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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 AX3703
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX3703
Security Description
4% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
4
Original Face
2750000.00
Shares Par Value
1908120.94
Base Market Value
2013086.67
Base Total Cost
2045863.43
Base Unrealized Gain Loss
-32776.76
Base Accrued Interest
0
Local Market Value
2013086.67
Local Total Cost Amount
2045863.43
Local Unrealized Gain Loss
-32776.76
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 A96388
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A96388
Security Description
4.5% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
4.5
Original Face
1769712.00
Shares Par Value
503299.49
Base Market Value
541238.21
Base Total Cost
546040.63
Base Unrealized Gain Loss
-4802.42
Base Accrued Interest
0
Local Market Value
541238.21
Local Total Cost Amount
546040.63
Local Unrealized Gain Loss
-4802.42
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 AS1338
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1338
Security Description
5% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
5
Original Face
35014.00
Shares Par Value
15397.75
Base Market Value
16826.05
Base Total Cost
16807.61
Base Unrealized Gain Loss
18.44
Base Accrued Interest
0
Local Market Value
16826.05
Local Total Cost Amount
16807.61
Local Unrealized Gain Loss
18.44
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 MA2679
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2679
Security Description
4% 20 Mar 2045
Maturity Date
2045-03-20T00:00:00.000
Interest Rate
4
Original Face
4500000.00
Shares Par Value
2507038.25
Base Market Value
2640212.12
Base Total Cost
2668637.77
Base Unrealized Gain Loss
-28425.65
Base Accrued Interest
0
Local Market Value
2640212.12
Local Total Cost Amount
2668637.77
Local Unrealized Gain Loss
-28425.65
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 MA2680
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2680
Security Description
4.5% 20 Mar 2045
Maturity Date
2045-03-20T00:00:00.000
Interest Rate
4.5
Original Face
2116662.00
Shares Par Value
853884.63
Base Market Value
907995.30
Base Total Cost
920241.51
Base Unrealized Gain Loss
-12246.21
Base Accrued Interest
0
Local Market Value
907995.30
Local Total Cost Amount
920241.51
Local Unrealized Gain Loss
-12246.21
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 AS4660
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4660
Security Description
2.5% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
2.5
Original Face
2375000.00
Shares Par Value
1790585.22
Base Market Value
1806288.65
Base Total Cost
1827516.05
Base Unrealized Gain Loss
-21227.40
Base Accrued Interest
0
Local Market Value
1806288.65
Local Total Cost Amount
1827516.05
Local Unrealized Gain Loss
-21227.40
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: FNMA POOL AX9538
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX9538
Security Description
3% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
3
Original Face
425000.00
Shares Par Value
329876.49
Base Market Value
338981.08
Base Total Cost
343226.18
Base Unrealized Gain Loss
-4245.10
Base Accrued Interest
0
Local Market Value
338981.08
Local Total Cost Amount
343226.18
Local Unrealized Gain Loss
-4245.10
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G07459
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07459
Security Description
3.5% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3.5
Original Face
4100000.00
Shares Par Value
2545427.85
Base Market Value
2626474.27
Base Total Cost
2657684.60
Base Unrealized Gain Loss
-31210.33
Base Accrued Interest
0
Local Market Value
2626474.27
Local Total Cost Amount
2657684.60
Local Unrealized Gain Loss
-31210.33
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 AL6763
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6763
Security Description
1% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
3
Original Face
1385000.00
Shares Par Value
1010624.24
Base Market Value
1037981.84
Base Total Cost
1053247.13
Base Unrealized Gain Loss
-15265.29
Base Accrued Interest
0
Local Market Value
1037981.84
Local Total Cost Amount
1053247.13
Local Unrealized Gain Loss
-15265.29
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 G60038
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60038
Security Description
3.5% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
2000000.00
Shares Par Value
1416714.16
Base Market Value
1461794.00
Base Total Cost
1462978.73
Base Unrealized Gain Loss
-1184.73
Base Accrued Interest
0
Local Market Value
1461794.00
Local Total Cost Amount
1462978.73
Local Unrealized Gain Loss
-1184.73
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q01726
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q01726
Security Description
5% 01 Jul 2041
Maturity Date
2041-07-01T00:00:00.000
Interest Rate
5
Original Face
2958789.00
Shares Par Value
650729.39
Base Market Value
712008.58
Base Total Cost
723123.06
Base Unrealized Gain Loss
-11114.48
Base Accrued Interest
0
Local Market Value
712008.58
Local Total Cost Amount
723123.06
Local Unrealized Gain Loss
-11114.48
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: FED HM LN PC POOL G07997
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07997
Security Description
5.5% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
5.5
Original Face
25305.00
Shares Par Value
11055.20
Base Market Value
12259.44
Base Total Cost
12479.42
Base Unrealized Gain Loss
-219.98
Base Accrued Interest
0
Local Market Value
12259.44
Local Total Cost Amount
12479.42
Local Unrealized Gain Loss
-219.98
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 G60089
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60089
Security Description
5.5% 01 Feb 2040
Maturity Date
2040-02-01T00:00:00.000
Interest Rate
5.5
Original Face
975493.00
Shares Par Value
540809.96
Base Market Value
605463.79
Base Total Cost
610481.48
Base Unrealized Gain Loss
-5017.69
Base Accrued Interest
0
Local Market Value
605463.79
Local Total Cost Amount
610481.48
Local Unrealized Gain Loss
-5017.69
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 AB9260
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9260
Security Description
3.5% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3.5
Original Face
2800000.00
Shares Par Value
1444139.79
Base Market Value
1486886.33
Base Total Cost
1488817.87
Base Unrealized Gain Loss
-1931.54
Base Accrued Interest
0
Local Market Value
1486886.33
Local Total Cost Amount
1488817.87
Local Unrealized Gain Loss
-1931.54
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 AL6432
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6432
Security Description
1% 01 Jan 2045
Maturity Date
2045-01-01T00:00:00.000
Interest Rate
4
Original Face
2750000.00
Shares Par Value
1913773.21
Base Market Value
2012734.42
Base Total Cost
2034722.71
Base Unrealized Gain Loss
-21988.29
Base Accrued Interest
0
Local Market Value
2012734.42
Local Total Cost Amount
2034722.71
Local Unrealized Gain Loss
-21988.29
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 AY3407
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY3407
Security Description
2.5% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
2.5
Original Face
2375000.00
Shares Par Value
1863354.80
Base Market Value
1879677.79
Base Total Cost
1891013.98
Base Unrealized Gain Loss
-11336.19
Base Accrued Interest
0
Local Market Value
1879677.79
Local Total Cost Amount
1891013.98
Local Unrealized Gain Loss
-11336.19
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 AS5182
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5182
Security Description
3.5% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
3.5
Original Face
3775000.00
Shares Par Value
2539057.37
Base Market Value
2609389.26
Base Total Cost
2615625.82
Base Unrealized Gain Loss
-6236.56
Base Accrued Interest
0
Local Market Value
2609389.26
Local Total Cost Amount
2615625.82
Local Unrealized Gain Loss
-6236.56
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: FNMA POOL AU1619
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU1619
Security Description
3.5% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3.5
Original Face
7225000.00
Shares Par Value
4828534.55
Base Market Value
4969527.76
Base Total Cost
5081278.15
Base Unrealized Gain Loss
-111750.39
Base Accrued Interest
0
Local Market Value
4969527.76
Local Total Cost Amount
5081278.15
Local Unrealized Gain Loss
-111750.39
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Z60015
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Z60015
Security Description
5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5
Original Face
450489.00
Shares Par Value
249390.78
Base Market Value
270718.68
Base Total Cost
272225.64
Base Unrealized Gain Loss
-1506.96
Base Accrued Interest
0
Local Market Value
270718.68
Local Total Cost Amount
272225.64
Local Unrealized Gain Loss
-1506.96
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: FED HM LN PC POOL A87250
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A87250
Security Description
5% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
5
Original Face
2250000.00
Shares Par Value
223180.09
Base Market Value
243132.39
Base Total Cost
246404.76
Base Unrealized Gain Loss
-3272.37
Base Accrued Interest
0
Local Market Value
243132.39
Local Total Cost Amount
246404.76
Local Unrealized Gain Loss
-3272.37
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q34590
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q34590
Security Description
3% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
3
Original Face
1875000.00
Shares Par Value
1615855.91
Base Market Value
1613415.97
Base Total Cost
1619895.56
Base Unrealized Gain Loss
-6479.59
Base Accrued Interest
0
Local Market Value
1613415.97
Local Total Cost Amount
1619895.56
Local Unrealized Gain Loss
-6479.59
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 AL2614
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2614
Security Description
1% 01 Nov 2042
Maturity Date
2042-11-01T00:00:00.000
Interest Rate
3.5
Original Face
5250000.00
Shares Par Value
3063291.05
Base Market Value
3158467.50
Base Total Cost
3163805.29
Base Unrealized Gain Loss
-5337.79
Base Accrued Interest
0
Local Market Value
3158467.50
Local Total Cost Amount
3163805.29
Local Unrealized Gain Loss
-5337.79
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: GNMA II POOL MA2962
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2962
Security Description
4% 20 Jul 2045
Maturity Date
2045-07-20T00:00:00.000
Interest Rate
4
Original Face
3385000.00
Shares Par Value
1969521.83
Base Market Value
2074142.83
Base Total Cost
2108003.86
Base Unrealized Gain Loss
-33861.03
Base Accrued Interest
0
Local Market Value
2074142.83
Local Total Cost Amount
2108003.86
Local Unrealized Gain Loss
-33861.03
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 MA2960
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA2960
Security Description
3% 20 Jul 2045
Maturity Date
2045-07-20T00:00:00.000
Interest Rate
3
Original Face
4198736.00
Shares Par Value
3320561.00
Base Market Value
3357552.05
Base Total Cost
3361825.51
Base Unrealized Gain Loss
-4273.46
Base Accrued Interest
0
Local Market Value
3357552.05
Local Total Cost Amount
3361825.51
Local Unrealized Gain Loss
-4273.46
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 G60069
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60069
Security Description
3% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
3
Original Face
250000.00
Shares Par Value
203444.25
Base Market Value
204087.13
Base Total Cost
201981.97
Base Unrealized Gain Loss
2105.16
Base Accrued Interest
0
Local Market Value
204087.13
Local Total Cost Amount
201981.97
Local Unrealized Gain Loss
2105.16
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 783976
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 783976
Security Description
3.5% 20 Apr 2043
Maturity Date
2043-04-20T00:00:00.000
Interest Rate
3.5
Original Face
4300000.00
Shares Par Value
2628157.51
Base Market Value
2733730.60
Base Total Cost
2766275.15
Base Unrealized Gain Loss
-32544.55
Base Accrued Interest
0
Local Market Value
2733730.60
Local Total Cost Amount
2766275.15
Local Unrealized Gain Loss
-32544.55
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 310159
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 310159
Security Description
1% 01 Nov 2043
Maturity Date
2043-11-01T00:00:00.000
Interest Rate
5
Original Face
3468394.00
Shares Par Value
1818933.82
Base Market Value
1985711.86
Base Total Cost
1985479.95
Base Unrealized Gain Loss
231.91
Base Accrued Interest
0
Local Market Value
1985711.86
Local Total Cost Amount
1985479.95
Local Unrealized Gain Loss
231.91
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AZ2169
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ2169
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
2350000.00
Shares Par Value
1780785.61
Base Market Value
1796367.48
Base Total Cost
1812227.60
Base Unrealized Gain Loss
-15860.12
Base Accrued Interest
0
Local Market Value
1796367.48
Local Total Cost Amount
1812227.60
Local Unrealized Gain Loss
-15860.12
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: FNMA POOL AS5444
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5444
Security Description
3% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
3
Original Face
1350000.00
Shares Par Value
1160809.25
Base Market Value
1163664.84
Base Total Cost
1180942.07
Base Unrealized Gain Loss
-17277.23
Base Accrued Interest
0
Local Market Value
1163664.84
Local Total Cost Amount
1180942.07
Local Unrealized Gain Loss
-17277.23
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: GNMA II POOL MA3033
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3033
Security Description
3% 20 Aug 2045
Maturity Date
2045-08-20T00:00:00.000
Interest Rate
3
Original Face
1396563.00
Shares Par Value
1139696.90
Base Market Value
1152393.12
Base Total Cost
1185819.01
Base Unrealized Gain Loss
-33425.89
Base Accrued Interest
0
Local Market Value
1152393.12
Local Total Cost Amount
1185819.01
Local Unrealized Gain Loss
-33425.89
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 G07477
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07477
Security Description
4% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
4
Original Face
5175000.00
Shares Par Value
2503797.48
Base Market Value
2643759.76
Base Total Cost
2663023.35
Base Unrealized Gain Loss
-19263.59
Base Accrued Interest
0
Local Market Value
2643759.76
Local Total Cost Amount
2663023.35
Local Unrealized Gain Loss
-19263.59
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 AS5405
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5405
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
1300000.00
Shares Par Value
1002100.45
Base Market Value
1010888.87
Base Total Cost
1032163.47
Base Unrealized Gain Loss
-21274.60
Base Accrued Interest
0
Local Market Value
1010888.87
Local Total Cost Amount
1032163.47
Local Unrealized Gain Loss
-21274.60
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 AT7207
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT7207
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
1400000.00
Shares Par Value
925595.12
Base Market Value
952696.55
Base Total Cost
959871.09
Base Unrealized Gain Loss
-7174.54
Base Accrued Interest
0
Local Market Value
952696.55
Local Total Cost Amount
959871.09
Local Unrealized Gain Loss
-7174.54
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 AS4374
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4374
Security Description
3.5% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
3.5
Original Face
1232490.00
Shares Par Value
1045642.36
Base Market Value
1077408.97
Base Total Cost
1084200.42
Base Unrealized Gain Loss
-6791.45
Base Accrued Interest
0
Local Market Value
1077408.97
Local Total Cost Amount
1084200.42
Local Unrealized Gain Loss
-6791.45
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q03348
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q03348
Security Description
4% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
4
Original Face
8180144.00
Shares Par Value
3315850.82
Base Market Value
3512547.09
Base Total Cost
3525163.89
Base Unrealized Gain Loss
-12616.80
Base Accrued Interest
0
Local Market Value
3512547.09
Local Total Cost Amount
3525163.89
Local Unrealized Gain Loss
-12616.80
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 AL3304
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3304
Security Description
1% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
3
Original Face
6700000.00
Shares Par Value
3199378.17
Base Market Value
3292544.06
Base Total Cost
3341574.41
Base Unrealized Gain Loss
-49030.35
Base Accrued Interest
0
Local Market Value
3292544.06
Local Total Cost Amount
3341574.41
Local Unrealized Gain Loss
-49030.35
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 G60174
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60174
Security Description
4% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
4
Original Face
3425000.00
Shares Par Value
2241428.95
Base Market Value
2366836.90
Base Total Cost
2384849.81
Base Unrealized Gain Loss
-18012.91
Base Accrued Interest
0
Local Market Value
2366836.90
Local Total Cost Amount
2384849.81
Local Unrealized Gain Loss
-18012.91
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 AS5617
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5617
Security Description
2.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
2450000.00
Shares Par Value
1986733.67
Base Market Value
2004137.46
Base Total Cost
2019328.53
Base Unrealized Gain Loss
-15191.07
Base Accrued Interest
0
Local Market Value
2004137.46
Local Total Cost Amount
2019328.53
Local Unrealized Gain Loss
-15191.07
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 Q35225
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q35225
Security Description
3.5% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
3.5
Original Face
975000.00
Shares Par Value
792354.20
Base Market Value
814643.12
Base Total Cost
830733.86
Base Unrealized Gain Loss
-16090.74
Base Accrued Interest
0
Local Market Value
814643.12
Local Total Cost Amount
830733.86
Local Unrealized Gain Loss
-16090.74
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: BALDWIN + LYONS INC CL B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BALDWIN + LYONS INC CL B
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
1900.00
Base Market Value
46550.00
Base Total Cost
47747.00
Base Unrealized Gain Loss
-1197.00
Base Accrued Interest
0
Local Market Value
46550.00
Local Total Cost Amount
47747.00
Local Unrealized Gain Loss
-1197.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
INSURANCE
Moody S Quality Rating
NA
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AZ4422
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ4422
Security Description
4% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
4
Original Face
1225000.00
Shares Par Value
956006.43
Base Market Value
1005441.52
Base Total Cost
1021433.12
Base Unrealized Gain Loss
-15991.60
Base Accrued Interest
0
Local Market Value
1005441.52
Local Total Cost Amount
1021433.12
Local Unrealized Gain Loss
-15991.60
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 AY6051
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY6051
Security Description
3.5% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
3.5
Original Face
2550000.00
Shares Par Value
2132456.60
Base Market Value
2191525.65
Base Total Cost
2229749.95
Base Unrealized Gain Loss
-38224.30
Base Accrued Interest
0
Local Market Value
2191525.65
Local Total Cost Amount
2229749.95
Local Unrealized Gain Loss
-38224.30
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL2714
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2714
Security Description
1% 01 Nov 2042
Maturity Date
2042-11-01T00:00:00.000
Interest Rate
3.5
Original Face
5000000.00
Shares Par Value
2849499.30
Base Market Value
2938033.24
Base Total Cost
2967486.36
Base Unrealized Gain Loss
-29453.12
Base Accrued Interest
0
Local Market Value
2938033.24
Local Total Cost Amount
2967486.36
Local Unrealized Gain Loss
-29453.12
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: FNMA POOL AS1764
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1764
Security Description
4% 01 Feb 2044
Maturity Date
2044-02-01T00:00:00.000
Interest Rate
4
Original Face
1250000.00
Shares Par Value
802692.33
Base Market Value
851841.18
Base Total Cost
839816.85
Base Unrealized Gain Loss
12024.33
Base Accrued Interest
0
Local Market Value
851841.18
Local Total Cost Amount
839816.85
Local Unrealized Gain Loss
12024.33
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AJ8124
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ8124
Security Description
4% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
4
Original Face
3525000.00
Shares Par Value
1485677.84
Base Market Value
1567390.12
Base Total Cost
1592460.94
Base Unrealized Gain Loss
-25070.82
Base Accrued Interest
0
Local Market Value
1567390.12
Local Total Cost Amount
1592460.94
Local Unrealized Gain Loss
-25070.82
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: GNMA II POOL MA1840
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA1840
Security Description
4.5% 20 Apr 2044
Maturity Date
2044-04-20T00:00:00.000
Interest Rate
4.5
Original Face
1800000.00
Shares Par Value
714167.82
Base Market Value
759424.63
Base Total Cost
776936.49
Base Unrealized Gain Loss
-17511.86
Base Accrued Interest
0
Local Market Value
759424.63
Local Total Cost Amount
776936.49
Local Unrealized Gain Loss
-17511.86
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AP2088
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AP2088
Security Description
4% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
4
Original Face
1165000.00
Shares Par Value
539476.18
Base Market Value
568936.97
Base Total Cost
558884.70
Base Unrealized Gain Loss
10052.27
Base Accrued Interest
0
Local Market Value
568936.97
Local Total Cost Amount
558884.70
Local Unrealized Gain Loss
10052.27
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: GNMA II POOL MA3243
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3243
Security Description
3% 20 Nov 2045
Maturity Date
2045-11-20T00:00:00.000
Interest Rate
3
Original Face
2700000.00
Shares Par Value
2158380.08
Base Market Value
2182424.43
Base Total Cost
2192215.68
Base Unrealized Gain Loss
-9791.25
Base Accrued Interest
0
Local Market Value
2182424.43
Local Total Cost Amount
2192215.68
Local Unrealized Gain Loss
-9791.25
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: GNMA II POOL MA3247
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA3247
Security Description
5% 20 Nov 2045
Maturity Date
2045-11-20T00:00:00.000
Interest Rate
5
Original Face
2506875.00
Shares Par Value
1188571.46
Base Market Value
1275491.69
Base Total Cost
1289321.47
Base Unrealized Gain Loss
-13829.78
Base Accrued Interest
0
Local Market Value
1275491.69
Local Total Cost Amount
1289321.47
Local Unrealized Gain Loss
-13829.78
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 Q26904
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26904
Security Description
4% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
4
Original Face
350000.00
Shares Par Value
181191.65
Base Market Value
190706.02
Base Total Cost
192459.51
Base Unrealized Gain Loss
-1753.49
Base Accrued Interest
0
Local Market Value
190706.02
Local Total Cost Amount
192459.51
Local Unrealized Gain Loss
-1753.49
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
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