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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: FNMA TBA 15 YR 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 2
Security Description
2% 18 Jul 2032
Maturity Date
2032-07-18T00:00:00.000
Interest Rate
2
Original Face
3900000.00
Shares Par Value
3900000.00
Base Market Value
3816072.00
Base Total Cost
3833273.44
Base Unrealized Gain Loss
-17201.44
Base Accrued Interest
3683.33
Local Market Value
3816072.00
Local Total Cost Amount
3833273.44
Local Unrealized Gain Loss
-17201.44
Local Accrued Interest
3683.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 15 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 2.5
Security Description
2.5% 25 Feb 2032
Maturity Date
2032-02-25T00:00:00.000
Interest Rate
2.5
Original Face
32851000.00
Shares Par Value
32851000.00
Base Market Value
33021825.20
Base Total Cost
33146460.18
Base Unrealized Gain Loss
-124634.98
Base Accrued Interest
38782.42
Local Market Value
33021825.20
Local Total Cost Amount
33146460.18
Local Unrealized Gain Loss
-124634.98
Local Accrued Interest
38782.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3
Security Description
3% 18 Jul 2032
Maturity Date
2032-07-18T00:00:00.000
Interest Rate
3
Original Face
9600000.00
Shares Par Value
9600000.00
Base Market Value
9852768.00
Base Total Cost
9884386.72
Base Unrealized Gain Loss
-31618.72
Base Accrued Interest
13599.99
Local Market Value
9852768.00
Local Total Cost Amount
9884386.72
Local Unrealized Gain Loss
-31618.72
Local Accrued Interest
13599.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3
Security Description
3% 18 Jul 2032
Maturity Date
2032-07-18T00:00:00.000
Interest Rate
3
Original Face
395000.00
Shares Par Value
395000.00
Base Market Value
405400.35
Base Total Cost
406417.97
Base Unrealized Gain Loss
-1017.62
Base Accrued Interest
559.58
Local Market Value
405400.35
Local Total Cost Amount
406417.97
Local Unrealized Gain Loss
-1017.62
Local Accrued Interest
559.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3
Security Description
3% 16 Aug 2032
Maturity Date
2032-08-16T00:00:00.000
Interest Rate
3
Original Face
9600000.00
Shares Par Value
-9600000.00
Base Market Value
-9842208.00
Base Total Cost
-9874109.38
Base Unrealized Gain Loss
31901.38
Base Accrued Interest
12000.00
Local Market Value
-9842208.00
Local Total Cost Amount
-9874109.38
Local Unrealized Gain Loss
31901.38
Local Accrued Interest
12000.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 15 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3
Security Description
3% 18 Jul 2032
Maturity Date
2032-07-18T00:00:00.000
Interest Rate
3
Original Face
20870000.00
Shares Par Value
-20870000.00
Base Market Value
-21419507.10
Base Total Cost
-21500309.34
Base Unrealized Gain Loss
80802.24
Base Accrued Interest
29565.85
Local Market Value
-21419507.10
Local Total Cost Amount
-21500309.34
Local Unrealized Gain Loss
80802.24
Local Accrued Interest
29565.85
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 15 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3.5
Security Description
3.5% 25 Jan 2028
Maturity Date
2028-01-25T00:00:00.000
Interest Rate
3.5
Original Face
4000000.00
Shares Par Value
4000000.00
Base Market Value
4161880.00
Base Total Cost
4163906.25
Base Unrealized Gain Loss
-2026.25
Base Accrued Interest
6611.11
Local Market Value
4161880.00
Local Total Cost Amount
4163906.25
Local Unrealized Gain Loss
-2026.25
Local Accrued Interest
6611.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 15 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3.5
Security Description
3.5% 16 Aug 2032
Maturity Date
2032-08-16T00:00:00.000
Interest Rate
3.5
Original Face
4000000.00
Shares Par Value
-4000000.00
Base Market Value
-4158840.00
Base Total Cost
-4160937.50
Base Unrealized Gain Loss
2097.50
Base Accrued Interest
5833.33
Local Market Value
-4158840.00
Local Total Cost Amount
-4160937.50
Local Unrealized Gain Loss
2097.50
Local Accrued Interest
5833.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 15 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 15 YR 3.5
Security Description
3.5% 25 Jan 2028
Maturity Date
2028-01-25T00:00:00.000
Interest Rate
3.5
Original Face
13530000.00
Shares Par Value
-13530000.00
Base Market Value
-14077559.10
Base Total Cost
-14144099.55
Base Unrealized Gain Loss
66540.45
Base Accrued Interest
22362.10
Local Market Value
-14077559.10
Local Total Cost Amount
-14144099.55
Local Unrealized Gain Loss
66540.45
Local Accrued Interest
22362.10
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 25 Feb 2047
Maturity Date
2047-02-25T00:00:00.000
Interest Rate
3
Original Face
12232720.00
Shares Par Value
12232720.00
Base Market Value
12216205.83
Base Total Cost
12237869.93
Base Unrealized Gain Loss
-21664.10
Base Accrued Interest
12232.72
Local Market Value
12216205.83
Local Total Cost Amount
12237869.93
Local Unrealized Gain Loss
-21664.10
Local Accrued Interest
12232.72
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 25 Feb 2047
Maturity Date
2047-02-25T00:00:00.000
Interest Rate
3
Original Face
2045000.00
Shares Par Value
2045000.00
Base Market Value
2042239.25
Base Total Cost
2055225.00
Base Unrealized Gain Loss
-12985.75
Base Accrued Interest
2045.00
Local Market Value
2042239.25
Local Total Cost Amount
2055225.00
Local Unrealized Gain Loss
-12985.75
Local Accrued Interest
2045.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 14 Aug 2047
Maturity Date
2047-08-14T00:00:00.000
Interest Rate
3
Original Face
11900000.00
Shares Par Value
-11900000.00
Base Market Value
-11865609.00
Base Total Cost
-11885125.00
Base Unrealized Gain Loss
19516.00
Base Accrued Interest
12891.67
Local Market Value
-11865609.00
Local Total Cost Amount
-11885125.00
Local Unrealized Gain Loss
19516.00
Local Accrued Interest
12891.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3
Security Description
3% 25 Feb 2047
Maturity Date
2047-02-25T00:00:00.000
Interest Rate
3
Original Face
57050240.00
Shares Par Value
-57050240.00
Base Market Value
-56973222.18
Base Total Cost
-57303075.81
Base Unrealized Gain Loss
329853.63
Base Accrued Interest
57050.24
Local Market Value
-56973222.18
Local Total Cost Amount
-57303075.81
Local Unrealized Gain Loss
329853.63
Local Accrued Interest
57050.24
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3.5
Security Description
3.5% 25 Jul 2046
Maturity Date
2046-07-25T00:00:00.000
Interest Rate
3.5
Original Face
23507488.00
Shares Par Value
23507488.00
Base Market Value
24143835.70
Base Total Cost
24191143.64
Base Unrealized Gain Loss
-47307.94
Base Accrued Interest
27425.40
Local Market Value
24143835.70
Local Total Cost Amount
24191143.64
Local Unrealized Gain Loss
-47307.94
Local Accrued Interest
27425.40
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3.5
Security Description
3.5% 25 Jul 2046
Maturity Date
2046-07-25T00:00:00.000
Interest Rate
3.5
Original Face
1905000.00
Shares Par Value
1905000.00
Base Market Value
1956568.35
Base Total Cost
1963591.02
Base Unrealized Gain Loss
-7022.67
Base Accrued Interest
2222.49
Local Market Value
1956568.35
Local Total Cost Amount
1963591.02
Local Unrealized Gain Loss
-7022.67
Local Accrued Interest
2222.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA 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
3100000.00
Shares Par Value
-3100000.00
Base Market Value
-3178554.00
Base Total Cost
-3191546.88
Base Unrealized Gain Loss
12992.88
Base Accrued Interest
3918.06
Local Market Value
-3178554.00
Local Total Cost Amount
-3191546.88
Local Unrealized Gain Loss
12992.88
Local Accrued Interest
3918.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 3.5
Security Description
3.5% 25 Jul 2046
Maturity Date
2046-07-25T00:00:00.000
Interest Rate
3.5
Original Face
22689500.00
Shares Par Value
-22689500.00
Base Market Value
-23303704.77
Base Total Cost
-23404718.68
Base Unrealized Gain Loss
101013.91
Base Accrued Interest
26471.09
Local Market Value
-23303704.77
Local Total Cost Amount
-23404718.68
Local Unrealized Gain Loss
101013.91
Local Accrued Interest
26471.09
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4
Security Description
4% 25 May 2046
Maturity Date
2046-05-25T00:00:00.000
Interest Rate
4
Original Face
19952100.00
Shares Par Value
19952100.00
Base Market Value
20973847.04
Base Total Cost
21041291.20
Base Unrealized Gain Loss
-67444.16
Base Accrued Interest
26602.80
Local Market Value
20973847.04
Local Total Cost Amount
21041291.20
Local Unrealized Gain Loss
-67444.16
Local Accrued Interest
26602.80
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4
Security Description
4% 25 May 2046
Maturity Date
2046-05-25T00:00:00.000
Interest Rate
4
Original Face
1825000.00
Shares Par Value
1825000.00
Base Market Value
1918458.25
Base Total Cost
1925179.11
Base Unrealized Gain Loss
-6720.86
Base Accrued Interest
2433.34
Local Market Value
1918458.25
Local Total Cost Amount
1925179.11
Local Unrealized Gain Loss
-6720.86
Local Accrued Interest
2433.34
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA 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
6741000.00
Shares Par Value
6741000.00
Base Market Value
7221970.35
Base Total Cost
7234725.59
Base Unrealized Gain Loss
-12755.24
Base Accrued Interest
10954.13
Local Market Value
7221970.35
Local Total Cost Amount
7234725.59
Local Unrealized Gain Loss
-12755.24
Local Accrued Interest
10954.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4.5
Security Description
4.5% 13 Jul 2047
Maturity Date
2047-07-13T00:00:00.000
Interest Rate
4.5
Original Face
1700000.00
Shares Par Value
1700000.00
Base Market Value
1823590.00
Base Total Cost
1823914.06
Base Unrealized Gain Loss
-324.06
Base Accrued Interest
2550.00
Local Market Value
1823590.00
Local Total Cost Amount
1823914.06
Local Unrealized Gain Loss
-324.06
Local Accrued Interest
2550.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4.5
Security Description
4.5% 13 Jul 2047
Maturity Date
2047-07-13T00:00:00.000
Interest Rate
4.5
Original Face
385000.00
Shares Par Value
385000.00
Base Market Value
412989.50
Base Total Cost
414835.55
Base Unrealized Gain Loss
-1846.05
Base Accrued Interest
577.50
Local Market Value
412989.50
Local Total Cost Amount
414835.55
Local Unrealized Gain Loss
-1846.05
Local Accrued Interest
577.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FOMENTO ECONOMICO MEX
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FOMENTO ECONOMICO MEX
Security Description
4.375% 10 May 2043
Maturity Date
2043-05-10T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
507280.00
Base Total Cost
456580.00
Base Unrealized Gain Loss
50700.00
Base Accrued Interest
3098.96
Local Market Value
507280.00
Local Total Cost Amount
456580.00
Local Unrealized Gain Loss
50700.00
Local Accrued Interest
3098.96
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
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: FOOT LOCKER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FOOT LOCKER INC
Security Description
8.5% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
8.5
Original Face
0.00
Shares Par Value
2240000.00
Base Market Value
2620800.00
Base Total Cost
1788305.27
Base Unrealized Gain Loss
832494.73
Base Accrued Interest
87795.55
Local Market Value
2620800.00
Local Total Cost Amount
1788305.27
Local Unrealized Gain Loss
832494.73
Local Accrued Interest
87795.55
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
Ba2
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: FORD CREDIT FLOORPLAN MASTER O
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD CREDIT FLOORPLAN MASTER O
Security Description
