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 J36214
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J36214
Security Description
2.5% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
2.5
Original Face
225000.00
Shares Par Value
216337.46
Base Market Value
217730.67
Base Total Cost
217005.07
Base Unrealized Gain Loss
725.60
Base Accrued Interest
0
Local Market Value
217730.67
Local Total Cost Amount
217005.07
Local Unrealized Gain Loss
725.60
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 Q00093
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00093
Security Description
4% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
4
Original Face
48899.00
Shares Par Value
15311.54
Base Market Value
16168.83
Base Total Cost
16359.43
Base Unrealized Gain Loss
-190.60
Base Accrued Interest
0
Local Market Value
16168.83
Local Total Cost Amount
16359.43
Local Unrealized Gain Loss
-190.60
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 Q00804
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00804
Security Description
4.5% 01 May 2041
Maturity Date
2041-05-01T00:00:00.000
Interest Rate
4.5
Original Face
4164000.00
Shares Par Value
680764.82
Base Market Value
732005.99
Base Total Cost
739268.04
Base Unrealized Gain Loss
-7262.05
Base Accrued Interest
0
Local Market Value
732005.99
Local Total Cost Amount
739268.04
Local Unrealized Gain Loss
-7262.05
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 Q00959
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q00959
Security Description
4.5% 01 May 2041
Maturity Date
2041-05-01T00:00:00.000
Interest Rate
4.5
Original Face
3609000.00
Shares Par Value
724654.97
Base Market Value
779228.74
Base Total Cost
786703.54
Base Unrealized Gain Loss
-7474.80
Base Accrued Interest
0
Local Market Value
779228.74
Local Total Cost Amount
786703.54
Local Unrealized Gain Loss
-7474.80
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 Q01778
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q01778
Security Description
5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5
Original Face
333986.00
Shares Par Value
33750.12
Base Market Value
36658.71
Base Total Cost
36286.66
Base Unrealized Gain Loss
372.05
Base Accrued Interest
0
Local Market Value
36658.71
Local Total Cost Amount
36286.66
Local Unrealized Gain Loss
372.05
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 Q01798
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q01798
Security Description
4.5% 01 Jul 2041
Maturity Date
2041-07-01T00:00:00.000
Interest Rate
4.5
Original Face
390000.00
Shares Par Value
68877.28
Base Market Value
74067.18
Base Total Cost
73031.42
Base Unrealized Gain Loss
1035.76
Base Accrued Interest
0
Local Market Value
74067.18
Local Total Cost Amount
73031.42
Local Unrealized Gain Loss
1035.76
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 Q03841
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q03841
Security Description
4% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
4
Original Face
238591.00
Shares Par Value
125511.09
Base Market Value
133647.97
Base Total Cost
132306.35
Base Unrealized Gain Loss
1341.62
Base Accrued Interest
0
Local Market Value
133647.97
Local Total Cost Amount
132306.35
Local Unrealized Gain Loss
1341.62
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 Q04022
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q04022
Security Description
4% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
4
Original Face
655872.00
Shares Par Value
276861.28
Base Market Value
294810.20
Base Total Cost
291850.73
Base Unrealized Gain Loss
2959.47
Base Accrued Interest
0
Local Market Value
294810.20
Local Total Cost Amount
291850.73
Local Unrealized Gain Loss
2959.47
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 Q08195
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q08195
Security Description
4% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
4
Original Face
115166.00
Shares Par Value
61429.63
Base Market Value
65396.76
Base Total Cost
66152.05
Base Unrealized Gain Loss
-755.29
Base Accrued Interest
0
Local Market Value
65396.76
Local Total Cost Amount
66152.05
Local Unrealized Gain Loss
-755.29
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 Q09341
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q09341
Security Description
3% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
3
Original Face
1050000.00
Shares Par Value
666132.52
Base Market Value
668404.03
Base Total Cost
647813.88
Base Unrealized Gain Loss
20590.15
Base Accrued Interest
0
Local Market Value
668404.03
Local Total Cost Amount
647813.88
Local Unrealized Gain Loss
