
3147326.14
Local Unrealized Gain Loss
-46607.04
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BA2877
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2877
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
646165.00
Shares Par Value
532126.34
Base Market Value
563016.27
Base Total Cost
573719.50
Base Unrealized Gain Loss
-10703.23
Base Accrued Interest
0
Local Market Value
563016.27
Local Total Cost Amount
573719.50
Local Unrealized Gain Loss
-10703.23
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BA2878
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2878
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
642754.00
Shares Par Value
519537.45
Base Market Value
553047.62
Base Total Cost
558685.42
Base Unrealized Gain Loss
-5637.80
Base Accrued Interest
0
Local Market Value
553047.62
Local Total Cost Amount
558685.42
Local Unrealized Gain Loss
-5637.80
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL7521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7521
Security Description
1% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
5
Original Face
13057130.00
Shares Par Value
8518996.38
Base Market Value
9341249.91
Base Total Cost
9456418.77
Base Unrealized Gain Loss
-115168.86
Base Accrued Interest
0
Local Market Value
9341249.91
Local Total Cost Amount
9456418.77
Local Unrealized Gain Loss
-115168.86
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL7369
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7369
Security Description
1% 01 Jan 2043
Maturity Date
2043-01-01T00:00:00.000
Interest Rate
4
Original Face
2479782.00
Shares Par Value
1646262.03
Base Market Value
1736543.04
Base Total Cost
1760214.22
Base Unrealized Gain Loss
-23671.18
Base Accrued Interest
0
Local Market Value
1736543.04
Local Total Cost Amount
1760214.22
Local Unrealized Gain Loss
-23671.18
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL7577
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7577
Security Description
1% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
4
Original Face
1796708.00
Shares Par Value
1237475.34
Base Market Value
1305462.24
Base Total Cost
1323131.84
Base Unrealized Gain Loss
-17669.60
Base Accrued Interest
0
Local Market Value
1305462.24
Local Total Cost Amount
1323131.84
Local Unrealized Gain Loss
-17669.60
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BA2904
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2904
Security Description
4% 01 Nov 2045
Maturity Date
2045-11-01T00:00:00.000
Interest Rate
4
Original Face
1812213.00
Shares Par Value
1563628.23
Base Market Value
1659822.64
Base Total Cost
1679617.68
Base Unrealized Gain Loss
-19795.04
Base Accrued Interest
0
Local Market Value
1659822.64
Local Total Cost Amount
1679617.68
Local Unrealized Gain Loss
-19795.04
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BA2905
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2905
Security Description
4% 01 Nov 2045
Maturity Date
2045-11-01T00:00:00.000
Interest Rate
4
Original Face
2926619.00
Shares Par Value
2409046.58
Base Market Value
2564960.07
Base Total Cost
2581349.86
Base Unrealized Gain Loss
-16389.79
Base Accrued Interest
0
Local Market Value
2564960.07
Local Total Cost Amount
2581349.86
Local Unrealized Gain Loss
-16389.79
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS6233
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6233
Security Description
4.5% 01 Nov 2045
Maturity Date
2045-11-01T00:00:00.000
Interest Rate
4.5
Original Face
275752.00
Shares Par Value
195260.90
Base Market Value
210536.16
Base Total Cost
213703.90
Base Unrealized Gain Loss
-3167.74
Base Accrued Interest
0
Local Market Value
210536.16
Local Total Cost Amount
213703.90
Local Unrealized Gain Loss
-3167.74
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BA2924
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2924
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
832476.00
Shares Par Value
665290.85
Base Market Value
703578.34
Base Total Cost
709132.46
Base Unrealized Gain Loss
-5554.12
Base Accrued Interest
0
Local Market Value
703578.34
Local Total Cost Amount
709132.46
Local Unrealized Gain Loss
-5554.12
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL5778
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5778
Security Description
1% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
2184967.00
Shares Par Value
1611701.93
Base Market Value
1618358.26
Base Total Cost
1615983.01
Base Unrealized Gain Loss
2375.25
Base Accrued Interest
0
Local Market Value
1618358.26
Local Total Cost Amount
1615983.01
Local Unrealized Gain Loss
2375.25
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
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
