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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: FNMA POOL 677303
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 677303
Security Description
5.5% 01 Jan 2033
Maturity Date
2033-01-01T00:00:00.000
Interest Rate
5.5
Original Face
894000.00
Shares Par Value
15073.06
Base Market Value
16859.22
Base Total Cost
15342.72
Base Unrealized Gain Loss
1516.50
Base Accrued Interest
0
Local Market Value
16859.22
Local Total Cost Amount
15342.72
Local Unrealized Gain Loss
1516.50
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: FED HOME LN DISCOUNT NT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HOME LN DISCOUNT NT
Security Description
0.01% 31 Aug 2017
Maturity Date
2017-08-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
5500000.00
Base Market Value
5490815.00
Base Total Cost
5488560.00
Base Unrealized Gain Loss
2255.00
Base Accrued Interest
0
Local Market Value
5490815.00
Local Total Cost Amount
5488560.00
Local Unrealized Gain Loss
2255.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
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: FED HOME LN DISCOUNT NT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HOME LN DISCOUNT NT
Security Description
0.01% 05 Jul 2017
Maturity Date
2017-07-05T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
15000000.00
Base Market Value
14999100.00
Base Total Cost
14982708.33
Base Unrealized Gain Loss
16391.67
Base Accrued Interest
0
Local Market Value
14999100.00
Local Total Cost Amount
14982708.33
Local Unrealized Gain Loss
16391.67
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
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: FED HOME LN DISCOUNT NT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HOME LN DISCOUNT NT
Security Description
0.01% 17 Jul 2017
Maturity Date
2017-07-17T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
15000000.00
Base Market Value
14994150.00
Base Total Cost
14974987.50
Base Unrealized Gain Loss
19162.50
Base Accrued Interest
0
Local Market Value
14994150.00
Local Total Cost Amount
14974987.50
Local Unrealized Gain Loss
19162.50
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
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: FED HOME LN DISCOUNT NT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HOME LN DISCOUNT NT
Security Description
0.01% 20 Jul 2017
Maturity Date
2017-07-20T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
12500000.00
Base Market Value
12494125.00
Base Total Cost
12491583.33
Base Unrealized Gain Loss
2541.67
Base Accrued Interest
0
Local Market Value
12494125.00
Local Total Cost Amount
12491583.33
Local Unrealized Gain Loss
2541.67
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
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: FED HOME LN DISCOUNT NT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HOME LN DISCOUNT NT
Security Description
0.01% 10 Jul 2017
Maturity Date
2017-07-10T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
18000000.00
Base Market Value
17996580.00
Base Total Cost
17963100.00
Base Unrealized Gain Loss
33480.00
Base Accrued Interest
0
Local Market Value
17996580.00
Local Total Cost Amount
17963100.00
Local Unrealized Gain Loss
33480.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
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: FED HM LN PC POOL D83203
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HM LN PC POOL D83203
Security Description
6.5% 01 Oct 2027
Maturity Date
2027-10-01T00:00:00.000
Interest Rate
6.5
Original Face
130000.00
Shares Par Value
110.64
Base Market Value
122.30
Base Total Cost
115.98
Base Unrealized Gain Loss
6.32
Base Accrued Interest
0
Local Market Value
122.30
Local Total Cost Amount
115.98
Local Unrealized Gain Loss
6.32
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: FED HOME LN DISCOUNT NT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HOME LN DISCOUNT NT
Security Description
0.01% 26 Jul 2017
Maturity Date
2017-07-26T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
12500000.00
Base Market Value
12492000.00
Base Total Cost
12480194.45
Base Unrealized Gain Loss
11805.55
Base Accrued Interest
0
Local Market Value
12492000.00
Local Total Cost Amount
12480194.45
Local Unrealized Gain Loss
11805.55
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
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: REPUBLIC OF CHILE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF CHILE
Security Description
3.86% 21 Jun 2047
Maturity Date
2047-06-21T00:00:00.000
Interest Rate
3.86
Original Face
0
Shares Par Value
3120000.00
Base Market Value
3127800.00
Base Total Cost
3115039.20
Base Unrealized Gain Loss
12760.80
Base Accrued Interest
3345.33
Local Market Value
3127800.00
Local Total Cost Amount
3115039.20
Local Unrealized Gain Loss
12760.80
Local Accrued Interest
3345.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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
2690000.00
Base Market Value
2657316.50
Base Total Cost
2687767.30
Base Unrealized Gain Loss
-30450.80
Base Accrued Interest
2488.25
Local Market Value
2657316.50
Local Total Cost Amount
2687767.30
Local Unrealized Gain Loss
-30450.80
Local Accrued Interest
