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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
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 256247
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 256247
Security Description
6% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
6
Original Face
11511070.00
Shares Par Value
527802.01
Base Market Value
593418.36
Base Total Cost
597076.03
Base Unrealized Gain Loss
-3657.67
Base Accrued Interest
0
Local Market Value
593418.36
Local Total Cost Amount
597076.03
Local Unrealized Gain Loss
-3657.67
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 831483
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 831483
Security Description
5.5% 01 May 2036
Maturity Date
2036-05-01T00:00:00.000
Interest Rate
5.5
Original Face
169000.00
Shares Par Value
6792.23
Base Market Value
7597.25
Base Total Cost
6659.32
Base Unrealized Gain Loss
937.93
Base Accrued Interest
0
Local Market Value
7597.25
Local Total Cost Amount
6659.32
Local Unrealized Gain Loss
937.93
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 883272
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 883272
Security Description
5% 01 Jul 2036
Maturity Date
2036-07-01T00:00:00.000
Interest Rate
5
Original Face
39080.00
Shares Par Value
1470.05
Base Market Value
1604.84
Base Total Cost
1603.78
Base Unrealized Gain Loss
1.06
Base Accrued Interest
0
Local Market Value
1604.84
Local Total Cost Amount
1603.78
Local Unrealized Gain Loss
1.06
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 745736
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 745736
Security Description
1% 01 Dec 2035
Maturity Date
2035-12-01T00:00:00.000
Interest Rate
5.5
Original Face
8981788.00
Shares Par Value
302115.10
Base Market Value
336362.87
Base Total Cost
328786.21
Base Unrealized Gain Loss
7576.66
Base Accrued Interest
0
Local Market Value
336362.87
Local Total Cost Amount
328786.21
Local Unrealized Gain Loss
7576.66
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 887671
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 887671
Security Description
5.5% 01 Aug 2036
Maturity Date
2036-08-01T00:00:00.000
Interest Rate
5.5
Original Face
3233097.00
Shares Par Value
48456.43
Base Market Value
54081.25
Base Total Cost
52847.78
Base Unrealized Gain Loss
1233.47
Base Accrued Interest
0
Local Market Value
54081.25
Local Total Cost Amount
52847.78
Local Unrealized Gain Loss
1233.47
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 735676
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735676
Security Description
1% 01 Jul 2035
Maturity Date
2035-07-01T00:00:00.000
Interest Rate
5
Original Face
3050000.00
Shares Par Value
158461.13
Base Market Value
173961.80
Base Total Cost
171212.28
Base Unrealized Gain Loss
2749.52
Base Accrued Interest
0
Local Market Value
173961.80
Local Total Cost Amount
171212.28
Local Unrealized Gain Loss
2749.52
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: FED HM LN PC POOL G02069
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02069
Security Description
5.5% 01 Mar 2036
Maturity Date
2036-03-01T00:00:00.000
Interest Rate
5.5
Original Face
2939000.00
Shares Par Value
111207.67
Base Market Value
124254.55
Base Total Cost
106950.50
Base Unrealized Gain Loss
17304.05
Base Accrued Interest
0
Local Market Value
124254.55
Local Total Cost Amount
106950.50
Local Unrealized Gain Loss
17304.05
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 745275
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 745275
Security Description
1% 01 Feb 2036
Maturity Date
2036-02-01T00:00:00.000
Interest Rate
5
Original Face
2920000.00
Shares Par Value
150084.17
Base Market Value
164778.91
Base Total Cost
156460.18
Base Unrealized Gain Loss
8318.73
Base Accrued Interest
0
Local Market Value
164778.91
Local Total Cost Amount
156460.18
Local Unrealized Gain Loss
8318.73
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 892979
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 892979
Security Description
6% 01 Sep 2036
Maturity Date
2036-09-01T00:00:00.000
Interest Rate
6
Original Face
435274.00
Shares Par Value
4634.13
Base Market Value
5210.25
Base Total Cost
4702.92
Base Unrealized Gain Loss
507.33
Base Accrued Interest
0
Local Market Value
5210.25
Local Total Cost Amount
4702.92
Local Unrealized Gain Loss
507.33
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 745336
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 745336
Security Description
1% 01 Mar 2036
Maturity Date
2036-03-01T00:00:00.000
Interest Rate
5
Original Face
1525677.00
Shares Par Value
75305.34
Base Market Value
82668.70
Base Total Cost
82153.41
Base Unrealized Gain Loss
515.29
Base Accrued Interest
0
Local Market Value
82668.70
Local Total Cost Amount
82153.41
Local Unrealized Gain Loss
515.29
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
GBP
Local Currency Code: GBP • Trade Country Name: UNITED KINGDOM • Security Name: POUND STERLING
Local Currency Code
GBP
Trade Country Name
UNITED KINGDOM
Security Name
POUND STERLING
Interest Rate
0
Original Face
0
Shares Par Value
72340.22
Base Market Value
93966.28
Base Total Cost
93730.08
Base Unrealized Gain Loss
236.20
Base Accrued Interest
0
Local Market Value
72340.22
Local Total Cost Amount
72340.22
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: FNMA POOL 745355
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 745355
Security Description
1% 01 Mar 2036
Maturity Date
2036-03-01T00:00:00.000
Interest Rate
5
Original Face
3497200.00
Shares Par Value
178737.21
Base Market Value
196287.42
Base Total Cost
193308.47
Base Unrealized Gain Loss
2978.95
Base Accrued Interest
0
Local Market Value
196287.42
Local Total Cost Amount
193308.47
Local Unrealized Gain Loss
2978.95
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 900112
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 900112
Security Description
6% 01 Aug 2036
Maturity Date
2036-08-01T00:00:00.000
Interest Rate
6
Original Face
91131.00
Shares Par Value
6579.16
Base Market Value
7397.08
Base Total Cost
6729.48
Base Unrealized Gain Loss
667.60
Base Accrued Interest
0
Local Market Value
7397.08
Local Total Cost Amount
6729.48
Local Unrealized Gain Loss
667.60
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 897820
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 897820
Security Description
6% 01 Sep 2036
Maturity Date
2036-09-01T00:00:00.000
Interest Rate
6
Original Face
468663.00
Shares Par Value
4054.04
Base Market Value
4580.82
Base Total Cost
4226.35
Base Unrealized Gain Loss
354.47
Base Accrued Interest
0
Local Market Value
4580.82
Local Total Cost Amount
4226.35
Local Unrealized Gain Loss
354.47
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
1389000.00
Shares Par Value
42815.48
Base Market Value
47745.68
Base Total Cost
43792.20
Base Unrealized Gain Loss
3953.48
Base Accrued Interest
0
Local Market Value
47745.68
Local Total Cost Amount
43792.20
Local Unrealized Gain Loss
3953.48
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 891303
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 891303
Security Description
5% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
5
Original Face
49843.00
Shares Par Value
5218.74
Base Market Value
5710.66
Base Total Cost
5617.90
Base Unrealized Gain Loss
92.76
Base Accrued Interest
0
Local Market Value
5710.66
Local Total Cost Amount
5617.90
Local Unrealized Gain Loss
92.76
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 C90863
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C90863
Security Description
5% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
5
Original Face
11071414.00
Shares Par Value
450806.28
Base Market Value
489359.23
Base Total Cost
492083.25
Base Unrealized Gain Loss
-2724.02
Base Accrued Interest
0
Local Market Value
489359.23
Local Total Cost Amount
492083.25
Local Unrealized Gain Loss
-2724.02
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 831017
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 831017
Security Description
6% 01 Sep 2035
Maturity Date
2035-09-01T00:00:00.000
Interest Rate
6
Original Face
859967.00
Shares Par Value
76973.50
Base Market Value
87851.40
Base Total Cost
84466.37
Base Unrealized Gain Loss
3385.03
Base Accrued Interest
0
Local Market Value
87851.40
Local Total Cost Amount
84466.37
Local Unrealized Gain Loss
3385.03
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: 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
-212.79
Base Market Value
-212.79
Base Total Cost
-212.79
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-212.79
Local Total Cost Amount
-212.79
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: FNMA POOL 907409
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 907409
Security Description
6% 01 Jan 2037
Maturity Date
2037-01-01T00:00:00.000
Interest Rate
6
Original Face
98171.00
Shares Par Value
11501.10
Base Market Value
13130.23
Base Total Cost
12279.23
Base Unrealized Gain Loss
851.00
Base Accrued Interest
0
Local Market Value
13130.23
Local Total Cost Amount
12279.23
Local Unrealized Gain Loss
851.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 906321
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 906321
Security Description
6% 01 Jan 2037
Maturity Date
