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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 AS4308
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4308
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
1917839.00
Shares Par Value
1452996.64
Base Market Value
1543750.81
Base Total Cost
1580587.91
Base Unrealized Gain Loss
-36837.10
Base Accrued Interest
0
Local Market Value
1543750.81
Local Total Cost Amount
1580587.91
Local Unrealized Gain Loss
-36837.10
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 Q31338
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q31338
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
358930.00
Shares Par Value
293731.69
Base Market Value
311008.99
Base Total Cost
315394.41
Base Unrealized Gain Loss
-4385.42
Base Accrued Interest
0
Local Market Value
311008.99
Local Total Cost Amount
315394.41
Local Unrealized Gain Loss
-4385.42
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 AV3472
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV3472
Security Description
4% 01 Feb 2044
Maturity Date
2044-02-01T00:00:00.000
Interest Rate
4
Original Face
938733.00
Shares Par Value
687612.79
Base Market Value
733737.86
Base Total Cost
742944.13
Base Unrealized Gain Loss
-9206.27
Base Accrued Interest
0
Local Market Value
733737.86
Local Total Cost Amount
742944.13
Local Unrealized Gain Loss
-9206.27
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 AO2974
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO2974
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
417000.00
Shares Par Value
243216.61
Base Market Value
251515.16
Base Total Cost
252907.28
Base Unrealized Gain Loss
-1392.12
Base Accrued Interest
283.75
Local Market Value
251515.16
Local Total Cost Amount
252907.28
Local Unrealized Gain Loss
-1392.12
Local Accrued Interest
283.75
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 J30526
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J30526
Security Description
2.5% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
2.5
Original Face
617072.00
Shares Par Value
428756.37
Base Market Value
432276.46
Base Total Cost
433412.41
Base Unrealized Gain Loss
-1135.95
Base Accrued Interest
0
Local Market Value
432276.46
Local Total Cost Amount
433412.41
Local Unrealized Gain Loss
-1135.95
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AY2578
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY2578
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
822564.00
Shares Par Value
619033.49
Base Market Value
659741.13
Base Total Cost
670490.65
Base Unrealized Gain Loss
-10749.52
Base Accrued Interest
0
Local Market Value
659741.13
Local Total Cost Amount
670490.65
Local Unrealized Gain Loss
-10749.52
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AY0300
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY0300
Security Description
4% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
4
Original Face
984000.00
Shares Par Value
881972.57
Base Market Value
939882.89
Base Total Cost
955286.54
Base Unrealized Gain Loss
-15403.65
Base Accrued Interest
0
Local Market Value
939882.89
Local Total Cost Amount
955286.54
Local Unrealized Gain Loss
-15403.65
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: FNMA POOL AY0299
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY0299
Security Description
4% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
4
Original Face
146734.00
Shares Par Value
122384.21
Base Market Value
130719.80
Base Total Cost
132347.07
Base Unrealized Gain Loss
-1627.27
Base Accrued Interest
0
Local Market Value
130719.80
Local Total Cost Amount
132347.07
Local Unrealized Gain Loss
-1627.27
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 AY1866
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY1866
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
210000.00
Shares Par Value
172909.04
Base Market Value
184696.25
Base Total Cost
186984.92
Base Unrealized Gain Loss
-2288.67
Base Accrued Interest
0
Local Market Value
184696.25
Local Total Cost Amount
186984.92
Local Unrealized Gain Loss
-2288.67
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 AX6255
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX6255
Security Description
4% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
4
Original Face
145328.00
Shares Par Value
106383.38
Base Market Value
113634.47
Base Total Cost
115043.68
Base Unrealized Gain Loss
-1409.21
Base Accrued Interest
0
Local Market Value
113634.47
Local Total Cost Amount
115043.68
Local Unrealized Gain Loss
-1409.21