2488.25
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
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: RECKITT BENCKISER TSY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RECKITT BENCKISER TSY
Security Description
2.75% 26 Jun 2024
Maturity Date
2024-06-26T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
5375000.00
Base Market Value
5329420.00
Base Total Cost
5369195.00
Base Unrealized Gain Loss
-39775.00
Base Accrued Interest
2052.95
Local Market Value
5329420.00
Local Total Cost Amount
5369195.00
Local Unrealized Gain Loss
-39775.00
Local Accrued Interest
2052.95
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
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: 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
2690000.00
Base Market Value
2650295.60
Base Total Cost
2667565.40
Base Unrealized Gain Loss
-17269.80
Base Accrued Interest
0
Local Market Value
2650295.60
Local Total Cost Amount
2667565.40
Local Unrealized Gain Loss
-17269.80
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: FOMENTO ECONOMICO MEX
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FOMENTO ECONOMICO MEX
Security Description
4.375% 10 May 2043
Maturity Date
2043-05-10T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
2710000.00
Base Market Value
2749457.60
Base Total Cost
2566815.00
Base Unrealized Gain Loss
182642.60
Base Accrued Interest
16796.34
Local Market Value
2749457.60
Local Total Cost Amount
2566815.00
Local Unrealized Gain Loss
182642.60
Local Accrued Interest
16796.34
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
A-
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
4.15% 01 Jul 2023
Maturity Date
2023-07-01T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
2030000.00
Base Market Value
2084789.70
Base Total Cost
2025233.90
Base Unrealized Gain Loss
59555.80
Base Accrued Interest
0
Local Market Value
2084789.70
Local Total Cost Amount
2025233.90
Local Unrealized Gain Loss
59555.80
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
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: SOLAR STAR FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOLAR STAR FUNDING LLC
Security Description
5.375% 30 Jun 2035
Maturity Date
2035-06-30T00:00:00.000
Interest Rate
5.375
Original Face
1065000.00
Shares Par Value
1038629.22
Base Market Value
1123038.62
Base Total Cost
1038629.22
Base Unrealized Gain Loss
84409.40
Base Accrued Interest
155.07
Local Market Value
1123038.62
Local Total Cost Amount
1038629.22
Local Unrealized Gain Loss
84409.40
Local Accrued Interest
155.07
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: RELX CAPITAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RELX CAPITAL INC
Security Description
3.125% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
2095000.00
Base Market Value
2099797.55
Base Total Cost
2049230.55
Base Unrealized Gain Loss
50567.00
Base Accrued Interest
13821.16
Local Market Value
2099797.55
Local Total Cost Amount
2049230.55
Local Unrealized Gain Loss
50567.00
Local Accrued Interest
13821.16
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: NUCOR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUCOR CORP
Security Description
4% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
4445000.00
Base Market Value
4698187.20
Base Total Cost
4532645.95
Base Unrealized Gain Loss
165541.25
Base Accrued Interest
74083.33
Local Market Value
4698187.20
Local Total Cost Amount
4532645.95
Local Unrealized Gain Loss
165541.25
Local Accrued Interest
74083.33
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
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: NUSTAR LOGISTICS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUSTAR LOGISTICS LP
Security Description
6.75% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1090000.00
Base Total Cost
1019987.90
Base Unrealized Gain Loss
70012.10
Base Accrued Interest
28125.01
Local Market Value
1090000.00
Local Total Cost Amount
1019987.90
Local Unrealized Gain Loss
70012.10
Local Accrued Interest
28125.01
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
5.125% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
500000.00
Base Market Value
521875.00
Base Total Cost
500277.50
Base Unrealized Gain Loss
21597.50
Base Accrued Interest
4270.82
Local Market Value
521875.00
Local Total Cost Amount
500277.50
Local Unrealized Gain Loss
21597.50
Local Accrued Interest
4270.82
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
INDUSTRIAL
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: COMISION FED DE ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMISION FED DE ELECTRIC
Security Description
4.875% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1480000.00
Base Market Value
1563250.00
Base Total Cost
1482688.18
Base Unrealized Gain Loss
80561.82
Base Accrued Interest
33269.16
Local Market Value
1563250.00
Local Total Cost Amount
1482688.18
Local Unrealized Gain Loss
80561.82
Local Accrued Interest
33269.16
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: ZOETIS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZOETIS INC
Security Description
3.25% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
2590000.00
Base Market Value
2654465.10
Base Total Cost
