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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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
2.85% 11 May 2024
Maturity Date
2024-05-11T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
5170000.00
Base Market Value
5195074.50
Base Total Cost
5165088.50
Base Unrealized Gain Loss
29986.00
Base Accrued Interest
20464.58
Local Market Value
5195074.50
Local Total Cost Amount
5165088.50
Local Unrealized Gain Loss
29986.00
Local Accrued Interest
20464.58
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
Aa1
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: PPL ELECTRIC UTILITIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PPL ELECTRIC UTILITIES
Security Description
3.95% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
1505000.00
Base Market Value
1548193.50
Base Total Cost
1489799.50
Base Unrealized Gain Loss
58394.00
Base Accrued Interest
8256.60
Local Market Value
1548193.50
Local Total Cost Amount
1489799.50
Local Unrealized Gain Loss
58394.00
Local Accrued Interest
8256.60
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: APPALACHIAN POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPALACHIAN POWER CO
Security Description
3.3% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
765000.00
Base Market Value
774738.45
Base Total Cost
761098.50
Base Unrealized Gain Loss
13639.95
Base Accrued Interest
3506.25
Local Market Value
774738.45
Local Total Cost Amount
761098.50
Local Unrealized Gain Loss
13639.95
Local Accrued Interest
3506.25
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: INTEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTEL CORP
Security Description
2.875% 11 May 2024
Maturity Date
2024-05-11T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
6770000.00
Base Market Value
6795658.30
Base Total Cost
6768307.50
Base Unrealized Gain Loss
27350.80
Base Accrued Interest
27032.99
Local Market Value
6795658.30
Local Total Cost Amount
6768307.50
Local Unrealized Gain Loss
27350.80
Local Accrued Interest
27032.99
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: NISOURCE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE FINANCE CORP
Security Description
3.49% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
3.49
Original Face
0
Shares Par Value
1135000.00
Base Market Value
1142808.80
Base Total Cost
1134818.40
Base Unrealized Gain Loss
7990.40
Base Accrued Interest
4291.25
Local Market Value
1142808.80
Local Total Cost Amount
1134818.40
Local Unrealized Gain Loss
7990.40
Local Accrued Interest
4291.25
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
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: TRAVELERS COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRAVELERS COS INC
Security Description
4% 30 May 2047
Maturity Date
2047-05-30T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
700000.00
Base Market Value
716079.00
Base Total Cost
703262.00
Base Unrealized Gain Loss
12817.00
Base Accrued Interest
3033.33
Local Market Value
716079.00
Local Total Cost Amount
703262.00
Local Unrealized Gain Loss
12817.00
Local Accrued Interest
3033.33
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: BNP PARIBAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BNP PARIBAS
Security Description
2.95% 23 May 2022
Maturity Date
2022-05-23T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
1055000.00
Base Market Value
1065507.80
Base Total Cost
1053681.25
Base Unrealized Gain Loss
11826.55
Base Accrued Interest
3285.15
Local Market Value
1065507.80
Local Total Cost Amount
1053681.25
Local Unrealized Gain Loss
11826.55
Local Accrued Interest
3285.15
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTERGY LOUISIANA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY LOUISIANA LLC
Security Description
3.12% 01 Sep 2027
Maturity Date
2027-09-01T00:00:00.000
Interest Rate
3.12
Original Face
0
Shares Par Value
540000.00
Base Market Value
538153.20
Base Total Cost
539735.40
Base Unrealized Gain Loss
-1582.20
Base Accrued Interest
1778.40
Local Market Value
538153.20
Local Total Cost Amount
539735.40
Local Unrealized Gain Loss
-1582.20
Local Accrued Interest
1778.40
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
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: CODEXIS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CODEXIS INC
Security Description
COMMON STOCK USD.0001
Interest Rate
0
Original Face
0
Shares Par Value
7827.00
Base Market Value
42657.15
Base Total Cost
34170.12
Base Unrealized Gain Loss
8487.03
Base Accrued Interest
0
Local Market Value
42657.15
Local Total Cost Amount
34170.12
Local Unrealized Gain Loss
8487.03
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
MATERIALS
Minor Industry Name
CHEMICALS
Moody S Quality Rating
NA
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.75% 31 May 2022
Maturity Date
2022-05-31T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
6135000.00
Base Market Value
6099048.90
Base Total Cost
6120897.65
Base Unrealized Gain Loss
-21848.75
Base Accrued Interest
9577.43
Local Market Value
6099048.90
Local Total Cost Amount
6120897.65
Local Unrealized Gain Loss
-21848.75
Local Accrued Interest
9577.43
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 NOTE
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: QUALCOMM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUALCOMM INC
Security Description
2.9% 20 May 2024
Maturity Date
2024-05-20T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
3305000.00
Base Market Value
3298257.80
Base Total Cost
3295481.60
Base Unrealized Gain Loss
2776.20
Base Accrued Interest
9318.26
Local Market Value
3298257.80
Local Total Cost Amount
3295481.60
Local Unrealized Gain Loss
2776.20
Local Accrued Interest
9318.26
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
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: NYU HOSPITALS CENTER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NYU HOSPITALS CENTER
Security Description
4.368% 01 Jul 2047
Maturity Date
2047-07-01T00:00:00.000
Interest Rate
4.368
Original Face
0
Shares Par Value
950000.00
Base Market Value
992531.50
Base Total Cost
950000.00
Base Unrealized Gain Loss
42531.50
Base Accrued Interest
0
Local Market Value
992531.50
Local Total Cost Amount
950000.00
Local Unrealized Gain Loss
42531.50
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
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: ENEL FINANCE INTL NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENEL FINANCE INTL NV
Security Description
2.875% 25 May 2022
Maturity Date
2022-05-25T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
1960000.00
Base Market Value
1962724.40
Base Total Cost
1954120.00
Base Unrealized Gain Loss
8604.40
Base Accrued Interest
5635.00
Local Market Value
1962724.40
Local Total Cost Amount
1954120.00
Local Unrealized Gain Loss
8604.40
Local Accrued Interest
5635.00
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
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: BECTON DICKINSON AND CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BECTON DICKINSON AND CO
Security Description
3.7% 06 Jun 2027
Maturity Date
2027-06-06T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
3390000.00
Base Market Value
3400712.40
Base Total Cost
3390000.00
Base Unrealized Gain Loss
10712.40
Base Accrued Interest
8710.42
Local Market Value
3400712.40
Local Total Cost Amount
3390000.00
Local Unrealized Gain Loss
10712.40
Local Accrued Interest
8710.42
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
Ba1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SHERWIN WILLIAMS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHERWIN WILLIAMS CO
Security Description
7.25% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
500000.00
Base Market Value
547985.00
Base Total Cost
549767.00
Base Unrealized Gain Loss
-1782.00
Base Accrued Interest
1611.11
Local Market Value
547985.00
Local Total Cost Amount
549767.00
Local Unrealized Gain Loss
-1782.00
Local Accrued Interest
1611.11
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
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: FORTIVE CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORTIVE CORPORATION
Security Description
3.15% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
480000.00
Base Market Value
479726.40
Base Total Cost
478291.20
Base Unrealized Gain Loss
1435.20
Base Accrued Interest
672.00
Local Market Value
479726.40
Local Total Cost Amount
478291.20
Local Unrealized Gain Loss
1435.20
Local Accrued Interest
672.00
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
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: WILLIAMS PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAMS PARTNERS LP
Security Description
3.75% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
380000.00
Base Market Value
376131.60
Base Total Cost
379806.20
Base Unrealized Gain Loss
-3674.60
Base Accrued Interest
1029.17
Local Market Value
376131.60
Local Total Cost Amount
379806.20
Local Unrealized Gain Loss
-3674.60
Local Accrued Interest
1029.17
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: 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
400000.00
Base Market Value
400924.00
Base Total Cost
401992.00
Base Unrealized Gain Loss
-1068.00
Base Accrued Interest
719.89
Local Market Value
400924.00
Local Total Cost Amount
401992.00
Local Unrealized Gain Loss
-1068.00
Local Accrued Interest
719.89
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: DUKE UNIVERSITY HEALTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE UNIVERSITY HEALTH
Security Description
3.92% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
3.92
Original Face
0
Shares Par Value
375000.00
Base Market Value
377587.50
Base Total Cost
375000.00
Base Unrealized Gain Loss
2587.50
Base Accrued Interest
1020.83
Local Market Value
377587.50
Local Total Cost Amount
375000.00
Local Unrealized Gain Loss
2587.50
Local Accrued Interest
1020.83
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
INDUSTRIAL
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: SAN DIEGO G + E
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAN DIEGO G + E
Security Description
3.75% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
415000.00
Base Market Value
415771.90
Base Total Cost
413149.10
Base Unrealized Gain Loss
2622.80
Base Accrued Interest
994.27
Local Market Value
415771.90
Local Total Cost Amount
413149.10
Local Unrealized Gain Loss
2622.80
Local Accrued Interest
994.27
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
Aa2
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: ATMOS ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATMOS ENERGY CORP
Security Description
3% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1295000.00
Base Market Value
1286388.25
Base Total Cost
1291438.75
Base Unrealized Gain Loss
-5050.50
Base Accrued Interest
2482.08
Local Market Value
1286388.25
Local Total Cost Amount
1291438.75
Local Unrealized Gain Loss
-5050.50
Local Accrued Interest
2482.08
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
ELECTRIC/GAS
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: UNION ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNION ELECTRIC CO
Security Description
2.95% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
1950000.00
Base Market Value
1929895.50
Base Total Cost
1943643.00
Base Unrealized Gain Loss
-13747.50
Base Accrued Interest
2556.67
Local Market Value
1929895.50
Local Total Cost Amount
1943643.00
Local Unrealized Gain Loss
-13747.50
Local Accrued Interest
2556.67
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
ELECTRIC/GAS
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: KANSAS CITY POWER + LT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KANSAS CITY POWER + LT
Security Description
4.2% 15 Jun 2047
Maturity Date
2047-06-15T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
375000.00
Base Market Value
381903.75
Base Total Cost
373983.75
Base Unrealized Gain Loss
7920.00
Base Accrued Interest
700.00
Local Market Value
381903.75
Local Total Cost Amount
373983.75
Local Unrealized Gain Loss
7920.00
Local Accrued Interest
700.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: FIRSTENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTENERGY CORP
Security Description
4.85% 15 Jul 2047
Maturity Date
2047-07-15T00:00:00.000
Interest Rate
4.85
Original Face
0
Shares Par Value
375000.00
Base Market Value
380441.25
Base Total Cost
372633.75
Base Unrealized Gain Loss
7807.50
Base Accrued Interest
505.21
Local Market Value
380441.25
Local Total Cost Amount
372633.75
Local Unrealized Gain Loss
7807.50
Local Accrued Interest
505.21
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
ELECTRIC/GAS
Moody S Quality Rating
Baa3
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: RECKITT BENCKISER TSY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RECKITT BENCKISER TSY
Security Description
3% 26 Jun 2027
Maturity Date
2027-06-26T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
2675000.00
Base Market Value
2639636.50
Base Total Cost
2666975.00
Base Unrealized Gain Loss
-27338.50
Base Accrued Interest
1114.58
Local Market Value
2639636.50
Local Total Cost Amount
2666975.00
Local Unrealized Gain Loss
-27338.50
Local Accrued Interest
1114.58
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
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: GNMA II POOL MA4198
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4198
Security Description
4.5% 20 Jan 2047
Maturity Date
2047-01-20T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
0.00
Base Market Value
0.00
Base Total Cost
-0.01
Base Unrealized Gain Loss
0.01
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
-0.01
Local Unrealized Gain Loss
0.01
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 MA2920
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2920
Security Description
3% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
2100000.00
Shares Par Value
2074708.99
Base Market Value
2073381.18
Base Total Cost
2045164.76
Base Unrealized Gain Loss
28216.42
Base Accrued Interest
0
Local Market Value
2073381.18
Local Total Cost Amount
2045164.76
Local Unrealized Gain Loss
28216.42
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 BD2440
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD2440
Security Description
3.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
2500000.00
Shares Par Value
2447699.48
Base Market Value
2515500.76
Base Total Cost
2507362.17
Base Unrealized Gain Loss
8138.59
Base Accrued Interest
0
Local Market Value
2515500.76
Local Total Cost Amount
2507362.17
Local Unrealized Gain Loss
8138.59
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 Q45744
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45744
Security Description
3.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
2620000.00
Shares Par Value
2567848.53
Base Market Value
2640082.11
Base Total Cost
2626828.81
Base Unrealized Gain Loss
13253.30
Base Accrued Interest
0
Local Market Value
2640082.11
Local Total Cost Amount
2626828.81
Local Unrealized Gain Loss
13253.30
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL J36173
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J36173
Security Description
2.5% 01 Jan 2032
Maturity Date
2032-01-01T00:00:00.000
Interest Rate
2.5
Original Face
1500000.00
Shares Par Value
1449427.77
Base Market Value
1458762.08
Base Total Cost
1445124.78
Base Unrealized Gain Loss
13637.30
Base Accrued Interest
0
Local Market Value
1458762.08
Local Total Cost Amount
1445124.78
Local Unrealized Gain Loss
13637.30
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL J36214
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL J36214
Security Description
2.5% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
2.5
Original Face
1425000.00
Shares Par Value
1370137.22
Base Market Value
1378960.90
Base Total Cost
1374365.37
Base Unrealized Gain Loss
4595.53
Base Accrued Interest
0
Local Market Value
1378960.90
Local Total Cost Amount
1374365.37
Local Unrealized Gain Loss
4595.53
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 Q45864
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q45864
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
1925000.00
Shares Par Value
1896895.67
Base Market Value
1894031.36
Base Total Cost
1886225.64
Base Unrealized Gain Loss
7805.72
Base Accrued Interest
0
Local Market Value
1894031.36
Local Total Cost Amount
1886225.64
Local Unrealized Gain Loss
7805.72
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 G16044
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G16044
Security Description
2.5% 01 Jan 2032
Maturity Date
2032-01-01T00:00:00.000
Interest Rate
2.5
Original Face
1475000.00
Shares Par Value
1418766.55
Base Market Value
1427903.41
Base Total Cost
1416328.06
Base Unrealized Gain Loss
11575.35
Base Accrued Interest
0
Local Market Value
1427903.41
Local Total Cost Amount
1416328.06
Local Unrealized Gain Loss
11575.35
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 POOL MA4261
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4261
Security Description
3% 20 Feb 2047
Maturity Date
2047-02-20T00:00:00.000
Interest Rate
3
Original Face
2075000.00
Shares Par Value
2046119.26
Base Market Value
2068913.03
Base Total Cost
2055790.38
Base Unrealized Gain Loss
13122.65
Base Accrued Interest
0
Local Market Value
2068913.03
Local Total Cost Amount
2055790.38
Local Unrealized Gain Loss
13122.65
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 MA4262
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4262
Security Description
3.5% 20 Feb 2047
Maturity Date
2047-02-20T00:00:00.000
Interest Rate
3.5
Original Face
1475000.00
Shares Par Value
1453950.87
Base Market Value
1507558.04
Base Total Cost
1493593.75
Base Unrealized Gain Loss
13964.29
Base Accrued Interest
0
Local Market Value
1507558.04
Local Total Cost Amount
1493593.75
Local Unrealized Gain Loss
13964.29
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 MA4263
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4263
Security Description
4% 20 Feb 2047
Maturity Date
2047-02-20T00:00:00.000
Interest Rate
4
Original Face
2500000.00
Shares Par Value
2457907.10
Base Market Value
2589110.18
Base Total Cost
2579842.33
Base Unrealized Gain Loss
9267.85
Base Accrued Interest
0
Local Market Value
2589110.18
Local Total Cost Amount
2579842.33
Local Unrealized Gain Loss
9267.85
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 AS8784
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS8784
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
2475000.00
Shares Par Value
2432207.89
Base Market Value
2430651.28
Base Total Cost
2441328.67
Base Unrealized Gain Loss
-10677.39
Base Accrued Interest
0
Local Market Value
2430651.28
Local Total Cost Amount
2441328.67
Local Unrealized Gain Loss
-10677.39
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 MA4264
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4264
Security Description
4.5% 20 Feb 2047
Maturity Date
2047-02-20T00:00:00.000
Interest Rate
4.5
Original Face
1225000.00
Shares Par Value
1187221.02
Base Market Value
1262811.38
Base Total Cost
1269074.35
Base Unrealized Gain Loss
-6262.97
Base Accrued Interest
0
Local Market Value
1262811.38
Local Total Cost Amount
1269074.35
Local Unrealized Gain Loss
-6262.97
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 AL9781
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9781
Security Description
1% 01 Feb 2046
Maturity Date
2046-02-01T00:00:00.000
Interest Rate
4.5
Original Face
800000.00
Shares Par Value
731498.85
Base Market Value
790099.22
Base Total Cost
790590.25
Base Unrealized Gain Loss
-491.03
Base Accrued Interest
182.87
Local Market Value
790099.22
Local Total Cost Amount
790590.25
Local Unrealized Gain Loss
-491.03
Local Accrued Interest
182.87
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: GNMA II POOL MA4320
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4320
Security Description
3% 20 Mar 2047
Maturity Date
2047-03-20T00:00:00.000
Interest Rate
3
Original Face
1875000.00
Shares Par Value
1857933.26
Base Market Value
1878630.64
Base Total Cost
1880794.55
Base Unrealized Gain Loss
-2163.91
Base Accrued Interest
0
Local Market Value
1878630.64
Local Total Cost Amount
1880794.55
Local Unrealized Gain Loss
-2163.91
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 MA4321
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4321
Security Description
3.5% 20 Mar 2047
Maturity Date
2047-03-20T00:00:00.000
Interest Rate
3.5
Original Face
2250000.00
Shares Par Value
2230518.78
Base Market Value
2312758.01
Base Total Cost
2330805.00
Base Unrealized Gain Loss
-18046.99
Base Accrued Interest
0
Local Market Value
2312758.01
Local Total Cost Amount
2330805.00
Local Unrealized Gain Loss
-18046.99
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: FED HM LN PC POOL V83115
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL V83115
Security Description
4.5% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
4.5
Original Face
2090000.00
Shares Par Value
2042429.53
Base Market Value
2190076.76
Base Total Cost
2198005.22
Base Unrealized Gain Loss
-7928.46
Base Accrued Interest
3063.64
Local Market Value
2190076.76
Local Total Cost Amount
2198005.22
Local Unrealized Gain Loss
-7928.46
Local Accrued Interest
3063.64
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 Q46860
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q46860
Security Description
3% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
950000.00
Shares Par Value
944393.58
Base Market Value
942967.55
Base Total Cost
940999.67
Base Unrealized Gain Loss
1967.88
Base Accrued Interest
0
Local Market Value
942967.55
Local Total Cost Amount
940999.67
Local Unrealized Gain Loss
1967.88
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 POOL MA4381
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4381
Security Description
3% 20 Apr 2047
Maturity Date
2047-04-20T00:00:00.000
Interest Rate
3
Original Face
1400000.00
Shares Par Value
1391647.71
Base Market Value
1407150.67
Base Total Cost
1407685.98
Base Unrealized Gain Loss
-535.31
Base Accrued Interest
0
Local Market Value
1407150.67
Local Total Cost Amount
1407685.98
Local Unrealized Gain Loss
-535.31
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: FED HM LN PC POOL G60923
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G60923
Security Description
4% 01 Apr 2047
Maturity Date
2047-04-01T00:00:00.000
Interest Rate
4
Original Face
1355000.00
Shares Par Value
1349749.25
Base Market Value
1420624.58
Base Total Cost
1417974.86
Base Unrealized Gain Loss
2649.72
Base Accrued Interest
0
Local Market Value
1420624.58
Local Total Cost Amount
1417974.86
Local Unrealized Gain Loss
2649.72
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 AS9520
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9520
Security Description
3.5% 01 Apr 2032
Maturity Date
2032-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1265000.00
Shares Par Value
1253969.27
Base Market Value
1307187.73
Base Total Cost
1313728.75
Base Unrealized Gain Loss
-6541.02
Base Accrued Interest
0
Local Market Value
1307187.73
Local Total Cost Amount
1313728.75
Local Unrealized Gain Loss
-6541.02
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 AS9505
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9505
Security Description
3% 01 Apr 2032
Maturity Date
2032-04-01T00:00:00.000
Interest Rate
3
Original Face
2115000.00
Shares Par Value
2091592.60
Base Market Value
2148212.01
Base Total Cost
2145516.47
Base Unrealized Gain Loss
2695.54
Base Accrued Interest
0
Local Market Value
2148212.01
Local Total Cost Amount
2145516.47
Local Unrealized Gain Loss
2695.54
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 MA3038
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3038
Security Description
4.5% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
4.5
Original Face
1970000.00
Shares Par Value
1960973.06
Base Market Value
2103673.07
Base Total Cost
2113561.28
Base Unrealized Gain Loss
-9888.21
Base Accrued Interest
2941.46
Local Market Value
2103673.07
Local Total Cost Amount
2113561.28
Local Unrealized Gain Loss
-9888.21
Local Accrued Interest
2941.46
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 MA4452
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4452
Security Description
4% 20 May 2047
Maturity Date
2047-05-20T00:00:00.000
Interest Rate
4
Original Face
1430000.00
Shares Par Value
1427127.21
Base Market Value
1506204.33
Base Total Cost
1512977.84
Base Unrealized Gain Loss
-6773.51
Base Accrued Interest
0
Local Market Value
1506204.33
Local Total Cost Amount
1512977.84
Local Unrealized Gain Loss
-6773.51
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 MA4450
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL MA4450
Security Description
3% 20 May 2047
Maturity Date
2047-05-20T00:00:00.000
Interest Rate
3
Original Face
1350000.00
Shares Par Value
1345796.37
Base Market Value
1360788.54
Base Total Cost
1372396.87
Base Unrealized Gain Loss
-11608.33
Base Accrued Interest
0
Local Market Value
1360788.54
Local Total Cost Amount
1372396.87
Local Unrealized Gain Loss
-11608.33
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
NYC Data AI • Public-data exploration interface