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: 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
-7170.60
Base Market Value
-7170.60
Base Total Cost
-7170.60
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-7170.60
Local Total Cost Amount
-7170.60
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 G07962
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07962
Security Description
5% 01 Nov 2041
Maturity Date
2041-11-01T00:00:00.000
Interest Rate
5
Original Face
12800000.00
Shares Par Value
6915180.29
Base Market Value
7561542.19
Base Total Cost
7665045.15
Base Unrealized Gain Loss
-103502.96
Base Accrued Interest
0
Local Market Value
7561542.19
Local Total Cost Amount
7665045.15
Local Unrealized Gain Loss
-103502.96
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AY2923
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY2923
Security Description
4% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
4
Original Face
102043.00
Shares Par Value
67751.39
Base Market Value
72198.59
Base Total Cost
73107.99
Base Unrealized Gain Loss
-909.40
Base Accrued Interest
0
Local Market Value
72198.59
Local Total Cost Amount
73107.99
Local Unrealized Gain Loss
-909.40
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 AY2922
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY2922
Security Description
4% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
4
Original Face
97765.00
Shares Par Value
77234.41
Base Market Value
82499.48
Base Total Cost
83570.04
Base Unrealized Gain Loss
-1070.56
Base Accrued Interest
0
Local Market Value
82499.48
Local Total Cost Amount
83570.04
Local Unrealized Gain Loss
-1070.56
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 AY6503
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY6503
Security Description
4% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
4
Original Face
1000000.00
Shares Par Value
763475.41
Base Market Value
807902.04
Base Total Cost
823121.92
Base Unrealized Gain Loss
-15219.88
Base Accrued Interest
0
Local Market Value
807902.04
Local Total Cost Amount
823121.92
Local Unrealized Gain Loss
-15219.88
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 AY2021
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY2021
Security Description
4% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
4
Original Face
201097.00
Shares Par Value
164970.71
Base Market Value
175799.39
Base Total Cost
177859.05
Base Unrealized Gain Loss
-2059.66
Base Accrued Interest
0
Local Market Value
175799.39
Local Total Cost Amount
177859.05
Local Unrealized Gain Loss
-2059.66
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 AX9395
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX9395
Security Description
4% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
4
Original Face
703492.00
Shares Par Value
304450.03
Base Market Value
322287.76
Base Total Cost
327902.21
Base Unrealized Gain Loss
-5614.45
Base Accrued Interest
0
Local Market Value
322287.76
Local Total Cost Amount
327902.21
Local Unrealized Gain Loss
-5614.45
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: FED HM LN PC POOL Q25689
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q25689
Security Description
4% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
4
Original Face
1428161.00
Shares Par Value
1003482.80
Base Market Value
1067625.42
Base Total Cost
1080625.54
Base Unrealized Gain Loss
-13000.12
Base Accrued Interest
0
Local Market Value
1067625.42
Local Total Cost Amount
1080625.54
Local Unrealized Gain Loss
-13000.12
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 AY2924
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY2924
Security Description
4% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
4
Original Face
197884.00
Shares Par Value
139881.00
Base Market Value
148576.00
Base Total Cost
150590.63
Base Unrealized Gain Loss
-2014.63
Base Accrued Interest
0
Local Market Value
148576.00
Local Total Cost Amount
150590.63
Local Unrealized Gain Loss
-2014.63
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 AX9054
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX9054
Security Description
3% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
3
Original Face
1238173.00
Shares Par Value
1061620.31
Base Market Value
1065622.62
Base Total Cost
1087580.25
Base Unrealized Gain Loss
-21957.63
Base Accrued Interest
0
Local Market Value
1065622.62
Local Total Cost Amount
1087580.25
Local Unrealized Gain Loss
-21957.63
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: 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 Jan 2025
Maturity Date
2025-01-25T00:00:00.000
Interest Rate
0.87943
Original Face
5700000.00
Shares Par Value
5658433.72
Base Market Value
264796.03
Base Total Cost
338985.43
Base Unrealized Gain Loss
-74189.40
Base Accrued Interest
0
Local Market Value
264796.03
Local Total Cost Amount
338985.43
Local Unrealized Gain Loss
-74189.40
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q32912
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q32912
Security Description
4% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
4
Original Face
78492.00
Shares Par Value
58061.55
Base Market Value
61208.49
Base Total Cost
60901.12
Base Unrealized Gain Loss
307.37
Base Accrued Interest
0
Local Market Value
61208.49
Local Total Cost Amount
60901.12
Local Unrealized Gain Loss
307.37
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL6626
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6626
Security Description
1% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
4
Original Face
1952504.00
Shares Par Value
1138143.22
Base Market Value
1200513.47
Base Total Cost
1219947.26
Base Unrealized Gain Loss
-19433.79
Base Accrued Interest
0
Local Market Value
1200513.47
Local Total Cost Amount
1219947.26
Local Unrealized Gain Loss
-19433.79
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 AY0269
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY0269
Security Description
4% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
4
Original Face
232397.00
Shares Par Value
215226.85
Base Market Value
229365.10
Base Total Cost
232142.33
Base Unrealized Gain Loss
-2777.23
Base Accrued Interest
0
Local Market Value
229365.10
Local Total Cost Amount
232142.33
Local Unrealized Gain Loss
-2777.23
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AX7939
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX7939
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
259697.00
Shares Par Value
228878.00
Base Market Value
243867.22
Base Total Cost
246866.37
Base Unrealized Gain Loss
-2999.15
Base Accrued Interest
0
Local Market Value
243867.22
Local Total Cost Amount
246866.37
Local Unrealized Gain Loss
-2999.15
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 AY7487
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY7487
Security Description
4% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
4
Original Face
1410938.00
Shares Par Value
811569.22
Base Market Value
856116.25
Base Total Cost
875353.49
Base Unrealized Gain Loss
-19237.24
Base Accrued Interest
0
Local Market Value
856116.25
Local Total Cost Amount
875353.49
Local Unrealized Gain Loss
-19237.24
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 AX6736
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX6736
Security Description
3% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
3
Original Face
58826.00
Shares Par Value
47604.42
Base Market Value
47771.99
Base Total Cost
48169.72
Base Unrealized Gain Loss
-397.73
Base Accrued Interest
0
Local Market Value
47771.99
Local Total Cost Amount
48169.72
Local Unrealized Gain Loss
-397.73
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 AS3991
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3991
Security Description
3% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
3
Original Face
216630.00
Shares Par Value
186812.23
Base Market Value
187516.51
Base Total Cost
189030.62
Base Unrealized Gain Loss
-1514.11
Base Accrued Interest
0
Local Market Value
187516.51
Local Total Cost Amount
189030.62
Local Unrealized Gain Loss
-1514.11
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 AX1464
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX1464
Security Description
3% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
3
Original Face
118856.00
Shares Par Value
88853.92
Base Market Value
89263.54
Base Total Cost
89909.06
Base Unrealized Gain Loss
-645.52
Base Accrued Interest
0
Local Market Value
89263.54
Local Total Cost Amount
89909.06
Local Unrealized Gain Loss
-645.52
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AX4287
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX4287
Security Description
3% 01 Jan 2045
Maturity Date
2045-01-01T00:00:00.000
Interest Rate
3
Original Face
127394.00
Shares Par Value
104434.83
Base Market Value
105180.49
Base Total Cost
105675.02
Base Unrealized Gain Loss
-494.53
Base Accrued Interest
0
Local Market Value
105180.49
Local Total Cost Amount
105675.02
Local Unrealized Gain Loss
-494.53
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 783935
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 783935
Security Description
4.5% 20 Dec 2042
Maturity Date
2042-12-20T00:00:00.000
Interest Rate
4.5
Original Face
1603103.00
Shares Par Value
777690.05
Base Market Value
846080.11
Base Total Cost
836988.90
Base Unrealized Gain Loss
9091.21
Base Accrued Interest
0
Local Market Value
846080.11
Local Total Cost Amount
836988.90
Local Unrealized Gain Loss
9091.21
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: 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 Jan 2022
Maturity Date
2022-01-25T00:00:00.000
Interest Rate
0.76654
Original Face
6285000.00
Shares Par Value
6183459.85
Base Market Value
155852.87
Base Total Cost
230233.47
Base Unrealized Gain Loss
-74380.60
Base Accrued Interest
0
Local Market Value
155852.87
Local Total Cost Amount
230233.47
Local Unrealized Gain Loss
-74380.60
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AW7055
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW7055
Security Description
4% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
4
Original Face
528787.00
Shares Par Value
356800.02
Base Market Value
377162.60
Base Total Cost
383114.03
Base Unrealized Gain Loss
-5951.43
Base Accrued Interest
0
Local Market Value
377162.60
Local Total Cost Amount
383114.03
Local Unrealized Gain Loss
-5951.43
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AY8218
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY8218
Security Description
4% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
4
Original Face
508238.00
Shares Par Value
410869.48
Base Market Value
434371.21
Base Total Cost
441171.11
Base Unrealized Gain Loss
-6799.90
Base Accrued Interest
0
Local Market Value
434371.21
Local Total Cost Amount
441171.11
Local Unrealized Gain Loss
-6799.90
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: FED HM LN PC POOL V60796
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60796
Security Description
2.5% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
2.5
Original Face
2353246.00
Shares Par Value
1842044.61
Base Market Value
1854552.09
Base Total Cost
1885505.37
Base Unrealized Gain Loss
-30953.28
Base Accrued Interest
0
Local Market Value
1854552.09
Local Total Cost Amount
1885505.37
Local Unrealized Gain Loss
-30953.28
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 V60696
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60696
Security Description
3% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
3
Original Face
721739.00
Shares Par Value
516982.54
Base Market Value
531659.67
Base Total Cost
537742.62
Base Unrealized Gain Loss
-6082.95
Base Accrued Interest
0
Local Market Value
531659.67
Local Total Cost Amount
537742.62
Local Unrealized Gain Loss
-6082.95
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL2614
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2614
Security Description
1% 01 Nov 2042
Maturity Date
2042-11-01T00:00:00.000
Interest Rate
3.5
Original Face
1916191.00
Shares Par Value
1118066.80
Base Market Value
1152805.14
Base Total Cost
1162265.38
Base Unrealized Gain Loss
-9460.24
Base Accrued Interest
0
Local Market Value
1152805.14
Local Total Cost Amount
1162265.38
Local Unrealized Gain Loss
-9460.24
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 AS5453
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5453
Security Description
3.5% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
3.5
Original Face
3817464.00
Shares Par Value
3172116.86
Base Market Value
3273085.34
Base Total Cost
3279547.53
Base Unrealized Gain Loss
-6462.19
Base Accrued Interest
0
Local Market Value
3273085.34
Local Total Cost Amount
3279547.53
Local Unrealized Gain Loss
-6462.19
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: 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 Apr 2030
Maturity Date
2030-04-25T00:00:00.000
Interest Rate
0.57603
Original Face
60000000.00
Shares Par Value
57945331.80
Base Market Value
2162195.29
Base Total Cost
2620887.43
Base Unrealized Gain Loss
-458692.14
Base Accrued Interest
0
Local Market Value
2162195.29
Local Total Cost Amount
2620887.43
Local Unrealized Gain Loss
-458692.14
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 736570
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 736570
Security Description
4.5% 15 Mar 2040
Maturity Date
2040-03-15T00:00:00.000
Interest Rate
4.5
Original Face
41100000.00
Shares Par Value
6650583.76
Base Market Value
7180635.29
Base Total Cost
7202374.39
Base Unrealized Gain Loss
-21739.10
Base Accrued Interest
0
Local Market Value
7180635.29
Local Total Cost Amount
7202374.39
Local Unrealized Gain Loss
-21739.10
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 AZ0026
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ0026