2486555.40
Base Unrealized Gain Loss
167909.70
Base Accrued Interest
35072.92
Local Market Value
2654465.10
Local Total Cost Amount
2486555.40
Local Unrealized Gain Loss
167909.70
Local Accrued Interest
35072.92
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: SANTANDER UK PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK PLC
Security Description
5% 07 Nov 2023
Maturity Date
2023-11-07T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2390000.00
Base Market Value
2562127.80
Base Total Cost
2436170.46
Base Unrealized Gain Loss
125957.34
Base Accrued Interest
17925.00
Local Market Value
2562127.80
Local Total Cost Amount
2436170.46
Local Unrealized Gain Loss
125957.34
Local Accrued Interest
17925.00
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
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: EATON CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EATON CORP
Security Description
2.75% 02 Nov 2022
Maturity Date
2022-11-02T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
7395000.00
Base Market Value
7435302.75
Base Total Cost
7095157.00
Base Unrealized Gain Loss
340145.75
Base Accrued Interest
33328.85
Local Market Value
7435302.75
Local Total Cost Amount
7095157.00
Local Unrealized Gain Loss
340145.75
Local Accrued Interest
33328.85
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: CAPITAL ONE BANK USA NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE BANK USA NA
Security Description
2.15% 21 Nov 2018
Maturity Date
2018-11-21T00:00:00.000
Interest Rate
2.15
Original Face
0
Shares Par Value
2100000.00
Base Market Value
2102835.00
Base Total Cost
2104346.70
Base Unrealized Gain Loss
-1511.70
Base Accrued Interest
5016.67
Local Market Value
2102835.00
Local Total Cost Amount
2104346.70
Local Unrealized Gain Loss
-1511.70
Local Accrued Interest
5016.67
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
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.125% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
635000.00
Base Market Value
667346.90
Base Total Cost
641368.95
Base Unrealized Gain Loss
25977.95
Base Accrued Interest
17934.34
Local Market Value
667346.90
Local Total Cost Amount
641368.95
Local Unrealized Gain Loss
25977.95
Local Accrued Interest
17934.34
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
TELEPHONE
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
5% 24 Nov 2025
Maturity Date
2025-11-24T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
4605000.00
Base Market Value
5007753.30
Base Total Cost
4715767.75
Base Unrealized Gain Loss
291985.55
Base Accrued Interest
23664.58
Local Market Value
5007753.30
Local Total Cost Amount
4715767.75
Local Unrealized Gain Loss
291985.55
Local Accrued Interest
23664.58
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: COCA COLA FEMSA SAB CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COCA COLA FEMSA SAB CV
Security Description
2.375% 26 Nov 2018
Maturity Date
2018-11-26T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
4320000.00
Base Market Value
4341513.60
Base Total Cost
4344277.05
Base Unrealized Gain Loss
-2763.45
Base Accrued Interest
9975.00
Local Market Value
4341513.60
Local Total Cost Amount
4344277.05
Local Unrealized Gain Loss
-2763.45
Local Accrued Interest
9975.00
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
Moody S Quality Rating
A2
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: COOPERATIEVE RABOBANK UA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COOPERATIEVE RABOBANK UA
Security Description
4.625% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1430000.00
Base Market Value
1541025.20
Base Total Cost
1451965.30
Base Unrealized Gain Loss
89059.90
Base Accrued Interest
5511.45
Local Market Value
1541025.20
Local Total Cost Amount
1451965.30
Local Unrealized Gain Loss
89059.90
Local Accrued Interest
5511.45
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
A3
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
5% 21 Jan 2044
Maturity Date
2044-01-21T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
6790000.00
Base Market Value
7675755.50
Base Total Cost
7255380.07
Base Unrealized Gain Loss
420375.43
Base Accrued Interest
150888.89
Local Market Value
7675755.50
Local Total Cost Amount
7255380.07
Local Unrealized Gain Loss
420375.43
Local Accrued Interest
150888.89
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
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: PNC BANK NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PNC BANK NA
Security Description
2.2% 28 Jan 2019
Maturity Date
2019-01-28T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
1355000.00
Base Market Value
1362289.90
Base Total Cost
1355262.55
Base Unrealized Gain Loss
7027.35
Base Accrued Interest
12669.25
Local Market Value
1362289.90
Local Total Cost Amount
1355262.55
Local Unrealized Gain Loss
7027.35
Local Accrued Interest
12669.25
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
FINANCE
Moody S Quality Rating
A2
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: EQUINIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUINIX INC
Security Description
5.375% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
540000.00
Base Market Value
575775.00
Base Total Cost
540000.00
Base Unrealized Gain Loss
35775.00
Base Accrued Interest
3708.75
Local Market Value
575775.00
Local Total Cost Amount
540000.00
Local Unrealized Gain Loss
35775.00
Local Accrued Interest
3708.75
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
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: GENERAL MOTORS FINL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS FINL CO
Security Description
4.25% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1065000.00
Base Market Value
1113404.25
Base Total Cost
1056360.60
Base Unrealized Gain Loss
57043.65
Base Accrued Interest
5783.54
Local Market Value
1113404.25
Local Total Cost Amount
1056360.60
Local Unrealized Gain Loss
57043.65
Local Accrued Interest
5783.54
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: 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 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
960000.00
Base Market Value
936000.00
Base Total Cost
978428.75
Base Unrealized Gain Loss
-42428.75
Base Accrued Interest
18799.99
Local Market Value
936000.00
Local Total Cost Amount
978428.75
Local Unrealized Gain Loss
-42428.75
Local Accrued Interest
18799.99
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
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: NISSAN MOTOR ACCEPTANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISSAN MOTOR ACCEPTANCE
Security Description
2.35% 04 Mar 2019
Maturity Date
2019-03-04T00:00:00.000
Interest Rate
2.35
Original Face
0
Shares Par Value
5845000.00
Base Market Value
5876563.00
Base Total Cost
5869613.60
Base Unrealized Gain Loss
6949.40
Base Accrued Interest
44641.19
Local Market Value
5876563.00
Local Total Cost Amount
5869613.60
Local Unrealized Gain Loss
6949.40
Local Accrued Interest
44641.19
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
FINANCE
Moody S Quality Rating
A2
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: LONE STAR FUND VIII
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LONE STAR FUND VIII
Interest Rate
0
Original Face
0
Shares Par Value
66136409.37
Base Market Value
52793388.78
Base Total Cost
40957948.62
Base Unrealized Gain Loss
11835440.16
Base Accrued Interest
0
Local Market Value
52793388.78
Local Total Cost Amount
40957948.62
Local Unrealized Gain Loss
11835440.16
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
LMTD PARTNRSHIP UNTS
Major Industry Name
VENTURE CAPITAL
Minor Industry Name
VENTURE CAPITAL
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMSTED INDUSTRIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMSTED INDUSTRIES
Security Description
5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
795000.00
Base Market Value
820837.50
Base Total Cost
799050.00
Base Unrealized Gain Loss
21787.50
Base Accrued Interest
11704.17
Local Market Value
820837.50
Local Total Cost Amount
799050.00
Local Unrealized Gain Loss
21787.50
Local Accrued Interest
11704.17
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
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: HSBC HOLDINGS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HSBC HOLDINGS PLC
Security Description
4.25% 14 Mar 2024
Maturity Date
2024-03-14T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
2825000.00
Base Market Value
2922490.75
Base Total Cost
2847954.55
Base Unrealized Gain Loss
74536.20
Base Accrued Interest
35685.24
Local Market Value
2922490.75
Local Total Cost Amount
2847954.55
Local Unrealized Gain Loss
74536.20
Local Accrued Interest
35685.24
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
A2
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: ENLINK MIDSTREAM PARTNER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENLINK MIDSTREAM PARTNER
Security Description
4.4% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1218240.00
Base Total Cost
1263864.00
Base Unrealized Gain Loss
-45624.00
Base Accrued Interest
13200.00
Local Market Value
1218240.00
Local Total Cost Amount
1263864.00
Local Unrealized Gain Loss
-45624.00
Local Accrued Interest
13200.00
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
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: SUNOCO LOGISTICS PARTNER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUNOCO LOGISTICS PARTNER
Security Description
5.3% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
1020000.00
Base Market Value
994377.60
Base Total Cost
1032822.45
Base Unrealized Gain Loss
-38444.85
Base Accrued Interest
13515.00
Local Market Value
994377.60
Local Total Cost Amount
1032822.45
Local Unrealized Gain Loss
-38444.85
Local Accrued Interest
13515.00
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
5.375% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1030000.00
Base Total Cost
1017400.00
Base Unrealized Gain Loss
12600.00
Base Accrued Interest
24784.72
Local Market Value
1030000.00
Local Total Cost Amount
1017400.00
Local Unrealized Gain Loss
12600.00
Local Accrued Interest
24784.72
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
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: GRUPO TELEVISA SAB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRUPO TELEVISA SAB
Security Description
5% 13 May 2045
Maturity Date
2045-05-13T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1605000.00
