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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 643179
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 643179
Security Description
7% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
7
Original Face
35000.00
Shares Par Value
4329.61
Base Market Value
4920.65
Base Total Cost
4514.99
Base Unrealized Gain Loss
405.66
Base Accrued Interest
0
Local Market Value
4920.65
Local Total Cost Amount
4514.99
Local Unrealized Gain Loss
405.66
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 637543
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 637543
Security Description
7% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
7
Original Face
49000.00
Shares Par Value
885.40
Base Market Value
908.88
Base Total Cost
923.29
Base Unrealized Gain Loss
-14.41
Base Accrued Interest
0
Local Market Value
908.88
Local Total Cost Amount
923.29
Local Unrealized Gain Loss
-14.41
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 635123
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 635123
Security Description
7% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
7
Original Face
123000.00
Shares Par Value
2178.91
Base Market Value
2230.38
Base Total Cost
2272.21
Base Unrealized Gain Loss
-41.83
Base Accrued Interest
0
Local Market Value
2230.38
Local Total Cost Amount
2272.21
Local Unrealized Gain Loss
-41.83
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 649170
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 649170
Security Description
6% 01 Jul 2017
Maturity Date
2017-07-01T00:00:00.000
Interest Rate
6
Original Face
48000.00
Shares Par Value
4.26
Base Market Value
4.25
Base Total Cost
4.44
Base Unrealized Gain Loss
-0.19
Base Accrued Interest
0
Local Market Value
4.25
Local Total Cost Amount
4.44
Local Unrealized Gain Loss
-0.19
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: GNMA POOL 587123
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 587123
Security Description
7% 15 Jun 2032
Maturity Date
2032-06-15T00:00:00.000
Interest Rate
7
Original Face
362000.00
Shares Par Value
3661.94
Base Market Value
4111.70
Base Total Cost
3876.52
Base Unrealized Gain Loss
235.18
Base Accrued Interest
0
Local Market Value
4111.70
Local Total Cost Amount
3876.52
Local Unrealized Gain Loss
235.18
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: FED HM LN PC POOL E90531
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL E90531
Security Description
6% 01 Jul 2017
Maturity Date
2017-07-01T00:00:00.000
Interest Rate
6
Original Face
71000.00
Shares Par Value
42.29
Base Market Value
42.25
Base Total Cost
43.68
Base Unrealized Gain Loss
-1.43
Base Accrued Interest
0
Local Market Value
42.25
Local Total Cost Amount
43.68
Local Unrealized Gain Loss
-1.43
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 E90532
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL E90532
Security Description
6% 01 Jul 2017
Maturity Date
2017-07-01T00:00:00.000
Interest Rate
6
Original Face
78000.00
Shares Par Value
10.55
Base Market Value
10.54
Base Total Cost
10.89
Base Unrealized Gain Loss
-0.35
Base Accrued Interest
0
Local Market Value
10.54
Local Total Cost Amount
10.89
Local Unrealized Gain Loss
-0.35
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: FED HM LN PC POOL E90689
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL E90689
Security Description
6% 01 Aug 2017
Maturity Date
2017-08-01T00:00:00.000
Interest Rate
6
Original Face
116000.00
Shares Par Value
8.53
Base Market Value
8.52
Base Total Cost
8.81
Base Unrealized Gain Loss
-0.29
Base Accrued Interest
0
Local Market Value
8.52
Local Total Cost Amount
8.81
Local Unrealized Gain Loss
-0.29
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 G18040
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G18040
Security Description
5% 01 Feb 2020
Maturity Date
2020-02-01T00:00:00.000
Interest Rate
5
Original Face
122000.00
Shares Par Value
2762.66
Base Market Value
2857.94
Base Total Cost
2702.66
Base Unrealized Gain Loss
155.28
Base Accrued Interest
0
Local Market Value
2857.94
Local Total Cost Amount
2702.66
Local Unrealized Gain Loss
155.28
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 A14258
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A14258
Security Description
5.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
5.5
Original Face
209000.00
Shares Par Value
5889.11
Base Market Value
6529.02
Base Total Cost
5950.76
Base Unrealized Gain Loss
578.26
Base Accrued Interest
0
Local Market Value
6529.02
Local Total Cost Amount
5950.76
Local Unrealized Gain Loss
578.26
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 801609
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 801609
Security Description
6% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
6
Original Face
144000.00
Shares Par Value
2006.01
Base Market Value
2255.40
Base Total Cost
2070.58
Base Unrealized Gain Loss
184.82
Base Accrued Interest
0
Local Market Value
2255.40
Local Total Cost Amount
2070.58
Local Unrealized Gain Loss
184.82
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G01563
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01563
Security Description
5.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
5.5
Original Face
4803000.00
Shares Par Value
104251.85
Base Market Value
116678.67
Base Total Cost
103828.34
Base Unrealized Gain Loss
12850.33
Base Accrued Interest
0
Local Market Value
116678.67
Local Total Cost Amount
103828.34
Local Unrealized Gain Loss
12850.33
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 702459
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 702459
Security Description
5.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
5.5
Original Face
1276000.00
Shares Par Value
29521.24
Base Market Value
32987.62
Base Total Cost
29705.69
Base Unrealized Gain Loss
3281.93
Base Accrued Interest
0
Local Market Value
32987.62
Local Total Cost Amount
29705.69
Local Unrealized Gain Loss
3281.93
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 695156
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 695156
Security Description
5.5% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.5
Original Face
253000.00
Shares Par Value
5742.84
Base Market Value
6424.23
Base Total Cost
5809.23
Base Unrealized Gain Loss
615.00
Base Accrued Interest
0
Local Market Value
6424.23
Local Total Cost Amount
5809.23
Local Unrealized Gain Loss
615.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A11229
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A11229
Security Description
5.5% 01 Jul 2033
Maturity Date
2033-07-01T00:00:00.000
Interest Rate
5.5
Original Face
58000.00
Shares Par Value
1357.13
Base Market Value
1516.52
Base Total Cost
1341.82
Base Unrealized Gain Loss
174.70
Base Accrued Interest
0
Local Market Value
1516.52
Local Total Cost Amount
1341.82
Local Unrealized Gain Loss
174.70
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 E01425
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL E01425
Security Description
4.5% 01 Aug 2018
Maturity Date
2018-08-01T00:00:00.000
Interest Rate
4.5
Original Face
61000.00
Shares Par Value
568.19
Base Market Value
580.83
Base Total Cost
562.15
Base Unrealized Gain Loss
18.68
Base Accrued Interest
0
Local Market Value
580.83
Local Total Cost Amount
562.15
Local Unrealized Gain Loss
18.68
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 675683
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 675683
Security Description
4.5% 01 Mar 2018
Maturity Date
2018-03-01T00:00:00.000
Interest Rate
4.5
Original Face
781000.00
Shares Par Value
1607.34
Base Market Value
1645.98
Base Total Cost
1578.14
Base Unrealized Gain Loss
67.84
Base Accrued Interest
0
Local Market Value
1645.98
Local Total Cost Amount
1578.14
Local Unrealized Gain Loss
67.84
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: GNMA POOL 550153
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 550153
Security Description
7% 15 Jul 2031
Maturity Date
2031-07-15T00:00:00.000
Interest Rate
7
Original Face
113000.00
Shares Par Value
4269.40
Base Market Value
4867.71
Base Total Cost
4519.54
Base Unrealized Gain Loss
348.17
Base Accrued Interest
0
Local Market Value
4867.71
Local Total Cost Amount
4519.54
Local Unrealized Gain Loss
348.17
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 726951
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 726951
Security Description
5% 01 Aug 2033
Maturity Date
2033-08-01T00:00:00.000
Interest Rate
5
Original Face
577000.00
Shares Par Value
33882.78
Base Market Value
37475.03
Base Total Cost
33739.83
Base Unrealized Gain Loss
3735.20
Base Accrued Interest
0
Local Market Value
37475.03
Local Total Cost Amount
33739.83
Local Unrealized Gain Loss
3735.20
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 555445
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 555445
Security Description
1% 01 May 2018
Maturity Date
2018-05-01T00:00:00.000
Interest Rate
5
Original Face
259000.00
Shares Par Value
1174.86
Base Market Value
1203.10
Base Total Cost
1175.61
Base Unrealized Gain Loss
27.49
Base Accrued Interest
0
Local Market Value
1203.10
Local Total Cost Amount
1175.61
Local Unrealized Gain Loss
27.49
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 733655
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 733655
Security Description
5.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
5.5
Original Face
802000.00
Shares Par Value
38497.77
Base Market Value
43105.95
Base Total Cost
38058.67
Base Unrealized Gain Loss
5047.28
Base Accrued Interest
0
Local Market Value
43105.95
Local Total Cost Amount
38058.67
Local Unrealized Gain Loss
5047.28
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 727051
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 727051
Security Description
5.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
5.5
Original Face
186000.00
Shares Par Value
2576.06
Base Market Value
2851.23
Base Total Cost
2529.77
Base Unrealized Gain Loss
321.46
Base Accrued Interest
0
Local Market Value
2851.23
Local Total Cost Amount
2529.77
Local Unrealized Gain Loss
321.46
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A11348
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A11348
Security Description
5.5% 01 Jul 2033
Maturity Date
2033-07-01T00:00:00.000
Interest Rate
5.5
Original Face
110000.00
Shares Par Value
1537.84
Base Market Value
1718.46
Base Total Cost
1520.47
Base Unrealized Gain Loss
197.99
Base Accrued Interest
0
Local Market Value
1718.46
Local Total Cost Amount
1520.47
Local Unrealized Gain Loss
197.99
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 739592
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 739592
Security Description
5.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
5.5
Original Face
146000.00
Shares Par Value
5483.23
Base Market Value
6086.88
Base Total Cost
5420.70
Base Unrealized Gain Loss
666.18
Base Accrued Interest
0
Local Market Value
6086.88
Local Total Cost Amount
5420.70
Local Unrealized Gain Loss
666.18
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 555487
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 555487
Security Description
1% 01 May 2018
Maturity Date
2018-05-01T00:00:00.000
Interest Rate
5
Original Face
291000.00
Shares Par Value
1391.76
Base Market Value
1425.22
Base Total Cost
1417.85
Base Unrealized Gain Loss
7.37
Base Accrued Interest
0
Local Market Value
1425.22
Local Total Cost Amount
1417.85
Local Unrealized Gain Loss
7.37
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: FNMA POOL 555800
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 555800
Security Description
1% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
5.5
Original Face
1319000.00
Shares Par Value
34448.36
Base Market Value
38545.30
Base Total Cost
34120.67
Base Unrealized Gain Loss
4424.63
Base Accrued Interest
0
Local Market Value
38545.30
Local Total Cost Amount
34120.67
Local Unrealized Gain Loss
4424.63
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: GNMA POOL 615402
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 615402
Security Description
4.5% 15 Aug 2033
Maturity Date
2033-08-15T00:00:00.000
Interest Rate
4.5
Original Face
3089815.00
Shares Par Value
349310.54
Base Market Value
383005.03
Base Total Cost
385333.18
Base Unrealized Gain Loss
-2328.15
Base Accrued Interest
0
Local Market Value
383005.03
Local Total Cost Amount
385333.18
Local Unrealized Gain Loss
-2328.15
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: FED HM LN PC POOL A14440
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A14440
Security Description
5.5% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
5.5
Original Face
133000.00
Shares Par Value
4704.26
Base Market Value
5257.39
Base Total Cost
4688.12
Base Unrealized Gain Loss
569.27
Base Accrued Interest
0
Local Market Value
5257.39
Local Total Cost Amount
4688.12
Local Unrealized Gain Loss
569.27
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 A12635
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A12635
Security Description
5.5% 01 Aug 2033
Maturity Date
2033-08-01T00:00:00.000
Interest Rate
5.5
Original Face
72000.00
Shares Par Value
4012.31
Base Market Value
4482.39
Base Total Cost
3967.02
Base Unrealized Gain Loss
515.37
Base Accrued Interest
0
Local Market Value
4482.39
Local Total Cost Amount
3967.02
Local Unrealized Gain Loss
515.37
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 746359
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 746359
Security Description
4.5% 01 Oct 2018
Maturity Date
2018-10-01T00:00:00.000
Interest Rate
4.5
Original Face
335000.00
Shares Par Value
3943.73
Base Market Value
4038.54
Base Total Cost
3835.28
