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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: ENBRIDGE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENBRIDGE INC
Security Description
1% 15 Jan 2077
Maturity Date
2077-01-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
80000.00
Base Market Value
84000.00
Base Total Cost
80150.00
Base Unrealized Gain Loss
3850.00
Base Accrued Interest
2560.00
Local Market Value
84000.00
Local Total Cost Amount
80150.00
Local Unrealized Gain Loss
3850.00
Local Accrued Interest
2560.00
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
CANADIAN
Moody S Quality Rating
Ba1
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: DAIMLER FINANCE NA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAIMLER FINANCE NA LLC
Security Description
3.45% 06 Jan 2027
Maturity Date
2027-01-06T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
150000.00
Base Market Value
152446.50
Base Total Cost
149397.00
Base Unrealized Gain Loss
3049.50
Base Accrued Interest
2515.63
Local Market Value
152446.50
Local Total Cost Amount
149397.00
Local Unrealized Gain Loss
3049.50
Local Accrued Interest
2515.63
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
A2
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: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
4.45% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
60000.00
Base Market Value
61429.20
Base Total Cost
60932.10
Base Unrealized Gain Loss
497.10
Base Accrued Interest
1253.41
Local Market Value
61429.20
Local Total Cost Amount
60932.10
Local Unrealized Gain Loss
497.10
Local Accrued Interest
1253.41
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: 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
135927.44
Base Market Value
135927.44
Base Total Cost
135927.44
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
135927.44
Local Total Cost Amount
135927.44
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: LIBERTY MUTUAL INSURANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MUTUAL INSURANCE
Security Description
7.875% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
150000.00
Base Market Value
195997.50
Base Total Cost
187540.50
Base Unrealized Gain Loss
8457.00
Base Accrued Interest
2493.75
Local Market Value
195997.50
Local Total Cost Amount
187540.50
Local Unrealized Gain Loss
8457.00
Local Accrued Interest
2493.75
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
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: BP CAP MARKETS AMERICA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BP CAP MARKETS AMERICA
Security Description
4.2% 15 Jun 2018
Maturity Date
2018-06-15T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
50000.00
Base Market Value
51052.00
Base Total Cost
52463.50
Base Unrealized Gain Loss
-1411.50
Base Accrued Interest
93.33
Local Market Value
51052.00
Local Total Cost Amount
52463.50
Local Unrealized Gain Loss
-1411.50
Local Accrued Interest
93.33
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
A1
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: FNMA POOL 724959
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 724959
Security Description
5% 01 Jul 2033
Maturity Date
2033-07-01T00:00:00.000
Interest Rate
5
Original Face
2200000.00
Shares Par Value
119467.09
Base Market Value
130888.14
Base Total Cost
132757.81
Base Unrealized Gain Loss
-1869.67
Base Accrued Interest
0
Local Market Value
130888.14
Local Total Cost Amount
132757.81
Local Unrealized Gain Loss
-1869.67
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: US DEPT OF TRANSPORTATIO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DEPT OF TRANSPORTATIO
Security Description
1% 07 Dec 2021
Maturity Date
2021-12-07T00:00:00.000
Interest Rate
6.001
Original Face
0
Shares Par Value
100000.00
Base Market Value
116855.00
Base Total Cost
117760.00
Base Unrealized Gain Loss
-905.00
Base Accrued Interest
400.07
Local Market Value
116855.00
Local Total Cost Amount
117760.00
Local Unrealized Gain Loss
-905.00
Local Accrued Interest
400.07
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
CORPORATE
Minor Industry Name
OTHER ASSET BACKED
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 735141
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735141
Security Description
1% 01 Jan 2035
Maturity Date
2035-01-01T00:00:00.000
Interest Rate
5.5
Original Face
6300000.00
Shares Par Value
260689.65
Base Market Value
292027.15
Base Total Cost
295417.23
Base Unrealized Gain Loss
-3390.08
Base Accrued Interest
0
Local Market Value
292027.15
Local Total Cost Amount
295417.23
Local Unrealized Gain Loss
-3390.08
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 835760
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 835760
Security Description
4.5% 01 Sep 2035
Maturity Date
2035-09-01T00:00:00.000
Interest Rate
4.5
Original Face
4000000.00
Shares Par Value
163023.08
Base Market Value
175569.34
Base Total Cost
178357.42
Base Unrealized Gain Loss
-2788.08
Base Accrued Interest
0
Local Market Value
175569.34
Local Total Cost Amount
178357.42
Local Unrealized Gain Loss
