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Office of The Comptroller: Police Retirement System Holdings Data

This dataset sets forth the Police 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 dy3p-ay2d 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 A14797
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A14797
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
263000.00
Shares Par Value
10438.99
Base Market Value
11500.84
Base Total Cost
10339.51
Base Unrealized Gain Loss
1161.33
Base Accrued Interest
0
Local Market Value
11500.84
Local Total Cost Amount
10339.51
Local Unrealized Gain Loss
1161.33
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: FED HM LN PC POOL A15940
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A15940
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
75000.00
Shares Par Value
1020.03
Base Market Value
1123.79
Base Total Cost
1117.58
Base Unrealized Gain Loss
6.21
Base Accrued Interest
0
Local Market Value
1123.79
Local Total Cost Amount
1117.58
Local Unrealized Gain Loss
6.21
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A16474
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A16474
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
143000.00
Shares Par Value
6568.71
Base Market Value
7363.85
Base Total Cost
6494.56
Base Unrealized Gain Loss
869.29
Base Accrued Interest
0
Local Market Value
7363.85
Local Total Cost Amount
6494.56
Local Unrealized Gain Loss
869.29
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 A17577
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A17577
Security Description
5.5% 01 Jan 2034
Maturity Date
2034-01-01T00:00:00.000
Interest Rate
5.5
Original Face
250000.00
Shares Par Value
10428.25
Base Market Value
11652.53
Base Total Cost
10405.42
Base Unrealized Gain Loss
1247.11
Base Accrued Interest
0
Local Market Value
11652.53
Local Total Cost Amount
10405.42
Local Unrealized Gain Loss
1247.11
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 A23336
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A23336
Security Description
5% 01 Apr 2034
Maturity Date
2034-04-01T00:00:00.000
Interest Rate
5
Original Face
1817483.00
Shares Par Value
200739.71
Base Market Value
218840.41
Base Total Cost
215826.55
Base Unrealized Gain Loss
3013.86
Base Accrued Interest
0
Local Market Value
218840.41
Local Total Cost Amount
215826.55
Local Unrealized Gain Loss
3013.86
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 A24611
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A24611
Security Description
4.5% 01 Jun 2034
Maturity Date
2034-06-01T00:00:00.000
Interest Rate
4.5
Original Face
83506.00
Shares Par Value
6251.18
Base Market Value
6726.58
Base Total Cost
5971.84
Base Unrealized Gain Loss
754.74
Base Accrued Interest
0
Local Market Value
6726.58
Local Total Cost Amount
5971.84
Local Unrealized Gain Loss
754.74
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
133333.00
Base Market Value
133333.00
Base Total Cost
133333.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
133333.00
Local Total Cost Amount
133333.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A26079
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A26079
Security Description
5.5% 01 Jan 2034
Maturity Date
2034-01-01T00:00:00.000
Interest Rate
5.5
Original Face
690000.00
Shares Par Value
62171.08
Base Market Value
69500.43
Base Total Cost
62117.65
Base Unrealized Gain Loss
7382.78
Base Accrued Interest
0
Local Market Value
69500.43
Local Total Cost Amount
62117.65
Local Unrealized Gain Loss
7382.78
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 A32689
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A32689
Security Description
5.5% 01 Apr 2035
Maturity Date
2035-04-01T00:00:00.000
Interest Rate
5.5
Original Face
500526.00
Shares Par Value
10101.40
Base Market Value
11316.30
Base Total Cost
10858.97
Base Unrealized Gain Loss
457.33
Base Accrued Interest
0
Local Market Value
11316.30
Local Total Cost Amount
10858.97
Local Unrealized Gain Loss
457.33
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: FED HM LN PC POOL A39613
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A39613
Security Description
5% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
5
Original Face
467931.00
Shares Par Value
26660.65
Base Market Value
29148.36
Base Total Cost
25906.67
Base Unrealized Gain Loss
3241.69
Base Accrued Interest
0
Local Market Value
29148.36
Local Total Cost Amount
25906.67
Local Unrealized Gain Loss
3241.69
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: FED HM LN PC POOL A45378
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A45378
