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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 AV8299
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV8299
Security Description
3% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
3
Original Face
993214.00
Shares Par Value
610073.88
Base Market Value
627949.04
Base Total Cost
630139.59
Base Unrealized Gain Loss
-2190.55
Base Accrued Interest
0
Local Market Value
627949.04
Local Total Cost Amount
630139.59
Local Unrealized Gain Loss
-2190.55
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: FNMA POOL AV2865
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV2865
Security Description
3% 01 Dec 2028
Maturity Date
2028-12-01T00:00:00.000
Interest Rate
3
Original Face
1039160.00
Shares Par Value
675516.51
Base Market Value
694552.57
Base Total Cost
698156.86
Base Unrealized Gain Loss
-3604.29
Base Accrued Interest
0
Local Market Value
694552.57
Local Total Cost Amount
698156.86
Local Unrealized Gain Loss
-3604.29
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AW5284
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW5284
Security Description
3% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
3
Original Face
758363.00
Shares Par Value
424016.80
Base Market Value
435558.54
Base Total Cost
437962.99
Base Unrealized Gain Loss
-2404.45
Base Accrued Interest
0
Local Market Value
435558.54
Local Total Cost Amount
437962.99
Local Unrealized Gain Loss
-2404.45
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 AW5851
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW5851
Security Description
3% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
3
Original Face
1465629.00
Shares Par Value
1037370.84
Base Market Value
1066344.61
Base Total Cost
1071490.63
Base Unrealized Gain Loss
-5146.02
Base Accrued Interest
0
Local Market Value
1066344.61
Local Total Cost Amount
1071490.63
Local Unrealized Gain Loss
-5146.02
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: FNMA POOL AW5854
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW5854
Security Description
3% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
3
Original Face
1207876.00
Shares Par Value
622081.19
Base Market Value
639331.50
Base Total Cost
642930.65
Base Unrealized Gain Loss
-3599.15
Base Accrued Interest
0
Local Market Value
639331.50
Local Total Cost Amount
642930.65
Local Unrealized Gain Loss
-3599.15
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AW4803
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW4803
Security Description
3% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
3
Original Face
1544411.00
Shares Par Value
741368.43
Base Market Value
763120.18
Base Total Cost
765752.51
Base Unrealized Gain Loss
-2632.33
Base Accrued Interest
0
Local Market Value
763120.18
Local Total Cost Amount
765752.51
Local Unrealized Gain Loss
-2632.33
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 AV5920
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV5920
Security Description
3.5% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
3.5
Original Face
824686.00
Shares Par Value
599086.56
Base Market Value
619215.87
Base Total Cost
614016.94
Base Unrealized Gain Loss
5198.93
Base Accrued Interest
0
Local Market Value
619215.87
Local Total Cost Amount
614016.94
Local Unrealized Gain Loss
5198.93
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 AW9543
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW9543
Security Description
3.5% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
3.5
Original Face
201470.00
Shares Par Value
130679.33
Base Market Value
134943.40
Base Total Cost
133711.51
Base Unrealized Gain Loss
1231.89
Base Accrued Interest
0
Local Market Value
134943.40
Local Total Cost Amount
133711.51
Local Unrealized Gain Loss
1231.89
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 AO0289
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO0289
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
243437.00
Shares Par Value
148113.62
Base Market Value
153736.01
Base Total Cost
152047.90
Base Unrealized Gain Loss
1688.11
Base Accrued Interest
0
Local Market Value
153736.01
Local Total Cost Amount
152047.90
Local Unrealized Gain Loss
1688.11
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: FED HM LN PC POOL Q27843
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q27843
Security Description
3.5% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
3.5
Original Face
1000256.00
Shares Par Value
699014.19
Base Market Value
724003.95
Base Total Cost
719110.85
Base Unrealized Gain Loss
4893.10
Base Accrued Interest
0
Local Market Value
724003.95
Local Total Cost Amount
719110.85
Local Unrealized Gain Loss
4893.10
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 AJ2723
