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 G08524
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08524
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
1040000.00
Shares Par Value
704503.61
Base Market Value
707272.31
Base Total Cost
679412.94
Base Unrealized Gain Loss
27859.37
Base Accrued Interest
0
Local Market Value
707272.31
Local Total Cost Amount
679412.94
Local Unrealized Gain Loss
27859.37
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 G08565
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08565
Security Description
5% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
5
Original Face
150000.00
Shares Par Value
89393.33
Base Market Value
97192.00
Base Total Cost
99952.92
Base Unrealized Gain Loss
-2760.92
Base Accrued Interest
0
Local Market Value
97192.00
Local Total Cost Amount
99952.92
Local Unrealized Gain Loss
-2760.92
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 G08717
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08717
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
424439.00
Shares Par Value
375933.19
Base Market Value
395673.44
Base Total Cost
391616.65
Base Unrealized Gain Loss
4056.79
Base Accrued Interest
0
Local Market Value
395673.44
Local Total Cost Amount
391616.65
Local Unrealized Gain Loss
4056.79
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 G08732
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08732
Security Description
3% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
175000.00
Shares Par Value
169414.55
Base Market Value
169158.73
Base Total Cost
170010.15
Base Unrealized Gain Loss
-851.42
Base Accrued Interest
0
Local Market Value
169158.73
Local Total Cost Amount
170010.15
Local Unrealized Gain Loss
-851.42
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: FED HM LN PC POOL G08737
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08737
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
80000.00
Shares Par Value
77876.58
Base Market Value
77758.99
Base Total Cost
77633.23
Base Unrealized Gain Loss
125.76
Base Accrued Interest
0
Local Market Value
77758.99
Local Total Cost Amount
77633.23
Local Unrealized Gain Loss
125.76
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 G08747
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08747
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
40287926.00
Shares Par Value
39578323.48
Base Market Value
39518560.21
Base Total Cost
39408591.03
Base Unrealized Gain Loss
109969.18
Base Accrued Interest
0
Local Market Value
39518560.21
Local Total Cost Amount
39408591.03
Local Unrealized Gain Loss
109969.18
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 G08747
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08747
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
275000.00
Shares Par Value
270156.35
Base Market Value
269748.41
Base Total Cost
266897.69
Base Unrealized Gain Loss
2850.72
Base Accrued Interest
0
Local Market Value
269748.41
Local Total Cost Amount
266897.69
Local Unrealized Gain Loss
2850.72
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 G08750
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08750
Security Description
3% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
69167378.00
Shares Par Value
68220406.04
Base Market Value
68117393.23
Base Total Cost
67643607.99
Base Unrealized Gain Loss
473785.24
Base Accrued Interest
0
Local Market Value
68117393.23
Local Total Cost Amount
67643607.99
Local Unrealized Gain Loss
473785.24
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 G08752
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08752
Security Description
4% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
4
Original Face
245000.00
Shares Par Value
240064.22
Base Market Value
252669.99
Base Total Cost
251692.34
Base Unrealized Gain Loss
977.65
Base Accrued Interest
0
Local Market Value
252669.99
Local Total Cost Amount
251692.34
Local Unrealized Gain Loss
977.65
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 G08757
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08757
Security Description
3.5% 01 Apr 2047
Maturity Date
2047-04-01T00:00:00.000
Interest Rate
3.5
Original Face
350000.00
Shares Par Value
345826.49
Base Market Value
355554.59
Base Total Cost
353661.63
Base Unrealized Gain Loss
1892.96
Base Accrued Interest
0
Local Market Value
355554.59
Local Total Cost Amount
353661.63
Local Unrealized Gain Loss
1892.96
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 G14498
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G14498
Security Description
3.5% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
3.5
Original Face
575000.00
Shares Par Value
199905.96
Base Market Value
208679.83
Base Total Cost
212150.20
Base Unrealized Gain Loss
-3470.37
Base Accrued Interest
0
Local Market Value
208679.83
Local Total Cost Amount
212150.20
Local Unrealized Gain Loss
-3470.37
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 G15520
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G15520
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
1252280.00
Shares Par Value
987234.00
Base Market Value
1015301.06
Base Total Cost
1026877.61
Base Unrealized Gain Loss
-11576.55
Base Accrued Interest
0
Local Market Value
1015301.06
Local Total Cost Amount
1026877.61
Local Unrealized Gain Loss
-11576.55
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 G15870
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G15870
Security Description
3.5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
3.5
Original Face
673577.00
Shares Par Value
570133.27
Base Market Value
596866.82
Base Total Cost
609686.26
Base Unrealized Gain Loss
-12819.44
Base Accrued Interest
0
Local Market Value
596866.82
Local Total Cost Amount
609686.26
Local Unrealized Gain Loss
-12819.44
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 G16044
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G16044
Security Description
2.5% 01 Jan 2032
Maturity Date
2032-01-01T00:00:00.000
Interest Rate
2.5
Original Face
200000.00
Shares Par Value
192375.13
Base Market Value
193614.03
Base Total Cost
192044.48
Base Unrealized Gain Loss
1569.55
Base Accrued Interest
0
Local Market Value
193614.03
Local Total Cost Amount
192044.48
Local Unrealized Gain Loss
1569.55
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 G18622
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G18622
Security Description
2.5% 01 Dec 2031
Maturity Date
2031-12-01T00:00:00.000
Interest Rate
2.5
Original Face
185000.00
Shares Par Value
175711.70
Base Market Value
176843.28
Base Total Cost
175286.16
Base Unrealized Gain Loss
1557.12
Base Accrued Interest
0
Local Market Value
176843.28
Local Total Cost Amount
175286.16
Local Unrealized Gain Loss
1557.12
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 G30381
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G30381
Security Description
6% 01 Dec 2027
Maturity Date
2027-12-01T00:00:00.000
Interest Rate
6
Original Face
3241466.00
Shares Par Value
153708.83
Base Market Value
172716.46
Base Total Cost
166798.11
Base Unrealized Gain Loss
5918.35
Base Accrued Interest
0
Local Market Value
172716.46
Local Total Cost Amount
166798.11
Local Unrealized Gain Loss
5918.35
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 G60018
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60018
Security Description
4.5% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
4.5
Original Face
2799000.00
Shares Par Value
1750861.16
Base Market Value
1888741.48
Base Total Cost
1902283.29
Base Unrealized Gain Loss
-13541.81
Base Accrued Interest
0
Local Market Value
1888741.48
Local Total Cost Amount
1902283.29
Local Unrealized Gain Loss
-13541.81
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 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
225000.00
Shares Par Value
183099.83
Base Market Value
183678.43
Base Total Cost
181783.80
Base Unrealized Gain Loss
1894.63
Base Accrued Interest
0
Local Market Value
183678.43
Local Total Cost Amount
181783.80
Local Unrealized Gain Loss
1894.63
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 G60122
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60122
Security Description
5% 01 Nov 2041
Maturity Date
2041-11-01T00:00:00.000
Interest Rate
5
Original Face
200000.00
Shares Par Value
120470.28
Base Market Value
131930.62
Base Total Cost
132366.72
Base Unrealized Gain Loss
-436.10
Base Accrued Interest
0
Local Market Value
131930.62
Local Total Cost Amount
132366.72
Local Unrealized Gain Loss
-436.10
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 G60138
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60138
Security Description
3.5% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
3.5
Original Face
11442020.00
Shares Par Value
9443541.91
Base Market Value
9781620.71
Base Total Cost
9719470.41
Base Unrealized Gain Loss
62150.30
Base Accrued Interest
0
Local Market Value
9781620.71
Local Total Cost Amount
9719470.41
Local Unrealized Gain Loss
62150.30
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 G60384
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60384
Security Description
4.5% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4.5
Original Face
200000.00
Shares Par Value
131843.19
Base Market Value
141213.29
Base Total Cost
144491.90
Base Unrealized Gain Loss
-3278.61
Base Accrued Interest
0
Local Market Value
141213.29
Local Total Cost Amount
144491.90
Local Unrealized Gain Loss
-3278.61
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 G60393
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60393
Security Description
3.5% 01 Jan 2046
Maturity Date
2046-01-01T00:00:00.000
Interest Rate
3.5
Original Face
1173169.00
Shares Par Value
1021637.84
Base Market Value
1053931.81
Base Total Cost
1054402.09
Base Unrealized Gain Loss
-470.28
Base Accrued Interest
0
Local Market Value
1053931.81
Local Total Cost Amount
1054402.09
Local Unrealized Gain Loss
-470.28
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 G60545
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60545
Security Description
5% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
5
Original Face
700000.00
Shares Par Value
491528.59
Base Market Value
535476.16
Base Total Cost
543139.12
Base Unrealized Gain Loss
-7662.96
Base Accrued Interest
0
Local Market Value
535476.16
Local Total Cost Amount
543139.12
Local Unrealized Gain Loss
-7662.96
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 G60561
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60561
Security Description
3.5% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
3.5
Original Face
956000.00
Shares Par Value
831310.44
Base Market Value
857588.16
Base Total Cost
859237.28
Base Unrealized Gain Loss
-1649.12
Base Accrued Interest
0
Local Market Value
857588.16
Local Total Cost Amount
859237.28
Local Unrealized Gain Loss
-1649.12
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 G60564
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60564
Security Description
5% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
5
Original Face
100000.00
Shares Par Value
71172.93
Base Market Value
77759.98
Base Total Cost
79224.38
Base Unrealized Gain Loss
-1464.40
Base Accrued Interest
0
Local Market Value
77759.98
Local Total Cost Amount
79224.38
Local Unrealized Gain Loss
-1464.40
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 G60718
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60718
Security Description
3% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
810952.00
Shares Par Value
774061.69
Base Market Value
774363.57
Base Total Cost
799339.64
Base Unrealized Gain Loss
-24976.07
Base Accrued Interest
0
Local Market Value
774363.57
Local Total Cost Amount
799339.64
Local Unrealized Gain Loss
-24976.07
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 G60729
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60729
Security Description
4% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4
Original Face
105000.00
Shares Par Value
96674.43
Base Market Value
102398.52
Base Total Cost
102935.61
Base Unrealized Gain Loss
-537.09
Base Accrued Interest
0
Local Market Value
102398.52
Local Total Cost Amount
102935.61
Local Unrealized Gain Loss
-537.09
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 G60888
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60888
Security Description
3.5% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
3.5
Original Face
6853026.00
Shares Par Value
6524716.30
Base Market Value
6732202.28
Base Total Cost
6620548.07
Base Unrealized Gain Loss
111654.21
Base Accrued Interest
0
Local Market Value
6732202.28
Local Total Cost Amount
6620548.07
Local Unrealized Gain Loss
111654.21
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 G60923
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60923
Security Description
4% 01 Apr 2047
Maturity Date
2047-04-01T00:00:00.000
Interest Rate
4
Original Face
240000.00
Shares Par Value
239069.98
Base Market Value
251623.54
Base Total Cost
251154.22
Base Unrealized Gain Loss
469.32
Base Accrued Interest
0
Local Market Value
251623.54
Local Total Cost Amount
251154.22
Local Unrealized Gain Loss
469.32
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 G60968
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60968
Security Description
3.5% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1974000.00
Shares Par Value
1966537.56
Base Market Value
2036644.62
Base Total Cost
2042433.63
Base Unrealized Gain Loss
-5789.01
Base Accrued Interest
0
Local Market Value
2036644.62
Local Total Cost Amount
2042433.63
Local Unrealized Gain Loss
-5789.01
