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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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
5.5% 15 Jul 2036
Maturity Date
2036-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1185000.00
Base Market Value
1603897.50
Base Total Cost
1574061.98
Base Unrealized Gain Loss
29835.52
Base Accrued Interest
30052.92
Local Market Value
1603897.50
Local Total Cost Amount
1574061.98
Local Unrealized Gain Loss
29835.52
Local Accrued Interest
30052.92
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1.375% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
1.375
Original Face
0.00
Shares Par Value
1175000.00
Base Market Value
1171392.75
Base Total Cost
1171292.87
Base Unrealized Gain Loss
99.88
Base Accrued Interest
2064.41
Local Market Value
1171392.75
Local Total Cost Amount
1171292.87
Local Unrealized Gain Loss
99.88
Local Accrued Interest
2064.41
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
5.75% 12 Jun 2026
Maturity Date
2026-06-12T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1145000.00
Base Market Value
1423452.55
Base Total Cost
1474153.15
Base Unrealized Gain Loss
-50700.60
Base Accrued Interest
3474.76
Local Market Value
1423452.55
Local Total Cost Amount
1474153.15
Local Unrealized Gain Loss
-50700.60
Local Accrued Interest
3474.76
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
0.875% 05 Aug 2019
Maturity Date
2019-08-05T00:00:00.000
Interest Rate
0.875
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
740835.00
Base Total Cost
741443.25
Base Unrealized Gain Loss
-608.25
Base Accrued Interest
2697.92
Local Market Value
740835.00
Local Total Cost Amount
741443.25
Local Unrealized Gain Loss
-608.25
Local Accrued Interest
2697.92
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1.25% 16 Jan 2019
Maturity Date
2019-01-16T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
698579.00
Base Total Cost
699896.40
Base Unrealized Gain Loss
-1317.40
Base Accrued Interest
4010.42
Local Market Value
698579.00
Local Total Cost Amount
699896.40
Local Unrealized Gain Loss
-1317.40
Local Accrued Interest
4010.42
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
4% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
717249.00
Base Total Cost
648570.00
Base Unrealized Gain Loss
68679.00
Base Accrued Interest
8666.67
Local Market Value
717249.00
Local Total Cost Amount
648570.00
Local Unrealized Gain Loss
68679.00
Local Accrued Interest
8666.67
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 26 Sep 2019
Maturity Date
2019-09-26T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
494920.00
Base Total Cost
494371.90
Base Unrealized Gain Loss
548.10
Base Accrued Interest
1319.44
Local Market Value
494920.00
Local Total Cost Amount
494371.90
Local Unrealized Gain Loss
548.10
Local Accrued Interest
1319.44
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
0.875% 01 Oct 2018
Maturity Date
2018-10-01T00:00:00.000
Interest Rate
0.875
Original Face
0.00
Shares Par Value
475000.00
Base Market Value
472131.00
Base Total Cost
472780.60
Base Unrealized Gain Loss
-649.60
Base Accrued Interest
1039.06
Local Market Value
472131.00
Local Total Cost Amount
472780.60
Local Unrealized Gain Loss
-649.60
Local Accrued Interest
1039.06
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1.875% 29 Nov 2021
Maturity Date
2021-11-29T00:00:00.000
Interest Rate
1.875
Original Face
0.00
Shares Par Value
425000.00
Base Market Value
425892.50
Base Total Cost
423146.57
Base Unrealized Gain Loss
2745.93
Base Accrued Interest
708.33
Local Market Value
425892.50
Local Total Cost Amount
423146.57
Local Unrealized Gain Loss
2745.93
Local Accrued Interest
708.33
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
149575.50
Base Total Cost
149760.00
Base Unrealized Gain Loss
-184.50
Base Accrued Interest
83.34
Local Market Value
149575.50
Local Total Cost Amount
149760.00
Local Unrealized Gain Loss
-184.50
Local Accrued Interest
83.34
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 28 Apr 2021
Maturity Date
2021-04-28T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
99579.00
Base Total Cost
99950.00
Base Unrealized Gain Loss
-371.00
Base Accrued Interest
218.75
Local Market Value
99579.00
Local Total Cost Amount
99950.00
Local Unrealized Gain Loss
-371.00
Local Accrued Interest
218.75
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 16 Aug 2024
Maturity Date
2024-08-16T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
96585.00
Base Total Cost
99800.00
Base Unrealized Gain Loss
-3215.00
Base Accrued Interest
562.50
Local Market Value
96585.00
Local Total Cost Amount
99800.00
Local Unrealized Gain Loss
-3215.00
Local Accrued Interest
562.50
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 17 Nov 2021
Maturity Date
2021-11-17T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
98741.00
Base Total Cost
99330.00
Base Unrealized Gain Loss
-589.00
Base Accrued Interest
152.77
Local Market Value
98741.00
Local Total Cost Amount
99330.00
Local Unrealized Gain Loss
-589.00
Local Accrued Interest
152.77
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 27 Jul 2021
Maturity Date
2021-07-27T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
99966.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
-34.00
Base Accrued Interest
427.78
Local Market Value
99966.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
-34.00
Local Accrued Interest
427.78
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: FEDERAL REALTY INVS TRST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL REALTY INVS TRST
Security Description
5.9% 01 Apr 2020
Maturity Date
2020-04-01T00:00:00.000
Interest Rate
5.9
Original Face
0.00
Shares Par Value
27000.00
Base Market Value
29600.64
Base Total Cost
26949.24
Base Unrealized Gain Loss
2651.40
Base Accrued Interest
398.25
Local Market Value
29600.64
Local Total Cost Amount
26949.24
Local Unrealized Gain Loss
2651.40
Local Accrued Interest
398.25
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
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FEDEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDEX CORP
Security Description
4.1% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4.1
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1471575.00
Base Total Cost
1491480.00
Base Unrealized Gain Loss
-19905.00
Base Accrued Interest
25625.00
Local Market Value
1471575.00
Local Total Cost Amount
1491480.00
Local Unrealized Gain Loss
-19905.00
Local Accrued Interest
25625.00
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
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: FEDEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDEX CORP
Security Description
4.9% 15 Jan 2034
Maturity Date
2034-01-15T00:00:00.000
Interest Rate
4.9
Original Face
0.00
Shares Par Value
370000.00
Base Market Value
411843.30
Base Total Cost
369482.00
Base Unrealized Gain Loss
42361.30
Base Accrued Interest
8359.94
Local Market Value
411843.30
Local Total Cost Amount
369482.00
Local Unrealized Gain Loss
42361.30
Local Accrued Interest
8359.94
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: FEDEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDEX CORP
Security Description
4.55% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
4.55
Original Face
0.00
Shares Par Value
255000.00
Base Market Value
267859.65
Base Total Cost
253880.55
Base Unrealized Gain Loss
13979.10
Base Accrued Interest
2900.62
Local Market Value
267859.65
Local Total Cost Amount
253880.55
Local Unrealized Gain Loss
13979.10
Local Accrued Interest
2900.62
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: FEDEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDEX CORP
Security Description
3.25% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
201718.00
Base Total Cost
199592.00
Base Unrealized Gain Loss
2126.00
Base Accrued Interest
1625.00
Local Market Value
201718.00
Local Total Cost Amount
199592.00
Local Unrealized Gain Loss
2126.00
Local Accrued Interest
1625.00
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
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: FELCOR LODGING LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FELCOR LODGING LP
Security Description
5.625% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
518750.00
Base Total Cost
507125.00
Base Unrealized Gain Loss
11625.00
Base Accrued Interest
9375.00
Local Market Value
518750.00
Local Total Cost Amount
507125.00
Local Unrealized Gain Loss
11625.00
Local Accrued Interest
9375.00
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
FINANCE
Moody S Quality Rating
B1
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
6.5% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
1380000.00
Base Market Value
1304100.00
Base Total Cost
1355731.25
Base Unrealized Gain Loss
-51631.25
Base Accrued Interest
14950.00
Local Market Value
1304100.00
Local Total Cost Amount
1355731.25
Local Unrealized Gain Loss
-51631.25
Local Accrued Interest
14950.00
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
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
6.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
890000.00
Base Market Value
829925.00
Base Total Cost
856537.50
Base Unrealized Gain Loss
-26612.50
Base Accrued Interest
2670.00
Local Market Value
829925.00
Local Total Cost Amount
856537.50
Local Unrealized Gain Loss
-26612.50
Local Accrued Interest
2670.00
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
ELECTRIC/GAS
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
6.75% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
830000.00
Base Market Value
780200.00
Base Total Cost
833356.69
Base Unrealized Gain Loss
-53156.69
Base Accrued Interest
25833.76
Local Market Value
780200.00
Local Total Cost Amount
833356.69
Local Unrealized Gain Loss
-53156.69
Local Accrued Interest
25833.76
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
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
6.75% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
265000.00
Base Market Value
249100.00
Base Total Cost
264450.00
Base Unrealized Gain Loss
-15350.00
Base Accrued Interest
8248.13
Local Market Value
249100.00
Local Total Cost Amount
264450.00
Local Unrealized Gain Loss
-15350.00
Local Accrued Interest
8248.13
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
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
6.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
186500.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
-13500.00
Base Accrued Interest
600.00
Local Market Value
186500.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
-13500.00
Local Accrued Interest
600.00
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
ELECTRIC/GAS
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
6.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
163187.50
Base Total Cost
161875.00
Base Unrealized Gain Loss
1312.50
Base Accrued Interest
525.00
Local Market Value
163187.50
Local Total Cost Amount
161875.00
Local Unrealized Gain Loss
1312.50
Local Accrued Interest
525.00
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
ELECTRIC/GAS
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Oct 2024
Maturity Date
2024-10-25T00:00:00.000
Interest Rate
0.68567
Original Face
22400000.00
Shares Par Value
22071562.24
Base Market Value
761983.16
Base Total Cost
996222.03
Base Unrealized Gain Loss
-234238.87
Base Accrued Interest
0
Local Market Value
761983.16
Local Total Cost Amount
996222.03
Local Unrealized Gain Loss
-234238.87
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Jul 2049
Maturity Date
2049-07-25T00:00:00.000
Interest Rate
0.8827
Original Face
19800000.00
Shares Par Value
19800000.00
Base Market Value
989019.90
Base Total Cost
982872.00
Base Unrealized Gain Loss
6147.90
Base Accrued Interest
0
Local Market Value
989019.90
Local Total Cost Amount
982872.00
Local Unrealized Gain Loss
6147.90
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
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Mar 2027
Maturity Date
2027-03-25T00:00:00.000
Interest Rate
0.7452
Original Face
16800000.00
Shares Par Value
16795336.49
Base Market Value
830858.58
Base Total Cost
836827.64
Base Unrealized Gain Loss
-5969.06
Base Accrued Interest
0
Local Market Value
830858.58
Local Total Cost Amount
836827.64
Local Unrealized Gain Loss
-5969.06
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
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Dec 2022
Maturity Date
2022-12-25T00:00:00.000
Interest Rate
0.84517
Original Face
8150000.00
Shares Par Value
8140153.09
Base Market Value
206794.89
Base Total Cost
276667.51
Base Unrealized Gain Loss
-69872.62
Base Accrued Interest
0
Local Market Value
206794.89
Local Total Cost Amount
276667.51
Local Unrealized Gain Loss
-69872.62
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Dec 2024
Maturity Date
2024-12-25T00:00:00.000
Interest Rate
1.18771
Original Face
6700000.00
Shares Par Value
6623835.14
Base Market Value
434768.00
Base Total Cost
564668.70
Base Unrealized Gain Loss
-129900.70
Base Accrued Interest
0
Local Market Value
434768.00
Local Total Cost Amount
564668.70
Local Unrealized Gain Loss
-129900.70
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
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Jan 2022
Maturity Date
2022-01-25T00:00:00.000
Interest Rate
0.76654
Original Face
3145000.00
Shares Par Value
3094189.54
Base Market Value
77988.43
Base Total Cost
115215.84
Base Unrealized Gain Loss
-37227.41
Base Accrued Interest
0
Local Market Value
77988.43
Local Total Cost Amount
115215.84
Local Unrealized Gain Loss
-37227.41
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
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Jan 2025
Maturity Date
2025-01-25T00:00:00.000
Interest Rate
0.87943
Original Face
3100000.00
Shares Par Value
3077393.78
Base Market Value
144011.87
Base Total Cost
184360.50
Base Unrealized Gain Loss
-40348.63
Base Accrued Interest
0
Local Market Value
144011.87
Local Total Cost Amount
184360.50
Local Unrealized Gain Loss
-40348.63
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: FHLMC TBA 15 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 15 YR 2.5
Security Description
2.5% 18 Jul 2032
Maturity Date
2032-07-18T00:00:00.000
Interest Rate
2.5
Original Face
6021000.00
Shares Par Value
-6021000.00
Base Market Value
-6055319.70
Base Total Cost
-6075094.92
Base Unrealized Gain Loss
19775.22
Base Accrued Interest
7108.13
Local Market Value
-6055319.70
Local Total Cost Amount
-6075094.92
Local Unrealized Gain Loss
19775.22
Local Accrued Interest
7108.13
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: FHLMC TBA 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 15 YR 3
Security Description
3% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
3
Original Face
8910000.00
Shares Par Value
8910000.00
Base Market Value
9149500.80
Base Total Cost
9176509.38
Base Unrealized Gain Loss
-27008.58
Base Accrued Interest
12622.50
Local Market Value
9149500.80
Local Total Cost Amount
9176509.38
Local Unrealized Gain Loss
-27008.58
Local Accrued Interest
12622.50
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: FHLMC TBA 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 15 YR 3
Security Description
3% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
3
Original Face
1120000.00
Shares Par Value
1120000.00
Base Market Value
1150105.60
Base Total Cost
1154541.41
Base Unrealized Gain Loss
-4435.81
Base Accrued Interest
1586.67
Local Market Value
1150105.60
Local Total Cost Amount
1154541.41
Local Unrealized Gain Loss
-4435.81
Local Accrued Interest
1586.67
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: FHLMC TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 3
Security Description
3% 15 Feb 2047
Maturity Date
2047-02-15T00:00:00.000
Interest Rate
3
Original Face
85780000.00
Shares Par Value
85780000.00
Base Market Value
85592141.80
Base Total Cost
86097170.32
Base Unrealized Gain Loss
-505028.52
Base Accrued Interest
85780.00
Local Market Value
85592141.80
Local Total Cost Amount
86097170.32
Local Unrealized Gain Loss
-505028.52
Local Accrued Interest
85780.00
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: FHLMC TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 3
Security Description
3% 15 Feb 2047
Maturity Date
2047-02-15T00:00:00.000
Interest Rate
3
Original Face
1165000.00
Shares Par Value
1165000.00
Base Market Value
1162448.65
Base Total Cost
1170096.88
Base Unrealized Gain Loss
-7648.23
Base Accrued Interest
1165.00
Local Market Value
1162448.65
Local Total Cost Amount
1170096.88
Local Unrealized Gain Loss
-7648.23
Local Accrued Interest
1165.00
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: FHLMC TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 3
Security Description
3% 14 Aug 2047
Maturity Date
2047-08-14T00:00:00.000
Interest Rate
3
Original Face
30180000.00
Shares Par Value
-30180000.00
Base Market Value
-30066825.00
Base Total Cost
-30198862.51
Base Unrealized Gain Loss
132037.51
Base Accrued Interest
32694.99
Local Market Value
-30066825.00
Local Total Cost Amount
-30198862.51
Local Unrealized Gain Loss
132037.51
Local Accrued Interest
32694.99
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: FHLMC TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 3
Security Description
3% 15 Feb 2047
Maturity Date
2047-02-15T00:00:00.000
Interest Rate
3
Original Face
137579300.00
Shares Par Value
-137579300.00
Base Market Value
-137278001.33
Base Total Cost
-138031928.64
Base Unrealized Gain Loss
753927.31
Base Accrued Interest
137579.30
Local Market Value
-137278001.33
Local Total Cost Amount
-138031928.64
Local Unrealized Gain Loss
753927.31
Local Accrued Interest
137579.30
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: FHLMC TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 3.5
Security Description
3.5% 15 Sep 2046
Maturity Date
2046-09-15T00:00:00.000
Interest Rate
3.5
Original Face
16150983.00
Shares Par Value
16150983.00
Base Market Value
16592227.86
Base Total Cost
16647088.87
Base Unrealized Gain Loss
-54861.01
Base Accrued Interest
18842.82
Local Market Value
16592227.86
Local Total Cost Amount
16647088.87
Local Unrealized Gain Loss
-54861.01
Local Accrued Interest
18842.82
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: FHLMC TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 3.5
Security Description
3.5% 14 Aug 2047
Maturity Date
2047-08-14T00:00:00.000
Interest Rate
3.5
Original Face
5100000.00
Shares Par Value
5100000.00
Base Market Value
5229744.00
Base Total Cost
5233875.00
Base Unrealized Gain Loss
-4131.00
Base Accrued Interest
6445.83
Local Market Value
5229744.00
Local Total Cost Amount
5233875.00
Local Unrealized Gain Loss
-4131.00
Local Accrued Interest
6445.83
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: FHLMC TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 3.5
Security Description
3.5% 15 Sep 2046
Maturity Date
2046-09-15T00:00:00.000
Interest Rate
3.5
Original Face
1560000.00
Shares Par Value
1560000.00
Base Market Value
1602619.20
Base Total Cost
1607326.57
Base Unrealized Gain Loss
-4707.37
Base Accrued Interest
1820.00
Local Market Value
1602619.20
Local Total Cost Amount
1607326.57
Local Unrealized Gain Loss
-4707.37
Local Accrued Interest
1820.00
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: FHLMC TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 4
Security Description
4% 14 Aug 2047
Maturity Date
2047-08-14T00:00:00.000
Interest Rate
4
Original Face
5437200.00
Shares Par Value
5437200.00
Base Market Value
5707428.84
Base Total Cost
5719467.14
Base Unrealized Gain Loss
-12038.30
Base Accrued Interest
7853.73
Local Market Value
5707428.84
Local Total Cost Amount
5719467.14
Local Unrealized Gain Loss
-12038.30
Local Accrued Interest
7853.73
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
-130.08
Base Market Value
-130.08
Base Total Cost
-130.08
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-130.08
Local Total Cost Amount
-130.08
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: FHLMC TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 4
Security Description
4% 15 Feb 2046
Maturity Date
2046-02-15T00:00:00.000
Interest Rate
4
Original Face
2020000.00
Shares Par Value
2020000.00
Base Market Value
2124413.80
Base Total Cost
2132242.78
Base Unrealized Gain Loss
-7828.98
Base Accrued Interest
2693.33
Local Market Value
2124413.80
Local Total Cost Amount
2132242.78
Local Unrealized Gain Loss
-7828.98
Local Accrued Interest
2693.33
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: FHLMC TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 4.5
Security Description
4.5% 14 Aug 2047
Maturity Date
2047-08-14T00:00:00.000
Interest Rate
4.5
Original Face
5998000.00
Shares Par Value
5998000.00
Base Market Value
6417680.06
Base Total Cost
6422025.79
Base Unrealized Gain Loss
-4345.73
Base Accrued Interest
9746.76
Local Market Value
6417680.06
Local Total Cost Amount
6422025.79
Local Unrealized Gain Loss
-4345.73
Local Accrued Interest
9746.76
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: FHLMC TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 4.5
Security Description
4.5% 15 Jul 2044
Maturity Date
2044-07-15T00:00:00.000
Interest Rate
4.5
Original Face
860000.00
Shares Par Value
860000.00
Base Market Value
921283.60
Base Total Cost
925334.55
Base Unrealized Gain Loss
-4050.95
Base Accrued Interest
1290.00
Local Market Value
921283.60
Local Total Cost Amount
925334.55
Local Unrealized Gain Loss
-4050.95
Local Accrued Interest
1290.00
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: FHLMC TBA 30 YR 5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 5
Security Description
5% 13 Jul 2047
Maturity Date
2047-07-13T00:00:00.000
Interest Rate
5
Original Face
8850000.00
Shares Par Value
-8850000.00
Base Market Value
-9612693.00
Base Total Cost
-9670741.41
Base Unrealized Gain Loss
58048.41
Base Accrued Interest
14749.99
Local Market Value
-9612693.00
Local Total Cost Amount
-9670741.41
Local Unrealized Gain Loss
58048.41
Local Accrued Interest
14749.99
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: FHLMC TBA 30 YR 6
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 6
Security Description
6% 13 Jul 2047
Maturity Date
2047-07-13T00:00:00.000
Interest Rate
6
Original Face
1000000.00
Shares Par Value
1000000.00
Base Market Value
1123560.00
Base Total Cost
1127695.31
Base Unrealized Gain Loss
-4135.31
Base Accrued Interest
2000.00
Local Market Value
1123560.00
Local Total Cost Amount
1127695.31
Local Unrealized Gain Loss
-4135.31
Local Accrued Interest
2000.00
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