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AJ2723
Security Description
4% 20 Aug 2044
Maturity Date
2044-08-20T00:00:00.000
Interest Rate
4
Original Face
360132.00
Shares Par Value
312541.09
Base Market Value
331268.55
Base Total Cost
333735.29
Base Unrealized Gain Loss
-2466.74
Base Accrued Interest
0
Local Market Value
331268.55
Local Total Cost Amount
333735.29
Local Unrealized Gain Loss
-2466.74
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 AI4166
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AI4166
Security Description
4% 20 Aug 2044
Maturity Date
2044-08-20T00:00:00.000
Interest Rate
4
Original Face
207312.00
Shares Par Value
151411.48
Base Market Value
161447.03
Base Total Cost
162152.25
Base Unrealized Gain Loss
-705.22
Base Accrued Interest
0
Local Market Value
161447.03
Local Total Cost Amount
162152.25
Local Unrealized Gain Loss
-705.22
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 AI4167
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AI4167
Security Description
4% 20 Aug 2044
Maturity Date
2044-08-20T00:00:00.000
Interest Rate
4
Original Face
491386.00
Shares Par Value
353552.25
Base Market Value
374514.36
Base Total Cost
377527.48
Base Unrealized Gain Loss
-3013.12
Base Accrued Interest
0
Local Market Value
374514.36
Local Total Cost Amount
377527.48
Local Unrealized Gain Loss
-3013.12
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 AJ4687
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AJ4687
Security Description
4% 20 Aug 2044
Maturity Date
2044-08-20T00:00:00.000
Interest Rate
4
Original Face
230407.00
Shares Par Value
189475.05
Base Market Value
202171.77
Base Total Cost
202323.80
Base Unrealized Gain Loss
-152.03
Base Accrued Interest
0
Local Market Value
202171.77
Local Total Cost Amount
202323.80
Local Unrealized Gain Loss
-152.03
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 AW5091
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW5091
Security Description
3% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
3
Original Face
2145823.00
Shares Par Value
1360009.66
Base Market Value
1400211.55
Base Total Cost
1410053.76
Base Unrealized Gain Loss
-9842.21
Base Accrued Interest
0
Local Market Value
1400211.55
Local Total Cost Amount
1410053.76
Local Unrealized Gain Loss
-9842.21
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: FNMA POOL AW3897
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW3897
Security Description
3% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
3
Original Face
2881975.00
Shares Par Value
2143534.99
Base Market Value
2206726.40
Base Total Cost
2222242.94
Base Unrealized Gain Loss
-15516.54
Base Accrued Interest
0
Local Market Value
2206726.40
Local Total Cost Amount
2222242.94
Local Unrealized Gain Loss
-15516.54
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 AV1725
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV1725
Security Description
3% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
3
Original Face
3762815.00
Shares Par Value
2344643.33
Base Market Value
2414021.33
Base Total Cost
2430918.90
Base Unrealized Gain Loss
-16897.57
Base Accrued Interest
0
Local Market Value
2414021.33
Local Total Cost Amount
2430918.90
Local Unrealized Gain Loss
-16897.57
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 AS3018
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3018
Security Description
3% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
3
Original Face
1048819.00
Shares Par Value
703440.20
Base Market Value
724240.93
Base Total Cost
729269.64
Base Unrealized Gain Loss
-5028.71
Base Accrued Interest
0
Local Market Value
724240.93
Local Total Cost Amount
729269.64
Local Unrealized Gain Loss
-5028.71
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 AT7333
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT7333
Security Description
3.5% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3.5
Original Face
107683.00
Shares Par Value
82515.96
Base Market Value
85328.93
Base Total Cost
84914.10
Base Unrealized Gain Loss
414.83
Base Accrued Interest
0
Local Market Value
85328.93
Local Total Cost Amount
84914.10
Local Unrealized Gain Loss
414.83
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AU3032
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU3032
Security Description
3.5% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3.5
Original Face
126883.00
Shares Par Value
93566.63
Base Market Value
96755.38
Base Total Cost
96285.91
Base Unrealized Gain Loss
469.47
Base Accrued Interest
0
Local Market Value
96755.38
Local Total Cost Amount
96285.91
Local Unrealized Gain Loss
469.47
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 AS2591
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS2591
Security Description
3.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
189663.00
Shares Par Value
125895.89
Base Market Value
130177.61
Base Total Cost
129554.76
Base Unrealized Gain Loss
622.85
Base Accrued Interest
0
Local Market Value
130177.61
Local Total Cost Amount
129554.76
Local Unrealized Gain Loss
622.85
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 G07786
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07786
Security Description
4% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
4
Original Face
4110386.00
Shares Par Value
2856920.75
Base Market Value
3046820.27
Base Total Cost
3042620.60
Base Unrealized Gain Loss
4199.67
Base Accrued Interest
0
Local Market Value
3046820.27
Local Total Cost Amount
3042620.60
Local Unrealized Gain Loss
4199.67
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 AR3218
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR3218
Security Description
3.5% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3.5
Original Face
215243.00
Shares Par Value
168682.12
Base Market Value
174994.20
Base Total Cost
174533.31
Base Unrealized Gain Loss
460.89
Base Accrued Interest
0
Local Market Value
174994.20
Local Total Cost Amount
174533.31
Local Unrealized Gain Loss
460.89
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 AT7940
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT7940
Security Description
3.5% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3.5
Original Face
6221491.00
Shares Par Value
4183566.90
Base Market Value
4339948.63
Base Total Cost
4331625.93
Base Unrealized Gain Loss
8322.70
Base Accrued Interest
0
Local Market Value
4339948.63
Local Total Cost Amount
4331625.93
Local Unrealized Gain Loss
8322.70
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 AL5490
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5490
Security Description
1% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
3.5
Original Face
3462661.00
Shares Par Value
2237449.62
Base Market Value
2338246.73
Base Total Cost
2388477.47
Base Unrealized Gain Loss
-50230.74
Base Accrued Interest
0
Local Market Value
2338246.73
Local Total Cost Amount
2388477.47
Local Unrealized Gain Loss
-50230.74
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB9675
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9675
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
2078973.00
Shares Par Value
1365589.46
Base Market Value
1405860.69
Base Total Cost
1408157.44
Base Unrealized Gain Loss
-2296.75
Base Accrued Interest
0
Local Market Value
1405860.69
Local Total Cost Amount
1408157.44
Local Unrealized Gain Loss
-2296.75
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 AS2593
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS2593
Security Description
3.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
46330.00
Shares Par Value
36891.50
Base Market Value
38266.82
Base Total Cost
38136.57
Base Unrealized Gain Loss
130.25
Base Accrued Interest
0
Local Market Value
38266.82
Local Total Cost Amount
38136.57
Local Unrealized Gain Loss
130.25
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 Q28605
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q28605
Security Description
3.5% 01 Sep 2044
Maturity Date
2044-09-01T00:00:00.000
Interest Rate
3.5
Original Face
1198106.00
Shares Par Value
890508.85
Base Market Value
922344.54
Base Total Cost
917780.69
Base Unrealized Gain Loss
4563.85
Base Accrued Interest
0
Local Market Value
922344.54
Local Total Cost Amount
917780.69
Local Unrealized Gain Loss
4563.85
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: FED HM LN PC POOL Q28604
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q28604
Security Description
3.5% 01 Sep 2044
Maturity Date
2044-09-01T00:00:00.000
Interest Rate
3.5
Original Face
390000.00
Shares Par Value
256848.31
Base Market Value
266654.78
Base Total Cost
265155.74
Base Unrealized Gain Loss
1499.04
Base Accrued Interest
0
Local Market Value
266654.78
Local Total Cost Amount
265155.74
Local Unrealized Gain Loss
1499.04
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY BAML TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY BAML TRUST
Security Description
1% 15 Oct 2047
Maturity Date
2047-10-15T00:00:00.000
Interest Rate
1.08901
Original Face
4400000.00
Shares Par Value
4259598.51
Base Market Value
142615.62
Base Total Cost
247236.69
Base Unrealized Gain Loss
-104621.07
Base Accrued Interest
0
Local Market Value
142615.62
Local Total Cost Amount
247236.69
Local Unrealized Gain Loss
-104621.07
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB9795
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9795
Security Description
4.5% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
4.5
Original Face
2658883.00
Shares Par Value
1022936.95
Base Market Value
1097161.26
Base Total Cost
1110525.92
Base Unrealized Gain Loss
-13364.66
Base Accrued Interest
0
Local Market Value
1097161.26
Local Total Cost Amount
1110525.92
Local Unrealized Gain Loss
-13364.66
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 AB8076
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8076
Security Description
5.5% 01 Nov 2037
Maturity Date
2037-11-01T00:00:00.000
Interest Rate
5.5
Original Face
13850711.00
Shares Par Value
1423630.79
Base Market Value
1591676.17
Base Total Cost
1598025.55
Base Unrealized Gain Loss
-6349.38
Base Accrued Interest
0
Local Market Value
1591676.17
Local Total Cost Amount
1598025.55
Local Unrealized Gain Loss
-6349.38
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA2373
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2373
Security Description
4.5% 20 Nov 2044
Maturity Date
2044-11-20T00:00:00.000
Interest Rate
4.5
Original Face
1294516.00
Shares Par Value
448230.83
Base Market Value
476635.22
Base Total Cost
481497.96
Base Unrealized Gain Loss
-4862.74
Base Accrued Interest
0
Local Market Value
476635.22
Local Total Cost Amount
481497.96
Local Unrealized Gain Loss
-4862.74
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: FED HM LN PC POOL G07810
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07810
Security Description
4.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
4.5
Original Face
115385.00
Shares Par Value
54681.22
Base Market Value
58783.95
Base Total Cost
59465.81
Base Unrealized Gain Loss
-681.86
Base Accrued Interest
0
Local Market Value
58783.95
Local Total Cost Amount
59465.81
Local Unrealized Gain Loss
-681.86
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 AL5857
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5857
Security Description
1% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
4
Original Face
20179496.00
Shares Par Value
9485798.29
Base Market Value
9983612.98
Base Total Cost
10164625.70
Base Unrealized Gain Loss
-181012.72
Base Accrued Interest
0
Local Market Value
9983612.98
Local Total Cost Amount
10164625.70
Local Unrealized Gain Loss
-181012.72
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL6061
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6061
Security Description
1% 01 Nov 2044
Maturity Date
2044-11-01T00:00:00.000
Interest Rate
3.5
Original Face
575700.00
Shares Par Value
431768.00
Base Market Value
445506.86
Base Total Cost
447014.81
Base Unrealized Gain Loss
-1507.95
Base Accrued Interest
503.73
Local Market Value
445506.86
Local Total Cost Amount
447014.81
Local Unrealized Gain Loss
-1507.95
Local Accrued Interest
503.73
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 Q00093
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00093
Security Description
4% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
4
Original Face
93142.00
Shares Par Value
29165.17
Base Market Value
30798.13
Base Total Cost
31161.17
Base Unrealized Gain Loss
-363.04
Base Accrued Interest
0
Local Market Value
30798.13
Local Total Cost Amount
31161.17
Local Unrealized Gain Loss
-363.04
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 005055
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 005055
Security Description
4.5% 20 May 2041
Maturity Date
2041-05-20T00:00:00.000
Interest Rate
4.5
Original Face
6976665.00
Shares Par Value
1508211.18
Base Market Value
1620603.08
Base Total Cost
1657147.04
Base Unrealized Gain Loss
-36543.96
Base Accrued Interest
0
Local Market Value
1620603.08
Local Total Cost Amount
1657147.04
Local Unrealized Gain Loss
-36543.96
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 Q00959
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00959
Security Description
4.5% 01 May 2041
Maturity Date
2041-05-01T00:00:00.000
Interest Rate
4.5
Original Face
6995000.00
Shares Par Value
1404533.53
Base Market Value
1510308.95
Base Total Cost
1524796.73
Base Unrealized Gain Loss
-14487.78
Base Accrued Interest
0
Local Market Value
1510308.95
Local Total Cost Amount
1524796.73
Local Unrealized Gain Loss
-14487.78
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q00804
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00804
Security Description
4.5% 01 May 2041
Maturity Date
2041-05-01T00:00:00.000
Interest Rate
4.5
Original Face
8071000.00
Shares Par Value
1319513.18
Base Market Value
1418832.94
Base Total Cost
1432908.84
Base Unrealized Gain Loss
-14075.90
Base Accrued Interest
0
Local Market Value
1418832.94
Local Total Cost Amount
1432908.84
Local Unrealized Gain Loss
-14075.90
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 TBA 15 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3.5
Security Description
3.5% 25 Jan 2028
Maturity Date
2028-01-25T00:00:00.000
Interest Rate
3.5
Original Face
9600000.00
Shares Par Value
9600000.00
Base Market Value
9988512.00
Base Total Cost
9993375.00
Base Unrealized Gain Loss
-4863.00
Base Accrued Interest
15866.67
Local Market Value
9988512.00
Local Total Cost Amount
9993375.00
Local Unrealized Gain Loss
-4863.00
Local Accrued Interest
15866.67
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 TBA 15 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3.5
Security Description
3.5% 25 Jan 2028
Maturity Date
2028-01-25T00:00:00.000
Interest Rate
3.5
Original Face
32341000.00
Shares Par Value
-32341000.00
Base Market Value
-33649840.27
Base Total Cost
-33808824.23
Base Unrealized Gain Loss
158983.96
Base Accrued Interest
53452.49
Local Market Value
-33649840.27
Local Total Cost Amount
-33808824.23
Local Unrealized Gain Loss
158983.96
Local Accrued Interest
53452.49
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 AL0309
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0309
Security Description
1% 01 Jan 2040
Maturity Date
2040-01-01T00:00:00.000
Interest Rate
6
Original Face
21657278.00
Shares Par Value
2388756.40
Base Market Value
2704215.57
Base Total Cost
2717956.90
Base Unrealized Gain Loss
-13741.33
Base Accrued Interest
0
Local Market Value
2704215.57
Local Total Cost Amount
2717956.90
Local Unrealized Gain Loss
-13741.33
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 TBA 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3
Security Description
3% 18 Jul 2032
Maturity Date
2032-07-18T00:00:00.000
Interest Rate
3
Original Face
13700000.00
Shares Par Value
13700000.00
Base Market Value
14060721.00
Base Total Cost
14105980.47
Base Unrealized Gain Loss
-45259.47
Base Accrued Interest
19408.33
Local Market Value
14060721.00
Local Total Cost Amount
14105980.47
Local Unrealized Gain Loss
-45259.47
Local Accrued Interest
19408.33
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 TBA 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3
Security Description
3% 18 Jul 2032
Maturity Date
2032-07-18T00:00:00.000
Interest Rate
3
Original Face
29367000.00
Shares Par Value
-29367000.00
Base Market Value
-30140233.11
Base Total Cost
-30254751.37
Base Unrealized Gain Loss
114518.26
Base Accrued Interest
41603.23
Local Market Value
-30140233.11
Local Total Cost Amount
-30254751.37
Local Unrealized Gain Loss
114518.26
Local Accrued Interest
41603.23
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FHLMC TBA 15 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 15 YR 3.5
Security Description
3.5% 18 Jul 2032
Maturity Date
2032-07-18T00:00:00.000
Interest Rate
3.5
Original Face
200000.00
Shares Par Value
200000.00
Base Market Value
208298.00
Base Total Cost
209218.75
Base Unrealized Gain Loss
-920.75
Base Accrued Interest
330.56
Local Market Value
208298.00
Local Total Cost Amount
209218.75
Local Unrealized Gain Loss
-920.75
Local Accrued Interest
330.56
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 AS3355
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3355
Security Description
3% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
3
Original Face
1454586.00
Shares Par Value
1040893.42
Base Market Value
1071984.91
Base Total Cost
1080252.21
Base Unrealized Gain Loss
-8267.30
Base Accrued Interest
0
Local Market Value
1071984.91
Local Total Cost Amount
1080252.21
Local Unrealized Gain Loss
-8267.30
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 AW6260
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW6260
Security Description
3.5% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
3.5
Original Face
3802715.00
Shares Par Value
2570010.06
Base Market Value
2685429.21
Base Total Cost
2737863.86
Base Unrealized Gain Loss
-52434.65
Base Accrued Interest
0
Local Market Value
2685429.21
Local Total Cost Amount
2737863.86
Local Unrealized Gain Loss
-52434.65
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 Q31128
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q31128
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
144807.00
Shares Par Value
112551.06
Base Market Value
118833.66
Base Total Cost
120851.70
Base Unrealized Gain Loss
-2018.04
Base Accrued Interest
0
Local Market Value
118833.66
Local Total Cost Amount
120851.70
Local Unrealized Gain Loss
-2018.04
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Dec 2024
Maturity Date
2024-12-25T00:00:00.000
Interest Rate
1.18771
Original Face
12050000.00
Shares Par Value
11913016.93
Base Market Value
781933.50
Base Total Cost
1016214.10
Base Unrealized Gain Loss
-234280.60
Base Accrued Interest
0
Local Market Value
781933.50
Local Total Cost Amount
1016214.10
Local Unrealized Gain Loss
-234280.60
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
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