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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 Q35521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q35521
Security Description
4% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
4
Original Face
92613.00
Shares Par Value
60873.31
Base Market Value
64069.77
Base Total Cost
63850.39
Base Unrealized Gain Loss
219.38
Base Accrued Interest
0
Local Market Value
64069.77
Local Total Cost Amount
63850.39
Local Unrealized Gain Loss
219.38
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 Q04022
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q04022
Security Description
4% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
4
Original Face
1049395.00
Shares Par Value
442977.96
Base Market Value
471696.22
Base Total Cost
466961.06
Base Unrealized Gain Loss
4735.16
Base Accrued Interest
0
Local Market Value
471696.22
Local Total Cost Amount
466961.06
Local Unrealized Gain Loss
4735.16
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 A95144
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A95144
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
565740.00
Shares Par Value
222362.16
Base Market Value
236769.00
Base Total Cost
234400.97
Base Unrealized Gain Loss
2368.03
Base Accrued Interest
0
Local Market Value
236769.00
Local Total Cost Amount
234400.97
Local Unrealized Gain Loss
2368.03
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A95923
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A95923
Security Description
4% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
4
Original Face
433844.00
Shares Par Value
177060.47
Base Market Value
188533.99
Base Total Cost
186646.64
Base Unrealized Gain Loss
1887.35
Base Accrued Interest
0
Local Market Value
188533.99
Local Total Cost Amount
186646.64
Local Unrealized Gain Loss
1887.35
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q03841
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q03841
Security Description
4% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
4
Original Face
357886.00
Shares Par Value
188266.38
Base Market Value
200471.69
Base Total Cost
198459.23
Base Unrealized Gain Loss
2012.46
Base Accrued Interest
0
Local Market Value
200471.69
Local Total Cost Amount
198459.23
Local Unrealized Gain Loss
2012.46
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 A94977
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A94977
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
750968.00
Shares Par Value
275517.65
Base Market Value
293371.19
Base Total Cost
290434.35
Base Unrealized Gain Loss
2936.84
Base Accrued Interest
0
Local Market Value
293371.19
Local Total Cost Amount
290434.35
Local Unrealized Gain Loss
2936.84
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 AL5304
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5304
Security Description
1% 01 Mar 2040
Maturity Date
2040-03-01T00:00:00.000
Interest Rate
5.5
Original Face
140147.00
Shares Par Value
79885.17
Base Market Value
90218.32
Base Total Cost
89471.38
Base Unrealized Gain Loss
746.94
Base Accrued Interest
0
Local Market Value
90218.32
Local Total Cost Amount
89471.38
Local Unrealized Gain Loss
746.94
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
3% 20 Jan 2044
Maturity Date
2044-01-20T00:00:00.000
Interest Rate
3
Original Face
4603580.00
Shares Par Value
5099825.62
Base Market Value
4918049.48
Base Total Cost
4307363.58
Base Unrealized Gain Loss
610685.90
Base Accrued Interest
0
Local Market Value
4918049.48
Local Total Cost Amount
4307363.58
Local Unrealized Gain Loss
610685.90
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
3% 20 Apr 2044
Maturity Date
2044-04-20T00:00:00.000
Interest Rate
3
Original Face
3986048.00
Shares Par Value
4382773.34
Base Market Value
4301352.81
Base Total Cost
3740289.36
Base Unrealized Gain Loss
561063.45
Base Accrued Interest
0
Local Market Value
4301352.81
Local Total Cost Amount
3740289.36
Local Unrealized Gain Loss
561063.45
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL AI6300
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AI6300
Security Description
4.5% 20 Jun 2044
Maturity Date
2044-06-20T00:00:00.000
Interest Rate
4.5
Original Face
770714.00
Shares Par Value
436609.17
Base Market Value
464259.63
Base Total Cost
471537.94
Base Unrealized Gain Loss
-7278.31
Base Accrued Interest
0
Local Market Value
464259.63
Local Total Cost Amount
471537.94
Local Unrealized Gain Loss
-7278.31
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 AQ0393
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AQ0393
