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NYC Office of The Comptroller: Board of Education Retirement System (BERS) Holdings Data

This dataset sets forth the Board of Education Retirement System (BERS) holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

Notice: To accurately use this data, please first sort this report to the latest fiscal year date using the "Period End" column. (e.g 'Period End' is 6/30/2018)

City Government Office of the Comptroller Dataset fypi-ruxh 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: SUTTER HEALTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUTTER HEALTH
Security Description
3.695% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
3.695
Original Face
0
Shares Par Value
300000
Base Market Value
320244
Base Total Cost
298731
Base Unrealized Gain Loss
21513
Base Accrued Interest
4187.67
Local Market Value
320244
Local Total Cost Amount
298731
Local Unrealized Gain Loss
21513
Local Accrued Interest
4187.67
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COLONIAL PIPELINE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COLONIAL PIPELINE CO
Security Description
4.25% 15 Apr 2048
Maturity Date
2048-04-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
220000
Base Market Value
234557.4
Base Total Cost
214614.4
Base Unrealized Gain Loss
19943
Base Accrued Interest
1973.89
Local Market Value
234557.4
Local Total Cost Amount
214614.4
Local Unrealized Gain Loss
19943
Local Accrued Interest
1973.89
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NUTRIEN LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUTRIEN LTD
Security Description
3.375% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
95000
Base Market Value
97381.65
Base Total Cost
92101.83
Base Unrealized Gain Loss
5279.82
Base Accrued Interest
944.06
Local Market Value
97381.65
Local Total Cost Amount
92101.83
Local Unrealized Gain Loss
5279.82
Local Accrued Interest
944.06
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIGITAL REALTY TRUST LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIGITAL REALTY TRUST LP
Security Description
3.7% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
295000
Base Market Value
303189.2
Base Total Cost
294775.8
Base Unrealized Gain Loss
8413.4
Base Accrued Interest
4123.44
Local Market Value
303189.2
Local Total Cost Amount
294775.8
Local Unrealized Gain Loss
8413.4
Local Accrued Interest
4123.44
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTERPOINT ENERGY RES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTERPOINT ENERGY RES
Security Description
4.1% 01 Sep 2047
Maturity Date
2047-09-01T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
115000
Base Market Value
118015.3
Base Total Cost
114329.55
Base Unrealized Gain Loss
3685.75
Base Accrued Interest
1571.67
Local Market Value
118015.3
Local Total Cost Amount
114329.55
Local Unrealized Gain Loss
3685.75
Local Accrued Interest
1571.67
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
3.75% 12 Sep 2047
Maturity Date
2047-09-12T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
145000
Base Market Value
151946.95
Base Total Cost
144172.05
Base Unrealized Gain Loss
7774.9
Base Accrued Interest
1646.35
Local Market Value
151946.95
Local Total Cost Amount
144172.05
Local Unrealized Gain Loss
7774.9
Local Accrued Interest
1646.35
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
5% 20 Sep 2037
Maturity Date
2037-09-20T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
50000
Base Market Value
52228.5
Base Total Cost
48045.86
Base Unrealized Gain Loss
4182.64
Base Accrued Interest
701.39
Local Market Value
52228.5
Local Total Cost Amount
48045.86
Local Unrealized Gain Loss
4182.64
Local Accrued Interest
701.39
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEXTRON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEXTRON INC
Security Description
3.375% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
135000
Base Market Value
135491.4
Base Total Cost
134954.1
Base Unrealized Gain Loss
537.3
Base Accrued Interest
1518.75
Local Market Value
135491.4
Local Total Cost Amount
134954.1
Local Unrealized Gain Loss
537.3
Local Accrued Interest
1518.75
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PECO ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PECO ENERGY CO
Security Description
3.7% 15 Sep 2047
Maturity Date
2047-09-15T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
110000
Base Market Value
112759.9
Base Total Cost
109585.3
Base Unrealized Gain Loss
3174.6
Base Accrued Interest
1198.39
Local Market Value
112759.9
Local Total Cost Amount
109585.3
Local Unrealized Gain Loss
3174.6
Local Accrued Interest
1198.39
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Aa3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONCHO RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONCHO RESOURCES INC
Security Description
4.875% 01 Oct 2047
Maturity Date
2047-10-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
120000
Base Market Value
134320.8
Base Total Cost
128627.76
Base Unrealized Gain Loss
5693.04
Base Accrued Interest
1462.5
Local Market Value
134320.8
Local Total Cost Amount
128627.76
Local Unrealized Gain Loss
5693.04
Local Accrued Interest
1462.5
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNIV OF VIRGINIA VA UNIV REVEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIV OF VIRGINIA VA UNIV REVEN
Security Description
4.179% 01 Sep 2117
Maturity Date
2117-09-01T00:00:00.000
Interest Rate
4.179
Original Face
0
Shares Par Value
50000
Base Market Value
56678
Base Total Cost
50000
Base Unrealized Gain Loss
6678
Base Accrued Interest
696.5
Local Market Value
56678
Local Total Cost Amount
50000
Local Unrealized Gain Loss
6678
Local Accrued Interest
696.5
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aaa
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MAGELLAN MIDSTREAM PARTN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGELLAN MIDSTREAM PARTN
Security Description
4.2% 03 Oct 2047
Maturity Date
2047-10-03T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
75000
Base Market Value
75861
Base Total Cost
74505.75
Base Unrealized Gain Loss
1355.25
Base Accrued Interest
770
Local Market Value
75861
Local Total Cost Amount
74505.75
Local Unrealized Gain Loss
1355.25
Local Accrued Interest
770
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
1% 29 Sep 2025
Maturity Date
2025-09-29T00:00:00.000
Interest Rate
3.272
Original Face
0
Shares Par Value
230000
Base Market Value
235382
Base Total Cost
221487.7
Base Unrealized Gain Loss
13894.3
Base Accrued Interest
1923.21
Local Market Value
235382
Local Total Cost Amount
221487.7
Local Unrealized Gain Loss
13894.3
Local Accrued Interest
1923.21
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
4.09% 15 Sep 2052
Maturity Date
2052-09-15T00:00:00.000
Interest Rate
4.09
Original Face
0
Shares Par Value
136000
Base Market Value
151314.96
Base Total Cost
134165.06
Base Unrealized Gain Loss
17149.9
Base Accrued Interest
1637.82
Local Market Value
151314.96
Local Total Cost Amount
134165.06
Local Unrealized Gain Loss
17149.9
Local Accrued Interest
1637.82
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
AEROSPACE & DEFENSE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WISCONSIN POWER + LIGHT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WISCONSIN POWER + LIGHT
Security Description
3.05% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
3.05
Original Face
0
Shares Par Value
230000
Base Market Value
233606.4
Base Total Cost
229330.7
Base Unrealized Gain Loss
4275.7
Base Accrued Interest
1480.94
Local Market Value
233606.4
Local Total Cost Amount
229330.7
Local Unrealized Gain Loss
4275.7
Local Accrued Interest
1480.94
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PHILLIPS 66 PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PHILLIPS 66 PARTNERS LP
Security Description
3.75% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
155000
Base Market Value
158038
Base Total Cost
154411
Base Unrealized Gain Loss
3627
Base Accrued Interest
1937.5
Local Market Value
158038
Local Total Cost Amount
154411
Local Unrealized Gain Loss
3627
Local Accrued Interest
1937.5
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANCO SANTANDER SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANCO SANTANDER SA
Security Description
3.125% 23 Feb 2023
Maturity Date
2023-02-23T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
200000
Base Market Value
202876
Base Total Cost
197260
Base Unrealized Gain Loss
5616
Base Accrued Interest
2222.22
Local Market Value
202876
Local Total Cost Amount
197260
Local Unrealized Gain Loss
5616
Local Accrued Interest
2222.22
Period End Date
2019-06-30T00:00:00.000
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
A-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK
Security Description
3.229% 15 Nov 2050
Maturity Date
2050-11-15T00:00:00.000
Interest Rate
3.229
Original Face
700000
Shares Par Value
700000
Base Market Value
728489.16
Base Total Cost
706980.54
Base Unrealized Gain Loss
21508.62
Base Accrued Interest
0
Local Market Value
728489.16
Local Total Cost Amount
706980.54
Local Unrealized Gain Loss
21508.62
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARKEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARKEL CORP
Security Description
4.3% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
220000
Base Market Value
214706.8
Base Total Cost
203354.99
Base Unrealized Gain Loss
11351.81
Base Accrued Interest
1576.66
Local Market Value
214706.8
Local Total Cost Amount
203354.99
Local Unrealized Gain Loss
11351.81
Local Accrued Interest
1576.66
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
1% 07 Nov 2023
Maturity Date
2023-11-07T00:00:00.000
Interest Rate
2.907
Original Face
0
Shares Par Value
590000
Base Market Value
590979.4
Base Total Cost
590000
Base Unrealized Gain Loss
979.4
Base Accrued Interest
2572.69
Local Market Value
590979.4
Local Total Cost Amount
590000
Local Unrealized Gain Loss
979.4
Local Accrued Interest
2572.69
Period End Date
2019-06-30T00:00:00.000
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
BBB+
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CELGENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELGENE CORP
Security Description
3.45% 15 Nov 2027
Maturity Date
2027-11-15T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
170000
Base Market Value
177218.2
Base Total Cost
169741.6
Base Unrealized Gain Loss
7476.6
Base Accrued Interest
749.42
Local Market Value
177218.2
Local Total Cost Amount
169741.6
Local Unrealized Gain Loss
7476.6
Local Accrued Interest
749.42
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ZIX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZIX CORP
Security Description
COMMON STOCK USD.01
Interest Rate
0
Original Face
0
Shares Par Value
2849
Base Market Value
25897.41
Base Total Cost
26045.04
Base Unrealized Gain Loss
-147.63
Base Accrued Interest
0
Local Market Value
25897.41
Local Total Cost Amount
26045.04
Local Unrealized Gain Loss
-147.63
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
INFORMATION TECHNOLOGY
Minor Industry Name
SOFTWARE
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CELGENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELGENE CORP
Security Description
2.75% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
390000
Base Market Value
393459.3
Base Total Cost
374907
Base Unrealized Gain Loss
18552.3
Base Accrued Interest
4051.67
Local Market Value
393459.3
Local Total Cost Amount
374907
Local Unrealized Gain Loss
18552.3
Local Accrued Interest
4051.67
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PUBLIC SERVICE ENTERPRIS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE ENTERPRIS
Security Description
2.65% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
170000
Base Market Value
170387.6
Base Total Cost
169784.1
Base Unrealized Gain Loss
603.5
Base Accrued Interest
575.64
Local Market Value
170387.6
Local Total Cost Amount
169784.1
Local Unrealized Gain Loss
603.5
Local Accrued Interest
575.64
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALABAMA POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALABAMA POWER CO
Security Description
3.7% 01 Dec 2047
Maturity Date
2047-12-01T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
75000
Base Market Value
75907.5
Base Total Cost
74903.25
Base Unrealized Gain Loss
1004.25
Base Accrued Interest
231.25
Local Market Value
75907.5
Local Total Cost Amount
74903.25
Local Unrealized Gain Loss
1004.25
Local Accrued Interest
231.25
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
A1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
3.8% 15 Nov 2037
Maturity Date
2037-11-15T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
40000
Base Market Value
42442.8
Base Total Cost
39849.6
Base Unrealized Gain Loss
2593.2
Base Accrued Interest
194.22
Local Market Value
42442.8
Local Total Cost Amount
39849.6
Local Unrealized Gain Loss
2593.2
Local Accrued Interest
194.22
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PENTAIR FINANCE SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENTAIR FINANCE SARL
Security Description
4.5% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
295000
Base Market Value
301908.9
Base Total Cost
293209.35
Base Unrealized Gain Loss
8699.55
Base Accrued Interest
368.75
Local Market Value
301908.9
Local Total Cost Amount
293209.35
Local Unrealized Gain Loss
8699.55
Local Accrued Interest
368.75
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
1% 20 Jun 2030
Maturity Date
2030-06-20T00:00:00.000
Interest Rate
5.088
Original Face
0
Shares Par Value
200000
Base Market Value
204550
Base Total Cost
200000
Base Unrealized Gain Loss
4550
Base Accrued Interest
310.93
Local Market Value
204550
Local Total Cost Amount
200000
Local Unrealized Gain Loss
4550
Local Accrued Interest
310.93
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
115000
Base Market Value
115718.75
Base Total Cost
115000
Base Unrealized Gain Loss
718.75
Base Accrued Interest
180.08
Local Market Value
115718.75
Local Total Cost Amount
115000
Local Unrealized Gain Loss
718.75
Local Accrued Interest
180.08
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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% 30 Jun 2024
Maturity Date
2024-06-30T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
1300000
Base Market Value
1299441
Base Total Cost
1299593.75
Base Unrealized Gain Loss
-152.75
Base Accrued Interest
123.64
Local Market Value
1299441
Local Total Cost Amount
1299593.75
Local Unrealized Gain Loss
-152.75
Local Accrued Interest
123.64
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANK OF MONTREAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF MONTREAL
Security Description
2.5% 28 Jun 2024
Maturity Date
2024-06-28T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
500000
Base Market Value
500095
Base Total Cost
499930
Base Unrealized Gain Loss
165
Base Accrued Interest
104.17
Local Market Value
500095
Local Total Cost Amount
499930
Local Unrealized Gain Loss
165
Local Accrued Interest
104.17
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
1% 12 Jun 2024
Maturity Date
2024-06-12T00:00:00.000
Interest Rate
3.6157
Original Face
0
Shares Par Value
220000
Base Market Value
222765.4
Base Total Cost
220000
Base Unrealized Gain Loss
2765.4
Base Accrued Interest
419.82
Local Market Value
222765.4
Local Total Cost Amount
220000
Local Unrealized Gain Loss
2765.4
Local Accrued Interest
419.82
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.0527
Original Face
0
Shares Par Value
138000
Base Market Value
137925.48
Base Total Cost
131790
Base Unrealized Gain Loss
6135.48
Base Accrued Interest
1438.52
Local Market Value
137925.48
Local Total Cost Amount
131790
Local Unrealized Gain Loss
6135.48
Local Accrued Interest
1438.52
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CAMERON INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMERON INTL CORP
Security Description
3.6% 30 Apr 2022
Maturity Date
2022-04-30T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
290000
Base Market Value
296980.3
Base Total Cost
289257.6
Base Unrealized Gain Loss
7722.7
Base Accrued Interest
1769
Local Market Value
296980.3
Local Total Cost Amount
289257.6
Local Unrealized Gain Loss
7722.7
Local Accrued Interest
1769
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
2.75% 25 Apr 2022
Maturity Date
2022-04-25T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
240000
Base Market Value
242200.8
Base Total Cost
239311.2
Base Unrealized Gain Loss
2889.6
Base Accrued Interest
1210
Local Market Value
242200.8
Local Total Cost Amount
239311.2
Local Unrealized Gain Loss
2889.6
Local Accrued Interest
1210
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CROWN CASTLE INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE INTL CORP
Security Description
3.15% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
340000
Base Market Value
346585.8
Base Total Cost
331180.4
Base Unrealized Gain Loss
15405.4
Base Accrued Interest
4938.5
Local Market Value
346585.8
Local Total Cost Amount
331180.4
Local Unrealized Gain Loss
15405.4
Local Accrued Interest
4938.5
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
3.813% 12 Oct 2021
Maturity Date
2021-10-12T00:00:00.000
Interest Rate
3.813
Original Face
0
Shares Par Value
200000
Base Market Value
203008
Base Total Cost
200000
Base Unrealized Gain Loss
3008
Base Accrued Interest
1673.48
Local Market Value
203008
Local Total Cost Amount
200000
Local Unrealized Gain Loss
3008
Local Accrued Interest
1673.48
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AUTOZONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AUTOZONE INC
Security Description
3.75% 18 Apr 2029
Maturity Date
2029-04-18T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
225000
Base Market Value
233970.75
Base Total Cost
224385.75
Base Unrealized Gain Loss
9585
Base Accrued Interest
1710.94
Local Market Value
233970.75
Local Total Cost Amount
224385.75
Local Unrealized Gain Loss
9585
Local Accrued Interest
1710.94
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCHLUMBERGER HLDGS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCHLUMBERGER HLDGS CORP
Security Description
3.9% 17 May 2028
Maturity Date
2028-05-17T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
73000
Base Market Value
75965.99
Base Total Cost
73550.42
Base Unrealized Gain Loss
2415.57
Base Accrued Interest
632.67
Local Market Value
75965.99
Local Total Cost Amount
73550.42
Local Unrealized Gain Loss
2415.57
Local Accrued Interest
632.67
Period End Date
2019-06-30T00:00:00.000
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
A+
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
37752
Base Market Value
37752
Base Total Cost
37752
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
37752
Local Total Cost Amount
37752
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
2.484707
Original Face
0
Shares Par Value
1376.22
Base Market Value
1376.22
Base Total Cost
1376.22
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1376.22
Local Total Cost Amount
1376.22
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
70101.22
Base Market Value
70101.22
Base Total Cost
70101.22
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
70101.22
Local Total Cost Amount
70101.22
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
236864.43
Base Market Value
236864.43
Base Total Cost
236864.43
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
236864.43
Local Total Cost Amount
236864.43
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
422055.6
Base Market Value
422055.6
Base Total Cost
422055.6
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
422055.6
Local Total Cost Amount
422055.6
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
870439.31
Base Market Value
870439.31
Base Total Cost
870439.31
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
870439.31
Local Total Cost Amount
870439.31
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
561601.23
Base Market Value
561601.23
Base Total Cost
561601.23
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
561601.23
Local Total Cost Amount
561601.23
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
2.484707
Original Face
0
Shares Par Value
3670.2
Base Market Value
3670.2
Base Total Cost
3670.2
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
3670.2
Local Total Cost Amount
3670.2
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CPC SPE 1 HDC ELLIGIBLE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CPC SPE 1 HDC ELLIGIBLE
Security Description
1% 01 Jan 2021
Maturity Date
2021-01-01T00:00:00.000
Interest Rate
4.94
Original Face
497707.22
Shares Par Value
230831.34
Base Market Value
238399.3
Base Total Cost
230831.32
Base Unrealized Gain Loss
7567.98
Base Accrued Interest
0
Local Market Value
238399.3
Local Total Cost Amount
230831.32
Local Unrealized Gain Loss
7567.98
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CPC SPE 1 HDC INELLIGIBLE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CPC SPE 1 HDC INELLIGIBLE
Security Description
1% 01 Jan 2021
Maturity Date
2021-01-01T00:00:00.000
Interest Rate
4.94
Original Face
861298.88
Shares Par Value
367608.48
Base Market Value
375445.11
Base Total Cost
367608.49
Base Unrealized Gain Loss
7836.62
Base Accrued Interest
0
Local Market Value
375445.11
Local Total Cost Amount
367608.49
Local Unrealized Gain Loss
7836.62
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA TBA 30 YR 5.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 5.5
Security Description
5.5% 15 Jul 2049
Maturity Date
2049-07-15T00:00:00.000
Interest Rate
5.5
Original Face
164000
Shares Par Value
164000
Base Market Value
174920.76
Base Total Cost
175185.31
Base Unrealized Gain Loss
-264.55
Base Accrued Interest
350.78
Local Market Value
174920.76
Local Total Cost Amount
175185.31
Local Unrealized Gain Loss
-264.55
Local Accrued Interest
350.78
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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