20590.15
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 Q09813
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q09813
Security Description
3.5% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.5
Original Face
150000.00
Shares Par Value
99231.70
Base Market Value
102459.71
Base Total Cost
98906.10
Base Unrealized Gain Loss
3553.61
Base Accrued Interest
0
Local Market Value
102459.71
Local Total Cost Amount
98906.10
Local Unrealized Gain Loss
3553.61
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 Q09897
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q09897
Security Description
3.5% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.5
Original Face
971495.00
Shares Par Value
631206.32
Base Market Value
655362.59
Base Total Cost
638923.81
Base Unrealized Gain Loss
16438.78
Base Accrued Interest
0
Local Market Value
655362.59
Local Total Cost Amount
638923.81
Local Unrealized Gain Loss
16438.78
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 Q11909
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q11909
Security Description
3.5% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3.5
Original Face
314725.00
Shares Par Value
135061.60
Base Market Value
139401.13
Base Total Cost
140843.93
Base Unrealized Gain Loss
-1442.80
Base Accrued Interest
0
Local Market Value
139401.13
Local Total Cost Amount
140843.93
Local Unrealized Gain Loss
-1442.80
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 Q12162
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q12162
Security Description
3.5% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.5
Original Face
424487.00
Shares Par Value
245914.05
Base Market Value
254270.21
Base Total Cost
256557.53
Base Unrealized Gain Loss
-2287.32
Base Accrued Interest
0
Local Market Value
254270.21
Local Total Cost Amount
256557.53
Local Unrealized Gain Loss
-2287.32
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 Q14038
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q14038
Security Description
3.5% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3.5
Original Face
670151.00
Shares Par Value
383234.35
Base Market Value
395444.20
Base Total Cost
379821.17
Base Unrealized Gain Loss
15623.03
Base Accrued Interest
0
Local Market Value
395444.20
Local Total Cost Amount
379821.17
Local Unrealized Gain Loss
15623.03
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 Q14866
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q14866
Security Description
3% 01 Jan 2043
Maturity Date
2043-01-01T00:00:00.000
Interest Rate
3
Original Face
1154138.00
Shares Par Value
785532.88
Base Market Value
788478.63
Base Total Cost
764176.20
Base Unrealized Gain Loss
24302.43
Base Accrued Interest
0
Local Market Value
788478.63
Local Total Cost Amount
764176.20
Local Unrealized Gain Loss
24302.43
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 Q15769
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q15769
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
1000000.00
Shares Par Value
643351.26
Base Market Value
645545.09
Base Total Cost
661244.46
Base Unrealized Gain Loss
-15699.37
Base Accrued Interest
0
Local Market Value
645545.09
Local Total Cost Amount
661244.46
Local Unrealized Gain Loss
-15699.37
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 Q15774
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q15774
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
125000.00
Shares Par Value
80820.14
Base Market Value
81136.95
Base Total Cost
82436.54
Base Unrealized Gain Loss
-1299.59
Base Accrued Interest
0
Local Market Value
81136.95
Local Total Cost Amount
82436.54
Local Unrealized Gain Loss
-1299.59
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 Q15885
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q15885
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
1000000.00
Shares Par Value
580390.60
Base Market Value
582700.55
Base Total Cost
551371.06
Base Unrealized Gain Loss
31329.49
Base Accrued Interest
0
Local Market Value
582700.55
Local Total Cost Amount
551371.06
Local Unrealized Gain Loss
31329.49
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 Q16403
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q16403
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
731146.00
Shares Par Value
513870.01
Base Market Value
515838.13
Base Total Cost
499618.14
Base Unrealized Gain Loss
16219.99
Base Accrued Interest
0
Local Market Value
515838.13
Local Total Cost Amount
499618.14
Local Unrealized Gain Loss
16219.99
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 Q16673
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q16673
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
1610000.00
Shares Par Value
1091727.54
Base Market Value
1096061.70
Base Total Cost
1125929.32
Base Unrealized Gain Loss
-29867.62
Base Accrued Interest
0
Local Market Value
1096061.70
Local Total Cost Amount
1125929.32
Local Unrealized Gain Loss
-29867.62
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 Q17453
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q17453
Security Description
3.5% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3.5
Original Face
600000.00
Shares Par Value
388746.38
Base Market Value
401127.95
Base Total Cost
402075.36
Base Unrealized Gain Loss
-947.41
Base Accrued Interest
0
Local Market Value
401127.95
Local Total Cost Amount
402075.36
Local Unrealized Gain Loss
-947.41
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 Q17627
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q17627
Security Description
4.5% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
4.5
Original Face
350000.00
Shares Par Value
63410.95
Base Market Value
68136.97
Base Total Cost
68771.18
Base Unrealized Gain Loss
-634.21
Base Accrued Interest
0
Local Market Value
68136.97
Local Total Cost Amount
68771.18
Local Unrealized Gain Loss
-634.21
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 Q18306
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q18306
Security Description
3.5% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1300000.00
Shares Par Value
779144.31
Base Market Value
803858.77
Base Total Cost
813718.84
Base Unrealized Gain Loss
-9860.07
Base Accrued Interest
0
Local Market Value
803858.77
Local Total Cost Amount
813718.84
Local Unrealized Gain Loss
-9860.07
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 Q18718
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q18718
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
307412.00
Shares Par Value
209517.73
Base Market Value
216333.34
Base Total Cost
215541.37
Base Unrealized Gain Loss
791.97
Base Accrued Interest
0
Local Market Value
216333.34
Local Total Cost Amount
215541.37
Local Unrealized Gain Loss
791.97
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 Q19129
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q19129
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
410618.00
Shares Par Value
333477.76
Base Market Value
346236.62
Base Total Cost
346191.60
Base Unrealized Gain Loss
45.02
Base Accrued Interest
0
Local Market Value
346236.62
Local Total Cost Amount
346191.60
Local Unrealized Gain Loss
45.02
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 Q19476
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q19476
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
1025000.00
Shares Par Value
637153.31
Base Market Value
657446.64
Base Total Cost
634365.76
Base Unrealized Gain Loss
23080.88
Base Accrued Interest
0
Local Market Value
657446.64
Local Total Cost Amount
634365.76
Local Unrealized Gain Loss
23080.88
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 Q20176
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q20176
Security Description
3.5% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3.5
Original Face
315000.00
Shares Par Value
230642.68
Base Market Value
239467.07
Base Total Cost
239435.95
Base Unrealized Gain Loss
31.12
Base Accrued Interest
0
Local Market Value
239467.07
Local Total Cost Amount
239435.95
Local Unrealized Gain Loss
31.12
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 Q21320
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q21320
Security Description
3.5% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3.5
Original Face
271722.00
Shares Par Value
148752.87
Base Market Value
153490.65
Base Total Cost
152680.88
Base Unrealized Gain Loss
809.77
Base Accrued Interest
0
Local Market Value
153490.65
Local Total Cost Amount
152680.88
Local Unrealized Gain Loss
809.77
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 Q21579
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q21579
Security Description
4% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
4
Original Face
363714.00
Shares Par Value
266619.23
Base Market Value
284354.74
Base Total Cost
284199.42
Base Unrealized Gain Loss
155.32
Base Accrued Interest
0
Local Market Value
284354.74
Local Total Cost Amount
284199.42
Local Unrealized Gain Loss
155.32
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 Q21701
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q21701
Security Description
3.5% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
3.5
Original Face
2679790.00
Shares Par Value
1839057.82
Base Market Value
1909438.56
Base Total Cost
1857448.40
Base Unrealized Gain Loss
51990.16
Base Accrued Interest
0
Local Market Value
1909438.56
Local Total Cost Amount
1857448.40
Local Unrealized Gain Loss
51990.16
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q22264
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q22264
Security Description
3.5% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
3.5
Original Face
144439.00
Shares Par Value
115519.06
Base Market Value
119658.11
Base Total Cost
118334.83
Base Unrealized Gain Loss
1323.28
Base Accrued Interest
0
Local Market Value
119658.11
Local Total Cost Amount
118334.83
Local Unrealized Gain Loss
1323.28
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 Q22964
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q22964
Security Description
4.5% 01 Nov 2043
Maturity Date
2043-11-01T00:00:00.000
Interest Rate
4.5
Original Face
29503.00
Shares Par Value
16123.46
Base Market Value
17304.18
Base Total Cost
17511.58
Base Unrealized Gain Loss
-207.40
Base Accrued Interest
0
Local Market Value
17304.18
Local Total Cost Amount
17511.58
Local Unrealized Gain Loss
-207.40
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 Q23689
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q23689
Security Description
4.5% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
4.5
Original Face
2570317.00
Shares Par Value
1047755.80
Base Market Value
1123361.86
Base Total Cost
1137961.03
Base Unrealized Gain Loss
-14599.17
Base Accrued Interest
0
Local Market Value
1123361.86
Local Total Cost Amount
1137961.03
Local Unrealized Gain Loss
-14599.17
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q24368
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q24368
Security Description
3.5% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
160032.00
Shares Par Value
99471.26
Base Market Value
103027.36
Base Total Cost
101926.96
Base Unrealized Gain Loss
1100.40
Base Accrued Interest
0
Local Market Value
103027.36
Local Total Cost Amount
101926.96
Local Unrealized Gain Loss
1100.40
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 Q25643
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q25643
Security Description
4% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
4
Original Face
753385.00
Shares Par Value
478516.39
Base Market Value
509103.16
Base Total Cost
515302.32
Base Unrealized Gain Loss
-6199.16
Base Accrued Interest
0
Local Market Value
509103.16
Local Total Cost Amount
515302.32
Local Unrealized Gain Loss
-6199.16
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q25812
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q25812
Security Description
3.5% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
3.5
Original Face
119092.00
Shares Par Value
74529.73
Base Market Value
77194.17
Base Total Cost
76323.11
Base Unrealized Gain Loss
871.06
Base Accrued Interest
0
Local Market Value
77194.17
Local Total Cost Amount
76323.11
Local Unrealized Gain Loss
871.06
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 Q25988
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q25988
Security Description
3.5% 01 May 2044
Maturity Date
2044-05-01T00:00:00.000
Interest Rate
3.5
Original Face
75555.00
Shares Par Value
64382.76
Base Market Value
66684.44
Base Total Cost
65931.98
Base Unrealized Gain Loss
752.46
Base Accrued Interest
0
Local Market Value
66684.44
Local Total Cost Amount
65931.98
Local Unrealized Gain Loss
752.46
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 Q26218
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26218
Security Description
3.5% 01 May 2044
Maturity Date
2044-05-01T00:00:00.000
Interest Rate
3.5
Original Face
115047.00
Shares Par Value
80306.37
Base Market Value
83372.47
Base Total Cost
82514.81
Base Unrealized Gain Loss
857.66
Base Accrued Interest
0
Local Market Value
83372.47
Local Total Cost Amount
82514.81
Local Unrealized Gain Loss
857.66
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 Q26362
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26362
Security Description
3.5% 01 May 2044
Maturity Date
2044-05-01T00:00:00.000
Interest Rate
3.5
Original Face
101035.00
Shares Par Value
71330.87
Base Market Value
73880.95
Base Total Cost
73147.55
Base Unrealized Gain Loss
733.40
Base Accrued Interest
0
Local Market Value
73880.95
Local Total Cost Amount
73147.55
Local Unrealized Gain Loss
733.40
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 Q26452
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26452
Security Description
3.5% 01 May 2044
Maturity Date
2044-05-01T00:00:00.000
Interest Rate
3.5
Original Face
108140.00
Shares Par Value
84566.85
Base Market Value
87590.11
Base Total Cost
86601.74
Base Unrealized Gain Loss
988.37
Base Accrued Interest
0
Local Market Value
87590.11
Local Total Cost Amount
86601.74
Local Unrealized Gain Loss
988.37
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 Q26707
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26707
Security Description
3.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
148662.00
Shares Par Value
104483.90
Base Market Value
108219.20
Base Total Cost
107063.35
Base Unrealized Gain Loss
1155.85
Base Accrued Interest
0
Local Market Value
108219.20
Local Total Cost Amount
107063.35
Local Unrealized Gain Loss
1155.85
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 Q26711
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26711
Security Description
3.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
460627.00
Shares Par Value
351986.87
Base Market Value
365425.73
Base Total Cost
361061.55
Base Unrealized Gain Loss
4364.18
Base Accrued Interest
0
Local Market Value
365425.73
Local Total Cost Amount
361061.55
Local Unrealized Gain Loss
4364.18
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 Q26898
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26898
Security Description
3.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
316400.00
Shares Par Value
254546.81
Base Market Value
263646.86
Base Total Cost
260751.39
Base Unrealized Gain Loss
2895.47
Base Accrued Interest
0
Local Market Value
263646.86
Local Total Cost Amount
260751.39
Local Unrealized Gain Loss
2895.47
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
PLN
Local Currency Code: PLN • Trade Country Name: POLAND • Security Name: POLISH ZLOTY
Local Currency Code
PLN
Trade Country Name
POLAND
Security Name
POLISH ZLOTY
Security Description
0
Maturity Date
1899-12-31T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
5656.63
Base Market Value
1525.40
Base Total Cost
1514.05
Base Unrealized Gain Loss
11.35
Base Accrued Interest
0
Local Market Value
5656.63
Local Total Cost Amount
5656.63
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
Moody S Quality Rating
0
S And P Quality Rating
0
Direct Group Trust Holding
Group Trust
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q27319
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q27319
Security Description
3.5% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
3.5
Original Face
85064.00
Shares Par Value
65775.42
Base Market Value
68286.73
Base Total Cost
67584.26
Base Unrealized Gain Loss
702.47
Base Accrued Interest
0
Local Market Value
68286.73
Local Total Cost Amount
67584.26
Local Unrealized Gain Loss
702.47
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 Q27563
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q27563
Security Description
3.5% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
3.5
Original Face
499191.00
Shares Par Value
385377.83
Base Market Value
400091.56
Base Total Cost
395313.37
Base Unrealized Gain Loss
4778.19
Base Accrued Interest
0
Local Market Value
400091.56
Local Total Cost Amount
395313.37
Local Unrealized Gain Loss
4778.19
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q27843
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q27843
Security Description
3.5% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
3.5
Original Face
600154.00
Shares Par Value
419408.79
Base Market Value
434402.65
Base Total Cost
431466.81
Base Unrealized Gain Loss
2935.84
Base Accrued Interest
0
Local Market Value
434402.65
Local Total Cost Amount
431466.81
Local Unrealized Gain Loss
2935.84
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 Q28604
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q28604
Security Description
3.5% 01 Sep 2044
Maturity Date
2044-09-01T00:00:00.000
Interest Rate
3.5
Original Face
220000.00
Shares Par Value
144888.79
Base Market Value
150420.64
Base Total Cost
149575.02
Base Unrealized Gain Loss
845.62
Base Accrued Interest
0
Local Market Value
150420.64
Local Total Cost Amount
149575.02
Local Unrealized Gain Loss
845.62
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 Q28605
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q28605
Security Description
3.5% 01 Sep 2044
Maturity Date
2044-09-01T00:00:00.000
Interest Rate
3.5
Original Face
698896.00
Shares Par Value
519464.12
Base Market Value
538034.96
Base Total Cost
535372.73
Base Unrealized Gain Loss
2662.23
Base Accrued Interest
0
Local Market Value
538034.96
Local Total Cost Amount
535372.73
Local Unrealized Gain Loss
2662.23
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
NYC Data AI • Public-data exploration interface