Ask NYC Browse All Data Public Safety Transportation Health Buildings

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
DOWNLOAD CSV
Dataset fields
Showing 50 real records
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
2.65% 11 May 2022
Maturity Date
2022-05-11T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
150000.00
Base Market Value
150501.00
Base Total Cost
149679.00
Base Unrealized Gain Loss
822.00
Base Accrued Interest
552.08
Local Market Value
150501.00
Local Total Cost Amount
149679.00
Local Unrealized Gain Loss
822.00
Local Accrued Interest
552.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.875% 15 May 2043
Maturity Date
2043-05-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
220000.00
Base Market Value
222131.80
Base Total Cost
216983.59
Base Unrealized Gain Loss
5148.21
Base Accrued Interest
807.81
Local Market Value
222131.80
Local Total Cost Amount
216983.59
Local Unrealized Gain Loss
5148.21
Local Accrued Interest
807.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KAZAGRO NATL MGMT HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KAZAGRO NATL MGMT HLDG
Security Description
4.625% 24 May 2023
Maturity Date
2023-05-24T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
200000.00
Base Market Value
199080.00
Base Total Cost
180000.00
Base Unrealized Gain Loss
19080.00
Base Accrued Interest
950.69
Local Market Value
199080.00
Local Total Cost Amount
180000.00
Local Unrealized Gain Loss
19080.00
Local Accrued Interest
950.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
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: WILLIAMS PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAMS PARTNERS LP
Security Description
5.8% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
5.8
Original Face
0
Shares Par Value
100000.00
Base Market Value
110078.00
Base Total Cost
108875.00
Base Unrealized Gain Loss
1203.00
Base Accrued Interest
741.11
Local Market Value
110078.00
Local Total Cost Amount
108875.00
Local Unrealized Gain Loss
1203.00
Local Accrued Interest
741.11
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
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: ADVANCE AUTO PARTS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCE AUTO PARTS
Security Description
4.5% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
100000.00
Base Market Value
106131.00
Base Total Cost
106534.00
Base Unrealized Gain Loss
-403.00
Base Accrued Interest
375.00
Local Market Value
106131.00
Local Total Cost Amount
106534.00
Local Unrealized Gain Loss
-403.00
Local Accrued Interest
375.00
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: ELETSON HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELETSON HOLDINGS
Security Description
9.625% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
9.625
Original Face
0
Shares Par Value
100000.00
Base Market Value
82000.00
Base Total Cost
78500.00
Base Unrealized Gain Loss
3500.00
Base Accrued Interest
4438.19
Local Market Value
82000.00
Local Total Cost Amount
78500.00
Local Unrealized Gain Loss
3500.00
Local Accrued Interest
4438.19
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
B2
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: INTESA SANPAOLO SPA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTESA SANPAOLO SPA
Security Description
5.25% 12 Jan 2024
Maturity Date
2024-01-12T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
50000.00
Base Market Value
55234.50
Base Total Cost
54687.50
Base Unrealized Gain Loss
547.00
Base Accrued Interest
1232.29
Local Market Value
55234.50
Local Total Cost Amount
54687.50
Local Unrealized Gain Loss
547.00
Local Accrued Interest
1232.29
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: FED HM LN PC POOL G07560
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07560
Security Description
4% 01 Nov 2043
Maturity Date
2043-11-01T00:00:00.000
Interest Rate
4
Original Face
250000.00
Shares Par Value
170966.56
Base Market Value
181212.59
Base Total Cost
184243.19
Base Unrealized Gain Loss
-3030.60
Base Accrued Interest
0
Local Market Value
181212.59
Local Total Cost Amount
184243.19
Local Unrealized Gain Loss
-3030.60
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 G08565
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G08565
Security Description
5% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
5
Original Face
250000.00
Shares Par Value
148988.89
Base Market Value
161986.68
Base Total Cost
166588.22
Base Unrealized Gain Loss
-4601.54
Base Accrued Interest
0
Local Market Value
161986.68
Local Total Cost Amount
166588.22
Local Unrealized Gain Loss
-4601.54
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 AB2795
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB2795
Security Description
4.5% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
4.5
Original Face
350000.00
Shares Par Value
92122.56
Base Market Value
99088.87
Base Total Cost
100643.92
Base Unrealized Gain Loss
-1555.05
Base Accrued Interest
0
Local Market Value
99088.87
Local Total Cost Amount
100643.92
Local Unrealized Gain Loss
-1555.05
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 AL5097
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5097
Security Description
1% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
4.5
Original Face
150000.00
Shares Par Value
70279.03
Base Market Value
76006.07
Base Total Cost
76593.17
Base Unrealized Gain Loss
-587.10
Base Accrued Interest
0
Local Market Value
76006.07
Local Total Cost Amount
76593.17
Local Unrealized Gain Loss
-587.10
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: HILAND PART LP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILAND PART LP/CORP
Security Description
5.5% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
100000.00
Base Market Value
104446.00
Base Total Cost
91250.00
Base Unrealized Gain Loss
13196.00
Base Accrued Interest
702.78
Local Market Value
104446.00
Local Total Cost Amount
91250.00
Local Unrealized Gain Loss
13196.00
Local Accrued Interest
702.78
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
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: MAGNA INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGNA INTERNATIONAL INC
Security Description
3.625% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
120000.00
Base Market Value
123212.40
Base Total Cost
118426.80
Base Unrealized Gain Loss
4785.60
Base Accrued Interest
193.33
Local Market Value
123212.40
Local Total Cost Amount
118426.80
Local Unrealized Gain Loss
4785.60
Local Accrued Interest
193.33
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
CANADIAN
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: TURK TELEKOMUNIKASYON AS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TURK TELEKOMUNIKASYON AS
Security Description
4.875% 19 Jun 2024
Maturity Date
2024-06-19T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
200000.00
Base Market Value
200954.00
Base Total Cost
198000.00
Base Unrealized Gain Loss
2954.00
Base Accrued Interest
325.00
Local Market Value
200954.00
Local Total Cost Amount
198000.00
Local Unrealized Gain Loss
2954.00
Local Accrued Interest
325.00
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
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: KLABIN FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KLABIN FINANCE SA
Security Description
5.25% 16 Jul 2024
Maturity Date
2024-07-16T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
200000.00
Base Market Value
202200.00
Base Total Cost
195100.00
Base Unrealized Gain Loss
7100.00
Base Accrued Interest
4812.50
Local Market Value
202200.00
Local Total Cost Amount
195100.00
Local Unrealized Gain Loss
7100.00
Local Accrued Interest
4812.50
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
FINANCE
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 AU4376
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU4376
Security Description
4.5% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
4.5
Original Face
300000.00
Shares Par Value
123424.85
Base Market Value
132631.11
Base Total Cost
135960.19
Base Unrealized Gain Loss
-3329.08
Base Accrued Interest
0
Local Market Value
132631.11
Local Total Cost Amount
135960.19
Local Unrealized Gain Loss
-3329.08
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: BED BATH + BEYOND INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BED BATH + BEYOND INC
Security Description
5.165% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
5.165
Original Face
0
Shares Par Value
20000.00
Base Market Value
17604.00
Base Total Cost
20166.60
Base Unrealized Gain Loss
-2562.60
Base Accrued Interest
430.42
Local Market Value
17604.00
Local Total Cost Amount
20166.60
Local Unrealized Gain Loss
-2562.60
Local Accrued Interest
430.42
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: HCP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCP INC
Security Description
3.875% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
250000.00
Base Market Value
254870.00
Base Total Cost
249872.50
Base Unrealized Gain Loss
4997.50
Base Accrued Interest
3659.72
Local Market Value
254870.00
Local Total Cost Amount
249872.50
Local Unrealized Gain Loss
4997.50
Local Accrued Interest
3659.72
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: TEGNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEGNA INC
Security Description
5.5% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
70000.00
Base Market Value
72100.00
Base Total Cost
73062.50
Base Unrealized Gain Loss
-962.50
Base Accrued Interest
491.94
Local Market Value
72100.00
Local Total Cost Amount
73062.50
Local Unrealized Gain Loss
-962.50
Local Accrued Interest
491.94
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
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: VALMONT INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALMONT INDUSTRIES INC
Security Description
5.25% 01 Oct 2054
Maturity Date
2054-10-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
60000.00
Base Market Value
57754.80
Base Total Cost
53575.80
Base Unrealized Gain Loss
4179.00
Base Accrued Interest
787.50
Local Market Value
57754.80
Local Total Cost Amount
53575.80
Local Unrealized Gain Loss
4179.00
Local Accrued Interest
787.50
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
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: AMPHENOL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMPHENOL CORP
Security Description
3.125% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
50000.00
Base Market Value
51162.50
Base Total Cost
50846.00
Base Unrealized Gain Loss
316.50
Base Accrued Interest
460.07
Local Market Value
51162.50
Local Total Cost Amount
50846.00
Local Unrealized Gain Loss
316.50
Local Accrued Interest
460.07
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: HSBC HOLDINGS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HSBC HOLDINGS PLC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
200000.00
Base Market Value
209500.00
Base Total Cost
202000.00
Base Unrealized Gain Loss
7500.00
Base Accrued Interest
3683.33
Local Market Value
209500.00
Local Total Cost Amount
202000.00
Local Unrealized Gain Loss
7500.00
Local Accrued Interest
3683.33
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
Baa3
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WPP FINANCE 2010
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WPP FINANCE 2010
Security Description
3.75% 19 Sep 2024
Maturity Date
2024-09-19T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
50000.00
Base Market Value
51222.00
Base Total Cost
51508.50
Base Unrealized Gain Loss
-286.50
Base Accrued Interest
531.25
Local Market Value
51222.00
Local Total Cost Amount
51508.50
Local Unrealized Gain Loss
-286.50
Local Accrued Interest
531.25
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: BAE SYSTEMS HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAE SYSTEMS HOLDINGS INC
Security Description
3.8% 07 Oct 2024
Maturity Date
2024-10-07T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
250000.00
Base Market Value
260765.00
Base Total Cost
258272.50
Base Unrealized Gain Loss
2492.50
Base Accrued Interest
2216.67
Local Market Value
260765.00
Local Total Cost Amount
258272.50
Local Unrealized Gain Loss
2492.50
Local Accrued Interest
2216.67
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: SBA TOWER TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SBA TOWER TRUST
Security Description
2.898% 15 Oct 2044
Maturity Date
2044-10-15T00:00:00.000
Interest Rate
2.898
Original Face
100000.00
Shares Par Value
100000.00
Base Market Value
100526.77
Base Total Cost
99700.00
Base Unrealized Gain Loss
826.77
Base Accrued Interest
128.80
Local Market Value
100526.77
Local Total Cost Amount
99700.00
Local Unrealized Gain Loss
826.77
Local Accrued Interest
128.80
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
4.4% 01 Nov 2034
Maturity Date
2034-11-01T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
220000.00
Base Market Value
217989.20
Base Total Cost
208078.20
Base Unrealized Gain Loss
9911.00
Base Accrued Interest
1613.33
Local Market Value
217989.20
Local Total Cost Amount
208078.20
Local Unrealized Gain Loss
9911.00
Local Accrued Interest
1613.33
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
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: STATOIL ASA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATOIL ASA
Security Description
2.75% 10 Nov 2021
Maturity Date
2021-11-10T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
180000.00
Base Market Value
182604.60
Base Total Cost
184183.20
Base Unrealized Gain Loss
-1578.60
Base Accrued Interest
701.25
Local Market Value
182604.60
Local Total Cost Amount
184183.20
Local Unrealized Gain Loss
-1578.60
Local Accrued Interest
701.25
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
Aa3
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: SCRIPPS NETWORKS INTERAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCRIPPS NETWORKS INTERAC
Security Description
3.9% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
125000.00
Base Market Value
129520.00
Base Total Cost
123380.75
Base Unrealized Gain Loss
6139.25
Base Accrued Interest
622.91
Local Market Value
129520.00
Local Total Cost Amount
123380.75
Local Unrealized Gain Loss
6139.25
Local Accrued Interest
622.91
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
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
5.125% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
65000.00
Base Market Value
65000.00
Base Total Cost
65000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
453.42
Local Market Value
65000.00
Local Total Cost Amount
65000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
453.42
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
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: TYSON FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TYSON FOODS INC
Security Description
3.55% 02 Jun 2027
Maturity Date
2027-06-02T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
40000.00
Base Market Value
40466.80
Base Total Cost
39933.20
Base Unrealized Gain Loss
533.60
Base Accrued Interest
114.39
Local Market Value
40466.80
Local Total Cost Amount
39933.20
Local Unrealized Gain Loss
533.60
Local Accrued Interest
114.39
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
3.22
Original Face
0
Shares Par Value
90000.00
Base Market Value
90169.20
Base Total Cost
90005.40
Base Unrealized Gain Loss
163.80
Base Accrued Interest
241.50
Local Market Value
90169.20
Local Total Cost Amount
90005.40
Local Unrealized Gain Loss
163.80
Local Accrued Interest
241.50
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
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: XILINX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
XILINX INC
Security Description
2.95% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
30000.00
Base Market Value
30081.00
Base Total Cost
29966.10
Base Unrealized Gain Loss
114.90
Base Accrued Interest
76.21
Local Market Value
30081.00
Local Total Cost Amount
29966.10
Local Unrealized Gain Loss
114.90
Local Accrued Interest
76.21
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.375% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
50000.00
Base Market Value
51750.00
Base Total Cost
50062.50
Base Unrealized Gain Loss
1687.50
Base Accrued Interest
447.92
Local Market Value
51750.00
Local Total Cost Amount
50062.50
Local Unrealized Gain Loss
1687.50
Local Accrued Interest
447.92
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: PETSMART INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETSMART INC
Security Description
5.875% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
125000.00
Base Market Value
120468.75
Base Total Cost
125875.00
Base Unrealized Gain Loss
-5406.25
Base Accrued Interest
611.97
Local Market Value
120468.75
Local Total Cost Amount
125875.00
Local Unrealized Gain Loss
-5406.25
Local Accrued Interest
611.97
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
Ba3
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: BARCLAYS BANK PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS BANK PLC
Security Description
2% 31 May 2019
Maturity Date
2019-05-31T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
150000.00
Base Market Value
148390.50
Base Total Cost
150000.00
Base Unrealized Gain Loss
-1609.50
Base Accrued Interest
8.33
Local Market Value
148390.50
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
-1609.50
Local Accrued Interest
8.33
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
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: CARDINAL HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDINAL HEALTH INC
Security Description
3.41% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
3.41
Original Face
0
Shares Par Value
225000.00
Base Market Value
225519.75
Base Total Cost
225000.00
Base Unrealized Gain Loss
519.75
Base Accrued Interest
404.94
Local Market Value
225519.75
Local Total Cost Amount
225000.00
Local Unrealized Gain Loss
519.75
Local Accrued Interest
404.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
A-
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
3.875% 12 Jan 2028
Maturity Date
2028-01-12T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
30000.00
Base Market Value
29750.10
Base Total Cost
29872.50
Base Unrealized Gain Loss
-122.40
Base Accrued Interest
61.35
Local Market Value
29750.10
Local Total Cost Amount
29872.50
Local Unrealized Gain Loss
-122.40
Local Accrued Interest
61.35
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: HARLEY DAVIDSON FINL SER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARLEY DAVIDSON FINL SER
Security Description
2.55% 09 Jun 2022
Maturity Date
2022-06-09T00:00:00.000
Interest Rate
2.55
Original Face
0
Shares Par Value
150000.00
Base Market Value
148684.50
Base Total Cost
149761.50
Base Unrealized Gain Loss
-1077.00
Base Accrued Interest
233.75
Local Market Value
148684.50
Local Total Cost Amount
149761.50
Local Unrealized Gain Loss
-1077.00
Local Accrued Interest
233.75
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
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: MAXIM INTEGRATED PRODUCT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAXIM INTEGRATED PRODUCT
Security Description
3.45% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
320000.00
Base Market Value
318105.60
Base Total Cost
319756.80
Base Unrealized Gain Loss
-1651.20
Base Accrued Interest
490.67
Local Market Value
318105.60
Local Total Cost Amount
319756.80
Local Unrealized Gain Loss
-1651.20
Local Accrued Interest
490.67
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 27 Jul 2021
Maturity Date
2021-07-27T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
100000.00
Base Market Value
99966.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
-34.00
Base Accrued Interest
427.78
Local Market Value
99966.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
-34.00
Local Accrued Interest
427.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CBOE HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CBOE HOLDINGS INC
Security Description
3.65% 12 Jan 2027
Maturity Date
2027-01-12T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
30000.00
Base Market Value
30258.00
Base Total Cost
29927.70
Base Unrealized Gain Loss
330.30
Base Accrued Interest
514.04
Local Market Value
30258.00
Local Total Cost Amount
29927.70
Local Unrealized Gain Loss
330.30
Local Accrued Interest
514.04
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: PETROBRAS GLOBAL FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROBRAS GLOBAL FINANCE
Security Description
7.375% 17 Jan 2027
Maturity Date
2027-01-17T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
140000.00
Base Market Value
148120.00
Base Total Cost
148400.00
Base Unrealized Gain Loss
-280.00
Base Accrued Interest
4703.61
Local Market Value
148120.00
Local Total Cost Amount
148400.00
Local Unrealized Gain Loss
-280.00
Local Accrued Interest
4703.61
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
B1
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: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
10.5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
80000.00
Base Market Value
94374.40
Base Total Cost
80105.00
Base Unrealized Gain Loss
14269.40
Base Accrued Interest
2100.00
Local Market Value
94374.40
Local Total Cost Amount
80105.00
Local Unrealized Gain Loss
14269.40
Local Accrued Interest
2100.00
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
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: COLUMBIA PIPELINE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COLUMBIA PIPELINE GROUP
Security Description
4.5% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
225000.00
Base Market Value
239510.25
Base Total Cost
224655.75
Base Unrealized Gain Loss
14854.50
Base Accrued Interest
843.75
Local Market Value
239510.25
Local Total Cost Amount
224655.75
Local Unrealized Gain Loss
14854.50
Local Accrued Interest
843.75
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
ELECTRIC/GAS
Moody S Quality Rating
Baa2
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
6.02% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.02
Original Face
0
Shares Par Value
100000.00
Base Market Value
110151.00
Base Total Cost
107201.00
Base Unrealized Gain Loss
2950.00
Base Accrued Interest
267.56
Local Market Value
110151.00
Local Total Cost Amount
107201.00
Local Unrealized Gain Loss
2950.00
Local Accrued Interest
267.56
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
8.35% 15 Jul 2046
Maturity Date
2046-07-15T00:00:00.000
Interest Rate
8.35
Original Face
0
Shares Par Value
50000.00
Base Market Value
64529.00
Base Total Cost
49960.00
Base Unrealized Gain Loss
14569.00
Base Accrued Interest
1925.14
Local Market Value
64529.00
Local Total Cost Amount
49960.00
Local Unrealized Gain Loss
14569.00
Local Accrued Interest
1925.14
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
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: SPIRIT AEROSYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPIRIT AEROSYSTEMS INC
Security Description
3.85% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
150000.00
Base Market Value
151416.00
Base Total Cost
150706.00
Base Unrealized Gain Loss
710.00
Base Accrued Interest
256.67
Local Market Value
151416.00
Local Total Cost Amount
150706.00
Local Unrealized Gain Loss
710.00
Local Accrued Interest
256.67
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
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: WALGREENS BOOTS ALLIANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALGREENS BOOTS ALLIANCE
Security Description
3.45% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
75000.00
Base Market Value
74841.75
Base Total Cost
74811.00
Base Unrealized Gain Loss
30.75
Base Accrued Interest
215.63
Local Market Value
74841.75
Local Total Cost Amount
74811.00
Local Unrealized Gain Loss
30.75
Local Accrued Interest
215.63
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
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: WALGREENS BOOTS ALLIANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALGREENS BOOTS ALLIANCE
Security Description
4.65% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
50000.00
Base Market Value
52334.50
Base Total Cost
49608.00
Base Unrealized Gain Loss
2726.50
Base Accrued Interest
193.75
Local Market Value
52334.50
Local Total Cost Amount
49608.00
Local Unrealized Gain Loss
2726.50
Local Accrued Interest
193.75
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
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 30 Jun 2021
Maturity Date
2021-06-30T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
100000.00
Base Market Value
99003.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
-997.00
Base Accrued Interest
3.47
Local Market Value
99003.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
-997.00
Local Accrued Interest
3.47
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
NYC Data AI • Public-data exploration interface