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 J00261
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J00261
Security Description
4.5% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
4.5
Original Face
1081307.00
Shares Par Value
27927.77
Base Market Value
28987.91
Base Total Cost
29849.98
Base Unrealized Gain Loss
-862.07
Base Accrued Interest
0
Local Market Value
28987.91
Local Total Cost Amount
29849.98
Local Unrealized Gain Loss
-862.07
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 J07036
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J07036
Security Description
4.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
4.5
Original Face
426578.00
Shares Par Value
14609.90
Base Market Value
14934.82
Base Total Cost
15615.47
Base Unrealized Gain Loss
-680.65
Base Accrued Interest
0
Local Market Value
14934.82
Local Total Cost Amount
15615.47
Local Unrealized Gain Loss
-680.65
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 J07722
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J07722
Security Description
4.5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
4.5
Original Face
906882.00
Shares Par Value
30249.73
Base Market Value
30922.48
Base Total Cost
32331.76
Base Unrealized Gain Loss
-1409.28
Base Accrued Interest
0
Local Market Value
30922.48
Local Total Cost Amount
32331.76
Local Unrealized Gain Loss
-1409.28
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 J09743
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J09743
Security Description
4.5% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
4.5
Original Face
269201.00
Shares Par Value
12447.50
Base Market Value
12744.25
Base Total Cost
13302.77
Base Unrealized Gain Loss
-558.52
Base Accrued Interest
0
Local Market Value
12744.25
Local Total Cost Amount
13302.77
Local Unrealized Gain Loss
-558.52
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 J11393
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J11393
Security Description
4.5% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
4.5
Original Face
650000.00
Shares Par Value
89867.17
Base Market Value
94825.14
Base Total Cost
96052.59
Base Unrealized Gain Loss
-1227.45
Base Accrued Interest
0
Local Market Value
94825.14
Local Total Cost Amount
96052.59
Local Unrealized Gain Loss
-1227.45
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 J16400
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J16400
Security Description
3.5% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
3.5
Original Face
108497.00
Shares Par Value
20252.41
Base Market Value
21106.45
Base Total Cost
21416.16
Base Unrealized Gain Loss
-309.71
Base Accrued Interest
0
Local Market Value
21106.45
Local Total Cost Amount
21416.16
Local Unrealized Gain Loss
-309.71
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 J29948
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J29948
Security Description
2.5% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
2.5
Original Face
767775.00
Shares Par Value
504080.04
Base Market Value
507603.56
Base Total Cost
509554.04
Base Unrealized Gain Loss
-1950.48
Base Accrued Interest
0
Local Market Value
507603.56
Local Total Cost Amount
509554.04
Local Unrealized Gain Loss
-1950.48
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 J31370
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J31370
Security Description
2.5% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
2.5
Original Face
707246.00
Shares Par Value
511660.31
Base Market Value
515666.61
Base Total Cost
517336.53
Base Unrealized Gain Loss
-1669.92
Base Accrued Interest
0
Local Market Value
515666.61
Local Total Cost Amount
517336.53
Local Unrealized Gain Loss
-1669.92
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 J31613
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J31613
Security Description
3% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
3
Original Face
2166852.00
Shares Par Value
1696973.09
Base Market Value
1745608.34
Base Total Cost
1762465.66
Base Unrealized Gain Loss
-16857.32
Base Accrued Interest
0
Local Market Value
1745608.34
Local Total Cost Amount
1762465.66
Local Unrealized Gain Loss
-16857.32
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 J31902
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J31902
Security Description
3% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
3
Original Face
1444870.00
Shares Par Value
1156068.66
Base Market Value
1189791.18
Base Total Cost
1201588.88
Base Unrealized Gain Loss
-11797.70
Base Accrued Interest
0
Local Market Value
1189791.18
Local Total Cost Amount
1201588.88
Local Unrealized Gain Loss
-11797.70
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 J32181
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32181
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
147800.00
Shares Par Value
114417.67
Base Market Value
117755.23
Base Total Cost
119280.44
Base Unrealized Gain Loss
-1525.21
Base Accrued Interest
0
Local Market Value
117755.23
Local Total Cost Amount
119280.44
Local Unrealized Gain Loss
-1525.21
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 J32204
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32204
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
276000.00
Shares Par Value
217365.13
Base Market Value
218936.68
Base Total Cost
219606.71
Base Unrealized Gain Loss
-670.03
Base Accrued Interest
0
Local Market Value
218936.68
Local Total Cost Amount
219606.71
Local Unrealized Gain Loss
-670.03
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: FNMA POOL AA1145
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA1145
Security Description
6% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
6
Original Face
31647.00
Shares Par Value
274.01
Base Market Value
308.07
Base Total Cost
300.69
Base Unrealized Gain Loss
7.38
Base Accrued Interest
0
Local Market Value
308.07
Local Total Cost Amount
300.69
Local Unrealized Gain Loss
7.38
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL J32209
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32209
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
268787.00
Shares Par Value
208328.43
Base Market Value
209870.06
Base Total Cost
210541.90
Base Unrealized Gain Loss
-671.84
Base Accrued Interest
0
Local Market Value
209870.06
Local Total Cost Amount
210541.90
Local Unrealized Gain Loss
-671.84
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL J32436
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32436
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
159691.00
Shares Par Value
139051.92
Base Market Value
143003.78
Base Total Cost
144635.74
Base Unrealized Gain Loss
-1631.96
Base Accrued Interest
0
Local Market Value
143003.78
Local Total Cost Amount
144635.74
Local Unrealized Gain Loss
-1631.96
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 J32491
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J32491
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
62664.00
Shares Par Value
56008.35
Base Market Value
56386.97
Base Total Cost
56892.24
Base Unrealized Gain Loss
-505.27
Base Accrued Interest
0
Local Market Value
56386.97
Local Total Cost Amount
56892.24
Local Unrealized Gain Loss
-505.27
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL J34223
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J34223
Security Description
3.5% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
3.5
Original Face
42665.00
Shares Par Value
40010.77
Base Market Value
41922.48
Base Total Cost
42855.30
Base Unrealized Gain Loss
-932.82
Base Accrued Interest
0
Local Market Value
41922.48
Local Total Cost Amount
42855.30
Local Unrealized Gain Loss
-932.82
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 J35741
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J35741
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
200000.00
Shares Par Value
191805.43
Base Market Value
193040.66
Base Total Cost
191595.64
Base Unrealized Gain Loss
1445.02
Base Accrued Interest
0
Local Market Value
193040.66
Local Total Cost Amount
191595.64
Local Unrealized Gain Loss
1445.02
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 J35957
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J35957
Security Description
2.5% 01 Dec 2031
Maturity Date
2031-12-01T00:00:00.000
Interest Rate
2.5
Original Face
165000.00
Shares Par Value
158683.17
Base Market Value
159705.09
Base Total Cost
159079.88
Base Unrealized Gain Loss
625.21
Base Accrued Interest
0
Local Market Value
159705.09
Local Total Cost Amount
159079.88
Local Unrealized Gain Loss
625.21
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 J36173
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J36173
Security Description
2.5% 01 Jan 2032
Maturity Date
2032-01-01T00:00:00.000
Interest Rate
2.5
Original Face
200000.00
Shares Par Value
193257.04
Base Market Value
194501.62
Base Total Cost
192683.31
Base Unrealized Gain Loss
1818.31
Base Accrued Interest
0
Local Market Value
194501.62
Local Total Cost Amount
192683.31
Local Unrealized Gain Loss
1818.31
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
NYC Data AI • Public-data exploration interface