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 725703
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 725703
Security Description
1% 01 Aug 2034
Maturity Date
2034-08-01T00:00:00.000
Interest Rate
6
Original Face
229000.00
Shares Par Value
7894.15
Base Market Value
9019.54
Base Total Cost
7916.98
Base Unrealized Gain Loss
1102.56
Base Accrued Interest
0
Local Market Value
9019.54
Local Total Cost Amount
7916.98
Local Unrealized Gain Loss
1102.56
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 903132
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 903132
Security Description
6% 01 Oct 2036
Maturity Date
2036-10-01T00:00:00.000
Interest Rate
6
Original Face
495000.00
Shares Par Value
15341.22
Base Market Value
17326.83
Base Total Cost
15434.71
Base Unrealized Gain Loss
1892.12
Base Accrued Interest
0
Local Market Value
17326.83
Local Total Cost Amount
15434.71
Local Unrealized Gain Loss
1892.12
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 894097
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 894097
Security Description
6% 01 Oct 2036
Maturity Date
2036-10-01T00:00:00.000
Interest Rate
6
Original Face
363000.00
Shares Par Value
17798.55
Base Market Value
20171.63
Base Total Cost
17910.51
Base Unrealized Gain Loss
2261.12
Base Accrued Interest
0
Local Market Value
20171.63
Local Total Cost Amount
17910.51
Local Unrealized Gain Loss
2261.12
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 735500
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735500
Security Description
1% 01 May 2035
Maturity Date
2035-05-01T00:00:00.000
Interest Rate
5.5
Original Face
1796000.00
Shares Par Value
87321.38
Base Market Value
97812.17
Base Total Cost
84497.07
Base Unrealized Gain Loss
13315.10
Base Accrued Interest
0
Local Market Value
97812.17
Local Total Cost Amount
84497.07
Local Unrealized Gain Loss
13315.10
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 G08160
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08160
Security Description
5.5% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
5.5
Original Face
697000.00
Shares Par Value
21484.80
Base Market Value
23958.77
Base Total Cost
21974.92
Base Unrealized Gain Loss
1983.85
Base Accrued Interest
0
Local Market Value
23958.77
Local Total Cost Amount
21974.92
Local Unrealized Gain Loss
1983.85
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 804989
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 804989
Security Description
5.5% 01 Jan 2020
Maturity Date
2020-01-01T00:00:00.000
Interest Rate
5.5
Original Face
175000.00
Shares Par Value
9661.58
Base Market Value
9921.09
Base Total Cost
9676.65
Base Unrealized Gain Loss
244.44
Base Accrued Interest
0
Local Market Value
9921.09
Local Total Cost Amount
9676.65
Local Unrealized Gain Loss
244.44
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 902318
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 902318
Security Description
6% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
6
Original Face
143000.00
Shares Par Value
3575.80
Base Market Value
3796.18
Base Total Cost
3637.25
Base Unrealized Gain Loss
158.93
Base Accrued Interest
0
Local Market Value
3796.18
Local Total Cost Amount
3637.25
Local Unrealized Gain Loss
158.93
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 638697
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 638697
Security Description
5.5% 15 Oct 2036
Maturity Date
2036-10-15T00:00:00.000
Interest Rate
5.5
Original Face
231853.00
Shares Par Value
86049.47
Base Market Value
96196.42
Base Total Cost
91562.04
Base Unrealized Gain Loss
4634.38
Base Accrued Interest
0
Local Market Value
96196.42
Local Total Cost Amount
91562.04
Local Unrealized Gain Loss
4634.38
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 902807
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 902807
Security Description
6% 01 Dec 2021
Maturity Date
2021-12-01T00:00:00.000
Interest Rate
6
Original Face
358000.00
Shares Par Value
12815.08
Base Market Value
13550.54
Base Total Cost
13035.33
Base Unrealized Gain Loss
515.21
Base Accrued Interest
0
Local Market Value
13550.54
Local Total Cost Amount
13035.33
Local Unrealized Gain Loss
515.21
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
1% 16 Feb 2033
Maturity Date
2033-02-16T00:00:00.000
Interest Rate
5.37833
Original Face
10023841.00
Shares Par Value
219437.92
Base Market Value
22404.39
Base Total Cost
53943.97
Base Unrealized Gain Loss
-31539.58
Base Accrued Interest
491.75
Local Market Value
22404.39
Local Total Cost Amount
53943.97
Local Unrealized Gain Loss
