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Office of The Comptroller: Teachers Retirement System Holdings Data

This dataset sets forth the Teachers 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 5u2d-n46s 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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
4.25% 01 Jul 2020
Maturity Date
2020-07-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
2065000.00
Base Market Value
2161456.15
Base Total Cost
2065000.00
Base Unrealized Gain Loss
96456.15
Base Accrued Interest
0
Local Market Value
2161456.15
Local Total Cost Amount
2065000.00
Local Unrealized Gain Loss
96456.15
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: IMPERIAL BRANDS FIN PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IMPERIAL BRANDS FIN PLC
Security Description
2.05% 20 Jul 2018
Maturity Date
2018-07-20T00:00:00.000
Interest Rate
2.05
Original Face
0
Shares Par Value
750000.00
Base Market Value
750285.00
Base Total Cost
746475.00
Base Unrealized Gain Loss
3810.00
Base Accrued Interest
6876.04
Local Market Value
750285.00
Local Total Cost Amount
746475.00
Local Unrealized Gain Loss
3810.00
Local Accrued Interest
6876.04
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: UNITEDHEALTH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITEDHEALTH GROUP INC
Security Description
3.35% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
3.35
Original Face
0
Shares Par Value
265000.00
Base Market Value
276665.30
Base Total Cost
264674.05
Base Unrealized Gain Loss
11991.25
Base Accrued Interest
4093.51
Local Market Value
276665.30
Local Total Cost Amount
264674.05
Local Unrealized Gain Loss
11991.25
Local Accrued Interest
4093.51
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
2.15% 30 Jul 2018
Maturity Date
2018-07-30T00:00:00.000
Interest Rate
2.15
Original Face
0
Shares Par Value
2030000.00
Base Market Value
2036374.20
Base Total Cost
2029472.20
Base Unrealized Gain Loss
6902.00
Base Accrued Interest
17912.48
Local Market Value
2036374.20
Local Total Cost Amount
2029472.20
Local Unrealized Gain Loss
6902.00
Local Accrued Interest
17912.48
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
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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
4.272% 15 Jan 2036
Maturity Date
2036-01-15T00:00:00.000
Interest Rate
4.272
Original Face
0
Shares Par Value
1149000.00
Base Market Value
1108968.84
Base Total Cost
1118574.48
Base Unrealized Gain Loss
-9605.64
Base Accrued Interest
22633.77
Local Market Value
1108968.84
Local Total Cost Amount
1118574.48
Local Unrealized Gain Loss
-9605.64
Local Accrued Interest
22633.77
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
TELEPHONE
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: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
4.625% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
2805000.00
Base Market Value
3156859.20
Base Total Cost
2941500.06
Base Unrealized Gain Loss
215359.14
Base Accrued Interest
38198.64
Local Market Value
3156859.20
Local Total Cost Amount
2941500.06
Local Unrealized Gain Loss
215359.14
Local Accrued Interest
38198.64
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
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: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
3.15% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
1040000.00
Base Market Value
1076233.60
Base Total Cost
1037826.40
Base Unrealized Gain Loss
38407.20
Base Accrued Interest
9646.00
Local Market Value
1076233.60
Local Total Cost Amount
1037826.40
Local Unrealized Gain Loss
38407.20
Local Accrued Interest
9646.00
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
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
2.75% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
1010000.00
Base Market Value
1022170.50
Base Total Cost
1007939.60
Base Unrealized Gain Loss
14230.90
Base Accrued Interest
8178.19
Local Market Value
1022170.50
Local Total Cost Amount
1007939.60
Local Unrealized Gain Loss
14230.90
Local Accrued Interest
8178.19
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
3.25% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
470000.00
Base Market Value
486008.20
Base Total Cost
469337.30
Base Unrealized Gain Loss
16670.90
Base Accrued Interest
5091.67
Local Market Value
486008.20
Local Total Cost Amount
469337.30
Local Unrealized Gain Loss
16670.90
Local Accrued Interest
5091.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AVIATION CAPITAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIATION CAPITAL GROUP
Security Description
2.875% 17 Sep 2018
Maturity Date
2018-09-17T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
2580000.00
Base Market Value
2604845.40
Base Total Cost
2568467.40
Base Unrealized Gain Loss
36378.00
Base Accrued Interest
21428.33
Local Market Value
2604845.40
Local Total Cost Amount
2568467.40
Local Unrealized Gain Loss
36378.00
Local Accrued Interest
21428.33
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
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: FIDELITY NATIONAL INFORM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIDELITY NATIONAL INFORM
Security Description
5% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1750000.00
Base Market Value
1954190.00
Base Total Cost
1801992.50
Base Unrealized Gain Loss
152197.50
Base Accrued Interest
18472.22
Local Market Value
1954190.00
Local Total Cost Amount
1801992.50
Local Unrealized Gain Loss
152197.50
Local Accrued Interest
18472.22
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: FIDELITY NATIONAL INFORM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIDELITY NATIONAL INFORM
Security Description
3.625% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
3860000.00
Base Market Value
4043504.40
Base Total Cost
3917700.82
Base Unrealized Gain Loss
125803.58
Base Accrued Interest
29539.71
Local Market Value
4043504.40
Local Total Cost Amount
3917700.82
Local Unrealized Gain Loss
125803.58
Local Accrued Interest
29539.71
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: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
3.35% 03 May 2026
Maturity Date
2026-05-03T00:00:00.000
Interest Rate
3.35
Original Face
0
Shares Par Value
1045000.00
Base Market Value
1068836.45
Base Total Cost
1041791.85
Base Unrealized Gain Loss
27044.60
Base Accrued Interest
5640.10
Local Market Value
1068836.45
Local Total Cost Amount
1041791.85
Local Unrealized Gain Loss
27044.60
Local Accrued Interest
5640.10
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
2.875% 03 Nov 2022
Maturity Date
2022-11-03T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
840000.00
Base Market Value
854515.20
Base Total Cost
838941.60
Base Unrealized Gain Loss
15573.60
Base Accrued Interest
3890.83
Local Market Value
854515.20
Local Total Cost Amount
838941.60
Local Unrealized Gain Loss
15573.60
Local Accrued Interest
3890.83
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
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: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
4.35% 03 Nov 2045
Maturity Date
2045-11-03T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
500000.00
Base Market Value
548255.00
Base Total Cost
498750.00
Base Unrealized Gain Loss
49505.00
Base Accrued Interest
3504.17
Local Market Value
548255.00
Local Total Cost Amount
498750.00
Local Unrealized Gain Loss
49505.00
Local Accrued Interest
3504.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
4.45% 03 Nov 2045
Maturity Date
2045-11-03T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
1764000.00
Base Market Value
1962749.88
Base Total Cost
1819404.88
Base Unrealized Gain Loss
143345.00
Base Accrued Interest
12646.91
Local Market Value
1962749.88
Local Total Cost Amount
1819404.88
Local Unrealized Gain Loss
143345.00
Local Accrued Interest
12646.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Aaa
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: 21ST CENTURY FOX AMERICA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
21ST CENTURY FOX AMERICA
Security Description
8.45% 01 Aug 2034
Maturity Date
2034-08-01T00:00:00.000
Interest Rate
8.45
Original Face
0
Shares Par Value
125000.00
Base Market Value
179782.50
Base Total Cost
150805.00
Base Unrealized Gain Loss
28977.50
Base Accrued Interest
4401.04
Local Market Value
179782.50
Local Total Cost Amount
150805.00
Local Unrealized Gain Loss
28977.50
Local Accrued Interest
4401.04
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
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: 21ST CENTURY FOX AMERICA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
21ST CENTURY FOX AMERICA
Security Description
6.2% 15 Dec 2034
Maturity Date
2034-12-15T00:00:00.000
Interest Rate
6.2
Original Face
0
Shares Par Value
200000.00
Base Market Value
246244.00
Base Total Cost
200429.49
Base Unrealized Gain Loss
45814.51
Base Accrued Interest
551.11
Local Market Value
246244.00
Local Total Cost Amount
200429.49
Local Unrealized Gain Loss
45814.51
Local Accrued Interest
551.11
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: 21ST CENTURY FOX AMERICA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
21ST CENTURY FOX AMERICA
Security Description
7.125% 08 Apr 2028
Maturity Date
2028-04-08T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
370000.00
Base Market Value
470129.40
Base Total Cost
412779.40
Base Unrealized Gain Loss
57350.00
Base Accrued Interest
6078.02
Local Market Value
470129.40
Local Total Cost Amount
412779.40
Local Unrealized Gain Loss
57350.00
Local Accrued Interest
6078.02
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
MEDIA
