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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: CITRIX SYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITRIX SYSTEMS INC
Security Description
0.5% 15 Apr 2019
Maturity Date
2019-04-15T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
532000.00
Base Market Value
638735.16
Base Total Cost
563905.73
Base Unrealized Gain Loss
74829.43
Base Accrued Interest
561.55
Local Market Value
638735.16
Local Total Cost Amount
563905.73
Local Unrealized Gain Loss
74829.43
Local Accrued Interest
561.55
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
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: ILLUMINA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ILLUMINA INC
Security Description
0.01% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
3545000.00
Base Market Value
3580450.00
Base Total Cost
3866202.73
Base Unrealized Gain Loss
-285752.73
Base Accrued Interest
0
Local Market Value
3580450.00
Local Total Cost Amount
3866202.73
Local Unrealized Gain Loss
-285752.73
Local Accrued Interest
0
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
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: ILLUMINA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ILLUMINA INC
Security Description
0.5% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
4925000.00
Base Market Value
5238968.75
Base Total Cost
5501540.73
Base Unrealized Gain Loss
-262571.98
Base Accrued Interest
1094.44
Local Market Value
5238968.75
Local Total Cost Amount
5501540.73
Local Unrealized Gain Loss
-262571.98
Local Accrued Interest
1094.44
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
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: RED HAT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RED HAT INC
Security Description
0.25% 01 Oct 2019
Maturity Date
2019-10-01T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
11405000.00
Base Market Value
15746085.15
Base Total Cost
13519790.68
Base Unrealized Gain Loss
2226294.47
Base Accrued Interest
7128.11
Local Market Value
15746085.15
Local Total Cost Amount
13519790.68
Local Unrealized Gain Loss
2226294.47
Local Accrued Interest
7128.11
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
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: TWITTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TWITTER INC
Security Description
1% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
3274000.00
Base Market Value
2995710.00
Base Total Cost
3004205.31
Base Unrealized Gain Loss
-8495.31
Base Accrued Interest
9640.11
Local Market Value
2995710.00
Local Total Cost Amount
3004205.31
Local Unrealized Gain Loss
-8495.31
Local Accrued Interest
9640.11
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
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: ON SEMICONDUCTOR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ON SEMICONDUCTOR CORP
Security Description
1% 01 Dec 2020
Maturity Date
2020-12-01T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
1870000.00
Base Market Value
1940125.00
Base Total Cost
2059571.62
Base Unrealized Gain Loss
-119446.62
Base Accrued Interest
1558.34
Local Market Value
1940125.00
Local Total Cost Amount
2059571.62
Local Unrealized Gain Loss
-119446.62
Local Accrued Interest
1558.34
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
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: DYCOM INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYCOM INDUSTRIES INC
Security Description
0.75% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
830000.00
Base Market Value
962800.00
Base Total Cost
964862.55
Base Unrealized Gain Loss
-2062.55
Base Accrued Interest
1832.92
Local Market Value
962800.00
Local Total Cost Amount
964862.55
Local Unrealized Gain Loss
-2062.55
Local Accrued Interest
1832.92
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
Ba3
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: MACQUARIE INFRASTRUCTURE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACQUARIE INFRASTRUCTURE
Security Description
2% 01 Oct 2023
Maturity Date
2023-10-01T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
4140000.00
Base Market Value
4121908.20
Base Total Cost
4149005.59
Base Unrealized Gain Loss
-27097.39
Base Accrued Interest
20700.00
Local Market Value
4121908.20
Local Total Cost Amount
4149005.59
Local Unrealized Gain Loss
-27097.39
Local Accrued Interest
20700.00
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
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
