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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: GNMA II POOL 004946
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004946
Security Description
4.5% 20 Feb 2041
Maturity Date
2041-02-20T00:00:00.000
Interest Rate
4.5
Original Face
2182917.00
Shares Par Value
465807.14
Base Market Value
500509.77
Base Total Cost
506128.57
Base Unrealized Gain Loss
-5618.80
Base Accrued Interest
0
Local Market Value
500509.77
Local Total Cost Amount
506128.57
Local Unrealized Gain Loss
-5618.80
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 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
145613.00
Shares Par Value
42418.78
Base Market Value
44991.48
Base Total Cost
45209.15
Base Unrealized Gain Loss
-217.67
Base Accrued Interest
0
Local Market Value
44991.48
Local Total Cost Amount
45209.15
Local Unrealized Gain Loss
-217.67
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 889529
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889529
Security Description
1% 01 Mar 2038
Maturity Date
2038-03-01T00:00:00.000
Interest Rate
6
Original Face
1104700.00
Shares Par Value
64421.25
Base Market Value
73138.09
Base Total Cost
71990.78
Base Unrealized Gain Loss
1147.31
Base Accrued Interest
0
Local Market Value
73138.09
Local Total Cost Amount
71990.78
Local Unrealized Gain Loss
1147.31
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 G06249
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06249
Security Description
6% 01 May 2040
Maturity Date
2040-05-01T00:00:00.000
Interest Rate
6
Original Face
41862.00
Shares Par Value
3581.50
Base Market Value
4046.56
Base Total Cost
3890.43
Base Unrealized Gain Loss
156.13
Base Accrued Interest
0
Local Market Value
4046.56
Local Total Cost Amount
3890.43
Local Unrealized Gain Loss
156.13
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 AD0361
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0361
Security Description
1% 01 Sep 2039
Maturity Date
2039-09-01T00:00:00.000
Interest Rate
6
Original Face
8200000.00
Shares Par Value
607584.08
Base Market Value
691527.90
Base Total Cost
670051.31
Base Unrealized Gain Loss
21476.59
Base Accrued Interest
0
Local Market Value
691527.90
Local Total Cost Amount
670051.31
Local Unrealized Gain Loss
21476.59
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 783229
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 783229
Security Description
5.5% 20 Dec 2040
Maturity Date
2040-12-20T00:00:00.000
Interest Rate
5.5
Original Face
3447699.00
Shares Par Value
535594.14
Base Market Value
584783.11
Base Total Cost
595220.85
Base Unrealized Gain Loss
-10437.74
Base Accrued Interest
0
Local Market Value
584783.11
Local Total Cost Amount
595220.85
Local Unrealized Gain Loss
-10437.74
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 AI1186
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI1186
Security Description
4% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
4
Original Face
926627.00
Shares Par Value
297210.67
Base Market Value
313652.36
Base Total Cost
316343.62
Base Unrealized Gain Loss
-2691.26
Base Accrued Interest
0
Local Market Value
313652.36
Local Total Cost Amount
316343.62
Local Unrealized Gain Loss
-2691.26
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 AO4131
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO4131
Security Description
3.5% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
3.5
Original Face
355500.00
Shares Par Value
214765.86
Base Market Value
222804.55
Base Total Cost
221208.84
Base Unrealized Gain Loss
1595.71
Base Accrued Interest
0
Local Market Value
222804.55
Local Total Cost Amount
221208.84
Local Unrealized Gain Loss
1595.71
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL1953
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1953
Security Description
1% 01 Jan 2027
Maturity Date
2027-01-01T00:00:00.000
Interest Rate
4.5
Original Face
17600000.00
Shares Par Value
3092041.74
Base Market Value
3257187.69
Base Total Cost
3314040.70
Base Unrealized Gain Loss
-56853.01
Base Accrued Interest
0
Local Market Value
3257187.69
Local Total Cost Amount
3314040.70
Local Unrealized Gain Loss
-56853.01
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: FHLMC TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 3
Security Description
3% 14 Aug 2047
Maturity Date
2047-08-14T00:00:00.000
Interest Rate
3
Original Face
19960000.00
Shares Par Value
-19960000.00
Base Market Value
-19885150.00
Base Total Cost
-19972473.13
Base Unrealized Gain Loss
87323.13
Base Accrued Interest
21623.34
Local Market Value
-19885150.00
Local Total Cost Amount
-19972473.13
Local Unrealized Gain Loss
87323.13
Local Accrued Interest
21623.34
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 AL2003