Security Description
3.5% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3.5
Original Face
683613.00
Shares Par Value
462789.14
Base Market Value
480111.34
Base Total Cost
478263.65
Base Unrealized Gain Loss
1847.69
Base Accrued Interest
0
Local Market Value
480111.34
Local Total Cost Amount
478263.65
Local Unrealized Gain Loss
1847.69
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: FNMA POOL AL6583
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6583
Security Description
1% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
3
Original Face
2063941.00
Shares Par Value
1530805.58
Base Market Value
1575581.64
Base Total Cost
1588689.16
Base Unrealized Gain Loss
-13107.52
Base Accrued Interest
0
Local Market Value
1575581.64
Local Total Cost Amount
1588689.16
Local Unrealized Gain Loss
-13107.52
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 AJ4168
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AJ4168
Security Description
4.5% 20 Sep 2044
Maturity Date
2044-09-20T00:00:00.000
Interest Rate
4.5
Original Face
460965.00
Shares Par Value
314739.30
Base Market Value
334700.07
Base Total Cost
342278.99
Base Unrealized Gain Loss
-7578.92
Base Accrued Interest
0
Local Market Value
334700.07
Local Total Cost Amount
342278.99
Local Unrealized Gain Loss
-7578.92
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 AZ2297
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ2297
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
272736.00
Shares Par Value
209387.04
Base Market Value
215228.94
Base Total Cost
217173.63
Base Unrealized Gain Loss
-1944.69
Base Accrued Interest
0
Local Market Value
215228.94
Local Total Cost Amount
217173.63
Local Unrealized Gain Loss
-1944.69
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: FNMA POOL AZ5719
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ5719
Security Description
3% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
3
Original Face
764049.00
Shares Par Value
597257.19
Base Market Value
613908.72
Base Total Cost
619467.69
Base Unrealized Gain Loss
-5558.97
Base Accrued Interest
0
Local Market Value
613908.72
Local Total Cost Amount
619467.69
Local Unrealized Gain Loss
-5558.97
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AZ7833
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ7833
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
378143.00
Shares Par Value
306044.68
Base Market Value
314987.31
Base Total Cost
319099.40
Base Unrealized Gain Loss
-4112.09
Base Accrued Interest
0
Local Market Value
314987.31
Local Total Cost Amount
319099.40
Local Unrealized Gain Loss
-4112.09
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 AZ8597
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ8597
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
167304.00
Shares Par Value
135971.05
Base Market Value
139944.12
Base Total Cost
141771.08
Base Unrealized Gain Loss
-1826.96
Base Accrued Interest
0
Local Market Value
139944.12
Local Total Cost Amount
141771.08
Local Unrealized Gain Loss
-1826.96
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AX3298
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX3298
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
346815.00
Shares Par Value
266213.83
Base Market Value
273981.95
Base Total Cost
277569.52
Base Unrealized Gain Loss
-3587.57
Base Accrued Interest
0
Local Market Value
273981.95
Local Total Cost Amount
277569.52
Local Unrealized Gain Loss
-3587.57
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 V60724
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60724
Security Description
3% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
3
Original Face
1010193.00
Shares Par Value
719083.34
Base Market Value
739505.31
Base Total Cost
747959.04
Base Unrealized Gain Loss
-8453.73
Base Accrued Interest
0
Local Market Value
739505.31
Local Total Cost Amount
747959.04
Local Unrealized Gain Loss
-8453.73
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G15520
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G15520
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
2427340.00
Shares Par Value
1913591.67
Base Market Value
1967995.08
Base Total Cost
1990434.35
Base Unrealized Gain Loss
-22439.27
Base Accrued Interest
0
Local Market Value
1967995.08
Local Total Cost Amount
1990434.35
Local Unrealized Gain Loss
-22439.27
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL J32436
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32436
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
309535.00
Shares Par Value
269529.51
Base Market Value
277189.54
Base Total Cost
280352.81
Base Unrealized Gain Loss
-3163.27
Base Accrued Interest
0
Local Market Value
277189.54
Local Total Cost Amount
280352.81
Local Unrealized Gain Loss
-3163.27
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 759138
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 759138
Security Description
4% 15 Jan 2041
Maturity Date
2041-01-15T00:00:00.000
Interest Rate
4
Original Face
6416032.00
Shares Par Value
1885840.61
Base Market Value
1987468.56
Base Total Cost
2014018.84
Base Unrealized Gain Loss
-26550.28
Base Accrued Interest
0
Local Market Value
1987468.56
Local Total Cost Amount
2014018.84
Local Unrealized Gain Loss
-26550.28
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 762838
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 762838
Security Description
4% 15 Mar 2041
Maturity Date
2041-03-15T00:00:00.000
Interest Rate
4
Original Face
5296838.00
Shares Par Value
1331158.10
Base Market Value
1402894.21
Base Total Cost
1420803.28
Base Unrealized Gain Loss
-17909.07
Base Accrued Interest
0
Local Market Value
1402894.21
Local Total Cost Amount
1420803.28
Local Unrealized Gain Loss
-17909.07
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 734471
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 734471
Security Description
4.5% 20 Jun 2041
Maturity Date
2041-06-20T00:00:00.000
Interest Rate
4.5
Original Face
146688.00
Shares Par Value
86129.56
Base Market Value
93351.52
Base Total Cost
93100.67
Base Unrealized Gain Loss
250.85
Base Accrued Interest
0
Local Market Value
93351.52
Local Total Cost Amount
93100.67
Local Unrealized Gain Loss
250.85
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 AY8691
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY8691
Security Description
3% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
3
Original Face
247815.00
Shares Par Value
198760.11
Base Market Value
199249.06
Base Total Cost
201213.55
Base Unrealized Gain Loss
-1964.49
Base Accrued Interest
0
Local Market Value
199249.06
Local Total Cost Amount
201213.55
Local Unrealized Gain Loss
-1964.49
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V60909
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60909
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
486772.00
Shares Par Value
411842.22
Base Market Value
423653.85
Base Total Cost
428637.67
Base Unrealized Gain Loss
-4983.82
Base Accrued Interest
0
Local Market Value
423653.85
Local Total Cost Amount
428637.67
Local Unrealized Gain Loss
-4983.82
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: FED HM LN PC POOL V60903
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60903
Security Description
2.5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
2.5
Original Face
1595793.00
Shares Par Value
1274871.30
Base Market Value
1284075.87
Base Total Cost
1295388.79
Base Unrealized Gain Loss
-11312.92
Base Accrued Interest
0
Local Market Value
1284075.87
Local Total Cost Amount
1295388.79
Local Unrealized Gain Loss
-11312.92
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: FED HM LN PC POOL V60886
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60886
Security Description
2.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
2208357.00
Shares Par Value
1705654.89
Base Market Value
1718242.62
Base Total Cost
1732305.75
Base Unrealized Gain Loss
-14063.13
Base Accrued Interest
0
Local Market Value
1718242.62
Local Total Cost Amount
1732305.75
Local Unrealized Gain Loss
-14063.13
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: FED HM LN PC POOL V60902
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60902
Security Description
2.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
1587499.00
Shares Par Value
1299839.16
Base Market Value
1309418.97
Base Total Cost
1320149.18
Base Unrealized Gain Loss
-10730.21
Base Accrued Interest
0
Local Market Value
1309418.97
Local Total Cost Amount
1320149.18
Local Unrealized Gain Loss
-10730.21
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: FED HM LN PC POOL J32181
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32181
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
285612.00
Shares Par Value
221103.25
Base Market Value
227552.83
Base Total Cost
230500.12
Base Unrealized Gain Loss
-2947.29
Base Accrued Interest
0
Local Market Value
227552.83
Local Total Cost Amount
230500.12
Local Unrealized Gain Loss
-2947.29
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TBA 33 CENT CLAIMS FRN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TBA 33 CENT CLAIMS FRN
Security Description
0.01% 31 Dec 2049
Maturity Date
2049-12-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
39037.05
Base Market Value
866.62
Base Total Cost
15712.41
Base Unrealized Gain Loss
-14845.79
Base Accrued Interest
0
Local Market Value
866.62
Local Total Cost Amount
15712.41
Local Unrealized Gain Loss
-14845.79
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
NON-SECURITY ASSETS
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 J32491
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32491
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
121432.00
Shares Par Value
108534.50
Base Market Value
109268.19
Base Total Cost
110247.33
Base Unrealized Gain Loss
-979.14
Base Accrued Interest
0
Local Market Value
109268.19
Local Total Cost Amount
110247.33
Local Unrealized Gain Loss
-979.14
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 V60905
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60905
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
166166.00
Shares Par Value
146623.19
Base Market Value
147615.83
Base Total Cost
148937.06
Base Unrealized Gain Loss
-1321.23
Base Accrued Interest
0
Local Market Value
147615.83
Local Total Cost Amount
148937.06
Local Unrealized Gain Loss
-1321.23
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 V60904
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60904
Security Description
2.5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
2.5
Original Face
3816323.00
Shares Par Value
3052895.67
Base Market Value
3073563.77
Base Total Cost
3101074.19
Base Unrealized Gain Loss
-27510.42
Base Accrued Interest
0
Local Market Value
3073563.77
Local Total Cost Amount
3101074.19
Local Unrealized Gain Loss
-27510.42
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 Q36302
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q36302
Security Description
3.5% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
3.5
Original Face
295000.00
Shares Par Value
251332.42
Base Market Value
260837.81
Base Total Cost
263211.82
Base Unrealized Gain Loss
-2374.01
Base Accrued Interest
0
Local Market Value
260837.81
Local Total Cost Amount
263211.82
Local Unrealized Gain Loss
-2374.01
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: BANC OF AMERICA COMMERCIAL MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANC OF AMERICA COMMERCIAL MOR
Security Description
1% 15 Sep 2048
Maturity Date
2048-09-15T00:00:00.000
Interest Rate
1.0571
Original Face
5200000.00
Shares Par Value
5097870.60
Base Market Value
285108.61
Base Total Cost
336429.66
Base Unrealized Gain Loss
-51321.05
Base Accrued Interest
0
Local Market Value
285108.61
Local Total Cost Amount
336429.66
Local Unrealized Gain Loss
-51321.05
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
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 G60018
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60018
Security Description
4.5% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
4.5
Original Face
5424000.00
Shares Par Value
3392879.93
Base Market Value
3660069.22
Base Total Cost
3686311.04
Base Unrealized Gain Loss
-26241.82
Base Accrued Interest
0
Local Market Value
3660069.22
Local Total Cost Amount
3686311.04
Local Unrealized Gain Loss
-26241.82
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: FNMA POOL AL7195
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7195
Security Description
1% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3
Original Face
981190.00
Shares Par Value
807386.64
Base Market Value
811286.32
Base Total Cost
829022.09
Base Unrealized Gain Loss
-17735.77
Base Accrued Interest
0
Local Market Value
811286.32
Local Total Cost Amount
829022.09
Local Unrealized Gain Loss
-17735.77
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: 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
34287.00
Base Market Value
34287.00
Base Total Cost
34287.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
34287.00
Local Total Cost Amount
34287.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AZ9244
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ9244
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
599803.00
Shares Par Value
482395.14
Base Market Value
513972.73
Base Total Cost
520195.32
Base Unrealized Gain Loss
-6222.59
Base Accrued Interest
0
Local Market Value
513972.73
Local Total Cost Amount
520195.32
Local Unrealized Gain Loss
-6222.59
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 AZ9243
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ9243
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
483430.00
Shares Par Value
435245.12
Base Market Value
464802.62
Base Total Cost
470574.77
Base Unrealized Gain Loss
-5772.15
Base Accrued Interest
0
Local Market Value
464802.62
Local Total Cost Amount
470574.77
Local Unrealized Gain Loss
-5772.15
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: GMAC MTG CORP IOWA PASS THRU C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GMAC MTG CORP IOWA PASS THRU C
Security Description
0.01% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
0
Original Face
637258.45
Shares Par Value
374511.60
Base Market Value
383649.68
Base Total Cost
437821.36
Base Unrealized Gain Loss
-54171.68
Base Accrued Interest
0
Local Market Value
383649.68
Local Total Cost Amount
437821.36
Local Unrealized Gain Loss
-54171.68
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
INR
Local Currency Code: INR • Trade Country Name: INDIA • Security Name: INDIAN RUPEE
Local Currency Code
INR
Trade Country Name
INDIA
Security Name
INDIAN RUPEE
Interest Rate
0
Original Face
0
Shares Par Value
6434716.34
Base Market Value
93219.61
Base Total Cost
91951.28
Base Unrealized Gain Loss
1268.33
Base Accrued Interest
0
Local Market Value
6434716.34
Local Total Cost Amount
6434716.34
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AU5460
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU5460
Security Description
3% 01 Dec 2028
Maturity Date
2028-12-01T00:00:00.000
Interest Rate
3
Original Face
1216503.00
Shares Par Value
660032.34
Base Market Value
679298.68
Base Total Cost
682153.74
Base Unrealized Gain Loss
-2855.06
Base Accrued Interest
0
Local Market Value
679298.68
Local Total Cost Amount
682153.74
Local Unrealized Gain Loss
-2855.06
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 G07553
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07553
Security Description
5.5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5.5
Original Face
17200000.00
Shares Par Value
5221920.17
Base Market Value
5812989.31
Base Total Cost
5691892.99
Base Unrealized Gain Loss
121096.32
Base Accrued Interest
0
Local Market Value
5812989.31
Local Total Cost Amount
5691892.99
Local Unrealized Gain Loss
121096.32
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 AT9667
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT9667
Security Description
3.5% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3.5
Original Face
2132000.00
Shares Par Value
1289154.22
Base Market Value
1327764.39
Base Total Cost
1340518.96
Base Unrealized Gain Loss
-12754.57
Base Accrued Interest
0
Local Market Value
1327764.39
Local Total Cost Amount
1340518.96
Local Unrealized Gain Loss
-12754.57
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 AT6144
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT6144
Security Description
4% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
4
Original Face
600000.00
Shares Par Value
368055.50
Base Market Value
393241.54
Base Total Cost
382274.51
Base Unrealized Gain Loss
10967.03
Base Accrued Interest
0
Local Market Value
393241.54
Local Total Cost Amount
382274.51
Local Unrealized Gain Loss
10967.03
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 AV6093
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV6093
Security Description
4% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
4
Original Face
5690492.00
Shares Par Value
3745546.36
Base Market Value
3995524.12
Base Total Cost
4046945.79
Base Unrealized Gain Loss
-51421.67
Base Accrued Interest
0
Local Market Value
3995524.12
Local Total Cost Amount
4046945.79
Local Unrealized Gain Loss
-51421.67
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: FNMA POOL AS1460
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1460
Security Description
4% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
4
Original Face
3734291.00
Shares Par Value
2582254.76
Base Market Value
2756531.13
Base Total Cost
2790045.56
Base Unrealized Gain Loss
-33514.43
Base Accrued Interest
0
Local Market Value
2756531.13
Local Total Cost Amount
2790045.56
Local Unrealized Gain Loss
-33514.43
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 AV2357
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV2357
Security Description
4% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
4
Original Face
2272419.00
Shares Par Value
1557582.36
Base Market Value
1658435.82
Base Total Cost
1705065.94
Base Unrealized Gain Loss
-46630.12
Base Accrued Interest
0
Local Market Value
1658435.82
Local Total Cost Amount
1705065.94
Local Unrealized Gain Loss
-46630.12
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
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