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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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.25% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
42475000.00
Base Market Value
42277491.25
Base Total Cost
42465152.34
Base Unrealized Gain Loss
-187661.09
Base Accrued Interest
359042.81
Local Market Value
42277491.25
Local Total Cost Amount
42465152.34
Local Unrealized Gain Loss
-187661.09
Local Accrued Interest
359042.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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: TENN VALLEY AUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENN VALLEY AUTHORITY
Security Description
2.875% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
21975000.00
Base Market Value
22490094.00
Base Total Cost
21890828.15
Base Unrealized Gain Loss
599265.85
Base Accrued Interest
247447.66
Local Market Value
22490094.00
Local Total Cost Amount
21890828.15
Local Unrealized Gain Loss
599265.85
Local Accrued Interest
247447.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.125% 29 Feb 2024
Maturity Date
2024-02-29T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1501815.00
Base Total Cost
1512363.28
Base Unrealized Gain Loss
-10548.28
Base Accrued Interest
10653.87
Local Market Value
1501815.00
Local Total Cost Amount
1512363.28
Local Unrealized Gain Loss
-10548.28
Local Accrued Interest
10653.87
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2% 31 May 2024
Maturity Date
2024-05-31T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
20000000.00
Base Market Value
19839000.00
Base Total Cost
19884375.00
Base Unrealized Gain Loss
-45375.00
Base Accrued Interest
33879.78
Local Market Value
19839000.00
Local Total Cost Amount
19884375.00
Local Unrealized Gain Loss
-45375.00
Local Accrued Interest
33879.78
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: NA DEVELOPMENT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NA DEVELOPMENT BANK
Security Description
4.375% 11 Feb 2020
Maturity Date
2020-02-11T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
5900000.00
Base Market Value
6236005.00
Base Total Cost
6014519.00
Base Unrealized Gain Loss
221486.00
Base Accrued Interest
100381.94
Local Market Value
6236005.00
Local Total Cost Amount
6014519.00
Local Unrealized Gain Loss
221486.00
Local Accrued Interest
100381.94
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
Aa1
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
4.625% 15 Feb 2040
Maturity Date
2040-02-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
6200000.00
Base Market Value
8175258.00
Base Total Cost
6652759.27
Base Unrealized Gain Loss
1522498.73
Base Accrued Interest
107729.28
Local Market Value
8175258.00
Local Total Cost Amount
6652759.27
Local Unrealized Gain Loss
1522498.73
Local Accrued Interest
107729.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.875% 15 Aug 2040
Maturity Date
2040-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
15900000.00
Base Market Value
18920364.00
Base Total Cost
15074597.27
Base Unrealized Gain Loss
3845766.73
Base Accrued Interest
231472.38
Local Market Value
18920364.00
Local Total Cost Amount
15074597.27
Local Unrealized Gain Loss
3845766.73
Local Accrued Interest
231472.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
4.375% 15 May 2041
Maturity Date
2041-05-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
7600000.00
Base Market Value
9741984.00
Base Total Cost
8921053.18
Base Unrealized Gain Loss
820930.82
Base Accrued Interest
42466.03
Local Market Value
9741984.00
Local Total Cost Amount
8921053.18
Local Unrealized Gain Loss
820930.82
Local Accrued Interest
42466.03
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.125% 15 Nov 2041
Maturity Date
2041-11-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
4200000.00
Base Market Value
4447422.00
Base Total Cost
4305281.25
Base Unrealized Gain Loss
142140.75
Base Accrued Interest
16762.91
Local Market Value
4447422.00
Local Total Cost Amount
4305281.25
Local Unrealized Gain Loss
142140.75
Local Accrued Interest
16762.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.125% 15 Feb 2042
Maturity Date
2042-02-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
2800000.00
Base Market Value
2965060.00
Base Total Cost
2714133.41
Base Unrealized Gain Loss
250926.59
Base Accrued Interest
32872.93
Local Market Value
2965060.00
