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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 AL9600
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9600
Security Description
1% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
1827384.00
Shares Par Value
1710920.91
Base Market Value
1767039.12
Base Total Cost
1737654.05
Base Unrealized Gain Loss
29385.07
Base Accrued Interest
0
Local Market Value
1767039.12
Local Total Cost Amount
1737654.05
Local Unrealized Gain Loss
29385.07
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 AS8653
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8653
Security Description
3.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
2279000.00
Shares Par Value
2235735.37
Base Market Value
2320357.95
Base Total Cost
2325164.79
Base Unrealized Gain Loss
-4806.84
Base Accrued Interest
0
Local Market Value
2320357.95
Local Total Cost Amount
2325164.79
Local Unrealized Gain Loss
-4806.84
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 G08750
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08750
Security Description
3% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
76206720.00
Shares Par Value
75163372.27
Base Market Value
75049875.58
Base Total Cost
74528796.37
Base Unrealized Gain Loss
521079.21
Base Accrued Interest
0
Local Market Value
75049875.58
Local Total Cost Amount
74528796.37
Local Unrealized Gain Loss
521079.21
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: TREASURY BILL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TREASURY BILL
Security Description
0.01% 13 Jul 2017
Maturity Date
2017-07-13T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
10600000.00
Base Market Value
10597710.40
Base Total Cost
10592911.25
Base Unrealized Gain Loss
4799.15
Base Accrued Interest
0
Local Market Value
10597710.40
Local Total Cost Amount
10592911.25
Local Unrealized Gain Loss
4799.15
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
GOVERNMENT ISSUES
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 V82929
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82929
Security Description
4% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
4
Original Face
1406017.00
Shares Par Value
1358150.72
Base Market Value
1438824.87
Base Total Cost
1440488.61
Base Unrealized Gain Loss
-1663.74
Base Accrued Interest
0
Local Market Value
1438824.87
Local Total Cost Amount
1440488.61
Local Unrealized Gain Loss
-1663.74
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 BD8531
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8531
Security Description
3.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
630606.00
Shares Par Value
617280.24
Base Market Value
637656.66
Base Total Cost
638451.03
Base Unrealized Gain Loss
-794.37
Base Accrued Interest
720.16
Local Market Value
637656.66
Local Total Cost Amount
638451.03
Local Unrealized Gain Loss
-794.37
Local Accrued Interest
720.16
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 AC6680
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC6680
Security Description
5.5% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
5.5
Original Face
2920493.00
Shares Par Value
704814.02
Base Market Value
783097.71
Base Total Cost
787849.93
Base Unrealized Gain Loss
-4752.22
Base Accrued Interest
0
Local Market Value
783097.71
Local Total Cost Amount
787849.93
Local Unrealized Gain Loss
-4752.22
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 BE4913
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE4913
Security Description
3.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
372140.00
Shares Par Value
364969.80
Base Market Value
376670.73
Base Total Cost
376674.50
Base Unrealized Gain Loss
-3.77
Base Accrued Interest
0
Local Market Value
376670.73
Local Total Cost Amount
376674.50
Local Unrealized Gain Loss
-3.77
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 AL9725
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9725
Security Description
1% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
5967000.00
Shares Par Value
5823652.67
Base Market Value
6042680.25
Base Total Cost
6034760.09
Base Unrealized Gain Loss
7920.16
Base Accrued Interest
0
Local Market Value
6042680.25
Local Total Cost Amount
6034760.09
Local Unrealized Gain Loss
7920.16
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: FNMA POOL AS8792
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8792
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
2645177.00
