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Office of The Comptroller: Police Retirement System Holdings Data

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

City Government Office of the Comptroller Dataset dy3p-ay2d 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q31128
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q31128
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
57923.00
Shares Par Value
45020.58
Base Market Value
47533.63
Base Total Cost
48340.84
Base Unrealized Gain Loss
-807.21
Base Accrued Interest
0
Local Market Value
47533.63
Local Total Cost Amount
48340.84
Local Unrealized Gain Loss
-807.21
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 Q31338
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q31338
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
143580.00
Shares Par Value
117499.22
Base Market Value
124410.52
Base Total Cost
126164.79
Base Unrealized Gain Loss
-1754.27
Base Accrued Interest
0
Local Market Value
124410.52
Local Total Cost Amount
126164.79
Local Unrealized Gain Loss
-1754.27
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 Q33869
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q33869
Security Description
4% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
4
Original Face
825000.00
Shares Par Value
670557.49
Base Market Value
705768.46
Base Total Cost
711210.03
Base Unrealized Gain Loss
-5441.57
Base Accrued Interest
0
Local Market Value
705768.46
Local Total Cost Amount
711210.03
Local Unrealized Gain Loss
-5441.57
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q34310
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q34310
Security Description
3.5% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
3.5
Original Face
1175000.00
Shares Par Value
1009605.25
Base Market Value
1038005.45
Base Total Cost
1042259.68
Base Unrealized Gain Loss
-4254.23
Base Accrued Interest
0
Local Market Value
1038005.45
Local Total Cost Amount
1042259.68
Local Unrealized Gain Loss
-4254.23
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q36302
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q36302
Security Description
3.5% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
3.5
Original Face
150000.00
Shares Par Value
127796.15
Base Market Value
132629.40
Base Total Cost
133836.50
Base Unrealized Gain Loss
-1207.10
Base Accrued Interest
0
Local Market Value
132629.40
Local Total Cost Amount
133836.50
Local Unrealized Gain Loss
-1207.10
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 Q36699
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q36699
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
872970.00
Shares Par Value
642377.34
Base Market Value
676108.57
Base Total Cost
674596.58
Base Unrealized Gain Loss
1511.99
Base Accrued Interest
0
Local Market Value
676108.57
Local Total Cost Amount
674596.58
Local Unrealized Gain Loss
1511.99
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 Q36972
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q36972
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
1825000.00
Shares Par Value
1512778.58
Base Market Value
1601805.60
Base Total Cost
1625882.42
Base Unrealized Gain Loss
-24076.82
Base Accrued Interest
0
Local Market Value
1601805.60
Local Total Cost Amount
1625882.42
Local Unrealized Gain Loss
-24076.82
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 Q37955
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q37955
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
254404.00
Shares Par Value
223536.42
Base Market Value
236687.07
Base Total Cost
238782.31
Base Unrealized Gain Loss
-2095.24
Base Accrued Interest
0
Local Market Value
236687.07
Local Total Cost Amount
238782.31
Local Unrealized Gain Loss
-2095.24
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 Q37957
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q37957
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
329673.00
Shares Par Value
273450.36
Base Market Value
289261.26
Base Total Cost
291416.91
Base Unrealized Gain Loss
-2155.65
Base Accrued Interest
0
Local Market Value
289261.26
Local Total Cost Amount
291416.91
Local Unrealized Gain Loss
-2155.65
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 Q39250
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q39250
Security Description
3.5% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3.5
Original Face
840000.00
Shares Par Value
765482.62
Base Market Value
789679.53
Base Total Cost
791198.05
Base Unrealized Gain Loss
-1518.52
Base Accrued Interest
0
Local Market Value
789679.53
Local Total Cost Amount
791198.05
Local Unrealized Gain Loss
-1518.52
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 Q40024
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q40024
Security Description
4% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
4
Original Face
2234105.00
Shares Par Value
2053605.87
Base Market Value
2161440.71
Base Total Cost
2157569.68
Base Unrealized Gain Loss
3871.03
Base Accrued Interest
0
Local Market Value
2161440.71
Local Total Cost Amount
2157569.68
Local Unrealized Gain Loss
3871.03
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 Q40204
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q40204
Security Description
4% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
4
Original Face
56888.00
Shares Par Value
43271.58
Base Market Value
45543.77
Base Total Cost
45293.18
Base Unrealized Gain Loss
250.59
Base Accrued Interest
0
Local Market Value
45543.77
Local Total Cost Amount
45293.18
Local Unrealized Gain Loss
250.59
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 Q41208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q41208
Security Description
3.5% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3.5
Original Face
260000.00
Shares Par Value
235377.51
Base Market Value
241998.68
Base Total Cost
248507.16
Base Unrealized Gain Loss
-6508.48
Base Accrued Interest
0
Local Market Value
241998.68
Local Total Cost Amount
248507.16
Local Unrealized Gain Loss
-6508.48
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 Q42596
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q42596
Security Description
3.5% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3.5
Original Face
350000.00
Shares Par Value
326606.94
Base Market Value
335794.39
Base Total Cost
333853.54
Base Unrealized Gain Loss
1940.85
Base Accrued Interest
0
Local Market Value
335794.39
Local Total Cost Amount
333853.54
Local Unrealized Gain Loss
1940.85
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 Q44853
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q44853
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
781866.00
Shares Par Value
749655.37
Base Market Value
750847.32
Base Total Cost
748776.87
Base Unrealized Gain Loss
2070.45
Base Accrued Interest
0
Local Market Value
750847.32
Local Total Cost Amount
748776.87
Local Unrealized Gain Loss
2070.45
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 Q45064
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45064
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
758291.00
Shares Par Value
742857.47
Base Market Value
743147.18
Base Total Cost
741754.78
Base Unrealized Gain Loss
1392.40
Base Accrued Interest
0
Local Market Value
743147.18
Local Total Cost Amount
741754.78
Local Unrealized Gain Loss
1392.40
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 Q45079
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45079
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
329470.00
Shares Par Value
321552.41
Base Market Value
322539.58
Base Total Cost
321577.53
Base Unrealized Gain Loss
962.05
Base Accrued Interest
0
Local Market Value
322539.58
Local Total Cost Amount
321577.53
Local Unrealized Gain Loss
962.05
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 Q45080
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45080
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
381618.00
Shares Par Value
372072.74
Base Market Value
372883.86
Base Total Cost
371753.01
Base Unrealized Gain Loss
1130.85
Base Accrued Interest
0
Local Market Value
372883.86
Local Total Cost Amount
371753.01
Local Unrealized Gain Loss
1130.85
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: 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
1388497.69
Base Market Value
1388497.69
Base Total Cost
1388497.69
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1388497.69
Local Total Cost Amount
1388497.69
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q45083
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45083
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
199563.00
Shares Par Value
194466.54
Base Market Value
195176.34
Base Total Cost
194633.66
Base Unrealized Gain Loss
542.68
Base Accrued Interest
0
Local Market Value
195176.34
Local Total Cost Amount
194633.66
Local Unrealized Gain Loss
542.68
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q45095
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45095
Security Description
3.5% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
291468.00
Shares Par Value
282433.15
Base Market Value
290377.99
Base Total Cost
290906.14
Base Unrealized Gain Loss
-528.15
Base Accrued Interest
0
Local Market Value
290377.99
Local Total Cost Amount
290906.14
Local Unrealized Gain Loss
-528.15
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 Q45097
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45097
Security Description
3.5% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
100000.00
Shares Par Value
97494.07
Base Market Value
100236.58
Base Total Cost
99939.04
Base Unrealized Gain Loss
297.54
Base Accrued Interest
0
Local Market Value
100236.58
Local Total Cost Amount
99939.04
Local Unrealized Gain Loss
297.54
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 Q45864
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45864
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
240000.00
Shares Par Value
236496.08
Base Market Value
236138.97
Base Total Cost
235165.79
Base Unrealized Gain Loss
973.18
Base Accrued Interest
0
Local Market Value
236138.97
Local Total Cost Amount
235165.79
Local Unrealized Gain Loss
973.18
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 Q46860
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q46860
Security Description
3% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
125000.00
Shares Par Value
124262.31
Base Market Value
124074.67
Base Total Cost
123815.75
Base Unrealized Gain Loss
258.92
Base Accrued Interest
0
Local Market Value
124074.67
Local Total Cost Amount
123815.75
Local Unrealized Gain Loss
258.92
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 V60093
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60093
Security Description
3.5% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
3.5
Original Face
561806.00
Shares Par Value
197178.61
Base Market Value
206619.52
Base Total Cost
208639.63
Base Unrealized Gain Loss
-2020.11
Base Accrued Interest
0
Local Market Value
206619.52
Local Total Cost Amount
208639.63
Local Unrealized Gain Loss
-2020.11
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V60696
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60696
Security Description
3% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
3
Original Face
372350.00
Shares Par Value
266714.77
Base Market Value
274286.80
Base Total Cost
277425.05
Base Unrealized Gain Loss
-3138.25
Base Accrued Interest
0
Local Market Value
274286.80
Local Total Cost Amount
277425.05
Local Unrealized Gain Loss
-3138.25
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V60723
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60723
Security Description
3% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
3
Original Face
834797.00
Shares Par Value
587385.34
Base Market Value
604213.93
Base Total Cost
610054.75
Base Unrealized Gain Loss
-5840.82
Base Accrued Interest
0
Local Market Value
604213.93
Local Total Cost Amount
610054.75
Local Unrealized Gain Loss
-5840.82
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 V60724
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60724
Security Description
3% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
3
Original Face
521166.00
Shares Par Value
370980.38
Base Market Value
381516.22
Base Total Cost
385877.56
Base Unrealized Gain Loss
-4361.34
Base Accrued Interest
0
Local Market Value
381516.22
Local Total Cost Amount
385877.56
Local Unrealized Gain Loss
-4361.34
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V60796
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60796
Security Description
2.5% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
2.5
Original Face
1214545.00
Shares Par Value
950706.41
Base Market Value
957161.71
Base Total Cost
973137.13
Base Unrealized Gain Loss
-15975.42
Base Accrued Interest
0
Local Market Value
957161.71
Local Total Cost Amount
973137.13
Local Unrealized Gain Loss
-15975.42
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 V60886
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60886
Security Description
2.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
1139455.00
Shares Par Value
880073.74
Base Market Value
886568.68
Base Total Cost
893824.90
Base Unrealized Gain Loss
-7256.22
Base Accrued Interest
0
Local Market Value
886568.68
Local Total Cost Amount
893824.90
Local Unrealized Gain Loss
-7256.22
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V60902
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60902
Security Description
2.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
819124.00
Shares Par Value
670696.14
Base Market Value
675639.17
Base Total Cost
681175.78
Base Unrealized Gain Loss
-5536.61
Base Accrued Interest
0
Local Market Value
675639.17
Local Total Cost Amount
681175.78
Local Unrealized Gain Loss
-5536.61
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 V60903
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60903
Security Description
2.5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
2.5
Original Face
823470.00
Shares Par Value
657866.20
Base Market Value
662615.99
Base Total Cost
668453.74
Base Unrealized Gain Loss
-5837.75
Base Accrued Interest
0
Local Market Value
662615.99
Local Total Cost Amount
668453.74
Local Unrealized Gain Loss
-5837.75
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V60904
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60904
Security Description
2.5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
2.5
Original Face
1969391.00
Shares Par Value
1575428.83
Base Market Value
1586094.48
Base Total Cost
1600291.06
Base Unrealized Gain Loss
-14196.58
Base Accrued Interest
0
Local Market Value
1586094.48
Local Total Cost Amount
1600291.06
Local Unrealized Gain Loss
-14196.58
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V60905
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60905
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
85749.00
Shares Par Value
75664.04
Base Market Value
76176.29
Base Total Cost
76858.15
Base Unrealized Gain Loss
-681.86
Base Accrued Interest
0
Local Market Value
76176.29
Local Total Cost Amount
76858.15
Local Unrealized Gain Loss
-681.86
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V60909
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V60909
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
251295.00
Shares Par Value
212612.66
Base Market Value
218710.39
Base Total Cost
221283.26
Base Unrealized Gain Loss
-2572.87
Base Accrued Interest
0
Local Market Value
218710.39
Local Total Cost Amount
221283.26
Local Unrealized Gain Loss
-2572.87
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 V61427
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V61427
Security Description
2.5% 01 Dec 2031
Maturity Date
2031-12-01T00:00:00.000
Interest Rate
2.5
Original Face
250000.00
Shares Par Value
235243.13
Base Market Value
236849.84
Base Total Cost
235978.27
Base Unrealized Gain Loss
871.57
Base Accrued Interest
0
Local Market Value
236849.84
Local Total Cost Amount
235978.27
Local Unrealized Gain Loss
871.57
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V80169
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V80169
Security Description
3% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
6934731.00
Shares Par Value
4901698.17
Base Market Value
4919344.28
Base Total Cost
4733776.72
Base Unrealized Gain Loss
185567.56
Base Accrued Interest
0
Local Market Value
4919344.28
Local Total Cost Amount
4733776.72
Local Unrealized Gain Loss
185567.56
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 V82528
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82528
Security Description
4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4
Original Face
1263000.00
Shares Par Value
1176350.05
Base Market Value
1246001.74
Base Total Cost
1252537.10
Base Unrealized Gain Loss
-6535.36
Base Accrued Interest
0
Local Market Value
1246001.74
Local Total Cost Amount
1252537.10
Local Unrealized Gain Loss
-6535.36
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 V82553
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82553
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
698000.00
Shares Par Value
663028.53
Base Market Value
702286.45
Base Total Cost
705969.99
Base Unrealized Gain Loss
-3683.54
Base Accrued Interest
0
Local Market Value
702286.45
Local Total Cost Amount
705969.99
Local Unrealized Gain Loss
-3683.54
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 V82645
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82645
Security Description
3% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
275000.00
Shares Par Value
265977.51
Base Market Value
265711.53
Base Total Cost
263691.78
Base Unrealized Gain Loss
2019.75
Base Accrued Interest
0
Local Market Value
265711.53
Local Total Cost Amount
263691.78
Local Unrealized Gain Loss
2019.75
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V82661
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82661
Security Description
4% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4
Original Face
204000.00
Shares Par Value
189673.68
Base Market Value
200904.26
Base Total Cost
201958.02
Base Unrealized Gain Loss
-1053.76
Base Accrued Interest
0
Local Market Value
200904.26
Local Total Cost Amount
201958.02
Local Unrealized Gain Loss
-1053.76
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 V82781
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82781
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
1919000.00
Shares Par Value
1863675.06
Base Market Value
1861811.38
Base Total Cost
1844455.91
Base Unrealized Gain Loss
17355.47
Base Accrued Interest
0
Local Market Value
1861811.38
Local Total Cost Amount
1844455.91
Local Unrealized Gain Loss
17355.47
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 V82848
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82848
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
3379840.00
Shares Par Value
3303259.28
Base Market Value
3310460.39
Base Total Cost
3301452.82
Base Unrealized Gain Loss
9007.57
Base Accrued Interest
0
Local Market Value
3310460.39
Local Total Cost Amount
3301452.82
Local Unrealized Gain Loss
9007.57
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL V82929
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82929
Security Description
4% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
4
Original Face
4270352.00
Shares Par Value
4124972.64
Base Market Value
4369996.01
Base Total Cost
4375049.11
Base Unrealized Gain Loss
-5053.10
Base Accrued Interest
0
Local Market Value
4369996.01
Local Total Cost Amount
4375049.11
Local Unrealized Gain Loss
-5053.10
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 V83115
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V83115
Security Description
4.5% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
4.5
Original Face
290000.00
Shares Par Value
283399.31
Base Market Value
303886.25
Base Total Cost
304986.37
Base Unrealized Gain Loss
-1100.12
Base Accrued Interest
425.10
Local Market Value
303886.25
Local Total Cost Amount
304986.37
Local Unrealized Gain Loss
-1100.12
Local Accrued Interest
425.10
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 HOME LN DISCOUNT NT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HOME LN DISCOUNT NT
Security Description
0.01% 06 Jul 2017
Maturity Date
2017-07-06T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
7500000.00
Base Market Value
7499400.00
Base Total Cost
7493766.68
Base Unrealized Gain Loss
5633.32
Base Accrued Interest
0
Local Market Value
7499400.00
Local Total Cost Amount
7493766.68
Local Unrealized Gain Loss
5633.32
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: FED HOME LN DISCOUNT NT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HOME LN DISCOUNT NT
Security Description
0.01% 24 Jul 2017
Maturity Date
2017-07-24T00:00:00.000
Interest Rate
0.01
Original Face
0.00
Shares Par Value
5000000.00
Base Market Value
4997100.00
Base Total Cost
4988702.80
Base Unrealized Gain Loss
8397.20
Base Accrued Interest
10583.36
Local Market Value
4997100.00
Local Total Cost Amount
4988702.80
Local Unrealized Gain Loss
8397.20
Local Accrued Interest
10583.36
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HOME LN DISCOUNT NT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HOME LN DISCOUNT NT
Security Description
0.01% 21 Sep 2017
Maturity Date
2017-09-21T00:00:00.000
Interest Rate
0.01
Original Face
0.00
Shares Par Value
4000000.00
Base Market Value
3990840.00
Base Total Cost
3988000.00
Base Unrealized Gain Loss
2840.00
Base Accrued Interest
9304.11
Local Market Value
3990840.00
Local Total Cost Amount
3988000.00
Local Unrealized Gain Loss
2840.00
Local Accrued Interest
9304.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HOME LN DISCOUNT NT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HOME LN DISCOUNT NT
Security Description
0.01% 26 Jul 2017
Maturity Date
2017-07-26T00:00:00.000
Interest Rate
0.01
Original Face
0.00
Shares Par Value
3000000.00
Base Market Value
2998080.00
Base Total Cost
2995323.33
Base Unrealized Gain Loss
2756.67
Base Accrued Interest
4356.35
Local Market Value
2998080.00
Local Total Cost Amount
2995323.33
Local Unrealized Gain Loss
2756.67
Local Accrued Interest
4356.35
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
GOVERNMENT ISSUES
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: FEDERAL FARM CREDIT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL FARM CREDIT BANK
Security Description
4.8% 20 Sep 2022
Maturity Date
2022-09-20T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
470000.00
Base Market Value
529741.70
Base Total Cost
459274.60
Base Unrealized Gain Loss
70467.10
Base Accrued Interest
6329.33
Local Market Value
529741.70
Local Total Cost Amount
459274.60
Local Unrealized Gain Loss
70467.10
Local Accrued Interest
6329.33
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
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