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: FNMA POOL BM1174
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1174
Security Description
1% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
3.5
Original Face
2027288.00
Shares Par Value
2013616.05
Base Market Value
2079864.02
Base Total Cost
2092272.92
Base Unrealized Gain Loss
-12408.90
Base Accrued Interest
0
Local Market Value
2079864.02
Local Total Cost Amount
2092272.92
Local Unrealized Gain Loss
-12408.90
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Mar 2027
Maturity Date
2027-03-25T00:00:00.000
Interest Rate
0.7452
Original Face
23900000.00
Shares Par Value
23893365.60
Base Market Value
1181995.24
Base Total Cost
1190486.94
Base Unrealized Gain Loss
-8491.70
Base Accrued Interest
0
Local Market Value
1181995.24
Local Total Cost Amount
1190486.94
Local Unrealized Gain Loss
-8491.70
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
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIEMAE ACES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE ACES
Security Description
1% 25 Jan 2039
Maturity Date
2039-01-25T00:00:00.000
Interest Rate
2.79963
Original Face
11500000.00
Shares Par Value
10922118.10
Base Market Value
1326309.94
Base Total Cost
1362704.89
Base Unrealized Gain Loss
-36394.95
Base Accrued Interest
0
Local Market Value
1326309.94
Local Total Cost Amount
1362704.89
Local Unrealized Gain Loss
-36394.95
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
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: FNMA POOL BM1219
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1219
Security Description
1% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
7139000.00
Shares Par Value
7107804.71
Base Market Value
7336747.10
Base Total Cost
7398780.46
Base Unrealized Gain Loss
-62033.36
Base Accrued Interest
0
Local Market Value
7336747.10
Local Total Cost Amount
7398780.46
Local Unrealized Gain Loss
-62033.36
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 AS8589
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8589
Security Description
3% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3
Original Face
439000.00
Shares Par Value
431335.69
Base Market Value
432866.93
Base Total Cost
431335.69
Base Unrealized Gain Loss
1531.24
Base Accrued Interest
0
Local Market Value
432866.93
Local Total Cost Amount
431335.69
Local Unrealized Gain Loss
1531.24
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 AL9266
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9266
Security Description
1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
3836398.00
Shares Par Value
3678654.64
Base Market Value
3684687.63
Base Total Cost
3803958.82
Base Unrealized Gain Loss
-119271.19
Base Accrued Interest
0
Local Market Value
3684687.63
Local Total Cost Amount
3803958.82
Local Unrealized Gain Loss
-119271.19
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 AS8245
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8245
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
1626346.00
Shares Par Value
1526226.53
Base Market Value
1537184.84
Base Total Cost
1578929.04
Base Unrealized Gain Loss
-41744.20
Base Accrued Interest
0
Local Market Value
1537184.84
Local Total Cost Amount
1578929.04
Local Unrealized Gain Loss
-41744.20
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 AS8241
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8241
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
1947875.00
Shares Par Value
1820549.48
Base Market Value
1832801.78
Base Total Cost
1881424.10
Base Unrealized Gain Loss
-48622.32
Base Accrued Interest
0
Local Market Value
1832801.78
Local Total Cost Amount
1881424.10
Local Unrealized Gain Loss
-48622.32
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 AS8240
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8240
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
2142248.00
Shares Par Value
2006153.94
Base Market Value
2019956.28
Base Total Cost
2074175.10
Base Unrealized Gain Loss
-54218.82
Base Accrued Interest
0
Local Market Value
2019956.28
Local Total Cost Amount
2074175.10
Local Unrealized Gain Loss
-54218.82
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: FED HM LN PC POOL G60729
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60729
Security Description
4% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4
Original Face
54000.00
Shares Par Value
49718.27
Base Market Value
52662.09
Base Total Cost
52938.31
Base Unrealized Gain Loss
-276.22
Base Accrued Interest
0
Local Market Value
52662.09
Local Total Cost Amount
52938.31
Local Unrealized Gain Loss
-276.22
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 G60968
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60968
Security Description
3.5% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3.5
Original Face
2824000.00
Shares Par Value
2813324.26
Base Market Value
2913619.27
Base Total Cost
2921901.00
Base Unrealized Gain Loss
-8281.73
Base Accrued Interest
0
Local Market Value
2913619.27
Local Total Cost Amount
2921901.00
Local Unrealized Gain Loss
-8281.73
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Aug 2058
Maturity Date
2058-08-16T00:00:00.000
Interest Rate
0.75922
Original Face
13040000.00
Shares Par Value
12970753.04
Base Market Value
906161.45
Base Total Cost
917579.45
Base Unrealized Gain Loss
-11418.00
Base Accrued Interest
0
Local Market Value
906161.45
Local Total Cost Amount
917579.45
Local Unrealized Gain Loss
-11418.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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
1% 16 Apr 2057
Maturity Date
2057-04-16T00:00:00.000
Interest Rate
0.67648
Original Face
22871000.00
Shares Par Value
22840521.42
Base Market Value
1615982.88
Base Total Cost
1598836.50
Base Unrealized Gain Loss
17146.38
Base Accrued Interest
0
Local Market Value
1615982.88
Local Total Cost Amount
1598836.50
Local Unrealized Gain Loss
17146.38
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL MA4511
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4511
Security Description
4% 20 Jun 2047
Maturity Date
2047-06-20T00:00:00.000
Interest Rate
4
Original Face
60300000.00
Shares Par Value
60300000.00
Base Market Value
63659916.00
Base Total Cost
63962969.62
Base Unrealized Gain Loss
-303053.62
Base Accrued Interest
0
Local Market Value
63659916.00
Local Total Cost Amount
63962969.62
Local Unrealized Gain Loss
-303053.62
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: FHLMC MULTIFAMILY STRUCTURED P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC MULTIFAMILY STRUCTURED P
Security Description
1% 25 Jul 2049
Maturity Date
2049-07-25T00:00:00.000
Interest Rate
0.8827
Original Face
28286000.00
Shares Par Value
28286000.00
Base Market Value
1412899.84
Base Total Cost
1404117.04
Base Unrealized Gain Loss
8782.80
Base Accrued Interest
0
Local Market Value
1412899.84
Local Total Cost Amount
1404117.04
Local Unrealized Gain Loss
8782.80
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q26452
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q26452
Security Description
3.5% 01 May 2044
Maturity Date
2044-05-01T00:00:00.000
Interest Rate
3.5
Original Face
180230.00
Shares Par Value
140942.14
Base Market Value
145980.82
Base Total Cost
144333.56
Base Unrealized Gain Loss
1647.26
Base Accrued Interest
0
Local Market Value
145980.82
Local Total Cost Amount
144333.56
Local Unrealized Gain Loss
1647.26
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 Q25812
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q25812
Security Description
3.5% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
3.5
Original Face
198488.00
Shares Par Value
124217.05
Base Market Value
128657.81
Base Total Cost
127206.04
Base Unrealized Gain Loss
1451.77
Base Accrued Interest
0
Local Market Value
128657.81
Local Total Cost Amount
127206.04
Local Unrealized Gain Loss
1451.77
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 Q25988
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q25988
Security Description
3.5% 01 May 2044
Maturity Date
2044-05-01T00:00:00.000
Interest Rate
3.5
Original Face
125923.00
Shares Par Value
107302.90
Base Market Value
111138.98
Base Total Cost
109884.87
Base Unrealized Gain Loss
1254.11
Base Accrued Interest
0
Local Market Value
111138.98
Local Total Cost Amount
109884.87
Local Unrealized Gain Loss
1254.11
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: GNMA II TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 4
Security Description
4% 21 Aug 2047
Maturity Date
2047-08-21T00:00:00.000
Interest Rate
4
Original Face
24653000.00
Shares Par Value
-24653000.00
Base Market Value
-25906851.58
Base Total Cost
-25982232.04
Base Unrealized Gain Loss
75380.46
Base Accrued Interest
54784.45
Local Market Value
-25906851.58
Local Total Cost Amount
-25982232.04
Local Unrealized Gain Loss
75380.46
Local Accrued Interest
54784.45
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: FNMA POOL AS8374
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8374
Security Description
4% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
4
Original Face
1058733.00
Shares Par Value
1016396.38
Base Market Value
1079717.87
Base Total Cost
1107554.43
Base Unrealized Gain Loss
-27836.56
Base Accrued Interest
0
Local Market Value
1079717.87
Local Total Cost Amount
1107554.43
Local Unrealized Gain Loss
-27836.56
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 AS8371
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8371
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
2030000.00
Shares Par Value
1938754.73
Base Market Value
2011729.46
Base Total Cost
2009034.59
Base Unrealized Gain Loss
2694.87
Base Accrued Interest
0
Local Market Value
2011729.46
Local Total Cost Amount
2009034.59
Local Unrealized Gain Loss
2694.87
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL9325
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9325
Security Description
1% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
5010000.00
Shares Par Value
4825660.96
Base Market Value
4836759.98
Base Total Cost
5001345.18
Base Unrealized Gain Loss
-164585.20
Base Accrued Interest
0
Local Market Value
4836759.98
Local Total Cost Amount
5001345.18
Local Unrealized Gain Loss
-164585.20
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
0.966% 16 Oct 2056
Maturity Date
2056-10-16T00:00:00.000
Interest Rate
0.96666
Original Face
12700000.00
Shares Par Value
11858929.67
Base Market Value
938802.68
Base Total Cost
1023295.93
Base Unrealized Gain Loss
-84493.25
Base Accrued Interest
0
Local Market Value
938802.68
Local Total Cost Amount
1023295.93
Local Unrealized Gain Loss
-84493.25
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Oct 2056
Maturity Date
2056-10-16T00:00:00.000
Interest Rate
0.94974
Original Face
13200000.00
Shares Par Value
13053101.29
Base Market Value
998771.10
Base Total Cost
1070762.22
Base Unrealized Gain Loss
-71991.12
Base Accrued Interest
0
Local Market Value
998771.10
Local Total Cost Amount
1070762.22
Local Unrealized Gain Loss
-71991.12
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BD8962
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8962
Security Description
3% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
309277.00
Shares Par Value
299833.28
Base Market Value
300513.90
Base Total Cost
309074.22
Base Unrealized Gain Loss
-8560.32
Base Accrued Interest
0
Local Market Value
300513.90
Local Total Cost Amount
309074.22
Local Unrealized Gain Loss
-8560.32
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 BD8963
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8963
Security Description
3% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
230000.00
Shares Par Value
222124.87
Base Market Value
222515.81
Base Total Cost
228901.41
Base Unrealized Gain Loss
-6385.60
Base Accrued Interest
0
Local Market Value
222515.81
Local Total Cost Amount
228901.41
Local Unrealized Gain Loss
-6385.60
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 May 2058
Maturity Date
2058-05-16T00:00:00.000
Interest Rate
0.93589
Original Face
13100000.00
Shares Par Value
12966959.28
Base Market Value
972626.98
Base Total Cost
1053565.43
Base Unrealized Gain Loss
-80938.45
Base Accrued Interest
0
Local Market Value
972626.98
Local Total Cost Amount
1053565.43
Local Unrealized Gain Loss
-80938.45
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: FNMA POOL BE0547
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE0547
Security Description
3.5% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3.5
Original Face
52000.00
Shares Par Value
44183.57
Base Market Value
45559.89
Base Total Cost
45802.49
Base Unrealized Gain Loss
-242.60
Base Accrued Interest
51.55
Local Market Value
45559.89
Local Total Cost Amount
45802.49
Local Unrealized Gain Loss
-242.60
Local Accrued Interest
51.55
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 BE1932
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE1932
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
125000.00
Shares Par Value
123688.92
Base Market Value
127651.91
Base Total Cost
128220.97
Base Unrealized Gain Loss
-569.06
Base Accrued Interest
144.30
Local Market Value
127651.91
Local Total Cost Amount
128220.97
Local Unrealized Gain Loss
-569.06
Local Accrued Interest
144.30
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 BD8477
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8477
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
284000.00
Shares Par Value
281028.51
Base Market Value
290043.90
Base Total Cost
291325.58
Base Unrealized Gain Loss
-1281.68
Base Accrued Interest
327.87
Local Market Value
290043.90
Local Total Cost Amount
291325.58
Local Unrealized Gain Loss
-1281.68
Local Accrued Interest
327.87
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 V82781
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V82781
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
2975000.00
Shares Par Value
2889230.48
Base Market Value
2886341.25
Base Total Cost
2859435.28
Base Unrealized Gain Loss
26905.97
Base Accrued Interest
0
Local Market Value
2886341.25
Local Total Cost Amount
2859435.28
Local Unrealized Gain Loss
26905.97
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 AL9422
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9422
Security Description
1% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
2206743.00
Shares Par Value
2046059.95
Base Market Value
2122439.37
Base Total Cost
2132697.81
Base Unrealized Gain Loss
-10258.44
Base Accrued Interest
2387.07
Local Market Value
2122439.37
Local Total Cost Amount
2132697.81
Local Unrealized Gain Loss
-10258.44
Local Accrued Interest
2387.07
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 AL9405
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9405
Security Description
1% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
12375243.00
Shares Par Value
11275581.88
Base Market Value
11634709.16
Base Total Cost
11650847.34
Base Unrealized Gain Loss
-16138.18
Base Accrued Interest
0
Local Market Value
11634709.16
Local Total Cost Amount
11650847.34
Local Unrealized Gain Loss
-16138.18
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 BC2629
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2629
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
213991.00
Shares Par Value
201558.62
Base Market Value
202947.36
Base Total Cost
207999.06
Base Unrealized Gain Loss
-5051.70
Base Accrued Interest
0
Local Market Value
202947.36
Local Total Cost Amount
207999.06
Local Unrealized Gain Loss
-5051.70
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 BC7299
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC7299
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
89000.00
Shares Par Value
87947.61
Base Market Value
90768.97
Base Total Cost
91170.07
Base Unrealized Gain Loss
-401.10
Base Accrued Interest
102.61
Local Market Value
90768.97
Local Total Cost Amount
91170.07
Local Unrealized Gain Loss
-401.10
Local Accrued Interest
102.61
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 BC2631
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2631
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
404689.00
Shares Par Value
386461.98
Base Market Value
389008.76
Base Total Cost
398569.12
Base Unrealized Gain Loss
-9560.36
Base Accrued Interest
0
Local Market Value
389008.76
Local Total Cost Amount
398569.12
Local Unrealized Gain Loss
-9560.36
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 BC2628
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2628
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
199194.00
Shares Par Value
189100.35
Base Market Value
190456.20
Base Total Cost
195253.50
Base Unrealized Gain Loss
-4797.30
Base Accrued Interest
0
Local Market Value
190456.20
Local Total Cost Amount
195253.50
Local Unrealized Gain Loss
-4797.30
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL AX4342
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4342
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
456413.00
Shares Par Value
450317.27
Base Market Value
468735.25
Base Total Cost
484548.42
Base Unrealized Gain Loss
-15813.17
Base Accrued Interest
0
Local Market Value
468735.25
Local Total Cost Amount
484548.42
Local Unrealized Gain Loss
-15813.17
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: GNMA II POOL AX4341
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4341
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
485000.00
Shares Par Value
478397.17
Base Market Value
498375.04
Base Total Cost
517005.32
Base Unrealized Gain Loss
-18630.28
Base Accrued Interest
0
Local Market Value
498375.04
Local Total Cost Amount
517005.32
Local Unrealized Gain Loss
-18630.28
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: GNMA II POOL AX4344
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4344
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
1162090.00
Shares Par Value
1147168.46
Base Market Value
1192504.56
Base Total Cost
1227380.64
Base Unrealized Gain Loss
-34876.08
Base Accrued Interest
0
Local Market Value
1192504.56
Local Total Cost Amount
1227380.64
Local Unrealized Gain Loss
-34876.08
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: GNMA II POOL AX4345
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4345
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
990096.00
Shares Par Value
963472.51
Base Market Value
1001250.27
Base Total Cost
1026022.95
Base Unrealized Gain Loss
-24772.68
Base Accrued Interest
0
Local Market Value
1001250.27
Local Total Cost Amount
1026022.95
Local Unrealized Gain Loss
-24772.68
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: GNMA II POOL AX4343
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL AX4343
Security Description
3.5% 20 Oct 2046
Maturity Date
2046-10-20T00:00:00.000
Interest Rate
3.5
Original Face
400762.00
Shares Par Value
390664.54
Base Market Value
406435.67
Base Total Cost
418774.08
Base Unrealized Gain Loss
-12338.41
Base Accrued Interest
0
Local Market Value
406435.67
Local Total Cost Amount
418774.08
Local Unrealized Gain Loss
-12338.41
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: FNMA POOL AS8379
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8379
Security Description
4% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
4
Original Face
7427292.00
Shares Par Value
7121235.73
Base Market Value
7605337.33
Base Total Cost
7593017.60
Base Unrealized Gain Loss
12319.73
Base Accrued Interest
0
Local Market Value
7605337.33
Local Total Cost Amount
7593017.60
Local Unrealized Gain Loss
12319.73
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: TEXAS COHLD TCEH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEXAS COHLD TCEH
Security Description
11.5% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
11.5
Original Face
0
Shares Par Value
4890000.00
Base Market Value
0.00
Base Total Cost
4.89
Base Unrealized Gain Loss
-4.89
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
4.89
Local Unrealized Gain Loss
-4.89
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LOUISIANA PACIFIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOUISIANA PACIFIC CORP
Security Description
4.875% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
2615000.00
Base Market Value
2670568.75
Base Total Cost
2615812.50
Base Unrealized Gain Loss
54756.25
Base Accrued Interest
37536.15
Local Market Value
2670568.75
Local Total Cost Amount
2615812.50
Local Unrealized Gain Loss
54756.25
Local Accrued Interest
37536.15
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: REVLON CONSUMER PRODUCTS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REVLON CONSUMER PRODUCTS
Security Description
6.25% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
2520000.00
Base Market Value
2192400.00
Base Total Cost
2555593.75
Base Unrealized Gain Loss
-363193.75
Base Accrued Interest
65625.00
Local Market Value
2192400.00
Local Total Cost Amount
2555593.75
Local Unrealized Gain Loss
-363193.75
Local Accrued Interest
65625.00
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
B3
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: ENVISION HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENVISION HEALTHCARE CORP
Security Description
6.25% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1215000.00
Base Market Value
1297012.50
Base Total Cost
1235640.93
Base Unrealized Gain Loss
61371.57
Base Accrued Interest
6328.12
Local Market Value
1297012.50
Local Total Cost Amount
1235640.93
Local Unrealized Gain Loss
61371.57
Local Accrued Interest
6328.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B3
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: LAREDO PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAREDO PETROLEUM INC
Security Description
5.625% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1875000.00
Base Market Value
1818750.00
Base Total Cost
1889412.50
Base Unrealized Gain Loss
-70662.50
Base Accrued Interest
48632.83
Local Market Value
1818750.00
Local Total Cost Amount
1889412.50
Local Unrealized Gain Loss
-70662.50
Local Accrued Interest
48632.83
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
ELECTRIC/GAS
Moody S Quality Rating
B3
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: CASCADES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC
Security Description
5.5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
3075000.00
Base Market Value
3136500.00
Base Total Cost
3045050.91
Base Unrealized Gain Loss
91449.09
Base Accrued Interest
77985.40
Local Market Value
3136500.00
Local Total Cost Amount
3045050.91
Local Unrealized Gain Loss
91449.09
Local Accrued Interest
77985.40
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
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GATES GLOBAL LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GATES GLOBAL LLC
Security Description
6% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
2515000.00
Base Market Value
2521287.50
Base Total Cost
2523918.75
Base Unrealized Gain Loss
-2631.25
Base Accrued Interest
69581.67
Local Market Value
2521287.50
Local Total Cost Amount
2523918.75
Local Unrealized Gain Loss
-2631.25
Local Accrued Interest
69581.67
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
Caa2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface