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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 BD3933
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD3933
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
136017.00
Shares Par Value
134049.34
Base Market Value
143162.01
Base Total Cost
142930.12
Base Unrealized Gain Loss
231.89
Base Accrued Interest
0
Local Market Value
143162.01
Local Total Cost Amount
142930.12
Local Unrealized Gain Loss
231.89
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 AL8952
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8952
Security Description
1% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3.5
Original Face
2218760.00
Shares Par Value
2057062.76
Base Market Value
2122971.05
Base Total Cost
2126729.69
Base Unrealized Gain Loss
-3758.64
Base Accrued Interest
0
Local Market Value
2122971.05
Local Total Cost Amount
2126729.69
Local Unrealized Gain Loss
-3758.64
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 AS7847
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7847
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
2622556.00
Shares Par Value
2528286.18
Base Market Value
2532432.57
Base Total Cost
2488781.71
Base Unrealized Gain Loss
43650.86
Base Accrued Interest
0
Local Market Value
2532432.57
Local Total Cost Amount
2488781.71
Local Unrealized Gain Loss
43650.86
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 AS7889
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7889
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
4006752.00
Shares Par Value
3857625.10
Base Market Value
3873788.55
Base Total Cost
4050807.74
Base Unrealized Gain Loss
-177019.19
Base Accrued Interest
0
Local Market Value
3873788.55
Local Total Cost Amount
4050807.74
Local Unrealized Gain Loss
-177019.19
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS7878
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7878
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
7865022.00
Shares Par Value
7615792.82
Base Market Value
7642828.88
Base Total Cost
7987062.72
Base Unrealized Gain Loss
-344233.84
Base Accrued Interest
0
Local Market Value
7642828.88
Local Total Cost Amount
7987062.72
Local Unrealized Gain Loss
-344233.84
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL9045
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9045
Security Description
1% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
1739656.00
Shares Par Value
1666947.01
Base Market Value
1671764.49
Base Total Cost
1729978.43
Base Unrealized Gain Loss
-58213.94
Base Accrued Interest
0
Local Market Value
1671764.49
Local Total Cost Amount
1729978.43
Local Unrealized Gain Loss
-58213.94
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: FNMA POOL AL9031
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9031
Security Description
1% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3
Original Face
861158.00
Shares Par Value
813208.79
Base Market Value
816608.00
Base Total Cost
852979.78
Base Unrealized Gain Loss
-36371.78
Base Accrued Interest
0
Local Market Value
816608.00
Local Total Cost Amount
852979.78
Local Unrealized Gain Loss
-36371.78
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 BD7826
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD7826
Security Description
4% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4
Original Face
170118.00
Shares Par Value
158174.32
Base Market Value
168927.01
Base Total Cost
168653.37
Base Unrealized Gain Loss
273.64
Base Accrued Interest
0
Local Market Value
168927.01
Local Total Cost Amount
168653.37
Local Unrealized Gain Loss
273.64
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 AS7999
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7999
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
7700447.00
Shares Par Value
7398669.87
Base Market Value
7419534.12
Base Total Cost
7751262.73
Base Unrealized Gain Loss
-331728.61
Base Accrued Interest
0
Local Market Value
7419534.12
Local Total Cost Amount
7751262.73
Local Unrealized Gain Loss
-331728.61
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 BC2837
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2837
Security Description
4.5% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4.5
Original Face
1439943.00
Shares Par Value
1360075.65
Base Market Value
1491445.36
Base Total Cost
1492258.01
Base Unrealized Gain Loss
-812.65
Base Accrued Interest
0
Local Market Value
1491445.36
Local Total Cost Amount
1492258.01
Local Unrealized Gain Loss
-812.65
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 BD4524
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD4524
Security Description
2.5% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
2.5
Original Face
266000.00
Shares Par Value
250877.00
Base Market Value
252673.28
Base Total Cost
252366.58
Base Unrealized Gain Loss
306.70
Base Accrued Interest
0
Local Market Value
252673.28
Local Total Cost Amount
252366.58
Local Unrealized Gain Loss
306.70
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 BD1481
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD1481
Security Description
4% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4
Original Face
492330.00
Shares Par Value
474026.04
Base Market Value
506250.33
Base Total Cost
505430.27
Base Unrealized Gain Loss
820.06
Base Accrued Interest
0
Local Market Value
506250.33
Local Total Cost Amount
505430.27
Local Unrealized Gain Loss
820.06
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: FNMA POOL AS8009
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8009
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
2195400.00
Shares Par Value