-31539.58
Local Accrued Interest
491.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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 A60585
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A60585
Security Description
5.5% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
5.5
Original Face
215000.00
Shares Par Value
2168.00
Base Market Value
2393.36
Base Total Cost
2094.31
Base Unrealized Gain Loss
299.05
Base Accrued Interest
0
Local Market Value
2393.36
Local Total Cost Amount
2094.31
Local Unrealized Gain Loss
299.05
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: FED HM LN PC POOL G02385
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02385
Security Description
6% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
6
Original Face
421000.00
Shares Par Value
9212.26
Base Market Value
10405.89
Base Total Cost
9304.37
Base Unrealized Gain Loss
1101.52
Base Accrued Interest
0
Local Market Value
10405.89
Local Total Cost Amount
9304.37
Local Unrealized Gain Loss
1101.52
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 G02976
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02976
Security Description
5.5% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
5.5
Original Face
277000.00
Shares Par Value
6648.17
Base Market Value
7385.12
Base Total Cost
6418.61
Base Unrealized Gain Loss
966.51
Base Accrued Interest
0
Local Market Value
7385.12
Local Total Cost Amount
6418.61
Local Unrealized Gain Loss
966.51
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 256811
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 256811
Security Description
7% 01 Jul 2037
Maturity Date
2037-07-01T00:00:00.000
Interest Rate
7
Original Face
69000.00
Shares Par Value
1537.11
Base Market Value
1723.62
Base Total Cost
1612.05
Base Unrealized Gain Loss
111.57
Base Accrued Interest
0
Local Market Value
1723.62
Local Total Cost Amount
1612.05
Local Unrealized Gain Loss
111.57
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 938578
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 938578
Security Description
6% 01 Sep 2036
Maturity Date
2036-09-01T00:00:00.000
Interest Rate
6
Original Face
85000.00
Shares Par Value
7598.27
Base Market Value
8658.00
Base Total Cost
7494.98
Base Unrealized Gain Loss
1163.02
Base Accrued Interest
0
Local Market Value
8658.00
Local Total Cost Amount
7494.98
Local Unrealized Gain Loss
1163.02
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 G02418
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02418
Security Description
5.5% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
5.5
Original Face
6100850.00
Shares Par Value
155343.69
Base Market Value
173403.95
Base Total Cost
168499.36
Base Unrealized Gain Loss
4904.59
Base Accrued Interest
0
Local Market Value
173403.95
Local Total Cost Amount
168499.36
Local Unrealized Gain Loss
4904.59
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
41891.87
Base Market Value
41891.87
Base Total Cost
41891.87
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
41891.87
Local Total Cost Amount
41891.87
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 G04837
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04837
Security Description
5.5% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
5.5
Original Face
638000.00
Shares Par Value
24811.39
Base Market Value
27649.56
Base Total Cost
24749.36
Base Unrealized Gain Loss
2900.20
Base Accrued Interest
0
Local Market Value
27649.56
Local Total Cost Amount
24749.36
Local Unrealized Gain Loss
2900.20
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 988621
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 988621
Security Description
6% 01 Aug 2038
Maturity Date
2038-08-01T00:00:00.000
Interest Rate
6
Original Face
70000.00
Shares Par Value
854.62
Base Market Value
960.87
Base Total Cost
893.88
Base Unrealized Gain Loss
66.99
Base Accrued Interest
0
Local Market Value
960.87
Local Total Cost Amount
893.88
Local Unrealized Gain Loss
66.99
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: GNMA POOL 688086
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 688086
Security Description
6.5% 15 Nov 2038
Maturity Date
2038-11-15T00:00:00.000
Interest Rate
6.5
Original Face
400000.00
Shares Par Value
57616.81
Base Market Value
69140.17
Base Total Cost
62460.22
Base Unrealized Gain Loss
6679.95
Base Accrued Interest
0
Local Market Value
69140.17
Local Total Cost Amount
62460.22
Local Unrealized Gain Loss
6679.95
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
4.5% 25 Mar 2023
Maturity Date
2023-03-25T00:00:00.000
Interest Rate
