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: FED HM LN PC POOL G60393
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60393
Security Description
3.5% 01 Jan 2046
Maturity Date
2046-01-01T00:00:00.000
Interest Rate
3.5
Original Face
1678797.00
Shares Par Value
1461956.93
Base Market Value
1508169.39
Base Total Cost
1508842.34
Base Unrealized Gain Loss
-672.95
Base Accrued Interest
0
Local Market Value
1508169.39
Local Total Cost Amount
1508842.34
Local Unrealized Gain Loss
-672.95
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 720117
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 720117
Security Description
4% 01 Jul 2033
Maturity Date
2033-07-01T00:00:00.000
Interest Rate
4
Original Face
5853389.00
Shares Par Value
587690.44
Base Market Value
618849.79
Base Total Cost
632134.52
Base Unrealized Gain Loss
-13284.73
Base Accrued Interest
0
Local Market Value
618849.79
Local Total Cost Amount
632134.52
Local Unrealized Gain Loss
-13284.73
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 AS6808
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6808
Security Description
3% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3
Original Face
1898000.00
Shares Par Value
1652188.90
Base Market Value
1657988.08
Base Total Cost
1692590.07
Base Unrealized Gain Loss
-34601.99
Base Accrued Interest
0
Local Market Value
1657988.08
Local Total Cost Amount
1692590.07
Local Unrealized Gain Loss
-34601.99
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 AX3292
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX3292
Security Description
3% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
3
Original Face
680233.00
Shares Par Value
652538.05
Base Market Value
654861.09
Base Total Cost
668494.66
Base Unrealized Gain Loss
-13633.57
Base Accrued Interest
0
Local Market Value
654861.09
Local Total Cost Amount
668494.66
Local Unrealized Gain Loss
-13633.57
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 734931
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 734931
Security Description
4% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
4
Original Face
200374.00
Shares Par Value
10948.71
Base Market Value
11543.33
Base Total Cost
11776.69
Base Unrealized Gain Loss
-233.36
Base Accrued Interest
0
Local Market Value
11543.33
Local Total Cost Amount
11776.69
Local Unrealized Gain Loss
-233.36
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 AB8248
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8248
Security Description
4% 01 Jul 2035
Maturity Date
2035-07-01T00:00:00.000
Interest Rate
4
Original Face
1821378.00
Shares Par Value
562605.98
Base Market Value
591698.34
Base Total Cost
605153.06
Base Unrealized Gain Loss
-13454.72
Base Accrued Interest
0
Local Market Value
591698.34
Local Total Cost Amount
605153.06
Local Unrealized Gain Loss
-13454.72
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 AL8045
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8045
Security Description
1% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3.5
Original Face
1521596.00
Shares Par Value
1187554.82
Base Market Value
1225366.57
Base Total Cost
1229768.69
Base Unrealized Gain Loss
-4402.12
Base Accrued Interest
1385.48
Local Market Value
1225366.57
Local Total Cost Amount
1229768.69
Local Unrealized Gain Loss
-4402.12
Local Accrued Interest
1385.48
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 AS6823
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6823
Security Description
3.5% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1798000.00
Shares Par Value
1602075.10
Base Market Value
1653325.48
Base Total Cost
1655894.81
Base Unrealized Gain Loss
-2569.33
Base Accrued Interest
0
Local Market Value
1653325.48
Local Total Cost Amount
1655894.81
Local Unrealized Gain Loss
-2569.33
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 AL6055
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6055
Security Description
1% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
4
Original Face
2923083.00
Shares Par Value
2019261.91
Base Market Value
2157318.85
Base Total Cost
2230022.39
Base Unrealized Gain Loss
-72703.54
Base Accrued Interest
0
Local Market Value
2157318.85
Local Total Cost Amount
2230022.39
Local Unrealized Gain Loss
-72703.54
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 Q39051
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q39051
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
114600.00
Shares Par Value
78614.92
Base Market Value
82742.99
Base Total Cost
82459.70
