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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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
7.5% 15 Jul 2021
Maturity Date
2021-07-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
2375000.00
Base Market Value
2300781.25
Base Total Cost
2304062.50
Base Unrealized Gain Loss
-3281.25
Base Accrued Interest
82135.41
Local Market Value
2300781.25
Local Total Cost Amount
2304062.50
Local Unrealized Gain Loss
-3281.25
Local Accrued Interest
82135.41
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
Caa1
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1100000.00
Base Market Value
1050500.00
Base Total Cost
1007375.00
Base Unrealized Gain Loss
43125.00
Base Accrued Interest
10450.00
Local Market Value
1050500.00
Local Total Cost Amount
1007375.00
Local Unrealized Gain Loss
43125.00
Local Accrued Interest
10450.00
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
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: SONIC AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SONIC AUTOMOTIVE INC
Security Description
5% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2125000.00
Base Market Value
2021406.25
Base Total Cost
2044718.75
Base Unrealized Gain Loss
-23312.50
Base Accrued Interest
13576.40
Local Market Value
2021406.25
Local Total Cost Amount
2044718.75
Local Unrealized Gain Loss
-23312.50
Local Accrued Interest
13576.40
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: YUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
YUM BRANDS INC
Security Description
5.35% 01 Nov 2043
Maturity Date
2043-11-01T00:00:00.000
Interest Rate
5.35
Original Face
0
Shares Par Value
915000.00
Base Market Value
825787.50
Base Total Cost
807700.00
Base Unrealized Gain Loss
18087.50
Base Accrued Interest
8158.75
Local Market Value
825787.50
Local Total Cost Amount
807700.00
Local Unrealized Gain Loss
18087.50
Local Accrued Interest
8158.75
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
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
5.25% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1445000.00
Base Market Value
1481125.00
Base Total Cost
1415100.00
Base Unrealized Gain Loss
66025.00
Base Accrued Interest
12643.75
Local Market Value
1481125.00
Local Total Cost Amount
1415100.00
Local Unrealized Gain Loss
66025.00
Local Accrued Interest
12643.75
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
ELECTRIC/GAS
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: UNITED CONTINENTAL HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED CONTINENTAL HLDGS
Security Description
6% 01 Dec 2020
Maturity Date
2020-12-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
2555000.00
Base Market Value
2784950.00
Base Total Cost
2631944.86
Base Unrealized Gain Loss
153005.14
Base Accrued Interest
12775.00
Local Market Value
2784950.00
Local Total Cost Amount
2631944.86
Local Unrealized Gain Loss
153005.14
Local Accrued Interest
12775.00
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
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: ENERGY TRANSFER EQUITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER EQUITY
Security Description
5.875% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
875000.00
Base Market Value
927500.00
Base Total Cost
919500.00
Base Unrealized Gain Loss
8000.00
Base Accrued Interest
23703.99
Local Market Value
927500.00
Local Total Cost Amount
919500.00
Local Unrealized Gain Loss
8000.00
Local Accrued Interest
23703.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: LEVI STRAUSS + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVI STRAUSS + CO
Security Description
5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
100000.00
Base Market Value
104500.00
Base Total Cost
102500.00
Base Unrealized Gain Loss
2000.00
Base Accrued Interest
833.33
Local Market Value
104500.00
Local Total Cost Amount
102500.00
Local Unrealized Gain Loss
2000.00
Local Accrued Interest
833.33
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
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: WPX ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WPX ENERGY INC
Security Description
8.25% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
495000.00
Base Market Value
537075.00
Base Total Cost
535775.00
Base Unrealized Gain Loss
1300.00
Base Accrued Interest
17067.19
Local Market Value
537075.00
Local Total Cost Amount
535775.00
Local Unrealized Gain Loss
1300.00
Local Accrued Interest
17067.19
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
ELECTRIC/GAS
Moody S Quality Rating
B3
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: AMC ENTERTAINMENT HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HOLDIN
Security Description
5.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
4275000.00
Base Market Value
4446000.00
Base Total Cost
4283138.30
Base Unrealized Gain Loss
162861.70
Base Accrued Interest
10924.99
Local Market Value
4446000.00
Local Total Cost Amount
4283138.30
Local Unrealized Gain Loss
162861.70
Local Accrued Interest
10924.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ALLIANT HOLDINGS INT LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLIANT HOLDINGS INT LLC
Security Description
8.25% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
725000.00
Base Market Value
770312.50
Base Total Cost
721968.75
Base Unrealized Gain Loss
48343.75
Base Accrued Interest
24921.87
Local Market Value
770312.50
Local Total Cost Amount
721968.75
Local Unrealized Gain Loss
48343.75
Local Accrued Interest
24921.87
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
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SABLE INTL FINANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABLE INTL FINANCE LTD
Security Description
6.875% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1025000.00
Base Market Value
1107000.00
Base Total Cost
1018487.00
Base Unrealized Gain Loss
88513.00
Base Accrued Interest
29361.98
Local Market Value
1107000.00
Local Total Cost Amount
1018487.00
Local Unrealized Gain Loss
88513.00
Local Accrued Interest
29361.98
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
Ba3
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: FIRST HAWAIIAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST HAWAIIAN INC
Security Description
COMMON STOCK USD.01
Interest Rate
0
Original Face
0
Shares Par Value
13500.00
Base Market Value
413370.00
Base Total Cost
453807.90
Base Unrealized Gain Loss
-40437.90
Base Accrued Interest
0
Local Market Value
413370.00
Local Total Cost Amount
453807.90
Local Unrealized Gain Loss
-40437.90
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MSCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MSCI INC
Security Description
5.75% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
55000.00
Base Market Value
59571.60
Base Total Cost
58850.00
Base Unrealized Gain Loss
721.60
Base Accrued Interest
1194.72
Local Market Value
59571.60
Local Total Cost Amount
58850.00
Local Unrealized Gain Loss
721.60
Local Accrued Interest
1194.72
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
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: MIDCONTINENT COMM + FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDCONTINENT COMM + FIN
Security Description
6.875% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
75000.00
Base Market Value
80812.50
Base Total Cost
80250.00
Base Unrealized Gain Loss
562.50
Base Accrued Interest
1947.91
Local Market Value
80812.50
Local Total Cost Amount
80250.00
Local Unrealized Gain Loss
562.50
Local Accrued Interest
1947.91
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
B3
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
8% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
2250000.00
Base Market Value
2553750.00
Base Total Cost
2499025.00
Base Unrealized Gain Loss
54725.00
Base Accrued Interest
82999.98
Local Market Value
2553750.00
Local Total Cost Amount
2499025.00
Local Unrealized Gain Loss
54725.00
Local Accrued Interest
82999.98
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
B3
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: BNP PARIBAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BNP PARIBAS
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1080000.00
Base Market Value
1201500.00
Base Total Cost
1179568.75
Base Unrealized Gain Loss
21931.25
Base Accrued Interest
29204.98
Local Market Value
1201500.00
Local Total Cost Amount
1179568.75
Local Unrealized Gain Loss
21931.25
Local Accrued Interest
29204.98
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
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
7.375% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1910000.00
Base Market Value
1886125.00
Base Total Cost
1883731.25
Base Unrealized Gain Loss
2393.75
Base Accrued Interest
23477.06
Local Market Value
1886125.00
Local Total Cost Amount
1883731.25
Local Unrealized Gain Loss
2393.75
Local Accrued Interest
23477.06
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
ELECTRIC/GAS
Moody S Quality Rating
B3
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.625% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1110000.00
Base Market Value
1154400.00
Base Total Cost
1124089.60
Base Unrealized Gain Loss
30310.40
Base Accrued Interest
2775.00
Local Market Value
1154400.00
Local Total Cost Amount
1124089.60
Local Unrealized Gain Loss
30310.40
Local Accrued Interest
2775.00
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
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: HILL ROM HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILL ROM HOLDINGS INC
Security Description
5.75% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
70000.00
Base Market Value
73675.00
Base Total Cost
72712.50
Base Unrealized Gain Loss
962.50
Base Accrued Interest
1341.67
Local Market Value
73675.00
Local Total Cost Amount
72712.50
Local Unrealized Gain Loss
962.50
Local Accrued Interest
1341.67
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
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: ONEOK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEOK INC
Security Description
7.5% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
1235000.00
Base Market Value
1472737.50
Base Total Cost
1373112.50
Base Unrealized Gain Loss
99625.00
Base Accrued Interest
30875.00
Local Market Value
1472737.50
Local Total Cost Amount
1373112.50
Local Unrealized Gain Loss
99625.00
Local Accrued Interest
30875.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
6.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
2525000.00
Base Market Value
2525000.00
Base Total Cost
2481719.37
Base Unrealized Gain Loss
43280.63
Base Accrued Interest
7575.00
Local Market Value
2525000.00
Local Total Cost Amount
2481719.37
Local Unrealized Gain Loss
43280.63
Local Accrued Interest
7575.00
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
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: STANDARDAERO AVIATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STANDARDAERO AVIATION
Security Description
10% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
3310000.00
Base Market Value
3665825.00
Base Total Cost
3379975.00
Base Unrealized Gain Loss
285850.00
Base Accrued Interest
152755.53
Local Market Value
3665825.00
Local Total Cost Amount
3379975.00
Local Unrealized Gain Loss
285850.00
Local Accrued Interest
152755.53
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
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTESA SANPAOLO SPA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTESA SANPAOLO SPA
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
7.7
Original Face
0
Shares Par Value
2600000.00
Base Market Value
2700750.00
Base Total Cost
2592531.25
Base Unrealized Gain Loss
108218.75
Base Accrued Interest
57835.56
Local Market Value
2700750.00
Local Total Cost Amount
2592531.25
Local Unrealized Gain Loss
108218.75
Local Accrued Interest
57835.56
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
Ba3
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
6.625% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1100100.00
Base Total Cost
1081000.00
Base Unrealized Gain Loss
19100.00
Base Accrued Interest
30548.60
Local Market Value
1100100.00
Local Total Cost Amount
1081000.00
Local Unrealized Gain Loss
19100.00
Local Accrued Interest
30548.60
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
10.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
10.125
Original Face
0
Shares Par Value
1850000.00
Base Market Value
2146000.00
Base Total Cost
1859012.81
Base Unrealized Gain Loss
286987.19
Base Accrued Interest
86371.89
Local Market Value
2146000.00
Local Total Cost Amount
1859012.81
Local Unrealized Gain Loss
286987.19
Local Accrued Interest
86371.89
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
10.875% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
10.875
Original Face
0
Shares Par Value
6505000.00
Base Market Value
7830393.75
Base Total Cost
7558162.50
Base Unrealized Gain Loss
272231.25
Base Accrued Interest
326198.69
Local Market Value
7830393.75
Local Total Cost Amount
7558162.50
Local Unrealized Gain Loss
272231.25
Local Accrued Interest
326198.69
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: GULFPORT ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFPORT ENERGY CORP
Security Description
6.625% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1985000.00
Base Market Value
1989962.50
Base Total Cost
1860818.35
Base Unrealized Gain Loss
129144.15
Base Accrued Interest
21917.71
Local Market Value
1989962.50
Local Total Cost Amount
1860818.35
Local Unrealized Gain Loss
129144.15
Local Accrued Interest
21917.71
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
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: MATADOR RESOURCES CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATADOR RESOURCES CO
Security Description
6.875% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
5610000.00
Base Market Value
5820375.00
Base Total Cost
5564831.25
Base Unrealized Gain Loss
255543.75
Base Accrued Interest
81422.89
Local Market Value
5820375.00
Local Total Cost Amount
5564831.25
Local Unrealized Gain Loss
255543.75
Local Accrued Interest
81422.89
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
ELECTRIC/GAS
Moody S Quality Rating
B3
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: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
7% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
6970000.00
Base Market Value
7440475.00
Base Total Cost
6973104.54
Base Unrealized Gain Loss
467370.46
Base Accrued Interest
40658.34
Local Market Value
7440475.00
Local Total Cost Amount
6973104.54
Local Unrealized Gain Loss
467370.46
Local Accrued Interest
40658.34
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
B3
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: KINDRED HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDRED HEALTHCARE INC
Security Description
8% 15 Jan 2020
Maturity Date
2020-01-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
875000.00
Base Market Value
918750.00
Base Total Cost
883871.87
Base Unrealized Gain Loss
34878.13
Base Accrued Interest
32277.78
Local Market Value
918750.00
Local Total Cost Amount
883871.87
Local Unrealized Gain Loss
34878.13
Local Accrued Interest
32277.78
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
B3
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: HUNTINGTON INGALLS INDUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUNTINGTON INGALLS INDUS
Security Description
5% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
50000.00
Base Market Value
53687.50
Base Total Cost
52187.50
Base Unrealized Gain Loss
1500.00
Base Accrued Interest
319.44
Local Market Value
53687.50
Local Total Cost Amount
52187.50
Local Unrealized Gain Loss
1500.00
Local Accrued Interest
319.44
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: 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
21395304.02
Base Market Value
21395304.02
Base Total Cost
21395304.02
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
21395304.02
Local Total Cost Amount
21395304.02
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: CROWN CORK + SEAL CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CORK + SEAL CO INC
Security Description
7.375% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
130000.00
Base Market Value
150475.00
Base Total Cost
139162.50
Base Unrealized Gain Loss
11312.50
Base Accrued Interest
426.10
Local Market Value
150475.00
Local Total Cost Amount
139162.50
Local Unrealized Gain Loss
11312.50
Local Accrued Interest
426.10
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: PACTIV LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PACTIV LLC
Security Description
7.95% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
7.95
Original Face
0
Shares Par Value
650000.00
Base Market Value
728000.00
Base Total Cost
602312.50
Base Unrealized Gain Loss
125687.50
Base Accrued Interest
2296.67
Local Market Value
728000.00
Local Total Cost Amount
602312.50
Local Unrealized Gain Loss
125687.50
Local Accrued Interest
2296.67
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
Caa2
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: NEW ALBERTSONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ALBERTSONS INC
Security Description
7.45% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
7.45
Original Face
0
Shares Par Value
345000.00
Base Market Value
334650.00
Base Total Cost
337037.50
Base Unrealized Gain Loss
-2387.50
Base Accrued Interest
10709.37
Local Market Value
334650.00
Local Total Cost Amount
337037.50
Local Unrealized Gain Loss
-2387.50
Local Accrued Interest
10709.37
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
WR
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: HESS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HESS CORP
Security Description
7.875% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
903000.00
Base Market Value
1091808.27
Base Total Cost
921552.18
Base Unrealized Gain Loss
170256.09
Base Accrued Interest
17777.82
Local Market Value
1091808.27
Local Total Cost Amount
921552.18
Local Unrealized Gain Loss
170256.09
Local Accrued Interest
17777.82
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
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: SPRINT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CAPITAL CORP
Security Description
6.9% 01 May 2019
Maturity Date
2019-05-01T00:00:00.000
Interest Rate
6.9
Original Face
0
Shares Par Value
975000.00
Base Market Value
1040763.75
Base Total Cost
978656.25
Base Unrealized Gain Loss
62107.50
Base Accrued Interest
11212.50
Local Market Value
1040763.75
Local Total Cost Amount
978656.25
Local Unrealized Gain Loss
62107.50
Local Accrued Interest
11212.50
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
B3
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
8.125% 16 Aug 2030
Maturity Date
2030-08-16T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
210000.00
Base Market Value
247275.00
Base Total Cost
203825.00
Base Unrealized Gain Loss
43450.00
Base Accrued Interest
6398.44
Local Market Value
247275.00
Local Total Cost Amount
203825.00
Local Unrealized Gain Loss
43450.00
Local Accrued Interest
6398.44
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
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: ENCANA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCANA CORP
Security Description
8.125% 15 Sep 2030
Maturity Date
2030-09-15T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
395000.00
Base Market Value
501539.40
Base Total Cost
406966.20
Base Unrealized Gain Loss
94573.20
Base Accrued Interest
9449.83
Local Market Value
501539.40
Local Total Cost Amount
406966.20
Local Unrealized Gain Loss
94573.20
Local Accrued Interest
9449.83
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
Ba2
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: CALPINE CORP ESCROW 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP ESCROW 4
Security Description
8.75% 15 Jul 2049
Maturity Date
2049-07-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
500000.00
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
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALPINE CORP ESCROW 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP ESCROW 4
Security Description
8.5% 31 Dec 2049
Maturity Date
2049-12-31T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
1215000.00
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
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
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
314206.73
Base Market Value
314206.73
Base Total Cost
314206.73
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
314206.73
Local Total Cost Amount
314206.73
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: FIRST WAVE MARINE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST WAVE MARINE INC
Security Description
11% 01 Feb 2008
Maturity Date
2008-02-01T00:00:00.000
Interest Rate
11
Original Face
0
Shares Par Value
750000.00
Base Market Value
0.00
Base Total Cost
732027.78
Base Unrealized Gain Loss
-732027.78
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
732027.78
Local Unrealized Gain Loss
-732027.78
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
WR
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: EAGLE GEOPHYSICAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EAGLE GEOPHYSICAL INC
Security Description
10.75% 31 Dec 2008
Maturity Date
2008-12-31T00:00:00.000
Interest Rate
10.75
Original Face
0
Shares Par Value
1250000.00
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
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AT7105
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT7105
Security Description
4% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
4
Original Face
323920.00
Shares Par Value
167910.36
Base Market Value
177623.97
Base Total Cost
177171.69
Base Unrealized Gain Loss
452.28
Base Accrued Interest
0
Local Market Value
177623.97
Local Total Cost Amount
177171.69
Local Unrealized Gain Loss
452.28
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA POOL AE7696
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL AE7696
Security Description
3.5% 15 Aug 2043
Maturity Date
2043-08-15T00:00:00.000
Interest Rate
3.5
Original Face
1659390.00
Shares Par Value
1211868.86
Base Market Value
1263252.10
Base Total Cost
1254284.28
Base Unrealized Gain Loss
8967.82
Base Accrued Interest
0
Local Market Value
1263252.10
Local Total Cost Amount
1254284.28
Local Unrealized Gain Loss
8967.82
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HM LN PC POOL Q17363
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL Q17363
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
1128203.00
Shares Par Value
769061.48
Base Market Value
772837.57
Base Total Cost
756684.40
Base Unrealized Gain Loss
16153.17
Base Accrued Interest
0
Local Market Value
772837.57
Local Total Cost Amount
756684.40
Local Unrealized Gain Loss
16153.17
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 MA2028
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2028
Security Description
4.5% 01 Sep 2044
Maturity Date
2044-09-01T00:00:00.000
Interest Rate
4.5
Original Face
2015242.00
Shares Par Value
965761.14
Base Market Value
1037227.46
Base Total Cost
1052223.89
Base Unrealized Gain Loss
-14996.43
Base Accrued Interest
0
Local Market Value
1037227.46
Local Total Cost Amount
1052223.89
Local Unrealized Gain Loss
-14996.43
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 MA2078
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2078
Security Description
4% 01 Nov 2044
Maturity Date
2044-11-01T00:00:00.000
Interest Rate
4
Original Face
2628052.00
Shares Par Value
1747341.89
Base Market Value
1837696.94
Base Total Cost
1855869.84
Base Unrealized Gain Loss
-18172.90
Base Accrued Interest
0
Local Market Value
1837696.94
Local Total Cost Amount
1855869.84
Local Unrealized Gain Loss
-18172.90
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
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