2037-01-01T00:00:00.000
Interest Rate
6
Original Face
122049.00
Shares Par Value
3541.24
Base Market Value
4023.27
Base Total Cost
3837.28
Base Unrealized Gain Loss
185.99
Base Accrued Interest
0
Local Market Value
4023.27
Local Total Cost Amount
3837.28
Local Unrealized Gain Loss
185.99
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 888130
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888130
Security Description
1% 01 Oct 2034
Maturity Date
2034-10-01T00:00:00.000
Interest Rate
5
Original Face
2269000.00
Shares Par Value
146817.32
Base Market Value
161121.73
Base Total Cost
144923.57
Base Unrealized Gain Loss
16198.16
Base Accrued Interest
0
Local Market Value
161121.73
Local Total Cost Amount
144923.57
Local Unrealized Gain Loss
16198.16
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G08179
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08179
Security Description
5.5% 01 Feb 2037
Maturity Date
2037-02-01T00:00:00.000
Interest Rate
5.5
Original Face
9778829.00
Shares Par Value
387045.76
Base Market Value
431447.65
Base Total Cost
429923.19
Base Unrealized Gain Loss
1524.46
Base Accrued Interest
0
Local Market Value
431447.65
Local Total Cost Amount
429923.19
Local Unrealized Gain Loss
1524.46
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 256673
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 256673
Security Description
5.5% 01 Apr 2037
Maturity Date
2037-04-01T00:00:00.000
Interest Rate
5.5
Original Face
597241.00
Shares Par Value
14875.17
Base Market Value
16574.51
Base Total Cost
16832.18
Base Unrealized Gain Loss
-257.67
Base Accrued Interest
0
Local Market Value
16574.51
Local Total Cost Amount
16832.18
Local Unrealized Gain Loss
-257.67
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: FED HM LN PC POOL A58024
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A58024
Security Description
5.5% 01 Mar 2037
Maturity Date
2037-03-01T00:00:00.000
Interest Rate
5.5
Original Face
1330194.00
Shares Par Value
46051.05
Base Market Value
51292.58
Base Total Cost
49720.73
Base Unrealized Gain Loss
1571.85
Base Accrued Interest
0
Local Market Value
51292.58
Local Total Cost Amount
49720.73
Local Unrealized Gain Loss
1571.85
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 915769
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 915769
Security Description
6% 01 Mar 2037
Maturity Date
2037-03-01T00:00:00.000
Interest Rate
6
Original Face
1677553.00
Shares Par Value
39316.76
Base Market Value
44204.62
Base Total Cost
43144.00
Base Unrealized Gain Loss
1060.62
Base Accrued Interest
0
Local Market Value
44204.62
Local Total Cost Amount
43144.00
Local Unrealized Gain Loss
1060.62
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 888268
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888268
Security Description
1% 01 Mar 2037
Maturity Date
2037-03-01T00:00:00.000
Interest Rate
6
Original Face
18480008.00
Shares Par Value
547813.78
Base Market Value
621423.52
Base Total Cost
548622.94
Base Unrealized Gain Loss
72800.58
Base Accrued Interest
0
Local Market Value
621423.52
Local Total Cost Amount
548622.94
Local Unrealized Gain Loss
72800.58
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 919072
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 919072
Security Description
5.5% 01 Apr 2037
Maturity Date
2037-04-01T00:00:00.000
Interest Rate
5.5
Original Face
150119.00
Shares Par Value
1898.25
Base Market Value
2115.94
Base Total Cost
2070.32
Base Unrealized Gain Loss
45.62
Base Accrued Interest
0
Local Market Value
2115.94
Local Total Cost Amount
2070.32
Local Unrealized Gain Loss
45.62
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 914725
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 914725
Security Description
6% 01 Apr 2037
Maturity Date
2037-04-01T00:00:00.000
Interest Rate
6
Original Face
1066874.00
Shares Par Value
21321.36
Base Market Value
24311.25
Base Total Cost
23396.85
Base Unrealized Gain Loss
914.40
Base Accrued Interest
0
Local Market Value
24311.25
Local Total Cost Amount
23396.85
Local Unrealized Gain Loss
914.40
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 915480
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 915480
Security Description
5.5% 01 Mar 2037
Maturity Date
2037-03-01T00:00:00.000
Interest Rate
5.5
Original Face
1435563.00
Shares Par Value
14993.78
Base Market Value
16742.50
Base Total Cost
16352.60
Base Unrealized Gain Loss
389.90
Base Accrued Interest
0
Local Market Value
16742.50
Local Total Cost Amount
16352.60
Local Unrealized Gain Loss
389.90
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 888352
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888352
Security Description
1% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
5.5
Original Face
5600000.00
Shares Par Value
368141.54
Base Market Value
412255.94
Base Total Cost
388331.81
Base Unrealized Gain Loss
23924.13
Base Accrued Interest
0
Local Market Value
412255.94
Local Total Cost Amount
388331.81
Local Unrealized Gain Loss
23924.13
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 928342
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 928342
Security Description
5% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
5
Original Face
531640.00
Shares Par Value
34247.96
Base Market Value
37388.16
Base Total Cost
37822.57
Base Unrealized Gain Loss
-434.41
Base Accrued Interest
0
Local Market Value
37388.16
Local Total Cost Amount
37822.57
Local Unrealized Gain Loss
-434.41
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 888221
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888221
Security Description
1% 01 Mar 2037
Maturity Date
2037-03-01T00:00:00.000
Interest Rate
5.5
Original Face
3260000.00
Shares Par Value
110301.74
Base Market Value
123154.10
Base Total Cost
112883.49
Base Unrealized Gain Loss
10270.61
Base Accrued Interest
0
Local Market Value
123154.10
Local Total Cost Amount
112883.49
Local Unrealized Gain Loss
10270.61
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 910283
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 910283
Security Description
6% 01 Mar 2037
Maturity Date
2037-03-01T00:00:00.000
Interest Rate
6
Original Face
1154824.00
Shares Par Value
33906.70
Base Market Value
38298.63
Base Total Cost
34681.52
Base Unrealized Gain Loss
3617.11
Base Accrued Interest
0
Local Market Value
38298.63
Local Total Cost Amount
34681.52
Local Unrealized Gain Loss
3617.11
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 256750
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 256750
Security Description
5% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
5
Original Face
4640563.00
Shares Par Value
181678.00
Base Market Value
198336.06
Base Total Cost
201400.00
Base Unrealized Gain Loss
-3063.94
Base Accrued Interest
0
Local Market Value
198336.06
Local Total Cost Amount
201400.00
Local Unrealized Gain Loss
-3063.94
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 941036
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 941036
Security Description
5.5% 01 Jul 2037
Maturity Date
2037-07-01T00:00:00.000
Interest Rate
5.5
Original Face
295770.00
Shares Par Value
14074.76
Base Market Value
15689.28
Base Total Cost
15543.81
Base Unrealized Gain Loss
145.47
Base Accrued Interest
0
Local Market Value
15689.28
Local Total Cost Amount
15543.81
Local Unrealized Gain Loss
145.47
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 937790
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 937790
Security Description
6% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
6
Original Face
2236016.00
Shares Par Value
49786.04
Base Market Value
56142.22
Base Total Cost
53947.86
Base Unrealized Gain Loss
2194.36
Base Accrued Interest
0
Local Market Value
56142.22
Local Total Cost Amount
53947.86
Local Unrealized Gain Loss
2194.36
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 917154
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 917154
Security Description
5.5% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
5.5
Original Face
443247.00
Shares Par Value
72058.23
Base Market Value
79755.49
Base Total Cost
76753.19
Base Unrealized Gain Loss
3002.30
Base Accrued Interest
0
Local Market Value
79755.49
Local Total Cost Amount
76753.19
Local Unrealized Gain Loss
3002.30
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 888538
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888538
Security Description
1% 01 Jan 2037
Maturity Date
2037-01-01T00:00:00.000
Interest Rate
5.5
Original Face
2976097.00
Shares Par Value
134689.28
Base Market Value
150567.80
Base Total Cost
150846.73
Base Unrealized Gain Loss
-278.93
Base Accrued Interest
0
Local Market Value
150567.80
Local Total Cost Amount
150846.73
Local Unrealized Gain Loss
-278.93
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 941943
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 941943
Security Description
6% 01 Jul 2037
Maturity Date
2037-07-01T00:00:00.000
Interest Rate
6
Original Face
26858.00
Shares Par Value
2365.85
Base Market Value
2659.97
Base Total Cost
2597.63
Base Unrealized Gain Loss
62.34
Base Accrued Interest
0
Local Market Value
2659.97
Local Total Cost Amount
2597.63
Local Unrealized Gain Loss
62.34
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 256855
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 256855
Security Description
5.5% 01 Aug 2027
Maturity Date
2027-08-01T00:00:00.000
Interest Rate
5.5
Original Face
7964802.00
Shares Par Value
252785.61
Base Market Value
279788.17
Base Total Cost
281204.25
Base Unrealized Gain Loss
-1416.08
Base Accrued Interest
0
Local Market Value
279788.17
Local Total Cost Amount
281204.25
Local Unrealized Gain Loss
-1416.08
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 809663
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 809663
Security Description
5.5% 01 Jan 2035
Maturity Date
2035-01-01T00:00:00.000
Interest Rate
5.5
Original Face
3157000.00
Shares Par Value
173884.91
Base Market Value
194650.25
Base Total Cost
167894.07
Base Unrealized Gain Loss
26756.18
Base Accrued Interest
0
Local Market Value
194650.25
Local Total Cost Amount
167894.07
Local Unrealized Gain Loss
26756.18
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G01931
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01931
Security Description
5.5% 01 Oct 2035
Maturity Date
2035-10-01T00:00:00.000
Interest Rate
5.5
Original Face
2016000.00
Shares Par Value
80965.58
Base Market Value
90557.57
Base Total Cost
78770.65
Base Unrealized Gain Loss
11786.92
Base Accrued Interest
0
Local Market Value
90557.57
Local Total Cost Amount
78770.65
Local Unrealized Gain Loss
11786.92
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: FNMA POOL 735893
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735893
Security Description
1% 01 Oct 2035
Maturity Date
2035-10-01T00:00:00.000
Interest Rate
5
Original Face
2319758.00
Shares Par Value
124394.01
Base Market Value
136599.55
Base Total Cost
134316.35
Base Unrealized Gain Loss
2283.20
Base Accrued Interest
0
Local Market Value
136599.55
Local Total Cost Amount
134316.35
Local Unrealized Gain Loss
2283.20
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 945845
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 945845
Security Description
6% 01 Aug 2037
Maturity Date
2037-08-01T00:00:00.000
Interest Rate
6
Original Face
896944.00
Shares Par Value
24138.19
Base Market Value
27230.77
Base Total Cost
26487.86
Base Unrealized Gain Loss
742.91
Base Accrued Interest
0
Local Market Value
27230.77
Local Total Cost Amount
26487.86
Local Unrealized Gain Loss
742.91
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 915574
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 915574
Security Description
6% 01 Apr 2037
Maturity Date
2037-04-01T00:00:00.000
Interest Rate
6
Original Face
2424727.00
Shares Par Value
65540.32
Base Market Value
74204.75
Base Total Cost
71920.24
Base Unrealized Gain Loss
2284.51
Base Accrued Interest
0
Local Market Value
74204.75
Local Total Cost Amount
71920.24
Local Unrealized Gain Loss
2284.51
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 902974
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 902974
Security Description
6% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
6
Original Face
4356993.00
Shares Par Value
278292.95
Base Market Value
316341.16
Base Total Cost
302426.17
Base Unrealized Gain Loss
13914.99
Base Accrued Interest
0
Local Market Value
316341.16
Local Total Cost Amount
302426.17
Local Unrealized Gain Loss
13914.99
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: COMMERCIAL METALS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMERCIAL METALS CO
Security Description
5.375% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
248000.00
Base Market Value
252650.00
Base Total Cost
248000.00
Base Unrealized Gain Loss
4650.00
Base Accrued Interest
0
Local Market Value
252650.00
Local Total Cost Amount
248000.00
Local Unrealized Gain Loss
4650.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VERISIGN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERISIGN INC
Security Description
4.75% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
128000.00
Base Market Value
129440.00
Base Total Cost
128000.00
Base Unrealized Gain Loss
1440.00
Base Accrued Interest
0
Local Market Value
129440.00
Local Total Cost Amount
128000.00
Local Unrealized Gain Loss
1440.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARRIZO OIL + GAS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARRIZO OIL + GAS INC
Security Description
8.25% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
304000.00
Base Market Value
310840.00
Base Total Cost
304000.00
Base Unrealized Gain Loss
6840.00
Base Accrued Interest
0
Local Market Value
310840.00
Local Total Cost Amount
304000.00
Local Unrealized Gain Loss
6840.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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