-2788.08
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: OIL INSURANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OIL INSURANCE LTD
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
4.13422
Original Face
0
Shares Par Value
25000.00
Base Market Value
22625.00
Base Total Cost
21531.25
Base Unrealized Gain Loss
1093.75
Base Accrued Interest
2.87
Local Market Value
22625.00
Local Total Cost Amount
21531.25
Local Unrealized Gain Loss
1093.75
Local Accrued Interest
2.87
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
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: VALE OVERSEAS LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE OVERSEAS LIMITED
Security Description
6.875% 21 Nov 2036
Maturity Date
2036-11-21T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
50000.00
Base Market Value
53625.00
Base Total Cost
48125.00
Base Unrealized Gain Loss
5500.00
Base Accrued Interest
381.94
Local Market Value
53625.00
Local Total Cost Amount
48125.00
Local Unrealized Gain Loss
5500.00
Local Accrued Interest
381.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: XLIT LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
XLIT LTD
Security Description
1% 29 Oct 2049
Maturity Date
2049-10-29T00:00:00.000
Interest Rate
3.61594
Original Face
0
Shares Par Value
110000.00
Base Market Value
102575.00
Base Total Cost
93225.00
Base Unrealized Gain Loss
9350.00
Base Accrued Interest
850.75
Local Market Value
102575.00
Local Total Cost Amount
93225.00
Local Unrealized Gain Loss
9350.00
Local Accrued Interest
850.75
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
BBB
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 G01838
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G01838
Security Description
5% 01 Jul 2035
Maturity Date
2035-07-01T00:00:00.000
Interest Rate
5
Original Face
1000000.00
Shares Par Value
44817.11
Base Market Value
49109.69
Base Total Cost
49718.99
Base Unrealized Gain Loss
-609.30
Base Accrued Interest
0
Local Market Value
49109.69
Local Total Cost Amount
49718.99
Local Unrealized Gain Loss
-609.30
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: GENERAL ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL ELECTRIC CO
Security Description
5.25% 06 Dec 2017
Maturity Date
2017-12-06T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
250000.00
Base Market Value
254105.00
Base Total Cost
274375.00
Base Unrealized Gain Loss
-20270.00
Base Accrued Interest
911.46
Local Market Value
254105.00
Local Total Cost Amount
274375.00
Local Unrealized Gain Loss
-20270.00
Local Accrued Interest
911.46
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: FNMA POOL 995023
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995023
Security Description
1% 01 Aug 2037
Maturity Date
2037-08-01T00:00:00.000
Interest Rate
5.5
Original Face
3900000.00
Shares Par Value
270435.60
Base Market Value
302766.18
Base Total Cost
306352.82
Base Unrealized Gain Loss
-3586.64
Base Accrued Interest
0
Local Market Value
302766.18
Local Total Cost Amount
306352.82
Local Unrealized Gain Loss
-3586.64
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 995113
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995113
Security Description
1% 01 Sep 2036
Maturity Date
2036-09-01T00:00:00.000
Interest Rate
5.5
Original Face
1830000.00
Shares Par Value
145207.08
Base Market Value
162658.07
Base Total Cost
164447.03
Base Unrealized Gain Loss
-1788.96
Base Accrued Interest
0
Local Market Value
162658.07
Local Total Cost Amount
164447.03
Local Unrealized Gain Loss
-1788.96
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: HOSPITALITY PROP TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOSPITALITY PROP TRUST
Security Description
4.95% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
60000.00
Base Market Value
62654.40
Base Total Cost
59372.40
Base Unrealized Gain Loss
3282.00
Base Accrued Interest
1386.00
Local Market Value
62654.40
Local Total Cost Amount
59372.40
Local Unrealized Gain Loss
3282.00
Local Accrued Interest
1386.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: SABRA HEALTH CARE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABRA HEALTH CARE LP
Security Description
5.125% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
30000.00
Base Market Value
30482.40
Base Total Cost
30000.00
Base Unrealized Gain Loss
482.40
Base Accrued Interest
580.83
Local Market Value
30482.40
Local Total Cost Amount
30000.00
Local Unrealized Gain Loss
482.40
Local Accrued Interest
580.83
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
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: MYLAN NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN NV
Security Description
3.95% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
200000.00
Base Market Value
202648.00
Base Total Cost
191856.00
Base Unrealized Gain Loss
10792.00
Base Accrued Interest
351.11
Local Market Value
202648.00
Local Total Cost Amount
191856.00
Local Unrealized Gain Loss
10792.00
Local Accrued Interest
351.11
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: MYLAN NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN NV
Security Description
5.25% 15 Jun 2046
Maturity Date
2046-06-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
50000.00
Base Market Value
54695.00
Base Total Cost
49992.00
Base Unrealized Gain Loss
4703.00
Base Accrued Interest
116.67
Local Market Value
54695.00
Local Total Cost Amount
49992.00
Local Unrealized Gain Loss
4703.00
Local Accrued Interest
116.67
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: VALERO ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALERO ENERGY CORP
Security Description
10.5% 15 Mar 2039
Maturity Date
2039-03-15T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
40000.00
Base Market Value
64758.80
Base Total Cost
62590.80
Base Unrealized Gain Loss
2168.00
Base Accrued Interest
1236.67
Local Market Value
64758.80
Local Total Cost Amount
62590.80
Local Unrealized Gain Loss
2168.00
Local Accrued Interest
1236.67
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
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: FNMA POOL AA7176
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA7176
Security Description
4.5% 01 May 2039
Maturity Date
2039-05-01T00:00:00.000
Interest Rate
4.5
Original Face
1000000.00
Shares Par Value
167000.76
Base Market Value
180594.62
Base Total Cost
182709.27
Base Unrealized Gain Loss
-2114.65
Base Accrued Interest
0
Local Market Value
180594.62
Local Total Cost Amount
182709.27
Local Unrealized Gain Loss
-2114.65
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: DIAMOND OFFSHORE DRILL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMOND OFFSHORE DRILL
Security Description
5.7% 15 Oct 2039
Maturity Date
2039-10-15T00:00:00.000
Interest Rate
5.7
Original Face
0
Shares Par Value
75000.00
Base Market Value
56625.00
Base Total Cost
61062.50
Base Unrealized Gain Loss
-4437.50
Base Accrued Interest
902.50
Local Market Value
56625.00
Local Total Cost Amount
61062.50
Local Unrealized Gain Loss
-4437.50
Local Accrued Interest
902.50
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
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: ITC HOLDINGS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ITC HOLDINGS CORP
Security Description
5.5% 15 Jan 2020
Maturity Date
2020-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
60000.00
Base Market Value
64164.00
Base Total Cost
66070.80
Base Unrealized Gain Loss
-1906.80
Base Accrued Interest
1521.67
Local Market Value
64164.00
Local Total Cost Amount
66070.80
Local Unrealized Gain Loss
-1906.80
Local Accrued Interest
1521.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
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: FED HM LN PC POOL A90319
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL A90319
Security Description
5% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
5
Original Face
860000.00
Shares Par Value
191808.34
Base Market Value
211455.27
Base Total Cost
214465.71
Base Unrealized Gain Loss
-3010.44
Base Accrued Interest
0
Local Market Value
211455.27
Local Total Cost Amount
214465.71
Local Unrealized Gain Loss
-3010.44
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 AD0571
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0571
Security Description
1% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
5.5
Original Face
2600000.00
Shares Par Value
397430.83
Base Market Value
443322.17
Base Total Cost
452497.93
Base Unrealized Gain Loss
-9175.76
Base Accrued Interest
0
Local Market Value
443322.17
Local Total Cost Amount
452497.93
Local Unrealized Gain Loss
-9175.76
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 890221
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890221
Security Description
1% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
850000.00
Shares Par Value
90098.80
Base Market Value
100867.41
Base Total Cost
102628.20
Base Unrealized Gain Loss
-1760.79
Base Accrued Interest
0
Local Market Value
100867.41
Local Total Cost Amount
102628.20
Local Unrealized Gain Loss
-1760.79
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: CROWN CASTLE TOWERS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE TOWERS LLC
Security Description
4.883% 15 Aug 2040
Maturity Date
2040-08-15T00:00:00.000
Interest Rate
4.883
Original Face
0
Shares Par Value
90000.00
Base Market Value
96040.73
Base Total Cost
97875.00
Base Unrealized Gain Loss
-1834.27
Base Accrued Interest
195.32
Local Market Value
96040.73
Local Total Cost Amount
97875.00
Local Unrealized Gain Loss
-1834.27
Local Accrued Interest
195.32
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
UNCLASSIFIED
Moody S Quality Rating
A2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 889610
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889610
Security Description
1% 01 Jun 2038
Maturity Date
2038-06-01T00:00:00.000
Interest Rate
5.5
Original Face
3300000.00
Shares Par Value
260465.90
Base Market Value
290276.22
Base Total Cost
295059.04
Base Unrealized Gain Loss
-4782.82
Base Accrued Interest
0
Local Market Value
290276.22
Local Total Cost Amount
295059.04
Local Unrealized Gain Loss
-4782.82
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 AH3802
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH3802
Security Description
5% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
5
Original Face
450000.00
Shares Par Value
174727.55
Base Market Value
191269.01
Base Total Cost
195039.63
Base Unrealized Gain Loss
-3770.62
Base Accrued Interest
0
Local Market Value
191269.01
Local Total Cost Amount
195039.63
Local Unrealized Gain Loss
-3770.62
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 AL0933
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0933
Security Description
1% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
5
Original Face
650000.00
Shares Par Value
133293.11
Base Market Value
145693.37
Base Total Cost
149038.35
Base Unrealized Gain Loss
-3344.98
Base Accrued Interest
0
Local Market Value
145693.37
Local Total Cost Amount
149038.35
Local Unrealized Gain Loss
-3344.98
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 725459
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 725459
Security Description
1% 01 May 2034
Maturity Date
2034-05-01T00:00:00.000
Interest Rate
5
Original Face
8000000.00
Shares Par Value
431674.72
Base Market Value
473784.59
Base Total Cost
480642.82
Base Unrealized Gain Loss
-6858.23
Base Accrued Interest
0
Local Market Value
473784.59
Local Total Cost Amount
480642.82
Local Unrealized Gain Loss
-6858.23
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 G06941
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06941
Security Description
5% 01 Aug 2041
Maturity Date
2041-08-01T00:00:00.000
Interest Rate
5
Original Face
200000.00
Shares Par Value
72222.83
Base Market Value
79404.67
Base Total Cost
80460.76
Base Unrealized Gain Loss
-1056.09
Base Accrued Interest
0
Local Market Value
79404.67
Local Total Cost Amount
80460.76
Local Unrealized Gain Loss
-1056.09
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: PEARSON FUNDING FOUR PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEARSON FUNDING FOUR PLC
Security Description
3.75% 08 May 2022
Maturity Date
2022-05-08T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
225000.00
Base Market Value
225929.25
Base Total Cost
223976.25
Base Unrealized Gain Loss
1953.00
Base Accrued Interest
1242.19
Local Market Value
225929.25
Local Total Cost Amount
223976.25
Local Unrealized Gain Loss
1953.00
Local Accrued Interest
1242.19
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
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: KINDER MORGAN ENER PART
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDER MORGAN ENER PART
Security Description
5% 15 Aug 2042
Maturity Date
2042-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
20000.00
Base Market Value
19551.00
Base Total Cost
15001.80
Base Unrealized Gain Loss
4549.20
Base Accrued Interest
377.78
Local Market Value
19551.00
Local Total Cost Amount
15001.80
Local Unrealized Gain Loss
4549.20
Local Accrued Interest
377.78
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
ELECTRIC/GAS
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: ROYAL BANK OF CANADA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL BANK OF CANADA
Security Description
1.2% 19 Sep 2017
Maturity Date
2017-09-19T00:00:00.000
Interest Rate
1.2
Original Face
0
Shares Par Value
70000.00
Base Market Value
69972.00
Base Total Cost
70119.00
Base Unrealized Gain Loss
-147.00
Base Accrued Interest
238.00
Local Market Value
69972.00
Local Total Cost Amount
70119.00
Local Unrealized Gain Loss
-147.00
Local Accrued Interest
238.00
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
CANADIAN
Moody S Quality Rating
Aaa
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: ERAC USA FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ERAC USA FINANCE LLC
Security Description
3.3% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
50000.00
Base Market Value
51154.00
Base Total Cost
49875.00
Base Unrealized Gain Loss
1279.00
Base Accrued Interest
348.33
Local Market Value
51154.00
Local Total Cost Amount
49875.00
Local Unrealized Gain Loss
1279.00
Local Accrued Interest
348.33
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
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: TRANSALTA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSALTA CORP
Security Description
4.5% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
50000.00
Base Market Value
50400.00
Base Total Cost
49468.00
Base Unrealized Gain Loss
932.00
Base Accrued Interest
287.50
Local Market Value
50400.00
Local Total Cost Amount
49468.00
Local Unrealized Gain Loss
932.00
Local Accrued Interest
287.50
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
CANADIAN
Moody S Quality Rating
Ba1
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: CIELO SA/CIELO USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIELO SA/CIELO USA INC
Security Description
3.75% 16 Nov 2022
Maturity Date
2022-11-16T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
200000.00
Base Market Value
192000.00
Base Total Cost
190750.00
Base Unrealized Gain Loss
1250.00
Base Accrued Interest
937.50
Local Market Value
192000.00
Local Total Cost Amount
190750.00
Local Unrealized Gain Loss
1250.00
Local Accrued Interest
937.50
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
Ba1
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NETAPP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETAPP INC
Security Description
3.25% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
100000.00
Base Market Value
100718.00
Base Total Cost
95868.00
Base Unrealized Gain Loss
4850.00
Base Accrued Interest
144.44
Local Market Value
100718.00
Local Total Cost Amount
95868.00
Local Unrealized Gain Loss
4850.00
Local Accrued Interest
144.44
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: AUTODESK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AUTODESK INC
Security Description
3.6% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
100000.00
Base Market Value
102932.00
Base Total Cost
100824.00
Base Unrealized Gain Loss
2108.00
Base Accrued Interest
160.00
Local Market Value
102932.00
Local Total Cost Amount
100824.00
Local Unrealized Gain Loss
2108.00
Local Accrued Interest
160.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARROW ELECTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARROW ELECTRONICS INC
Security Description
3% 01 Mar 2018
Maturity Date
2018-03-01T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
70000.00
Base Market Value
70499.80
Base Total Cost
70718.90
Base Unrealized Gain Loss
-219.10
Base Accrued Interest
700.00
Local Market Value
70499.80
Local Total Cost Amount
70718.90
Local Unrealized Gain Loss
-219.10
Local Accrued Interest
700.00
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
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: NEMAK SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEMAK SAB DE CV
Security Description
5.5% 28 Feb 2023
Maturity Date
2023-02-28T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
205500.00
Base Total Cost
204000.00
Base Unrealized Gain Loss
1500.00
Base Accrued Interest
3758.33
Local Market Value
205500.00
Local Total Cost Amount
204000.00
Local Unrealized Gain Loss
1500.00
Local Accrued Interest
3758.33
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
Ba1
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: FNMA POOL AB8142
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8142
Security Description
5% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
5
Original Face
1200000.00
Shares Par Value
356861.39
Base Market Value
392347.69
Base Total Cost
399294.44
Base Unrealized Gain Loss
-6946.75
Base Accrued Interest
0
Local Market Value
392347.69
Local Total Cost Amount
399294.44
Local Unrealized Gain Loss
-6946.75
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: SES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SES
Security Description
3.6% 04 Apr 2023
Maturity Date
2023-04-04T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
50000.00
Base Market Value
50830.00
Base Total Cost
51135.50
Base Unrealized Gain Loss
-305.50
Base Accrued Interest
435.00
Local Market Value
50830.00
Local Total Cost Amount
51135.50
Local Unrealized Gain Loss
-305.50
Local Accrued Interest
435.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL G06614
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G06614
Security Description
5% 01 Dec 2035
Maturity Date
2035-12-01T00:00:00.000
Interest Rate
5
Original Face
700000.00
Shares Par Value
69536.89
Base Market Value
76140.11
Base Total Cost
76936.05
Base Unrealized Gain Loss
-795.94
Base Accrued Interest
0
Local Market Value
76140.11
Local Total Cost Amount
76936.05
Local Unrealized Gain Loss
-795.94
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: METALSA SA DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METALSA SA DE CV
Security Description
4.9% 24 Apr 2023
Maturity Date
2023-04-24T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
150000.00
Base Market Value
148125.00
Base Total Cost
149062.50
Base Unrealized Gain Loss
-937.50
Base Accrued Interest
1367.92
Local Market Value
148125.00
Local Total Cost Amount
149062.50
Local Unrealized Gain Loss
-937.50
Local Accrued Interest
1367.92
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
BB+
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% 20 Nov 2020
Maturity Date
2020-11-20T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
50000.00
Base Market Value
49341.00
Base Total Cost
48855.00
Base Unrealized Gain Loss
486.00
Base Accrued Interest
85.42
Local Market Value
49341.00
Local Total Cost Amount
48855.00
Local Unrealized Gain Loss
486.00
Local Accrued Interest
85.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
3.85% 26 Jan 2027
Maturity Date
2027-01-26T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
100000.00
Base Market Value
101731.00
Base Total Cost
99933.00
Base Unrealized Gain Loss
1798.00
Base Accrued Interest
1657.64
Local Market Value
101731.00
Local Total Cost Amount
99933.00
Local Unrealized Gain Loss
1798.00
Local Accrued Interest
1657.64
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
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface