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Office of The Comptroller: Teachers Retirement System Holdings Data

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

City Government Office of the Comptroller Dataset 5u2d-n46s 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL4430
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4430
Security Description
1% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
4
Original Face
245000.00
Shares Par Value
135748.35
Base Market Value
143730.35
Base Total Cost
142535.76
Base Unrealized Gain Loss
1194.59
Base Accrued Interest
0
Local Market Value
143730.35
Local Total Cost Amount
142535.76
Local Unrealized Gain Loss
1194.59
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AP8746
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AP8746
Security Description
3% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3
Original Face
3177948.00
Shares Par Value
2220698.71
Base Market Value
2230114.47
Base Total Cost
2118858.85
Base Unrealized Gain Loss
111255.62
Base Accrued Interest
0
Local Market Value
2230114.47
Local Total Cost Amount
2118858.85
Local Unrealized Gain Loss
111255.62
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 MA1602
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1602
Security Description
4.5% 20 Jan 2044
Maturity Date
2044-01-20T00:00:00.000
Interest Rate
4.5
Original Face
1750000.00
Shares Par Value
682322.74
Base Market Value
725561.53
Base Total Cost
742909.33
Base Unrealized Gain Loss
-17347.80
Base Accrued Interest
0
Local Market Value
725561.53
Local Total Cost Amount
742909.33
Local Unrealized Gain Loss
-17347.80
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 Q23608
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q23608
Security Description
3% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
3
Original Face
708590.00
Shares Par Value
599377.30
Base Market Value
598795.90
Base Total Cost
610053.69
Base Unrealized Gain Loss
-11257.79
Base Accrued Interest
0
Local Market Value
598795.90
Local Total Cost Amount
610053.69
Local Unrealized Gain Loss
-11257.79
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 A38671
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A38671
Security Description
5% 01 Oct 2035
Maturity Date
2035-10-01T00:00:00.000
Interest Rate
5
Original Face
1602817.00
Shares Par Value
113693.87
Base Market Value
124492.51
Base Total Cost
123020.34
Base Unrealized Gain Loss
1472.17
Base Accrued Interest
0
Local Market Value
124492.51
Local Total Cost Amount
123020.34
Local Unrealized Gain Loss
1472.17
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 AR8316
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR8316
Security Description
3% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
3800000.00
Shares Par Value
2839178.06
Base Market Value
2850477.99
Base Total Cost
2848050.49
Base Unrealized Gain Loss
2427.50
Base Accrued Interest
0
Local Market Value
2850477.99
Local Total Cost Amount
2848050.49
Local Unrealized Gain Loss
2427.50
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: GNMA II POOL MA1679
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1679
Security Description
4.5% 20 Feb 2044
Maturity Date
2044-02-20T00:00:00.000
Interest Rate
4.5
Original Face
2900921.00
Shares Par Value
1057945.76
Base Market Value
1124987.78
Base Total Cost
1146948.44
Base Unrealized Gain Loss
-21960.66
Base Accrued Interest
0
Local Market Value
1124987.78
Local Total Cost Amount
1146948.44
Local Unrealized Gain Loss
-21960.66
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 MA1678
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1678
Security Description
4% 20 Feb 2044
Maturity Date
2044-02-20T00:00:00.000
Interest Rate
4
Original Face
7000000.00
Shares Par Value
2565735.41
Base Market Value
2706055.48
Base Total Cost
2735682.94
Base Unrealized Gain Loss
-29627.46
Base Accrued Interest
0
Local Market Value
2706055.48
Local Total Cost Amount
2735682.94
Local Unrealized Gain Loss
-29627.46
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 G08575
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08575
Security Description
5% 01 Feb 2044
Maturity Date
2044-02-01T00:00:00.000
Interest Rate
5
Original Face
701339.00
Shares Par Value
394180.71
Base Market Value
428549.33
Base Total Cost
435446.50
Base Unrealized Gain Loss
-6897.17
Base Accrued Interest
0
Local Market Value
428549.33
Local Total Cost Amount
435446.50
Local Unrealized Gain Loss
-6897.17
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 G07642
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07642
Security Description
5% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
5
Original Face
1250000.00
Shares Par Value
557628.01
Base Market Value
610039.47
Base Total Cost
608772.94
Base Unrealized Gain Loss
1266.53
Base Accrued Interest
0
Local Market Value
610039.47
Local Total Cost Amount
608772.94
Local Unrealized Gain Loss
1266.53
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 V80804
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V80804
Security Description
6% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
6
Original Face
834963.00
Shares Par Value
233483.78
Base Market Value
262874.72
Base Total Cost
259550.06
Base Unrealized Gain Loss
3324.66
Base Accrued Interest
0
Local Market Value
262874.72
Local Total Cost Amount
259550.06
Local Unrealized Gain Loss
3324.66
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 C04241
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C04241
Security Description
3.5% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
3.5
Original Face
3500000.00
Shares Par Value
2098125.23
Base Market Value
2164635.80
Base Total Cost
2167461.69
Base Unrealized Gain Loss
-2825.89
Base Accrued Interest
0
Local Market Value
2164635.80
Local Total Cost Amount
2167461.69
Local Unrealized Gain Loss
-2825.89
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: GNMA II POOL MA1997
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1997
Security Description
4.5% 20 Jun 2044
Maturity Date
2044-06-20T00:00:00.000
Interest Rate
4.5
Original Face
950000.00
Shares Par Value
354105.76
Base Market Value
376545.44
Base Total Cost
386583.89
Base Unrealized Gain Loss
-10038.45
Base Accrued Interest
0
Local Market Value
376545.44
Local Total Cost Amount
386583.89
Local Unrealized Gain Loss
-10038.45
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 MA2074
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2074
Security Description
4% 20 Jul 2044
Maturity Date
2044-07-20T00:00:00.000
Interest Rate
4
Original Face
2775000.00
Shares Par Value
1100266.24
Base Market Value
1158712.38
Base Total Cost
1173716.91
Base Unrealized Gain Loss
-15004.53
Base Accrued Interest
0
Local Market Value
1158712.38
Local Total Cost Amount
1173716.91
Local Unrealized Gain Loss
-15004.53
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 AC2387
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC2387
Security Description
5% 01 Jan 2035
Maturity Date
2035-01-01T00:00:00.000
Interest Rate
5
Original Face
3010513.00
Shares Par Value
166929.48
Base Market Value
182629.20
Base Total Cost
185956.83
Base Unrealized Gain Loss
-3327.63
Base Accrued Interest
0
Local Market Value
182629.20
Local Total Cost Amount
185956.83
Local Unrealized Gain Loss
-3327.63
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 AW3640
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW3640
Security Description
3% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
3
Original Face
1075000.00
Shares Par Value
686255.51
Base Market Value
705319.69
Base Total Cost
712633.48
Base Unrealized Gain Loss
-7313.79
Base Accrued Interest
0
Local Market Value
705319.69
Local Total Cost Amount
712633.48
Local Unrealized Gain Loss
-7313.79
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 AU7309
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU7309
Security Description
3.5% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3.5
Original Face
3175000.00
Shares Par Value
2085328.09
Base Market Value
2146303.08
Base Total Cost
2143326.25
Base Unrealized Gain Loss
2976.83
Base Accrued Interest
0
Local Market Value
2146303.08
Local Total Cost Amount
2143326.25
Local Unrealized Gain Loss
2976.83
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA2148
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2148
Security Description
3.5% 20 Aug 2044
Maturity Date
2044-08-20T00:00:00.000
Interest Rate
3.5
Original Face
315458.00
Shares Par Value
161181.43
Base Market Value
167261.19
Base Total Cost
168233.13
Base Unrealized Gain Loss
-971.94
Base Accrued Interest
0
Local Market Value
167261.19
Local Total Cost Amount
168233.13
Local Unrealized Gain Loss
-971.94
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 AX0472
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX0472
Security Description
5% 01 Sep 2044
Maturity Date
2044-09-01T00:00:00.000
Interest Rate
5
Original Face
52336.00
Shares Par Value
18911.93
Base Market Value
20655.23
Base Total Cost
20643.56
Base Unrealized Gain Loss
11.67
Base Accrued Interest
0
Local Market Value
20655.23
Local Total Cost Amount
20643.56
Local Unrealized Gain Loss
11.67
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS3354
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3354
Security Description
3% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
3
Original Face
500000.00
Shares Par Value
321383.25
Base Market Value
330083.09
Base Total Cost
333987.49
Base Unrealized Gain Loss
-3904.40
Base Accrued Interest
0
Local Market Value
330083.09
Local Total Cost Amount
333987.49
Local Unrealized Gain Loss
-3904.40
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 783755
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 783755
Security Description
3% 20 Apr 2043
Maturity Date
2043-04-20T00:00:00.000
Interest Rate
3
Original Face
525000.00
Shares Par Value
299953.90
Base Market Value
304144.26
Base Total Cost
305765.51
Base Unrealized Gain Loss
-1621.25
Base Accrued Interest
0
Local Market Value
304144.26
Local Total Cost Amount
305765.51
Local Unrealized Gain Loss
-1621.25
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: FED HM LN PC POOL G07266
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07266
Security Description
4% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
4
Original Face
1525000.00
Shares Par Value
699220.22
Base Market Value
738320.61
Base Total Cost
742484.46
Base Unrealized Gain Loss
-4163.85
Base Accrued Interest
0
Local Market Value
738320.61
Local Total Cost Amount
742484.46
Local Unrealized Gain Loss
-4163.85
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 AL5744
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5744
Security Description
1% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
3.5
Original Face
835000.00
Shares Par Value
497851.57
Base Market Value
518333.18
Base Total Cost
528033.82
Base Unrealized Gain Loss
-9700.64
Base Accrued Interest
0
Local Market Value
518333.18
Local Total Cost Amount
528033.82
Local Unrealized Gain Loss
-9700.64
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 AS3892
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3892
Security Description
4% 01 Nov 2044
Maturity Date
2044-11-01T00:00:00.000
Interest Rate
4
Original Face
2325000.00
Shares Par Value
1375612.10
Base Market Value
1446745.00
Base Total Cost
1470379.19
Base Unrealized Gain Loss
-23634.19
Base Accrued Interest
0
Local Market Value
1446745.00
Local Total Cost Amount
1470379.19
Local Unrealized Gain Loss
-23634.19
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 AL5803
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5803
Security Description
1% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
2.5
Original Face
2000000.00
Shares Par Value
1309218.52
Base Market Value
1324274.53
Base Total Cost
1343585.51
Base Unrealized Gain Loss
-19310.98
Base Accrued Interest
0
Local Market Value
1324274.53
Local Total Cost Amount
1343585.51
Local Unrealized Gain Loss
-19310.98
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 MA2445
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2445
Security Description
3.5% 20 Dec 2044
Maturity Date
2044-12-20T00:00:00.000
Interest Rate
3.5
Original Face
3500000.00
Shares Par Value
1866679.92
Base Market Value
1936512.42
Base Total Cost
1969930.66
Base Unrealized Gain Loss
-33418.24
Base Accrued Interest
0
Local Market Value
1936512.42
Local Total Cost Amount
1969930.66
Local Unrealized Gain Loss
-33418.24
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 J35957
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J35957
Security Description
2.5% 01 Dec 2031
Maturity Date
2031-12-01T00:00:00.000
Interest Rate
2.5
Original Face
925000.00
Shares Par Value
889587.49
Base Market Value
895316.43
Base Total Cost
891811.47
Base Unrealized Gain Loss
3504.96
Base Accrued Interest
0
Local Market Value
895316.43
Local Total Cost Amount
891811.47
Local Unrealized Gain Loss
3504.96
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 BE4199
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE4199
Security Description
3.5% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
3.5
Original Face
2800000.00
Shares Par Value
2543269.23
Base Market Value
2613717.79
Base Total Cost
2621951.63
Base Unrealized Gain Loss
-8233.84
Base Accrued Interest
0
Local Market Value
2613717.79
Local Total Cost Amount
2621951.63
Local Unrealized Gain Loss
-8233.84
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA2895
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2895
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
2100000.00
Shares Par Value
2064556.66
Base Market Value
2063235.34
Base Total Cost
2034878.65
Base Unrealized Gain Loss
28356.69
Base Accrued Interest
0
Local Market Value
2063235.34
Local Total Cost Amount
2034878.65
Local Unrealized Gain Loss
28356.69
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB6929
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB6929
Security Description
3.5% 01 Nov 2042
Maturity Date
2042-11-01T00:00:00.000
Interest Rate
3.5
Original Face
5000000.00
Shares Par Value
2897629.40
Base Market Value
2988006.46
Base Total Cost
3022136.90
Base Unrealized Gain Loss
-34130.44
Base Accrued Interest
0
Local Market Value
2988006.46
Local Total Cost Amount
3022136.90
Local Unrealized Gain Loss
-34130.44
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: GNMA II POOL MA0933
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0933
Security Description
3% 20 Apr 2043
Maturity Date
2043-04-20T00:00:00.000
Interest Rate
3
Original Face
300000.00
Shares Par Value
170980.32
Base Market Value
173368.92
Base Total Cost
168682.77
Base Unrealized Gain Loss
4686.15
Base Accrued Interest
0
Local Market Value
173368.92
Local Total Cost Amount
168682.77
Local Unrealized Gain Loss
4686.15
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 MA0934
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA0934
Security Description
3.5% 20 Apr 2043
Maturity Date
2043-04-20T00:00:00.000
Interest Rate
3.5
Original Face
550000.00
Shares Par Value
257986.27
Base Market Value
268349.58
Base Total Cost
258510.31
Base Unrealized Gain Loss
9839.27
Base Accrued Interest
0
Local Market Value
268349.58
Local Total Cost Amount
258510.31
Local Unrealized Gain Loss
9839.27
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 G08528
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08528
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
1475994.00
Shares Par Value
1013192.95
Base Market Value
1017276.12
Base Total Cost
1030923.81
Base Unrealized Gain Loss
-13647.69
Base Accrued Interest
0
Local Market Value
1017276.12
Local Total Cost Amount
1030923.81
Local Unrealized Gain Loss
-13647.69
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 MA2542
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2542
Security Description
3% 01 Feb 2046
Maturity Date
2046-02-01T00:00:00.000
Interest Rate
3
Original Face
850000.00
Shares Par Value
733455.31
Base Market Value
732985.90
Base Total Cost
737007.99
Base Unrealized Gain Loss
-4022.09
Base Accrued Interest
0
Local Market Value
732985.90
Local Total Cost Amount
737007.99
Local Unrealized Gain Loss
-4022.09
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AH9758
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH9758
Security Description
5% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
5
Original Face
1213780.00
Shares Par Value
253479.59
Base Market Value
277088.68
Base Total Cost
280411.80
Base Unrealized Gain Loss
-3323.12
Base Accrued Interest
0
Local Market Value
277088.68
Local Total Cost Amount
280411.80
Local Unrealized Gain Loss
-3323.12
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA3521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3521
Security Description
3.5% 20 Mar 2046
Maturity Date
2046-03-20T00:00:00.000
Interest Rate
3.5
Original Face
2750000.00
Shares Par Value
2122573.97
Base Market Value
2200833.27
Base Total Cost
2253077.88
Base Unrealized Gain Loss
-52244.61
Base Accrued Interest
0
Local Market Value
2200833.27
Local Total Cost Amount
2253077.88
Local Unrealized Gain Loss
-52244.61
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 AL4805
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4805
Security Description
1% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
5
Original Face
4755000.00
Shares Par Value
2191667.94
Base Market Value
2397860.06
Base Total Cost
2432066.52
Base Unrealized Gain Loss
-34206.46
Base Accrued Interest
0
Local Market Value
2397860.06
Local Total Cost Amount
2432066.52
Local Unrealized Gain Loss
-34206.46
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BC2673
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2673
Security Description
3% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3
Original Face
2300000.00
Shares Par Value
1976178.93
Base Market Value
1974914.18
Base Total Cost
1947153.80
Base Unrealized Gain Loss
27760.38
Base Accrued Interest
0
Local Market Value
1974914.18
Local Total Cost Amount
1947153.80
Local Unrealized Gain Loss
27760.38
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: FNMA POOL AZ4775
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ4775
Security Description
3.5% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
3.5
Original Face
1560000.00
Shares Par Value
1215538.74
Base Market Value
1249209.16
Base Total Cost
1276600.58
Base Unrealized Gain Loss
-27391.42
Base Accrued Interest
0
Local Market Value
1249209.16
Local Total Cost Amount
1276600.58
Local Unrealized Gain Loss
-27391.42
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: FED HM LN PC POOL Q38473
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q38473
Security Description
4% 01 Jan 2046
Maturity Date
2046-01-01T00:00:00.000
Interest Rate
4
Original Face
2200000.00
Shares Par Value
1769943.82
Base Market Value
1862883.57
Base Total Cost
1892457.10
Base Unrealized Gain Loss
-29573.53
Base Accrued Interest
0
Local Market Value
1862883.57
Local Total Cost Amount
1892457.10
Local Unrealized Gain Loss
-29573.53
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 BA4766
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA4766
Security Description
4% 01 Jan 2046
Maturity Date
2046-01-01T00:00:00.000
Interest Rate
4
Original Face
1000000.00
Shares Par Value
775069.80
Base Market Value
815148.66
Base Total Cost
831262.36
Base Unrealized Gain Loss
-16113.70
Base Accrued Interest
0
Local Market Value
815148.66
Local Total Cost Amount
831262.36
Local Unrealized Gain Loss
-16113.70
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS6833
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6833
Security Description
3.5% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1500000.00
Shares Par Value
1279328.19
Base Market Value
1314765.58
Base Total Cost
1351890.09
Base Unrealized Gain Loss
-37124.51
Base Accrued Interest
0
Local Market Value
1314765.58
Local Total Cost Amount
1351890.09
Local Unrealized Gain Loss
-37124.51
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: FED HM LN PC POOL Q39438
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q39438
Security Description
4% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
4
Original Face
2275000.00
Shares Par Value
1846291.79
Base Market Value
1943240.57
Base Total Cost
1983609.74
Base Unrealized Gain Loss
-40369.17
Base Accrued Interest
0
Local Market Value
1943240.57
Local Total Cost Amount
1983609.74
Local Unrealized Gain Loss
-40369.17
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 BC2482
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2482
Security Description
3% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
3
Original Face
3400000.00
Shares Par Value
2865571.65
Base Market Value
2943142.67
Base Total Cost
3008402.49
Base Unrealized Gain Loss
-65259.82
Base Accrued Interest
0
Local Market Value
2943142.67
Local Total Cost Amount
3008402.49
Local Unrealized Gain Loss
-65259.82
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 G08702
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08702
Security Description
3.5% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1450000.00
Shares Par Value
1249775.17
Base Market Value
1284931.35
Base Total Cost
1320172.66
Base Unrealized Gain Loss
-35241.31
Base Accrued Interest
0
Local Market Value
1284931.35
Local Total Cost Amount
1320172.66
Local Unrealized Gain Loss
-35241.31
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 AS6536
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6536
Security Description
3.5% 01 Jan 2046
Maturity Date
2046-01-01T00:00:00.000
Interest Rate
3.5
Original Face
4875000.00
Shares Par Value
4003822.29
Base Market Value
4114728.17
Base Total Cost
4114264.13
Base Unrealized Gain Loss
464.04
Base Accrued Interest
0
Local Market Value
4114728.17
Local Total Cost Amount
4114264.13
Local Unrealized Gain Loss
464.04
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 AH7025
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH7025
Security Description
5% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
5
Original Face
5800000.00
Shares Par Value
2317366.97
Base Market Value
2538397.43
Base Total Cost
2573725.71
Base Unrealized Gain Loss
-35328.28
Base Accrued Interest
0
Local Market Value
2538397.43
Local Total Cost Amount
2573725.71
Local Unrealized Gain Loss
-35328.28
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 G60114
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60114
Security Description
5.5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5.5
Original Face
596550.00
Shares Par Value
353319.41
Base Market Value
395774.27
Base Total Cost
392460.58
Base Unrealized Gain Loss
3313.69
Base Accrued Interest
0
Local Market Value
395774.27
Local Total Cost Amount
392460.58
Local Unrealized Gain Loss
3313.69
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 AL7019
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7019
Security Description
1% 01 Nov 2042
Maturity Date
2042-11-01T00:00:00.000
Interest Rate
3.5
Original Face
3000000.00
Shares Par Value
2095162.26
Base Market Value
2161914.13
Base Total Cost
2203194.05
Base Unrealized Gain Loss
-41279.92
Base Accrued Interest
0
Local Market Value
2161914.13
Local Total Cost Amount
2203194.05
Local Unrealized Gain Loss
-41279.92
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 J17142
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J17142
Security Description
3.5% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
3.5
Original Face
1351517.00
Shares Par Value
446028.92
Base Market Value
464837.96
Base Total Cost
472215.69
Base Unrealized Gain Loss
-7377.73
Base Accrued Interest
0
Local Market Value
464837.96
Local Total Cost Amount
472215.69
Local Unrealized Gain Loss
-7377.73
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
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