Base Unrealized Gain Loss
283.29
Base Accrued Interest
0
Local Market Value
82742.99
Local Total Cost Amount
82459.70
Local Unrealized Gain Loss
283.29
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 Q39250
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q39250
Security Description
3.5% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1202000.00
Shares Par Value
1095369.18
Base Market Value
1129993.80
Base Total Cost
1132166.75
Base Unrealized Gain Loss
-2172.95
Base Accrued Interest
0
Local Market Value
1129993.80
Local Total Cost Amount
1132166.75
Local Unrealized Gain Loss
-2172.95
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 AT9290
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT9290
Security Description
3.5% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3.5
Original Face
3423558.00
Shares Par Value
2238590.79
Base Market Value
2304651.60
Base Total Cost
2327085.10
Base Unrealized Gain Loss
-22433.50
Base Accrued Interest
0
Local Market Value
2304651.60
Local Total Cost Amount
2327085.10
Local Unrealized Gain Loss
-22433.50
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 Q19129
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q19129
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
630000.00
Shares Par Value
511645.84
Base Market Value
531221.41
Base Total Cost
531152.35
Base Unrealized Gain Loss
69.06
Base Accrued Interest
0
Local Market Value
531221.41
Local Total Cost Amount
531152.35
Local Unrealized Gain Loss
69.06
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 AW3139
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW3139
Security Description
4% 01 May 2039
Maturity Date
2039-05-01T00:00:00.000
Interest Rate
4
Original Face
47000.00
Shares Par Value
28405.42
Base Market Value
29906.93
Base Total Cost
30500.32
Base Unrealized Gain Loss
-593.39
Base Accrued Interest
0
Local Market Value
29906.93
Local Total Cost Amount
30500.32
Local Unrealized Gain Loss
-593.39
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 AL7167
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7167
Security Description
1% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
4
Original Face
1157628.00
Shares Par Value
663030.14
Base Market Value
703594.32
Base Total Cost
706127.10
Base Unrealized Gain Loss
-2532.78
Base Accrued Interest
0
Local Market Value
703594.32
Local Total Cost Amount
706127.10
Local Unrealized Gain Loss
-2532.78
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: FNMA POOL AO9707
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO9707
Security Description
3.5% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
3.5
Original Face
220414.00
Shares Par Value
120225.92
Base Market Value
124065.94
Base Total Cost
123607.28
Base Unrealized Gain Loss
458.66
Base Accrued Interest
0
Local Market Value
124065.94
Local Total Cost Amount
123607.28
Local Unrealized Gain Loss
458.66
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 AO2881
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO2881
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
71500.00
Shares Par Value
47696.43
Base Market Value
49106.81
Base Total Cost
49037.89
Base Unrealized Gain Loss
68.92
Base Accrued Interest
0
Local Market Value
49106.81
Local Total Cost Amount
49037.89
Local Unrealized Gain Loss
68.92
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BC5981
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC5981
Security Description
3.5% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1536474.00
Shares Par Value
1375071.45
Base Market Value
1419417.50
Base Total Cost
1421265.26
Base Unrealized Gain Loss
-1847.76
Base Accrued Interest
0
Local Market Value
1419417.50
Local Total Cost Amount
1421265.26
Local Unrealized Gain Loss
-1847.76
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 J34223
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J34223
Security Description
3.5% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
3.5
Original Face
83249.00
Shares Par Value
78070.00
Base Market Value
81800.18
Base Total Cost
83620.29
Base Unrealized Gain Loss
-1820.11
Base Accrued Interest
0
Local Market Value
81800.18
Local Total Cost Amount
83620.29
Local Unrealized Gain Loss
-1820.11
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: FED HM LN PC POOL V82321
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82321
Security Description
3.5% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
1744947.00
Shares Par Value
1372898.63
Base Market Value
1416611.72
Base Total Cost
1419019.46