2.07% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
2.25
Original Face
3000000.00
Shares Par Value
3000000.00
Base Market Value
3000543.30
Base Total Cost
2999484.90
Base Unrealized Gain Loss
1058.40
Base Accrued Interest
3000.00
Local Market Value
3000543.30
Local Total Cost Amount
2999484.90
Local Unrealized Gain Loss
1058.40
Local Accrued Interest
3000.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: FORD MOTOR COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR COMPANY
Security Description
4.75% 15 Jan 2043
Maturity Date
2043-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
930000.00
Base Market Value
897701.10
Base Total Cost
911170.96
Base Unrealized Gain Loss
-13469.86
Base Accrued Interest
20369.58
Local Market Value
897701.10
Local Total Cost Amount
911170.96
Local Unrealized Gain Loss
-13469.86
Local Accrued Interest
20369.58
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: FORD MOTOR COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR COMPANY
Security Description
4.346% 08 Dec 2026
Maturity Date
2026-12-08T00:00:00.000
Interest Rate
4.346
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
51472.00
Base Total Cost
50000.00
Base Unrealized Gain Loss
1472.00
Base Accrued Interest
138.83
Local Market Value
51472.00
Local Total Cost Amount
50000.00
Local Unrealized Gain Loss
1472.00
Local Accrued Interest
138.83
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
2.021% 03 May 2019
Maturity Date
2019-05-03T00:00:00.000
Interest Rate
2.021
Original Face
0.00
Shares Par Value
2870000.00
Base Market Value
2865551.50
Base Total Cost
2870000.00
Base Unrealized Gain Loss
-4448.50
Base Accrued Interest
9344.88
Local Market Value
2865551.50
Local Total Cost Amount
2870000.00
Local Unrealized Gain Loss
-4448.50
Local Accrued Interest
9344.88
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
2.375% 16 Jan 2018
Maturity Date
2018-01-16T00:00:00.000
Interest Rate
2.375
Original Face
0.00
Shares Par Value
1900000.00
Base Market Value
1905985.00
Base Total Cost
1897141.00
Base Unrealized Gain Loss
8844.00
Base Accrued Interest
20682.29
Local Market Value
1905985.00
Local Total Cost Amount
1897141.00
Local Unrealized Gain Loss
8844.00
Local Accrued Interest
20682.29
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
2.375% 16 Jan 2018
Maturity Date
2018-01-16T00:00:00.000
Interest Rate
2.375
Original Face
0.00
Shares Par Value
1300000.00
Base Market Value
1304095.00
Base Total Cost
1279223.31
Base Unrealized Gain Loss
24871.69
Base Accrued Interest
14151.04
Local Market Value
1304095.00
Local Total Cost Amount
1279223.31
Local Unrealized Gain Loss
24871.69
Local Accrued Interest
14151.04
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
3.157% 04 Aug 2020
Maturity Date
2020-08-04T00:00:00.000
Interest Rate
3.157
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1019070.00
Base Total Cost
999210.00
Base Unrealized Gain Loss
19860.00
Base Accrued Interest
12891.08
Local Market Value
1019070.00
Local Total Cost Amount
999210.00
Local Unrealized Gain Loss
19860.00
Local Accrued Interest
12891.08
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
1% 04 Nov 2019
Maturity Date
2019-11-04T00:00:00.000
Interest Rate
2.10372
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1004940.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
4940.00
Base Accrued Interest
3389.33
Local Market Value
1004940.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
4940.00
Local Accrued Interest
3389.33
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
FINANCE
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
5.875% 02 Aug 2021
Maturity Date
2021-08-02T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
836347.50
Base Total Cost
838125.00
Base Unrealized Gain Loss
-1777.50
Base Accrued Interest
18236.98
Local Market Value
836347.50
Local Total Cost Amount
838125.00
Local Unrealized Gain Loss
-1777.50
Local Accrued Interest
18236.98
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.134% 04 Aug 2025
Maturity Date
2025-08-04T00:00:00.000
Interest Rate
4.134
Original Face
0.00
Shares Par Value
635000.00
Base Market Value
645953.75
Base Total Cost
643870.95
Base Unrealized Gain Loss
2082.80
Base Accrued Interest
10719.12
Local Market Value
645953.75
Local Total Cost Amount
643870.95
Local Unrealized Gain Loss
2082.80
Local Accrued Interest
10719.12
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
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: FOREST CITY REALTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FOREST CITY REALTY TRUST
Security Description
4.25% 15 Aug 2018
Maturity Date
2018-08-15T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
1296000.00
Base Market Value
1515516.48
Base Total Cost
1433700.00
Base Unrealized Gain Loss
81816.48
Base Accrued Interest
20808.00
Local Market Value
1515516.48
Local Total Cost Amount
1433700.00
Local Unrealized Gain Loss
81816.48
Local Accrued Interest
20808.00
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
Moody S Quality Rating
WR
S And P Quality Rating
NR
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FORTIVE CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORTIVE CORPORATION
Security Description
3.15% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
405000.00
Base Market Value
404769.15
Base Total Cost
403558.20
Base Unrealized Gain Loss
1210.95
Base Accrued Interest
567.00
Local Market Value
404769.15
Local Total Cost Amount
403558.20
Local Unrealized Gain Loss
1210.95
Local Accrued Interest
567.00
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
Baa1
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: FORTUNE BRANDS HOME + SE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORTUNE BRANDS HOME + SE
Security Description
3% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
745000.00
Base Market Value
754461.50
Base Total Cost
744791.40
Base Unrealized Gain Loss
9670.10
Base Accrued Interest
993.33
Local Market Value
754461.50
Local Total Cost Amount
744791.40
Local Unrealized Gain Loss
9670.10
Local Accrued Interest
993.33
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
Baa3
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
6.93
Original Face
0.00
Shares Par Value
2800000.00
Base Market Value
3743488.00
Base Total Cost
3632804.00
Base Unrealized Gain Loss
110684.00
Base Accrued Interest
16170.00
Local Market Value
3743488.00
Local Total Cost Amount
3632804.00
Local Unrealized Gain Loss
110684.00
Local Accrued Interest
16170.00
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
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
6.25% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
2720000.00
Base Market Value
3866588.80
Base Total Cost
3530089.20
Base Unrealized Gain Loss
336499.60
Base Accrued Interest
78388.89
Local Market Value
3866588.80
Local Total Cost Amount
3530089.20
Local Unrealized Gain Loss
336499.60
Local Accrued Interest
78388.89
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
2.375% 13 Jan 2022
Maturity Date
2022-01-13T00:00:00.000
Interest Rate
2.375
Original Face
0.00
Shares Par Value
1760000.00
Base Market Value
1796942.40
Base Total Cost
1851762.88
Base Unrealized Gain Loss
-54820.48
Base Accrued Interest
19506.67
Local Market Value
1796942.40
Local Total Cost Amount
1851762.88
Local Unrealized Gain Loss
-54820.48
Local Accrued Interest
19506.67
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.5% 17 Jan 2020
Maturity Date
2020-01-17T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
1075000.00
Base Market Value
1074097.00
Base Total Cost
1073155.78
Base Unrealized Gain Loss
941.22
Base Accrued Interest
7345.83
Local Market Value
1074097.00
Local Total Cost Amount
1073155.78
Local Unrealized Gain Loss
941.22
Local Accrued Interest
7345.83
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.01% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
1035000.00
Base Market Value
796784.40
Base Total Cost
655838.10
Base Unrealized Gain Loss
140946.30
Base Accrued Interest
0
Local Market Value
796784.40
Local Total Cost Amount
655838.10
Local Unrealized Gain Loss
140946.30
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
2.375% 13 Jan 2022
Maturity Date
2022-01-13T00:00:00.000
Interest Rate
2.375
Original Face
0.00
Shares Par Value
825000.00
Base Market Value
842316.75
Base Total Cost
840056.38
Base Unrealized Gain Loss
2260.37
Base Accrued Interest
9143.75
Local Market Value
842316.75
Local Total Cost Amount
840056.38
Local Unrealized Gain Loss
2260.37
Local Accrued Interest
9143.75
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.875% 19 Jul 2019
Maturity Date
2019-07-19T00:00:00.000
Interest Rate
0.875
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
741060.00
Base Total Cost
740737.16
Base Unrealized Gain Loss
322.84
Base Accrued Interest
2953.12
Local Market Value
741060.00
Local Total Cost Amount
740737.16
Local Unrealized Gain Loss
322.84
Local Accrued Interest
2953.12
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.875% 12 Oct 2018
Maturity Date
2018-10-12T00:00:00.000
Interest Rate
0.875
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
695730.00
Base Total Cost
696670.80
Base Unrealized Gain Loss
-940.80
Base Accrued Interest
1344.10
Local Market Value
695730.00
Local Total Cost Amount
696670.80
Local Unrealized Gain Loss
-940.80
Local Accrued Interest
1344.10
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.01% 15 Mar 2031
Maturity Date
2031-03-15T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
330000.00
Base Market Value
213533.10
Base Total Cost
151017.90
Base Unrealized Gain Loss
62515.20
Base Accrued Interest
0
Local Market Value
213533.10
Local Total Cost Amount
151017.90
Local Unrealized Gain Loss
62515.20
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
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Moody S Quality Rating
WR
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 29 Oct 2020
Maturity Date
2020-10-29T00:00:00.000
Interest Rate
1.125
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
199180.00
Base Total Cost
199750.00
Base Unrealized Gain Loss
-570.00
Base Accrued Interest
387.50
Local Market Value
199180.00
Local Total Cost Amount
199750.00
Local Unrealized Gain Loss
-570.00
Local Accrued Interest
387.50
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 25 May 2018
Maturity Date
2018-05-25T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
199492.00
Base Total Cost
199940.00
Base Unrealized Gain Loss
-448.00
Base Accrued Interest
200.00
Local Market Value
199492.00
Local Total Cost Amount
199940.00
Local Unrealized Gain Loss
-448.00
Local Accrued Interest
200.00
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.125% 12 Aug 2021
Maturity Date
2021-08-12T00:00:00.000
Interest Rate
1.125
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
194538.00
Base Total Cost
192402.80
Base Unrealized Gain Loss
2135.20
Base Accrued Interest
868.75
Local Market Value
194538.00
Local Total Cost Amount
192402.80
Local Unrealized Gain Loss
2135.20
Local Accrued Interest
868.75
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.45% 10 Aug 2020
Maturity Date
2020-08-10T00:00:00.000
Interest Rate
1.45
Original Face
0.00
Shares Par Value
180000.00
Base Market Value
178164.00
Base Total Cost
180000.00
Base Unrealized Gain Loss
-1836.00
Base Accrued Interest
1022.25
Local Market Value
178164.00
Local Total Cost Amount
180000.00
Local Unrealized Gain Loss
-1836.00
Local Accrued Interest
1022.25
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
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
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