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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 AB4054
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB4054
Security Description
4% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
4
Original Face
2477299.00
Shares Par Value
1286153.17
Base Market Value
1374164.63
Base Total Cost
1420395.40
Base Unrealized Gain Loss
-46230.77
Base Accrued Interest
0
Local Market Value
1374164.63
Local Total Cost Amount
1420395.40
Local Unrealized Gain Loss
-46230.77
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AJ7684
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ7684
Security Description
4% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
4
Original Face
835673.00
Shares Par Value
434403.36
Base Market Value
464212.12
Base Total Cost
479744.22
Base Unrealized Gain Loss
-15532.10
Base Accrued Interest
0
Local Market Value
464212.12
Local Total Cost Amount
479744.22
Local Unrealized Gain Loss
-15532.10
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: GNMA POOL 553461
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 553461
Security Description
3.5% 15 Jan 2042
Maturity Date
2042-01-15T00:00:00.000
Interest Rate
3.5
Original Face
2319700.00
Shares Par Value
854285.61
Base Market Value
887585.66
Base Total Cost
893262.40
Base Unrealized Gain Loss
-5676.74
Base Accrued Interest
1578.06
Local Market Value
887585.66
Local Total Cost Amount
893262.40
Local Unrealized Gain Loss
-5676.74
Local Accrued Interest
1578.06
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 AB4530
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB4530
Security Description
4% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
4
Original Face
6438877.00
Shares Par Value
1760108.69
Base Market Value
1857319.49
Base Total Cost
1873965.75
Base Unrealized Gain Loss
-16646.26
Base Accrued Interest
0
Local Market Value
1857319.49
Local Total Cost Amount
1873965.75
Local Unrealized Gain Loss
-16646.26
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 AB0200
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB0200
Security Description
5.5% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
5.5
Original Face
5714000.00
Shares Par Value
848195.65
Base Market Value
943736.41
Base Total Cost
955611.68
Base Unrealized Gain Loss
-11875.27
Base Accrued Interest
0
Local Market Value
943736.41
Local Total Cost Amount
955611.68
Local Unrealized Gain Loss
-11875.27
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA0580
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA0580
Security Description
4% 01 Nov 2020
Maturity Date
2020-11-01T00:00:00.000
Interest Rate
4
Original Face
538895.00
Shares Par Value
56954.59
Base Market Value
58961.10
Base Total Cost
60291.79
Base Unrealized Gain Loss
-1330.69
Base Accrued Interest
0
Local Market Value
58961.10
Local Total Cost Amount
60291.79
Local Unrealized Gain Loss
-1330.69
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 D98758
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL D98758
Security Description
4% 01 Aug 2031
Maturity Date
2031-08-01T00:00:00.000
Interest Rate
4
Original Face
1020158.00
Shares Par Value
106805.72
Base Market Value
113494.96
Base Total Cost
111943.27
Base Unrealized Gain Loss
1551.69
Base Accrued Interest
0
Local Market Value
113494.96
Local Total Cost Amount
111943.27
Local Unrealized Gain Loss
1551.69
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 726939
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 726939
Security Description
4% 01 Aug 2033
Maturity Date
2033-08-01T00:00:00.000
Interest Rate
4
Original Face
9329677.00
Shares Par Value
693849.01
Base Market Value
732031.52
Base Total Cost
746321.34
Base Unrealized Gain Loss
-14289.82
Base Accrued Interest
0
Local Market Value
732031.52
Local Total Cost Amount
746321.34
Local Unrealized Gain Loss
-14289.82
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: FNMA POOL AI4140
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI4140
Security Description
4.5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
4.5
Original Face
3600000.00
Shares Par Value
374607.65
Base Market Value
403044.12
Base Total Cost
405688.37
Base Unrealized Gain Loss
-2644.25
Base Accrued Interest
0
Local Market Value
403044.12
Local Total Cost Amount
405688.37
Local Unrealized Gain Loss
-2644.25
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 783537
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 783537
Security Description
5% 15 Jul 2037
Maturity Date
2037-07-15T00:00:00.000
Interest Rate
5
Original Face
15825000.00
Shares Par Value
3299756.52
Base Market Value
3625970.45
Base Total Cost
3649840.04
Base Unrealized Gain Loss
-23869.59
Base Accrued Interest
0
Local Market Value
3625970.45
Local Total Cost Amount
3649840.04
Local Unrealized Gain Loss
-23869.59
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 POOL 783538
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 783538
Security Description
5% 15 Dec 2034
Maturity Date
2034-12-15T00:00:00.000
Interest Rate
5
Original Face
10525000.00
Shares Par Value
2970375.92
Base Market Value
3266047.14
Base Total Cost
3285514.24
Base Unrealized Gain Loss
-19467.10
Base Accrued Interest
0
Local Market Value
3266047.14
Local Total Cost Amount
3285514.24
Local Unrealized Gain Loss
-19467.10
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A70638
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A70638
Security Description
6% 01 Dec 2037
Maturity Date
2037-12-01T00:00:00.000
Interest Rate
6
Original Face
3292827.00
Shares Par Value
63959.15
Base Market Value
71868.34
Base Total Cost
75460.10
Base Unrealized Gain Loss
-3591.76
Base Accrued Interest
0
Local Market Value
71868.34
Local Total Cost Amount
75460.10
Local Unrealized Gain Loss
-3591.76
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 889522
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889522
Security Description
1% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
6
Original Face
14748817.00
Shares Par Value
1044340.43
Base Market Value
1186767.58
Base Total Cost
1188589.94
Base Unrealized Gain Loss
-1822.36
Base Accrued Interest
0
Local Market Value
1186767.58
Local Total Cost Amount
1188589.94
Local Unrealized Gain Loss
-1822.36
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 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 15 YR 3
Security Description
3% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
3
Original Face
7088000.00
Shares Par Value
7088000.00
Base Market Value
7278525.44
Base Total Cost
7300011.26
Base Unrealized Gain Loss
-21485.82
Base Accrued Interest
10041.33
Local Market Value
7278525.44
Local Total Cost Amount
7300011.26
Local Unrealized Gain Loss
-21485.82
Local Accrued Interest
10041.33
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 C03811
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C03811
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
2195070.00
Shares Par Value
1255962.57
Base Market Value
1300963.71
Base Total Cost
1270926.18
Base Unrealized Gain Loss
30037.53
Base Accrued Interest
0
Local Market Value
1300963.71
Local Total Cost Amount
1270926.18
Local Unrealized Gain Loss
30037.53
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 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 2.5
Security Description
2.5% 25 Feb 2032
Maturity Date
2032-02-25T00:00:00.000
Interest Rate
2.5
Original Face
49883000.00
Shares Par Value
49883000.00
Base Market Value
50142391.60
Base Total Cost
50330247.68
Base Unrealized Gain Loss
-187856.08
Base Accrued Interest
58889.67
Local Market Value
50142391.60
Local Total Cost Amount
50330247.68
Local Unrealized Gain Loss
-187856.08
Local Accrued Interest
58889.67
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 AB5250
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB5250
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1032600.00
Shares Par Value
438938.37
Base Market Value
452896.61
Base Total Cost
454987.06
Base Unrealized Gain Loss
-2090.45
Base Accrued Interest
512.09
Local Market Value
452896.61
Local Total Cost Amount
454987.06
Local Unrealized Gain Loss
-2090.45
Local Accrued Interest
512.09
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 AL1798
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1798
Security Description
1% 01 Oct 2039
Maturity Date
2039-10-01T00:00:00.000
Interest Rate
6.5
Original Face
792795.00
Shares Par Value
110073.32
Base Market Value
124529.25
Base Total Cost
123454.11
Base Unrealized Gain Loss
1075.14
Base Accrued Interest
0
Local Market Value
124529.25
Local Total Cost Amount
123454.11
Local Unrealized Gain Loss
1075.14
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 TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 25 Feb 2047
Maturity Date
2047-02-25T00:00:00.000
Interest Rate
3
Original Face
13315680.00
Shares Par Value
13315680.00
Base Market Value
13297703.83
Base Total Cost
13319581.08
Base Unrealized Gain Loss
-21877.25
Base Accrued Interest
13315.68
Local Market Value
13297703.83
Local Total Cost Amount
13319581.08
Local Unrealized Gain Loss
-21877.25
Local Accrued Interest
13315.68
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 TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 25 Feb 2047
Maturity Date
2047-02-25T00:00:00.000
Interest Rate
3
Original Face
63220291.00
Shares Par Value
-63220291.00
Base Market Value
-63134943.61
Base Total Cost
-63503305.93
Base Unrealized Gain Loss
368362.32
Base Accrued Interest
63220.29
Local Market Value
-63134943.61
Local Total Cost Amount
-63503305.93
Local Unrealized Gain Loss
368362.32
Local Accrued Interest
63220.29
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 783530
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 783530
Security Description
5.5% 20 Dec 2041
Maturity Date
2041-12-20T00:00:00.000
Interest Rate
5.5
Original Face
7519682.00
Shares Par Value
1415575.93
Base Market Value
1560799.86
Base Total Cost
1573169.35
Base Unrealized Gain Loss
-12369.49
Base Accrued Interest
0
Local Market Value
1560799.86
Local Total Cost Amount
1573169.35
Local Unrealized Gain Loss
-12369.49
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 783590
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 783590
Security Description
4.5% 20 Jun 2041
Maturity Date
2041-06-20T00:00:00.000
Interest Rate
4.5
Original Face
16200000.00
Shares Par Value
4269115.69
Base Market Value
4587378.26
Base Total Cost
4651334.96
Base Unrealized Gain Loss
-63956.70
Base Accrued Interest
0
Local Market Value
4587378.26
Local Total Cost Amount
4651334.96
Local Unrealized Gain Loss
-63956.70
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 AL3162
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3162
Security Description
1% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
6461261.00
Shares Par Value
4329793.67
Base Market Value
4360665.10
Base Total Cost
4459687.48
Base Unrealized Gain Loss
-99022.38
Base Accrued Interest
0
Local Market Value
4360665.10
Local Total Cost Amount
4459687.48
Local Unrealized Gain Loss
-99022.38
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 AT2719
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2719
Security Description
3% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
3400000.00
Shares Par Value
2249973.87
Base Market Value
2266016.18
Base Total Cost
2311145.03
Base Unrealized Gain Loss
-45128.85
Base Accrued Interest
0
Local Market Value
2266016.18
Local Total Cost Amount
2311145.03
Local Unrealized Gain Loss
-45128.85
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: GNMA POOL 487792
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 487792
Security Description
5% 15 Mar 2039
Maturity Date
2039-03-15T00:00:00.000
Interest Rate
5
Original Face
44869790.00
Shares Par Value
3181241.19
Base Market Value
3498188.25
Base Total Cost
3454132.03
Base Unrealized Gain Loss
44056.22
Base Accrued Interest
0
Local Market Value
3498188.25
Local Total Cost Amount
3454132.03
Local Unrealized Gain Loss
44056.22
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 AB9564
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9564
Security Description
3% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3
Original Face
101886.00
Shares Par Value
67226.46
Base Market Value
67788.47
Base Total Cost
67594.11
Base Unrealized Gain Loss
194.36
Base Accrued Interest
0
Local Market Value
67788.47
Local Total Cost Amount
67594.11
Local Unrealized Gain Loss
194.36
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 AB9462
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9462
Security Description
3% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
1326250.00
Shares Par Value
937620.45
Base Market Value
945449.58
Base Total Cost
942748.07
Base Unrealized Gain Loss
2701.51
Base Accrued Interest
0
Local Market Value
945449.58
Local Total Cost Amount
942748.07
Local Unrealized Gain Loss
2701.51
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB9662
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9662
Security Description
3% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3
Original Face
1571860.00
Shares Par Value
1082371.68
Base Market Value
1091409.48
Base Total Cost
1088290.89
Base Unrealized Gain Loss
3118.59
Base Accrued Interest
0
Local Market Value
1091409.48
Local Total Cost Amount
1088290.89
Local Unrealized Gain Loss
3118.59
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: FNMA POOL AL3759
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3759
Security Description
1% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
994000.00
Shares Par Value
658661.68
Base Market Value
663344.76
Base Total Cost
663113.93
Base Unrealized Gain Loss
230.83
Base Accrued Interest
0
Local Market Value
663344.76
Local Total Cost Amount
663113.93
Local Unrealized Gain Loss
230.83
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: GNMA II TBA 30 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 2.5
Security Description
2.5% 20 Jul 2047
Maturity Date
2047-07-20T00:00:00.000
Interest Rate
2.5
Original Face
3170000.00
Shares Par Value
3170000.00
Base Market Value
3092113.10
Base Total Cost
3110067.19
Base Unrealized Gain Loss
-17954.09
Base Accrued Interest
4182.64
Local Market Value
3092113.10
Local Total Cost Amount
3110067.19
Local Unrealized Gain Loss
-17954.09
Local Accrued Interest
4182.64
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 AT7676
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT7676
Security Description
3% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3
Original Face
495000.00
Shares Par Value
363660.73
Base Market Value
366246.36
Base Total Cost
363319.81
Base Unrealized Gain Loss
2926.55
Base Accrued Interest
0
Local Market Value
366246.36
Local Total Cost Amount
363319.81
Local Unrealized Gain Loss
2926.55
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: GNMA II POOL MA2076
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2076
Security Description
5% 20 Jul 2044
Maturity Date
2044-07-20T00:00:00.000
Interest Rate
5
Original Face
2124566.00
Shares Par Value
595006.76
Base Market Value
638519.60
Base Total Cost
645675.30
Base Unrealized Gain Loss
-7155.70
Base Accrued Interest
0
Local Market Value
638519.60
Local Total Cost Amount
645675.30
Local Unrealized Gain Loss
-7155.70
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
-80687.96
Base Market Value
-80687.96
Base Total Cost
-80687.96
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-80687.96
Local Total Cost Amount
-80687.96
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q26707
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26707
Security Description
3.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
247770.00
Shares Par Value
174139.83
Base Market Value
180365.33
Base Total Cost
178438.92
Base Unrealized Gain Loss
1926.41
Base Accrued Interest
0
Local Market Value
180365.33
Local Total Cost Amount
178438.92
Local Unrealized Gain Loss
1926.41
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 Q27563
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q27563
Security Description
3.5% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
3.5
Original Face
898545.00
Shares Par Value
693681.02
Base Market Value
720165.76
Base Total Cost
711564.98
Base Unrealized Gain Loss
8600.78
Base Accrued Interest
0
Local Market Value
720165.76
Local Total Cost Amount
711564.98
Local Unrealized Gain Loss
8600.78
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 AL5554
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5554
Security Description
1% 01 May 2044
Maturity Date
2044-05-01T00:00:00.000
Interest Rate
3.5
Original Face
3422805.00
Shares Par Value
2492504.26
Base Market Value
2585549.44
Base Total Cost
2598046.24
Base Unrealized Gain Loss
-12496.80
Base Accrued Interest
2907.92
Local Market Value
2585549.44
Local Total Cost Amount
2598046.24
Local Unrealized Gain Loss
-12496.80
Local Accrued Interest
2907.92
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 AW1310
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW1310
Security Description
3.5% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
3.5
Original Face
1296863.00
Shares Par Value
875026.06
Base Market Value
903560.66
Base Total Cost
896628.28
Base Unrealized Gain Loss
6932.38
Base Accrued Interest
0
Local Market Value
903560.66
Local Total Cost Amount
896628.28
Local Unrealized Gain Loss
6932.38
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 AK2073
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK2073
Security Description
3.5% 01 Jan 2042
Maturity Date
2042-01-01T00:00:00.000
Interest Rate
3.5
Original Face
246000.00
Shares Par Value
138151.45
Base Market Value
142714.59
Base Total Cost
141734.74
Base Unrealized Gain Loss
979.85
Base Accrued Interest
0
Local Market Value
142714.59
Local Total Cost Amount
141734.74
Local Unrealized Gain Loss
979.85
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 AU7247
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU7247
Security Description
3.5% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
3.5
Original Face
218242.00
Shares Par Value
145308.83
Base Market Value
150747.74
Base Total Cost
149395.64
Base Unrealized Gain Loss
1352.10
Base Accrued Interest
0
Local Market Value
150747.74
Local Total Cost Amount
149395.64
Local Unrealized Gain Loss
1352.10
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: FNMA POOL AT7267
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT7267
Security Description
3.5% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
3.5
Original Face
203270.00
Shares Par Value
126914.18
Base Market Value
131239.42
Base Total Cost
130344.86
Base Unrealized Gain Loss
894.56
Base Accrued Interest
0
Local Market Value
131239.42
Local Total Cost Amount
130344.86
Local Unrealized Gain Loss
894.56
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: FED HM LN PC POOL Q26362
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26362
Security Description
3.5% 01 May 2044
Maturity Date
2044-05-01T00:00:00.000
Interest Rate
3.5
Original Face
202068.00
Shares Par Value
142660.32
Base Market Value
147760.43
Base Total Cost
146293.69
Base Unrealized Gain Loss
1466.74
Base Accrued Interest
0
Local Market Value
147760.43
Local Total Cost Amount
146293.69
Local Unrealized Gain Loss
1466.74
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 AO0292
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO0292
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1231254.00
Shares Par Value
797039.19
Base Market Value
823102.37
Base Total Cost
817214.25
Base Unrealized Gain Loss
5888.12
Base Accrued Interest
0
Local Market Value
823102.37
Local Total Cost Amount
817214.25
Local Unrealized Gain Loss
5888.12
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 Q27319
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q27319
Security Description
3.5% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
3.5
Original Face
170126.00
Shares Par Value
131549.30
Base Market Value
136571.85
Base Total Cost
135166.91
Base Unrealized Gain Loss
1404.94
Base Accrued Interest
0
Local Market Value
136571.85
Local Total Cost Amount
135166.91
Local Unrealized Gain Loss
1404.94
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q26218
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26218
Security Description
3.5% 01 May 2044
Maturity Date
2044-05-01T00:00:00.000
Interest Rate
3.5
Original Face
230096.00
Shares Par Value
160614.13
Base Market Value
166746.38
Base Total Cost
165031.02
Base Unrealized Gain Loss
1715.36
Base Accrued Interest
0
Local Market Value
166746.38
Local Total Cost Amount
165031.02
Local Unrealized Gain Loss
1715.36
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 Q24368
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q24368
Security Description
3.5% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
266718.00
Shares Par Value
165784.19
Base Market Value
171710.97
Base Total Cost
169877.03
Base Unrealized Gain Loss
1833.94
Base Accrued Interest
0
Local Market Value
171710.97
Local Total Cost Amount
169877.03
Local Unrealized Gain Loss
1833.94
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q26711
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26711
Security Description
3.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
818891.00
Shares Par Value
625753.34
Base Market Value
649644.60
Base Total Cost
641886.07
Base Unrealized Gain Loss
7758.53
Base Accrued Interest
0
Local Market Value
649644.60
Local Total Cost Amount
641886.07
Local Unrealized Gain Loss
7758.53
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 Q22264
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q22264
Security Description
3.5% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
3.5
Original Face
256782.00
Shares Par Value
205368.46
Base Market Value
212726.81
Base Total Cost
210374.32
Base Unrealized Gain Loss
2352.49
Base Accrued Interest
0
Local Market Value
212726.81
Local Total Cost Amount
210374.32
Local Unrealized Gain Loss
2352.49
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: FED HM LN PC POOL Q26898
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26898
Security Description
3.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
562400.00
Shares Par Value
452456.15
Base Market Value
468631.46
Base Total Cost
463484.76
Base Unrealized Gain Loss
5146.70
Base Accrued Interest
0
Local Market Value
468631.46
Local Total Cost Amount
463484.76
Local Unrealized Gain Loss
5146.70
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 AW6405
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW6405
Security Description
3.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
143870.00
Shares Par Value
111733.59
Base Market Value
115530.30
Base Total Cost
114073.02
Base Unrealized Gain Loss
1457.28
Base Accrued Interest
0
Local Market Value
115530.30
Local Total Cost Amount
114073.02
Local Unrealized Gain Loss
1457.28
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 AW4782
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW4782
Security Description
3% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
3
Original Face
424351.00
Shares Par Value
297566.99
Base Market Value
306482.10
Base Total Cost
307540.14
Base Unrealized Gain Loss
-1058.04
Base Accrued Interest
0
Local Market Value
306482.10
Local Total Cost Amount
307540.14
Local Unrealized Gain Loss
-1058.04
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
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