Base Unrealized Gain Loss
203.26
Base Accrued Interest
0
Local Market Value
4038.54
Local Total Cost Amount
3835.28
Local Unrealized Gain Loss
203.26
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 738673
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 738673
Security Description
4.5% 01 Oct 2018
Maturity Date
2018-10-01T00:00:00.000
Interest Rate
4.5
Original Face
290000.00
Shares Par Value
2100.97
Base Market Value
2151.48
Base Total Cost
2005.00
Base Unrealized Gain Loss
146.48
Base Accrued Interest
0
Local Market Value
2151.48
Local Total Cost Amount
2005.00
Local Unrealized Gain Loss
146.48
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 594963
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 594963
Security Description
7% 15 Sep 2032
Maturity Date
2032-09-15T00:00:00.000
Interest Rate
7
Original Face
346000.00
Shares Par Value
2004.72
Base Market Value
2136.57
Base Total Cost
2122.17
Base Unrealized Gain Loss
14.40
Base Accrued Interest
0
Local Market Value
2136.57
Local Total Cost Amount
2122.17
Local Unrealized Gain Loss
14.40
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 743515
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 743515
Security Description
7% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
7
Original Face
25000.00
Shares Par Value
544.75
Base Market Value
610.03
Base Total Cost
576.18
Base Unrealized Gain Loss
33.85
Base Accrued Interest
0
Local Market Value
610.03
Local Total Cost Amount
576.18
Local Unrealized Gain Loss
33.85
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: FNMA POOL 756267
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 756267
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
111000.00
Shares Par Value
1028.45
Base Market Value
1138.31
Base Total Cost
1016.76
Base Unrealized Gain Loss
121.55
Base Accrued Interest
0
Local Market Value
1138.31
Local Total Cost Amount
1016.76
Local Unrealized Gain Loss
121.55
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 738507
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 738507
Security Description
5.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
5.5
Original Face
178000.00
Shares Par Value
9194.35
Base Market Value
10286.45
Base Total Cost
9089.48
Base Unrealized Gain Loss
1196.97
Base Accrued Interest
0
Local Market Value
10286.45
Local Total Cost Amount
9089.48
Local Unrealized Gain Loss
1196.97
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 A14797
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A14797
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
55000.00
Shares Par Value
2183.06
Base Market Value
2405.12
Base Total Cost
2162.26
Base Unrealized Gain Loss
242.86
Base Accrued Interest
0
Local Market Value
2405.12
Local Total Cost Amount
2162.26
Local Unrealized Gain Loss
242.86
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 733215
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 733215
Security Description
5.5% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
5.5
Original Face
177000.00
Shares Par Value
5849.21
Base Market Value
6474.02
Base Total Cost
5782.49
Base Unrealized Gain Loss
691.53
Base Accrued Interest
0
Local Market Value
6474.02
Local Total Cost Amount
5782.49
Local Unrealized Gain Loss
691.53
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: FNMA POOL 740597
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 740597
Security Description
7% 01 Dec 2030
Maturity Date
2030-12-01T00:00:00.000
Interest Rate
7
Original Face
134000.00
Shares Par Value
482.57
Base Market Value
488.76
Base Total Cost
507.88
Base Unrealized Gain Loss
-19.12
Base Accrued Interest
0
Local Market Value
488.76
Local Total Cost Amount
507.88
Local Unrealized Gain Loss
-19.12
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL E97197
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL E97197
Security Description
5% 01 Jun 2018
Maturity Date
2018-06-01T00:00:00.000
Interest Rate
5
Original Face
172000.00
Shares Par Value
1389.66
Base Market Value
1425.04
Base Total Cost
1361.44
Base Unrealized Gain Loss
63.60
Base Accrued Interest
0
Local Market Value
1425.04
Local Total Cost Amount
1361.44
Local Unrealized Gain Loss
63.60
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 753116
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 753116
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
179000.00
Shares Par Value
3266.74
Base Market Value
3654.31
Base Total Cost
3229.48
Base Unrealized Gain Loss
424.83
Base Accrued Interest
0
Local Market Value
3654.31
Local Total Cost Amount
3229.48
Local Unrealized Gain Loss
424.83
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: FED HM LN PC POOL A15475
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A15475
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
72000.00
Shares Par Value
1889.05
Base Market Value
2110.62
Base Total Cost
1886.11
Base Unrealized Gain Loss
224.51
Base Accrued Interest
0
Local Market Value
2110.62
Local Total Cost Amount
1886.11
Local Unrealized Gain Loss
224.51
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 753724
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 753724
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
155000.00
Shares Par Value
4292.87
Base Market Value
4760.84
Base Total Cost
4243.89
Base Unrealized Gain Loss
516.95
Base Accrued Interest
0
Local Market Value
4760.84
Local Total Cost Amount
4243.89
Local Unrealized Gain Loss
516.95
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 736990
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 736990
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
88000.00
Shares Par Value
2716.38
Base Market Value
3006.54
Base Total Cost
2685.39
Base Unrealized Gain Loss
321.15
Base Accrued Interest
0
Local Market Value
3006.54
Local Total Cost Amount
2685.39
Local Unrealized Gain Loss
321.15
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 762047
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 762047
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
113000.00
Shares Par Value
761.04
Base Market Value
842.33
Base Total Cost
752.28
Base Unrealized Gain Loss
90.05
Base Accrued Interest
0
Local Market Value
842.33
Local Total Cost Amount
752.28
Local Unrealized Gain Loss
90.05
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 555880
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 555880
Security Description
1% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
1951000.00
Shares Par Value
59134.46
Base Market Value
66210.49
Base Total Cost
59840.34
Base Unrealized Gain Loss
6370.15
Base Accrued Interest
0
Local Market Value
66210.49
Local Total Cost Amount
59840.34
Local Unrealized Gain Loss
6370.15
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: FED HM LN PC POOL C69819
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C69819
Security Description
7% 01 Aug 2032
Maturity Date
2032-08-01T00:00:00.000
Interest Rate
7
Original Face
97000.00
Shares Par Value
3585.73
Base Market Value
3755.73
Base Total Cost
3762.78
Base Unrealized Gain Loss
-7.05
Base Accrued Interest
0
Local Market Value
3755.73
Local Total Cost Amount
3762.78
Local Unrealized Gain Loss
-7.05
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL C01394
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C01394
Security Description
7% 01 Aug 2032
Maturity Date
2032-08-01T00:00:00.000
Interest Rate
7
Original Face
156000.00
Shares Par Value
2171.13
Base Market Value
2498.88
Base Total Cost
2275.58
Base Unrealized Gain Loss
223.30
Base Accrued Interest
0
Local Market Value
2498.88
Local Total Cost Amount
2275.58
Local Unrealized Gain Loss
223.30
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 644656
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 644656
Security Description
7% 01 Apr 2032
Maturity Date
2032-04-01T00:00:00.000
Interest Rate
7
Original Face
376000.00
Shares Par Value
1550.67
Base Market Value
1717.32
Base Total Cost
1632.07
Base Unrealized Gain Loss
85.25
Base Accrued Interest
0
Local Market Value
1717.32
Local Total Cost Amount
1632.07
Local Unrealized Gain Loss
85.25
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: GNMA POOL 552621
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 552621
Security Description
7% 15 Jun 2032
Maturity Date
2032-06-15T00:00:00.000
Interest Rate
7
Original Face
75000.00
Shares Par Value
575.49
Base Market Value
608.67
Base Total Cost
608.92
Base Unrealized Gain Loss
-0.25
Base Accrued Interest
0
Local Market Value
608.67
Local Total Cost Amount
608.92
Local Unrealized Gain Loss
-0.25
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: FED HM LN PC POOL C61040
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C61040
Security Description
6.5% 01 Jan 2029
Maturity Date
2029-01-01T00:00:00.000
Interest Rate
6.5
Original Face
62000.00
Shares Par Value
3867.25
Base Market Value
4274.90
Base Total Cost
3981.76
Base Unrealized Gain Loss
293.14
Base Accrued Interest
0
Local Market Value
4274.90
Local Total Cost Amount
3981.76
Local Unrealized Gain Loss
293.14
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
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