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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 MA4127
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4127
Security Description
3.5% 20 Dec 2046
Maturity Date
2046-12-20T00:00:00.000
Interest Rate
3.5
Original Face
2325000.00
Shares Par Value
2262841.89
Base Market Value
2346272.87
Base Total Cost
2344693.12
Base Unrealized Gain Loss
1579.75
Base Accrued Interest
0
Local Market Value
2346272.87
Local Total Cost Amount
2344693.12
Local Unrealized Gain Loss
1579.75
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 MA4129
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4129
Security Description
4.5% 20 Dec 2046
Maturity Date
2046-12-20T00:00:00.000
Interest Rate
4.5
Original Face
202257.00
Shares Par Value
183737.92
Base Market Value
195381.39
Base Total Cost
197209.64
Base Unrealized Gain Loss
-1828.25
Base Accrued Interest
0
Local Market Value
195381.39
Local Total Cost Amount
197209.64
Local Unrealized Gain Loss
-1828.25
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 MA2872
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2872
Security Description
4.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
4.5
Original Face
1530000.00
Shares Par Value
1406358.48
Base Market Value
1508685.12
Base Total Cost
1516653.68
Base Unrealized Gain Loss
-7968.56
Base Accrued Interest
0
Local Market Value
1508685.12
Local Total Cost Amount
1516653.68
Local Unrealized Gain Loss
-7968.56
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G08747
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08747
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
1625000.00
Shares Par Value
1596378.42
Base Market Value
1593967.89
Base Total Cost
1574740.01
Base Unrealized Gain Loss
19227.88
Base Accrued Interest
0
Local Market Value
1593967.89
Local Total Cost Amount
1574740.01
Local Unrealized Gain Loss
19227.88
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 AS8574
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8574
Security Description
4% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
4
Original Face
2525000.00
Shares Par Value
2405322.85
Base Market Value
2530062.89
Base Total Cost
2533105.63
Base Unrealized Gain Loss
-3042.74
Base Accrued Interest
0
Local Market Value
2530062.89
Local Total Cost Amount
2533105.63
Local Unrealized Gain Loss
-3042.74
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 AS8518
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8518
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
2450000.00
Shares Par Value
2400117.73
Base Market Value
2398581.65
Base Total Cost
2380991.78
Base Unrealized Gain Loss
17589.87
Base Accrued Interest
0
Local Market Value
2398581.65
Local Total Cost Amount
2380991.78
Local Unrealized Gain Loss
17589.87
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 Q45097
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45097
Security Description
3.5% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
950000.00
Shares Par Value
926193.64
Base Market Value
952247.47
Base Total Cost
949420.83
Base Unrealized Gain Loss
2826.64
Base Accrued Interest
0
Local Market Value
952247.47
Local Total Cost Amount
949420.83
Local Unrealized Gain Loss
2826.64
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 MA2907
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2907
Security Description
4% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
4
Original Face
500000.00
Shares Par Value
485250.52
Base Market Value
510342.82
Base Total Cost
510650.36
Base Unrealized Gain Loss
-307.54
Base Accrued Interest
0
Local Market Value
510342.82
Local Total Cost Amount
510650.36
Local Unrealized Gain Loss
-307.54
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 MA2898
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2898
Security Description
2.5% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
2.5
Original Face
1500000.00
Shares Par Value
1452024.45
Base Market Value
1460576.87
Base Total Cost
1455711.22
Base Unrealized Gain Loss
4865.65
Base Accrued Interest
0
Local Market Value
1460576.87
Local Total Cost Amount
1455711.22
Local Unrealized Gain Loss
4865.65
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 MA2903
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2903
Security Description
3% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
3
Original Face
2510000.00
Shares Par Value
2411193.65
Base Market Value
2476464.66
Base Total Cost
2480703.85
Base Unrealized Gain Loss
-4239.19
Base Accrued Interest
0
Local Market Value
2476464.66
Local Total Cost Amount
2480703.85
Local Unrealized Gain Loss
-4239.19
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 BE5052
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE5052
Security Description
3% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
2465000.00
Shares Par Value
2420311.28
Base Market Value
2419197.94
Base Total Cost
2405184.34
Base Unrealized Gain Loss
14013.60
Base Accrued Interest
0
Local Market Value
2419197.94
Local Total Cost Amount
2405184.34
Local Unrealized Gain Loss
14013.60
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: FNMA POOL AS8663
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8663
Security Description
4.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
4.5
Original Face
2000000.00
Shares Par Value
1944493.68
Base Market Value
2086577.83
Base Total Cost
2094584.29
Base Unrealized Gain Loss
-8006.46
Base Accrued Interest
2916.74
Local Market Value
2086577.83
Local Total Cost Amount
2094584.29
Local Unrealized Gain Loss
-8006.46
Local Accrued Interest
2916.74
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 MA4195
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4195
Security Description
3% 20 Jan 2047
Maturity Date
2047-01-20T00:00:00.000
Interest Rate
3
Original Face
2750000.00
Shares Par Value
2704903.14
Base Market Value
2735035.76
Base Total Cost
2738925.75
Base Unrealized Gain Loss
-3889.99
Base Accrued Interest
0
Local Market Value
2735035.76
Local Total Cost Amount
2738925.75
Local Unrealized Gain Loss
-3889.99
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 MA4196
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4196
Security Description
3.5% 20 Jan 2047
Maturity Date
2047-01-20T00:00:00.000
Interest Rate
3.5
Original Face
2325000.00
Shares Par Value
2285866.25
Base Market Value
2370146.14
Base Total Cost
2370157.58
Base Unrealized Gain Loss
-11.44
Base Accrued Interest
0
Local Market Value
2370146.14
Local Total Cost Amount
2370157.58
Local Unrealized Gain Loss
-11.44
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 Q45458
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45458
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
1135000.00
Shares Par Value
1071791.97
Base Market Value
1128071.77
Base Total Cost
1131242.93
Base Unrealized Gain Loss
-3171.16
Base Accrued Interest
0
Local Market Value
1128071.77
Local Total Cost Amount
1131242.93
Local Unrealized Gain Loss
-3171.16
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: GNMA II POOL MA1225
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1225
Security Description
4% 20 Aug 2043
Maturity Date
2043-08-20T00:00:00.000
Interest Rate
4
Original Face
7150000.00
Shares Par Value
2507279.85
Base Market Value
2643776.17
Base Total Cost
2669077.76
Base Unrealized Gain Loss
-25301.59
Base Accrued Interest
0
Local Market Value
2643776.17
Local Total Cost Amount
2669077.76
Local Unrealized Gain Loss
-25301.59
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: FNMA POOL AB9965
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9965
Security Description
4% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
4
Original Face
170000.00
Shares Par Value
94926.09
Base Market Value
99979.96
Base Total Cost
98723.11
Base Unrealized Gain Loss
1256.85
Base Accrued Interest
0
Local Market Value
99979.96
Local Total Cost Amount
98723.11
Local Unrealized Gain Loss
1256.85
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 AU2619
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU2619
Security Description
2.5% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
2.5
Original Face
2000000.00
Shares Par Value
1212352.44
Base Market Value
1226318.74
Base Total Cost
1247018.12
Base Unrealized Gain Loss
-20699.38
Base Accrued Interest
0
Local Market Value
1226318.74
Local Total Cost Amount
1247018.12
Local Unrealized Gain Loss
-20699.38
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G06970
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06970
Security Description
4% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
4
Original Face
185000.00
Shares Par Value
80888.13
Base Market Value
85686.41
Base Total Cost
84098.39
Base Unrealized Gain Loss
1588.02
Base Accrued Interest
0
Local Market Value
85686.41
Local Total Cost Amount
84098.39
Local Unrealized Gain Loss
1588.02
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 AT2016
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2016
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
1450000.00
Shares Par Value
953917.52
Base Market Value
957952.59
Base Total Cost
909202.63
Base Unrealized Gain Loss
48749.96
Base Accrued Interest
0
Local Market Value
957952.59
Local Total Cost Amount
909202.63
Local Unrealized Gain Loss
48749.96
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB8896
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8896
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
1425000.00
Shares Par Value
968122.33
Base Market Value
972178.76
Base Total Cost
993232.99
Base Unrealized Gain Loss
-21054.23
Base Accrued Interest
0
Local Market Value
972178.76
Local Total Cost Amount
993232.99
Local Unrealized Gain Loss
-21054.23
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 AB8897
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8897
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
1900000.00
Shares Par Value
1313845.04
Base Market Value
1319350.05
Base Total Cost
1251386.06
Base Unrealized Gain Loss
67963.99
Base Accrued Interest
0
Local Market Value
1319350.05
Local Total Cost Amount
1251386.06
Local Unrealized Gain Loss
67963.99
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 AS0016
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0016
Security Description
3% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
825000.00
Shares Par Value
591028.83
Base Market Value
593381.12
Base Total Cost
606358.64
Base Unrealized Gain Loss
-12977.52
Base Accrued Interest
0
Local Market Value
593381.12
Local Total Cost Amount
606358.64
Local Unrealized Gain Loss
-12977.52
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS0304
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0304
Security Description
3% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3
Original Face
1495000.00
Shares Par Value
1092515.44
Base Market Value
1096798.10
Base Total Cost
1115389.99
Base Unrealized Gain Loss
-18591.89
Base Accrued Interest
0
Local Market Value
1096798.10
Local Total Cost Amount
1115389.99
Local Unrealized Gain Loss
-18591.89
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 AT0682
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT0682
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
3500843.00
Shares Par Value
2395431.90
Base Market Value
2405564.58
Base Total Cost
2454943.43
Base Unrealized Gain Loss
-49378.85
Base Accrued Interest
0
Local Market Value
2405564.58
Local Total Cost Amount
2454943.43
Local Unrealized Gain Loss
-49378.85
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 AS0037
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0037
Security Description
3.5% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3.5
Original Face
4250000.00
Shares Par Value
2594521.39
Base Market Value
2669866.29
Base Total Cost
2725463.64
Base Unrealized Gain Loss
-55597.35
Base Accrued Interest
0
Local Market Value
2669866.29
Local Total Cost Amount
2725463.64
Local Unrealized Gain Loss
-55597.35
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 Q16893
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q16893
Security Description
3.5% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1375000.00
Shares Par Value
998654.31
Base Market Value
1031140.53
Base Total Cost
998030.15
Base Unrealized Gain Loss
33110.38
Base Accrued Interest
0
Local Market Value
1031140.53
Local Total Cost Amount
998030.15
Local Unrealized Gain Loss
33110.38
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB5179
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB5179
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1675000.00
Shares Par Value
966178.98
Base Market Value
996913.13
Base Total Cost
956668.16
Base Unrealized Gain Loss
40244.97
Base Accrued Interest
0
Local Market Value
996913.13
Local Total Cost Amount
956668.16
Local Unrealized Gain Loss
40244.97
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G07306
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07306
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
2400000.00
Shares Par Value
1612598.11
Base Market Value
1619096.88
Base Total Cost
1641322.51
Base Unrealized Gain Loss
-22225.63
Base Accrued Interest
0
Local Market Value
1619096.88
Local Total Cost Amount
1641322.51
Local Unrealized Gain Loss
-22225.63
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 POOL MA1285
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1285
Security Description
3.5% 20 Sep 2043
Maturity Date
2043-09-20T00:00:00.000
Interest Rate
3.5
Original Face
4975000.00
Shares Par Value
2606129.62
Base Market Value
2710843.91
Base Total Cost
2710374.81
Base Unrealized Gain Loss
469.10
Base Accrued Interest
0
Local Market Value
2710843.91
Local Total Cost Amount
2710374.81
Local Unrealized Gain Loss
469.10
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 A70262
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A70262
Security Description
5% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
5
Original Face
1572639.00
Shares Par Value
274400.20
Base Market Value
299271.83
Base Total Cost
295023.09
Base Unrealized Gain Loss
4248.74
Base Accrued Interest
0
Local Market Value
299271.83
Local Total Cost Amount
295023.09
Local Unrealized Gain Loss
4248.74
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AU4279
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU4279
Security Description
3% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
3
Original Face
1475000.00
Shares Par Value
1067577.58
Base Market Value
1071826.54
Base Total Cost
1070913.77
Base Unrealized Gain Loss
912.77
Base Accrued Interest
0
Local Market Value
1071826.54
Local Total Cost Amount
1070913.77
Local Unrealized Gain Loss
912.77
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS0331
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0331
Security Description
3% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3
Original Face
1594606.00
Shares Par Value
1176069.80
Base Market Value
1180750.56
Base Total Cost
1196651.06
Base Unrealized Gain Loss
-15900.50
Base Accrued Interest
0
Local Market Value
1180750.56
Local Total Cost Amount
1196651.06
Local Unrealized Gain Loss
-15900.50
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 Q21690
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q21690
Security Description
3% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
3
Original Face
25000.00
Shares Par Value
22786.86
Base Market Value
22822.18
Base Total Cost
23192.77
Base Unrealized Gain Loss
-370.59
Base Accrued Interest
0
Local Market Value
22822.18
Local Total Cost Amount
23192.77
Local Unrealized Gain Loss
-370.59
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 AS0516
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0516
Security Description
3% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
3
Original Face
3525000.00
Shares Par Value
2595288.72
Base Market Value
2605332.49
Base Total Cost
2616780.95
Base Unrealized Gain Loss
-11448.46
Base Accrued Interest
0
Local Market Value
2605332.49
Local Total Cost Amount
2616780.95
Local Unrealized Gain Loss
-11448.46
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: FED HM LN PC POOL Q20542
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q20542
Security Description
3% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
473759.00
Shares Par Value
336940.00
Base Market Value
337738.55
Base Total Cost
343047.06
Base Unrealized Gain Loss
-5308.51
Base Accrued Interest
0
Local Market Value
337738.55
Local Total Cost Amount
343047.06
Local Unrealized Gain Loss
-5308.51
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 AS0189
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0189
Security Description
2.5% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
2.5
Original Face
1425000.00
Shares Par Value
814374.83
Base Market Value
823756.43
Base Total Cost
799359.78
Base Unrealized Gain Loss
24396.65
Base Accrued Interest
0
Local Market Value
823756.43
Local Total Cost Amount
799359.78
Local Unrealized Gain Loss
24396.65
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: FED HM LN PC POOL Q04772
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q04772
Security Description
4.5% 01 Nov 2041
Maturity Date
2041-11-01T00:00:00.000
Interest Rate
4.5
Original Face
3691481.00
Shares Par Value
881879.75
Base Market Value
947650.34
Base Total Cost
958458.61
Base Unrealized Gain Loss
-10808.27
Base Accrued Interest
0
Local Market Value
947650.34
Local Total Cost Amount
958458.61
Local Unrealized Gain Loss
-10808.27
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AT2014
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2014
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
2600000.00
Shares Par Value
1714017.97
Base Market Value
1721268.27
Base Total Cost
1680519.50
Base Unrealized Gain Loss
40748.77
Base Accrued Interest
0
Local Market Value
1721268.27
Local Total Cost Amount
1680519.50
Local Unrealized Gain Loss
40748.77
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q15885
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q15885
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
1000000.00
Shares Par Value
580390.60
Base Market Value
582700.55
Base Total Cost
551371.06
Base Unrealized Gain Loss
31329.49
Base Accrued Interest
0
Local Market Value
582700.55
Local Total Cost Amount
551371.06
Local Unrealized Gain Loss
31329.49
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB3455
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB3455
Security Description
4.5% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
4.5
Original Face
11590400.00
Shares Par Value
4973574.97
Base Market Value
5403092.90
Base Total Cost
5318228.17
Base Unrealized Gain Loss
84864.73
Base Accrued Interest
0
Local Market Value
5403092.90
Local Total Cost Amount
5318228.17
Local Unrealized Gain Loss
84864.73
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 MA1375
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1375
Security Description
3.5% 20 Oct 2043
Maturity Date
2043-10-20T00:00:00.000
Interest Rate
3.5
Original Face
925000.00
Shares Par Value
476105.15
Base Market Value
495235.05
Base Total Cost
485664.45
Base Unrealized Gain Loss
9570.60
Base Accrued Interest
0
Local Market Value
495235.05
Local Total Cost Amount
485664.45
Local Unrealized Gain Loss
9570.60
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 MA1376
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1376
Security Description
4% 20 Oct 2043
Maturity Date
2043-10-20T00:00:00.000
Interest Rate
4
Original Face
6445000.00
Shares Par Value
2325205.06
Base Market Value
2458904.35
Base Total Cost
2479279.26
Base Unrealized Gain Loss
-20374.91
Base Accrued Interest
0
Local Market Value
2458904.35
Local Total Cost Amount
2479279.26
Local Unrealized Gain Loss
-20374.91
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 AL4287
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4287
Security Description
1% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
6
Original Face
4000000.00
Shares Par Value
1437987.00
Base Market Value
1639046.34
Base Total Cost
1580437.61
Base Unrealized Gain Loss
58608.73
Base Accrued Interest
0
Local Market Value
1639046.34
Local Total Cost Amount
1580437.61
Local Unrealized Gain Loss
58608.73
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 G08554
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08554
Security Description
3.5% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
3.5
Original Face
4820000.00
Shares Par Value
2712592.80
Base Market Value
2798934.63
Base Total Cost
2794679.82
Base Unrealized Gain Loss
4254.81
Base Accrued Interest
0
Local Market Value
2798934.63
Local Total Cost Amount
2794679.82
Local Unrealized Gain Loss
4254.81
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 AB8899
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8899
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
525000.00
Shares Par Value
367916.97
Base Market Value
369454.86
Base Total Cost
355557.26
Base Unrealized Gain Loss
13897.60
Base Accrued Interest
0
Local Market Value
369454.86
Local Total Cost Amount
355557.26
Local Unrealized Gain Loss
13897.60
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: FNMA POOL AL4183
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4183
Security Description
1% 01 Jan 2020
Maturity Date
2020-01-01T00:00:00.000
Interest Rate
4.5
Original Face
645950.00
Shares Par Value
28272.92
Base Market Value
28952.60
Base Total Cost
29649.01
Base Unrealized Gain Loss
-696.41
Base Accrued Interest
0
Local Market Value
28952.60
Local Total Cost Amount
29649.01
Local Unrealized Gain Loss
-696.41
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 AS0657
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0657
Security Description
4% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
4
Original Face
5200000.00
Shares Par Value
2837453.11
Base Market Value
2987753.00
Base Total Cost
3009473.70
Base Unrealized Gain Loss
-21720.70
Base Accrued Interest
0
Local Market Value
2987753.00
Local Total Cost Amount
3009473.70
Local Unrealized Gain Loss
-21720.70
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: GNMA II POOL MA1449
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1449
Security Description
4% 20 Nov 2043
Maturity Date
2043-11-20T00:00:00.000
Interest Rate
4
Original Face
1600000.00
Shares Par Value
587133.22
Base Market Value
618738.60
Base Total Cost
626076.70
Base Unrealized Gain Loss
-7338.10
Base Accrued Interest
0
Local Market Value
618738.60
Local Total Cost Amount
626076.70
Local Unrealized Gain Loss
-7338.10
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 969969
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 969969
Security Description
5.5% 01 Apr 2038
Maturity Date
2038-04-01T00:00:00.000
Interest Rate
5.5
Original Face
1213291.00
Shares Par Value
109960.28
Base Market Value
122360.50
Base Total Cost
120028.53
Base Unrealized Gain Loss
2331.97
Base Accrued Interest
0
Local Market Value
122360.50
Local Total Cost Amount
120028.53
Local Unrealized Gain Loss
2331.97
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
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