Base Unrealized Gain Loss
-2407.74
Base Accrued Interest
0
Local Market Value
1416611.72
Local Total Cost Amount
1419019.46
Local Unrealized Gain Loss
-2407.74
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: FED HM LN PC POOL V82337
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82337
Security Description
4% 01 Nov 2044
Maturity Date
2044-11-01T00:00:00.000
Interest Rate
4
Original Face
1082176.00
Shares Par Value
865820.00
Base Market Value
915344.90
Base Total Cost
908164.03
Base Unrealized Gain Loss
7180.87
Base Accrued Interest
0
Local Market Value
915344.90
Local Total Cost Amount
908164.03
Local Unrealized Gain Loss
7180.87
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: 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 Dec 2022
Maturity Date
2022-12-25T00:00:00.000
Interest Rate
0.84517
Original Face
17390000.00
Shares Par Value
17368989.23
Base Market Value
441247.01
Base Total Cost
590337.20
Base Unrealized Gain Loss
-149090.19
Base Accrued Interest
0
Local Market Value
441247.01
Local Total Cost Amount
590337.20
Local Unrealized Gain Loss
-149090.19
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: MORGAN STANLEY BAML TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY BAML TRUST
Security Description
1% 15 May 2049
Maturity Date
2049-05-15T00:00:00.000
Interest Rate
1.81098
Original Face
7800000.00
Shares Par Value
7730499.35
Base Market Value
815192.75
Base Total Cost
890966.33
Base Unrealized Gain Loss
-75773.58
Base Accrued Interest
0
Local Market Value
815192.75
Local Total Cost Amount
890966.33
Local Unrealized Gain Loss
-75773.58
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
Aaa
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 G60561
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60561
Security Description
3.5% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1368000.00
Shares Par Value
1189573.93
Base Market Value
1227176.36
Base Total Cost
1229536.18
Base Unrealized Gain Loss
-2359.82
Base Accrued Interest
0
Local Market Value
1227176.36
Local Total Cost Amount
1229536.18
Local Unrealized Gain Loss
-2359.82
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: CFCRE COMMERCIAL MORTGAGE TRUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CFCRE COMMERCIAL MORTGAGE TRUS
Security Description
1% 10 May 2058
Maturity Date
2058-05-10T00:00:00.000
Interest Rate
1.9235
Original Face
12733438.00
Shares Par Value
12597755.07
Base Market Value
1430454.93
Base Total Cost
1555635.03
Base Unrealized Gain Loss
-125180.10
Base Accrued Interest
0
Local Market Value
1430454.93
Local Total Cost Amount
1555635.03
Local Unrealized Gain Loss
-125180.10
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: FNMA POOL AS2821
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS2821
Security Description
4% 01 Jul 2039
Maturity Date
2039-07-01T00:00:00.000
Interest Rate
4
Original Face
1646302.00
Shares Par Value
866130.68
Base Market Value
914443.45
Base Total Cost
930007.82
Base Unrealized Gain Loss
-15564.37
Base Accrued Interest
0
Local Market Value
914443.45
Local Total Cost Amount
930007.82
Local Unrealized Gain Loss
-15564.37
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: FED HM LN PC POOL G08717
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08717
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
17458768.00
Shares Par Value
15463542.28
Base Market Value
16275532.89
Base Total Cost
16185979.65
Base Unrealized Gain Loss
89553.24
Base Accrued Interest
0
Local Market Value
16275532.89
Local Total Cost Amount
16185979.65
Local Unrealized Gain Loss
89553.24
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 AL8570
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8570
Security Description
1% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1189000.00
Shares Par Value
1055412.85
Base Market Value
1089175.51
Base Total Cost
1090868.13
Base Unrealized Gain Loss
-1692.62
Base Accrued Interest
0
Local Market Value
1089175.51
Local Total Cost Amount
1090868.13
Local Unrealized Gain Loss
-1692.62
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 AS7320
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7320
Security Description
2.5% 01 Jun 2031
Maturity Date
2031-06-01T00:00:00.000
Interest Rate
2.5
Original Face
1345283.00
Shares Par Value
1202246.75
Base Market Value
1210518.21
Base Total Cost
1245217.69
Base Unrealized Gain Loss
-34699.48
Base Accrued Interest
0
Local Market Value
1210518.21
Local Total Cost Amount
1245217.69
Local Unrealized Gain Loss
-34699.48
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 AS7353
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7353
Security Description
3.5% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3.5
Original Face
4165000.00
Shares Par Value
3887255.55
Base Market Value
4011803.22
Base Total Cost
4029687.03
Base Unrealized Gain Loss
-17883.81
Base Accrued Interest
4535.13
Local Market Value
4011803.22
Local Total Cost Amount
4029687.03
Local Unrealized Gain Loss
-17883.81
Local Accrued Interest
4535.13
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 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
16855273.00
Shares Par Value
13911309.11
Base Market Value
14409333.98
Base Total Cost
14317780.17
Base Unrealized Gain Loss
91553.81
Base Accrued Interest
0
Local Market Value
14409333.98
Local Total Cost Amount
14317780.17
Local Unrealized Gain Loss
91553.81
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 J31901
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J31901
Security Description
3% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
3
Original Face
5724629.00
Shares Par Value
4616745.96
Base Market Value
4749015.73
Base Total Cost
4794923.51
Base Unrealized Gain Loss
-45907.78
Base Accrued Interest
0
Local Market Value
4749015.73
Local Total Cost Amount
4794923.51
Local Unrealized Gain Loss
-45907.78
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 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
441731.00
Shares Par Value
358721.60
Base Market Value
369178.33
Base Total Cost
373406.77
Base Unrealized Gain Loss
-4228.44
Base Accrued Interest
0
Local Market Value
369178.33
Local Total Cost Amount
373406.77
Local Unrealized Gain Loss
-4228.44
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 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
1001268.00
Shares Par Value
747854.78
Base Market Value
769722.05
Base Total Cost
778470.10
Base Unrealized Gain Loss
-8748.05
Base Accrued Interest
0
Local Market Value
769722.05
Local Total Cost Amount
778470.10
Local Unrealized Gain Loss
-8748.05
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 AX3271
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX3271
Security Description
3% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
3
Original Face
1044185.00
Shares Par Value
871210.52
Base Market Value
896405.93
Base Total Cost
906058.96
Base Unrealized Gain Loss
-9653.03
Base Accrued Interest
0
Local Market Value
896405.93
Local Total Cost Amount
906058.96
Local Unrealized Gain Loss
-9653.03
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: FED HM LN PC POOL J31297
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J31297
Security Description
3% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
3
Original Face
2823083.00
Shares Par Value
2251797.15
Base Market Value
2317414.52
Base Total Cost
2340461.67
Base Unrealized Gain Loss
-23047.15
Base Accrued Interest
0
Local Market Value
2317414.52
Local Total Cost Amount
2340461.67
Local Unrealized Gain Loss
-23047.15
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 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
346756.00
Shares Par Value
273140.46
Base Market Value
285139.52
Base Total Cost
289368.85
Base Unrealized Gain Loss
-4229.33
Base Accrued Interest
0
Local Market Value
285139.52
Local Total Cost Amount
289368.85
Local Unrealized Gain Loss
-4229.33
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 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
1413803.00
Shares Par Value
1109205.82
Base Market Value
1160484.41
Base Total Cost
1179267.78
Base Unrealized Gain Loss
-18783.37
Base Accrued Interest
0
Local Market Value
1160484.41
Local Total Cost Amount
1179267.78
Local Unrealized Gain Loss
-18783.37
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: FNMA POOL AY3412
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY3412
Security Description
3% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
3
Original Face
7894225.00
Shares Par Value
6024650.14
Base Market Value
6199244.50
Base Total Cost
6267989.53
Base Unrealized Gain Loss
-68745.03
Base Accrued Interest
0
Local Market Value
6199244.50
Local Total Cost Amount
6267989.53
Local Unrealized Gain Loss
-68745.03
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 AS5728
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5728
Security Description
3% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
3
Original Face
1702339.00
Shares Par Value
1342085.15
Base Market Value
1381274.04
Base Total Cost
1394300.64
Base Unrealized Gain Loss
-13026.60
Base Accrued Interest
0
Local Market Value
1381274.04
Local Total Cost Amount
1394300.64
Local Unrealized Gain Loss
-13026.60
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 BC1450
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC1450
Security Description
3% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
3
Original Face
3041318.00
Shares Par Value
2888675.71
Base Market Value
2893384.25
Base Total Cost
2843540.16
Base Unrealized Gain Loss
49844.09
Base Accrued Interest
0
Local Market Value
2893384.25
Local Total Cost Amount
2843540.16
Local Unrealized Gain Loss
49844.09
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 V82528
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82528
Security Description
4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4
Original Face
644000.00
Shares Par Value
599817.44
Base Market Value
635332.63
Base Total Cost
638665.00
Base Unrealized Gain Loss
-3332.37
Base Accrued Interest
0
Local Market Value
635332.63
Local Total Cost Amount
638665.00
Local Unrealized Gain Loss
-3332.37
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 Q41927
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q41927
Security Description
4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4
Original Face
782385.00
Shares Par Value
771092.91
Base Market Value
811583.00
Base Total Cost
802026.99
Base Unrealized Gain Loss
9556.01
Base Accrued Interest
0
Local Market Value
811583.00
Local Total Cost Amount
802026.99
Local Unrealized Gain Loss
9556.01
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
18269.96
Base Market Value
18269.96
Base Total Cost
18269.96
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
18269.96
Local Total Cost Amount
18269.96
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G15870
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G15870
Security Description
3.5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
3.5
Original Face
1412113.00
Shares Par Value
1195249.55
Base Market Value
1251294.80
Base Total Cost
1278169.99
Base Unrealized Gain Loss
-26875.19
Base Accrued Interest
0
Local Market Value
1251294.80
Local Total Cost Amount
1278169.99
Local Unrealized Gain Loss
-26875.19
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 AS7729
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7729
Security Description
3% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3
Original Face
3495498.00
Shares Par Value
3343029.03
Base Market Value
3348478.17
Base Total Cost
3290794.19
Base Unrealized Gain Loss
57683.98
Base Accrued Interest
0
Local Market Value
3348478.17
Local Total Cost Amount
3290794.19
Local Unrealized Gain Loss
57683.98
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 BD4900
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD4900
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
246994.00
Shares Par Value
221403.72
Base Market Value
236454.74
Base Total Cost
236071.72
Base Unrealized Gain Loss
383.02
Base Accrued Interest
0
Local Market Value
236454.74
Local Total Cost Amount
236071.72
Local Unrealized Gain Loss
383.02
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 Q42563
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q42563
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
451419.00
Shares Par Value
445623.35
Base Market Value
469023.03
Base Total Cost
466581.56
Base Unrealized Gain Loss
2441.47
Base Accrued Interest
0
Local Market Value
469023.03
Local Total Cost Amount
466581.56
Local Unrealized Gain Loss
2441.47
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 BC1486
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC1486
Security Description
3% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3
Original Face
3181149.00
Shares Par Value
3024545.20
Base Market Value
3029475.21
Base Total Cost
2977286.68
Base Unrealized Gain Loss
52188.53
Base Accrued Interest
0
Local Market Value
3029475.21
Local Total Cost Amount
2977286.68
Local Unrealized Gain Loss
52188.53
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 V82553
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82553
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
356000.00
Shares Par Value
338163.54
Base Market Value
358186.20
Base Total Cost
360064.92
Base Unrealized Gain Loss
-1878.72
Base Accrued Interest
0
Local Market Value
358186.20
Local Total Cost Amount
360064.92
Local Unrealized Gain Loss
-1878.72
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
NYC Data AI • Public-data exploration interface