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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: FED HM LN PC POOL A42104
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A42104
Security Description
5.5% 01 Jan 2036
Maturity Date
2036-01-01T00:00:00.000
Interest Rate
5.5
Original Face
17628234.00
Shares Par Value
369508.41
Base Market Value
413018.03
Base Total Cost
395835.89
Base Unrealized Gain Loss
17182.14
Base Accrued Interest
0
Local Market Value
413018.03
Local Total Cost Amount
395835.89
Local Unrealized Gain Loss
17182.14
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AH3811
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH3811
Security Description
4% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
4
Original Face
2957000.00
Shares Par Value
945744.23
Base Market Value
998384.35
Base Total Cost
1005887.64
Base Unrealized Gain Loss
-7503.29
Base Accrued Interest
0
Local Market Value
998384.35
Local Total Cost Amount
1005887.64
Local Unrealized Gain Loss
-7503.29
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AH4523
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH4523
Security Description
3.5% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
3.5
Original Face
654613.00
Shares Par Value
198224.01
Base Market Value
206374.98
Base Total Cost
210612.99
Base Unrealized Gain Loss
-4238.01
Base Accrued Interest
0
Local Market Value
206374.98
Local Total Cost Amount
210612.99
Local Unrealized Gain Loss
-4238.01
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 AB2281
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB2281
Security Description
5% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
5
Original Face
980695.00
Shares Par Value
204290.99
Base Market Value
224162.37
Base Total Cost
227576.97
Base Unrealized Gain Loss
-3414.60
Base Accrued Interest
0
Local Market Value
224162.37
Local Total Cost Amount
227576.97
Local Unrealized Gain Loss
-3414.60
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004945
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004945
Security Description
4% 20 Feb 2041
Maturity Date
2041-02-20T00:00:00.000
Interest Rate
4
Original Face
450000.00
Shares Par Value
131090.30
Base Market Value
139040.93
Base Total Cost
141564.92
Base Unrealized Gain Loss
-2523.99
Base Accrued Interest
0
Local Market Value
139040.93
Local Total Cost Amount
141564.92
Local Unrealized Gain Loss
-2523.99
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA0668
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA0668
Security Description
4.5% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
4.5
Original Face
1175000.00
Shares Par Value
295891.50
Base Market Value
318243.14
Base Total Cost
323307.70
Base Unrealized Gain Loss
-5064.56
Base Accrued Interest
0
Local Market Value
318243.14
Local Total Cost Amount
323307.70
Local Unrealized Gain Loss
-5064.56
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: GNMA II POOL 004978
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004978
Security Description
4.5% 20 Mar 2041
Maturity Date
2041-03-20T00:00:00.000
Interest Rate
4.5
Original Face
800000.00
Shares Par Value
174700.73
Base Market Value
187729.91
Base Total Cost
190887.82
Base Unrealized Gain Loss
-3157.91
Base Accrued Interest
0
Local Market Value
187729.91
Local Total Cost Amount
190887.82
Local Unrealized Gain Loss
-3157.91
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: FNMA POOL AS0018
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0018
Security Description
3% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
2000000.00
Shares Par Value
1415176.76
Base Market Value
1420879.92
Base Total Cost
1452767.38
Base Unrealized Gain Loss
-31887.46
Base Accrued Interest
0
Local Market Value
1420879.92
Local Total Cost Amount
1452767.38
Local Unrealized Gain Loss
-31887.46
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: GNMA II POOL MA1157
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1157
Security Description
3.5% 20 Jul 2043
Maturity Date
2043-07-20T00:00:00.000
Interest Rate
3.5
Original Face
6600000.00
Shares Par Value
3372460.08
Base Market Value
3507965.53
Base Total Cost
3547400.47
Base Unrealized Gain Loss
-39434.94
Base Accrued Interest
0
Local Market Value
3507965.53
Local Total Cost Amount
3547400.47
Local Unrealized Gain Loss
-39434.94
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 G08537
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08537
Security Description
3% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
2925000.00
Shares Par Value
2096670.86
Base Market Value
2101660.94
Base Total Cost
1997192.01
Base Unrealized Gain Loss
104468.93
Base Accrued Interest
0
Local Market Value
2101660.94
Local Total Cost Amount
1997192.01
Local Unrealized Gain Loss
104468.93
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: FED HM LN PC POOL Q14109
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q14109
Security Description
3% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3
Original Face
1053062.00
Shares Par Value
665331.43
Base Market Value
667959.49
Base Total Cost
677182.67
Base Unrealized Gain Loss
-9223.18
Base Accrued Interest
0
Local Market Value
667959.49
Local Total Cost Amount
677182.67
Local Unrealized Gain Loss
-9223.18
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 AE0481
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0481
Security Description
1% 01 Sep 2040
Maturity Date
2040-09-01T00:00:00.000
Interest Rate
5
Original Face
2100000.00
Shares Par Value
396989.88
Base Market Value
433810.69
Base Total Cost
434703.91
Base Unrealized Gain Loss
-893.22
Base Accrued Interest
0
Local Market Value
433810.69
Local Total Cost Amount
434703.91
Local Unrealized Gain Loss
-893.22
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: FED HM LN PC POOL G06361
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06361
Security Description
4% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
4
Original Face
639118.00
Shares Par Value
296530.08
Base Market Value
317349.46
Base Total Cost
310522.59
Base Unrealized Gain Loss
6826.87
Base Accrued Interest
0
Local Market Value
317349.46
Local Total Cost Amount
310522.59
Local Unrealized Gain Loss
6826.87
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 005017
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 005017
Security Description
4.5% 20 Apr 2041
Maturity Date
2041-04-20T00:00:00.000
Interest Rate
4.5
Original Face
3100000.00
Shares Par Value
620724.56
Base Market Value
666974.75
Base Total Cost
681596.33
Base Unrealized Gain Loss
-14621.58
Base Accrued Interest
0
Local Market Value
666974.75
Local Total Cost Amount
681596.33
Local Unrealized Gain Loss
-14621.58
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 A56498
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A56498
Security Description
6% 01 Jan 2037
Maturity Date
2037-01-01T00:00:00.000
Interest Rate
6
Original Face
460384.00
Shares Par Value
12917.36
Base Market Value
14650.22
Base Total Cost
14031.48
Base Unrealized Gain Loss
618.74
Base Accrued Interest
0
Local Market Value
14650.22
Local Total Cost Amount
14031.48
Local Unrealized Gain Loss
618.74
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 AI0143
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI0143
Security Description
4% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
4
Original Face
9000000.00
Shares Par Value
2609285.13
Base Market Value
2752665.35
Base Total Cost
2775219.37
Base Unrealized Gain Loss
-22554.02
Base Accrued Interest
0
Local Market Value
2752665.35
Local Total Cost Amount
2775219.37
Local Unrealized Gain Loss
-22554.02
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AI0902
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI0902
Security Description
5% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
5
Original Face
749098.00
Shares Par Value
183993.53
Base Market Value
201145.41
Base Total Cost
203542.85
Base Unrealized Gain Loss
-2397.44
Base Accrued Interest
0
Local Market Value
201145.41
Local Total Cost Amount
203542.85
Local Unrealized Gain Loss
-2397.44
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 AL0157
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0157
Security Description
1% 01 Jun 2040
Maturity Date
2040-06-01T00:00:00.000
Interest Rate
6
Original Face
240000.00
Shares Par Value
17309.26
Base Market Value
19648.09
Base Total Cost
18810.30
Base Unrealized Gain Loss
837.79
Base Accrued Interest
0
Local Market Value
19648.09
Local Total Cost Amount
18810.30
Local Unrealized Gain Loss
837.79
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 AE0828
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0828
Security Description
1% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
3.5
Original Face
3600000.00
Shares Par Value
1235393.96
Base Market Value
1275729.57
Base Total Cost
1264734.55
Base Unrealized Gain Loss
10995.02
Base Accrued Interest
0
Local Market Value
1275729.57
Local Total Cost Amount
1264734.55
Local Unrealized Gain Loss
10995.02
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA2444
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2444
Security Description
3% 20 Dec 2044
Maturity Date
2044-12-20T00:00:00.000
Interest Rate
3
Original Face
36179.00
Shares Par Value
22790.52
Base Market Value
23045.55
Base Total Cost
23091.44
Base Unrealized Gain Loss
-45.89
Base Accrued Interest
0
Local Market Value
23045.55
Local Total Cost Amount
23091.44
Local Unrealized Gain Loss
-45.89
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA2145
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2145
Security Description
4% 01 Jan 2045
Maturity Date
2045-01-01T00:00:00.000
Interest Rate
4
Original Face
1500000.00
Shares Par Value
970859.39
Base Market Value
1021664.46
Base Total Cost
1036847.50
Base Unrealized Gain Loss
-15183.04
Base Accrued Interest
0
Local Market Value
1021664.46
Local Total Cost Amount
1036847.50
Local Unrealized Gain Loss
-15183.04
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 AL6019
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6019
Security Description
1% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
2.5
Original Face
2720000.00
Shares Par Value
1739711.51
Base Market Value
1759735.59
Base Total Cost
1780202.96
Base Unrealized Gain Loss
-20467.37
Base Accrued Interest
0
Local Market Value
1759735.59
Local Total Cost Amount
1780202.96
Local Unrealized Gain Loss
-20467.37
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: GNMA II POOL MA0392
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0392
Security Description
3.5% 20 Sep 2042
Maturity Date
2042-09-20T00:00:00.000
Interest Rate
3.5
Original Face
3500000.00
Shares Par Value
1615482.44
Base Market Value
1680376.37
Base Total Cost
1688052.94
Base Unrealized Gain Loss
-7676.57
Base Accrued Interest
0
Local Market Value
1680376.37
Local Total Cost Amount
1688052.94
Local Unrealized Gain Loss
-7676.57
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB0208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB0208
Security Description
5.5% 01 Nov 2038
Maturity Date
2038-11-01T00:00:00.000
Interest Rate
5.5
Original Face
10326514.00
Shares Par Value
417518.52
Base Market Value
464464.30
Base Total Cost
472448.30
Base Unrealized Gain Loss
-7984.00
Base Accrued Interest
0
Local Market Value
464464.30
Local Total Cost Amount
472448.30
Local Unrealized Gain Loss
-7984.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AI8864
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI8864
Security Description
3.5% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
3.5
Original Face
556482.00
Shares Par Value
240325.31
Base Market Value
250207.49
Base Total Cost
255270.54
Base Unrealized Gain Loss
-5063.05
Base Accrued Interest
0
Local Market Value
250207.49
Local Total Cost Amount
255270.54
Local Unrealized Gain Loss
-5063.05
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 AD7849
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD7849
Security Description
5% 01 Jun 2040
Maturity Date
2040-06-01T00:00:00.000
Interest Rate
5
Original Face
1525000.00
Shares Par Value
249894.61
Base Market Value
273077.33
Base Total Cost
272385.12
Base Unrealized Gain Loss
692.21
Base Accrued Interest
0
Local Market Value
273077.33
Local Total Cost Amount
272385.12
Local Unrealized Gain Loss
692.21
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL1822
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1822
Security Description
1% 01 Apr 2040
Maturity Date
2040-04-01T00:00:00.000
Interest Rate
4.5
Original Face
3351463.00
Shares Par Value
1364375.93
Base Market Value
1487483.57
Base Total Cost
1514457.28
Base Unrealized Gain Loss
-26973.71
Base Accrued Interest
0
Local Market Value
1487483.57
Local Total Cost Amount
1514457.28
Local Unrealized Gain Loss
-26973.71
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA0461
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0461
Security Description
3% 20 Oct 2042
Maturity Date
2042-10-20T00:00:00.000
Interest Rate
3
Original Face
450000.00
Shares Par Value
242468.35
Base Market Value
245855.63
Base Total Cost
231026.89
Base Unrealized Gain Loss
14828.74
Base Accrued Interest
0
Local Market Value
245855.63
Local Total Cost Amount
231026.89
Local Unrealized Gain Loss
14828.74
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AD4280
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD4280
Security Description
5.5% 01 Apr 2040
Maturity Date
2040-04-01T00:00:00.000
Interest Rate
5.5
Original Face
975045.00
Shares Par Value
178341.22
Base Market Value
201102.91
Base Total Cost
196955.62
Base Unrealized Gain Loss
4147.29
Base Accrued Interest
0
Local Market Value
201102.91
Local Total Cost Amount
196955.62
Local Unrealized Gain Loss
4147.29
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: GNMA II POOL 783591
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 783591
Security Description
4.5% 20 Jul 2041
Maturity Date
2041-07-20T00:00:00.000
Interest Rate
4.5
Original Face
1466725.00
Shares Par Value
396247.90
Base Market Value
425772.33
Base Total Cost
424666.31
Base Unrealized Gain Loss
1106.02
Base Accrued Interest
0
Local Market Value
425772.33
Local Total Cost Amount
424666.31
Local Unrealized Gain Loss
1106.02
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 A42713
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A42713
Security Description
5.5% 01 Feb 2036
Maturity Date
2036-02-01T00:00:00.000
Interest Rate
5.5
Original Face
981384.00
Shares Par Value
64259.50
Base Market Value
71665.41
Base Total Cost
69510.71
Base Unrealized Gain Loss
2154.70
Base Accrued Interest
0
Local Market Value
71665.41
Local Total Cost Amount
69510.71
Local Unrealized Gain Loss
2154.70
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: FNMA POOL AE8778
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE8778
Security Description
4.5% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
4.5
Original Face
756098.00
Shares Par Value
164578.89
Base Market Value
177723.81
Base Total Cost
177950.91
Base Unrealized Gain Loss
-227.10
Base Accrued Interest
0
Local Market Value
177723.81
Local Total Cost Amount
177950.91
Local Unrealized Gain Loss
-227.10
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 G07165
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07165
Security Description
4.5% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
4.5
Original Face
2086540.00
Shares Par Value
774552.36
Base Market Value
839816.14
Base Total Cost
848860.96
Base Unrealized Gain Loss
-9044.82
Base Accrued Interest
0
Local Market Value
839816.14
Local Total Cost Amount
848860.96
Local Unrealized Gain Loss
-9044.82
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 MA0698
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0698
Security Description
3% 20 Jan 2043
Maturity Date
2043-01-20T00:00:00.000
Interest Rate
3
Original Face
3925000.00
Shares Par Value
2155940.76
Base Market Value
2186059.25
Base Total Cost
2227811.14
Base Unrealized Gain Loss
-41751.89
Base Accrued Interest
0
Local Market Value
2186059.25
Local Total Cost Amount
2227811.14
Local Unrealized Gain Loss
-41751.89
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA0699
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0699
Security Description
3.5% 20 Jan 2043
Maturity Date
2043-01-20T00:00:00.000
Interest Rate
3.5
Original Face
5400000.00
Shares Par Value
2562357.46
Base Market Value
2665287.36
Base Total Cost
2668841.38
Base Unrealized Gain Loss
-3554.02
Base Accrued Interest
0
Local Market Value
2665287.36
Local Total Cost Amount
2668841.38
Local Unrealized Gain Loss
-3554.02
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL1660
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1660
Security Description
1% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
4
Original Face
5900000.00
Shares Par Value
1941506.57
Base Market Value
2049434.92
Base Total Cost
2064974.27
Base Unrealized Gain Loss
-15539.35
Base Accrued Interest
0
Local Market Value
2049434.92
Local Total Cost Amount
2064974.27
Local Unrealized Gain Loss
-15539.35
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 AK2575
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK2575
Security Description
4.5% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
4.5
Original Face
166883.00
Shares Par Value
25681.79
Base Market Value
27550.65
Base Total Cost
27563.80
Base Unrealized Gain Loss
-13.15
Base Accrued Interest
0
Local Market Value
27550.65
Local Total Cost Amount
27563.80
Local Unrealized Gain Loss
-13.15
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 AL2465
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2465
Security Description
1% 01 Oct 2027
Maturity Date
2027-10-01T00:00:00.000
Interest Rate
3
Original Face
900000.00
Shares Par Value
301821.53
Base Market Value
310634.72
Base Total Cost
316346.70
Base Unrealized Gain Loss
-5711.98
Base Accrued Interest
0
Local Market Value
310634.72
Local Total Cost Amount
316346.70
Local Unrealized Gain Loss
-5711.98
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 AB5679
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB5679
Security Description
4% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
4
Original Face
3550000.00
Shares Par Value
1372870.87
Base Market Value
1448200.29
Base Total Cost
1463477.58
Base Unrealized Gain Loss
-15277.29
Base Accrued Interest
0
Local Market Value
1448200.29
Local Total Cost Amount
1463477.58
Local Unrealized Gain Loss
-15277.29
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: GNMA II POOL MA0782
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0782
Security Description
3% 20 Feb 2043
Maturity Date
2043-02-20T00:00:00.000
Interest Rate
3
Original Face
4260000.00
Shares Par Value
2384378.66
Base Market Value
2417688.43
Base Total Cost
2409222.56
Base Unrealized Gain Loss
8465.87
Base Accrued Interest
0
Local Market Value
2417688.43
Local Total Cost Amount
2409222.56
Local Unrealized Gain Loss
8465.87