Shares Par Value
2592871.27
Base Market Value
2600183.17
Base Total Cost
2577070.97
Base Unrealized Gain Loss
23112.20
Base Accrued Interest
0
Local Market Value
2600183.17
Local Total Cost Amount
2577070.97
Local Unrealized Gain Loss
23112.20
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: GNMA II POOL MA4263
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4263
Security Description
4% 20 Feb 2047
Maturity Date
2047-02-20T00:00:00.000
Interest Rate
4
Original Face
3890700.00
Shares Par Value
3825191.66
Base Market Value
4029380.39
Base Total Cost
4048344.90
Base Unrealized Gain Loss
-18964.51
Base Accrued Interest
0
Local Market Value
4029380.39
Local Total Cost Amount
4048344.90
Local Unrealized Gain Loss
-18964.51
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 G08756
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08756
Security Description
3% 01 Apr 2047
Maturity Date
2047-04-01T00:00:00.000
Interest Rate
3
Original Face
8591580.00
Shares Par Value
8505823.75
Base Market Value
8492979.96
Base Total Cost
8421097.77
Base Unrealized Gain Loss
71882.19
Base Accrued Interest
0
Local Market Value
8492979.96
Local Total Cost Amount
8421097.77
Local Unrealized Gain Loss
71882.19
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 BD5049
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD5049
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
792908.00
Shares Par Value
779943.80
Base Market Value
781745.47
Base Total Cost
773667.69
Base Unrealized Gain Loss
8077.78
Base Accrued Interest
0
Local Market Value
781745.47
Local Total Cost Amount
773667.69
Local Unrealized Gain Loss
8077.78
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 BD5056
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD5056
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
232477.00
Shares Par Value
230642.46
Base Market Value
231488.92
Base Total Cost
228912.64
Base Unrealized Gain Loss
2576.28
Base Accrued Interest
0
Local Market Value
231488.92
Local Total Cost Amount
228912.64
Local Unrealized Gain Loss
2576.28
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 BE3188
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE3188
Security Description
3.5% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3.5
Original Face
1251116.00
Shares Par Value
1233340.37
Base Market Value
1275779.61
Base Total Cost
1258585.31
Base Unrealized Gain Loss
17194.30
Base Accrued Interest
0
Local Market Value
1275779.61
Local Total Cost Amount
1258585.31
Local Unrealized Gain Loss
17194.30
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: FED HM LN PC POOL Q46441
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q46441
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
2463414.00
Shares Par Value
2421525.25
Base Market Value
2417868.75
Base Total Cost
2400620.68
Base Unrealized Gain Loss
17248.07
Base Accrued Interest
0
Local Market Value
2417868.75
Local Total Cost Amount
2400620.68
Local Unrealized Gain Loss
17248.07
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS8936
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8936
Security Description
3% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
1403338.00
Shares Par Value
1367551.95
Base Market Value
1369876.79
Base Total Cost
1351152.01
Base Unrealized Gain Loss
18724.78
Base Accrued Interest
0
Local Market Value
1369876.79
Local Total Cost Amount
1351152.01
Local Unrealized Gain Loss
18724.78
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 AS8925
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8925
Security Description
3% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
1632214.00
Shares Par Value
1604606.52
Base Market Value
1608425.48
Base Total Cost
1586554.70
Base Unrealized Gain Loss
21870.78
Base Accrued Interest
0
Local Market Value
1608425.48
Local Total Cost Amount
1586554.70
Local Unrealized Gain Loss
21870.78
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 Q20176
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q20176
Security Description
3.5% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3.5
Original Face
482848.00
Shares Par Value
353540.81
Base Market Value
367067.28
Base Total Cost
367019.55
Base Unrealized Gain Loss
47.73
Base Accrued Interest
0
Local Market Value
367067.28
Local Total Cost Amount
367019.55
Local Unrealized Gain Loss
47.73
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 MA4321
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4321
Security Description
3.5% 20 Mar 2047
Maturity Date
2047-03-20T00:00:00.000
Interest Rate
3.5
Original Face
41371000.00
Shares Par Value
41012796.64
Base Market Value
42524938.45
Base Total Cost
42250532.54
Base Unrealized Gain Loss
274405.91
Base Accrued Interest
0
Local Market Value
42524938.45
Local Total Cost Amount
42250532.54
Local Unrealized Gain Loss
274405.91
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 G60888
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60888
Security Description
3.5% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
3.5
Original Face
10100901.00
Shares Par Value
9616994.51
Base Market Value
9922814.94
Base Total Cost
9758244.13
Base Unrealized Gain Loss
164570.81
Base Accrued Interest
0
Local Market Value
9922814.94
Local Total Cost Amount
9758244.13
Local Unrealized Gain Loss
164570.81
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
5573.36
Base Market Value
5573.36
Base Total Cost
5573.36
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
5573.36
Local Total Cost Amount
5573.36
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 AS9316
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9316
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
988020.00
Shares Par Value
965732.25
Base Market Value
972386.15
Base Total Cost
961394.00
Base Unrealized Gain Loss
10992.15
Base Accrued Interest
0
Local Market Value
972386.15
Local Total Cost Amount
961394.00
Local Unrealized Gain Loss
10992.15
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 AS9318
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9318
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
1560194.00
Shares Par Value
1517822.75
Base Market Value
1527825.20
Base Total Cost
1510352.22
Base Unrealized Gain Loss
17472.98
Base Accrued Interest
0
Local Market Value
1527825.20
Local Total Cost Amount
1510352.22
Local Unrealized Gain Loss
17472.98
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS9317
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9317
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
802172.00
Shares Par Value
783131.03
Base Market Value
788448.49
Base Total Cost
779368.32
Base Unrealized Gain Loss
9080.17
Base Accrued Interest
0
Local Market Value
788448.49
Local Total Cost Amount
779368.32
Local Unrealized Gain Loss
9080.17
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 AS9319
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9319
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
1624774.00
Shares Par Value
1599041.30
Base Market Value
1608459.65
Base Total Cost
1590359.00
Base Unrealized Gain Loss
18100.65
Base Accrued Interest
0
Local Market Value
1608459.65
Local Total Cost Amount
1590359.00
Local Unrealized Gain Loss
18100.65
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 AS9321
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9321
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
1251467.00
Shares Par Value
1225274.62
Base Market Value
1234072.09
Base Total Cost
1220153.35
Base Unrealized Gain Loss
13918.74
Base Accrued Interest
0
Local Market Value
1234072.09
Local Total Cost Amount
1220153.35
Local Unrealized Gain Loss
13918.74
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 AS7364
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7364
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
29074000.00
Shares Par Value
27553903.42
Base Market Value
27616726.32
Base Total Cost
27439813.05
Base Unrealized Gain Loss
176913.27
Base Accrued Interest
0
Local Market Value
27616726.32
Local Total Cost Amount
27439813.05
Local Unrealized Gain Loss
176913.27
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 AS7370
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7370
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
5448053.00
Shares Par Value
5012881.81
Base Market Value
5033735.40
Base Total Cost
5157785.44
Base Unrealized Gain Loss
-124050.04
Base Accrued Interest
0
Local Market Value
5033735.40
Local Total Cost Amount
5157785.44
Local Unrealized Gain Loss
-124050.04
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 AS7362
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7362
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
9483499.00
Shares Par Value
9008293.86
Base Market Value
9040003.05
Base Total Cost
9262355.91
Base Unrealized Gain Loss
-222352.86
Base Accrued Interest
0
Local Market Value
9040003.05
Local Total Cost Amount
9262355.91
Local Unrealized Gain Loss
-222352.86
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 AS7383
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7383
Security Description
3.5% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3.5
Original Face
5253000.00
Shares Par Value
4905897.30
Base Market Value
5063082.25
Base Total Cost
5083352.81
Base Unrealized Gain Loss
-20270.56
Base Accrued Interest
5723.55
Local Market Value
5063082.25
Local Total Cost Amount
5083352.81
Local Unrealized Gain Loss
-20270.56
Local Accrued Interest
5723.55
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 AS7365
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7365
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
1168408.00
Shares Par Value
1115847.45
Base Market Value
1117643.96
Base Total Cost
1144353.88
Base Unrealized Gain Loss
-26709.92
Base Accrued Interest
0
Local Market Value
1117643.96
Local Total Cost Amount
1144353.88
Local Unrealized Gain Loss
-26709.92
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 AL8637
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8637
Security Description
1% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4
Original Face
311195.00
Shares Par Value
285925.09
Base Market Value
303738.22
Base Total Cost
309156.50
Base Unrealized Gain Loss
-5418.28
Base Accrued Interest
0
Local Market Value
303738.22
Local Total Cost Amount
309156.50
Local Unrealized Gain Loss
-5418.28
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 G60608
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60608
Security Description
4% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
4
Original Face
37460.00
Shares Par Value
29543.60
Base Market Value
31094.93
Base Total Cost
31126.96
Base Unrealized Gain Loss
-32.03
Base Accrued Interest
0
Local Market Value
31094.93
Local Total Cost Amount
31126.96
Local Unrealized Gain Loss
-32.03
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 G08723
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08723
Security Description
4% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4
Original Face
3173760.00
Shares Par Value
2866312.38
Base Market Value
3016822.44
Base Total Cost
3011307.51
Base Unrealized Gain Loss
5514.93
Base Accrued Interest
0
Local Market Value
3016822.44
Local Total Cost Amount
3011307.51
Local Unrealized Gain Loss
5514.93
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS7605
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7605
Security Description
2.5% 01 Jul 2031
Maturity Date
2031-07-01T00:00:00.000
Interest Rate
2.5
Original Face
1585528.00
Shares Par Value
1442682.58
Base Market Value
1452608.24
Base Total Cost
1494247.20
Base Unrealized Gain Loss
-41638.96
Base Accrued Interest
0
Local Market Value
1452608.24
Local Total Cost Amount
1494247.20
Local Unrealized Gain Loss
-41638.96
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 AS7617
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7617
Security Description
2.5% 01 Jul 2031
Maturity Date
2031-07-01T00:00:00.000
Interest Rate
2.5
Original Face
2465059.00
Shares Par Value
2204695.65
Base Market Value
2219863.96
Base Total Cost
2283496.31
Base Unrealized Gain Loss
-63632.35
Base Accrued Interest
0
Local Market Value
2219863.96
Local Total Cost Amount
2283496.31
Local Unrealized Gain Loss
-63632.35
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BE9285
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE9285
Security Description
3.5% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3.5
Original Face
276022.00
Shares Par Value
274822.76
Base Market Value
283254.32
Base Total Cost
280920.39
Base Unrealized Gain Loss
2333.93
Base Accrued Interest
0
Local Market Value
283254.32
Local Total Cost Amount
280920.39
Local Unrealized Gain Loss
2333.93
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 BH0157
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH0157
Security Description
3.5% 01 Apr 2047
Maturity Date
2047-04-01T00:00:00.000
Interest Rate
3.5
Original Face
2319931.00
Shares Par Value
2309457.16
Base Market Value
2373429.12
Base Total Cost
2362412.29
Base Unrealized Gain Loss
11016.83
Base Accrued Interest
0
Local Market Value
2373429.12
Local Total Cost Amount
2362412.29
Local Unrealized Gain Loss
11016.83
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 May 2059
Maturity Date
2059-05-16T00:00:00.000
Interest Rate
0.71032
Original Face
5264000.00
Shares Par Value
5237971.05
Base Market Value
369032.35
Base Total Cost
368090.24
Base Unrealized Gain Loss
942.11
Base Accrued Interest
0
Local Market Value
369032.35
Local Total Cost Amount
368090.24
Local Unrealized Gain Loss
942.11
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA4382
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4382
Security Description
3.5% 20 Apr 2047
Maturity Date
2047-04-20T00:00:00.000
Interest Rate
3.5
Original Face
87840200.00
Shares Par Value
87411008.39
Base Market Value
90633852.27
Base Total Cost
90872293.17
Base Unrealized Gain Loss
-238440.90
Base Accrued Interest
0
Local Market Value
90633852.27
Local Total Cost Amount
90872293.17
Local Unrealized Gain Loss
-238440.90
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 17 Apr 2051
Maturity Date
2051-04-17T00:00:00.000
Interest Rate
0.70155
Original Face
13040000.00
Shares Par Value
12986521.00
Base Market Value
859301.21
Base Total Cost
873546.46
Base Unrealized Gain Loss
-14245.25
Base Accrued Interest
0
Local Market Value
859301.21
Local Total Cost Amount
873546.46
Local Unrealized Gain Loss
-14245.25
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM1100
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1100
Security Description
1% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
3.5
Original Face
1376400.00
Shares Par Value
1350800.40
Base Market Value
1393904.44
Base Total Cost
1401033.30
Base Unrealized Gain Loss
-7128.86
Base Accrued Interest
1575.93
Local Market Value
1393904.44
Local Total Cost Amount
1401033.30
Local Unrealized Gain Loss
-7128.86
Local Accrued Interest
1575.93
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
3% 25 Feb 2043
Maturity Date
2043-02-25T00:00:00.000
Interest Rate
3
Original Face
11071333.00
Shares Par Value
6382120.39
Base Market Value
681835.75
Base Total Cost
736436.90
Base Unrealized Gain Loss
-54601.15
Base Accrued Interest
0
Local Market Value
681835.75
Local Total Cost Amount
736436.90
Local Unrealized Gain Loss
-54601.15
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 G08765
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08765
Security Description
3% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
3
Original Face
1700000.00
Shares Par Value
1697089.68
Base Market Value
1694527.07
Base Total Cost
1708359.42
Base Unrealized Gain Loss
-13832.35
Base Accrued Interest
0
Local Market Value
1694527.07
Local Total Cost Amount
1708359.42
Local Unrealized Gain Loss
-13832.35
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Dec 2058
Maturity Date
2058-12-16T00:00:00.000
Interest Rate
0.681
Original Face
24143146.00
Shares Par Value
24093191.66
Base Market Value
1696314.89
Base Total Cost
1742004.98
Base Unrealized Gain Loss
-45690.09
Base Accrued Interest
0
Local Market Value
1696314.89
Local Total Cost Amount
1742004.98
Local Unrealized Gain Loss
-45690.09
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 May 2059
Maturity Date
2059-05-16T00:00:00.000
Interest Rate
0.76546
Original Face
8605000.00
Shares Par Value
8590684.03
Base Market Value
736677.79
Base Total Cost
724838.97
Base Unrealized Gain Loss
11838.82
Base Accrued Interest
0
Local Market Value
736677.79
Local Total Cost Amount
724838.97
Local Unrealized Gain Loss
11838.82
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Dec 2056
Maturity Date
2056-12-16T00:00:00.000
Interest Rate
0.8651
Original Face
5970000.00
Shares Par Value
5933002.78
Base Market Value
432799.50
Base Total Cost
438485.99
Base Unrealized Gain Loss
-5686.49
Base Accrued Interest
0
Local Market Value
432799.50
Local Total Cost Amount
438485.99
Local Unrealized Gain Loss
-5686.49
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Nov 2056
Maturity Date
2056-11-16T00:00:00.000
Interest Rate
0.6921
Original Face
35445918.00
Shares Par Value
35345168.65
Base Market Value
2367376.98
Base Total Cost
2333333.40
Base Unrealized Gain Loss
34043.58
Base Accrued Interest
0
Local Market Value
2367376.98
Local Total Cost Amount
2333333.40
Local Unrealized Gain Loss
34043.58
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Nov 2057
Maturity Date
2057-11-16T00:00:00.000
Interest Rate
0.72137
Original Face
6090000.00
Shares Par Value
6073909.25
Base Market Value
443973.00
Base Total Cost
447950.80
Base Unrealized Gain Loss
-3977.80
Base Accrued Interest
0
Local Market Value
443973.00
Local Total Cost Amount
447950.80
Local Unrealized Gain Loss
-3977.80
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
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