Local Total Cost Amount
2714133.41
Local Unrealized Gain Loss
250926.59
Local Accrued Interest
32872.93
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3% 15 May 2042
Maturity Date
2042-05-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
4000000.00
Base Market Value
4142360.00
Base Total Cost
4289078.50
Base Unrealized Gain Loss
-146718.50
Base Accrued Interest
15326.09
Local Market Value
4142360.00
Local Total Cost Amount
4289078.50
Local Unrealized Gain Loss
-146718.50
Local Accrued Interest
15326.09
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.625% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
9680000.00
Base Market Value
9549513.60
Base Total Cost
9491076.48
Base Unrealized Gain Loss
58437.12
Base Accrued Interest
59096.13
Local Market Value
9549513.60
Local Total Cost Amount
9491076.48
Local Unrealized Gain Loss
58437.12
Local Accrued Interest
59096.13
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.75% 15 Aug 2042
Maturity Date
2042-08-15T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
26000.00
Base Market Value
25715.56
Base Total Cost
25868.48
Base Unrealized Gain Loss
-152.92
Base Accrued Interest
268.62
Local Market Value
25715.56
Local Total Cost Amount
25868.48
Local Unrealized Gain Loss
-152.92
Local Accrued Interest
268.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.625% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
18500000.00
Base Market Value
18192160.00
Base Total Cost
18009205.69
Base Unrealized Gain Loss
182954.31
Base Accrued Interest
38395.04
Local Market Value
18192160.00
Local Total Cost Amount
18009205.69
Local Unrealized Gain Loss
182954.31
Local Accrued Interest
38395.04
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: TENN VALLEY AUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENN VALLEY AUTHORITY
Security Description
3.5% 15 Dec 2042
Maturity Date
2042-12-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
9319000.00
Base Market Value
9700240.29
Base Total Cost
9098995.86
Base Unrealized Gain Loss
601244.43
Base Accrued Interest
14496.22
Local Market Value
9700240.29
Local Total Cost Amount
9098995.86
Local Unrealized Gain Loss
601244.43
Local Accrued Interest
14496.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.125% 15 Feb 2043
Maturity Date
2043-02-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
19800000.00
Base Market Value
20918304.00
Base Total Cost
19139970.68
Base Unrealized Gain Loss
1778333.32
Base Accrued Interest
232458.56
Local Market Value
20918304.00
Local Total Cost Amount
19139970.68
Local Unrealized Gain Loss
1778333.32
Local Accrued Interest
232458.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.125% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
66025000.00
Base Market Value
65609702.75
Base Total Cost
65036744.63
Base Unrealized Gain Loss
572958.12
Base Accrued Interest
179191.49
Local Market Value
65609702.75
Local Total Cost Amount
65036744.63
Local Unrealized Gain Loss
572958.12
Local Accrued Interest
179191.49
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.875% 31 Oct 2022
Maturity Date
2022-10-31T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
38350000.00
Base Market Value
38215008.00
Base Total Cost
38165494.14
Base Unrealized Gain Loss
49513.86
Base Accrued Interest
121146.40
Local Market Value
38215008.00
Local Total Cost Amount
38165494.14
Local Unrealized Gain Loss
49513.86
Local Accrued Interest
121146.40
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: RESOLUTION FUNDING STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESOLUTION FUNDING STRIP
Security Description
0.01% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
600000.00
Base Market Value
425724.00
Base Total Cost
371016.04
Base Unrealized Gain Loss
54707.96
Base Accrued Interest
0
Local Market Value
425724.00
Local Total Cost Amount
371016.04
Local Unrealized Gain Loss
54707.96
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Direct Group Trust Holding
Direct
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
1.12176
Original Face
0
Shares Par Value
1796933.82
Base Market Value
1796933.82
Base Total Cost
1796933.82
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1796933.82
Local Total Cost Amount
1796933.82
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RESOLUTION FUNDING STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESOLUTION FUNDING STRIP
Security Description
0.01% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
3400000.00
Base Market Value
2368678.00
Base Total Cost
2073116.00
Base Unrealized Gain Loss
295562.00
Base Accrued Interest
0
Local Market Value
2368678.00
Local Total Cost Amount
2073116.00
Local Unrealized Gain Loss
295562.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
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% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
43850000.00
Base Market Value
43199266.00
Base Total Cost
44645926.50
Base Unrealized Gain Loss
-1446660.50
Base Accrued Interest
98007.13
Local Market Value
43199266.00
Local Total Cost Amount
44645926.50
Local Unrealized Gain Loss
-1446660.50
Local Accrued Interest
98007.13
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.5% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
49544800.00
Base Market Value
50847332.79
Base Total Cost
50990629.50
Base Unrealized Gain Loss
-143296.71
Base Accrued Interest
465337.90
Local Market Value
50847332.79
Local Total Cost Amount
50990629.50
Local Unrealized Gain Loss
-143296.71
Local Accrued Interest
465337.90
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.75% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
82060000.00
Base Market Value
96462350.60
Base Total Cost
91440854.95
Base Unrealized Gain Loss
5021495.65
Base Accrued Interest
393018.34
Local Market Value
96462350.60
Local Total Cost Amount
91440854.95
Local Unrealized Gain Loss
5021495.65
Local Accrued Interest
393018.34
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DYAX CORPORATION CVR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYAX CORPORATION CVR
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
29244.00
Base Market Value
0.00
Base Total Cost
0.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
HEALTH CARE
Minor Industry Name
PHARMACEUTICALS
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
3.375% 15 May 2044
Maturity Date
2044-05-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
132575000.00
Base Market Value
146459579.75
Base Total Cost
141057885.04
Base Unrealized Gain Loss
5401694.71
Base Accrued Interest
571459.49
Local Market Value
146459579.75
Local Total Cost Amount
141057885.04
Local Unrealized Gain Loss
5401694.71
Local Accrued Interest
571459.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.5% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
49000000.00
Base Market Value
50203930.00
Base Total Cost
49800606.45
Base Unrealized Gain Loss
403323.55
Base Accrued Interest
156453.80
Local Market Value
50203930.00
Local Total Cost Amount
49800606.45
Local Unrealized Gain Loss
403323.55
Local Accrued Interest
156453.80
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
2.625% 06 Sep 2024
Maturity Date
2024-09-06T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
15080000.00
Base Market Value
15471627.60
Base Total Cost
14942319.60
Base Unrealized Gain Loss
529308.00
Base Accrued Interest
126452.08
Local Market Value
15471627.60
Local Total Cost Amount
14942319.60
Local Unrealized Gain Loss
529308.00
Local Accrued Interest
126452.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.25% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
40300000.00
Base Market Value
40522053.00
Base Total Cost
40181676.57
Base Unrealized Gain Loss
340376.43
Base Accrued Interest
115807.75
Local Market Value
40522053.00
Local Total Cost Amount
40181676.57
Local Unrealized Gain Loss
340376.43
Local Accrued Interest
115807.75
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3% 15 Nov 2044
Maturity Date
2044-11-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
975000.00
Base Market Value
1006083.00
Base Total Cost
1135113.28
Base Unrealized Gain Loss
-129030.28
Base Accrued Interest
3735.73
Local Market Value
1006083.00
Local Total Cost Amount
1135113.28
Local Unrealized Gain Loss
-129030.28
Local Accrued Interest
3735.73
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.5% 15 Feb 2045
Maturity Date
2045-02-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
15195000.00
Base Market Value
14180581.80
Base Total Cost
14195624.21
Base Unrealized Gain Loss
-15042.41
Base Accrued Interest
142715.47
Local Market Value
14180581.80
Local Total Cost Amount
14195624.21
Local Unrealized Gain Loss
-15042.41
Local Accrued Interest
142715.47
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
1.12176
Original Face
0
Shares Par Value
395.64
Base Market Value
395.64
Base Total Cost
395.64
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
395.64
Local Total Cost Amount
395.64
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
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
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
1.95
Base Market Value
1.95
Base Total Cost
1.95
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1.95
Local Total Cost Amount
1.95
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 364 MONTGOMERY STREET
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
364 MONTGOMERY STREET
Security Description
1% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
5.06
Original Face
223253.15
Shares Par Value
172925.19
Base Market Value
194011.40
Base Total Cost
172925.19
Base Unrealized Gain Loss
21086.21
Base Accrued Interest
0
Local Market Value
194011.40
Local Total Cost Amount
172925.19
Local Unrealized Gain Loss
21086.21
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 2241 WEBSTER AVENUE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
2241 WEBSTER AVENUE
Security Description
1% 01 Jun 2040
Maturity Date
2040-06-01T00:00:00.000
Interest Rate
6.49
Original Face
120762.85
Shares Par Value
108936.53
Base Market Value
139107.50
Base Total Cost
108936.53
Base Unrealized Gain Loss
30170.97
Base Accrued Interest
0
Local Market Value
139107.50
Local Total Cost Amount
108936.53
Local Unrealized Gain Loss
30170.97
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 321 ST. NICHOLAS AVENUE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
321 ST. NICHOLAS AVENUE
Security Description
1% 01 Jan 2029
Maturity Date
2029-01-01T00:00:00.000
Interest Rate
6.38
Original Face
573999.66
Shares Par Value
424483.77
Base Market Value
499043.65
Base Total Cost
424483.77
Base Unrealized Gain Loss
74559.88
Base Accrued Interest
0
Local Market Value
499043.65
Local Total Cost Amount
424483.77
Local Unrealized Gain Loss
74559.88
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 192 EAST 164TH STREET
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
192 EAST 164TH STREET
Security Description
1% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
6.79
Original Face
137740.74
Shares Par Value
127407.80
Base Market Value
165492.99
Base Total Cost
127407.80
Base Unrealized Gain Loss
38085.19
Base Accrued Interest
0
Local Market Value
165492.99
Local Total Cost Amount
127407.80
Local Unrealized Gain Loss
38085.19
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 131 EAST 101ST STREET
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
131 EAST 101ST STREET
Security Description
1% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
6.38
Original Face
79289.02
Shares Par Value
73126.93
Base Market Value
92209.15
Base Total Cost
73126.93
Base Unrealized Gain Loss
19082.22
Base Accrued Interest
0
Local Market Value
92209.15
Local Total Cost Amount
73126.93
Local Unrealized Gain Loss
19082.22
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 716 720 EAST 96TH STRE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
716 720 EAST 96TH STRE
Security Description
1% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
4.98
Original Face
507500.00
Shares Par Value
458249.40
Base Market Value
528575.09
Base Total Cost
458249.40
Base Unrealized Gain Loss
70325.69
Base Accrued Interest
0
Local Market Value
528575.09
Local Total Cost Amount
458249.40
Local Unrealized Gain Loss
70325.69
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 2064 BOSTON POST ROAD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
2064 BOSTON POST ROAD
Security Description
1% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
6.51
Original Face
744100.00
Shares Par Value
340327.49
Base Market Value
436065.85
Base Total Cost
340327.49
Base Unrealized Gain Loss
95738.36
Base Accrued Interest
0
Local Market Value
436065.85
Local Total Cost Amount
340327.49
Local Unrealized Gain Loss
95738.36
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 2337 TIEBOUT AVENUE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
2337 TIEBOUT AVENUE
Security Description
1% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
6.26
Original Face
512050.01
Shares Par Value
458730.91
Base Market Value
574736.42
Base Total Cost
458730.91
Base Unrealized Gain Loss
116005.51
Base Accrued Interest
0
Local Market Value
574736.42
Local Total Cost Amount
458730.91
Local Unrealized Gain Loss
116005.51
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 201 EAST 165TH STREET
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
201 EAST 165TH STREET
Security Description
1% 01 Mar 2039
Maturity Date
2039-03-01T00:00:00.000
Interest Rate
6.48
Original Face
280000.10
Shares Par Value
238643.91
Base Market Value
297516.44
Base Total Cost
238643.91
Base Unrealized Gain Loss
58872.53
Base Accrued Interest
0
Local Market Value
297516.44
Local Total Cost Amount
238643.91
Local Unrealized Gain Loss
58872.53
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 653 COURTLANDT AVENUE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
653 COURTLANDT AVENUE
Security Description
1% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
6.6
Original Face
177799.22
Shares Par Value
125350.11
Base Market Value
146581.29
Base Total Cost
125350.11
Base Unrealized Gain Loss
21231.18
Base Accrued Interest
0
Local Market Value
146581.29
Local Total Cost Amount
125350.11
Local Unrealized Gain Loss
21231.18
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 8216 5TH AVENUE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
8216 5TH AVENUE
Security Description
1% 01 May 2039
Maturity Date
2039-05-01T00:00:00.000
Interest Rate
4.74
Original Face
260750.03
Shares Par Value
225936.48
Base Market Value
253030.22
Base Total Cost
225936.48
Base Unrealized Gain Loss
27093.74
Base Accrued Interest
0
Local Market Value
253030.22
Local Total Cost Amount
225936.48
Local Unrealized Gain Loss
27093.74
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 1216 SOUTHERN BLVD.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1216 SOUTHERN BLVD.
Security Description
1% 01 May 2039
Maturity Date
2039-05-01T00:00:00.000
Interest Rate
6.33
Original Face
105000.10
Shares Par Value
93211.90
Base Market Value
114440.38
Base Total Cost
93211.90
Base Unrealized Gain Loss
21228.48
Base Accrued Interest
0
Local Market Value
114440.38
Local Total Cost Amount
93211.90
Local Unrealized Gain Loss
21228.48
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 670 674 EAST 136TH STR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
670 674 EAST 136TH STR
Security Description
1% 01 Jul 2033
Maturity Date
2033-07-01T00:00:00.000
Interest Rate
5.8
Original Face
402627.15
Shares Par Value
331758.80
Base Market Value
389781.53
Base Total Cost
331758.80
Base Unrealized Gain Loss
58022.73
Base Accrued Interest
0
Local Market Value
389781.53
Local Total Cost Amount
331758.80
Local Unrealized Gain Loss
58022.73
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 1702 WOODBINE STREET
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1702 WOODBINE STREET
Security Description
1% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
4.02
Original Face
111300.00
Shares Par Value
72954.83
Base Market Value
77213.81
Base Total Cost
72954.83
Base Unrealized Gain Loss
4258.98
Base Accrued Interest
0
Local Market Value
77213.81
Local Total Cost Amount
72954.83
Local Unrealized Gain Loss
4258.98
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 970PROSPECT AVENUE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
970PROSPECT AVENUE
Security Description
1% 01 Apr 2038
Maturity Date
2038-04-01T00:00:00.000
Interest Rate
6.56
Original Face
924350.12
Shares Par Value
821035.27
Base Market Value
1070343.96
Base Total Cost
821036.02
Base Unrealized Gain Loss
249307.94
Base Accrued Interest
0
Local Market Value
1070343.96
Local Total Cost Amount
821036.02
Local Unrealized Gain Loss
249307.94
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 2732 36 MARION AVENUE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
2732 36 MARION AVENUE
Security Description
1% 01 May 2039
Maturity Date
2039-05-01T00:00:00.000
Interest Rate
5.91
Original Face
857500.08
Shares Par Value
737038.81
Base Market Value
882449.59
Base Total Cost
737038.81
Base Unrealized Gain Loss
145410.78
Base Accrued Interest
0
Local Market Value
882449.59
Local Total Cost Amount
737038.81
Local Unrealized Gain Loss
145410.78
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
5% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
5
Original Face
1012326.00
Shares Par Value
18997.57
Base Market Value
324.02
Base Total Cost
1786.78
Base Unrealized Gain Loss
-1462.76
Base Accrued Interest
0
Local Market Value
324.02
Local Total Cost Amount
1786.78
Local Unrealized Gain Loss
-1462.76
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface