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: GNMA II POOL AJ5407
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AJ5407
Security Description
3.5% 20 Nov 2044
Maturity Date
2044-11-20T00:00:00.000
Interest Rate
3.5
Original Face
778877.00
Shares Par Value
629731.26
Base Market Value
653289.51
Base Total Cost
659741.91
Base Unrealized Gain Loss
-6452.40
Base Accrued Interest
0
Local Market Value
653289.51
Local Total Cost Amount
659741.91
Local Unrealized Gain Loss
-6452.40
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AO1802
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO1802
Security Description
4.5% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
4.5
Original Face
1240892.00
Shares Par Value
730502.14
Base Market Value
787678.54
Base Total Cost
791909.97
Base Unrealized Gain Loss
-4231.43
Base Accrued Interest
0
Local Market Value
787678.54
Local Total Cost Amount
791909.97
Local Unrealized Gain Loss
-4231.43
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: GNMA POOL AJ8906
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AJ8906
Security Description
4% 15 Nov 2044
Maturity Date
2044-11-15T00:00:00.000
Interest Rate
4
Original Face
405510.00
Shares Par Value
316403.48
Base Market Value
334916.25
Base Total Cost
339194.41
Base Unrealized Gain Loss
-4278.16
Base Accrued Interest
0
Local Market Value
334916.25
Local Total Cost Amount
339194.41
Local Unrealized Gain Loss
-4278.16
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL AJ4244
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AJ4244
Security Description
4% 15 Aug 2044
Maturity Date
2044-08-15T00:00:00.000
Interest Rate
4
Original Face
732315.00
Shares Par Value
376816.06
Base Market Value
398192.84
Base Total Cost
403252.06
Base Unrealized Gain Loss
-5059.22
Base Accrued Interest
0
Local Market Value
398192.84
Local Total Cost Amount
403252.06
Local Unrealized Gain Loss
-5059.22
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA2193
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2193
Security Description
4.5% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4.5
Original Face
736103.00
Shares Par Value
490101.35
Base Market Value
526329.64
Base Total Cost
533237.87
Base Unrealized Gain Loss
-6908.23
Base Accrued Interest
0
Local Market Value
526329.64
Local Total Cost Amount
533237.87
Local Unrealized Gain Loss
-6908.23
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 AE5533
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE5533
Security Description
5.5% 01 Nov 2037
Maturity Date
2037-11-01T00:00:00.000
Interest Rate
5.5
Original Face
937000.00
Shares Par Value
182524.65
Base Market Value
196871.09
Base Total Cost
202944.61
Base Unrealized Gain Loss
-6073.52
Base Accrued Interest
0
Local Market Value
196871.09
Local Total Cost Amount
202944.61
Local Unrealized Gain Loss
-6073.52
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 AX6589
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX6589
Security Description
3.5% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
3.5
Original Face
1103665.00
Shares Par Value
726395.79
Base Market Value
746516.95
Base Total Cost
759821.35
Base Unrealized Gain Loss
-13304.40
Base Accrued Interest
0
Local Market Value
746516.95
Local Total Cost Amount
759821.35
Local Unrealized Gain Loss
-13304.40
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 AX6599
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX6599
Security Description
3.5% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
3.5
Original Face
903917.00
Shares Par Value
675265.20
Base Market Value
693970.05
Base Total Cost
704069.48
Base Unrealized Gain Loss
-10099.43
Base Accrued Interest
0
Local Market Value
693970.05
Local Total Cost Amount
704069.48
Local Unrealized Gain Loss
-10099.43
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 Q11785
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q11785
Security Description
3% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3
Original Face
2905673.00
Shares Par Value
1819007.55
Base Market Value
1827938.88
Base Total Cost
1822133.96
Base Unrealized Gain Loss
5804.92
Base Accrued Interest
0
Local Market Value
1827938.88
Local Total Cost Amount
1822133.96
Local Unrealized Gain Loss
5804.92
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: GNMA II POOL AK6861
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AK6861
Security Description
3% 20 Jan 2045
Maturity Date
2045-01-20T00:00:00.000
Interest Rate
3
Original Face
400000.00
Shares Par Value
333809.07
Base Market Value
337864.85
Base Total Cost
341319.78
Base Unrealized Gain Loss
-3454.93
Base Accrued Interest
0
Local Market Value
337864.85
Local Total Cost Amount