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: GENERAL MOTORS FINL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS FINL CO
Security Description
3.45% 10 Apr 2022
Maturity Date
2022-04-10T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
3107000.00
Base Market Value
3157954.80
Base Total Cost
3119925.12
Base Unrealized Gain Loss
38029.68
Base Accrued Interest
24118.09
Local Market Value
3157954.80
Local Total Cost Amount
3119925.12
Local Unrealized Gain Loss
38029.68
Local Accrued Interest
24118.09
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
4.75% 21 Apr 2045
Maturity Date
2045-04-21T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1600000.00
Base Market Value
1718304.00
Base Total Cost
1683472.00
Base Unrealized Gain Loss
34832.00
Base Accrued Interest
14777.78
Local Market Value
1718304.00
Local Total Cost Amount
1683472.00
Local Unrealized Gain Loss
34832.00
Local Accrued Interest
14777.78
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
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: SOUTHERN COPPER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN COPPER CORP
Security Description
5.875% 23 Apr 2045
Maturity Date
2045-04-23T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
670000.00
Base Market Value
716290.30
Base Total Cost
662181.10
Base Unrealized Gain Loss
54109.20
Base Accrued Interest
7435.14
Local Market Value
716290.30
Local Total Cost Amount
662181.10
Local Unrealized Gain Loss
54109.20
Local Accrued Interest
7435.14
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
2.45% 30 Jun 2020
Maturity Date
2020-06-30T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
245000.00
Base Market Value
246259.30
Base Total Cost
244875.05
Base Unrealized Gain Loss
1384.25
Base Accrued Interest
16.67
Local Market Value
246259.30
Local Total Cost Amount
244875.05
Local Unrealized Gain Loss
1384.25
Local Accrued Interest
16.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
4.4% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
590000.00
Base Market Value
606018.50
Base Total Cost
636562.80
Base Unrealized Gain Loss
-30544.30
Base Accrued Interest
4326.67
Local Market Value
606018.50
Local Total Cost Amount
636562.80
Local Unrealized Gain Loss
-30544.30
Local Accrued Interest
4326.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
4.125% 15 May 2045
Maturity Date
2045-05-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
900000.00
Base Market Value
925281.00
Base Total Cost
862308.00
Base Unrealized Gain Loss
62973.00
Base Accrued Interest
4743.75
Local Market Value
925281.00
Local Total Cost Amount
862308.00
Local Unrealized Gain Loss
62973.00
Local Accrued Interest
4743.75
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
A1
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.7% 14 May 2045
Maturity Date
2045-05-14T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
618000.00
Base Market Value
656711.52
Base Total Cost
617698.96
Base Unrealized Gain Loss
39012.56
Base Accrued Interest
3792.12
Local Market Value
656711.52
Local Total Cost Amount
617698.96
Local Unrealized Gain Loss
39012.56
Local Accrued Interest
3792.12
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
INDUSTRIAL
Moody S Quality Rating
Baa2
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
4.375% 13 May 2045
Maturity Date
2045-05-13T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
3375000.00
Base Market Value
3648915.00
Base Total Cost
3367674.96
Base Unrealized Gain Loss
281240.04
Base Accrued Interest
19687.50
Local Market Value
3648915.00
Local Total Cost Amount
3367674.96
Local Unrealized Gain Loss
281240.04
Local Accrued Interest
19687.50
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
Aa1
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: FNMA POOL 498315
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 498315
Security Description
7.5% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
7.5
Original Face
877522.00
Shares Par Value
39000.18
Base Market Value
39667.08
Base Total Cost
38671.10
Base Unrealized Gain Loss
995.98
Base Accrued Interest
0
Local Market Value
39667.08
Local Total Cost Amount
38671.10
Local Unrealized Gain Loss
995.98
Local Accrued Interest
0
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 POOL 533165
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 533165
Security Description
7.5% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
7.5
Original Face
1893092.00
Shares Par Value
6675.14
Base Market Value
6730.88
Base Total Cost
6947.34
Base Unrealized Gain Loss
-216.46
Base Accrued Interest
0
Local Market Value
6730.88
Local Total Cost Amount
6947.34
Local Unrealized Gain Loss
-216.46
Local Accrued Interest
0
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: FED HM LN PC POOL C00690
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C00690
Security Description
6% 01 Dec 2028
Maturity Date
2028-12-01T00:00:00.000
Interest Rate
6
Original Face
990000.00
Shares Par Value
7142.72
Base Market Value
8119.13
Base Total Cost
7750.98
Base Unrealized Gain Loss
368.15
Base Accrued Interest
0
Local Market Value
8119.13
Local Total Cost Amount
7750.98
Local Unrealized Gain Loss
368.15
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: FNMA TBA 30 YR 6
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 6
Security Description
6% 14 Aug 2047
Maturity Date
2047-08-14T00:00:00.000
Interest Rate
6
Original Face
107000.00
Shares Par Value
107000.00
Base Market Value
120363.23
Base Total Cost
120843.13
Base Unrealized Gain Loss
-479.90
Base Accrued Interest
231.83
Local Market Value
120363.23
Local Total Cost Amount
120843.13
Local Unrealized Gain Loss
-479.90
Local Accrued Interest
231.83
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
-118918311.27
Base Market Value
-118918311.27
Base Total Cost
-118918311.27
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-118918311.27
Local Total Cost Amount
-118918311.27
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: FNMA POOL 560857
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 560857
Security Description
7.5% 01 Jan 2031
Maturity Date
2031-01-01T00:00:00.000
Interest Rate
7.5
Original Face
55498.00
Shares Par Value
203.39
Base Market Value
210.73
Base Total Cost
211.63
Base Unrealized Gain Loss
-0.90
Base Accrued Interest
0
Local Market Value
210.73
Local Total Cost Amount
211.63
Local Unrealized Gain Loss
-0.90
Local Accrued Interest
0
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 POOL 545144
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 545144
Security Description
1% 01 Jun 2031
Maturity Date
2031-06-01T00:00:00.000
Interest Rate
7.5
Original Face
1230866.00
Shares Par Value
4135.55
Base Market Value
4641.25
Base Total Cost
4308.71
Base Unrealized Gain Loss
332.54
Base Accrued Interest
0
Local Market Value
4641.25
Local Total Cost Amount
4308.71
Local Unrealized Gain Loss
332.54
Local Accrued Interest
0
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: CREDIT SUISSE FIRST BOSTON MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE FIRST BOSTON MOR
Security Description
1% 25 Mar 2032
Maturity Date
2032-03-25T00:00:00.000
Interest Rate
1.36951
Original Face
5000000.00
Shares Par Value
42091.59
Base Market Value
39528.51
Base Total Cost
41583.38
Base Unrealized Gain Loss
-2054.87
Base Accrued Interest
0
Local Market Value
39528.51
Local Total Cost Amount
41583.38
Local Unrealized Gain Loss
-2054.87
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
WHOLE LOAN CMOS
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: FNMA POOL 545759
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 545759
Security Description
1% 01 Jul 2032
Maturity Date
2032-07-01T00:00:00.000
Interest Rate
6.5
Original Face
40191270.00
Shares Par Value
315040.88
Base Market Value
361197.52
Base Total Cost
358752.80
Base Unrealized Gain Loss
2444.72
Base Accrued Interest
0
Local Market Value
361197.52
Local Total Cost Amount
358752.80
Local Unrealized Gain Loss
2444.72
Local Accrued Interest
0
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: FED HM LN PC POOL C90580
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL C90580
Security Description
6% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
6
Original Face
32311.00
Shares Par Value
282.15
Base Market Value
317.04
Base Total Cost
306.28
Base Unrealized Gain Loss
10.76
Base Accrued Interest
0
Local Market Value
317.04
Local Total Cost Amount
306.28
Local Unrealized Gain Loss
10.76
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 G01477
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01477
Security Description
6% 01 Dec 2032
Maturity Date
2032-12-01T00:00:00.000
Interest Rate
6
Original Face
188367.00
Shares Par Value
1737.87
Base Market Value
1979.33
Base Total Cost
1888.29
Base Unrealized Gain Loss
91.04
Base Accrued Interest
0
Local Market Value
1979.33
Local Total Cost Amount
1888.29
Local Unrealized Gain Loss
91.04
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: FNMA POOL 687718
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 687718
Security Description
5.5% 01 Feb 2033
Maturity Date
2033-02-01T00:00:00.000
Interest Rate
5.5
Original Face
28544376.00
Shares Par Value
480595.66
Base Market Value
537161.77
Base Total Cost
539468.64
Base Unrealized Gain Loss
-2306.87
Base Accrued Interest
0
Local Market Value
537161.77
Local Total Cost Amount
539468.64
Local Unrealized Gain Loss
-2306.87
Local Accrued Interest
0
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: EMC MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMC MORTGAGE LOAN TRUST
Security Description
1% 25 Aug 2040
Maturity Date
2040-08-25T00:00:00.000
Interest Rate
1.96611
Original Face
3000000.00
Shares Par Value
137579.64
Base Market Value
128913.29
Base Total Cost
136927.53
Base Unrealized Gain Loss
-8014.24
Base Accrued Interest
37.57
Local Market Value
128913.29
Local Total Cost Amount
136927.53
Local Unrealized Gain Loss
-8014.24
Local Accrued Interest
37.57
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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 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
14100000.00
Shares Par Value
-14100000.00
Base Market Value
-15315138.00
Base Total Cost
-15407622.66
Base Unrealized Gain Loss
92484.66
Base Accrued Interest
23500.01
Local Market Value
-15315138.00
Local Total Cost Amount
-15407622.66
Local Unrealized Gain Loss
92484.66
Local Accrued Interest
23500.01
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: 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
2400000.00
Shares Par Value
2400000.00
Base Market Value
2574480.00
Base Total Cost
2574937.50
Base Unrealized Gain Loss
-457.50
Base Accrued Interest
3600.00
Local Market Value
2574480.00
Local Total Cost Amount
2574937.50
Local Unrealized Gain Loss
-457.50
Local Accrued Interest
3600.00
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% 14 Aug 2047
Maturity Date
2047-08-14T00:00:00.000
Interest Rate
4.5
Original Face
6673000.00
Shares Par Value
6673000.00
Base Market Value
7149118.55
Base Total Cost
7161745.12
Base Unrealized Gain Loss
-12626.57
Base Accrued Interest
10843.63
Local Market Value
7149118.55
Local Total Cost Amount
7161745.12
Local Unrealized Gain Loss
-12626.57
Local Accrued Interest
10843.63
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: 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
10592000.00
Shares Par Value
10592000.00
Base Market Value
11333122.24
Base Total Cost
11340796.56
Base Unrealized Gain Loss
-7674.32
Base Accrued Interest
17212.00
Local Market Value
11333122.24
Local Total Cost Amount
11340796.56
Local Unrealized Gain Loss
-7674.32
Local Accrued Interest
17212.00
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: FED HM LN PC POOL E96700
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL E96700
Security Description
5% 01 May 2018
Maturity Date
2018-05-01T00:00:00.000
Interest Rate
5
Original Face
12350000.00
Shares Par Value
50945.60
Base Market Value
52242.67
Base Total Cost
51371.94
Base Unrealized Gain Loss
870.73
Base Accrued Interest
0
Local Market Value
52242.67
Local Total Cost Amount
51371.94
Local Unrealized Gain Loss
870.73
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: FNMA POOL 728965
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 728965
Security Description
4% 01 Sep 2018
Maturity Date
2018-09-01T00:00:00.000
Interest Rate
4
Original Face
5586931.00
Shares Par Value
70808.37
Base Market Value
73302.95
Base Total Cost
74979.43
Base Unrealized Gain Loss
-1676.48
Base Accrued Interest
0
Local Market Value
73302.95
Local Total Cost Amount
74979.43
Local Unrealized Gain Loss
-1676.48
Local Accrued Interest
0
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: GNMA POOL 615426
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 615426
Security Description
5% 15 Aug 2033
Maturity Date
2033-08-15T00:00:00.000
Interest Rate
5
Original Face
1000100.00
Shares Par Value
127704.24
Base Market Value
142457.91
Base Total Cost
141212.98
Base Unrealized Gain Loss
1244.93
Base Accrued Interest
0
Local Market Value
142457.91
Local Total Cost Amount
141212.98
Local Unrealized Gain Loss
1244.93
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 475973
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 475973
Security Description
5% 15 Aug 2033
Maturity Date
2033-08-15T00:00:00.000
Interest Rate
5
Original Face
1371612.00
Shares Par Value
79891.47
Base Market Value
87092.09
Base Total Cost
88342.49
Base Unrealized Gain Loss
-1250.40
Base Accrued Interest
0
Local Market Value
87092.09
Local Total Cost Amount
88342.49
Local Unrealized Gain Loss
-1250.40
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 606805
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 606805
Security Description
5% 15 Aug 2033
Maturity Date
2033-08-15T00:00:00.000
Interest Rate
5
Original Face
1000100.00
Shares Par Value
153015.54
Base Market Value
170444.01
Base Total Cost
169201.73
Base Unrealized Gain Loss
1242.28
Base Accrued Interest
0
Local Market Value
170444.01
Local Total Cost Amount
169201.73
Local Unrealized Gain Loss
1242.28
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL 588376
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 588376
Security Description
5% 15 Aug 2033
Maturity Date
2033-08-15T00:00:00.000
Interest Rate
5
Original Face
1836583.00
Shares Par Value
28926.73
Base Market Value
31544.60
Base Total Cost
31986.64
Base Unrealized Gain Loss
-442.04
Base Accrued Interest
0
Local Market Value
31544.60
Local Total Cost Amount
31986.64
Local Unrealized Gain Loss
-442.04
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface