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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: CNTL AMR BOTTLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNTL AMR BOTTLING CORP
Security Description
5.75% 31 Jan 2027
Maturity Date
2027-01-31T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
150000.00
Base Market Value
158460.00
Base Total Cost
148597.50
Base Unrealized Gain Loss
9862.50
Base Accrued Interest
3593.75
Local Market Value
158460.00
Local Total Cost Amount
148597.50
Local Unrealized Gain Loss
9862.50
Local Accrued Interest
3593.75
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EMBRAER NETHERLANDS FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMBRAER NETHERLANDS FINA
Security Description
5.4% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
5.4
Original Face
0
Shares Par Value
150000.00
Base Market Value
156750.00
Base Total Cost
152062.50
Base Unrealized Gain Loss
4687.50
Base Accrued Interest
3375.00
Local Market Value
156750.00
Local Total Cost Amount
152062.50
Local Unrealized Gain Loss
4687.50
Local Accrued Interest
3375.00
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
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: CROWN CASTLE INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE INTL CORP
Security Description
4% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
40000.00
Base Market Value
41171.20
Base Total Cost
39831.20
Base Unrealized Gain Loss
1340.00
Base Accrued Interest
662.22
Local Market Value
41171.20
Local Total Cost Amount
39831.20
Local Unrealized Gain Loss
1340.00
Local Accrued Interest
662.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SUBURBAN PROPANE PARTNRS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUBURBAN PROPANE PARTNRS
Security Description
5.875% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
130000.00
Base Market Value
129350.00
Base Total Cost
129350.00
Base Unrealized Gain Loss
0
Base Accrued Interest
2906.49
Local Market Value
129350.00
Local Total Cost Amount
129350.00
Local Unrealized Gain Loss
0
Local Accrued Interest
2906.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: H.B. FULLER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
H.B. FULLER CO
Security Description
4% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
50000.00
Base Market Value
51057.50
Base Total Cost
49775.50
Base Unrealized Gain Loss
1282.00
Base Accrued Interest
761.11
Local Market Value
51057.50
Local Total Cost Amount
49775.50
Local Unrealized Gain Loss
1282.00
Local Accrued Interest
761.11
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
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: HILL ROM HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILL ROM HOLDINGS INC
Security Description
5% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
50000.00
Base Market Value
51000.00
Base Total Cost
50000.00
Base Unrealized Gain Loss
1000.00
Base Accrued Interest
951.38
Local Market Value
51000.00
Local Total Cost Amount
50000.00
Local Unrealized Gain Loss
1000.00
Local Accrued Interest
951.38
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
HEALTH CARE EQUIPMENT & SUPPLI
Moody S Quality Rating
B1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HEXCEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEXCEL CORP
Security Description
3.95% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
100000.00
Base Market Value
102402.00
Base Total Cost
99559.00
Base Unrealized Gain Loss
2843.00
Base Accrued Interest
1481.25
Local Market Value
102402.00
Local Total Cost Amount
99559.00
Local Unrealized Gain Loss
2843.00
Local Accrued Interest
1481.25
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
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.375% 28 Feb 2019
Maturity Date
2019-02-28T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
220000.00
Base Market Value
219854.80
Base Total Cost
220000.00
Base Unrealized Gain Loss
-145.20
Base Accrued Interest
1033.54
Local Market Value
219854.80
Local Total Cost Amount
220000.00
Local Unrealized Gain Loss
-145.20
Local Accrued Interest
1033.54
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: MANULIFE FINANCIAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MANULIFE FINANCIAL CORP
Security Description
1% 24 Feb 2032
Maturity Date
2032-02-24T00:00:00.000
Interest Rate
4.061
Original Face
0
Shares Par Value
75000.00
Base Market Value
75669.00
Base Total Cost
75044.75
Base Unrealized Gain Loss
624.25
Base Accrued Interest
1074.46
Local Market Value
75669.00
Local Total Cost Amount
75044.75
Local Unrealized Gain Loss
624.25
Local Accrued Interest
1074.46
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: TRANSCANADA TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSCANADA TRUST
Security Description
1% 15 Mar 2077
Maturity Date
2077-03-15T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
55000.00
Base Market Value
56540.00
Base Total Cost
