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Office of The Comptroller: Teachers Retirement System Holdings Data

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

City Government Office of the Comptroller Dataset 5u2d-n46s 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA4511
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4511
Security Description
4% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
4
Original Face
1075000.00
Shares Par Value
1075000.00
Base Market Value
1134899.00
Base Total Cost
1140507.81
Base Unrealized Gain Loss
-5608.81
Base Accrued Interest
0
Local Market Value
1134899.00
Local Total Cost Amount
1140507.81
Local Unrealized Gain Loss
-5608.81
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G08715
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08715
Security Description
3% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3
Original Face
2075000.00
Shares Par Value
1962967.66
Base Market Value
1960003.58
Base Total Cost
1943644.69
Base Unrealized Gain Loss
16358.89
Base Accrued Interest
0
Local Market Value
1960003.58
Local Total Cost Amount
1943644.69
Local Unrealized Gain Loss
16358.89
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 AS7343
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7343
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
880000.00
Shares Par Value
814637.65
Base Market Value
814116.28
Base Total Cost
816801.53
Base Unrealized Gain Loss
-2685.25
Base Accrued Interest
0
Local Market Value
814116.28
Local Total Cost Amount
816801.53
Local Unrealized Gain Loss
-2685.25
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BD0834
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD0834
Security Description
3.5% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
0.00
Base Market Value
0.00
Base Total Cost
0.01
Base Unrealized Gain Loss
-0.01
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.01
Local Unrealized Gain Loss
-0.01
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS7375
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7375
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
2625000.00
Shares Par Value
2442311.18
Base Market Value
2440748.10
Base Total Cost
2430099.64
Base Unrealized Gain Loss
10648.46
Base Accrued Interest
0
Local Market Value
2440748.10
Local Total Cost Amount
2430099.64
Local Unrealized Gain Loss
10648.46
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: GNMA II POOL MA3735
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3735
Security Description
3% 20 Jun 2046
Maturity Date
2046-06-20T00:00:00.000
Interest Rate
3
Original Face
2975000.00
Shares Par Value
2686525.82
Base Market Value
2716453.72
Base Total Cost
2815395.11
Base Unrealized Gain Loss
-98941.39
Base Accrued Interest
0
Local Market Value
2716453.72
Local Total Cost Amount
2815395.11
Local Unrealized Gain Loss
-98941.39
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA3736
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3736
Security Description
3.5% 20 Jun 2046
Maturity Date
2046-06-20T00:00:00.000
Interest Rate
3.5
Original Face
4450000.00
Shares Par Value
3910287.58
Base Market Value
4054459.88
Base Total Cost
4159568.44
Base Unrealized Gain Loss
-105108.56
Base Accrued Interest
0
Local Market Value
4054459.88
Local Total Cost Amount
4159568.44
Local Unrealized Gain Loss
-105108.56
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 BC9468
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC9468
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
4580000.00
Shares Par Value
4271287.47
Base Market Value
4268553.85
Base Total Cost
4380082.03
Base Unrealized Gain Loss
-111528.18
Base Accrued Interest
0
Local Market Value
4268553.85
Local Total Cost Amount
4380082.03
Local Unrealized Gain Loss
-111528.18
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: FED HM LN PC POOL Q41208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q41208
Security Description
3.5% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3.5
Original Face
1600000.00
Shares Par Value
1448476.96
Base Market Value
1489222.62
Base Total Cost
1529274.83
Base Unrealized Gain Loss
-40052.21
Base Accrued Interest
0
Local Market Value
1489222.62
Local Total Cost Amount
1529274.83
Local Unrealized Gain Loss
-40052.21
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS7491
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7491
Security Description
3.5% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
3.5
Original Face
2887000.00
Shares Par Value
2670732.87
Base Market Value
2744712.17
Base Total Cost
2734997.38
Base Unrealized Gain Loss
9714.79
Base Accrued Interest
0
Local Market Value
2744712.17
Local Total Cost Amount
2734997.38
Local Unrealized Gain Loss
9714.79
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS7538
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7538
Security Description
3% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
3
Original Face
3935000.00
Shares Par Value
3682872.27
Base Market Value
3680515.23
Base Total Cost
3658446.81
Base Unrealized Gain Loss
22068.42
Base Accrued Interest
0
Local Market Value
3680515.23
Local Total Cost Amount
3658446.81
Local Unrealized Gain Loss
22068.42
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS7601
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7601
Security Description
4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4
Original Face
2700000.00
Shares Par Value
2381838.35
Base Market Value
2505003.21
Base Total Cost
2506140.54
Base Unrealized Gain Loss
-1137.33
Base Accrued Interest
0
Local Market Value
2505003.21
Local Total Cost Amount
2506140.54
Local Unrealized Gain Loss
-1137.33
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 AS7558
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7558
Security Description
4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4
Original Face
915000.00
Shares Par Value
856181.59
Base Market Value
900994.13
Base Total Cost
904475.58
Base Unrealized Gain Loss
-3481.45
Base Accrued Interest
0
Local Market Value
900994.13
Local Total Cost Amount
904475.58
Local Unrealized Gain Loss
-3481.45
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: GNMA II POOL MA3803
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3803
Security Description
3.5% 20 Jul 2046
Maturity Date
2046-07-20T00:00:00.000
Interest Rate
3.5
Original Face
2500000.00
Shares Par Value
2237553.70
Base Market Value
2320052.30
Base Total Cost
2329973.16
Base Unrealized Gain Loss
-9920.86
Base Accrued Interest
0
Local Market Value
2320052.30
Local Total Cost Amount
2329973.16
Local Unrealized Gain Loss
-9920.86
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA3802
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3802
Security Description
3% 20 Jul 2046
Maturity Date
2046-07-20T00:00:00.000
Interest Rate
3
Original Face
3000000.00
Shares Par Value
2766635.85
Base Market Value
2797456.17
Base Total Cost
2801651.09
Base Unrealized Gain Loss
-4194.92
Base Accrued Interest
0
Local Market Value
2797456.17
Local Total Cost Amount
2801651.09
Local Unrealized Gain Loss
-4194.92
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: FED HM LN PC POOL G18611
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G18611
Security Description
2.5% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
2.5
Original Face
850000.00
Shares Par Value
778518.27
Base Market Value
783531.93
Base Total Cost
781072.78
Base Unrealized Gain Loss
2459.15
Base Accrued Interest
0
Local Market Value
783531.93
Local Total Cost Amount
781072.78
Local Unrealized Gain Loss
2459.15
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 AS7620
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7620
Security Description
2.5% 01 Jul 2031
Maturity Date
2031-07-01T00:00:00.000
Interest Rate
2.5
Original Face
1620000.00
Shares Par Value
1483952.27
Base Market Value
1492692.75
Base Total Cost
1489053.36
Base Unrealized Gain Loss
3639.39
Base Accrued Interest
0
Local Market Value
1492692.75
Local Total Cost Amount
1489053.36
Local Unrealized Gain Loss
3639.39
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 BD3690
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD3690
Security Description
3.5% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3.5
Original Face
2625000.00
Shares Par Value
2477300.49
Base Market Value
2545921.71
Base Total Cost
2536136.38
Base Unrealized Gain Loss
9785.33
Base Accrued Interest
0
Local Market Value
2545921.71
Local Total Cost Amount
2536136.38
Local Unrealized Gain Loss
9785.33
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 MA3873
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3873
Security Description
3% 20 Aug 2046
Maturity Date
2046-08-20T00:00:00.000
Interest Rate
3
Original Face
1031960.00
Shares Par Value
968215.59
Base Market Value
979001.51
Base Total Cost
980356.10
Base Unrealized Gain Loss
-1354.59
Base Accrued Interest
0
Local Market Value
979001.51
Local Total Cost Amount
980356.10
Local Unrealized Gain Loss
-1354.59
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA3874
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3874
Security Description
3.5% 20 Aug 2046
Maturity Date
2046-08-20T00:00:00.000
Interest Rate
3.5
Original Face
1150000.00
Shares Par Value
1048544.06
Base Market Value
1087203.88
Base Total Cost
1116453.67
Base Unrealized Gain Loss
-29249.79
Base Accrued Interest
0
Local Market Value
1087203.88
Local Total Cost Amount
1116453.67
Local Unrealized Gain Loss
-29249.79
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 MA2747
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2747
Security Description
3.5% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3.5
Original Face
2358038.00
Shares Par Value
2179255.38
Base Market Value
2239620.75
Base Total Cost
2306435.36
Base Unrealized Gain Loss
-66814.61
Base Accrued Interest
0
Local Market Value
2239620.75
Local Total Cost Amount
2306435.36
Local Unrealized Gain Loss
-66814.61
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 AS7844
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7844
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
1950000.00
Shares Par Value
1882047.20
Base Market Value
1882009.56
Base Total Cost
1856463.13
Base Unrealized Gain Loss
25546.43
Base Accrued Interest
0
Local Market Value
1882009.56
Local Total Cost Amount
1856463.13
Local Unrealized Gain Loss
25546.43
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 AL8987
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8987
Security Description
1% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
5.5
Original Face
424238.00
Shares Par Value
335821.01
Base Market Value
371693.41
Base Total Cost
373574.66
Base Unrealized Gain Loss
-1881.25
Base Accrued Interest
0
Local Market Value
371693.41
Local Total Cost Amount
373574.66
Local Unrealized Gain Loss
-1881.25
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
1924412.75
Base Market Value
1924412.75
Base Total Cost
1924412.75
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1924412.75
Local Total Cost Amount
1924412.75
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G08732
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08732
Security Description
3% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
1150000.00
Shares Par Value
1113295.62
Base Market Value
1111614.54
Base Total Cost
1117209.55
Base Unrealized Gain Loss
-5595.01
Base Accrued Interest
0
Local Market Value
1111614.54
Local Total Cost Amount
1117209.55
Local Unrealized Gain Loss
-5595.01
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: FNMA POOL AS8056
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8056
Security Description
3% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
550270.00
Shares Par Value
530489.42
Base Market Value
530149.91
Base Total Cost
544912.11
Base Unrealized Gain Loss
-14762.20
Base Accrued Interest
0
Local Market Value
530149.91
Local Total Cost Amount
544912.11
Local Unrealized Gain Loss
-14762.20
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS8143
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8143
Security Description
4% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4
Original Face
2500000.00
Shares Par Value
2256505.03
Base Market Value
2373188.91
Base Total Cost
2373561.24
Base Unrealized Gain Loss
-372.33
Base Accrued Interest
0
Local Market Value
2373188.91
Local Total Cost Amount
2373561.24
Local Unrealized Gain Loss
-372.33
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 MA4004
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4004
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
1725000.00
Shares Par Value
1619596.27
Base Market Value
1679310.78
Base Total Cost
1676788.27
Base Unrealized Gain Loss
2522.51
Base Accrued Interest
0
Local Market Value
1679310.78
Local Total Cost Amount
1676788.27
Local Unrealized Gain Loss
2522.51
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA4003
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4003
Security Description
3% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3
Original Face
1050000.00
Shares Par Value
1012798.19
Base Market Value
1024080.76
Base Total Cost
1025853.80
Base Unrealized Gain Loss
-1773.04
Base Accrued Interest
0
Local Market Value
1024080.76
Local Total Cost Amount
1025853.80
Local Unrealized Gain Loss
-1773.04
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 MA2807
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2807
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
195000.00
Shares Par Value
188119.34
Base Market Value
193330.25
Base Total Cost
195967.45
Base Unrealized Gain Loss
-2637.20
Base Accrued Interest
0
Local Market Value
193330.25
Local Total Cost Amount
195967.45
Local Unrealized Gain Loss
-2637.20
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 890765
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890765
Security Description
3.5% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3.5
Original Face
2915000.00
Shares Par Value
2491860.14
Base Market Value
2560884.67
Base Total Cost
2563111.77
Base Unrealized Gain Loss
-2227.10
Base Accrued Interest
0
Local Market Value
2560884.67
Local Total Cost Amount
2563111.77
Local Unrealized Gain Loss
-2227.10
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: IBRD DISCOUNT NOTE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IBRD DISCOUNT NOTE
Security Description
0.01% 16 Aug 2017
Maturity Date
2017-08-16T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
33000000.00
Base Market Value
32958750.00
Base Total Cost
32944174.89
Base Unrealized Gain Loss
14575.11
Base Accrued Interest
0
Local Market Value
32958750.00
Local Total Cost Amount
32944174.89
Local Unrealized Gain Loss
14575.11
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
AGENCY
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 G18622
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G18622
Security Description
2.5% 01 Dec 2031
Maturity Date
2031-12-01T00:00:00.000
Interest Rate
2.5
Original Face
1335000.00
Shares Par Value
1267973.59
Base Market Value
1276139.34
Base Total Cost
1264902.72
Base Unrealized Gain Loss
11236.62
Base Accrued Interest
0
Local Market Value
1276139.34
Local Total Cost Amount
1264902.72
Local Unrealized Gain Loss
11236.62
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 G08737
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08737
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
600000.00
Shares Par Value
584074.37
Base Market Value
583192.42
Base Total Cost
582249.14
Base Unrealized Gain Loss
943.28
Base Accrued Interest
0
Local Market Value
583192.42
Local Total Cost Amount
582249.14
Local Unrealized Gain Loss
943.28
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 G08738
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08738
Security Description
3.5% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
2500000.00
Shares Par Value
2412582.50
Base Market Value
2480448.45
Base Total Cost
2468373.48
Base Unrealized Gain Loss
12074.97
Base Accrued Interest
0
Local Market Value
2480448.45
Local Total Cost Amount
2468373.48
Local Unrealized Gain Loss
12074.97
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 MA2803
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2803
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
370000.00
Shares Par Value
348702.03
Base Market Value
350755.88
Base Total Cost
349791.73
Base Unrealized Gain Loss
964.15
Base Accrued Interest
0
Local Market Value
350755.88
Local Total Cost Amount
349791.73
Local Unrealized Gain Loss
964.15
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: FED HM LN PC POOL V82645
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82645
Security Description
3% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
1475000.00
Shares Par Value
1426606.62
Base Market Value
1425180.01
Base Total Cost
1414346.71
Base Unrealized Gain Loss
10833.30
Base Accrued Interest
0
Local Market Value
1425180.01
Local Total Cost Amount
1414346.71
Local Unrealized Gain Loss
10833.30
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 MA2834
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2834
Security Description
3.5% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
2625000.00
Shares Par Value
2538570.25
Base Market Value
2608888.65
Base Total Cost
2598861.29
Base Unrealized Gain Loss
10027.36
Base Accrued Interest
0
Local Market Value
2608888.65
Local Total Cost Amount
2598861.29
Local Unrealized Gain Loss
10027.36
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 MA2831
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2831
Security Description
3% 01 Dec 2031
Maturity Date
2031-12-01T00:00:00.000
Interest Rate
3
Original Face
2550000.00
Shares Par Value
2396532.08
Base Market Value
2461406.20
Base Total Cost
2465806.84
Base Unrealized Gain Loss
-4400.64
Base Accrued Interest
0
Local Market Value
2461406.20
Local Total Cost Amount
2465806.84
Local Unrealized Gain Loss
-4400.64
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 MA2833
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2833
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
2100000.00
Shares Par Value
2044164.17
Base Market Value
2042855.90
Base Total Cost
2015098.72
Base Unrealized Gain Loss
27757.18
Base Accrued Interest
0
Local Market Value
2042855.90
Local Total Cost Amount
2015098.72
Local Unrealized Gain Loss
27757.18
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA4069
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4069
Security Description
3.5% 20 Nov 2046
Maturity Date
2046-11-20T00:00:00.000
Interest Rate
3.5
Original Face
3076857.00
Shares Par Value
2941268.99
Base Market Value
3049713.58
Base Total Cost
3055243.16
Base Unrealized Gain Loss
-5529.58
Base Accrued Interest
0
Local Market Value
3049713.58
Local Total Cost Amount
3055243.16
Local Unrealized Gain Loss
-5529.58
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA4068
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4068
Security Description
3% 20 Nov 2046
Maturity Date
2046-11-20T00:00:00.000
Interest Rate
3
Original Face
3000000.00
Shares Par Value
2915999.04
Base Market Value
2948483.27
Base Total Cost
2949259.65
Base Unrealized Gain Loss
-776.38
Base Accrued Interest
0
Local Market Value
2948483.27
Local Total Cost Amount
2949259.65
Local Unrealized Gain Loss
-776.38
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA4071
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4071
Security Description
4.5% 20 Nov 2046
Maturity Date
2046-11-20T00:00:00.000
Interest Rate
4.5
Original Face
1000000.00
Shares Par Value
810102.95
Base Market Value
861439.17
Base Total Cost
869113.98
Base Unrealized Gain Loss
-7674.81
Base Accrued Interest
0
Local Market Value
861439.17
Local Total Cost Amount
869113.98
Local Unrealized Gain Loss
-7674.81
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G30957
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G30957
Security Description
5% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
5
Original Face
1003409.00
Shares Par Value
828050.93
Base Market Value
898865.85
Base Total Cost
903869.35
Base Unrealized Gain Loss
-5003.50
Base Accrued Interest
0
Local Market Value
898865.85
Local Total Cost Amount
903869.35
Local Unrealized Gain Loss
-5003.50
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 MA2836
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2836
Security Description
4.5% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
4.5
Original Face
1450000.00
Shares Par Value
1359887.14
Base Market Value
1458832.53
Base Total Cost
1466128.34
Base Unrealized Gain Loss
-7295.81
Base Accrued Interest
0
Local Market Value
1458832.53
Local Total Cost Amount
1466128.34
Local Unrealized Gain Loss
-7295.81
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 BC9003
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC9003
Security Description
3% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
2450000.00
Shares Par Value
2379620.74
Base Market Value
2378097.78
Base Total Cost
2360286.33
Base Unrealized Gain Loss
17811.45
Base Accrued Interest
0
Local Market Value
2378097.78
Local Total Cost Amount
2360286.33
Local Unrealized Gain Loss
17811.45
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V61427
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V61427
Security Description
2.5% 01 Dec 2031
Maturity Date
2031-12-01T00:00:00.000
Interest Rate
2.5
Original Face
1525000.00
Shares Par Value
1434983.09
Base Market Value
1444784.02
Base Total Cost
1439467.42
Base Unrealized Gain Loss
5316.60
Base Accrued Interest
0
Local Market Value
1444784.02
Local Total Cost Amount
1439467.42
Local Unrealized Gain Loss
5316.60
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 J35741
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J35741
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
1450000.00
Shares Par Value
1390589.37
Base Market Value
1399544.77
Base Total Cost
1389068.41
Base Unrealized Gain Loss
10476.36
Base Accrued Interest
0
Local Market Value
1399544.77
Local Total Cost Amount
1389068.41
Local Unrealized Gain Loss
10476.36
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: FNMA POOL AX7258
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX7258
Security Description
5% 01 Nov 2044
Maturity Date
2044-11-01T00:00:00.000
Interest Rate
5
Original Face
35532.00
Shares Par Value
13063.90
Base Market Value
14262.25
Base Total Cost
14260.08
Base Unrealized Gain Loss
2.17
Base Accrued Interest
0
Local Market Value
14262.25
Local Total Cost Amount
14260.08
Local Unrealized Gain Loss
2.17
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 Q44615
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q44615
Security Description
4% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4
Original Face
2300000.00
Shares Par Value
2273017.41
Base Market Value
2392373.55
Base Total Cost
2388266.51
Base Unrealized Gain Loss
4107.04
Base Accrued Interest
0
Local Market Value
2392373.55
Local Total Cost Amount
2388266.51
Local Unrealized Gain Loss
4107.04
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
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