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA0783
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0783
Security Description
3.5% 20 Feb 2043
Maturity Date
2043-02-20T00:00:00.000
Interest Rate
3.5
Original Face
4100000.00
Shares Par Value
1872745.36
Base Market Value
1947973.54
Base Total Cost
1976916.84
Base Unrealized Gain Loss
-28943.30
Base Accrued Interest
0
Local Market Value
1947973.54
Local Total Cost Amount
1976916.84
Local Unrealized Gain Loss
-28943.30
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB8486
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8486
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
625000.00
Shares Par Value
435147.56
Base Market Value
436992.59
Base Total Cost
419781.42
Base Unrealized Gain Loss
17211.17
Base Accrued Interest
0
Local Market Value
436992.59
Local Total Cost Amount
419781.42
Local Unrealized Gain Loss
17211.17
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: FED HM LN PC POOL G07293
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07293
Security Description
6% 01 May 2040
Maturity Date
2040-05-01T00:00:00.000
Interest Rate
6
Original Face
341679.00
Shares Par Value
57652.58
Base Market Value
65175.67
Base Total Cost
63066.53
Base Unrealized Gain Loss
2109.14
Base Accrued Interest
0
Local Market Value
65175.67
Local Total Cost Amount
63066.53
Local Unrealized Gain Loss
2109.14
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q15774
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q15774
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
1203791.00
Shares Par Value
778324.49
Base Market Value
781375.52
Base Total Cost
793891.01
Base Unrealized Gain Loss
-12515.49
Base Accrued Interest
0
Local Market Value
781375.52
Local Total Cost Amount
793891.01
Local Unrealized Gain Loss
-12515.49
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 AK4523
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK4523
Security Description
4% 01 Mar 2042
Maturity Date
2042-03-01T00:00:00.000
Interest Rate
4
Original Face
11520000.00
Shares Par Value
4527095.39
Base Market Value
4777126.87
Base Total Cost
4854576.04
Base Unrealized Gain Loss
-77449.17
Base Accrued Interest
0
Local Market Value
4777126.87
Local Total Cost Amount
4854576.04
Local Unrealized Gain Loss
-77449.17
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: GNMA II POOL MA0852
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0852
Security Description
3.5% 20 Mar 2043
Maturity Date
2043-03-20T00:00:00.000
Interest Rate
3.5
Original Face
2500000.00
Shares Par Value
1146222.35
Base Market Value
1192266.10
Base Total Cost
1195295.00
Base Unrealized Gain Loss
-3028.90
Base Accrued Interest
0
Local Market Value
1192266.10
Local Total Cost Amount
1195295.00
Local Unrealized Gain Loss
-3028.90
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: FED HM LN PC POOL G08524
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08524
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
1905000.00
Shares Par Value
1290460.94
Base Market Value
1295532.45
Base Total Cost
1244386.66
Base Unrealized Gain Loss
51145.79
Base Accrued Interest
0
Local Market Value
1295532.45
Local Total Cost Amount
1244386.66
Local Unrealized Gain Loss
51145.79
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 995240
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995240
Security Description
1% 01 Aug 2037
Maturity Date
2037-08-01T00:00:00.000
Interest Rate
4.5
Original Face
116000.00
Shares Par Value
9406.51
Base Market Value
10127.90
Base Total Cost
10237.50
Base Unrealized Gain Loss
-109.60
Base Accrued Interest
0
Local Market Value
10127.90
Local Total Cost Amount
10237.50
Local Unrealized Gain Loss
-109.60
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G08323
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08323
Security Description
5% 01 Feb 2039
Maturity Date
2039-02-01T00:00:00.000
Interest Rate
5
Original Face
4505907.00
Shares Par Value
277429.32
Base Market Value
303205.28
Base Total Cost
301661.04
Base Unrealized Gain Loss
1544.24
Base Accrued Interest
0
Local Market Value
303205.28
Local Total Cost Amount
301661.04
Local Unrealized Gain Loss
1544.24
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 G05179
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G05179
Security Description
5.5% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
5.5
Original Face
10017194.00
Shares Par Value
371557.56
Base Market Value
414089.75
Base Total Cost
396352.54
Base Unrealized Gain Loss
17737.21
Base Accrued Interest
0
Local Market Value
414089.75
Local Total Cost Amount
396352.54
Local Unrealized Gain Loss
17737.21
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
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