Security Description
6% 01 Jun 2035
Maturity Date
2035-06-01T00:00:00.000
Interest Rate
6
Original Face
5767342.00
Shares Par Value
164125.69
Base Market Value
184421.47
Base Total Cost
178102.01
Base Unrealized Gain Loss
6319.46
Base Accrued Interest
0
Local Market Value
184421.47
Local Total Cost Amount
178102.01
Local Unrealized Gain Loss
6319.46
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 A46663
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A46663
Security Description
5% 01 Aug 2035
Maturity Date
2035-08-01T00:00:00.000
Interest Rate
5
Original Face
2050000.00
Shares Par Value
76975.18
Base Market Value
84092.31
Base Total Cost
83157.23
Base Unrealized Gain Loss
935.08
Base Accrued Interest
0
Local Market Value
84092.31
Local Total Cost Amount
83157.23
Local Unrealized Gain Loss
935.08
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 A47828
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A47828
Security Description
3.5% 01 Aug 2035
Maturity Date
2035-08-01T00:00:00.000
Interest Rate
3.5
Original Face
396644.00
Shares Par Value
136703.62
Base Market Value
141694.67
Base Total Cost
140313.45
Base Unrealized Gain Loss
1381.22
Base Accrued Interest
0
Local Market Value
141694.67
Local Total Cost Amount
140313.45
Local Unrealized Gain Loss
1381.22
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 A48061
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A48061
Security Description
6% 01 Jan 2036
Maturity Date
2036-01-01T00:00:00.000
Interest Rate
6
Original Face
45726.00
Shares Par Value
3721.44
Base Market Value
4222.68
Base Total Cost
4038.35
Base Unrealized Gain Loss
184.33
Base Accrued Interest
0
Local Market Value
4222.68
Local Total Cost Amount
4038.35
Local Unrealized Gain Loss
184.33
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: FED HM LN PC POOL A61985
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A61985
Security Description
6% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
6
Original Face
3341682.00
Shares Par Value
50885.06
Base Market Value
57228.90
Base Total Cost
55808.59
Base Unrealized Gain Loss
1420.31
Base Accrued Interest
0
Local Market Value
57228.90
Local Total Cost Amount
55808.59
Local Unrealized Gain Loss
1420.31
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: FED HM LN PC POOL A64401
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A64401
Security Description
6% 01 Aug 2037
Maturity Date
2037-08-01T00:00:00.000
Interest Rate
6
Original Face
6756620.00
Shares Par Value
196190.08
Base Market Value
220723.65
Base Total Cost
212919.89
Base Unrealized Gain Loss
7803.76
Base Accrued Interest
0
Local Market Value
220723.65
Local Total Cost Amount
212919.89
Local Unrealized Gain Loss
7803.76
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 A65518
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A65518
Security Description
6% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
6
Original Face
1926204.00
Shares Par Value
24777.86
Base Market Value
27889.46
Base Total Cost
26883.99
Base Unrealized Gain Loss
1005.47
Base Accrued Interest
0
Local Market Value
27889.46
Local Total Cost Amount
26883.99
Local Unrealized Gain Loss
1005.47
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 A70638
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A70638
Security Description
6% 01 Dec 2037
Maturity Date
2037-12-01T00:00:00.000
Interest Rate
6
Original Face
585253.00
Shares Par Value
11367.83
Base Market Value
12773.58
Base Total Cost
13411.96
Base Unrealized Gain Loss
-638.38
Base Accrued Interest
0
Local Market Value
12773.58
Local Total Cost Amount
13411.96
Local Unrealized Gain Loss
-638.38
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A72047
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A72047
Security Description
5% 01 Jan 2038
Maturity Date
2038-01-01T00:00:00.000
Interest Rate
5
Original Face
6709244.00
Shares Par Value
323806.36
Base Market Value
354354.25
Base Total Cost
350318.00
Base Unrealized Gain Loss
4036.25
Base Accrued Interest
0
Local Market Value
354354.25
Local Total Cost Amount
350318.00
Local Unrealized Gain Loss
4036.25
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 A72300
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A72300
Security Description
6% 01 Jan 2038
Maturity Date
2038-01-01T00:00:00.000
Interest Rate
6
Original Face
1452698.00
Shares Par Value
31607.77
Base Market Value
35663.68
Base Total Cost
34294.43
Base Unrealized Gain Loss
1369.25
Base Accrued Interest
0
Local Market Value
35663.68
Local Total Cost Amount
34294.43
Local Unrealized Gain Loss
1369.25
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 A76467
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A76467
Security Description
6% 01 Apr 2038
Maturity Date
2038-04-01T00:00:00.000
Interest Rate
6
Original Face
61181.00
Shares Par Value
1606.91
Base Market Value
1805.62
Base Total Cost
1746.70
Base Unrealized Gain Loss
58.92
Base Accrued Interest
0
Local Market Value
1805.62
Local Total Cost Amount
1746.70
Local Unrealized Gain Loss
58.92
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 A76514
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A76514
Security Description
6% 01 May 2038
Maturity Date
2038-05-01T00:00:00.000
Interest Rate
6
Original Face
70266.00
Shares Par Value
1712.08
Base Market Value
1923.80
Base Total Cost
1860.29
Base Unrealized Gain Loss
63.51
Base Accrued Interest
0
Local Market Value
1923.80
Local Total Cost Amount
1860.29
Local Unrealized Gain Loss
63.51
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A78032
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A78032
Security Description
5.5% 01 Jun 2038
Maturity Date
2038-06-01T00:00:00.000
Interest Rate
5.5
Original Face
245411.00
Shares Par Value
44416.48
Base Market Value
49223.68
Base Total Cost
47806.70
Base Unrealized Gain Loss
1416.98
Base Accrued Interest
0
Local Market Value
49223.68
Local Total Cost Amount
47806.70
Local Unrealized Gain Loss
1416.98
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 A80772
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A80772
Security Description
6% 01 Aug 2038
Maturity Date
2038-08-01T00:00:00.000
Interest Rate
6
Original Face
1473470.00
Shares Par Value
73374.21
Base Market Value
82975.96
Base Total Cost
80895.08
Base Unrealized Gain Loss
2080.88
Base Accrued Interest
0
Local Market Value
82975.96
Local Total Cost Amount
80895.08
Local Unrealized Gain Loss
2080.88
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A85730
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A85730
Security Description
5% 01 Apr 2039
Maturity Date
2039-04-01T00:00:00.000
Interest Rate
5
Original Face
1149716.00
Shares Par Value
34738.77
Base Market Value
37868.73
Base Total Cost
38310.35
Base Unrealized Gain Loss
-441.62
Base Accrued Interest
0
Local Market Value
37868.73
Local Total Cost Amount
38310.35
Local Unrealized Gain Loss
-441.62
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL 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
975000.00
Shares Par Value
96711.37
Base Market Value
105357.37
Base Total Cost
106775.39
Base Unrealized Gain Loss
-1418.02
Base Accrued Interest
0
Local Market Value
105357.37
Local Total Cost Amount
106775.39
Local Unrealized Gain Loss
-1418.02
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: FED HM LN PC POOL A90196
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A90196
Security Description
4.5% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
4.5
Original Face
1445378.00
Shares Par Value
228483.43
Base Market Value
245715.65
Base Total Cost
248047.33
Base Unrealized Gain Loss
-2331.68
Base Accrued Interest
0
Local Market Value
245715.65
Local Total Cost Amount
248047.33
Local Unrealized Gain Loss
-2331.68
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 A90319
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A90319
Security Description
5% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
5
Original Face
600000.00
Shares Par Value
133819.77
Base Market Value
147526.93
Base Total Cost
149627.22
Base Unrealized Gain Loss
-2100.29
Base Accrued Interest
0
Local Market Value
147526.93
Local Total Cost Amount
149627.22
Local Unrealized Gain Loss
-2100.29
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 A93010
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A93010
Security Description
4.5% 01 Jul 2040
Maturity Date
2040-07-01T00:00:00.000
Interest Rate
4.5
Original Face
445946.00
Shares Par Value
49263.00
Base Market Value
52970.53
Base Total Cost
53535.01
Base Unrealized Gain Loss
-564.48
Base Accrued Interest
0
Local Market Value
52970.53
Local Total Cost Amount
53535.01
Local Unrealized Gain Loss
-564.48
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 A93534
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A93534
Security Description
4% 01 Aug 2040
Maturity Date
2040-08-01T00:00:00.000
Interest Rate
4
Original Face
1573077.00
Shares Par Value
250463.64
Base Market Value
264462.05
Base Total Cost
265178.39
Base Unrealized Gain Loss
-716.34
Base Accrued Interest
0
Local Market Value
264462.05
Local Total Cost Amount
265178.39
Local Unrealized Gain Loss
-716.34
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 A94362
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A94362
Security Description
4% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
4
Original Face
3817000.00
Shares Par Value
1409976.89
Base Market Value
1501329.29
Base Total Cost
1504269.10
Base Unrealized Gain Loss
-2939.81
Base Accrued Interest
1879.97
Local Market Value
1501329.29
Local Total Cost Amount
1504269.10
Local Unrealized Gain Loss
-2939.81
Local Accrued Interest
1879.97
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 A94779
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A94779
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
268808.00
Shares Par Value
116215.08
Base Market Value
123745.82
Base Total Cost
122507.02
Base Unrealized Gain Loss
1238.80
Base Accrued Interest
0
Local Market Value
123745.82
Local Total Cost Amount
122507.02
Local Unrealized Gain Loss
1238.80
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: FED HM LN PC POOL A94977
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A94977
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
450581.00
Shares Par Value
165310.66
Base Market Value
176022.79
Base Total Cost
174260.69
Base Unrealized Gain Loss
1762.10
Base Accrued Interest
0
Local Market Value
176022.79
Local Total Cost Amount
174260.69
Local Unrealized Gain Loss
1762.10
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: FED HM LN PC POOL A95144
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A95144
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
282870.00
Shares Par Value
111181.08
Base Market Value
118384.50
Base Total Cost
117200.49
Base Unrealized Gain Loss
1184.01
Base Accrued Interest
0
Local Market Value
118384.50
Local Total Cost Amount
117200.49
Local Unrealized Gain Loss
1184.01
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A95582
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A95582
Security Description
4% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
4
Original Face
1000000.00
Shares Par Value
336781.90
Base Market Value
355611.38
Base Total Cost
355041.79
Base Unrealized Gain Loss
569.59
Base Accrued Interest
0
Local Market Value
355611.38
Local Total Cost Amount
355041.79
Local Unrealized Gain Loss
569.59
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: FED HM LN PC POOL A95821
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A95821
Security Description
4% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
4
Original Face
117826.00
Shares Par Value
55435.24
Base Market Value
59178.23
Base Total Cost
57981.77
Base Unrealized Gain Loss
1196.46
Base Accrued Interest
0
Local Market Value
59178.23
Local Total Cost Amount
57981.77
Local Unrealized Gain Loss
1196.46
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 A95923
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A95923
Security Description
4% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
4
Original Face
289230.00
Shares Par Value
118040.59
Base Market Value
125689.62
Base Total Cost
124431.39
Base Unrealized Gain Loss
1258.23
Base Accrued Interest
0
Local Market Value
125689.62
Local Total Cost Amount
124431.39
Local Unrealized Gain Loss
1258.23
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 B13305
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL B13305
Security Description
4.5% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
4.5
Original Face
107799.00
Shares Par Value
1291.79
Base Market Value
1320.52
Base Total Cost
1380.55
Base Unrealized Gain Loss
-60.03
Base Accrued Interest
0
Local Market Value
1320.52
Local Total Cost Amount
1380.55
Local Unrealized Gain Loss
-60.03
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 C01552
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C01552
Security Description
5.5% 01 May 2033
Maturity Date
2033-05-01T00:00:00.000
Interest Rate
5.5
Original Face
420000.00
Shares Par Value
14394.63
Base Market Value
16094.06
Base Total Cost
14384.51
Base Unrealized Gain Loss
1709.55
Base Accrued Interest
0
Local Market Value
16094.06
Local Total Cost Amount
14384.51
Local Unrealized Gain Loss
1709.55
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 C03027
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C03027
Security Description
6% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
6
Original Face
1147963.00
Shares Par Value
85721.80
Base Market Value
97797.43
Base Total Cost
93146.53
Base Unrealized Gain Loss
4650.90
Base Accrued Interest
0
Local Market Value
97797.43
Local Total Cost Amount
93146.53
Local Unrealized Gain Loss
4650.90
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: FED HM LN PC POOL C03424
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C03424
Security Description
6% 01 Oct 2039
Maturity Date
2039-10-01T00:00:00.000
Interest Rate
6
Original Face
741350.00
Shares Par Value
101639.54
Base Market Value
114366.84
Base Total Cost
108603.45
Base Unrealized Gain Loss
5763.39
Base Accrued Interest
0
Local Market Value
114366.84
Local Total Cost Amount
108603.45
Local Unrealized Gain Loss
5763.39
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 C03466
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C03466
Security Description
5.5% 01 Mar 2040
Maturity Date
2040-03-01T00:00:00.000
Interest Rate
5.5
Original Face
1155864.00
Shares Par Value
138058.49
Base Market Value
153012.99
Base Total Cost
153568.50
Base Unrealized Gain Loss
-555.51
Base Accrued Interest
0
Local Market Value
153012.99
Local Total Cost Amount
153568.50
Local Unrealized Gain Loss
-555.51
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL C03811
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C03811
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1386360.00
Shares Par Value
793239.52
Base Market Value
821661.29
Base Total Cost
802690.22
Base Unrealized Gain Loss
18971.07
Base Accrued Interest
0
Local Market Value
821661.29
Local Total Cost Amount
802690.22
Local Unrealized Gain Loss
18971.07
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 C04320
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C04320
Security Description
3% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3
Original Face
2573982.00
Shares Par Value
1765009.14
Base Market Value
1771574.97
Base Total Cost
1833403.25
Base Unrealized Gain Loss
-61828.28
Base Accrued Interest
0
Local Market Value
1771574.97
Local Total Cost Amount
1833403.25
Local Unrealized Gain Loss
-61828.28
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL C09042
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C09042
Security Description
3.5% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3.5
Original Face
450000.00
Shares Par Value
259128.34
Base Market Value
267363.44
Base Total Cost
264958.73
Base Unrealized Gain Loss
2404.71
Base Accrued Interest
0
Local Market Value
267363.44
Local Total Cost Amount
264958.73
Local Unrealized Gain Loss
2404.71
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 C62757
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C62757
Security Description
5.5% 01 Jan 2032
Maturity Date
2032-01-01T00:00:00.000
Interest Rate
5.5
Original Face
613000.00
Shares Par Value
13693.92
Base Market Value
15088.51
Base Total Cost
13685.36
Base Unrealized Gain Loss
1403.15
Base Accrued Interest
0
Local Market Value
15088.51
Local Total Cost Amount
13685.36
Local Unrealized Gain Loss
1403.15
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL C75191
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C75191
Security Description
5.5% 01 Jan 2033
Maturity Date
2033-01-01T00:00:00.000
Interest Rate
5.5
Original Face
250000.00
Shares Par Value
3065.90
Base Market Value
3421.02
Base Total Cost
3056.34
Base Unrealized Gain Loss
364.68
Base Accrued Interest
0
Local Market Value
3421.02
Local Total Cost Amount
3056.34
Local Unrealized Gain Loss
364.68
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 C75679
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C75679
Security Description
5.5% 01 Jan 2033
Maturity Date
2033-01-01T00:00:00.000
Interest Rate
5.5
Original Face
224000.00
Shares Par Value
13854.84
Base Market Value
15472.53
Base Total Cost
13811.54
Base Unrealized Gain Loss
1660.99
Base Accrued Interest
0
Local Market Value
15472.53
Local Total Cost Amount
13811.54
Local Unrealized Gain Loss
1660.99
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 C90683
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C90683
Security Description
5% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
5
Original Face
1930508.00
Shares Par Value
53392.95
Base Market Value
57959.12
Base Total Cost
58461.12
Base Unrealized Gain Loss
-502.00
Base Accrued Interest
0
Local Market Value
57959.12
Local Total Cost Amount
58461.12
Local Unrealized Gain Loss
-502.00
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 C91195
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C91195
Security Description
5.5% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
5.5
Original Face
2091970.00
Shares Par Value
68881.82
Base Market Value
75888.48
Base Total Cost
74349.31
Base Unrealized Gain Loss
1539.17
Base Accrued Interest
0
Local Market Value
75888.48
Local Total Cost Amount
74349.31
Local Unrealized Gain Loss
1539.17
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
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