341319.78
Local Unrealized Gain Loss
-3454.93
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 669977
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 669977
Security Description
3% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
3
Original Face
600000.00
Shares Par Value
510261.76
Base Market Value
516910.47
Base Total Cost
525410.15
Base Unrealized Gain Loss
-8499.68
Base Accrued Interest
0
Local Market Value
516910.47
Local Total Cost Amount
525410.15
Local Unrealized Gain Loss
-8499.68
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 669979
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 669979
Security Description
3% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
3
Original Face
610094.00
Shares Par Value
490025.76
Base Market Value
496116.78
Base Total Cost
504726.51
Base Unrealized Gain Loss
-8609.73
Base Accrued Interest
0
Local Market Value
496116.78
Local Total Cost Amount
504726.51
Local Unrealized Gain Loss
-8609.73
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 669978
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 669978
Security Description
3% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
3
Original Face
207953.00
Shares Par Value
186757.12
Base Market Value
189132.67
Base Total Cost
192418.21
Base Unrealized Gain Loss
-3285.54
Base Accrued Interest
0
Local Market Value
189132.67
Local Total Cost Amount
192418.21
Local Unrealized Gain Loss
-3285.54
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AY6305
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY6305
Security Description
3.5% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
3.5
Original Face
2044995.00
Shares Par Value
1755431.72
Base Market Value
1812641.24
Base Total Cost
1829763.29
Base Unrealized Gain Loss
-17122.05
Base Accrued Interest
0
Local Market Value
1812641.24
Local Total Cost Amount
1829763.29
Local Unrealized Gain Loss
-17122.05
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 MA2245
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2245
Security Description
4.5% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
4.5
Original Face
217996.00
Shares Par Value
144899.94
Base Market Value
155654.41
Base Total Cost
157284.35
Base Unrealized Gain Loss
-1629.94
Base Accrued Interest
0
Local Market Value
155654.41
Local Total Cost Amount
157284.35
Local Unrealized Gain Loss
-1629.94
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 AZ1676
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ1676
Security Description
3.5% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
3.5
Original Face
421573.00
Shares Par Value
356279.11
Base Market Value
367270.32
Base Total Cost
372868.33
Base Unrealized Gain Loss
-5598.01
Base Accrued Interest
0
Local Market Value
367270.32
Local Total Cost Amount
372868.33
Local Unrealized Gain Loss
-5598.01
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 AZ1679
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ1679
Security Description
4% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
4
Original Face
267633.00
Shares Par Value
226633.61
Base Market Value
240315.48
Base Total Cost
243277.01
Base Unrealized Gain Loss
-2961.53
Base Accrued Interest
0
Local Market Value
240315.48
Local Total Cost Amount
243277.01
Local Unrealized Gain Loss
-2961.53
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: FNMA POOL BE3626
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE3626
Security Description
5% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
5
Original Face
958060.00
Shares Par Value
956820.01
Base Market Value
1060462.75
Base Total Cost
1066256.30
Base Unrealized Gain Loss
-5793.55
Base Accrued Interest
0
Local Market Value
1060462.75
Local Total Cost Amount
1066256.30
Local Unrealized Gain Loss
-5793.55
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: GNMA II POOL AZ9071
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AZ9071
Security Description
4% 20 May 2047
Maturity Date
2047-05-20T00:00:00.000
Interest Rate
4
Original Face
775530.00
Shares Par Value
774471.85
Base Market Value
816129.99
Base Total Cost
821061.17
Base Unrealized Gain Loss
-4931.18
Base Accrued Interest
1635.00
Local Market Value
816129.99
Local Total Cost Amount
821061.17
Local Unrealized Gain Loss
-4931.18
Local Accrued Interest
1635.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL BA9145
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL BA9145
Security Description
4% 20 May 2047
Maturity Date
2047-05-20T00:00:00.000
Interest Rate
4
Original Face
649052.00
Shares Par Value
648072.48
Base Market Value
686956.83
Base Total Cost
686906.20
Base Unrealized Gain Loss
50.63
Base Accrued Interest
1368.15
Local Market Value
686956.83
Local Total Cost Amount
686906.20
Local Unrealized Gain Loss
50.63
Local Accrued Interest
1368.15
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL AY2373
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AY2373
Security Description
3.5% 20 May 2047
Maturity Date
2047-05-20T00:00:00.000
Interest Rate
3.5
Original Face
1232536.00
Shares Par Value
1230617.72
Base Market Value
1278033.42
Base Total Cost
1283111.25
Base Unrealized Gain Loss
-5077.83
Base Accrued Interest
0
Local Market Value
1278033.42
Local Total Cost Amount
1283111.25
Local Unrealized Gain Loss
-5077.83
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL BA8983
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL BA8983
Security Description
4% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
4
Original Face
1417387.00
Shares Par Value
1417387.00
Base Market Value
1503833.43
Base Total Cost
1501876.55
Base Unrealized Gain Loss
1956.88
Base Accrued Interest
2992.26
Local Market Value
1503833.43
Local Total Cost Amount
1501876.55
Local Unrealized Gain Loss
1956.88
Local Accrued Interest
2992.26
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BE3700
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE3700
Security Description
5% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
5
Original Face
2565160.00
Shares Par Value
2565160.00
Base Market Value
2842992.48
Base Total Cost
2866566.30
Base Unrealized Gain Loss
-23573.82
Base Accrued Interest
0
Local Market Value
2842992.48
Local Total Cost Amount
2866566.30
Local Unrealized Gain Loss
-23573.82
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: GNMA II POOL AZ9062
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AZ9062
Security Description
4% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
4
Original Face
1034957.00
Shares Par Value
1034957.00
Base Market Value
1090389.30
Base Total Cost
1101016.36
Base Unrealized Gain Loss
-10627.06
Base Accrued Interest
0
Local Market Value
1090389.30
Local Total Cost Amount
1101016.36
Local Unrealized Gain Loss
-10627.06
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q48878
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q48878
Security Description
5% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
5
Original Face
2760004.00
Shares Par Value
2760004.00
Base Market Value
3052398.82
Base Total Cost
3084304.47
Base Unrealized Gain Loss
-31905.65
Base Accrued Interest
0
Local Market Value
3052398.82
Local Total Cost Amount
3084304.47
Local Unrealized Gain Loss
-31905.65
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: GNMA II POOL BA3205
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL BA3205
Security Description
3.5% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
3.5
Original Face
920782.00
Shares Par Value
920782.00
Base Market Value
954685.19
Base Total Cost
964375.27
Base Unrealized Gain Loss
-9690.08
Base Accrued Interest
0
Local Market Value
954685.19
Local Total Cost Amount
964375.27
Local Unrealized Gain Loss
-9690.08
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL AZ8788
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AZ8788
Security Description
4% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
4
Original Face
3678426.00
Shares Par Value
3678426.00
Base Market Value
3902773.20
Base Total Cost
3911776.15
Base Unrealized Gain Loss
-9002.95
Base Accrued Interest
0
Local Market Value
3902773.20
Local Total Cost Amount
3911776.15
Local Unrealized Gain Loss
-9002.95
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL BB0222
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL BB0222
Security Description
3.5% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
3.5
Original Face
793702.00
Shares Par Value
793702.00
Base Market Value
824830.99
Base Total Cost
830534.73
Base Unrealized Gain Loss
-5703.74
Base Accrued Interest
0
Local Market Value
824830.99
Local Total Cost Amount
830534.73
Local Unrealized Gain Loss
-5703.74
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL BB0216
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL BB0216
Security Description
3.5% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
3.5
Original Face
2646900.00
Shares Par Value
2646900.00
Base Market Value
2744358.86
Base Total Cost
2763942.61
Base Unrealized Gain Loss
-19583.75
Base Accrued Interest
0
Local Market Value
2744358.86
Local Total Cost Amount
2763942.61
Local Unrealized Gain Loss
-19583.75
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL AY2378
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AY2378
Security Description
3.25% 20 Feb 2047
Maturity Date
2047-02-20T00:00:00.000
Interest Rate
3.25
Original Face
517714.00
Shares Par Value
517714.00
Base Market Value
530030.42
Base Total Cost
531789.35
Base Unrealized Gain Loss
-1758.93
Base Accrued Interest
888.02
Local Market Value
530030.42
Local Total Cost Amount
531789.35
Local Unrealized Gain Loss
-1758.93
Local Accrued Interest
888.02
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL AY2375
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AY2375
Security Description
3.5% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
3.5
Original Face
1050619.00
Shares Par Value
1050619.00
Base Market Value
1091099.35
Base Total Cost
1092643.76
Base Unrealized Gain Loss
-1544.41
Base Accrued Interest
1940.73
Local Market Value
1091099.35
Local Total Cost Amount
1092643.76
Local Unrealized Gain Loss
-1544.41
Local Accrued Interest
1940.73
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 737017
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 737017
Security Description
4.5% 15 Feb 2040
Maturity Date
2040-02-15T00:00:00.000
Interest Rate
4.5
Original Face
1839019.00
Shares Par Value
629808.95
Base Market Value
683342.71
Base Total Cost
684917.24
Base Unrealized Gain Loss
-1574.53
Base Accrued Interest
0
Local Market Value
683342.71
Local Total Cost Amount
684917.24
Local Unrealized Gain Loss
-1574.53
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 706840
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 706840
Security Description
4.5% 15 May 2040
Maturity Date
2040-05-15T00:00:00.000
Interest Rate
4.5
Original Face
1626527.00
Shares Par Value
888468.04
Base Market Value
977368.15
Base Total Cost
962877.24
Base Unrealized Gain Loss
14490.91
Base Accrued Interest
0
Local Market Value
977368.15
Local Total Cost Amount
962877.24
Local Unrealized Gain Loss
14490.91
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB0458
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB0458
Security Description
4.5% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
4.5
Original Face
10224325.00
Shares Par Value
1971181.66
Base Market Value
2126550.20
Base Total Cost
2130108.18
Base Unrealized Gain Loss
-3557.98
Base Accrued Interest
0
Local Market Value
2126550.20
Local Total Cost Amount
2130108.18
Local Unrealized Gain Loss
-3557.98
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 MA2624
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2624
Security Description
4% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
4
Original Face
199535.00
Shares Par Value
172995.69
Base Market Value
182366.87
Base Total Cost
185808.18
Base Unrealized Gain Loss
-3441.31
Base Accrued Interest
0
Local Market Value
182366.87
Local Total Cost Amount
185808.18
Local Unrealized Gain Loss
-3441.31
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 MA2628
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2628
Security Description
4.5% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
4.5
Original Face
1084562.00
Shares Par Value
880623.15
Base Market Value
945005.51
Base Total Cost
948114.65
Base Unrealized Gain Loss
-3109.14
Base Accrued Interest
0
Local Market Value
945005.51
Local Total Cost Amount
948114.65
Local Unrealized Gain Loss
-3109.14
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 MA2654
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2654
Security Description
4.5% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4.5
Original Face
1366792.00
Shares Par Value
1054605.43
Base Market Value
1131559.99
Base Total Cost
1156437.79
Base Unrealized Gain Loss
-24877.80
Base Accrued Interest
0
Local Market Value
1131559.99
Local Total Cost Amount
1156437.79
Local Unrealized Gain Loss
-24877.80
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
4% 20 Nov 2038
Maturity Date
2038-11-20T00:00:00.000
Interest Rate
4
Original Face
565858.00
Shares Par Value
292885.40
Base Market Value
23160.73
Base Total Cost
20227.40
Base Unrealized Gain Loss
2933.33
Base Accrued Interest
0
Local Market Value
23160.73
Local Total Cost Amount
20227.40
Local Unrealized Gain Loss
2933.33
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB7935
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB7935
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
1017046.00
Shares Par Value
691982.17
Base Market Value
697767.14
Base Total Cost
693712.12
Base Unrealized Gain Loss
4055.02
Base Accrued Interest
0
Local Market Value
697767.14
Local Total Cost Amount
693712.12
Local Unrealized Gain Loss
4055.02
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 Q42616
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q42616
Security Description
3% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3
Original Face
3119487.00
Shares Par Value
3056654.26
Base Market Value
3063042.67
Base Total Cost
3030863.74
Base Unrealized Gain Loss
32178.93
Base Accrued Interest
0
Local Market Value
3063042.67
Local Total Cost Amount
3030863.74
Local Unrealized Gain Loss
32178.93
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: GNMA II POOL AU7561
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AU7561
Security Description
4% 20 Aug 2046
Maturity Date
2046-08-20T00:00:00.000
Interest Rate
4
Original Face
611528.00
Shares Par Value
394108.14
Base Market Value
414877.64
Base Total Cost
418432.00
Base Unrealized Gain Loss
-3554.36
Base Accrued Interest
0
Local Market Value
414877.64
Local Total Cost Amount
418432.00
Local Unrealized Gain Loss
-3554.36
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q01600
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q01600
Security Description
5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5
Original Face
300000.00
Shares Par Value
136275.93
Base Market Value
148670.23
Base Total Cost
146283.66
Base Unrealized Gain Loss
2386.57
Base Accrued Interest
0
Local Market Value
148670.23
Local Total Cost Amount
146283.66
Local Unrealized Gain Loss
2386.57
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 Q01598
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q01598
Security Description
5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5
Original Face
500000.00
Shares Par Value
68060.69
Base Market Value
73926.84
Base Total Cost
73058.88
Base Unrealized Gain Loss
867.96
Base Accrued Interest
0
Local Market Value
73926.84
Local Total Cost Amount
73058.88
Local Unrealized Gain Loss
867.96
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 J10282
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J10282
Security Description
5.5% 01 Jan 2024
Maturity Date
2024-01-01T00:00:00.000
Interest Rate
5.5
Original Face
1369708.00
Shares Par Value
81271.68
Base Market Value
84717.60
Base Total Cost
85055.89
Base Unrealized Gain Loss
-338.29
Base Accrued Interest
0
Local Market Value
84717.60
Local Total Cost Amount
85055.89
Local Unrealized Gain Loss
-338.29
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Nov 2042
Maturity Date
2042-11-25T00:00:00.000
Interest Rate
3.78389
Original Face
1232325.00
Shares Par Value
696037.81
Base Market Value
98622.92
Base Total Cost
162075.46
Base Unrealized Gain Loss
-63452.54
Base Accrued Interest
438.96
Local Market Value
98622.92
Local Total Cost Amount
162075.46
Local Unrealized Gain Loss
-63452.54
Local Accrued Interest
438.96
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: GNMA POOL AA5822
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AA5822
Security Description
3% 15 Nov 2042
Maturity Date
2042-11-15T00:00:00.000
Interest Rate
3
Original Face
1430115.00
Shares Par Value
923030.77
Base Market Value
935547.07
Base Total Cost
954327.28
Base Unrealized Gain Loss
-18780.21
Base Accrued Interest
0
Local Market Value
935547.07
Local Total Cost Amount
954327.28
Local Unrealized Gain Loss
-18780.21
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
3.5% 20 Nov 2042
Maturity Date
2042-11-20T00:00:00.000
Interest Rate
3.5
Original Face
1205976.00
Shares Par Value
746287.64
Base Market Value
152817.17
Base Total Cost
131299.98
Base Unrealized Gain Loss
21517.19
Base Accrued Interest
0
Local Market Value
152817.17
Local Total Cost Amount
131299.98
Local Unrealized Gain Loss
21517.19
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
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
3.5% 20 Jan 2043
Maturity Date
2043-01-20T00:00:00.000
Interest Rate
3.5
Original Face
564134.00
Shares Par Value
329092.90
Base Market Value
60681.24
Base Total Cost
54506.01
Base Unrealized Gain Loss
6175.23
Base Accrued Interest
0
Local Market Value
60681.24
Local Total Cost Amount
54506.01
Local Unrealized Gain Loss
6175.23
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL3180
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3180
Security Description
1% 01 Jan 2043
Maturity Date
2043-01-01T00:00:00.000
Interest Rate
3
Original Face
3721350.00
Shares Par Value
2413598.77
Base Market Value
2427573.51
Base Total Cost
2417747.14
Base Unrealized Gain Loss
9826.37
Base Accrued Interest
0
Local Market Value
2427573.51
Local Total Cost Amount
2417747.14
Local Unrealized Gain Loss
9826.37
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 Q16616
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q16616
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
757848.00
Shares Par Value
504220.70
Base Market Value
506146.82
Base Total Cost
490039.49
Base Unrealized Gain Loss
16107.33
Base Accrued Interest
0
Local Market Value
506146.82
Local Total Cost Amount
490039.49
Local Unrealized Gain Loss
16107.33
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