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Office of The Comptroller: Teachers Retirement System Holdings Data

This dataset sets forth the Teachers Retirement System holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

City Government Office of the Comptroller Dataset 5u2d-n46s 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 711068
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 711068
Security Description
5% 15 Jan 2040
Maturity Date
2040-01-15T00:00:00.000
Interest Rate
5
Original Face
566667.00
Shares Par Value
160824.41
Base Market Value
175990.15
Base Total Cost
177133.01
Base Unrealized Gain Loss
-1142.86
Base Accrued Interest
0
Local Market Value
175990.15
Local Total Cost Amount
177133.01
Local Unrealized Gain Loss
-1142.86
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Jul 2034
Maturity Date
2034-07-25T00:00:00.000
Interest Rate
5.90389
Original Face
1687813.00
Shares Par Value
80073.53
Base Market Value
14256.78
Base Total Cost
20601.64
Base Unrealized Gain Loss
-6344.86
Base Accrued Interest
78.79
Local Market Value
14256.78
Local Total Cost Amount
20601.64
Local Unrealized Gain Loss
-6344.86
Local Accrued Interest
78.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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 TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.625% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
3.625
Original Face
1000000.00
Shares Par Value
1000000.00
Base Market Value
1054410.00
Base Total Cost
988263.72
Base Unrealized Gain Loss
66146.28
Base Accrued Interest
13618.78
Local Market Value
1054410.00
Local Total Cost Amount
988263.72
Local Unrealized Gain Loss
66146.28
Local Accrued Interest
13618.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
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: GNMA POOL 500654
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 500654
Security Description
6% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
6
Original Face
449089.00
Shares Par Value
127365.46
Base Market Value
138260.30
Base Total Cost
136718.88
Base Unrealized Gain Loss
1541.42
Base Accrued Interest
0
Local Market Value
138260.30
Local Total Cost Amount
136718.88
Local Unrealized Gain Loss
1541.42
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 500625
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 500625
Security Description
6% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
6
Original Face
450697.00
Shares Par Value
139126.80
Base Market Value
151008.23
Base Total Cost
149343.98
Base Unrealized Gain Loss
1664.25
Base Accrued Interest
0
Local Market Value
151008.23
Local Total Cost Amount
149343.98
Local Unrealized Gain Loss
1664.25
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 500626
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 500626
Security Description
6% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
6
Original Face
451396.00
Shares Par Value
158034.39
Base Market Value
171674.34
Base Total Cost
169640.01
Base Unrealized Gain Loss
2034.33
Base Accrued Interest
0
Local Market Value
171674.34
Local Total Cost Amount
169640.01
Local Unrealized Gain Loss
2034.33
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 500672
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 500672
Security Description
6% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
6
Original Face
455645.00
Shares Par Value
100442.30
Base Market Value
108531.92
Base Total Cost
107818.50
Base Unrealized Gain Loss
713.42
Base Accrued Interest
0
Local Market Value
108531.92
Local Total Cost Amount
107818.50
Local Unrealized Gain Loss
713.42
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 733600
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 733600
Security Description
5% 15 Apr 2040
Maturity Date
2040-04-15T00:00:00.000
Interest Rate
5
Original Face
1900000.00
Shares Par Value
565274.87
Base Market Value
620129.14
Base Total Cost
611593.94
Base Unrealized Gain Loss
8535.20
Base Accrued Interest
0
Local Market Value
620129.14
Local Total Cost Amount
611593.94
Local Unrealized Gain Loss
8535.20
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 15 Nov 2034
Maturity Date
2034-11-15T00:00:00.000
Interest Rate
5.54111
Original Face
1338372.00
Shares Par Value
108979.99
Base Market Value
28493.94
Base Total Cost
22937.76
Base Unrealized Gain Loss
5556.18
Base Accrued Interest
268.38
Local Market Value
28493.94
Local Total Cost Amount
22937.76
Local Unrealized Gain Loss
5556.18
Local Accrued Interest
268.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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 735356
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 735356
Security Description
4.5% 15 Feb 2040
Maturity Date
2040-02-15T00:00:00.000
Interest Rate
4.5
Original Face
2878449.00
Shares Par Value
757311.44
Base Market Value
826469.12
Base Total Cost
827434.92
Base Unrealized Gain Loss
-965.80
Base Accrued Interest
0
Local Market Value
826469.12
Local Total Cost Amount
827434.92
Local Unrealized Gain Loss
-965.80
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 717801
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 717801
Security Description
4.5% 15 Jun 2039
Maturity Date
2039-06-15T00:00:00.000
Interest Rate
4.5
Original Face
500000.00
Shares Par Value
164837.88
Base Market Value
178964.49
Base Total Cost
173620.63
Base Unrealized Gain Loss
5343.86
Base Accrued Interest
0
Local Market Value
178964.49
Local Total Cost Amount
173620.63
Local Unrealized Gain Loss
5343.86
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 TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3.5
Security Description
3.5% 14 Aug 2047
Maturity Date
2047-08-14T00:00:00.000
Interest Rate
3.5
Original Face
59000000.00
Shares Par Value
59000000.00
Base Market Value
60495060.00
Base Total Cost
60629475.52
Base Unrealized Gain Loss
-134415.52
Base Accrued Interest
74569.45
Local Market Value
60495060.00
Local Total Cost Amount
60629475.52
Local Unrealized Gain Loss
-134415.52
Local Accrued Interest
74569.45
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Jul 2040
Maturity Date
2040-07-25T00:00:00.000
Interest Rate
5.33389
Original Face
463049.00
Shares Par Value
113878.45
Base Market Value
21014.59
Base Total Cost
31124.51
Base Unrealized Gain Loss
-10109.92
Base Accrued Interest
101.23
Local Market Value
21014.59
Local Total Cost Amount
31124.51
Local Unrealized Gain Loss
-10109.92
Local Accrued Interest
101.23
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
5% 25 Nov 2038
Maturity Date
2038-11-25T00:00:00.000
Interest Rate
5
Original Face
7209070.00
Shares Par Value
790891.43
Base Market Value
123455.94
Base Total Cost
117645.10
Base Unrealized Gain Loss
5810.84
Base Accrued Interest
0
Local Market Value
123455.94
Local Total Cost Amount
117645.10
Local Unrealized Gain Loss
5810.84
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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 J09210
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J09210
Security Description
4.5% 01 Jan 2024
Maturity Date
2024-01-01T00:00:00.000
Interest Rate
4.5
Original Face
546389.00
Shares Par Value
20464.75
Base Market Value
20919.89
Base Total Cost
21411.26
Base Unrealized Gain Loss
-491.37
Base Accrued Interest
0
Local Market Value
20919.89
Local Total Cost Amount
21411.26
Local Unrealized Gain Loss
-491.37
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
5% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
5
Original Face
2299950.00
Shares Par Value
32841.56
Base Market Value
486.56
Base Total Cost
3397.05
Base Unrealized Gain Loss
-2910.49
Base Accrued Interest
0
Local Market Value
486.56
Local Total Cost Amount
3397.05
Local Unrealized Gain Loss
-2910.49
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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 A71410
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A71410
Security Description
6% 01 Jan 2038
Maturity Date
2038-01-01T00:00:00.000
Interest Rate
6
Original Face
9952560.00
Shares Par Value
317749.01
Base Market Value
357537.54
Base Total Cost
347984.82
Base Unrealized Gain Loss
9552.72
Base Accrued Interest
0
Local Market Value
357537.54
Local Total Cost Amount
347984.82
Local Unrealized Gain Loss
9552.72
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
5% 25 Sep 2020
Maturity Date
2020-09-25T00:00:00.000
Interest Rate
5
Original Face
2430021.00
Shares Par Value
114073.20
Base Market Value
4668.61
Base Total Cost
15927.86
Base Unrealized Gain Loss
-11259.25
Base Accrued Interest
0
Local Market Value
4668.61
Local Total Cost Amount
15927.86
Local Unrealized Gain Loss
-11259.25
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Mar 2036
Maturity Date
2036-03-25T00:00:00.000
Interest Rate
4.93389
Original Face
1275679.00
Shares Par Value
94135.95
Base Market Value
14022.35
Base Total Cost
20427.24
Base Unrealized Gain Loss
-6404.89
Base Accrued Interest
77.41
Local Market Value
14022.35
Local Total Cost Amount
20427.24
Local Unrealized Gain Loss
-6404.89
Local Accrued Interest
77.41
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Aug 2037
Maturity Date
2037-08-25T00:00:00.000
Interest Rate
5.32889
Original Face
1596503.00
Shares Par Value
110282.91
Base Market Value
19002.70
Base Total Cost
28091.99
Base Unrealized Gain Loss
-9089.29
Base Accrued Interest
97.95
Local Market Value
19002.70
Local Total Cost Amount
28091.99
Local Unrealized Gain Loss
-9089.29
Local Accrued Interest
97.95
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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 G06012
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06012
Security Description
4% 01 Sep 2040
Maturity Date
2040-09-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
104254.37
Base Market Value
111569.90
Base Total Cost
107691.54
Base Unrealized Gain Loss
3878.36
Base Accrued Interest
0
Local Market Value
111569.90
Local Total Cost Amount
107691.54
Local Unrealized Gain Loss
3878.36
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: GNMA II TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3.5
Security Description
3.5% 20 Dec 2046
Maturity Date
2046-12-20T00:00:00.000
Interest Rate
3.5
Original Face
300000.00
Shares Par Value
300000.00
Base Market Value
310734.00
Base Total Cost
312562.50
Base Unrealized Gain Loss
-1828.50
Base Accrued Interest
554.17
Local Market Value
310734.00
Local Total Cost Amount
312562.50
Local Unrealized Gain Loss
-1828.50
Local Accrued Interest
554.17
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: FHLMC TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 3.5
Security Description
3.5% 14 Aug 2047
Maturity Date
2047-08-14T00:00:00.000
Interest Rate
3.5
Original Face
69300000.00
Shares Par Value
69300000.00
Base Market Value
71062992.00
Base Total Cost
71281507.81
Base Unrealized Gain Loss
-218515.81
Base Accrued Interest
87587.50
Local Market Value
71062992.00
Local Total Cost Amount
71281507.81
Local Unrealized Gain Loss
-218515.81
Local Accrued Interest
87587.50
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 C91395
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C91395
Security Description
4% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
4
Original Face
1988103.00
Shares Par Value
598052.16
Base Market Value
635508.17
Base Total Cost
639801.76
Base Unrealized Gain Loss
-4293.59
Base Accrued Interest
0
Local Market Value
635508.17
Local Total Cost Amount
639801.76
Local Unrealized Gain Loss
-4293.59
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 AE5529
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE5529
Security Description
7% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
7
Original Face
2510000.00
Shares Par Value
241039.52
Base Market Value
256347.94
Base Total Cost
262808.38
Base Unrealized Gain Loss
-6460.44
Base Accrued Interest
0
Local Market Value
256347.94
Local Total Cost Amount
262808.38
Local Unrealized Gain Loss
-6460.44
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 AE5528
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE5528
Security Description
6% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
6
Original Face
4798391.00
Shares Par Value
375543.10
Base Market Value
397433.51
Base Total Cost
401943.44
Base Unrealized Gain Loss
-4509.93
Base Accrued Interest
0
Local Market Value
397433.51
Local Total Cost Amount
401943.44
Local Unrealized Gain Loss
-4509.93
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 728724
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 728724
Security Description
5% 15 Sep 2041
Maturity Date
2041-09-15T00:00:00.000
Interest Rate
5
Original Face
2200000.00
Shares Par Value
865632.04
Base Market Value
947745.90
Base Total Cost
951924.75
Base Unrealized Gain Loss
-4178.85
Base Accrued Interest
0
Local Market Value
947745.90
Local Total Cost Amount
951924.75
Local Unrealized Gain Loss
-4178.85
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 Q03334
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q03334
Security Description
4.5% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
4.5
Original Face
837000.00
Shares Par Value
422583.45
Base Market Value
457586.04
Base Total Cost
443976.75
Base Unrealized Gain Loss
13609.29
Base Accrued Interest
0
Local Market Value
457586.04
Local Total Cost Amount
443976.75
Local Unrealized Gain Loss
13609.29
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: FED HM LN PC POOL Q01238
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q01238
Security Description
4.5% 01 Jul 2041
Maturity Date
2041-07-01T00:00:00.000
Interest Rate
4.5
Original Face
2019587.00
Shares Par Value
467541.34
Base Market Value
506197.66
Base Total Cost
490699.23
Base Unrealized Gain Loss
15498.43
Base Accrued Interest
0
Local Market Value
506197.66
Local Total Cost Amount
490699.23
Local Unrealized Gain Loss
15498.43
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 755153
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 755153
Security Description
4.5% 15 May 2041
Maturity Date
2041-05-15T00:00:00.000
Interest Rate
4.5
Original Face
805000.00
Shares Par Value
319897.96
Base Market Value
348759.15
Base Total Cost
346639.41
Base Unrealized Gain Loss
2119.74
Base Accrued Interest
0
Local Market Value
348759.15
Local Total Cost Amount
346639.41
Local Unrealized Gain Loss
2119.74
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Jun 2034
Maturity Date
2034-06-16T00:00:00.000
Interest Rate
9.75666
Original Face
608376.00
Shares Par Value
142286.72
Base Market Value
15121.59
Base Total Cost
73076.56
Base Unrealized Gain Loss
-57954.97
Base Accrued Interest
578.43
Local Market Value
15121.59
Local Total Cost Amount
73076.56
Local Unrealized Gain Loss
-57954.97
Local Accrued Interest
578.43
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: FNMA POOL 890387
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890387
Security Description
1% 01 Aug 2041
Maturity Date
2041-08-01T00:00:00.000
Interest Rate
5.5
Original Face
2657119.00
Shares Par Value
1454414.84
Base Market Value
1682830.69
Base Total Cost
1663486.97
Base Unrealized Gain Loss
19343.72
Base Accrued Interest
0
Local Market Value
1682830.69
Local Total Cost Amount
1663486.97
Local Unrealized Gain Loss
19343.72
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 AI4684
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI4684
Security Description
4.5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
4.5
Original Face
200000.00
Shares Par Value
103189.47
Base Market Value
111939.94
Base Total Cost
109058.34
Base Unrealized Gain Loss
2881.60
Base Accrued Interest
0
Local Market Value
111939.94
Local Total Cost Amount
109058.34
Local Unrealized Gain Loss
2881.60
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Jun 2036
Maturity Date
2036-06-16T00:00:00.000
Interest Rate
5.52833
Original Face
419423.00
Shares Par Value
156471.24
Base Market Value
21573.00
Base Total Cost
45632.77
Base Unrealized Gain Loss
-24059.77
Base Accrued Interest
360.43
Local Market Value
21573.00
Local Total Cost Amount
45632.77
Local Unrealized Gain Loss
-24059.77
Local Accrued Interest
360.43
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: FNMA POOL MA0973
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA0973
Security Description
4% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
4
Original Face
220000.00
Shares Par Value
66127.91
Base Market Value
69636.66
Base Total Cost
70384.88
Base Unrealized Gain Loss
-748.22
Base Accrued Interest
0
Local Market Value
69636.66
Local Total Cost Amount
70384.88
Local Unrealized Gain Loss
-748.22
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: FNMA POOL AI3884
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI3884
Security Description
4.5% 01 Jul 2041
Maturity Date
2041-07-01T00:00:00.000
Interest Rate
4.5
Original Face
500000.00
Shares Par Value
67330.94
Base Market Value
72231.96
Base Total Cost
71644.32
Base Unrealized Gain Loss
587.64
Base Accrued Interest
0
Local Market Value
72231.96
Local Total Cost Amount
71644.32
Local Unrealized Gain Loss
587.64
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
5% 16 Dec 2020
Maturity Date
2020-12-16T00:00:00.000
Interest Rate
5
Original Face
1823209.00
Shares Par Value
98981.03
Base Market Value
2532.49
Base Total Cost
9723.41
Base Unrealized Gain Loss
-7190.92
Base Accrued Interest
0
Local Market Value
2532.49
Local Total Cost Amount
9723.41
Local Unrealized Gain Loss
-7190.92
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
3.5% 25 Sep 2021
Maturity Date
2021-09-25T00:00:00.000
Interest Rate
3.5
Original Face
1058035.00
Shares Par Value
177156.49
Base Market Value
7020.16
Base Total Cost
20823.24
Base Unrealized Gain Loss
-13803.08
Base Accrued Interest
0
Local Market Value
7020.16
Local Total Cost Amount
20823.24
Local Unrealized Gain Loss
-13803.08
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
5% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
5
Original Face
1065600.00
Shares Par Value
71824.48
Base Market Value
2732.20
Base Total Cost
6778.43
Base Unrealized Gain Loss
-4046.23
Base Accrued Interest
0
Local Market Value
2732.20
Local Total Cost Amount
6778.43
Local Unrealized Gain Loss
-4046.23
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
4.5% 16 Jun 2041
Maturity Date
2041-06-16T00:00:00.000
Interest Rate
4.5
Original Face
588942.00
Shares Par Value
270946.45
Base Market Value
45579.42
Base Total Cost
50955.75
Base Unrealized Gain Loss
-5376.33
Base Accrued Interest
0
Local Market Value
45579.42
Local Total Cost Amount
50955.75
Local Unrealized Gain Loss
-5376.33
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: 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
3300000.00
Shares Par Value
3300000.00
Base Market Value
3295545.00
Base Total Cost
3302578.13
Base Unrealized Gain Loss
-7033.13
Base Accrued Interest
3300.00
Local Market Value
3295545.00
Local Total Cost Amount
3302578.13
Local Unrealized Gain Loss
-7033.13
Local Accrued Interest
3300.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A55275
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A55275
Security Description
5.5% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
5.5
Original Face
245000.00
Shares Par Value
2001.22
Base Market Value
2204.78
Base Total Cost
2067.80
Base Unrealized Gain Loss
136.98
Base Accrued Interest
0
Local Market Value
2204.78
Local Total Cost Amount
2067.80
Local Unrealized Gain Loss
136.98
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 966547
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 966547
Security Description
7% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
7
Original Face
40000.00
Shares Par Value
2798.82
Base Market Value
3134.43
Base Total Cost
2929.13
Base Unrealized Gain Loss
205.30
Base Accrued Interest
0
Local Market Value
3134.43
Local Total Cost Amount
2929.13
Local Unrealized Gain Loss
205.30
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: GNMA POOL 688164
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 688164
Security Description
6% 15 Dec 2038
Maturity Date
2038-12-15T00:00:00.000
Interest Rate
6
Original Face
666667.00
Shares Par Value
103401.33
Base Market Value
116566.39
Base Total Cost
109799.28
Base Unrealized Gain Loss
6767.11
Base Accrued Interest
0
Local Market Value
116566.39
Local Total Cost Amount
109799.28
Local Unrealized Gain Loss
6767.11
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 889321
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889321
Security Description
1% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
4
Original Face
710000.00
Shares Par Value
53979.00
Base Market Value
55880.68
Base Total Cost
58094.90
Base Unrealized Gain Loss
-2214.22
Base Accrued Interest
0
Local Market Value
55880.68
Local Total Cost Amount
58094.90
Local Unrealized Gain Loss
-2214.22
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: GNMA POOL 701582
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 701582
Security Description
5.5% 15 Jan 2039
Maturity Date
2039-01-15T00:00:00.000
Interest Rate
5.5
Original Face
137116.00
Shares Par Value
27520.03
Base Market Value
30613.01
Base Total Cost
29291.64
Base Unrealized Gain Loss
1321.37
Base Accrued Interest
0
Local Market Value
30613.01
Local Total Cost Amount
29291.64
Local Unrealized Gain Loss
1321.37
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 735503
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735503
Security Description
1% 01 Apr 2035
Maturity Date
2035-04-01T00:00:00.000
Interest Rate
6
Original Face
2150000.00
Shares Par Value
94231.77
Base Market Value
107631.53
Base Total Cost
95547.08
Base Unrealized Gain Loss
12084.45
Base Accrued Interest
0
Local Market Value
107631.53
Local Total Cost Amount
95547.08
Local Unrealized Gain Loss
12084.45
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 735224
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735224
Security Description
1% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5.5
Original Face
2477000.00
Shares Par Value
103343.31
Base Market Value
115746.57
Base Total Cost
101913.06
Base Unrealized Gain Loss
13833.51
Base Accrued Interest
0
Local Market Value
115746.57
Local Total Cost Amount
101913.06
Local Unrealized Gain Loss
13833.51
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 819360
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 819360
Security Description
4.5% 01 Mar 2035
Maturity Date
2035-03-01T00:00:00.000
Interest Rate
4.5
Original Face
80000.00
Shares Par Value
767.63
Base Market Value
823.33
Base Total Cost
712.44
Base Unrealized Gain Loss
110.89
Base Accrued Interest
0
Local Market Value
823.33
Local Total Cost Amount
712.44
Local Unrealized Gain Loss
110.89
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 735230
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735230
Security Description
1% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5.5
Original Face
717000.00
Shares Par Value
32352.88
Base Market Value
36224.87
Base Total Cost
31442.96
Base Unrealized Gain Loss
4781.91
Base Accrued Interest
0
Local Market Value
36224.87
Local Total Cost Amount
31442.96
Local Unrealized Gain Loss
4781.91
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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