Base Market Value
1543977.90
Base Total Cost
1585145.30
Base Unrealized Gain Loss
-41167.40
Base Accrued Interest
10700.00
Local Market Value
1543977.90
Local Total Cost Amount
1585145.30
Local Unrealized Gain Loss
-41167.40
Local Accrued Interest
10700.00
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
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: GENESIS ENERGY LP/GENESI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENESIS ENERGY LP/GENESI
Security Description
5.625% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
275000.00
Base Market Value
260562.50
Base Total Cost
269656.25
Base Unrealized Gain Loss
-9093.75
Base Accrued Interest
687.50
Local Market Value
260562.50
Local Total Cost Amount
269656.25
Local Unrealized Gain Loss
-9093.75
Local Accrued Interest
687.50
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
ELECTRIC/GAS
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: FIRSTENERGY TRANSMISSION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTENERGY TRANSMISSION
Security Description
4.35% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
3540000.00
Base Market Value
3699052.20
Base Total Cost
3598756.20
Base Unrealized Gain Loss
100296.00
Base Accrued Interest
71006.52
Local Market Value
3699052.20
Local Total Cost Amount
3598756.20
Local Unrealized Gain Loss
100296.00
Local Accrued Interest
71006.52
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
BB+
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
5.875% 28 May 2045
Maturity Date
2045-05-28T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2305000.00
Base Market Value
2115990.00
Base Total Cost
2289431.85
Base Unrealized Gain Loss
-173441.85
Base Accrued Interest
12413.38
Local Market Value
2115990.00
Local Total Cost Amount
2289431.85
Local Unrealized Gain Loss
-173441.85
Local Accrued Interest
12413.38
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: MURPHY OIL USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL USA INC
Security Description
6% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1755000.00
Base Market Value
1851525.00
Base Total Cost
1792270.55
Base Unrealized Gain Loss
59254.45
Base Accrued Interest
39780.00
Local Market Value
1851525.00
Local Total Cost Amount
1792270.55
Local Unrealized Gain Loss
59254.45
Local Accrued Interest
39780.00
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
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: MACQUARIE BANK LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACQUARIE BANK LTD
Security Description
2.6% 24 Jun 2019
Maturity Date
2019-06-24T00:00:00.000
Interest Rate
2.6
Original Face
0
Shares Par Value
2590000.00
Base Market Value
2611911.40
Base Total Cost
2599714.05
Base Unrealized Gain Loss
12197.35
Base Accrued Interest
1309.39
Local Market Value
2611911.40
Local Total Cost Amount
2599714.05
Local Unrealized Gain Loss
12197.35
Local Accrued Interest
1309.39
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
A2
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
2.5% 29 Jul 2019
Maturity Date
2019-07-29T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
4710000.00
Base Market Value
4752295.80
Base Total Cost
4771512.60
Base Unrealized Gain Loss
-19216.80
Base Accrued Interest
49716.67
Local Market Value
4752295.80
Local Total Cost Amount
4771512.60
Local Unrealized Gain Loss
-19216.80
Local Accrued Interest
49716.67
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
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: EQT MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQT MIDSTREAM PARTNERS L
Security Description
4% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
2715000.00
Base Market Value
2755073.40
Base Total Cost
2703277.00
Base Unrealized Gain Loss
51796.40
Base Accrued Interest
45250.00
Local Market Value
2755073.40
Local Total Cost Amount
2703277.00
Local Unrealized Gain Loss
51796.40
Local Accrued Interest
45250.00
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
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: ANTHEM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTHEM INC
Security Description
3.5% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
2555000.00
Base Market Value
2626335.60
Base Total Cost
2561704.33
Base Unrealized Gain Loss
64631.27
Base Accrued Interest
33782.78
Local Market Value
2626335.60
Local Total Cost Amount
2561704.33
Local Unrealized Gain Loss
64631.27
Local Accrued Interest
33782.78
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
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: UBS AG STAMFORD CT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UBS AG STAMFORD CT
Security Description
2.375% 14 Aug 2019
Maturity Date
2019-08-14T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
2085000.00
Base Market Value
2103973.50
Base Total Cost
2096509.20
Base Unrealized Gain Loss
7464.30
Base Accrued Interest
18844.63
Local Market Value
2103973.50
Local Total Cost Amount
2096509.20
Local Unrealized Gain Loss
7464.30
Local Accrued Interest
18844.63
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
A1
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
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