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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: FED HM LN PC POOL J31961
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J31961
Security Description
3.5% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1665000.00
Shares Par Value
994226.15
Base Market Value
1036152.67
Base Total Cost
1045280.57
Base Unrealized Gain Loss
-9127.90
Base Accrued Interest
0
Local Market Value
1036152.67
Local Total Cost Amount
1045280.57
Local Unrealized Gain Loss
-9127.90
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 AZ2927
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ2927
Security Description
4.5% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
4.5
Original Face
64584.00
Shares Par Value
56062.70
Base Market Value
60207.42
Base Total Cost
61044.83
Base Unrealized Gain Loss
-837.41
Base Accrued Interest
0
Local Market Value
60207.42
Local Total Cost Amount
61044.83
Local Unrealized Gain Loss
-837.41
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 AS6985
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6985
Security Description
3.5% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1950000.00
Shares Par Value
1677416.83
Base Market Value
1723881.28
Base Total Cost
1741630.45
Base Unrealized Gain Loss
-17749.17
Base Accrued Interest
0
Local Market Value
1723881.28
Local Total Cost Amount
1741630.45
Local Unrealized Gain Loss
-17749.17
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: FNMA POOL AS7003
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7003
Security Description
3% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
3
Original Face
600000.00
Shares Par Value
558585.48
Base Market Value
558227.99
Base Total Cost
553785.14
Base Unrealized Gain Loss
4442.85
Base Accrued Interest
0
Local Market Value
558227.99
Local Total Cost Amount
553785.14
Local Unrealized Gain Loss
4442.85
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: GNMA II POOL MA3597
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3597
Security Description
3.5% 20 Apr 2046
Maturity Date
2046-04-20T00:00:00.000
Interest Rate
3.5
Original Face
3025000.00
Shares Par Value
2469023.91
Base Market Value
2560056.82
Base Total Cost
2622615.45
Base Unrealized Gain Loss
-62558.63
Base Accrued Interest
0
Local Market Value
2560056.82
Local Total Cost Amount
2622615.45
Local Unrealized Gain Loss
-62558.63
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: IBRD DISCOUNT NOTE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IBRD DISCOUNT NOTE
Security Description
0.01% 13 Jul 2017
Maturity Date
2017-07-13T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
11000000.00
Base Market Value
10996920.00
Base Total Cost
10993210.55
Base Unrealized Gain Loss
3709.45
Base Accrued Interest
0
Local Market Value
10996920.00
Local Total Cost Amount
10993210.55
Local Unrealized Gain Loss
3709.45
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: IFC DISCOUNT NOTES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IFC DISCOUNT NOTES
Security Description
0.01% 27 Jul 2017
Maturity Date
2017-07-27T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
21500000.00
Base Market Value
21487297.80
Base Total Cost
21453757.16
Base Unrealized Gain Loss
33540.64
Base Accrued Interest
0
Local Market Value
21487297.80
Local Total Cost Amount
21453757.16
Local Unrealized Gain Loss
33540.64
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 G08706
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08706
Security Description
3.5% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
3.5
Original Face
3300000.00
Shares Par Value
2914377.02
Base Market Value
2996358.45
Base Total Cost
3069355.19
Base Unrealized Gain Loss
-72996.74
Base Accrued Interest
0
Local Market Value
2996358.45
Local Total Cost Amount
3069355.19
Local Unrealized Gain Loss
-72996.74
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 AB8881
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8881
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
580000.00
Shares Par Value
399651.25
Base Market Value
401585.56
Base Total Cost
390284.43
Base Unrealized Gain Loss
11301.13
Base Accrued Interest
0
Local Market Value
401585.56
Local Total Cost Amount
390284.43
Local Unrealized Gain Loss
11301.13
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 Q17453
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q17453
Security Description
3.5% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3.5
Original Face
4600000.00
Shares Par Value
2980388.94
Base Market Value
3075314.33
Base Total Cost
3083072.43
Base Unrealized Gain Loss
-7758.10
Base Accrued Interest
0
Local Market Value
3075314.33
Local Total Cost Amount
3083072.43
Local Unrealized Gain Loss
-7758.10
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AT5026
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT5026
Security Description
3% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
1700000.00
Shares Par Value
1111621.87
Base Market Value
1116268.45
Base Total Cost
1115095.72
Base Unrealized Gain Loss
1172.73
Base Accrued Interest
0
Local Market Value
1116268.45
Local Total Cost Amount
1115095.72
Local Unrealized Gain Loss
1172.73
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: FNMA POOL AT4014
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT4014
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
1200000.00
Shares Par Value
845734.66
Base Market Value
849320.57
Base Total Cost
863442.25
Base Unrealized Gain Loss
-14121.68
Base Accrued Interest
0
Local Market Value
849320.57
Local Total Cost Amount
863442.25
Local Unrealized Gain Loss
-14121.68
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 Q16306
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q16306
Security Description
3.5% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3.5
Original Face
4000000.00
Shares Par Value
2476510.80
Base Market Value
2555387.67
Base Total Cost
2586405.94
Base Unrealized Gain Loss
-31018.27
Base Accrued Interest
0
Local Market Value
2555387.67
Local Total Cost Amount
2586405.94
Local Unrealized Gain Loss
-31018.27
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: GNMA II POOL MA1012
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1012
Security Description
3.5% 20 May 2043
Maturity Date
2043-05-20T00:00:00.000
Interest Rate
3.5
Original Face
4750000.00
Shares Par Value
2415950.32
Base Market Value
2512999.04
Base Total Cost
2536211.39
Base Unrealized Gain Loss
-23212.35
Base Accrued Interest
0
Local Market Value
2512999.04
Local Total Cost Amount
2536211.39
Local Unrealized Gain Loss
-23212.35
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 V80012
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V80012
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
1215000.00
Shares Par Value
782749.56
Base Market Value
785825.77
Base Total Cost
798526.85
Base Unrealized Gain Loss
-12701.08
Base Accrued Interest
0
Local Market Value
785825.77
Local Total Cost Amount
798526.85
Local Unrealized Gain Loss
-12701.08
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 G08525
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08525
Security Description
3% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
405000.00
Shares Par Value
276968.44
Base Market Value
277854.74
Base Total Cost
272813.91
Base Unrealized Gain Loss
5040.83
Base Accrued Interest
0
Local Market Value
277854.74
Local Total Cost Amount
272813.91
Local Unrealized Gain Loss
5040.83
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 AE5002
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE5002
Security Description
5% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
5
Original Face
860784.00
Shares Par Value
261225.98
Base Market Value
285303.18
Base Total Cost
288981.24
Base Unrealized Gain Loss
-3678.06
Base Accrued Interest
0
Local Market Value
285303.18
Local Total Cost Amount
288981.24
Local Unrealized Gain Loss
-3678.06
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB8855
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8855
Security Description
3.5% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1750000.00
Shares Par Value
1085048.79
Base Market Value
1117817.26
Base Total Cost
1108106.08
Base Unrealized Gain Loss
9711.18
Base Accrued Interest
0
Local Market Value
1117817.26
Local Total Cost Amount
1108106.08
Local Unrealized Gain Loss
9711.18
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL2484
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2484
Security Description
1% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
4
Original Face
1425000.00
Shares Par Value
616926.96
Base Market Value
650870.28
Base Total Cost
658473.14
Base Unrealized Gain Loss
-7602.86
Base Accrued Interest
0
Local Market Value
650870.28
Local Total Cost Amount
658473.14
Local Unrealized Gain Loss
-7602.86
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL3615
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3615
Security Description
1% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
3.5
Original Face
425000.00
Shares Par Value
163327.45
Base Market Value
170043.47
Base Total Cost
173203.66
Base Unrealized Gain Loss
-3160.19
Base Accrued Interest
0
Local Market Value
170043.47
Local Total Cost Amount
173203.66
Local Unrealized Gain Loss
-3160.19
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: FED HM LN PC POOL Q18306
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q18306
Security Description
3.5% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3.5
Original Face
4960000.00
Shares Par Value
2972735.23
Base Market Value
3067030.39
Base Total Cost
3095816.41
Base Unrealized Gain Loss
-28786.02
Base Accrued Interest
0
Local Market Value
3067030.39
Local Total Cost Amount
3095816.41
Local Unrealized Gain Loss
-28786.02
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: GNMA II POOL MA1089
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1089
Security Description
3% 20 Jun 2043
Maturity Date
2043-06-20T00:00:00.000
Interest Rate
3
Original Face
1250000.00
Shares Par Value
737858.55
Base Market Value
748166.43
Base Total Cost
767372.89
Base Unrealized Gain Loss
-19206.46
Base Accrued Interest
0
Local Market Value
748166.43
Local Total Cost Amount
767372.89
Local Unrealized Gain Loss
-19206.46
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: GNMA II POOL MA1090
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1090
Security Description
3.5% 20 Jun 2043
Maturity Date
2043-06-20T00:00:00.000
Interest Rate
3.5
Original Face
2000000.00
Shares Par Value
1030259.12
Base Market Value
1071654.93
Base Total Cost
1081611.09
Base Unrealized Gain Loss
-9956.16
Base Accrued Interest
0
Local Market Value
1071654.93
Local Total Cost Amount
1081611.09
Local Unrealized Gain Loss
-9956.16
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 AT5895
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT5895
Security Description
3% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3
Original Face
2080000.00
Shares Par Value
1437361.68
Base Market Value
1443226.12
Base Total Cost
1445757.08
Base Unrealized Gain Loss
-2530.96
Base Accrued Interest
0
Local Market Value
1443226.12
Local Total Cost Amount
1445757.08
Local Unrealized Gain Loss
-2530.96
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 AL3352
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3352
Security Description
1% 01 Jun 2040
Maturity Date
2040-06-01T00:00:00.000
Interest Rate
6
Original Face
100840.00
Shares Par Value
16804.52
Base Market Value
19041.87
Base Total Cost
19201.80
Base Unrealized Gain Loss
-159.93
Base Accrued Interest
0
Local Market Value
19041.87
Local Total Cost Amount
19201.80
Local Unrealized Gain Loss
-159.93
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB9749
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9749
Security Description
3% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3
Original Face
3825000.00
Shares Par Value
2736983.11
Base Market Value
2747985.78
Base Total Cost
2809684.21
Base Unrealized Gain Loss
-61698.43
Base Accrued Interest
0
Local Market Value
2747985.78
Local Total Cost Amount
2809684.21
Local Unrealized Gain Loss
-61698.43
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 AR8293
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR8293
Security Description
3% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
1450000.00
Shares Par Value
995674.63
Base Market Value
999796.72
Base Total Cost
948691.20
Base Unrealized Gain Loss
51105.52
Base Accrued Interest
0
Local Market Value
999796.72
Local Total Cost Amount
948691.20
Local Unrealized Gain Loss
51105.52
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: FED HM LN PC POOL Q19475
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q19475
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
1200000.00
Shares Par Value
718979.99
Base Market Value
741843.55
Base Total Cost
754254.94
Base Unrealized Gain Loss
-12411.39
Base Accrued Interest
0
Local Market Value
741843.55
Local Total Cost Amount
754254.94
Local Unrealized Gain Loss
-12411.39
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 Q15639
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q15639
Security Description
3.5% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3.5
Original Face
4750000.00
Shares Par Value
3093039.64
Base Market Value
3191552.95
Base Total Cost
3195254.93
Base Unrealized Gain Loss
-3701.98
Base Accrued Interest
0
Local Market Value
3191552.95
Local Total Cost Amount
3195254.93
Local Unrealized Gain Loss
-3701.98
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q19909
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q19909
Security Description
3% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
3750000.00
Shares Par Value
2539148.10
Base Market Value
2545191.27
Base Total Cost
2609768.16
Base Unrealized Gain Loss
-64576.89
Base Accrued Interest
0
Local Market Value
2545191.27
Local Total Cost Amount
2609768.16
Local Unrealized Gain Loss
-64576.89
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 BC0822
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC0822
Security Description
3.5% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
3.5
Original Face
200000.00
Shares Par Value
172198.88
Base Market Value
176968.79
Base Total Cost
181911.97
Base Unrealized Gain Loss
-4943.18
Base Accrued Interest
0
Local Market Value
176968.79
Local Total Cost Amount
181911.97
Local Unrealized Gain Loss
-4943.18
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 Q00051
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00051
Security Description
5% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
5
Original Face
290149.00
Shares Par Value
61719.93
Base Market Value
67167.33
Base Total Cost
67371.17
Base Unrealized Gain Loss
-203.84
Base Accrued Interest
0
Local Market Value
67167.33
Local Total Cost Amount
67371.17
Local Unrealized Gain Loss
-203.84
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 AL8356
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8356
Security Description
1% 01 Jul 2034
Maturity Date
2034-07-01T00:00:00.000
Interest Rate
4.5
Original Face
595913.00
Shares Par Value
435467.88
Base Market Value
468101.84
Base Total Cost
475816.71
Base Unrealized Gain Loss
-7714.87
Base Accrued Interest
0
Local Market Value
468101.84
Local Total Cost Amount
475816.71
Local Unrealized Gain Loss
-7714.87
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BC2733
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2733
Security Description
3% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
3
Original Face
2175000.00
Shares Par Value
2026401.06
Base Market Value
2025104.16
Base Total Cost
2009461.63
Base Unrealized Gain Loss
15642.53
Base Accrued Interest
0
Local Market Value
2025104.16
Local Total Cost Amount
2009461.63
Local Unrealized Gain Loss
15642.53
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 G60545
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60545
Security Description
5% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
5
Original Face
3050000.00
Shares Par Value
2141660.29
Base Market Value
2333146.14
Base Total Cost
2366534.62
Base Unrealized Gain Loss
-33388.48
Base Accrued Interest
0
Local Market Value
2333146.14
Local Total Cost Amount
2366534.62
Local Unrealized Gain Loss
-33388.48
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 MA2609
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2609
Security Description
3.5% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
3.5
Original Face
3600000.00
Shares Par Value
3112772.33
Base Market Value
3198996.12
Base Total Cost
3269870.07
Base Unrealized Gain Loss
-70873.95
Base Accrued Interest
0
Local Market Value
3198996.12
Local Total Cost Amount
3269870.07
Local Unrealized Gain Loss
-70873.95
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 AS7247
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7247
Security Description
4% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
4
Original Face
2350000.00
Shares Par Value
1963864.14
Base Market Value
2065415.55
Base Total Cost
2105630.57
Base Unrealized Gain Loss
-40215.02
Base Accrued Interest
0
Local Market Value
2065415.55
Local Total Cost Amount
2105630.57
Local Unrealized Gain Loss
-40215.02
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 MA3663
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3663
Security Description
3.5% 20 May 2046
Maturity Date
2046-05-20T00:00:00.000
Interest Rate
3.5
Original Face
2350000.00
Shares Par Value
2000032.90
Base Market Value
2073774.11
Base Total Cost
2123954.72
Base Unrealized Gain Loss
-50180.61
Base Accrued Interest
0
Local Market Value
2073774.11
Local Total Cost Amount
2123954.72
Local Unrealized Gain Loss
-50180.61
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: FED HM LN PC POOL G08710
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08710
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
2003000.00
Shares Par Value
1862695.62
Base Market Value
1859882.95
Base Total Cost
1844650.76
Base Unrealized Gain Loss
15232.19
Base Accrued Interest
0
Local Market Value
1859882.95
Local Total Cost Amount
1844650.76
Local Unrealized Gain Loss
15232.19
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 G08711
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08711
Security Description
3.5% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3.5
Original Face
3400000.00
Shares Par Value
3061318.62
Base Market Value
3147433.51
Base Total Cost
3190984.45
Base Unrealized Gain Loss
-43550.94
Base Accrued Interest
0
Local Market Value
3147433.51
Local Total Cost Amount
3190984.45
Local Unrealized Gain Loss
-43550.94
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 AT5925
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT5925
Security Description
3% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
3
Original Face
3325000.00
Shares Par Value
1931691.53
Base Market Value
1983982.42
Base Total Cost
2016806.69
Base Unrealized Gain Loss
-32824.27
Base Accrued Interest
0
Local Market Value
1983982.42
Local Total Cost Amount
2016806.69
Local Unrealized Gain Loss
-32824.27
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 G06061
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06061
Security Description
4% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
4
Original Face
338235.00
Shares Par Value
113965.15
Base Market Value
120718.72
Base Total Cost
118630.60
Base Unrealized Gain Loss
2088.12
Base Accrued Interest
0
Local Market Value
120718.72
Local Total Cost Amount
118630.60
Local Unrealized Gain Loss
2088.12
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 MA1223
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1223
Security Description
3% 20 Aug 2043
Maturity Date
2043-08-20T00:00:00.000
Interest Rate
3
Original Face
4750000.00
Shares Par Value
3000129.21
Base Market Value
3042041.02
Base Total Cost
3103258.66
Base Unrealized Gain Loss
-61217.64
Base Accrued Interest
0
Local Market Value
3042041.02
Local Total Cost Amount
3103258.66
Local Unrealized Gain Loss
-61217.64
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 AS2983
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS2983
Security Description
3% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
3
Original Face
725000.00
Shares Par Value
445503.47
Base Market Value
457563.25
Base Total Cost
462488.31
Base Unrealized Gain Loss
-4925.06
Base Accrued Interest
0
Local Market Value
457563.25
Local Total Cost Amount
462488.31
Local Unrealized Gain Loss
-4925.06
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AX4923
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX4923
Security Description
2.5% 01 Dec 2029
Maturity Date
2029-12-01T00:00:00.000
Interest Rate
2.5
Original Face
680000.00
Shares Par Value
458597.11
Base Market Value
462609.83
Base Total Cost
468987.21
Base Unrealized Gain Loss
-6377.38
Base Accrued Interest
0
Local Market Value
462609.83
Local Total Cost Amount
468987.21
Local Unrealized Gain Loss
-6377.38
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: GNMA II POOL MA2520
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2520
Security Description
3% 20 Jan 2045
Maturity Date
2045-01-20T00:00:00.000
Interest Rate
3
Original Face
3125000.00
Shares Par Value
2079463.56
Base Market Value
2102628.78
Base Total Cost
2123327.24
Base Unrealized Gain Loss
-20698.46
Base Accrued Interest
0
Local Market Value
2102628.78
Local Total Cost Amount
2123327.24
Local Unrealized Gain Loss
-20698.46
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: GNMA II POOL MA2521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2521
Security Description
3.5% 20 Jan 2045
Maturity Date
2045-01-20T00:00:00.000
Interest Rate
3.5
Original Face
3200000.00
Shares Par Value
1669323.68
Base Market Value
1730871.64
Base Total Cost
1754224.43
Base Unrealized Gain Loss
-23352.79
Base Accrued Interest
0
Local Market Value
1730871.64
Local Total Cost Amount
1754224.43
Local Unrealized Gain Loss
-23352.79
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 AB3738
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB3738
Security Description
3.5% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
3.5
Original Face
9550000.00
Shares Par Value
2781650.56
Base Market Value
2869940.15
Base Total Cost
2901367.29
Base Unrealized Gain Loss
-31427.14
Base Accrued Interest
0
Local Market Value
2869940.15
Local Total Cost Amount
2901367.29
Local Unrealized Gain Loss
-31427.14
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 AD0446
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0446
Security Description
1% 01 Dec 2028
Maturity Date
2028-12-01T00:00:00.000
Interest Rate
6.5
Original Face
2681930.00
Shares Par Value
272787.98
Base Market Value
310460.00
Base Total Cost
311063.56
Base Unrealized Gain Loss
-603.56
Base Accrued Interest
0
Local Market Value
310460.00
Local Total Cost Amount
311063.56
Local Unrealized Gain Loss
-603.56
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: GNMA II POOL MA2601
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2601
Security Description
3.5% 20 Feb 2045
Maturity Date
2045-02-20T00:00:00.000
Interest Rate
3.5
Original Face
1400000.00
Shares Par Value
749043.54
Base Market Value
776660.78
Base Total Cost
780702.31
Base Unrealized Gain Loss
-4041.53
Base Accrued Interest
0
Local Market Value
776660.78
Local Total Cost Amount
780702.31
Local Unrealized Gain Loss
-4041.53
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
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