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2003
Security Description
1% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
4
Original Face
2791912.00
Shares Par Value
1056036.22
Base Market Value
1114086.53
Base Total Cost
1129463.73
Base Unrealized Gain Loss
-15377.20
Base Accrued Interest
0
Local Market Value
1114086.53
Local Total Cost Amount
1129463.73
Local Unrealized Gain Loss
-15377.20
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 AO3048
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO3048
Security Description
3.5% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
3.5
Original Face
106620.00
Shares Par Value
55634.91
Base Market Value
57411.89
Base Total Cost
57199.64
Base Unrealized Gain Loss
212.25
Base Accrued Interest
0
Local Market Value
57411.89
Local Total Cost Amount
57199.64
Local Unrealized Gain Loss
212.25
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G07018
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07018
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1317649.00
Shares Par Value
749982.88
Base Market Value
778482.23
Base Total Cost
759152.60
Base Unrealized Gain Loss
19329.63
Base Accrued Interest
0
Local Market Value
778482.23
Local Total Cost Amount
759152.60
Local Unrealized Gain Loss
19329.63
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 AL2242
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2242
Security Description
1% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
4
Original Face
1338076.00
Shares Par Value
567246.18
Base Market Value
598535.48
Base Total Cost
603762.68
Base Unrealized Gain Loss
-5227.20
Base Accrued Interest
0
Local Market Value
598535.48
Local Total Cost Amount
603762.68
Local Unrealized Gain Loss
-5227.20
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: FANNIEMAE ACES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE ACES
Security Description
1% 25 Dec 2017
Maturity Date
2017-12-25T00:00:00.000
Interest Rate
4.1409
Original Face
43098641.00
Shares Par Value
9673487.82
Base Market Value
81840.61
Base Total Cost
1928074.83
Base Unrealized Gain Loss
-1846234.22
Base Accrued Interest
0
Local Market Value
81840.61
Local Total Cost Amount
1928074.83
Local Unrealized Gain Loss
-1846234.22
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA 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
5541255.00
Shares Par Value
2557657.18
Base Market Value
2660398.27
Base Total Cost
2717011.21
Base Unrealized Gain Loss
-56612.94
Base Accrued Interest
0
Local Market Value
2660398.27
Local Total Cost Amount
2717011.21
Local Unrealized Gain Loss
-56612.94
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 Q09897
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q09897
Security Description
3.5% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.5
Original Face
254778.00
Shares Par Value
165536.09
Base Market Value
171871.16
Base Total Cost
167560.04
Base Unrealized Gain Loss
4311.12
Base Accrued Interest
0
Local Market Value
171871.16
Local Total Cost Amount
167560.04
Local Unrealized Gain Loss
4311.12
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FHLMC TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 3.5
Security Description
3.5% 15 Sep 2046
Maturity Date
2046-09-15T00:00:00.000
Interest Rate
3.5
Original Face
16140493.00
Shares Par Value
16140493.00
Base Market Value
16581451.27
Base Total Cost
16636277.44
Base Unrealized Gain Loss
-54826.17
Base Accrued Interest
18830.58
Local Market Value
16581451.27
Local Total Cost Amount
16636277.44
Local Unrealized Gain Loss
-54826.17
Local Accrued Interest
18830.58
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 005082
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 005082
Security Description
4.5% 20 Jun 2041
Maturity Date
2041-06-20T00:00:00.000
Interest Rate
4.5
Original Face
1571756.00
Shares Par Value
347724.50
Base Market Value
373647.36
Base Total Cost
377281.08
Base Unrealized Gain Loss
-3633.72
Base Accrued Interest
0
Local Market Value
373647.36
Local Total Cost Amount
377281.08
Local Unrealized Gain Loss
-3633.72
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 G02596
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02596
Security Description
6% 01 Jan 2037
Maturity Date
2037-01-01T00:00:00.000
Interest Rate
6
Original Face
125000.00
Shares Par Value
3262.41
Base Market Value
3703.26
Base Total Cost
3531.34
Base Unrealized Gain Loss
171.92
Base Accrued Interest
0
Local Market Value
3703.26
Local Total Cost Amount
3531.34
Local Unrealized Gain Loss
171.92
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 TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3.5
Security Description
3.5% 20 Dec 2046
Maturity Date
2046-12-20T00:00:00.000
Interest Rate
3.5
Original Face
4000000.00
Shares Par Value
4000000.00
Base Market Value
4143120.00
Base Total Cost
4143593.75
Base Unrealized Gain Loss
-473.75
Base Accrued Interest
7388.89
Local Market Value
4143120.00
Local Total Cost Amount
4143593.75
Local Unrealized Gain Loss
-473.75
Local Accrued Interest
7388.89
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 TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3.5
Security Description
3.5% 20 Dec 2046
Maturity Date
2046-12-20T00:00:00.000
Interest Rate
3.5
Original Face
8935600.00
Shares Par Value
-8935600.00
Base Market Value
-9255315.77
Base Total Cost
-9314759.20
Base Unrealized Gain Loss
59443.43
Base Accrued Interest
16506.04
Local Market Value
-9255315.77
Local Total Cost Amount
-9314759.20
Local Unrealized Gain Loss
59443.43
Local Accrued Interest
16506.04
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 004750
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004750
Security Description
6.5% 20 Jul 2040
Maturity Date
2040-07-20T00:00:00.000
Interest Rate
6.5
Original Face
1033923.00
Shares Par Value
119410.15
Base Market Value
137363.47
Base Total Cost
133963.27
Base Unrealized Gain Loss
3400.20
Base Accrued Interest
0
Local Market Value
137363.47
Local Total Cost Amount
133963.27
Local Unrealized Gain Loss
3400.20
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 A69685
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A69685
Security Description
6% 01 Dec 2037
Maturity Date
2037-12-01T00:00:00.000
Interest Rate
6
Original Face
23585333.00
Shares Par Value
1088786.47
Base Market Value
1236480.35
Base Total Cost
1181505.17
Base Unrealized Gain Loss
54975.18
Base Accrued Interest
0
Local Market Value
1236480.35
Local Total Cost Amount
1181505.17
Local Unrealized Gain Loss
54975.18
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 TBA 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3
Security Description
3% 16 Aug 2032
Maturity Date
2032-08-16T00:00:00.000
Interest Rate
3
Original Face
13700000.00
Shares Par Value
-13700000.00
Base Market Value
-14045651.00
Base Total Cost
-14091312.51
Base Unrealized Gain Loss
45661.51
Base Accrued Interest
17125.00
Local Market Value
-14045651.00
Local Total Cost Amount
-14091312.51
Local Unrealized Gain Loss
45661.51
Local Accrued Interest
17125.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FHLMC TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 3.5
Security Description
3.5% 14 Aug 2047
Maturity Date
2047-08-14T00:00:00.000
Interest Rate
3.5
Original Face
5100000.00
Shares Par Value
5100000.00
Base Market Value
5229744.00
Base Total Cost
5233875.00
Base Unrealized Gain Loss
-4131.00
Base Accrued Interest
6445.83
Local Market Value
5229744.00
Local Total Cost Amount
5233875.00
Local Unrealized Gain Loss
-4131.00
Local Accrued Interest
6445.83
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 931952
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 931952
Security Description
6.5% 01 Jan 2037
Maturity Date
2037-01-01T00:00:00.000
Interest Rate
6.5
Original Face
297158.00
Shares Par Value
18560.68
Base Market Value
21323.44
Base Total Cost
20497.94
Base Unrealized Gain Loss
825.50
Base Accrued Interest
0
Local Market Value
21323.44
Local Total Cost Amount
20497.94
Local Unrealized Gain Loss
825.50
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 G06409
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06409
Security Description
6% 01 Nov 2039
Maturity Date
2039-11-01T00:00:00.000
Interest Rate
6
Original Face
5067537.00
Shares Par Value
409466.57
Base Market Value
463712.70
Base Total Cost
445039.00
Base Unrealized Gain Loss
18673.70
Base Accrued Interest
0
Local Market Value
463712.70
Local Total Cost Amount
445039.00
Local Unrealized Gain Loss
18673.70
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 E02915
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL E02915
Security Description
3.5% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
3.5
Original Face
444011.00
Shares Par Value
63595.15
Base Market Value
66276.96
Base Total Cost
67249.39
Base Unrealized Gain Loss
-972.43
Base Accrued Interest
0
Local Market Value
66276.96
Local Total Cost Amount
67249.39
Local Unrealized Gain Loss
-972.43
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: FNMA POOL AB3314
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB3314
Security Description
4.5% 01 Jul 2041
Maturity Date
2041-07-01T00:00:00.000
Interest Rate
4.5
Original Face
1929962.00
Shares Par Value
307066.51
Base Market Value
331822.21
Base Total Cost
333838.88
Base Unrealized Gain Loss
-2016.67
Base Accrued Interest
0
Local Market Value
331822.21
Local Total Cost Amount
333838.88
Local Unrealized Gain Loss
-2016.67
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 005140
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 005140
Security Description
4.5% 20 Aug 2041
Maturity Date
2041-08-20T00:00:00.000
Interest Rate
4.5
Original Face
11280468.00
Shares Par Value
2607154.62
Base Market Value
2801491.93
Base Total Cost
2855674.07
Base Unrealized Gain Loss
-54182.14
Base Accrued Interest
0
Local Market Value
2801491.93
Local Total Cost Amount
2855674.07
Local Unrealized Gain Loss
-54182.14
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 AL0603
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0603
Security Description
1% 01 Oct 2039
Maturity Date
2039-10-01T00:00:00.000
Interest Rate
6.5
Original Face
4600000.00
Shares Par Value
567374.40
Base Market Value
656049.34
Base Total Cost
635038.25
Base Unrealized Gain Loss
21011.09
Base Accrued Interest
0
Local Market Value
656049.34
Local Total Cost Amount
635038.25
Local Unrealized Gain Loss
21011.09
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 AL0613
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0613
Security Description
1% 01 Jan 2025
Maturity Date
2025-01-01T00:00:00.000
Interest Rate
5.5
Original Face
490648.00
Shares Par Value
37168.54
Base Market Value
39278.23
Base Total Cost
40293.02
Base Unrealized Gain Loss
-1014.79
Base Accrued Interest
0
Local Market Value
39278.23
Local Total Cost Amount
40293.02
Local Unrealized Gain Loss
-1014.79
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: GNMA POOL 688160
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 688160
Security Description
6.5% 15 Dec 2038
Maturity Date
2038-12-15T00:00:00.000
Interest Rate
6.5
Original Face
14200000.00
Shares Par Value
608320.19
Base Market Value
690552.91
Base Total Cost
687877.07
Base Unrealized Gain Loss
2675.84
Base Accrued Interest
0
Local Market Value
690552.91
Local Total Cost Amount
687877.07
Local Unrealized Gain Loss
2675.84
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: GNMA II POOL 005175
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 005175
Security Description
4.5% 20 Sep 2041
Maturity Date
2041-09-20T00:00:00.000
Interest Rate
4.5
Original Face
11727900.00
Shares Par Value
2786136.45
Base Market Value
2994010.09
Base Total Cost
2961285.31
Base Unrealized Gain Loss
32724.78
Base Accrued Interest
0
Local Market Value
2994010.09
Local Total Cost Amount
2961285.31
Local Unrealized Gain Loss
32724.78
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 AE0216
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0216
Security Description
1% 01 Aug 2040
Maturity Date
2040-08-01T00:00:00.000
Interest Rate
4
Original Face
14677448.00
Shares Par Value
2875805.08
Base Market Value
3037569.12
Base Total Cost
3085087.30
Base Unrealized Gain Loss
-47518.18
Base Accrued Interest
0
Local Market Value
3037569.12
Local Total Cost Amount
3085087.30
Local Unrealized Gain Loss
-47518.18
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: GNMA II POOL 783393
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 783393
Security Description
6.5% 20 Feb 2041
Maturity Date
2041-02-20T00:00:00.000
Interest Rate
6.5
Original Face
6200000.00
Shares Par Value
1242446.09
Base Market Value
1434205.22
Base Total Cost
1404740.60
Base Unrealized Gain Loss
29464.62
Base Accrued Interest
0
Local Market Value
1434205.22
Local Total Cost Amount
1404740.60
Local Unrealized Gain Loss
29464.62
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 POOL 783386
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 783386
Security Description
5% 15 Sep 2040
Maturity Date
2040-09-15T00:00:00.000
Interest Rate
5
Original Face
20900000.00
Shares Par Value
4489945.12
Base Market Value
4924616.71
Base Total Cost
4941044.28
Base Unrealized Gain Loss
-16427.57
Base Accrued Interest
0
Local Market Value
4924616.71
Local Total Cost Amount
4941044.28
Local Unrealized Gain Loss
-16427.57
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 G18401
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G18401
Security Description
3.5% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
3.5
Original Face
379574.00
Shares Par Value
57914.04
Base Market Value
60356.28
Base Total Cost
61241.85
Base Unrealized Gain Loss
-885.57
Base Accrued Interest
0
Local Market Value
60356.28
Local Total Cost Amount
61241.85
Local Unrealized Gain Loss
-885.57
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 AL0808
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0808
Security Description
1% 01 May 2040
Maturity Date
2040-05-01T00:00:00.000
Interest Rate
6.5
Original Face
3211834.00
Shares Par Value
356812.21
Base Market Value
403629.54
Base Total Cost
340402.03
Base Unrealized Gain Loss
63227.51
Base Accrued Interest
0
Local Market Value
403629.54
Local Total Cost Amount
340402.03
Local Unrealized Gain Loss
63227.51
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 783417
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 783417
Security Description
4.5% 20 Aug 2041
Maturity Date
2041-08-20T00:00:00.000
Interest Rate
4.5
Original Face
367000.00
Shares Par Value
126501.60
Base Market Value
137250.44
Base Total Cost
137530.97
Base Unrealized Gain Loss
-280.53
Base Accrued Interest
0
Local Market Value
137250.44
Local Total Cost Amount
137530.97
Local Unrealized Gain Loss
-280.53
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 005204
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 005204
Security Description
4.5% 20 Oct 2041
Maturity Date
2041-10-20T00:00:00.000
Interest Rate
4.5
Original Face
6933959.00
Shares Par Value
1652518.65
Base Market Value
1775763.49
Base Total Cost
1815704.84
Base Unrealized Gain Loss
-39941.35
Base Accrued Interest
0
Local Market Value
1775763.49
Local Total Cost Amount
1815704.84
Local Unrealized Gain Loss
-39941.35
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 AJ4053
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ4053
Security Description
4% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
4
Original Face
7279516.00
Shares Par Value
1555947.77
Base Market Value
1641602.69
Base Total Cost
1656598.14
Base Unrealized Gain Loss
-14995.45
Base Accrued Interest
0
Local Market Value
1641602.69
Local Total Cost Amount
1656598.14
Local Unrealized Gain Loss
-14995.45
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL E02972
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL E02972
Security Description
3.5% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
3.5
Original Face
38597.00
Shares Par Value
7255.02
Base Market Value
7560.96
Base Total Cost
7671.03
Base Unrealized Gain Loss
-110.07
Base Accrued Interest
0
Local Market Value
7560.96
Local Total Cost Amount
7671.03
Local Unrealized Gain Loss
-110.07
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 AC9312
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC9312
Security Description
4% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
4
Original Face
1708516.00
Shares Par Value
479721.70
Base Market Value
506202.34
Base Total Cost
510753.69
Base Unrealized Gain Loss
-4551.35
Base Accrued Interest
0
Local Market Value
506202.34
Local Total Cost Amount
510753.69
Local Unrealized Gain Loss
-4551.35
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: FED HM LN PC POOL G13894
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G13894
Security Description
3.5% 01 Sep 2025
Maturity Date
2025-09-01T00:00:00.000
Interest Rate
3.5
Original Face
864598.00
Shares Par Value
101576.54
Base Market Value
105860.02
Base Total Cost
107413.22
Base Unrealized Gain Loss
-1553.20
Base Accrued Interest
0
Local Market Value
105860.02
Local Total Cost Amount
107413.22
Local Unrealized Gain Loss
-1553.20
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 AH0006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH0006
Security Description
4% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
4
Original Face
1989849.00
Shares Par Value
414954.91
Base Market Value
438067.90
Base Total Cost
443029.21
Base Unrealized Gain Loss
-4961.31
Base Accrued Interest
0
Local Market Value
438067.90
Local Total Cost Amount
443029.21
Local Unrealized Gain Loss
-4961.31
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 AE8407
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE8407
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
3244372.00
Shares Par Value
597105.87
Base Market Value
630609.48
Base Total Cost
638156.90
Base Unrealized Gain Loss
-7547.42
Base Accrued Interest
0
Local Market Value
630609.48
Local Total Cost Amount
638156.90
Local Unrealized Gain Loss
-7547.42
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 G14335
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G14335
Security Description
3.5% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
3.5
Original Face
231064.00
Shares Par Value
38532.70
Base Market Value
40157.62
Base Total Cost
40746.83
Base Unrealized Gain Loss
-589.21
Base Accrued Interest
0
Local Market Value
40157.62
Local Total Cost Amount
40746.83
Local Unrealized Gain Loss
-589.21
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: FNMA POOL AJ3591
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ3591
Security Description
4% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
4
Original Face
18911952.00
Shares Par Value
6122066.84
Base Market Value
6459637.61
Base Total Cost
6518088.05
Base Unrealized Gain Loss
-58450.44
Base Accrued Interest
0
Local Market Value
6459637.61
Local Total Cost Amount
6518088.05
Local Unrealized Gain Loss
-58450.44
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
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