Security Description
2.5% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
2.5
Original Face
577577.00
Shares Par Value
435929.02
Base Market Value
439743.40
Base Total Cost
441105.69
Base Unrealized Gain Loss
-1362.29
Base Accrued Interest
0
Local Market Value
439743.40
Local Total Cost Amount
441105.69
Local Unrealized Gain Loss
-1362.29
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: FED HM LN PC POOL J32204
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32204
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
533000.00
Shares Par Value
419766.72
Base Market Value
422801.63
Base Total Cost
424095.58
Base Unrealized Gain Loss
-1293.95
Base Accrued Interest
0
Local Market Value
422801.63
Local Total Cost Amount
424095.58
Local Unrealized Gain Loss
-1293.95
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL J32209
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32209
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
520344.00
Shares Par Value
403302.43
Base Market Value
406286.87
Base Total Cost
407587.53
Base Unrealized Gain Loss
-1300.66
Base Accrued Interest
0
Local Market Value
406286.87
Local Total Cost Amount
407587.53
Local Unrealized Gain Loss
-1300.66
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 AZ2171
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ2171
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
150670.00
Shares Par Value
120748.27
Base Market Value
121806.02
Base Total Cost
122182.17
Base Unrealized Gain Loss
-376.15
Base Accrued Interest
0
Local Market Value
121806.02
Local Total Cost Amount
122182.17
Local Unrealized Gain Loss
-376.15
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 AX4301
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX4301
Security Description
2.5% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
2.5
Original Face
101273.00
Shares Par Value
67575.31
Base Market Value
68167.27
Base Total Cost
68377.78
Base Unrealized Gain Loss
-210.51
Base Accrued Interest
0
Local Market Value
68167.27
Local Total Cost Amount
68377.78
Local Unrealized Gain Loss
-210.51
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 AX8731
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX8731
Security Description
2.5% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
2.5
Original Face
369131.00
Shares Par Value
302490.03
Base Market Value
305136.82
Base Total Cost
306011.19
Base Unrealized Gain Loss
-874.37
Base Accrued Interest
0
Local Market Value
305136.82
Local Total Cost Amount
306011.19
Local Unrealized Gain Loss
-874.37
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL J31091
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J31091
Security Description
2.5% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
2.5
Original Face
1300982.00
Shares Par Value
1023363.43
Base Market Value
1031335.43
Base Total Cost
1034716.37
Base Unrealized Gain Loss
-3380.94
Base Accrued Interest
0
Local Market Value
1031335.43
Local Total Cost Amount
1034716.37
Local Unrealized Gain Loss
-3380.94
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 J29028
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J29028
Security Description
2.5% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
2.5
Original Face
42180.00
Shares Par Value
27889.48
Base Market Value
28161.68
Base Total Cost
28198.89
Base Unrealized Gain Loss
-37.21
Base Accrued Interest
0
Local Market Value
28161.68
Local Total Cost Amount
28198.89
Local Unrealized Gain Loss
-37.21
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 J30226
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J30226
Security Description
2.5% 01 Dec 2029
Maturity Date
2029-12-01T00:00:00.000
Interest Rate
2.5
Original Face
820624.00
Shares Par Value
633753.80
Base Market Value
638513.29
Base Total Cost
640635.96
Base Unrealized Gain Loss
-2122.67
Base Accrued Interest
0
Local Market Value
638513.29
Local Total Cost Amount
640635.96
Local Unrealized Gain Loss
-2122.67
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: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
1% 10 Aug 2048
Maturity Date
2048-08-10T00:00:00.000
Interest Rate
1.0125
Original Face
12200000.00
Shares Par Value
11954981.91
Base Market Value
636337.39
Base Total Cost
766401.39
Base Unrealized Gain Loss
-130064.00
Base Accrued Interest
0
Local Market Value
636337.39
Local Total Cost Amount
766401.39
Local Unrealized Gain Loss
-130064.00
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
Aa1
Direct Group Trust Holding
Direct
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