1963560.00
Shares Par Value
1304762.51
Base Market Value
1347336.91
Base Total Cost
1343089.91
Base Unrealized Gain Loss
4247.00
Base Accrued Interest
0
Local Market Value
1347336.91
Local Total Cost Amount
1343089.91
Local Unrealized Gain Loss
4247.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q31112
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q31112
Security Description
4% 01 Jan 2045
Maturity Date
2045-01-01T00:00:00.000
Interest Rate
4
Original Face
100534.00
Shares Par Value
61254.42
Base Market Value
64470.89
Base Total Cost
64250.15
Base Unrealized Gain Loss
220.74
Base Accrued Interest
0
Local Market Value
64470.89
Local Total Cost Amount
64250.15
Local Unrealized Gain Loss
220.74
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WELLS FARGO COMMERCIAL MORTGAG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLS FARGO COMMERCIAL MORTGAG
Security Description
1% 15 Dec 2048
Maturity Date
2048-12-15T00:00:00.000
Interest Rate
1.09203
Original Face
15000000.00
Shares Par Value
14850154.50
Base Market Value
869507.73
Base Total Cost
1019769.46
Base Unrealized Gain Loss
-150261.73
Base Accrued Interest
0
Local Market Value
869507.73
Local Total Cost Amount
1019769.46
Local Unrealized Gain Loss
-150261.73
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
NR
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q37957
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q37957
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
639059.00
Shares Par Value
530073.47
Base Market Value
560722.32
Base Total Cost
564900.96
Base Unrealized Gain Loss
-4178.64
Base Accrued Interest
0
Local Market Value
560722.32
Local Total Cost Amount
564900.96
Local Unrealized Gain Loss
-4178.64
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
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
493152.00
Shares Par Value
433316.44
Base Market Value
458808.45
Base Total Cost
462869.98
Base Unrealized Gain Loss
-4061.53
Base Accrued Interest
0
Local Market Value
458808.45
Local Total Cost Amount
462869.98
Local Unrealized Gain Loss
-4061.53
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
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
1480343.00
Shares Par Value
1317293.33
Base Market Value
1406750.72
Base Total Cost
1404461.12
Base Unrealized Gain Loss
2289.60
Base Accrued Interest
0
Local Market Value
1406750.72
Local Total Cost Amount
1404461.12
Local Unrealized Gain Loss
2289.60
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BA4737
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA4737
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
1754327.00
Shares Par Value
1531260.04
Base Market Value
1631511.63
Base Total Cost
1628578.79
Base Unrealized Gain Loss
2932.84
Base Accrued Interest
0
Local Market Value
1631511.63
Local Total Cost Amount
1628578.79
Local Unrealized Gain Loss
2932.84
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
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
2043394.00
Shares Par Value
1757270.08
Base Market Value
1876729.30
Base Total Cost
1878906.10
Base Unrealized Gain Loss
-2176.80
Base Accrued Interest
0
Local Market Value
1876729.30
Local Total Cost Amount
1878906.10
Local Unrealized Gain Loss
-2176.80
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS6662
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6662
Security Description
4% 01 Feb 2046
Maturity Date
2046-02-01T00:00:00.000
Interest Rate
4
Original Face
320999.00
Shares Par Value
284902.40
Base Market Value
302651.82
Base Total Cost
310832.98
Base Unrealized Gain Loss
-8181.16
Base Accrued Interest
0
Local Market Value
302651.82
Local Total Cost Amount
310832.98
Local Unrealized Gain Loss
-8181.16
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AI5228
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI5228
Security Description
4% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
4
Original Face
2254255.00
Shares Par Value
548694.66
Base Market Value
578971.63
Base Total Cost
588303.58
Base Unrealized Gain Loss
-9331.95
Base Accrued Interest
0
Local Market Value
578971.63
Local Total Cost Amount
588303.58
Local Unrealized Gain Loss
-9331.95
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 890720
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890720
Security Description
1% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
4.5
Original Face
26564000.00
Shares Par Value
18364809.15
Base Market Value
19863193.93
Base Total Cost
20026967.85
Base Unrealized Gain Loss
-163773.92
Base Accrued Interest
0
Local Market Value
19863193.93
Local Total Cost Amount
20026967.85
Local Unrealized Gain Loss
-163773.92
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface