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Office of The Comptroller: Police Retirement System Holdings Data

This dataset sets forth the Police Retirement System holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

City Government Office of the Comptroller Dataset dy3p-ay2d 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXPEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPEDIA INC
Security Description
4.5% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
2955000.00
Base Market Value
3109694.25
Base Total Cost
2938570.20
Base Unrealized Gain Loss
171124.05
Base Accrued Interest
50235.00
Local Market Value
3109694.25
Local Total Cost Amount
2938570.20
Local Unrealized Gain Loss
171124.05
Local Accrued Interest
50235.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
3.4% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
3.4
Original Face
0.00
Shares Par Value
3830000.00
Base Market Value
3696447.90
Base Total Cost
3828429.70
Base Unrealized Gain Loss
-131981.80
Base Accrued Interest
43406.67
Local Market Value
3696447.90
Local Total Cost Amount
3828429.70
Local Unrealized Gain Loss
-131981.80
Local Accrued Interest
43406.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
4.8% 15 Jul 2046
Maturity Date
2046-07-15T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
1685000.00
Base Market Value
1713931.45
Base Total Cost
1682051.25
Base Unrealized Gain Loss
31880.20
Base Accrued Interest
37294.67
Local Market Value
1713931.45
Local Total Cost Amount
1682051.25
Local Unrealized Gain Loss
31880.20
Local Accrued Interest
37294.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
3% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
1550000.00
Base Market Value
1539351.50
Base Total Cost
1548620.50
Base Unrealized Gain Loss
-9269.00
Base Accrued Interest
21441.67
Local Market Value
1539351.50
Local Total Cost Amount
1548620.50
Local Unrealized Gain Loss
-9269.00
Local Accrued Interest
21441.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
4.5% 25 Feb 2026
Maturity Date
2026-02-25T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
1527000.00
Base Market Value
1618329.87
Base Total Cost
1614100.08
Base Unrealized Gain Loss
4229.79
Base Accrued Interest
24050.25
Local Market Value
1618329.87
Local Total Cost Amount
1614100.08
Local Unrealized Gain Loss
4229.79
Local Accrued Interest
24050.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
3.4% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
3.4
Original Face
0.00
Shares Par Value
895000.00
Base Market Value
863791.35
Base Total Cost
848540.55
Base Unrealized Gain Loss
15250.80
Base Accrued Interest
10143.33
Local Market Value
863791.35
Local Total Cost Amount
848540.55
Local Unrealized Gain Loss
15250.80
Local Accrued Interest
10143.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
4.8% 15 Jul 2046
Maturity Date
2046-07-15T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
508585.00
Base Total Cost
476880.00
Base Unrealized Gain Loss
31705.00
Base Accrued Interest
11066.67
Local Market Value
508585.00
Local Total Cost Amount
476880.00
Local Unrealized Gain Loss
31705.00
Local Accrued Interest
11066.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
3.3% 25 Feb 2021
Maturity Date
2021-02-25T00:00:00.000
Interest Rate
3.3
Original Face
0.00
Shares Par Value
195000.00
Base Market Value
200832.45
Base Total Cost
194590.50
Base Unrealized Gain Loss
6241.95
Base Accrued Interest
2252.25
Local Market Value
200832.45
Local Total Cost Amount
194590.50
Local Unrealized Gain Loss
6241.95
Local Accrued Interest
2252.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXTERRAN NRG SOLUTIONS/F
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXTERRAN NRG SOLUTIONS/F
Security Description
8.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
2560000.00
Base Market Value
2611200.00
Base Total Cost
2593075.00
Base Unrealized Gain Loss
18125.00
Base Accrued Interest
50266.68
Local Market Value
2611200.00
Local Total Cost Amount
2593075.00
Local Unrealized Gain Loss
18125.00
Local Accrued Interest
50266.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXTERRAN NRG SOLUTIONS/F
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXTERRAN NRG SOLUTIONS/F
Security Description
8.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
370000.00
Base Market Value
377400.00
Base Total Cost
370000.00
Base Unrealized Gain Loss
7400.00
Base Accrued Interest
7265.10
Local Market Value
377400.00
Local Total Cost Amount
370000.00
Local Unrealized Gain Loss
7400.00
Local Accrued Interest
7265.10
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXTRA SPACE STORAGE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXTRA SPACE STORAGE LP
Security Description
3.125% 01 Oct 2035
Maturity Date
2035-10-01T00:00:00.000
Interest Rate
3.125
Original Face
0.00
Shares Par Value
1417000.00
Base Market Value
1513540.21
Base Total Cost
1464671.38
Base Unrealized Gain Loss
48868.83
Base Accrued Interest
11070.26
Local Market Value
1513540.21
Local Total Cost Amount
1464671.38
Local Unrealized Gain Loss
48868.83
Local Accrued Interest
11070.26
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXTRACTION OIL+GAS INC/
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXTRACTION OIL+GAS INC/
Security Description
7.875% 15 Jul 2021
Maturity Date
2021-07-15T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
470000.00
Base Market Value
482925.00
Base Total Cost
483742.39
Base Unrealized Gain Loss
-817.39
Base Accrued Interest
17066.91
Local Market Value
482925.00
Local Total Cost Amount
483742.39
Local Unrealized Gain Loss
-817.39
Local Accrued Interest
17066.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Caa1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXXON MOBIL CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXXON MOBIL CORPORATION
Security Description
4.114% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
4.114
Original Face
0.00
Shares Par Value
949000.00
Base Market Value
1001100.10
Base Total Cost
949000.00
Base Unrealized Gain Loss
52100.10
Base Accrued Interest
13013.95
Local Market Value
1001100.10
Local Total Cost Amount
949000.00
Local Unrealized Gain Loss
52100.10
Local Accrued Interest
13013.95
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXXON MOBIL CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXXON MOBIL CORPORATION
Security Description
3.043% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
3.043
Original Face
0.00
Shares Par Value
947000.00
Base Market Value
955106.32
Base Total Cost
947000.00
Base Unrealized Gain Loss
8106.32
Base Accrued Interest
9605.73
Local Market Value
955106.32
Local Total Cost Amount
947000.00
Local Unrealized Gain Loss
8106.32
Local Accrued Interest
9605.73
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
5622.11
Base Market Value
5622.11
Base Total Cost
5622.11
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
5622.11
Local Total Cost Amount
5622.11
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FAGE INTL / FAGE USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FAGE INTL / FAGE USA
Security Description
5.625% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1550000.00
Base Market Value
1596190.00
Base Total Cost
1559875.00
Base Unrealized Gain Loss
36315.00
Base Accrued Interest
32937.50
Local Market Value
1596190.00
Local Total Cost Amount
1559875.00
Local Unrealized Gain Loss
36315.00
Local Accrued Interest
32937.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FAGE INTL / FAGE USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FAGE INTL / FAGE USA
Security Description
5.625% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
345000.00
Base Market Value
355281.00
Base Total Cost
354918.75
Base Unrealized Gain Loss
362.25
Base Accrued Interest
7437.50
Local Market Value
355281.00
Local Total Cost Amount
354918.75
Local Unrealized Gain Loss
362.25
Local Accrued Interest
7437.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
6.25% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
23430000.00
Base Market Value
31793572.80
Base Total Cost
32017917.86
Base Unrealized Gain Loss
-224345.06
Base Accrued Interest
187114.58
Local Market Value
31793572.80
Local Total Cost Amount
32017917.86
Local Unrealized Gain Loss
-224345.06
Local Accrued Interest
187114.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
2.125% 24 Apr 2026
Maturity Date
2026-04-24T00:00:00.000
Interest Rate
2.125
Original Face
0.00
Shares Par Value
9390000.00
Base Market Value
9152339.10
Base Total Cost
9310372.80
Base Unrealized Gain Loss
-158033.70
Base Accrued Interest
37136.15
Local Market Value
9152339.10
Local Total Cost Amount
9310372.80
Local Unrealized Gain Loss
-158033.70
Local Accrued Interest
37136.15
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
2.625% 06 Sep 2024
Maturity Date
2024-09-06T00:00:00.000
Interest Rate
2.625
Original Face
0.00
Shares Par Value
6680000.00
Base Market Value
6853479.60
Base Total Cost
6619011.60
Base Unrealized Gain Loss
234468.00
Base Accrued Interest
56014.58
Local Market Value
6853479.60
Local Total Cost Amount
6619011.60
Local Unrealized Gain Loss
234468.00
Local Accrued Interest
56014.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
6.25% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1730000.00
Base Market Value
2347540.80
Base Total Cost
2364105.76
Base Unrealized Gain Loss
-16564.96
Base Accrued Interest
13815.97
Local Market Value
2347540.80
Local Total Cost Amount
2364105.76
Local Unrealized Gain Loss
-16564.96
Local Accrued Interest
13815.97
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
6.625% 15 Nov 2030
Maturity Date
2030-11-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
1590000.00
Base Market Value
2273159.40
Base Total Cost
1936544.20
Base Unrealized Gain Loss
336615.20
Base Accrued Interest
13459.79
Local Market Value
2273159.40
Local Total Cost Amount
1936544.20
Local Unrealized Gain Loss
336615.20
Local Accrued Interest
13459.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.125% 20 Jul 2018
Maturity Date
2018-07-20T00:00:00.000
Interest Rate
1.125
Original Face
0.00
Shares Par Value
1400000.00
Base Market Value
1397172.00
Base Total Cost
1401451.80
Base Unrealized Gain Loss
-4279.80
Base Accrued Interest
7043.75
Local Market Value
1397172.00
Local Total Cost Amount
1401451.80
Local Unrealized Gain Loss
-4279.80
Local Accrued Interest
7043.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.5% 22 Jun 2020
Maturity Date
2020-06-22T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
1175000.00
Base Market Value
1172133.00
Base Total Cost
1170611.38
Base Unrealized Gain Loss
1521.62
Base Accrued Interest
440.62
Local Market Value
1172133.00
Local Total Cost Amount
1170611.38
Local Unrealized Gain Loss
1521.62
Local Accrued Interest
440.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
7.25% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
1050000.00
Base Market Value
1556415.00
Base Total Cost
1399919.85
Base Unrealized Gain Loss
156495.15
Base Accrued Interest
9727.08
Local Market Value
1556415.00
Local Total Cost Amount
1399919.85
Local Unrealized Gain Loss
156495.15
Local Accrued Interest
9727.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.01% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
925000.00
Base Market Value
626530.25
Base Total Cost
456080.50
Base Unrealized Gain Loss
170449.75
Base Accrued Interest
0
Local Market Value
626530.25
Local Total Cost Amount
456080.50
Local Unrealized Gain Loss
170449.75
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 26 Feb 2019
Maturity Date
2019-02-26T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
925000.00
Base Market Value
918830.25
Base Total Cost
919767.27
Base Unrealized Gain Loss
-937.02
Base Accrued Interest
3211.81
Local Market Value
918830.25
Local Total Cost Amount
919767.27
Local Unrealized Gain Loss
-937.02
Local Accrued Interest
3211.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.25% 06 May 2021
Maturity Date
2021-05-06T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
900000.00
Base Market Value
884115.00
Base Total Cost
878229.91
Base Unrealized Gain Loss
5885.09
Base Accrued Interest
1718.75
Local Market Value
884115.00
Local Total Cost Amount
878229.91
Local Unrealized Gain Loss
5885.09
Local Accrued Interest
1718.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.125% 19 Oct 2018
Maturity Date
2018-10-19T00:00:00.000
Interest Rate
1.125
Original Face
0.00
Shares Par Value
825000.00
Base Market Value
822434.25
Base Total Cost
824582.55
Base Unrealized Gain Loss
-2148.30
Base Accrued Interest
1856.25
Local Market Value
822434.25
Local Total Cost Amount
824582.55
Local Unrealized Gain Loss
-2148.30
Local Accrued Interest
1856.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
7.125% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
813000.00
Base Market Value
1186744.23
Base Total Cost
1166172.88
Base Unrealized Gain Loss
20571.35
Base Accrued Interest
26710.43
Local Market Value
1186744.23
Local Total Cost Amount
1166172.88
Local Unrealized Gain Loss
20571.35
Local Accrued Interest
26710.43
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
2.625% 06 Sep 2024
Maturity Date
2024-09-06T00:00:00.000
Interest Rate
2.625
Original Face
0.00
Shares Par Value
725000.00
Base Market Value
743828.25
Base Total Cost
736344.88
Base Unrealized Gain Loss
7483.37
Base Accrued Interest
6079.42
Local Market Value
743828.25
Local Total Cost Amount
736344.88
Local Unrealized Gain Loss
7483.37
Local Accrued Interest
6079.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.01% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
0.01
Original Face
0.00
Shares Par Value
640000.00
Base Market Value
427808.00
Base Total Cost
353182.00
Base Unrealized Gain Loss
74626.00
Base Accrued Interest
0
Local Market Value
427808.00
Local Total Cost Amount
353182.00
Local Unrealized Gain Loss
74626.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.875% 24 Sep 2026
Maturity Date
2026-09-24T00:00:00.000
Interest Rate
1.875
Original Face
0.00
Shares Par Value
560000.00
Base Market Value
530958.40
Base Total Cost
556455.20
Base Unrealized Gain Loss
-25496.80
Base Accrued Interest
2829.17
Local Market Value
530958.40
Local Total Cost Amount
556455.20
Local Unrealized Gain Loss
-25496.80
Local Accrued Interest
2829.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.875% 24 Sep 2026
Maturity Date
2026-09-24T00:00:00.000
Interest Rate
1.875
Original Face
0.00
Shares Par Value
360000.00
Base Market Value
341330.40
Base Total Cost
332854.58
Base Unrealized Gain Loss
8475.82
Base Accrued Interest
1818.75
Local Market Value
341330.40
Local Total Cost Amount
332854.58
Local Unrealized Gain Loss
8475.82
Local Accrued Interest
1818.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
6.09% 27 Sep 2027
Maturity Date
2027-09-27T00:00:00.000
Interest Rate
6.09
Original Face
0.00
Shares Par Value
210000.00
Base Market Value
272309.10
Base Total Cost
229170.90
Base Unrealized Gain Loss
43138.20
Base Accrued Interest
3339.35
Local Market Value
272309.10
Local Total Cost Amount
229170.90
Local Unrealized Gain Loss
43138.20
Local Accrued Interest
3339.35
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 27 Jul 2020
Maturity Date
2020-07-27T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
197230.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
-2770.00
Base Accrued Interest
855.56
Local Market Value
197230.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
-2770.00
Local Accrued Interest
855.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.25% 25 Nov 2019
Maturity Date
2019-11-25T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
198460.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
-1540.00
Base Accrued Interest
250.00
Local Market Value
198460.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
-1540.00
Local Accrued Interest
250.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.375% 26 Feb 2021
Maturity Date
2021-02-26T00:00:00.000
Interest Rate
1.375
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
197546.00
Base Total Cost
196885.40
Base Unrealized Gain Loss
660.60
Base Accrued Interest
954.86
Local Market Value
197546.00
Local Total Cost Amount
196885.40
Local Unrealized Gain Loss
660.60
Local Accrued Interest
954.86
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.35% 28 Oct 2019
Maturity Date
2019-10-28T00:00:00.000
Interest Rate
1.35
Original Face
0.00
Shares Par Value
130000.00
Base Market Value
129268.10
Base Total Cost
130000.00
Base Unrealized Gain Loss
-731.90
Base Accrued Interest
307.13
Local Market Value
129268.10
Local Total Cost Amount
130000.00
Local Unrealized Gain Loss
-731.90
Local Accrued Interest
307.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 24 Aug 2022
Maturity Date
2022-08-24T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
120000.00
Base Market Value
119140.80
Base Total Cost
120000.00
Base Unrealized Gain Loss
-859.20
Base Accrued Interest
423.33
Local Market Value
119140.80
Local Total Cost Amount
120000.00
Local Unrealized Gain Loss
-859.20
Local Accrued Interest
423.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
2% 05 Jan 2022
Maturity Date
2022-01-05T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
25000.00
Base Market Value
25083.25
Base Total Cost
24881.75
Base Unrealized Gain Loss
201.50
Base Accrued Interest
238.88
Local Market Value
25083.25
Local Total Cost Amount
24881.75
Local Unrealized Gain Loss
201.50
Local Accrued Interest
238.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIEMAE ACES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE ACES
Security Description
1% 25 Jan 2039
Maturity Date
2039-01-25T00:00:00.000
Interest Rate
2.7996
Original Face
8080000.00
Shares Par Value
7673975.15
Base Market Value
931876.89
Base Total Cost
957448.31
Base Unrealized Gain Loss
-25571.42
Base Accrued Interest
0
Local Market Value
931876.89
Local Total Cost Amount
957448.31
Local Unrealized Gain Loss
-25571.42
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIEMAE ACES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE ACES
Security Description
1% 25 Dec 2017
Maturity Date
2017-12-25T00:00:00.000
Interest Rate
4.1409
Original Face
23345242.00
Shares Par Value
5239838.40
Base Market Value
44330.60
Base Total Cost
1025368.09
Base Unrealized Gain Loss
-981037.49
Base Accrued Interest
0
Local Market Value
44330.60
Local Total Cost Amount
1025368.09
Local Unrealized Gain Loss
-981037.49
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIEMAE ACES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE ACES
Security Description
1% 25 Feb 2021
Maturity Date
2021-02-25T00:00:00.000
Interest Rate
2.132
Original Face
100000.00
Shares Par Value
100000.00
Base Market Value
99619.26
Base Total Cost
100998.24
Base Unrealized Gain Loss
-1378.98
Base Accrued Interest
0
Local Market Value
99619.26
Local Total Cost Amount
100998.24
Local Unrealized Gain Loss
-1378.98
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIEMAE STRIPS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE STRIPS
Security Description
0.01% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
370000.00
Base Market Value
257005.70
Base Total Cost
221319.20
Base Unrealized Gain Loss
35686.50
Base Accrued Interest
0
Local Market Value
257005.70
Local Total Cost Amount
221319.20
Local Unrealized Gain Loss
35686.50
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FBM FINANCE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FBM FINANCE INC
Security Description
8.25% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
985000.00
Base Market Value
1055181.25
Base Total Cost
1002250.00
Base Unrealized Gain Loss
52931.25
Base Accrued Interest
30699.17
Local Market Value
1055181.25
Local Total Cost Amount
1002250.00
Local Unrealized Gain Loss
52931.25
Local Accrued Interest
30699.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A11348
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A11348
Security Description
5.5% 01 Jul 2033
Maturity Date
2033-07-01T00:00:00.000
Interest Rate
5.5
Original Face
310000.00
Shares Par Value
4333.91
Base Market Value
4842.93
Base Total Cost
4284.99
Base Unrealized Gain Loss
557.94
Base Accrued Interest
0
Local Market Value
4842.93
Local Total Cost Amount
4284.99
Local Unrealized Gain Loss
557.94
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 A14258
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A14258
Security Description
5.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
5.5
Original Face
290567.00
Shares Par Value
8187.47
Base Market Value
9077.12
Base Total Cost
8273.21
Base Unrealized Gain Loss
803.91
Base Accrued Interest
0
Local Market Value
9077.12
Local Total Cost Amount
8273.21
Local Unrealized Gain Loss
803.91
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL A14440
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A14440
Security Description
5.5% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
5.5
Original Face
374000.00
Shares Par Value
13228.53
Base Market Value
14783.94
Base Total Cost
13183.09
Base Unrealized Gain Loss
1600.85
Base Accrued Interest
0
Local Market Value
14783.94
Local Total Cost Amount
13183.09
Local Unrealized Gain Loss
1600.85
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 A14769
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A14769
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
150000.00
Shares Par Value
5804.07
Base Market Value
6507.23
Base Total Cost
5791.38
Base Unrealized Gain Loss
715.85
Base Accrued Interest
0
Local Market Value
6507.23
Local Total Cost Amount
5791.38
Local Unrealized Gain Loss
715.85
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
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