55450.00
Base Unrealized Gain Loss
1090.00
Base Accrued Interest
963.58
Local Market Value
56540.00
Local Total Cost Amount
55450.00
Local Unrealized Gain Loss
1090.00
Local Accrued Interest
963.58
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
CANADIAN
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: INTL BK RECON + DEVELOP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL BK RECON + DEVELOP
Security Description
1% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
1.35
Original Face
0
Shares Par Value
170000.00
Base Market Value
169892.90
Base Total Cost
170000.00
Base Unrealized Gain Loss
-107.10
Base Accrued Interest
675.75
Local Market Value
169892.90
Local Total Cost Amount
170000.00
Local Unrealized Gain Loss
-107.10
Local Accrued Interest
675.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Aaa
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TELEFONICA EMISIONES SAU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELEFONICA EMISIONES SAU
Security Description
4.103% 08 Mar 2027
Maturity Date
2027-03-08T00:00:00.000
Interest Rate
4.103
Original Face
0
Shares Par Value
150000.00
Base Market Value
154972.50
Base Total Cost
150000.00
Base Unrealized Gain Loss
4972.50
Base Accrued Interest
1931.83
Local Market Value
154972.50
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
4972.50
Local Accrued Interest
1931.83
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
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: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
5.875% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
20000.00
Base Market Value
19400.00
Base Total Cost
20000.00
Base Unrealized Gain Loss
-600.00
Base Accrued Interest
0
Local Market Value
19400.00
Local Total Cost Amount
20000.00
Local Unrealized Gain Loss
-600.00
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
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARB BONDCO PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARB BONDCO PLC
Security Description
7% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
200000.00
Base Market Value
193250.00
Base Total Cost
202500.00
Base Unrealized Gain Loss
-9250.00
Base Accrued Interest
4122.22
Local Market Value
193250.00
Local Total Cost Amount
202500.00
Local Unrealized Gain Loss
-9250.00
Local Accrued Interest
4122.22
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
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRU TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRU TRUST
Security Description
1% 15 Nov 2030
Maturity Date
2030-11-15T00:00:00.000
Interest Rate
3.37711
Original Face
250000.00
Shares Par Value
246478.08
Base Market Value
246681.13
Base Total Cost
246478.08
Base Unrealized Gain Loss
203.05
Base Accrued Interest
369.94
Local Market Value
246681.13
Local Total Cost Amount
246478.08
Local Unrealized Gain Loss
203.05
Local Accrued Interest
369.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DANONE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANONE SA
Security Description
2.589% 02 Nov 2023
Maturity Date
2023-11-02T00:00:00.000
Interest Rate
2.589
Original Face
0
Shares Par Value
200000.00
Base Market Value
195136.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
-4864.00
Base Accrued Interest
848.62
Local Market Value
195136.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
-4864.00
Local Accrued Interest
848.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PENSKE TRUCK LEASING/PTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE TRUCK LEASING/PTL
Security Description
3.4% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
250000.00
Base Market Value
245667.50
Base Total Cost
249794.17
Base Unrealized Gain Loss
-4126.67
Base Accrued Interest
1086.12
Local Market Value
245667.50
Local Total Cost Amount
249794.17
Local Unrealized Gain Loss
-4126.67
Local Accrued Interest
1086.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BUCKEYE PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BUCKEYE PARTNERS LP
Security Description
3.95% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
153000.00
Base Market Value
151443.99
Base Total Cost
153809.21
Base Unrealized Gain Loss
-2365.22
Base Accrued Interest
503.61
Local Market Value
151443.99
Local Total Cost Amount
153809.21
Local Unrealized Gain Loss
-2365.22
Local Accrued Interest
503.61
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COOPER STANDARD AUTOMOTI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COOPER STANDARD AUTOMOTI
Security Description
5.625% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
50000.00
Base Market Value
50187.50
Base Total Cost
50125.00
Base Unrealized Gain Loss
62.50
Base Accrued Interest
359.38
Local Market Value
50187.50
Local Total Cost Amount
50125.00
Local Unrealized Gain Loss
62.50
Local Accrued Interest
359.38
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
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.875% 15 Nov 2046
Maturity Date
2046-11-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
450000.00
Base Market Value
452479.50
Base Total Cost
445201.17
Base Unrealized Gain Loss
7278.33
Base Accrued Interest
1652.35
Local Market Value
452479.50
Local Total Cost Amount
445201.17
Local Unrealized Gain Loss
7278.33
Local Accrued Interest
1652.35
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.25% 25 Nov 2019
Maturity Date
2019-11-25T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
230000.00
Base Market Value
228229.00
Base Total Cost
230000.00
Base Unrealized Gain Loss
-1771.00
Base Accrued Interest
287.50
Local Market Value
228229.00
Local Total Cost Amount
230000.00
Local Unrealized Gain Loss
-1771.00
Local Accrued Interest
287.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1% 17 Nov 2021
Maturity Date
2021-11-17T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
100000.00
Base Market Value
98741.00
Base Total Cost
99330.00
Base Unrealized Gain Loss
-589.00
Base Accrued Interest
152.77
Local Market Value
98741.00
Local Total Cost Amount
99330.00
Local Unrealized Gain Loss
-589.00
Local Accrued Interest
152.77
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: DIEBOLD NIXDORF INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIEBOLD NIXDORF INC
Security Description
8.5% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
75000.00
Base Market Value
83913.75
Base Total Cost
74835.94
Base Unrealized Gain Loss
9077.81
Base Accrued Interest
1345.83
Local Market Value
83913.75
Local Total Cost Amount
74835.94
Local Unrealized Gain Loss
9077.81
Local Accrued Interest
1345.83
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
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ABBOTT LABORATORIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBOTT LABORATORIES
Security Description
3.75% 30 Nov 2026
Maturity Date
2026-11-30T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
75000.00
Base Market Value
76560.75
Base Total Cost
74442.00
Base Unrealized Gain Loss
2118.75
Base Accrued Interest
242.19
Local Market Value
76560.75
Local Total Cost Amount
74442.00
Local Unrealized Gain Loss
2118.75
Local Accrued Interest
242.19
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: HP ENTERPRISE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HP ENTERPRISE CO
Security Description
4.9% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
150000.00
Base Market Value
157260.00
Base Total Cost
149709.30
Base Unrealized Gain Loss
7550.70
Base Accrued Interest
1551.67
Local Market Value
157260.00
Local Total Cost Amount
149709.30
Local Unrealized Gain Loss
7550.70
Local Accrued Interest
1551.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HP ENTERPRISE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HP ENTERPRISE CO
Security Description
6.35% 15 Oct 2045
Maturity Date
2045-10-15T00:00:00.000
Interest Rate
6.35
Original Face
0
Shares Par Value
150000.00
Base Market Value
158532.00
Base Total Cost
149776.50
Base Unrealized Gain Loss
8755.50
Base Accrued Interest
2010.83
Local Market Value
158532.00
Local Total Cost Amount
149776.50
Local Unrealized Gain Loss
8755.50
Local Accrued Interest
2010.83
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
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: L3 TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L3 TECHNOLOGIES INC
Security Description
3.85% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
105000.00
Base Market Value
108239.25
Base Total Cost
104463.45
Base Unrealized Gain Loss
3775.80
Base Accrued Interest
179.67
Local Market Value
108239.25
Local Total Cost Amount
104463.45
Local Unrealized Gain Loss
3775.80
Local Accrued Interest
179.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: VALERO ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALERO ENERGY PARTNERS
Security Description
4.375% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
30000.00
Base Market Value
30665.70
Base Total Cost
29987.70
Base Unrealized Gain Loss
678.00
Base Accrued Interest
58.33
Local Market Value
30665.70
Local Total Cost Amount
29987.70
Local Unrealized Gain Loss
678.00
Local Accrued Interest
58.33
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
ELECTRIC/GAS
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: ECOPETROL SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ECOPETROL SA
Security Description
5.375% 26 Jun 2026
Maturity Date
2026-06-26T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
190000.00
Base Market Value
197600.00
Base Total Cost
188621.70
Base Unrealized Gain Loss
8978.30
Base Accrued Interest
141.84
Local Market Value
197600.00
Local Total Cost Amount
188621.70
Local Unrealized Gain Loss
8978.30
Local Accrued Interest
141.84
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
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: CBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CBS CORP
Security Description
4% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
110000.00
Base Market Value
113824.70
Base Total Cost
108006.80
Base Unrealized Gain Loss
5817.90
Base Accrued Interest
2028.89
Local Market Value
113824.70
Local Total Cost Amount
108006.80
Local Unrealized Gain Loss
5817.90
Local Accrued Interest
2028.89
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
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KOHL S CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOHL S CORPORATION
Security Description
4.25% 17 Jul 2025
Maturity Date
2025-07-17T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
140000.00
Base Market Value
137691.40
Base Total Cost
139231.05
Base Unrealized Gain Loss
-1539.65
Base Accrued Interest
2710.55
Local Market Value
137691.40
Local Total Cost Amount
139231.05
Local Unrealized Gain Loss
-1539.65
Local Accrued Interest
2710.55
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CELGENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELGENE CORP
Security Description
3.875% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
150000.00
Base Market Value
156652.50
Base Total Cost
148624.50
Base Unrealized Gain Loss
8028.00
Base Accrued Interest
2195.83
Local Market Value
156652.50
Local Total Cost Amount
148624.50
Local Unrealized Gain Loss
8028.00
Local Accrued Interest
2195.83
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
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: M + T BANK CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
M + T BANK CORP
Security Description
COMMON STOCK USD.5
Interest Rate
0
Original Face
0
Shares Par Value
46549.00
Base Market Value
7538610.55
Base Total Cost
3789471.78
Base Unrealized Gain Loss
3749138.77
Base Accrued Interest
0
Local Market Value
7538610.55
Local Total Cost Amount
3789471.78
Local Unrealized Gain Loss
3749138.77
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
BANKS
Moody S Quality Rating
NA
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL6157
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6157
Security Description
1% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
5
Original Face
350000.00
Shares Par Value
197921.45
Base Market Value
218691.33
Base Total Cost
221239.08
Base Unrealized Gain Loss
-2547.75
Base Accrued Interest
0
Local Market Value
218691.33
Local Total Cost Amount
221239.08
Local Unrealized Gain Loss
-2547.75
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL6844
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6844
Security Description
1% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5
Original Face
370000.00
Shares Par Value
236397.53
Base Market Value
260531.35
Base Total Cost
264026.51
Base Unrealized Gain Loss
-3495.16
Base Accrued Interest
0
Local Market Value
260531.35
Local Total Cost Amount
264026.51
Local Unrealized Gain Loss
-3495.16
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
3.65% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
25000.00
Base Market Value
25708.25
Base Total Cost
24899.00
Base Unrealized Gain Loss
809.25
Base Accrued Interest
304.17
Local Market Value
25708.25
Local Total Cost Amount
24899.00
Local Unrealized Gain Loss
809.25
Local Accrued Interest
304.17
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
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
4.75% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
50000.00
Base Market Value
54890.50
Base Total Cost
49793.50
Base Unrealized Gain Loss
5097.00
Base Accrued Interest
791.67
Local Market Value
54890.50
Local Total Cost Amount
49793.50
Local Unrealized Gain Loss
5097.00
Local Accrued Interest
791.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BIOGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIOGEN INC
Security Description
4.05% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
4.05
Original Face
0
Shares Par Value
125000.00
Base Market Value
131973.75
Base Total Cost
124705.00
Base Unrealized Gain Loss
7268.75
Base Accrued Interest
1490.63
Local Market Value
131973.75
Local Total Cost Amount
124705.00
Local Unrealized Gain Loss
7268.75
Local Accrued Interest
1490.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 24 Nov 2020
Maturity Date
2020-11-24T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
150000.00
Base Market Value
149997.00
Base Total Cost
149850.00
Base Unrealized Gain Loss
147.00
Base Accrued Interest
529.17
Local Market Value
149997.00
Local Total Cost Amount
149850.00
Local Unrealized Gain Loss
147.00
Local Accrued Interest
529.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMERICAN AXLE + MFG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN AXLE + MFG INC
Security Description
6.5% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
150000.00
Base Market Value
145875.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
-4125.00
Base Accrued Interest
2654.17
Local Market Value
145875.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
-4125.00
Local Accrued Interest
2654.17
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
AUTO COMPONENTS
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DXC TECHNOLOGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DXC TECHNOLOGY CO
Security Description
4.75% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
100000.00
Base Market Value
104268.00
Base Total Cost
99894.00
Base Unrealized Gain Loss
4374.00
Base Accrued Interest
1240.28
Local Market Value
104268.00
Local Total Cost Amount
99894.00
Local Unrealized Gain Loss
4374.00
Local Accrued Interest
1240.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CA INC
Security Description
4.7% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
80000.00
Base Market Value
81633.60
Base Total Cost
80000.00
Base Unrealized Gain Loss
1633.60
Base Accrued Interest
1086.22
Local Market Value
81633.60
Local Total Cost Amount
80000.00
Local Unrealized Gain Loss
1633.60
Local Accrued Interest
1086.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: GLENCORE FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLENCORE FUNDING LLC
Security Description
4% 27 Mar 2027
Maturity Date
2027-03-27T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
120000.00
Base Market Value
118068.00
Base Total Cost
119035.20
Base Unrealized Gain Loss
-967.20
Base Accrued Interest
1253.33
Local Market Value
118068.00
Local Total Cost Amount
119035.20
Local Unrealized Gain Loss
-967.20
Local Accrued Interest
1253.33
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
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: HYUNDAI CAPITAL AMERICA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HYUNDAI CAPITAL AMERICA
Security Description
3.1% 05 Apr 2022
Maturity Date
2022-04-05T00:00:00.000
Interest Rate
3.1
Original Face
0
Shares Par Value
100000.00
Base Market Value
100264.00
Base Total Cost
99894.00
Base Unrealized Gain Loss
370.00
Base Accrued Interest
740.56
Local Market Value
100264.00
Local Total Cost Amount
99894.00
Local Unrealized Gain Loss
370.00
Local Accrued Interest
740.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: S+P GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
S+P GLOBAL INC
Security Description
2.95% 22 Jan 2027
Maturity Date
2027-01-22T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
30000.00
Base Market Value
28879.20
Base Total Cost
29747.10
Base Unrealized Gain Loss
-867.90
Base Accrued Interest
390.87
Local Market Value
28879.20
Local Total Cost Amount
29747.10
Local Unrealized Gain Loss
-867.90
Local Accrued Interest
390.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.8% 28 Apr 2020
Maturity Date
2020-04-28T00:00:00.000
Interest Rate
1.8
Original Face
0
Shares Par Value
220000.00
Base Market Value
219509.40
Base Total Cost
220000.00
Base Unrealized Gain Loss
-490.60
Base Accrued Interest
693.00
Local Market Value
219509.40
Local Total Cost Amount
220000.00
Local Unrealized Gain Loss
-490.60
Local Accrued Interest
693.00
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: 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% 24 Apr 2028
Maturity Date
2028-04-24T00:00:00.000
Interest Rate
3.705
Original Face
0
Shares Par Value
150000.00
Base Market Value
151099.50
Base Total Cost
150000.00
Base Unrealized Gain Loss
1099.50
Base Accrued Interest
1034.32
Local Market Value
151099.50
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
1099.50
Local Accrued Interest
1034.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.8% 18 Nov 2020
Maturity Date
2020-11-18T00:00:00.000
Interest Rate
1.8
Original Face
0
Shares Par Value
220000.00
Base Market Value
220063.80
Base Total Cost
220000.00
Base Unrealized Gain Loss
63.80
Base Accrued Interest
473.00
Local Market Value
220063.80
Local Total Cost Amount
220000.00
Local Unrealized Gain Loss
63.80
Local Accrued Interest
473.00
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: VM HOLDING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VM HOLDING SA
Security Description
5.375% 04 May 2027
Maturity Date
2027-05-04T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
200000.00
Base Market Value
201900.00
Base Total Cost
198096.00
Base Unrealized Gain Loss
3804.00
Base Accrued Interest
1702.08
Local Market Value
201900.00
Local Total Cost Amount
198096.00
Local Unrealized Gain Loss
3804.00
Local Accrued Interest
1702.08
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
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
3.2% 11 May 2027
Maturity Date
2027-05-11T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
120000.00
Base Market Value
121401.60
Base Total Cost
120070.80
Base Unrealized Gain Loss
1330.80
Base Accrued Interest
533.34
Local Market Value
121401.60
Local Total Cost Amount
120070.80
Local Unrealized Gain Loss
1330.80
Local Accrued Interest
533.34
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
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