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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: POINSETTIA FINANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POINSETTIA FINANCE LTD
Security Description
6.625% 17 Jun 2031
Maturity Date
2031-06-17T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
200000.00
Base Market Value
202870.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
2870.00
Base Accrued Interest
1693.06
Local Market Value
202870.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
2870.00
Local Accrued Interest
1693.06
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
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: FNMA POOL AS7492
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7492
Security Description
4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4
Original Face
100000.00
Shares Par Value
92720.06
Base Market Value
97590.64
Base Total Cost
100659.21
Base Unrealized Gain Loss
-3068.57
Base Accrued Interest
0
Local Market Value
97590.64
Local Total Cost Amount
100659.21
Local Unrealized Gain Loss
-3068.57
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.2% 28 Jun 2019
Maturity Date
2019-06-28T00:00:00.000
Interest Rate
1.2
Original Face
0
Shares Par Value
250000.00
Base Market Value
247950.00
Base Total Cost
250000.00
Base Unrealized Gain Loss
-2050.00
Base Accrued Interest
25.00
Local Market Value
247950.00
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
-2050.00
Local Accrued Interest
25.00
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: FNMA POOL AS7568
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS7568
Security Description
4.5% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4.5
Original Face
350000.00
Shares Par Value
299781.63
Base Market Value
321623.72
Base Total Cost
331018.21
Base Unrealized Gain Loss
-9394.49
Base Accrued Interest
0
Local Market Value
321623.72
Local Total Cost Amount
331018.21
Local Unrealized Gain Loss
-9394.49
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.875% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
100000.00
Base Market Value
99866.00
Base Total Cost
93250.00
Base Unrealized Gain Loss
6616.00
Base Accrued Interest
406.24
Local Market Value
99866.00
Local Total Cost Amount
93250.00
Local Unrealized Gain Loss
6616.00
Local Accrued Interest
406.24
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% 27 Jul 2023
Maturity Date
2023-07-27T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
100000.00
Base Market Value
99333.00
Base Total Cost
99975.00
Base Unrealized Gain Loss
-642.00
Base Accrued Interest
427.78
Local Market Value
99333.00
Local Total Cost Amount
99975.00
Local Unrealized Gain Loss
-642.00
Local Accrued Interest
427.78
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
2.65% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
100000.00
Base Market Value
95957.00
Base Total Cost
99624.00
Base Unrealized Gain Loss
-3667.00
Base Accrued Interest
1221.94
Local Market Value
95957.00
Local Total Cost Amount
99624.00
Local Unrealized Gain Loss
-3667.00
Local Accrued Interest
1221.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A1
S And P Quality Rating
AA-
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
0.75% 27 Jul 2018
Maturity Date
2018-07-27T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
130000.00
Base Market Value
129277.20
Base Total Cost
129545.00
Base Unrealized Gain Loss
-267.80
Base Accrued Interest
417.08
Local Market Value
129277.20
Local Total Cost Amount
129545.00
Local Unrealized Gain Loss
-267.80
Local Accrued Interest
417.08
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 27 Jul 2018
Maturity Date
2018-07-27T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
140000.00
Base Market Value
139500.20
Base Total Cost
140000.00
Base Unrealized Gain Loss
-499.80
Base Accrued Interest
598.89
Local Market Value
139500.20
Local Total Cost Amount
140000.00
Local Unrealized Gain Loss
-499.80
Local Accrued Interest
598.89
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1% 27 Jul 2020
Maturity Date
2020-07-27T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
300000.00
Base Market Value
295845.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
-4155.00
Base Accrued Interest
1283.33
Local Market Value
295845.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
-4155.00
Local Accrued Interest
1283.33
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.25% 26 Jul 2019
Maturity Date
2019-07-26T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
130000.00
Base Market Value
129229.10
Base Total Cost
130000.00
Base Unrealized Gain Loss
-770.90
Base Accrued Interest
699.65
Local Market Value
129229.10
Local Total Cost Amount
130000.00
Local Unrealized Gain Loss
-770.90
Local Accrued Interest
699.65
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
3.15% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
135000.00
Base Market Value
128206.80
Base Total Cost
132424.25
Base Unrealized Gain Loss
-4217.45
Base Accrued Interest
1063.13
Local Market Value
128206.80
Local Total Cost Amount
132424.25
Local Unrealized Gain Loss
-4217.45
Local Accrued Interest
1063.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
100000.00
Base Market Value
105000.00
Base Total Cost
96250.00
Base Unrealized Gain Loss
8750.00
Base Accrued Interest
750.83
Local Market Value
105000.00
Local Total Cost Amount
96250.00
Local Unrealized Gain Loss
8750.00
Local Accrued Interest
750.83
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
FINANCE
Moody S Quality Rating
Ba1
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% 20 Jun 2027
Maturity Date
2027-06-20T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
80000.00
Base Market Value
79598.40
Base Total Cost
79815.20
Base Unrealized Gain Loss
-216.80
Base Accrued Interest
73.33
Local Market Value
79598.40
Local Total Cost Amount
79815.20
Local Unrealized Gain Loss
-216.80
Local Accrued Interest
73.33
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
INDUSTRIAL
Moody S Quality Rating
Aa1
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BRIGHTHOUSE FINANCIAL IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRIGHTHOUSE FINANCIAL IN
Security Description
3.7% 22 Jun 2027
Maturity Date
2027-06-22T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
30000.00
Base Market Value
29635.50
Base Total Cost
29975.10
Base Unrealized Gain Loss
-339.60
Base Accrued Interest
27.75
Local Market Value
29635.50
Local Total Cost Amount
29975.10
Local Unrealized Gain Loss
-339.60
Local Accrued Interest
27.75
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
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
3.75% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
175000.00
Base Market Value
172417.00
Base Total Cost
173540.50
Base Unrealized Gain Loss
-1123.50
Base Accrued Interest
0
Local Market Value
172417.00
Local Total Cost Amount
173540.50
Local Unrealized Gain Loss
-1123.50
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VERISIGN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERISIGN INC
Security Description
4.75% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
20000.00
Base Market Value
20225.00
Base Total Cost
20000.00
Base Unrealized Gain Loss
225.00
Base Accrued Interest
0
Local Market Value
20225.00
Local Total Cost Amount
20000.00
Local Unrealized Gain Loss
225.00
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
Ba1
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: MYRIAD INTL HOLDINGS BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYRIAD INTL HOLDINGS BV
Security Description
4.85% 06 Jul 2027
Maturity Date
2027-07-06T00:00:00.000
Interest Rate
4.85
Original Face
0
Shares Par Value
200000.00
Base Market Value
200500.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
500.00
Base Accrued Interest
0
Local Market Value
200500.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
500.00
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
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: LEAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEAR CORP
Security Description
5.25% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
200000.00
Base Market Value
211624.00
Base Total Cost
215550.00
Base Unrealized Gain Loss
-3926.00
Base Accrued Interest
4841.67
Local Market Value
211624.00
Local Total Cost Amount
215550.00
Local Unrealized Gain Loss
-3926.00
Local Accrued Interest
4841.67
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: TRIMBLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRIMBLE INC
Security Description
4.75% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
25000.00
Base Market Value
26695.25
Base Total Cost
25623.25
Base Unrealized Gain Loss
1072.00
Base Accrued Interest
98.96
Local Market Value
26695.25
Local Total Cost Amount
25623.25
Local Unrealized Gain Loss
1072.00
Local Accrued Interest
98.96
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: ELEMENTIA SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELEMENTIA SA
Security Description
5.5% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
203000.00
Base Total Cost
199000.00
Base Unrealized Gain Loss
4000.00
Base Accrued Interest
5072.22
Local Market Value
203000.00
Local Total Cost Amount
199000.00
Local Unrealized Gain Loss
4000.00
Local Accrued Interest
5072.22
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SOUTHERN CAL EDISON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CAL EDISON
Security Description
1.845% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
1.845
Original Face
0
Shares Par Value
214285.72
Base Market Value
211587.86
Base Total Cost
214958.57
Base Unrealized Gain Loss
-3370.71
Base Accrued Interest
1647.32
Local Market Value
211587.86
Local Total Cost Amount
214958.57
Local Unrealized Gain Loss
-3370.71
Local Accrued Interest
1647.32
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
ELECTRIC/GAS
Moody S Quality Rating
Aa3
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: SOUTHWESTERN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHWESTERN ENERGY CO
Security Description
6.7% 23 Jan 2025
Maturity Date
2025-01-23T00:00:00.000
Interest Rate
6.7
Original Face
0
Shares Par Value
30000.00
Base Market Value
29325.00
Base Total Cost
29212.50
Base Unrealized Gain Loss
112.50
Base Accrued Interest
882.17
Local Market Value
29325.00
Local Total Cost Amount
29212.50
Local Unrealized Gain Loss
112.50
Local Accrued Interest
882.17
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
ELECTRIC/GAS
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: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
4.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
150000.00
Base Market Value
160768.50
Base Total Cost
160687.50
Base Unrealized Gain Loss
81.00
Base Accrued Interest
2762.50
Local Market Value
160768.50
Local Total Cost Amount
160687.50
Local Unrealized Gain Loss
81.00
Local Accrued Interest
2762.50
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: 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% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
2600000.00
Base Market Value
2564354.00
Base Total Cost
2596429.86
Base Unrealized Gain Loss
-32075.86
Base Accrued Interest
19458.57
Local Market Value
2564354.00
Local Total Cost Amount
2596429.86
Local Unrealized Gain Loss
-32075.86
Local Accrued Interest
19458.57
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 Feb 2045
Maturity Date
2045-02-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
1360000.00
Base Market Value
1269206.40
Base Total Cost
1212858.76
Base Unrealized Gain Loss
56347.64
Base Accrued Interest
12773.48
Local Market Value
1269206.40
Local Total Cost Amount
1212858.76
Local Unrealized Gain Loss
56347.64
Local Accrued Interest
12773.48
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: TOYOTA MOTOR CREDIT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOYOTA MOTOR CREDIT CORP
Security Description
1% 13 Feb 2020
Maturity Date
2020-02-13T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
50000.00
Base Market Value
49799.50
Base Total Cost
49687.50
Base Unrealized Gain Loss
112.00
Base Accrued Interest
100.00
Local Market Value
49799.50
Local Total Cost Amount
49687.50
Local Unrealized Gain Loss
112.00
Local Accrued Interest
100.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Aa3
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
3.8% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
100000.00
Base Market Value
103435.00
Base Total Cost
104444.80
Base Unrealized Gain Loss
-1009.80
Base Accrued Interest
1118.89
Local Market Value
103435.00
Local Total Cost Amount
104444.80
Local Unrealized Gain Loss
-1009.80
Local Accrued Interest
1118.89
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
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: LAM RESEARCH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAM RESEARCH CORP
Security Description
3.8% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
200000.00
Base Market Value
204210.00
Base Total Cost
198587.36
Base Unrealized Gain Loss
5622.64
Base Accrued Interest
2237.78
Local Market Value
204210.00
Local Total Cost Amount
198587.36
Local Unrealized Gain Loss
5622.64
Local Accrued Interest
2237.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: QUEST DIAGNOSTICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEST DIAGNOSTICS INC
Security Description
3.5% 30 Mar 2025
Maturity Date
2025-03-30T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
253910.00
Base Total Cost
241758.00
Base Unrealized Gain Loss
12152.00
Base Accrued Interest
2211.80
Local Market Value
253910.00
Local Total Cost Amount
241758.00
Local Unrealized Gain Loss
12152.00
Local Accrued Interest
2211.80
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: BORGWARNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BORGWARNER INC
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
250000.00
Base Market Value
251135.00
Base Total Cost
249105.00
Base Unrealized Gain Loss
2030.00
Base Accrued Interest
2484.38
Local Market Value
251135.00
Local Total Cost Amount
249105.00
Local Unrealized Gain Loss
2030.00
Local Accrued Interest
2484.38
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
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: CREDIT AGRICOLE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT AGRICOLE SA
Security Description
4.375% 17 Mar 2025
Maturity Date
2025-03-17T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
200000.00
Base Market Value
207300.00
Base Total Cost
192946.00
Base Unrealized Gain Loss
14354.00
Base Accrued Interest
2527.78
Local Market Value
207300.00
Local Total Cost Amount
192946.00
Local Unrealized Gain Loss
14354.00
Local Accrued Interest
2527.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UBS AG STAMFORD CT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UBS AG STAMFORD CT
Security Description
1.8% 26 Mar 2018
Maturity Date
2018-03-26T00:00:00.000
Interest Rate
1.8
Original Face
0
Shares Par Value
350000.00
Base Market Value
350563.50
Base Total Cost
350329.00
Base Unrealized Gain Loss
234.50
Base Accrued Interest
1662.50
Local Market Value
350563.50
Local Total Cost Amount
350329.00
Local Unrealized Gain Loss
234.50
Local Accrued Interest
1662.50
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
A1
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MOLEX ELECTRONICS TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLEX ELECTRONICS TECH
Security Description
3.9% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
75000.00
Base Market Value
76457.25
Base Total Cost
73570.50
Base Unrealized Gain Loss
2886.75
Base Accrued Interest
617.50
Local Market Value
76457.25
Local Total Cost Amount
73570.50
Local Unrealized Gain Loss
2886.75
Local Accrued Interest
617.50
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
0.75% 15 Apr 2018
Maturity Date
2018-04-15T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
2120000.00
Base Market Value
2111308.00
Base Total Cost
2112050.00
Base Unrealized Gain Loss
-742.00
Base Accrued Interest
3345.08
Local Market Value
2111308.00
Local Total Cost Amount
2112050.00
Local Unrealized Gain Loss
-742.00
Local Accrued Interest
3345.08
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
200000.00
Base Market Value
214306.00
Base Total Cost
197000.00
Base Unrealized Gain Loss
17306.00
Base Accrued Interest
1520.56
Local Market Value
214306.00
Local Total Cost Amount
197000.00
Local Unrealized Gain Loss
17306.00
Local Accrued Interest
1520.56
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
BANKS
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.375% 30 Apr 2020
Maturity Date
2020-04-30T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
3382000.00
Base Market Value
3366814.82
Base Total Cost
3368789.06
Base Unrealized Gain Loss
-1974.24
Base Accrued Interest
7834.66
Local Market Value
3366814.82
Local Total Cost Amount
3368789.06
Local Unrealized Gain Loss
-1974.24
Local Accrued Interest
7834.66
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
3.4% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
200000.00
Base Market Value
196618.00
Base Total Cost
194268.00
Base Unrealized Gain Loss
2350.00
Base Accrued Interest
868.89
Local Market Value
196618.00
Local Total Cost Amount
194268.00
Local Unrealized Gain Loss
2350.00
Local Accrued Interest
868.89
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
TELEPHONE
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: 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 Apr 2022
Maturity Date
2022-04-30T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
1575000.00
Base Market Value
1565959.50
Base Total Cost
1562572.27
Base Unrealized Gain Loss
3387.23
Base Accrued Interest
4643.68
Local Market Value
1565959.50
Local Total Cost Amount
1562572.27
Local Unrealized Gain Loss
3387.23
Local Accrued Interest
4643.68
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
4.4% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
50000.00
Base Market Value
51357.50
Base Total Cost
53946.00
Base Unrealized Gain Loss
-2588.50
Base Accrued Interest
366.67
Local Market Value
51357.50
Local Total Cost Amount
53946.00
Local Unrealized Gain Loss
-2588.50
Local Accrued Interest
366.67
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
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
3.6% 14 May 2025
Maturity Date
2025-05-14T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
250000.00
Base Market Value
255015.00
Base Total Cost
246305.00
Base Unrealized Gain Loss
8710.00
Base Accrued Interest
1175.00
Local Market Value
255015.00
Local Total Cost Amount
246305.00
Local Unrealized Gain Loss
8710.00
Local Accrued Interest
1175.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HARMAN INTL IND
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARMAN INTL IND
Security Description
4.15% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
175000.00
Base Market Value
181914.25
Base Total Cost
170472.50
Base Unrealized Gain Loss
11441.75
Base Accrued Interest
927.99
Local Market Value
181914.25
Local Total Cost Amount
170472.50
Local Unrealized Gain Loss
11441.75
Local Accrued Interest
927.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COMCAST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMCAST CORP
Security Description
3.375% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
250000.00
Base Market Value
256477.50
Base Total Cost
249687.50
Base Unrealized Gain Loss
6790.00
Base Accrued Interest
3187.50
Local Market Value
256477.50
Local Total Cost Amount
249687.50
Local Unrealized Gain Loss
6790.00
Local Accrued Interest
3187.50
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: WELLTOWER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLTOWER INC
Security Description
4% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
125000.00
Base Market Value
129245.00
Base Total Cost
124907.50
Base Unrealized Gain Loss
4337.50
Base Accrued Interest
416.67
Local Market Value
129245.00
Local Total Cost Amount
124907.50
Local Unrealized Gain Loss
4337.50
Local Accrued Interest
416.67
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
REAL ESTATE
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: FED HM LN PC POOL G07980
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL G07980
Security Description
5% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
5
Original Face
300000.00
Shares Par Value
174964.73
Base Market Value
193187.31
Base Total Cost
198256.93
Base Unrealized Gain Loss
-5069.62
Base Accrued Interest
0
Local Market Value
193187.31
Local Total Cost Amount
198256.93
Local Unrealized Gain Loss
-5069.62
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL6512
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6512
Security Description
1% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
5
Original Face
300000.00
Shares Par Value
192473.28
Base Market Value
213516.38
Base Total Cost
217133.90
Base Unrealized Gain Loss
-3617.52
Base Accrued Interest
0
Local Market Value
213516.38
Local Total Cost Amount
217133.90
Local Unrealized Gain Loss
-3617.52
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: TIME WARNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER INC
Security Description
3.6% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
250000.00
Base Market Value
249432.50
Base Total Cost
249400.00
Base Unrealized Gain Loss
32.50
Base Accrued Interest
4150.00
Local Market Value
249432.50
Local Total Cost Amount
249400.00
Local Unrealized Gain Loss
32.50
Local Accrued Interest
4150.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: COMMSCOPE TECH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMSCOPE TECH LLC
Security Description
6% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
40000.00
Base Market Value
42700.00
Base Total Cost
40000.00
Base Unrealized Gain Loss
2700.00
Base Accrued Interest
106.67
Local Market Value
42700.00
Local Total Cost Amount
40000.00
Local Unrealized Gain Loss
2700.00
Local Accrued Interest
106.67
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
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AUTODESK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AUTODESK INC
Security Description
4.375% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
25000.00
Base Market Value
26373.25
Base Total Cost
24909.25
Base Unrealized Gain Loss
1464.00
Base Accrued Interest
48.61
Local Market Value
26373.25
Local Total Cost Amount
24909.25
Local Unrealized Gain Loss
1464.00
Local Accrued Interest
48.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BHARTI AIRTEL LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BHARTI AIRTEL LTD
Security Description
4.375% 10 Jun 2025
Maturity Date
2025-06-10T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
250000.00
Base Market Value
249997.50
Base Total Cost
248260.00
Base Unrealized Gain Loss
1737.50
Base Accrued Interest
638.02
Local Market Value
249997.50
Local Total Cost Amount
248260.00
Local Unrealized Gain Loss
1737.50
Local Accrued Interest
638.02
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
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