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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: BNSF RAILWAY CO 2015 1 P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BNSF RAILWAY CO 2015 1 P
Security Description
3.442% 16 Jun 2028
Maturity Date
2028-06-16T00:00:00.000
Interest Rate
3.442
Original Face
0
Shares Par Value
115596.76
Base Market Value
116897.71
Base Total Cost
115596.76
Base Unrealized Gain Loss
1300.95
Base Accrued Interest
165.78
Local Market Value
116897.71
Local Total Cost Amount
115596.76
Local Unrealized Gain Loss
1300.95
Local Accrued Interest
165.78
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
Aa2
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: CANTOR FITZGERALD LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANTOR FITZGERALD LP
Security Description
6.5% 17 Jun 2022
Maturity Date
2022-06-17T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
100000.00
Base Market Value
111941.00
Base Total Cost
112703.00
Base Unrealized Gain Loss
-762.00
Base Accrued Interest
252.78
Local Market Value
111941.00
Local Total Cost Amount
112703.00
Local Unrealized Gain Loss
-762.00
Local Accrued Interest
252.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: CDK GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDK GLOBAL INC
Security Description
5% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
140000.00
Base Market Value
149100.00
Base Total Cost
141055.00
Base Unrealized Gain Loss
8045.00
Base Accrued Interest
1477.77
Local Market Value
149100.00
Local Total Cost Amount
141055.00
Local Unrealized Gain Loss
8045.00
Local Accrued Interest
1477.77
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.55% 27 Jul 2021
Maturity Date
2021-07-27T00:00:00.000
Interest Rate
1.55
Original Face
0
Shares Par Value
90000.00
Base Market Value
88566.30
Base Total Cost
90000.00
Base Unrealized Gain Loss
-1433.70
Base Accrued Interest
596.75
Local Market Value
88566.30
Local Total Cost Amount
90000.00
Local Unrealized Gain Loss
-1433.70
Local Accrued Interest
596.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL8867
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8867
Security Description
1% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
5
Original Face
300000.00
Shares Par Value
238171.61
Base Market Value
261521.95
Base Total Cost
262509.77
Base Unrealized Gain Loss
-987.82
Base Accrued Interest
0
Local Market Value
261521.95
Local Total Cost Amount
262509.77
Local Unrealized Gain Loss
-987.82
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: 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% 16 Aug 2024
Maturity Date
2024-08-16T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
100000.00
Base Market Value
96585.00
Base Total Cost
99800.00
Base Unrealized Gain Loss
-3215.00
Base Accrued Interest
562.50
Local Market Value
96585.00
Local Total Cost Amount
99800.00
Local Unrealized Gain Loss
-3215.00
Local Accrued Interest
562.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.25% 15 Aug 2019
Maturity Date
2019-08-15T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
150000.00
Base Market Value
149257.50
Base Total Cost
150000.00
Base Unrealized Gain Loss
-742.50
Base Accrued Interest
708.33
Local Market Value
149257.50
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
-742.50
Local Accrued Interest
708.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.45% 10 Aug 2020
Maturity Date
2020-08-10T00:00:00.000
Interest Rate
1.45
Original Face
0
Shares Par Value
220000.00
Base Market Value
217756.00
Base Total Cost
220000.00
Base Unrealized Gain Loss
-2244.00
Base Accrued Interest
1249.42
Local Market Value
217756.00
Local Total Cost Amount
220000.00
Local Unrealized Gain Loss
-2244.00
Local Accrued Interest
1249.42
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: SYNCHRONY FINANCIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SYNCHRONY FINANCIAL
Security Description
3.7% 04 Aug 2026
Maturity Date
2026-08-04T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
150000.00
Base Market Value
144757.50
Base Total Cost
143290.50
Base Unrealized Gain Loss
1467.00
Base Accrued Interest
2266.25
Local Market Value
144757.50
Local Total Cost Amount
143290.50
Local Unrealized Gain Loss
1467.00
Local Accrued Interest
2266.25
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
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
2.295% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
2.295
Original Face
0
Shares Par Value
30000.00
Base Market Value
29825.40
Base Total Cost
30000.00
Base Unrealized Gain Loss
-174.60
Base Accrued Interest
260.10
Local Market Value
29825.40
Local Total Cost Amount
30000.00
Local Unrealized Gain Loss
-174.60
Local Accrued Interest
260.10
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 24 Aug 2022
Maturity Date
2022-08-24T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
150000.00
Base Market Value
148926.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
-1074.00
Base Accrued Interest
529.17
Local Market Value
148926.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
-1074.00
Local Accrued Interest
529.17
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: BUNGE LTD FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BUNGE LTD FINANCE CORP
Security Description
3.25% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
30000.00
Base Market Value
28664.70
Base Total Cost
29972.10
Base Unrealized Gain Loss
-1307.40
Base Accrued Interest
368.33
Local Market Value
28664.70
Local Total Cost Amount
29972.10
Local Unrealized Gain Loss
-1307.40
Local Accrued Interest
368.33
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
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: MURPHY OIL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL CORP
Security Description
6.875% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
150000.00
Base Market Value
156750.00
Base Total Cost
157950.00
Base Unrealized Gain Loss
-1200.00
Base Accrued Interest
3895.82
Local Market Value
156750.00
Local Total Cost Amount
157950.00
Local Unrealized Gain Loss
-1200.00
Local Accrued Interest
3895.82
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
B1
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
3.4% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
220000.00
Base Market Value
215212.80
Base Total Cost
215820.00
Base Unrealized Gain Loss
-607.20
Base Accrued Interest
2202.44
Local Market Value
215212.80
Local Total Cost Amount
215820.00
Local Unrealized Gain Loss
-607.20
Local Accrued Interest
2202.44
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
ELECTRIC/GAS
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: SOUTHERN CO GAS CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO GAS CAPITAL
Security Description
2.45% 01 Oct 2023
Maturity Date
2023-10-01T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
130000.00
Base Market Value
126115.60
Base Total Cost
129898.60
Base Unrealized Gain Loss
-3783.00
Base Accrued Interest
796.25
Local Market Value
126115.60
Local Total Cost Amount
129898.60
Local Unrealized Gain Loss
-3783.00
Local Accrued Interest
796.25
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
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: BMW US CAPITAL LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BMW US CAPITAL LLC
Security Description
1.85% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
1.85
Original Face
0
Shares Par Value
125000.00
Base Market Value
122745.00
Base Total Cost
124587.50
Base Unrealized Gain Loss
-1842.50
Base Accrued Interest
680.90
Local Market Value
122745.00
Local Total Cost Amount
124587.50
Local Unrealized Gain Loss
-1842.50
Local Accrued Interest
680.90
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: THERMO FISHER SCIENTIFIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THERMO FISHER SCIENTIFIC
Security Description
2.95% 19 Sep 2026
Maturity Date
2026-09-19T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
50000.00
Base Market Value
48619.50
Base Total Cost
49393.50
Base Unrealized Gain Loss
-774.00
Base Accrued Interest
417.92
Local Market Value
48619.50
Local Total Cost Amount
49393.50
Local Unrealized Gain Loss
-774.00
Local Accrued Interest
417.92
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
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
2.95% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
75000.00
Base Market Value
72790.50
Base Total Cost
74980.50
Base Unrealized Gain Loss
-2190.00
Base Accrued Interest
737.50
Local Market Value
72790.50
Local Total Cost Amount
74980.50
Local Unrealized Gain Loss
-2190.00
Local Accrued Interest
737.50
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
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: INTL FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL FINANCE CORP
Security Description
1% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
1.42556
Original Face
0
Shares Par Value
75000.00
Base Market Value
75364.50
Base Total Cost
75000.00
Base Unrealized Gain Loss
364.50
Base Accrued Interest
47.52
Local Market Value
75364.50
Local Total Cost Amount
75000.00
Local Unrealized Gain Loss
364.50
Local Accrued Interest
47.52
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
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BRF GMBH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRF GMBH
Security Description
4.35% 29 Sep 2026
Maturity Date
2026-09-29T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
200000.00
Base Market Value
187000.00
Base Total Cost
195636.00
Base Unrealized Gain Loss
-8636.00
Base Accrued Interest
2223.33
Local Market Value
187000.00
Local Total Cost Amount
195636.00
Local Unrealized Gain Loss
-8636.00
Local Accrued Interest
2223.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEXICO CITY ARPT TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEXICO CITY ARPT TRUST
Security Description
5.5% 31 Oct 2046
Maturity Date
2046-10-31T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
202500.00
Base Total Cost
197262.00
Base Unrealized Gain Loss
5238.00
Base Accrued Interest
1863.89
Local Market Value
202500.00
Local Total Cost Amount
197262.00
Local Unrealized Gain Loss
5238.00
Local Accrued Interest
1863.89
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
2.35% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
2.35
Original Face
0
Shares Par Value
80000.00
Base Market Value
78924.00
Base Total Cost
79031.60
Base Unrealized Gain Loss
-107.60
Base Accrued Interest
240.22
Local Market Value
78924.00
Local Total Cost Amount
79031.60
Local Unrealized Gain Loss
-107.60
Local Accrued Interest
240.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ST MARYS CEMENT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ST MARYS CEMENT INC
Security Description
5.75% 28 Jan 2027
Maturity Date
2027-01-28T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
200000.00
Base Market Value
196760.00
Base Total Cost
196214.00
Base Unrealized Gain Loss
546.00
Base Accrued Interest
4887.50
Local Market Value
196760.00
Local Total Cost Amount
196214.00
Local Unrealized Gain Loss
546.00
Local Accrued Interest
4887.50
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
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.51% 30 Sep 2021
Maturity Date
2021-09-30T00:00:00.000
Interest Rate
1.51
Original Face
0
Shares Par Value
130000.00
Base Market Value
126544.60
Base Total Cost
130000.00
Base Unrealized Gain Loss
-3455.40
Base Accrued Interest
496.20
Local Market Value
126544.60
Local Total Cost Amount
130000.00
Local Unrealized Gain Loss
-3455.40
Local Accrued Interest
496.20
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
3.2% 21 Oct 2026
Maturity Date
2026-10-21T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
50000.00
Base Market Value
48626.00
Base Total Cost
48616.00
Base Unrealized Gain Loss
10.00
Base Accrued Interest
311.11
Local Market Value
48626.00
Local Total Cost Amount
48616.00
Local Unrealized Gain Loss
10.00
Local Accrued Interest
311.11
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
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: WELLS FARGO + COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLS FARGO + COMPANY
Security Description
3% 23 Oct 2026
Maturity Date
2026-10-23T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
50000.00
Base Market Value
48688.00
Base Total Cost
49884.50
Base Unrealized Gain Loss
-1196.50
Base Accrued Interest
283.33
Local Market Value
48688.00
Local Total Cost Amount
49884.50
Local Unrealized Gain Loss
-1196.50
Local Accrued Interest
283.33
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
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: UNITED RENTALS NORTH AM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED RENTALS NORTH AM
Security Description
5.5% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
125000.00
Base Market Value
128750.00
Base Total Cost
126250.00
Base Unrealized Gain Loss
2500.00
Base Accrued Interest
2597.22
Local Market Value
128750.00
Local Total Cost Amount
126250.00
Local Unrealized Gain Loss
2500.00
Local Accrued Interest
2597.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: AMER AIRLN 15 2 A PASS T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 15 2 A PASS T
Security Description
4% 22 Mar 2029
Maturity Date
2029-03-22T00:00:00.000
Interest Rate
4
Original Face
120000.00
Shares Par Value
114320.14
Base Market Value
119321.65
Base Total Cost
114891.74
Base Unrealized Gain Loss
4429.91
Base Accrued Interest
1257.52
Local Market Value
119321.65
Local Total Cost Amount
114891.74
Local Unrealized Gain Loss
4429.91
Local Accrued Interest
1257.52
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
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: AVIATION CAPITAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIATION CAPITAL GROUP
Security Description
4.875% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
100000.00
Base Market Value
108904.00
Base Total Cost
99746.00
Base Unrealized Gain Loss
9158.00
Base Accrued Interest
1218.74
Local Market Value
108904.00
Local Total Cost Amount
99746.00
Local Unrealized Gain Loss
9158.00
Local Accrued Interest
1218.74
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AUTONATION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AUTONATION INC
Security Description
4.5% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
150000.00
Base Market Value
156513.00
Base Total Cost
152520.00
Base Unrealized Gain Loss
3993.00
Base Accrued Interest
1687.50
Local Market Value
156513.00
Local Total Cost Amount
152520.00
Local Unrealized Gain Loss
3993.00
Local Accrued Interest
1687.50
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: GNMA II POOL AN2972
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AN2972
Security Description
4% 20 Sep 2045
Maturity Date
2045-09-20T00:00:00.000
Interest Rate
4
Original Face
150000.00
Shares Par Value
137014.16
Base Market Value
145377.50
Base Total Cost
148403.46
Base Unrealized Gain Loss
-3025.96
Base Accrued Interest
0
Local Market Value
145377.50
Local Total Cost Amount
148403.46
Local Unrealized Gain Loss
-3025.96
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 29 Oct 2020
Maturity Date
2020-10-29T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
250000.00
Base Market Value
248975.00
Base Total Cost
249750.00
Base Unrealized Gain Loss
-775.00
Base Accrued Interest
484.38
Local Market Value
248975.00
Local Total Cost Amount
249750.00
Local Unrealized Gain Loss
-775.00
Local Accrued Interest
484.38
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: FNMA POOL AL7521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7521
Security Description
1% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
5
Original Face
150000.00
Shares Par Value
97866.03
Base Market Value
107312.06
Base Total Cost
108600.71
Base Unrealized Gain Loss
-1288.65
Base Accrued Interest
0
Local Market Value
107312.06
Local Total Cost Amount
108600.71
Local Unrealized Gain Loss
-1288.65
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: FNMA POOL AL6850
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6850
Security Description
1% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
5
Original Face
370000.00
Shares Par Value
203892.33
Base Market Value
222721.79
Base Total Cost
226270.54
Base Unrealized Gain Loss
-3548.75
Base Accrued Interest
0
Local Market Value
222721.79
Local Total Cost Amount
226270.54
Local Unrealized Gain Loss
-3548.75
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: ERAC USA FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ERAC USA FINANCE LLC
Security Description
3.8% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
50000.00
Base Market Value
50966.00
Base Total Cost
49905.50
Base Unrealized Gain Loss
1060.50
Base Accrued Interest
316.67
Local Market Value
50966.00
Local Total Cost Amount
49905.50
Local Unrealized Gain Loss
1060.50
Local Accrued Interest
316.67
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
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: ZOETIS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZOETIS INC
Security Description
4.5% 13 Nov 2025
Maturity Date
2025-11-13T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
100000.00
Base Market Value
109175.00
Base Total Cost
99769.00
Base Unrealized Gain Loss
9406.00
Base Accrued Interest
600.00
Local Market Value
109175.00
Local Total Cost Amount
99769.00
Local Unrealized Gain Loss
9406.00
Local Accrued Interest
600.00
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: KOREA HOUSING FINANCE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOREA HOUSING FINANCE CO
Security Description
2.5% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
249675.00
Base Total Cost
248722.50
Base Unrealized Gain Loss
952.50
Base Accrued Interest
798.61
Local Market Value
249675.00
Local Total Cost Amount
248722.50
Local Unrealized Gain Loss
952.50
Local Accrued Interest
798.61
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
Moody S Quality Rating
Aa1
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
5.71% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.71
Original Face
0
Shares Par Value
200000.00
Base Market Value
211166.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
11166.00
Base Accrued Interest
5265.89
Local Market Value
211166.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
11166.00
Local Accrued Interest
5265.89
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: TRIUMPH BANCORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRIUMPH BANCORP INC
Security Description
COMMON STOCK USD.01
Interest Rate
0
Original Face
0
Shares Par Value
6026.00
Base Market Value
147938.30
Base Total Cost
87640.91
Base Unrealized Gain Loss
60297.39
Base Accrued Interest
0
Local Market Value
147938.30
Local Total Cost Amount
87640.91
Local Unrealized Gain Loss
60297.39
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
BANKS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMER AIRLINE 16 1 AA PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLINE 16 1 AA PTT
Security Description
3.575% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
3.575
Original Face
100000.00
Shares Par Value
97470.89
Base Market Value
99712.72
Base Total Cost
98438.29
Base Unrealized Gain Loss
1274.43
Base Accrued Interest
1606.78
Local Market Value
99712.72
Local Total Cost Amount
98438.29
Local Unrealized Gain Loss
1274.43
Local Accrued Interest
1606.78
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
Aa3
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: ANHEUSER BUSCH INBEV FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV FIN
Security Description
3.65% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
200000.00
Base Market Value
206054.00
Base Total Cost
205286.70
Base Unrealized Gain Loss
767.30
Base Accrued Interest
3041.67
Local Market Value
206054.00
Local Total Cost Amount
205286.70
Local Unrealized Gain Loss
767.30
Local Accrued Interest
3041.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIEMAE ACES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE ACES
Security Description
1% 25 Feb 2021
Maturity Date
2021-02-25T00:00:00.000
Interest Rate
2.132
Original Face
150000.00
Shares Par Value
150000.00
Base Market Value
149428.89
Base Total Cost
151497.36
Base Unrealized Gain Loss
-2068.47
Base Accrued Interest
0
Local Market Value
149428.89
Local Total Cost Amount
151497.36
Local Unrealized Gain Loss
-2068.47
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: FED HM LN PC POOL G60384
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60384
Security Description
4.5% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4.5
Original Face
300000.00
Shares Par Value
197764.79
Base Market Value
211819.93
Base Total Cost
216737.85
Base Unrealized Gain Loss
-4917.92
Base Accrued Interest
0
Local Market Value
211819.93
Local Total Cost Amount
216737.85
Local Unrealized Gain Loss
-4917.92
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.5% 15 Feb 2046
Maturity Date
2046-02-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
440000.00
Base Market Value
409543.20
Base Total Cost
391170.32
Base Unrealized Gain Loss
18372.88
Base Accrued Interest
4132.60
Local Market Value
409543.20
Local Total Cost Amount
391170.32
Local Unrealized Gain Loss
18372.88
Local Accrued Interest
4132.60
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: ELECTRONIC ARTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELECTRONIC ARTS INC
Security Description
4.8% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
180000.00
Base Market Value
197483.40
Base Total Cost
179404.20
Base Unrealized Gain Loss
18079.20
Base Accrued Interest
2880.00
Local Market Value
197483.40
Local Total Cost Amount
179404.20
Local Unrealized Gain Loss
18079.20
Local Accrued Interest
2880.00
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.05% 26 Feb 2018
Maturity Date
2018-02-26T00:00:00.000
Interest Rate
1.05
Original Face
0
Shares Par Value
200000.00
Base Market Value
199662.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
-338.00
Base Accrued Interest
729.17
Local Market Value
199662.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
-338.00
Local Accrued Interest
729.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
5.75% 01 Dec 2034
Maturity Date
2034-12-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
25000.00
Base Market Value
25010.25
Base Total Cost
25408.50
Base Unrealized Gain Loss
-398.25
Base Accrued Interest
119.79
Local Market Value
25010.25
Local Total Cost Amount
25408.50
Local Unrealized Gain Loss
-398.25
Local Accrued Interest
119.79
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
2% 20 Dec 2042
Maturity Date
2042-12-20T00:00:00.000
Interest Rate
2
Original Face
250000.00
Shares Par Value
206748.29
Base Market Value
205802.93
Base Total Cost
207911.26
Base Unrealized Gain Loss
-2108.33
Base Accrued Interest
0
Local Market Value
205802.93
Local Total Cost Amount
207911.26
Local Unrealized Gain Loss
-2108.33
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: STRYKER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STRYKER CORP
Security Description
2.625% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
75000.00
Base Market Value
75780.00
Base Total Cost
77293.50
Base Unrealized Gain Loss
-1513.50
Base Accrued Interest
579.69
Local Market Value
75780.00
Local Total Cost Amount
77293.50
Local Unrealized Gain Loss
-1513.50
Local Accrued Interest
579.69
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: DISCOVERY COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVERY COMMUNICATIONS
Security Description
4.9% 11 Mar 2026
Maturity Date
2026-03-11T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
175000.00
Base Market Value
185496.50
Base Total Cost
174633.00
Base Unrealized Gain Loss
10863.50
Base Accrued Interest
2620.14
Local Market Value
185496.50
Local Total Cost Amount
174633.00
Local Unrealized Gain Loss
10863.50
Local Accrued Interest
2620.14
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
NYC Data AI • Public-data exploration interface