2042384.00
Base Market Value
2056149.67
Base Total Cost
2114745.03
Base Unrealized Gain Loss
-58595.36
Base Accrued Interest
0
Local Market Value
2056149.67
Local Total Cost Amount
2114745.03
Local Unrealized Gain Loss
-58595.36
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 BD8575
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8575
Security Description
2.5% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
2.5
Original Face
489162.00
Shares Par Value
463394.32
Base Market Value
466726.13
Base Total Cost
466145.72
Base Unrealized Gain Loss
580.41
Base Accrued Interest
0
Local Market Value
466726.13
Local Total Cost Amount
466145.72
Local Unrealized Gain Loss
580.41
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL9093
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9093
Security Description
1% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4
Original Face
4343000.00
Shares Par Value
4143575.82
Base Market Value
4385353.47
Base Total Cost
4377946.83
Base Unrealized Gain Loss
7406.64
Base Accrued Interest
0
Local Market Value
4385353.47
Local Total Cost Amount
4377946.83
Local Unrealized Gain Loss
7406.64
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 G60718
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60718
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
1726154.00
Shares Par Value
1647631.03
Base Market Value
1648273.61
Base Total Cost
1701436.49
Base Unrealized Gain Loss
-53162.88
Base Accrued Interest
0
Local Market Value
1648273.61
Local Total Cost Amount
1701436.49
Local Unrealized Gain Loss
-53162.88
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 BF0056
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BF0056
Security Description
6% 01 Jul 2039
Maturity Date
2039-07-01T00:00:00.000
Interest Rate
6
Original Face
197441.00
Shares Par Value
154779.77
Base Market Value
172806.97
Base Total Cost
176303.84
Base Unrealized Gain Loss
-3496.87
Base Accrued Interest
0
Local Market Value
172806.97
Local Total Cost Amount
176303.84
Local Unrealized Gain Loss
-3496.87
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 BD8921
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8921
Security Description
3% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
3
Original Face
8296974.00
Shares Par Value
7690181.36
Base Market Value
7905352.63
Base Total Cost
7911274.07
Base Unrealized Gain Loss
-5921.44
Base Accrued Interest
0
Local Market Value
7905352.63
Local Total Cost Amount
7911274.07
Local Unrealized Gain Loss
-5921.44
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS8208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8208
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
3741184.00
Shares Par Value
3498860.44
Base Market Value
3522967.59
Base Total Cost
3624464.07
Base Unrealized Gain Loss
-101496.48
Base Accrued Interest
0
Local Market Value
3522967.59
Local Total Cost Amount
3624464.07
Local Unrealized Gain Loss
-101496.48
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BC9533
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC9533
Security Description
3% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
1228330.00
Shares Par Value
1175016.60
Base Market Value
1177719.14
Base Total Cost
1150873.68
Base Unrealized Gain Loss
26845.46
Base Accrued Interest
0
Local Market Value
1177719.14
Local Total Cost Amount
1150873.68
Local Unrealized Gain Loss
26845.46
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS8193
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8193
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
2956794.00
Shares Par Value
2784703.33
Base Market Value
2803444.38
Base Total Cost
2883799.60
Base Unrealized Gain Loss
-80355.22
Base Accrued Interest
0
Local Market Value
2803444.38
Local Total Cost Amount
2883799.60
Local Unrealized Gain Loss
-80355.22
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V82661
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82661
Security Description
4% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4
Original Face
104000.00
Shares Par Value
96696.38
Base Market Value
102421.77
Base Total Cost
102958.99
Base Unrealized Gain Loss
-537.22
Base Accrued Interest
0
Local Market Value
102421.77
Local Total Cost Amount
102958.99
Local Unrealized Gain Loss
-537.22
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 BE1082
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE1082
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
565957.00
Shares Par Value
533732.70
Base Market Value
537564.90
Base Total Cost
536901.74
Base Unrealized Gain Loss
663.16
Base Accrued Interest
0
Local Market Value
537564.90
Local Total Cost Amount
536901.74
Local Unrealized Gain Loss
663.16
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 AQ0542
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AQ0542
Security Description
4% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
4
Original Face
300000.00
Shares Par Value
296649.56
Base Market Value
313576.38
Base Total Cost
319918.01
Base Unrealized Gain Loss
-6341.63
Base Accrued Interest
0
Local Market Value
313576.38
Local Total Cost Amount
319918.01
Local Unrealized Gain Loss
-6341.63
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 AL9215
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9215
Security Description
1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
4880573.00
Shares Par Value
4740775.48
Base Market Value
4751679.26
Base Total Cost
4911147.10
Base Unrealized Gain Loss
-159467.84
Base Accrued Interest
0
Local Market Value
4751679.26
Local Total Cost Amount
4911147.10
Local Unrealized Gain Loss
-159467.84
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BE1895
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE1895
Security Description
3% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
3
Original Face
4755628.00
Shares Par Value
4629752.76
Base Market Value
4702347.28
Base Total Cost
4711496.84
Base Unrealized Gain Loss
-9149.56
Base Accrued Interest
0
Local Market Value
4702347.28
Local Total Cost Amount
4711496.84
Local Unrealized Gain Loss
-9149.56
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: FNMA POOL AK7510
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK7510
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
313529.00
Shares Par Value
156936.17
Base Market Value
161944.00
Base Total Cost
161350.00
Base Unrealized Gain Loss
594.00
Base Accrued Interest
0
Local Market Value
161944.00
Local Total Cost Amount
161350.00
Local Unrealized Gain Loss
594.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q18718
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q18718
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
492858.00
Shares Par Value
335909.10
Base Market Value
346836.22
Base Total Cost
345566.49
Base Unrealized Gain Loss
1269.73
Base Accrued Interest
0
Local Market Value
346836.22
Local Total Cost Amount
345566.49
Local Unrealized Gain Loss
1269.73
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: FNMA POOL AL9511
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9511
Security Description
1% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3.5
Original Face
2155637.00
Shares Par Value
2087991.70
Base Market Value
2156665.75
Base Total Cost
2163192.04
Base Unrealized Gain Loss
-6526.29
Base Accrued Interest
0
Local Market Value
2156665.75
Local Total Cost Amount
2163192.04
Local Unrealized Gain Loss
-6526.29
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BE2930
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE2930
Security Description
3.5% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
1590334.00
Shares Par Value
1566177.40
Base Market Value
1619991.26
Base Total Cost
1608757.86
Base Unrealized Gain Loss
11233.40
Base Accrued Interest
0
Local Market Value
1619991.26
Local Total Cost Amount
1608757.86
Local Unrealized Gain Loss
11233.40
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 AB6512
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB6512
Security Description
3.5% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3.5
Original Face
1960346.00
Shares Par Value
1111726.63
Base Market Value
1147891.10
Base Total Cost
1146381.23
Base Unrealized Gain Loss
1509.87
Base Accrued Interest
0
Local Market Value
1147891.10
Local Total Cost Amount
1146381.23
Local Unrealized Gain Loss
1509.87
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 Q45064
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45064
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
1215496.00
Shares Par Value
1190756.96
Base Market Value
1191221.36
Base Total Cost
1188989.43
Base Unrealized Gain Loss
2231.93
Base Accrued Interest
0
Local Market Value
1191221.36
Local Total Cost Amount
1188989.43
Local Unrealized Gain Loss
2231.93
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q45079
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45079
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
528120.00
Shares Par Value
515428.60
Base Market Value
517010.97
Base Total Cost
515468.87
Base Unrealized Gain Loss
1542.10
Base Accrued Interest
0
Local Market Value
517010.97
Local Total Cost Amount
515468.87
Local Unrealized Gain Loss
1542.10
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 Q44853
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q44853
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
1253286.00
Shares Par Value
1201654.23
Base Market Value
1203564.86
Base Total Cost
1200246.06
Base Unrealized Gain Loss
3318.80
Base Accrued Interest
0
Local Market Value
1203564.86
Local Total Cost Amount
1200246.06
Local Unrealized Gain Loss
3318.80
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 V82848
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82848
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
4888123.00
Shares Par Value
4777367.47
Base Market Value
4787782.13
Base Total Cost
4774754.85
Base Unrealized Gain Loss
13027.28
Base Accrued Interest
0
Local Market Value
4787782.13
Local Total Cost Amount
4774754.85
Local Unrealized Gain Loss
13027.28
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q45080
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45080
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
611711.00
Shares Par Value
596410.51
Base Market Value
597710.68
Base Total Cost
595897.96
Base Unrealized Gain Loss
1812.72
Base Accrued Interest
0
Local Market Value
597710.68
Local Total Cost Amount
595897.96
Local Unrealized Gain Loss
1812.72
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 Q45083
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45083
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
319887.00
Shares Par Value
311717.70
Base Market Value
312855.47
Base Total Cost
311985.58
Base Unrealized Gain Loss
869.89
Base Accrued Interest
0
Local Market Value
312855.47
Local Total Cost Amount
311985.58
Local Unrealized Gain Loss
869.89
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 AS8486
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8486
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
3813357.00
Shares Par Value
3743018.26
Base Market Value
3753573.57
Base Total Cost
3742140.98
Base Unrealized Gain Loss
11432.59
Base Accrued Interest
0
Local Market Value
3753573.57
Local Total Cost Amount
3742140.98
Local Unrealized Gain Loss
11432.59
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 AS8493
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8493
Security Description
3.5% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
3952361.00
Shares Par Value
3850319.22
Base Market Value
3976879.21
Base Total Cost
3973499.36
Base Unrealized Gain Loss
3379.85
Base Accrued Interest
0
Local Market Value
3976879.21
Local Total Cost Amount
3973499.36
Local Unrealized Gain Loss
3379.85
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 AS8553
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8553
Security Description
3% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
3
Original Face
1104734.00
Shares Par Value
1069395.58
Base Market Value
1086163.70
Base Total Cost
1069896.87
Base Unrealized Gain Loss
16266.83
Base Accrued Interest
0
Local Market Value
1086163.70
Local Total Cost Amount
1069896.87
Local Unrealized Gain Loss
16266.83
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL4244
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4244
Security Description
1% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
4
Original Face
6548738.00
Shares Par Value
4091311.43
Base Market Value
4371689.00
Base Total Cost
4385438.18
Base Unrealized Gain Loss
-13749.18
Base Accrued Interest
0
Local Market Value
4371689.00
Local Total Cost Amount
4385438.18
Local Unrealized Gain Loss
-13749.18
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AV0041
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV0041
Security Description
3.5% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
3.5
Original Face
10443594.00
Shares Par Value
6801277.18
Base Market Value
7107946.77
Base Total Cost
7175347.43
Base Unrealized Gain Loss
-67400.66
Base Accrued Interest
0
Local Market Value
7107946.77
Local Total Cost Amount
7175347.43
Local Unrealized Gain Loss
-67400.66
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GS MORTGAGE SECURITIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE SECURITIES TRUST
Security Description
1% 10 Apr 2047
Maturity Date
2047-04-10T00:00:00.000
Interest Rate
1.1699
Original Face
2800000.00
Shares Par Value
2439898.75
Base Market Value
128217.90
Base Total Cost
166276.89
Base Unrealized Gain Loss
-38058.99
Base Accrued Interest
0
Local Market Value
128217.90
Local Total Cost Amount
166276.89
Local Unrealized Gain Loss
-38058.99
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 G14989
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G14989
Security Description
2.5% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
2.5
Original Face
939286.00
Shares Par Value
451732.56
Base Market Value
459890.85
Base Total Cost
456814.57
Base Unrealized Gain Loss
3076.28
Base Accrued Interest
0
Local Market Value
459890.85
Local Total Cost Amount
456814.57
Local Unrealized Gain Loss
3076.28
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB8558
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8558
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
4108588.00
Shares Par Value
2757263.14
Base Market Value
2776950.00
Base Total Cost
2688977.79
Base Unrealized Gain Loss
87972.21
Base Accrued Interest
0
Local Market Value
2776950.00
Local Total Cost Amount
2688977.79
Local Unrealized Gain Loss
87972.21
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB7762
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB7762
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
4119543.00
Shares Par Value
2705104.58
Base Market Value
2724419.03
Base Total Cost
2638110.96
Base Unrealized Gain Loss
86308.07
Base Accrued Interest
0
Local Market Value
2724419.03
Local Total Cost Amount
2638110.96
Local Unrealized Gain Loss
86308.07
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 AL5231
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5231
Security Description
1% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
4.5
Original Face
8471100.00
Shares Par Value
3377729.73
Base Market Value
3647509.00
Base Total Cost
3679072.30
Base Unrealized Gain Loss
-31563.30
Base Accrued Interest
0
Local Market Value
3647509.00
Local Total Cost Amount
3679072.30
Local Unrealized Gain Loss
-31563.30
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 A94779
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A94779
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
403211.00
Shares Par Value
174322.19
Base Market Value
185618.27
Base Total Cost
183760.11
Base Unrealized Gain Loss
1858.16
Base Accrued Interest
0
Local Market Value
185618.27
Local Total Cost Amount
183760.11
Local Unrealized Gain Loss
1858.16
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: FNMA POOL AL7443
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7443
Security Description
1% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
1683021.00
Shares Par Value
1416230.83
Base Market Value
1508923.14
Base Total Cost
1533955.03
Base Unrealized Gain Loss
-25031.89
Base Accrued Interest
0
Local Market Value
1508923.14
Local Total Cost Amount
1533955.03
Local Unrealized Gain Loss
-25031.89
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 AL7442
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7442
Security Description
1% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
1204441.00
Shares Par Value
1038858.99
Base Market Value
1109532.57
Base Total Cost
1128622.91
Base Unrealized Gain Loss
-19090.34
Base Accrued Interest
0
Local Market Value
1109532.57
Local Total Cost Amount
1128622.91
Local Unrealized Gain Loss
-19090.34
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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