Ask NYC Browse All Data Public Safety Transportation Health Buildings

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
DOWNLOAD CSV
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 D54433
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL D54433
Security Description
7.5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
7.5
Original Face
871642.00
Shares Par Value
22557.72
Base Market Value
23069.55
Base Total Cost
22292.21
Base Unrealized Gain Loss
777.34
Base Accrued Interest
0
Local Market Value
23069.55
Local Total Cost Amount
22292.21
Local Unrealized Gain Loss
777.34
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 G01563
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01563
Security Description
5.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
5.5
Original Face
4471616.00
Shares Par Value
97058.97
Base Market Value
108628.40
Base Total Cost
92087.89
Base Unrealized Gain Loss
16540.51
Base Accrued Interest
0
Local Market Value
108628.40
Local Total Cost Amount
92087.89
Local Unrealized Gain Loss
16540.51
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 G01771
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01771
Security Description
5.5% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5.5
Original Face
994000.00
Shares Par Value
44174.00
Base Market Value
49510.22
Base Total Cost
44011.81
Base Unrealized Gain Loss
5498.41
Base Accrued Interest
0
Local Market Value
49510.22
Local Total Cost Amount
44011.81
Local Unrealized Gain Loss
5498.41
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 G01818
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01818
Security Description
5% 01 May 2035
Maturity Date
2035-05-01T00:00:00.000
Interest Rate
5
Original Face
119330000.00
Shares Par Value
4412460.64
Base Market Value
4822466.48
Base Total Cost
4757184.11
Base Unrealized Gain Loss
65282.37
Base Accrued Interest
0
Local Market Value
4822466.48
Local Total Cost Amount
4757184.11
Local Unrealized Gain Loss
65282.37
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 G01838
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01838
Security Description
5% 01 Jul 2035
Maturity Date
2035-07-01T00:00:00.000
Interest Rate
5
Original Face
1000000.00
Shares Par Value
44817.11
Base Market Value
49109.69
Base Total Cost
49718.99
Base Unrealized Gain Loss
-609.30
Base Accrued Interest
0
Local Market Value
49109.69
Local Total Cost Amount
49718.99
Local Unrealized Gain Loss
-609.30
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 G02023
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02023
Security Description
5.5% 01 Jun 2035
Maturity Date
2035-06-01T00:00:00.000
Interest Rate
5.5
Original Face
317000.00
Shares Par Value
20208.19
Base Market Value
22638.43
Base Total Cost
20141.86
Base Unrealized Gain Loss
2496.57
Base Accrued Interest
0
Local Market Value
22638.43
Local Total Cost Amount
20141.86
Local Unrealized Gain Loss
2496.57
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 G02069
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02069
Security Description
5.5% 01 Mar 2036
Maturity Date
2036-03-01T00:00:00.000
Interest Rate
5.5
Original Face
6233000.00
Shares Par Value
235848.06
Base Market Value
263517.75
Base Total Cost
226819.51
Base Unrealized Gain Loss
36698.24
Base Accrued Interest
0
Local Market Value
263517.75
Local Total Cost Amount
226819.51
Local Unrealized Gain Loss
36698.24
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 G02199
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02199
Security Description
5% 01 Jun 2036
Maturity Date
2036-06-01T00:00:00.000
Interest Rate
5
Original Face
1144000.00
Shares Par Value
52425.99
Base Market Value
57308.42
Base Total Cost
49759.63
Base Unrealized Gain Loss
7548.79
Base Accrued Interest
0
Local Market Value
57308.42
Local Total Cost Amount
49759.63
Local Unrealized Gain Loss
7548.79
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G02596
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02596
Security Description
6% 01 Jan 2037
Maturity Date
2037-01-01T00:00:00.000
Interest Rate
6
Original Face
405914.00
Shares Par Value
10594.07
Base Market Value
12025.65
Base Total Cost
11458.31
Base Unrealized Gain Loss
567.34
Base Accrued Interest
0
Local Market Value
12025.65
Local Total Cost Amount
11458.31
Local Unrealized Gain Loss
567.34
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 G02681
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02681
Security Description
6% 01 Feb 2037
Maturity Date
2037-02-01T00:00:00.000
Interest Rate
6
Original Face
645700.00
Shares Par Value
18055.88
Base Market Value
20491.26
Base Total Cost
19595.58
Base Unrealized Gain Loss
895.68
Base Accrued Interest
0
Local Market Value
20491.26
Local Total Cost Amount
19595.58
Local Unrealized Gain Loss
895.68
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 G02969
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G02969
Security Description
6% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
6
Original Face
1547725.00
Shares Par Value
31513.40
Base Market Value
35604.47
Base Total Cost
34748.81
Base Unrealized Gain Loss
855.66
Base Accrued Interest
0
Local Market Value
35604.47
Local Total Cost Amount
34748.81
Local Unrealized Gain Loss
855.66
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G03282
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03282
Security Description
6% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
6
Original Face
4831676.00
Shares Par Value
95694.77
Base Market Value
108451.84
Base Total Cost
104019.47
Base Unrealized Gain Loss
4432.37
Base Accrued Interest
0
Local Market Value
108451.84
Local Total Cost Amount
104019.47
Local Unrealized Gain Loss
4432.37
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 G03388
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03388
Security Description
6% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
6
Original Face
138542.00
Shares Par Value
3169.37
Base Market Value
3595.75
Base Total Cost
3439.62
Base Unrealized Gain Loss
156.13
Base Accrued Interest
0
Local Market Value
3595.75
Local Total Cost Amount
3439.62
Local Unrealized Gain Loss
156.13
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 G03543
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03543
Security Description
6% 01 Nov 2037
Maturity Date
2037-11-01T00:00:00.000
Interest Rate
6
Original Face
1221087.00
Shares Par Value
27149.94
Base Market Value
30507.30
Base Total Cost
29468.29
Base Unrealized Gain Loss
1039.01
Base Accrued Interest
0
Local Market Value
30507.30
Local Total Cost Amount
29468.29
Local Unrealized Gain Loss
1039.01
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 G03581
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03581
Security Description
6% 01 Nov 2037
Maturity Date
2037-11-01T00:00:00.000
Interest Rate
6
Original Face
305207.00
Shares Par Value
9206.09
Base Market Value
10413.74
Base Total Cost
10000.11
Base Unrealized Gain Loss
413.63
Base Accrued Interest
0
Local Market Value
10413.74
Local Total Cost Amount
10000.11
Local Unrealized Gain Loss
413.63
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G03955
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G03955
Security Description
6% 01 Nov 2037
Maturity Date
2037-11-01T00:00:00.000
Interest Rate
6
Original Face
118106.00
Shares Par Value
2962.54
Base Market Value
3341.42
Base Total Cost
3215.53
Base Unrealized Gain Loss
125.89
Base Accrued Interest
0
Local Market Value
3341.42
Local Total Cost Amount
3215.53
Local Unrealized Gain Loss
125.89
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: FED HM LN PC POOL G04334
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04334
Security Description
5% 01 Apr 2038
Maturity Date
2038-04-01T00:00:00.000
Interest Rate
5
Original Face
6445000.00
Shares Par Value
489204.89
Base Market Value
538291.71
Base Total Cost
504186.79
Base Unrealized Gain Loss
34104.92
Base Accrued Interest
0
Local Market Value
538291.71
Local Total Cost Amount
504186.79
Local Unrealized Gain Loss
34104.92
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 G04611
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04611
Security Description
6% 01 Jul 2038
Maturity Date
2038-07-01T00:00:00.000
Interest Rate
6
Original Face
2506505.00
Shares Par Value
87045.08
Base Market Value
98818.80
Base Total Cost
93989.05
Base Unrealized Gain Loss
4829.75
Base Accrued Interest
0
Local Market Value
98818.80
Local Total Cost Amount
93989.05
Local Unrealized Gain Loss
4829.75
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 G04615
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04615
Security Description
6% 01 Mar 2038
Maturity Date
2038-03-01T00:00:00.000
Interest Rate
6
Original Face
28540.00
Shares Par Value
1985.21
Base Market Value
2252.30
Base Total Cost
2192.27
Base Unrealized Gain Loss
60.03
Base Accrued Interest
0
Local Market Value
2252.30
Local Total Cost Amount
2192.27
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 G04692
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G04692
Security Description
5.5% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5.5
Original Face
2473000.00
Shares Par Value
255991.95
Base Market Value
286787.78
Base Total Cost
286391.00
Base Unrealized Gain Loss
396.78
Base Accrued Interest
0
Local Market Value
286787.78
Local Total Cost Amount
286391.00
Local Unrealized Gain Loss
396.78
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 G05283
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G05283
Security Description
5.5% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
5.5
Original Face
837973.00
Shares Par Value
26324.80
Base Market Value
29285.81
Base Total Cost
28257.99
Base Unrealized Gain Loss
1027.82
Base Accrued Interest
0
Local Market Value
29285.81
Local Total Cost Amount
28257.99
Local Unrealized Gain Loss
1027.82
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 G05329
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G05329
Security Description
4.5% 01 Mar 2039
Maturity Date
2039-03-01T00:00:00.000
Interest Rate
4.5
Original Face
3625000.00
Shares Par Value
711240.23
Base Market Value
771489.39
Base Total Cost
786364.97
Base Unrealized Gain Loss
-14875.58
Base Accrued Interest
0
Local Market Value
771489.39
Local Total Cost Amount
786364.97
Local Unrealized Gain Loss
-14875.58
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 G05748
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G05748
Security Description
4.5% 01 Nov 2039
Maturity Date
2039-11-01T00:00:00.000
Interest Rate
4.5
Original Face
1341681.00
Shares Par Value
174532.18
Base Market Value
187548.79
Base Total Cost
187185.75
Base Unrealized Gain Loss
363.04
Base Accrued Interest
0
Local Market Value
187548.79
Local Total Cost Amount
187185.75
Local Unrealized Gain Loss
363.04
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 G05749
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G05749
Security Description
6% 01 Mar 2038
Maturity Date
2038-03-01T00:00:00.000
Interest Rate
6
Original Face
6737772.00
Shares Par Value
383034.59
Base Market Value
431078.62
Base Total Cost
416191.03
Base Unrealized Gain Loss
14887.59
Base Accrued Interest
0
Local Market Value
431078.62
Local Total Cost Amount
416191.03
Local Unrealized Gain Loss
14887.59
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 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
169118.00
Shares Par Value
56982.75
Base Market Value
60359.55
Base Total Cost
59315.50
Base Unrealized Gain Loss
1044.05
Base Accrued Interest
0
Local Market Value
60359.55
Local Total Cost Amount
59315.50
Local Unrealized Gain Loss
1044.05
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 G06361
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06361
Security Description
4% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
4
Original Face
319559.00
Shares Par Value
148265.04
Base Market Value
158674.73
Base Total Cost
155261.30
Base Unrealized Gain Loss
3413.43
Base Accrued Interest
0
Local Market Value
158674.73
Local Total Cost Amount
155261.30
Local Unrealized Gain Loss
3413.43
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 G06409
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06409
Security Description
6% 01 Nov 2039
Maturity Date
2039-11-01T00:00:00.000
Interest Rate
6
Original Face
1639291.00
Shares Par Value
132457.81
Base Market Value
150005.82
Base Total Cost
144896.44
Base Unrealized Gain Loss
5109.38
Base Accrued Interest
0
Local Market Value
150005.82
Local Total Cost Amount
144896.44
Local Unrealized Gain Loss
5109.38
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 G06500
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06500
Security Description
4% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
4
Original Face
5731700.00
Shares Par Value
2442797.29
Base Market Value
2597182.08
Base Total Cost
2605395.99
Base Unrealized Gain Loss
-8213.91
Base Accrued Interest
3257.06
Local Market Value
2597182.08
Local Total Cost Amount
2605395.99
Local Unrealized Gain Loss
-8213.91
Local Accrued Interest
3257.06
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 G06614
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06614
Security Description
5% 01 Dec 2035
Maturity Date
2035-12-01T00:00:00.000
Interest Rate
5
Original Face
500000.00
Shares Par Value
49669.21
Base Market Value
54385.80
Base Total Cost
54954.35
Base Unrealized Gain Loss
-568.55
Base Accrued Interest
0
Local Market Value
54385.80
Local Total Cost Amount
54954.35
Local Unrealized Gain Loss
-568.55
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 G06790
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06790
Security Description
6% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
6
Original Face
639904.00
Shares Par Value
60017.11
Base Market Value
67813.93
Base Total Cost
59484.84
Base Unrealized Gain Loss
8329.09
Base Accrued Interest
0
Local Market Value
67813.93
Local Total Cost Amount
59484.84
Local Unrealized Gain Loss
8329.09
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 G06885
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06885
Security Description
3.5% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
3.5
Original Face
1000000.00
Shares Par Value
530402.44
Base Market Value
549396.15
Base Total Cost
532495.03
Base Unrealized Gain Loss
16901.12
Base Accrued Interest
0
Local Market Value
549396.15
Local Total Cost Amount
532495.03
Local Unrealized Gain Loss
16901.12
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: FED HM LN PC POOL G06931
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06931
Security Description
6% 01 Aug 2039
Maturity Date
2039-08-01T00:00:00.000
Interest Rate
6
Original Face
94718.00
Shares Par Value
11474.17
Base Market Value
12893.07
Base Total Cost
12038.85
Base Unrealized Gain Loss
854.22
Base Accrued Interest
0
Local Market Value
12893.07
Local Total Cost Amount
12038.85
Local Unrealized Gain Loss
854.22
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 G06941
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06941
Security Description
5% 01 Aug 2041
Maturity Date
2041-08-01T00:00:00.000
Interest Rate
5
Original Face
200000.00
Shares Par Value
72222.83
Base Market Value
79404.67
Base Total Cost
80460.76
Base Unrealized Gain Loss
-1056.09
Base Accrued Interest
0
Local Market Value
79404.67
Local Total Cost Amount
80460.76
Local Unrealized Gain Loss
-1056.09
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 G06958
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06958
Security Description
3.5% 01 Nov 2041
Maturity Date
2041-11-01T00:00:00.000
Interest Rate
3.5
Original Face
2019805.00
Shares Par Value
720047.09
Base Market Value
742951.79
Base Total Cost
744236.17
Base Unrealized Gain Loss
-1284.38
Base Accrued Interest
0
Local Market Value
742951.79
Local Total Cost Amount
744236.17
Local Unrealized Gain Loss
-1284.38
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 G06970
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06970
Security Description
4% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
4
Original Face
1365000.00
Shares Par Value
596823.20
Base Market Value
632226.75
Base Total Cost
620509.60
Base Unrealized Gain Loss
11717.15
Base Accrued Interest
0
Local Market Value
632226.75
Local Total Cost Amount
620509.60
Local Unrealized Gain Loss
11717.15
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 G07206
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07206
Security Description
5% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
5
Original Face
349236.00
Shares Par Value
96843.09
Base Market Value
106261.08
Base Total Cost
106799.78
Base Unrealized Gain Loss
-538.70
Base Accrued Interest
0
Local Market Value
106261.08
Local Total Cost Amount
106799.78
Local Unrealized Gain Loss
-538.70
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 G07266
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07266
Security Description
4% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
4
Original Face
1350000.00
Shares Par Value
618981.83
Base Market Value
653595.29
Base Total Cost
657281.34
Base Unrealized Gain Loss
-3686.05
Base Accrued Interest
0
Local Market Value
653595.29
Local Total Cost Amount
657281.34
Local Unrealized Gain Loss
-3686.05
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 G07553
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07553
Security Description
5.5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5.5
Original Face
9900000.00
Shares Par Value
3005640.10
Base Market Value
3345848.50
Base Total Cost
3276147.69
Base Unrealized Gain Loss
69700.81
Base Accrued Interest
0
Local Market Value
3345848.50
Local Total Cost Amount
3276147.69
Local Unrealized Gain Loss
69700.81
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G07560
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07560
Security Description
4% 01 Nov 2043
Maturity Date
2043-11-01T00:00:00.000
Interest Rate
4
Original Face
200000.00
Shares Par Value
136773.25
Base Market Value
144970.07
Base Total Cost
147394.56
Base Unrealized Gain Loss
-2424.49
Base Accrued Interest
0
Local Market Value
144970.07
Local Total Cost Amount
147394.56
Local Unrealized Gain Loss
-2424.49
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G07642
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07642
Security Description
5% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
5
Original Face
1025188.00
Shares Par Value
457338.84
Base Market Value
500324.12
Base Total Cost
499928.53
Base Unrealized Gain Loss
395.59
Base Accrued Interest
0
Local Market Value
500324.12
Local Total Cost Amount
499928.53
Local Unrealized Gain Loss
395.59
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 G07786
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07786
Security Description
4% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
4
Original Face
2175152.00
Shares Par Value
1511837.79
Base Market Value
1612329.65
Base Total Cost
1610107.25
Base Unrealized Gain Loss
2222.40
Base Accrued Interest
0
Local Market Value
1612329.65
Local Total Cost Amount
1610107.25
Local Unrealized Gain Loss
2222.40
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 G07810
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07810
Security Description
4.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
4.5
Original Face
115385.00
Shares Par Value
54681.22
Base Market Value
58783.95
Base Total Cost
59465.81
Base Unrealized Gain Loss
-681.86
Base Accrued Interest
0
Local Market Value
58783.95
Local Total Cost Amount
59465.81
Local Unrealized Gain Loss
-681.86
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 G07962
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07962
Security Description
5% 01 Nov 2041
Maturity Date
2041-11-01T00:00:00.000
Interest Rate
5
Original Face
7300000.00
Shares Par Value
3943813.76
Base Market Value
4312442.03
Base Total Cost
4371471.07
Base Unrealized Gain Loss
-59029.04
Base Accrued Interest
0
Local Market Value
4312442.03
Local Total Cost Amount
4371471.07
Local Unrealized Gain Loss
-59029.04
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 G07980
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07980
Security Description
5% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
5
Original Face
250000.00
Shares Par Value
145803.94
Base Market Value
160989.42
Base Total Cost
165214.10
Base Unrealized Gain Loss
-4224.68
Base Accrued Interest
0
Local Market Value
160989.42
Local Total Cost Amount
165214.10
Local Unrealized Gain Loss
-4224.68
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 G08022
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08022
Security Description
6% 01 Nov 2034
Maturity Date
2034-11-01T00:00:00.000
Interest Rate
6
Original Face
41000.00
Shares Par Value
2212.28
Base Market Value
2510.12
Base Total Cost
2400.67
Base Unrealized Gain Loss
109.45
Base Accrued Interest
0
Local Market Value
2510.12
Local Total Cost Amount
2400.67
Local Unrealized Gain Loss
109.45
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 G08028
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08028
Security Description
6% 01 Dec 2034
Maturity Date
2034-12-01T00:00:00.000
Interest Rate
6
Original Face
1374000.00
Shares Par Value
99949.21
Base Market Value
113406.37
Base Total Cost
108601.02
Base Unrealized Gain Loss
4805.35
Base Accrued Interest
0
Local Market Value
113406.37
Local Total Cost Amount
108601.02
Local Unrealized Gain Loss
4805.35
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 G08361
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08361
Security Description
4.5% 01 Aug 2039
Maturity Date
2039-08-01T00:00:00.000
Interest Rate
4.5
Original Face
644599.00
Shares Par Value
106849.68
Base Market Value
115083.52
Base Total Cost
113765.72
Base Unrealized Gain Loss
1317.80
Base Accrued Interest
0
Local Market Value
115083.52
Local Total Cost Amount
113765.72
Local Unrealized Gain Loss
1317.80
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 G08453
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08453
Security Description
5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5
Original Face
886855.00
Shares Par Value
263660.66
Base Market Value
287651.14
Base Total Cost
280881.02
Base Unrealized Gain Loss
6770.12
Base Accrued Interest
0
Local Market Value
287651.14
Local Total Cost Amount
280881.02
Local Unrealized Gain Loss
6770.12
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: FED HM LN PC POOL G08462
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08462
Security Description
3.5% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
3.5
Original Face
839994.00
Shares Par Value
170574.42
Base Market Value
175985.04
Base Total Cost
176304.66
Base Unrealized Gain Loss
-319.62
Base Accrued Interest
0
Local Market Value
175985.04
Local Total Cost Amount
176304.66
Local Unrealized Gain Loss
-319.62
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 G08479
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08479
Security Description
3.5% 01 Mar 2042
Maturity Date
2042-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1375000.00
Shares Par Value
566156.79
Base Market Value
584188.88
Base Total Cost
576064.51
Base Unrealized Gain Loss
8124.37
Base Accrued Interest
0
Local Market Value
584188.88
Local Total Cost Amount
576064.51
Local Unrealized Gain Loss
8124.37
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
NYC Data AI • Public-data exploration interface