0.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
7145000.00
Base Market Value
5684776.35
Base Total Cost
7051243.46
Base Unrealized Gain Loss
-1366467.11
Base Accrued Interest
25007.50
Local Market Value
5684776.35
Local Total Cost Amount
7051243.46
Local Unrealized Gain Loss
-1366467.11
Local Accrued Interest
25007.50
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
Ba2
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: PROSPECT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PROSPECT CAPITAL CORP
Security Description
4.95% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
4755000.00
Base Market Value
4737168.75
Base Total Cost
4693092.50
Base Unrealized Gain Loss
44076.25
Base Accrued Interest
52305.00
Local Market Value
4737168.75
Local Total Cost Amount
4693092.50
Local Unrealized Gain Loss
44076.25
Local Accrued Interest
52305.00
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
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: FANNIEMAE STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE STRIP
Security Description
7.5% 25 Jan 2032
Maturity Date
2032-01-25T00:00:00.000
Interest Rate
7.5
Original Face
5100000.00
Shares Par Value
34370.43
Base Market Value
5758.08
Base Total Cost
8337.88
Base Unrealized Gain Loss
-2579.80
Base Accrued Interest
0
Local Market Value
5758.08
Local Total Cost Amount
8337.88
Local Unrealized Gain Loss
-2579.80
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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: DLJ MORTGAGE ACCEPTANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DLJ MORTGAGE ACCEPTANCE CORP
Security Description
6.75% 25 Jan 2024
Maturity Date
2024-01-25T00:00:00.000
Interest Rate
6.75
Original Face
3825000.00
Shares Par Value
185760.23
Base Market Value
186715.97
Base Total Cost
150468.97
Base Unrealized Gain Loss
36247.00
Base Accrued Interest
0
Local Market Value
186715.97
Local Total Cost Amount
150468.97
Local Unrealized Gain Loss
36247.00
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
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: WAMU MORTGAGE PASS THROUGH CER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WAMU MORTGAGE PASS THROUGH CER
Security Description
1% 25 Jul 2044
Maturity Date
2044-07-25T00:00:00.000
Interest Rate
1.23537
Original Face
35000000.00
Shares Par Value
2138590.33
Base Market Value
97528.49
Base Total Cost
2138447.73
Base Unrealized Gain Loss
-2040919.24
Base Accrued Interest
0
Local Market Value
97528.49
Local Total Cost Amount
2138447.73
Local Unrealized Gain Loss
-2040919.24
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
B2
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: HARBORVIEW MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARBORVIEW MORTGAGE LOAN TRUST
Security Description
1% 19 May 2035
Maturity Date
2035-05-19T00:00:00.000
Interest Rate
1.46816
Original Face
27000000.00
Shares Par Value
2196679.23
Base Market Value
110111.62
Base Total Cost
62938.61
Base Unrealized Gain Loss
47173.01
Base Accrued Interest
0
Local Market Value
110111.62
Local Total Cost Amount
62938.61
Local Unrealized Gain Loss
47173.01
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
Caa1
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: COUNTRYWIDE ALTERNATIVE LOAN T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COUNTRYWIDE ALTERNATIVE LOAN T
Security Description
1% 25 Feb 2037
Maturity Date
2037-02-25T00:00:00.000
Interest Rate
1.84219
Original Face
13000000.00
Shares Par Value
2417139.28
Base Market Value
146362.86
Base Total Cost
163609.27
Base Unrealized Gain Loss
-17246.41
Base Accrued Interest
0
Local Market Value
146362.86
Local Total Cost Amount
163609.27
Local Unrealized Gain Loss
-17246.41
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
WHOLE LOAN CMOS
Moody S Quality Rating
C
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: HARBORVIEW MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARBORVIEW MORTGAGE LOAN TRUST
Security Description
1% 19 Jun 2035
Maturity Date
2035-06-19T00:00:00.000
Interest Rate
1.68986
Original Face
25000000.00
Shares Par Value
2614190.70
Base Market Value
138714.97
Base Total Cost
72544.93
Base Unrealized Gain Loss
66170.04
Base Accrued Interest
0
Local Market Value
138714.97
Local Total Cost Amount
72544.93
Local Unrealized Gain Loss
66170.04
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
Caa1
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: COUNTRYWIDE ALTERNATIVE LOAN T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COUNTRYWIDE ALTERNATIVE LOAN T
Security Description
1% 20 Mar 2046
Maturity Date
2046-03-20T00:00:00.000
Interest Rate
1.9403
Original Face
21000000.00
Shares Par Value
3342504.69
Base Market Value
228989.65
Base Total Cost
565345.99
Base Unrealized Gain Loss
-336356.34
Base Accrued Interest
0
Local Market Value
228989.65
Local Total Cost Amount
565345.99
Local Unrealized Gain Loss
-336356.34
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
C
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: GREENPOINT MORTGAGE FUNDING TR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREENPOINT MORTGAGE FUNDING TR
Security Description
1% 25 Aug 2045
Maturity Date
2045-08-25T00:00:00.000
Interest Rate
1.86221
Original Face
25000000.00
Shares Par Value
2629821.25
Base Market Value
186818.29
Base Total Cost
114724.73
Base Unrealized Gain Loss
72093.56
Base Accrued Interest
0
Local Market Value
186818.29
Local Total Cost Amount
114724.73
Local Unrealized Gain Loss
72093.56
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
C
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: COUNTRYWIDE ALTERNATIVE LOAN T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COUNTRYWIDE ALTERNATIVE LOAN T
Security Description
1% 20 Mar 2046
Maturity Date
2046-03-20T00:00:00.000
Interest Rate
1.51222
Original Face
2200000.00
Shares Par Value
82107.98
Base Market Value
2885.87
Base Total Cost
82107.98
Base Unrealized Gain Loss
-79222.11
Base Accrued Interest
37.94
Local Market Value
2885.87
Local Total Cost Amount
82107.98
Local Unrealized Gain Loss
-79222.11
Local Accrued Interest
37.94
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
C
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: GREENPOINT MORTGAGE FUNDING TR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREENPOINT MORTGAGE FUNDING TR
Security Description
1% 25 Jun 2045
Maturity Date
2045-06-25T00:00:00.000
Interest Rate
1.64955
Original Face
80000000.00
Shares Par Value
6189718.08
Base Market Value
303536.97
Base Total Cost
177972.98
Base Unrealized Gain Loss
125563.99
Base Accrued Interest
0
Local Market Value
303536.97
Local Total Cost Amount
177972.98
Local Unrealized Gain Loss
125563.99
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
C
S And P Quality Rating
NR
Direct Group Trust Holding
Direct
CLP
Local Currency Code: CLP • Trade Country Name: CHILE • Security Name: CHILEAN PESO
Local Currency Code
CLP
Trade Country Name
CHILE
Security Name
CHILEAN PESO
Interest Rate
0
Original Face
0
Shares Par Value
25357743
Base Market Value
37348.47
Base Total Cost
37109.31
Base Unrealized Gain Loss
239.16
Base Accrued Interest
0
Local Market Value
25357743
Local Total Cost Amount
25357743
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HARBORVIEW MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARBORVIEW MORTGAGE LOAN TRUST
Security Description
1% 19 Nov 2034
Maturity Date
2034-11-19T00:00:00.000
Interest Rate
1.16827
Original Face
180000000.00
Shares Par Value
38084.61
Base Market Value
1287.08
Base Total Cost
59.89
Base Unrealized Gain Loss
1227.19
Base Accrued Interest
0
Local Market Value
1287.08
Local Total Cost Amount
59.89
Local Unrealized Gain Loss
1227.19
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
Ca
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: GREENPOINT MORTGAGE FUNDING TR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREENPOINT MORTGAGE FUNDING TR
Security Description
1% 25 Mar 2036
Maturity Date
2036-03-25T00:00:00.000
Interest Rate
1.53611
Original Face
8000000.00
Shares Par Value
273807.42
Base Market Value
259003.83
Base Total Cost
769975.27
Base Unrealized Gain Loss
-510971.44
Base Accrued Interest
58.42
Local Market Value
259003.83
Local Total Cost Amount
769975.27
Local Unrealized Gain Loss
-510971.44
Local Accrued Interest
58.42
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
C
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Apr 2036
Maturity Date
2036-04-25T00:00:00.000
Interest Rate
1.4973
Original Face
50000000.00
Shares Par Value
1769976.50
Base Market Value
128296.75
Base Total Cost
54412.33
Base Unrealized Gain Loss
73884.42
Base Accrued Interest
0
Local Market Value
128296.75
Local Total Cost Amount
54412.33
Local Unrealized Gain Loss
73884.42
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
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: GS MORTGAGE SECURITIES CORP.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE SECURITIES CORP.
Security Description
1% 25 Aug 2035
Maturity Date
2035-08-25T00:00:00.000
Interest Rate
2.1503
Original Face
45000000.00
Shares Par Value
6469536.60
Base Market Value
378063.55
Base Total Cost
459043.50
Base Unrealized Gain Loss
-80979.95
Base Accrued Interest
0
Local Market Value
378063.55
Local Total Cost Amount
459043.50
Local Unrealized Gain Loss
-80979.95
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: WAMU MORTGAGE PASS THROUGH CER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WAMU MORTGAGE PASS THROUGH CER
Security Description
1% 25 May 2046
Maturity Date
2046-05-25T00:00:00.000
Interest Rate
1.63166
Original Face
2100000.00
Shares Par Value
363106.27
Base Market Value
334996.83
Base Total Cost
354952.23
Base Unrealized Gain Loss
-19955.40
Base Accrued Interest
0
Local Market Value
334996.83
Local Total Cost Amount
354952.23
Local Unrealized Gain Loss
-19955.40
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
Caa3
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LUMINENT MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMINENT MORTGAGE TRUST
Security Description
1% 25 May 2036
Maturity Date
2036-05-25T00:00:00.000
Interest Rate
1.46611
Original Face
7025000.00
Shares Par Value
267931.15
Base Market Value
381105.59
Base Total Cost
831075.98
Base Unrealized Gain Loss
-449970.39
Base Accrued Interest
54.56
Local Market Value
381105.59
Local Total Cost Amount
831075.98
Local Unrealized Gain Loss
-449970.39
Local Accrued Interest
54.56
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
C
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: COUNTRYWIDE ALTERNATIVE LOAN T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COUNTRYWIDE ALTERNATIVE LOAN T
Security Description
1% 25 Jul 2046
Maturity Date
2046-07-25T00:00:00.000
Interest Rate
1.52611
Original Face
3482800.00
Shares Par Value
174078.97
Base Market Value
21641.32
Base Total Cost
174078.97
Base Unrealized Gain Loss
-152437.65
Base Accrued Interest
36.90
Local Market Value
21641.32
Local Total Cost Amount
174078.97
Local Unrealized Gain Loss
-152437.65
Local Accrued Interest
36.90
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
C
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: HARBORVIEW MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARBORVIEW MORTGAGE LOAN TRUST
Security Description
0.01% 19 Jul 2046
Maturity Date
2046-07-19T00:00:00.000
Interest Rate
0
Original Face
179.00
Shares Par Value
61027.29
Base Market Value
0.01
Base Total Cost
84.15
Base Unrealized Gain Loss
-84.14
Base Accrued Interest
0
Local Market Value
0.01
Local Total Cost Amount
84.15
Local Unrealized Gain Loss
-84.14
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
C
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RESIDENTIAL ACCREDIT LOANS, IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESIDENTIAL ACCREDIT LOANS, IN
Security Description
1% 25 Oct 2045
Maturity Date
2045-10-25T00:00:00.000
Interest Rate
1.61611
Original Face
1650000.00
Shares Par Value
49863.75
Base Market Value
8406.94
Base Total Cost
188859.55
Base Unrealized Gain Loss
-180452.61
Base Accrued Interest
11.20
Local Market Value
8406.94
Local Total Cost Amount
188859.55
Local Unrealized Gain Loss
-180452.61
Local Accrued Interest
11.20
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
C
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: RESIDENTIAL ACCREDIT LOANS, IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESIDENTIAL ACCREDIT LOANS, IN
Security Description
1% 25 May 2047
Maturity Date
2047-05-25T00:00:00.000
Interest Rate
1.47611
Original Face
3325000.00
Shares Par Value
497014.91
Base Market Value
289029.53
Base Total Cost
1009973.23
Base Unrealized Gain Loss
-720943.70
Base Accrued Interest
101.90
Local Market Value
289029.53
Local Total Cost Amount
1009973.23
Local Unrealized Gain Loss
-720943.70
Local Accrued Interest
101.90
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
C
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: RESIDENTIAL ACCREDIT LOANS, IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESIDENTIAL ACCREDIT LOANS, IN
Security Description
1% 25 Dec 2045
Maturity Date
2045-12-25T00:00:00.000
Interest Rate
1.56611
Original Face
8000000.00
Shares Par Value
269808.18
Base Market Value
47321.17
Base Total Cost
921823.52
Base Unrealized Gain Loss
-874502.35
Base Accrued Interest
58.69
Local Market Value
47321.17
Local Total Cost Amount
921823.52
Local Unrealized Gain Loss
-874502.35
Local Accrued Interest
58.69
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
C
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: FANNIEMAE STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE STRIP
Security Description
9% 25 Jun 2023
Maturity Date
2023-06-25T00:00:00.000
Interest Rate
9
Original Face
44000000.00
Shares Par Value
6206.20
Base Market Value
527.34
Base Total Cost
1583.84
Base Unrealized Gain Loss
-1056.50
Base Accrued Interest
0
Local Market Value
527.34
Local Total Cost Amount
1583.84
Local Unrealized Gain Loss
-1056.50
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIEMAE STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE STRIP
Security Description
7.5% 25 Nov 2029
Maturity Date
2029-11-25T00:00:00.000
Interest Rate
7.5
Original Face
20000000.00
Shares Par Value
89730.00
Base Market Value
22482.75
Base Total Cost
19340.63
Base Unrealized Gain Loss
3142.12
Base Accrued Interest
0
Local Market Value
22482.75
Local Total Cost Amount
19340.63
Local Unrealized Gain Loss
3142.12
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
1.12176
Original Face
0
Shares Par Value
1707070.79
Base Market Value
1707070.79
Base Total Cost
1707070.79
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1707070.79
Local Total Cost Amount
1707070.79
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
8% 18 Aug 2027
Maturity Date
2027-08-18T00:00:00.000
Interest Rate
8
Original Face
3850000.00
Shares Par Value
50433.27
Base Market Value
12934.07
Base Total Cost
35012.45
Base Unrealized Gain Loss
-22078.38
Base Accrued Interest
0
Local Market Value
12934.07
Local Total Cost Amount
35012.45
Local Unrealized Gain Loss
-22078.38
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
8% 18 Jul 2027
Maturity Date
2027-07-18T00:00:00.000
Interest Rate
8
Original Face
3500000.00
Shares Par Value
51320.57
Base Market Value
13766.29
Base Total Cost
34020.02
Base Unrealized Gain Loss
-20253.73
Base Accrued Interest
0
Local Market Value
13766.29
Local Total Cost Amount
34020.02
Local Unrealized Gain Loss
-20253.73
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: FREDDIEMAC STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIEMAC STRIP
Security Description
7.5% 15 Dec 2029
Maturity Date
2029-12-15T00:00:00.000
Interest Rate
7.5
Original Face
74900000.00
Shares Par Value
232754.00
Base Market Value
64363.46
Base Total Cost
27411.26
Base Unrealized Gain Loss
36952.20
Base Accrued Interest
0
Local Market Value
64363.46
Local Total Cost Amount
27411.26
Local Unrealized Gain Loss
36952.20
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIEMAC STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIEMAC STRIP
Security Description
8% 01 Jan 2028
Maturity Date
2028-01-01T00:00:00.000
Interest Rate
8
Original Face
3245000.00
Shares Par Value
14525.79
Base Market Value
3404.26
Base Total Cost
2078.12
Base Unrealized Gain Loss
1326.14
Base Accrued Interest
0
Local Market Value
3404.26
Local Total Cost Amount
2078.12
Local Unrealized Gain Loss
1326.14
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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: FANNIEMAE STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE STRIP
Security Description
8.5% 25 Oct 2024
Maturity Date
2024-10-25T00:00:00.000
Interest Rate
8.5
Original Face
7700000.00
Shares Par Value
18880.86
Base Market Value
4152.09
Base Total Cost
2385.09
Base Unrealized Gain Loss
1767.00
Base Accrued Interest
0
Local Market Value
4152.09
Local Total Cost Amount
2385.09
Local Unrealized Gain Loss
1767.00
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: FREDDIEMAC STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIEMAC STRIP
Security Description
7% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
7
Original Face
69500000.00
Shares Par Value
148818.96
Base Market Value
37197.30
Base Total Cost
18415.77
Base Unrealized Gain Loss
18781.53
Base Accrued Interest
0
Local Market Value
37197.30
Local Total Cost Amount
18415.77
Local Unrealized Gain Loss
18781.53
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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: FREDDIEMAC STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIEMAC STRIP
Security Description
8% 15 Jun 2031
Maturity Date
2031-06-15T00:00:00.000
Interest Rate
8
Original Face
700000.00
Shares Par Value
2465.72
Base Market Value
677.85
Base Total Cost
508.27
Base Unrealized Gain Loss
169.58
Base Accrued Interest
0
Local Market Value
677.85
Local Total Cost Amount
508.27
Local Unrealized Gain Loss
169.58
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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: FANNIEMAE STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE STRIP
Security Description
8% 25 Dec 2031
Maturity Date
2031-12-25T00:00:00.000
Interest Rate
8
Original Face
7400000.00
Shares Par Value
39175.16
Base Market Value
11924.92
Base Total Cost
6669.11
Base Unrealized Gain Loss
5255.81
Base Accrued Interest
0
Local Market Value
11924.92
Local Total Cost Amount
6669.11
Local Unrealized Gain Loss
5255.81
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
7% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
7
Original Face
40001750.00
Shares Par Value
149019.72
Base Market Value
28011.79
Base Total Cost
6600.28
Base Unrealized Gain Loss
21411.51
Base Accrued Interest
0
Local Market Value
28011.79
Local Total Cost Amount
6600.28
Local Unrealized Gain Loss
21411.51
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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: FREDDIEMAC STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIEMAC STRIP
Security Description
7.5% 15 Sep 2030
Maturity Date
2030-09-15T00:00:00.000
Interest Rate
7.5
Original Face
27500000.00
Shares Par Value
34769.62
Base Market Value
8632.60
Base Total Cost
4795.70
Base Unrealized Gain Loss
3836.90
Base Accrued Interest
0
Local Market Value
8632.60
Local Total Cost Amount
4795.70
Local Unrealized Gain Loss
3836.90
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
10.31
Original Face
72000.00
Shares Par Value
26.07
Base Market Value
227.38
Base Total Cost
892.54
Base Unrealized Gain Loss
-665.16
Base Accrued Interest
0
Local Market Value
227.38
Local Total Cost Amount
892.54
Local Unrealized Gain Loss
-665.16
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
6.5% 25 May 2033
Maturity Date
2033-05-25T00:00:00.000
Interest Rate
6.5
Original Face
25000000.00
Shares Par Value
298475.25
Base Market Value
65345.60
Base Total Cost
22327.08
Base Unrealized Gain Loss
43018.52
Base Accrued Interest
0
Local Market Value
65345.60
Local Total Cost Amount
22327.08
Local Unrealized Gain Loss
43018.52
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
7% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
7
Original Face
9100000.00
Shares Par Value
75461.93
Base Market Value
15285.46
Base Total Cost
4589.54
Base Unrealized Gain Loss
10695.92
Base Accrued Interest
0
Local Market Value
15285.46
Local Total Cost Amount
4589.54
Local Unrealized Gain Loss
10695.92
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 25 Oct 2021
Maturity Date
2021-10-25T00:00:00.000
Interest Rate
88.225
Original Face
143943.00
Shares Par Value
61.11
Base Market Value
748.45
Base Total Cost
2014.39
Base Unrealized Gain Loss
-1265.94
Base Accrued Interest
0
Local Market Value
748.45
Local Total Cost Amount
2014.39
Local Unrealized Gain Loss
-1265.94
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
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
8481808.11
Base Market Value
8481808.11
Base Total Cost
8481808.11
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
8481808.11
Local Total Cost Amount
8481808.11
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
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