4.5
Original Face
2888894.00
Shares Par Value
47953.10
Base Market Value
1198.87
Base Total Cost
6109.23
Base Unrealized Gain Loss
-4910.36
Base Accrued Interest
0
Local Market Value
1198.87
Local Total Cost Amount
6109.23
Local Unrealized Gain Loss
-4910.36
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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 741068
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 741068
Security Description
5.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
5.5
Original Face
177000.00
Shares Par Value
2971.77
Base Market Value
3289.21
Base Total Cost
2937.86
Base Unrealized Gain Loss
351.35
Base Accrued Interest
0
Local Market Value
3289.21
Local Total Cost Amount
2937.86
Local Unrealized Gain Loss
351.35
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 757116
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 757116
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
177000.00
Shares Par Value
2139.31
Base Market Value
2367.83
Base Total Cost
2114.94
Base Unrealized Gain Loss
252.89
Base Accrued Interest
0
Local Market Value
2367.83
Local Total Cost Amount
2114.94
Local Unrealized Gain Loss
252.89
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 762067
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 762067
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
269000.00
Shares Par Value
10753.71
Base Market Value
11936.51
Base Total Cost
10631.05
Base Unrealized Gain Loss
1305.46
Base Accrued Interest
0
Local Market Value
11936.51
Local Total Cost Amount
10631.05
Local Unrealized Gain Loss
1305.46
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 708908
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 708908
Security Description
5.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
5.5
Original Face
1094000.00
Shares Par Value
23094.62
Base Market Value
25857.66
Base Total Cost
22686.86
Base Unrealized Gain Loss
3170.80
Base Accrued Interest
0
Local Market Value
25857.66
Local Total Cost Amount
22686.86
Local Unrealized Gain Loss
3170.80
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 739277
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 739277
Security Description
5.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
5.5
Original Face
145000.00
Shares Par Value
3177.36
Base Market Value
3516.77
Base Total Cost
3141.10
Base Unrealized Gain Loss
375.67
Base Accrued Interest
0
Local Market Value
3516.77
Local Total Cost Amount
3141.10
Local Unrealized Gain Loss
375.67
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 750016
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 750016
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
115000.00
Shares Par Value
6652.45
Base Market Value
7363.06
Base Total Cost
6576.58
Base Unrealized Gain Loss
786.48
Base Accrued Interest
0
Local Market Value
7363.06
Local Total Cost Amount
6576.58
Local Unrealized Gain Loss
786.48
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 755705
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 755705
Security Description
5.5% 01 Mar 2034
Maturity Date
2034-03-01T00:00:00.000
Interest Rate
5.5
Original Face
797000.00
Shares Par Value
28577.65
Base Market Value
31994.11
Base Total Cost
29372.45
Base Unrealized Gain Loss
2621.66
Base Accrued Interest
0
Local Market Value
31994.11
Local Total Cost Amount
29372.45
Local Unrealized Gain Loss
2621.66
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 766729
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 766729
Security Description
4.5% 01 Mar 2019
Maturity Date
2019-03-01T00:00:00.000
Interest Rate
4.5
Original Face
83000.00
Shares Par Value
1299.04
Base Market Value
1330.27
Base Total Cost
1238.34
Base Unrealized Gain Loss
91.93
Base Accrued Interest
0
Local Market Value
1330.27
Local Total Cost Amount
1238.34
Local Unrealized Gain Loss
91.93
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 357512
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 357512
Security Description
5.5% 01 Mar 2034
Maturity Date
2034-03-01T00:00:00.000
Interest Rate
5.5
Original Face
1270000.00
Shares Par Value
43679.90
Base Market Value
48909.69
Base Total Cost
44894.76
Base Unrealized Gain Loss
4014.93
Base Accrued Interest
0
Local Market Value
48909.69
Local Total Cost Amount
44894.76
Local Unrealized Gain Loss
4014.93
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 824605
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 824605
Security Description
6% 01 Dec 2034
Maturity Date
2034-12-01T00:00:00.000
Interest Rate
6
Original Face
730000.00
Shares Par Value
18619.45
Base Market Value
21140.90
Base Total Cost
18516.18
Base Unrealized Gain Loss
2624.72
Base Accrued Interest
0
Local Market Value
21140.90
Local Total Cost Amount
18516.18
Local Unrealized Gain Loss
2624.72
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Aug 2034
Maturity Date
2034-08-25T00:00:00.000
Interest Rate
5.83389
Original Face
4326187.00
Shares Par Value
182741.08
Base Market Value
32206.38
Base Total Cost
44892.26
Base Unrealized Gain Loss
-12685.88
Base Accrued Interest
177.68
Local Market Value
32206.38
Local Total Cost Amount
44892.26
Local Unrealized Gain Loss
-12685.88
Local Accrued Interest
177.68
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 15 Feb 2035
Maturity Date
2035-02-15T00:00:00.000
Interest Rate
5.59111
Original Face
2860585.00
Shares Par Value
161586.84
Base Market Value
31135.73
Base Total Cost
32014.20
Base Unrealized Gain Loss
-878.47
Base Accrued Interest
401.53
Local Market Value
31135.73
Local Total Cost Amount
32014.20
Local Unrealized Gain Loss
-878.47
Local Accrued Interest
401.53
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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 816285
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 816285
Security Description
4% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
4
Original Face
48000.00
Shares Par Value
1354.27
Base Market Value
1401.98
Base Total Cost
1254.66
Base Unrealized Gain Loss
147.32
Base Accrued Interest
0
Local Market Value
1401.98
Local Total Cost Amount
1254.66
Local Unrealized Gain Loss
147.32
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Jun 2035
Maturity Date
2035-06-25T00:00:00.000
Interest Rate
5.50389
Original Face
3385093.00
Shares Par Value
199906.26
Base Market Value
35440.70
Base Total Cost
51077.26
Base Unrealized Gain Loss
-15636.56
Base Accrued Interest
183.37
Local Market Value
35440.70
Local Total Cost Amount
51077.26
Local Unrealized Gain Loss
-15636.56
Local Accrued Interest
183.37
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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 735408
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735408
Security Description
1% 01 Feb 2020
Maturity Date
2020-02-01T00:00:00.000
Interest Rate
5
Original Face
401000.00
Shares Par Value
9631.52
Base Market Value
9873.27
Base Total Cost
9529.18
Base Unrealized Gain Loss
344.09
Base Accrued Interest
0
Local Market Value
9873.27
Local Total Cost Amount
9529.18
Local Unrealized Gain Loss
344.09
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: FNMA POOL 725773
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 725773
Security Description
1% 01 Sep 2034
Maturity Date
2034-09-01T00:00:00.000
Interest Rate
5.5
Original Face
215000.00
Shares Par Value
8701.62
Base Market Value
9739.11
Base Total Cost
8460.97
Base Unrealized Gain Loss
1278.14
Base Accrued Interest
0
Local Market Value
9739.11
Local Total Cost Amount
8460.97
Local Unrealized Gain Loss
1278.14
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 694448
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 694448
Security Description
5.5% 01 Apr 2033
Maturity Date
2033-04-01T00:00:00.000
Interest Rate
5.5
Original Face
316000.00
Shares Par Value
8199.42
Base Market Value
9166.21
Base Total Cost
8070.67
Base Unrealized Gain Loss
1095.54
Base Accrued Interest
0
Local Market Value
9166.21
Local Total Cost Amount
8070.67
Local Unrealized Gain Loss
1095.54
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: FNMA POOL 775227
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 775227
Security Description
4.5% 01 May 2019
Maturity Date
2019-05-01T00:00:00.000
Interest Rate
4.5
Original Face
79000.00
Shares Par Value
1045.91
Base Market Value
1071.05
Base Total Cost
1042.32
Base Unrealized Gain Loss
28.73
Base Accrued Interest
0
Local Market Value
1071.05
Local Total Cost Amount
1042.32
Local Unrealized Gain Loss
28.73
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: FED HM LN PC POOL G01644
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01644
Security Description
5.5% 01 Feb 2034
Maturity Date
2034-02-01T00:00:00.000
Interest Rate
5.5
Original Face
762000.00
Shares Par Value
23089.41
Base Market Value
25854.60
Base Total Cost
23327.53
Base Unrealized Gain Loss
2527.07
Base Accrued Interest
0
Local Market Value
25854.60
Local Total Cost Amount
23327.53
Local Unrealized Gain Loss
2527.07
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 G01771
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01771
Security Description
5.5% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5.5
Original Face
351000.00
Shares Par Value
15598.66
Base Market Value
17482.98
Base Total Cost
15541.39
Base Unrealized Gain Loss
1941.59
Base Accrued Interest
0
Local Market Value
17482.98
Local Total Cost Amount
15541.39
Local Unrealized Gain Loss
1941.59
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 797856
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 797856
Security Description
4% 01 Apr 2020
Maturity Date
2020-04-01T00:00:00.000
Interest Rate
4
Original Face
158000.00
Shares Par Value
1874.96
Base Market Value
1941.01
Base Total Cost
1737.06
Base Unrealized Gain Loss
203.95
Base Accrued Interest
0
Local Market Value
1941.01
Local Total Cost Amount
1737.06
Local Unrealized Gain Loss
203.95
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 658653
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 658653
Security Description
4.5% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
4.5
Original Face
266000.00
Shares Par Value
6048.23
Base Market Value
6193.63
Base Total Cost
5923.49
Base Unrealized Gain Loss
270.14
Base Accrued Interest
0
Local Market Value
6193.63
Local Total Cost Amount
5923.49
Local Unrealized Gain Loss
270.14
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: FED HM LN PC POOL A46629
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A46629
Security Description
5% 01 Aug 2035
Maturity Date
2035-08-01T00:00:00.000
Interest Rate
5
Original Face
2040000.00
Shares Par Value
83706.42
Base Market Value
91384.81
Base Total Cost
90010.57
Base Unrealized Gain Loss
1374.24
Base Accrued Interest
0
Local Market Value
91384.81
Local Total Cost Amount
90010.57
Local Unrealized Gain Loss
1374.24
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 778899
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 778899
Security Description
4.5% 01 May 2034
Maturity Date
2034-05-01T00:00:00.000
Interest Rate
4.5
Original Face
476000.00
Shares Par Value
44024.20
Base Market Value
47402.62
Base Total Cost
41860.80
Base Unrealized Gain Loss
5541.82
Base Accrued Interest
0
Local Market Value
47402.62
Local Total Cost Amount
41860.80
Local Unrealized Gain Loss
5541.82
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: FNMA POOL 888743
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888743
Security Description
1% 01 Jan 2036
Maturity Date
2036-01-01T00:00:00.000
Interest Rate
6
Original Face
1485000.00
Shares Par Value
101839.34
Base Market Value
116330.06
Base Total Cost
102625.64
Base Unrealized Gain Loss
13704.42
Base Accrued Interest
0
Local Market Value
116330.06
Local Total Cost Amount
102625.64
Local Unrealized Gain Loss
13704.42
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 928939
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 928939
Security Description
7% 01 Dec 2037
Maturity Date
2037-12-01T00:00:00.000
Interest Rate
7
Original Face
63000.00
Shares Par Value
970.73
Base Market Value
1048.31
Base Total Cost
1028.06
Base Unrealized Gain Loss
20.25
Base Accrued Interest
0
Local Market Value
1048.31
Local Total Cost Amount
1028.06
Local Unrealized Gain Loss
20.25
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: FED HM LN PC POOL G02162
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02162
Security Description
5.5% 01 May 2036
Maturity Date
2036-05-01T00:00:00.000
Interest Rate
5.5
Original Face
5846000.00
Shares Par Value
199254.83
Base Market Value
222693.18
Base Total Cost
206337.74
Base Unrealized Gain Loss
16355.44
Base Accrued Interest
0
Local Market Value
222693.18
Local Total Cost Amount
206337.74
Local Unrealized Gain Loss
16355.44
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 G08242
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08242
Security Description
6% 01 Jan 2038
Maturity Date
2038-01-01T00:00:00.000
Interest Rate
6
Original Face
322000.00
Shares Par Value
11549.28
Base Market Value
12986.01
Base Total Cost
11664.78
Base Unrealized Gain Loss
1321.23
Base Accrued Interest
0
Local Market Value
12986.01
Local Total Cost Amount
11664.78
Local Unrealized Gain Loss
1321.23
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 B14724
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL B14724
Security Description
4.5% 01 May 2019
Maturity Date
2019-05-01T00:00:00.000
Interest Rate
4.5
Original Face
58000.00
Shares Par Value
701.45
Base Market Value
717.05
Base Total Cost
690.98
Base Unrealized Gain Loss
26.07
Base Accrued Interest
0
Local Market Value
717.05
Local Total Cost Amount
690.98
Local Unrealized Gain Loss
26.07
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