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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: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
3% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
2235000.00
Base Market Value
2219645.55
Base Total Cost
2233010.85
Base Unrealized Gain Loss
-13365.30
Base Accrued Interest
30917.50
Local Market Value
2219645.55
Local Total Cost Amount
2233010.85
Local Unrealized Gain Loss
-13365.30
Local Accrued Interest
30917.50
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: HYUNDAI CAPITAL AMERICA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HYUNDAI CAPITAL AMERICA
Security Description
2.55% 06 Feb 2019
Maturity Date
2019-02-06T00:00:00.000
Interest Rate
2.55
Original Face
0
Shares Par Value
6385000.00
Base Market Value
6408943.75
Base Total Cost
6388283.75
Base Unrealized Gain Loss
20660.00
Base Accrued Interest
65579.28
Local Market Value
6408943.75
Local Total Cost Amount
6388283.75
Local Unrealized Gain Loss
20660.00
Local Accrued Interest
65579.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELPHI CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELPHI CORP
Security Description
4.15% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
2595000.00
Base Market Value
2725113.30
Base Total Cost
2585891.55
Base Unrealized Gain Loss
139221.75
Base Accrued Interest
31709.46
Local Market Value
2725113.30
Local Total Cost Amount
2585891.55
Local Unrealized Gain Loss
139221.75
Local Accrued Interest
31709.46
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: UNITED AIR 2014 1 B PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED AIR 2014 1 B PTT
Security Description
4.75% 11 Oct 2023
Maturity Date
2023-10-11T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
2323861.85
Base Market Value
2408101.84
Base Total Cost
2369177.16
Base Unrealized Gain Loss
38924.68
Base Accrued Interest
24529.65
Local Market Value
2408101.84
Local Total Cost Amount
2369177.16
Local Unrealized Gain Loss
38924.68
Local Accrued Interest
24529.65
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
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
4% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
3070000.00
Base Market Value
3216960.90
Base Total Cost
3279251.20
Base Unrealized Gain Loss
-62290.30
Base Accrued Interest
30700.00
Local Market Value
3216960.90
Local Total Cost Amount
3279251.20
Local Unrealized Gain Loss
-62290.30
Local Accrued Interest
30700.00
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
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: INTERPUBLIC GROUP COS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERPUBLIC GROUP COS
Security Description
4.2% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
8555000.00
Base Market Value
9008586.10
Base Total Cost
9030029.05
Base Unrealized Gain Loss
-21442.95
Base Accrued Interest
75854.33
Local Market Value
9008586.10
Local Total Cost Amount
9030029.05
Local Unrealized Gain Loss
-21442.95
Local Accrued Interest
75854.33
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
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: BBVA BANCOMER SA TEXAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BBVA BANCOMER SA TEXAS
Security Description
4.375% 10 Apr 2024
Maturity Date
2024-04-10T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
2260000.00
Base Market Value
2345880.00
Base Total Cost
2237264.40
Base Unrealized Gain Loss
108615.60
Base Accrued Interest
22246.87
Local Market Value
2345880.00
Local Total Cost Amount
2237264.40
Local Unrealized Gain Loss
108615.60
Local Accrued Interest
22246.87
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BROCADE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROCADE COMMUNICATIONS
Security Description
4.625% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1455000.00
Base Market Value
1496831.25
Base Total Cost
1478118.75
Base Unrealized Gain Loss
18712.50
Base Accrued Interest
31029.90
Local Market Value
1496831.25
Local Total Cost Amount
1478118.75
Local Unrealized Gain Loss
18712.50
Local Accrued Interest
31029.90
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: MIZUHO BANK LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIZUHO BANK LTD
Security Description
2.45% 16 Apr 2019
Maturity Date
2019-04-16T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
4208000.00
Base Market Value
4230470.72
Base Total Cost
4200509.76
Base Unrealized Gain Loss
29960.96
Base Accrued Interest
21478.33
Local Market Value
4230470.72
Local Total Cost Amount
4200509.76
Local Unrealized Gain Loss
29960.96
Local Accrued Interest
21478.33
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
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
4620000.00
Base Market Value
4827576.60
Base Total Cost
4780347.40
Base Unrealized Gain Loss
47229.20
Base Accrued Interest
92669.50
Local Market Value
4827576.60
Local Total Cost Amount
4780347.40
Local Unrealized Gain Loss
47229.20
Local Accrued Interest
92669.50
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
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: MARSH + MCLENNAN COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARSH + MCLENNAN COS INC
Security Description
3.5% 03 Jun 2024
Maturity Date
2024-06-03T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1630000.00
Base Market Value
1681703.60
Base Total Cost
1693260.30
Base Unrealized Gain Loss
-11556.70
Base Accrued Interest
4437.22
Local Market Value
1681703.60
Local Total Cost Amount
1693260.30
Local Unrealized Gain Loss
-11556.70
Local Accrued Interest
4437.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTERNATIONAL PAPER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL PAPER CO
Security Description
3.65% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
5600000.00
Base Market Value
5772480.00
Base Total Cost
5579056.00
Base Unrealized Gain Loss
193424.00
Base Accrued Interest
9084.44
Local Market Value
5772480.00
Local Total Cost Amount
5579056.00
Local Unrealized Gain Loss
193424.00
Local Accrued Interest
9084.44
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
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: AMERICAN CAMPUS CMNTYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN CAMPUS CMNTYS
Security Description
4.125% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
5502000.00
Base Market Value
5750195.22
Base Total Cost
5539447.38
Base Unrealized Gain Loss
210747.84
Base Accrued Interest
0
Local Market Value
5750195.22
Local Total Cost Amount
5539447.38
Local Unrealized Gain Loss
210747.84
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
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: GENERAL MOTORS FINL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS FINL CO
Security Description
3.5% 10 Jul 2019
Maturity Date
2019-07-10T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
9215000.00
Base Market Value
9429156.60
Base Total Cost
9311106.65
Base Unrealized Gain Loss
118049.95
Base Accrued Interest
153199.37
Local Market Value
9429156.60
Local Total Cost Amount
9311106.65
Local Unrealized Gain Loss
118049.95
Local Accrued Interest
153199.37
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
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: GENERAL MOTORS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS CO
Security Description
3.5% 02 Oct 2018
Maturity Date
2018-10-02T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1340000.00
Base Market Value
1363530.40
Base Total Cost
1340000.00
Base Unrealized Gain Loss
23530.40
Base Accrued Interest
11594.72
Local Market Value
1363530.40
Local Total Cost Amount
1340000.00
Local Unrealized Gain Loss
23530.40
Local Accrued Interest
11594.72
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
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: LIBERTY MUTUAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MUTUAL GROUP INC
Security Description
4.85% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
4.85
Original Face
0
Shares Par Value
7700000.00
Base Market Value
8261407.00
Base Total Cost
7694082.36
Base Unrealized Gain Loss
567324.64
Base Accrued Interest
155604.17
Local Market Value
8261407.00
Local Total Cost Amount
7694082.36
Local Unrealized Gain Loss
567324.64
Local Accrued Interest
155604.17
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
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: EXPEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPEDIA INC
Security Description
4.5% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
4065000.00
Base Market Value
4277802.75
Base Total Cost
4053876.00
Base Unrealized Gain Loss
223926.75
Base Accrued Interest
69105.00
Local Market Value
4277802.75
Local Total Cost Amount
4053876.00
Local Unrealized Gain Loss
223926.75
Local Accrued Interest
69105.00
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
4.2% 26 Aug 2024
Maturity Date
2024-08-26T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
6960000.00
Base Market Value
7225176.00
Base Total Cost
6984205.80
Base Unrealized Gain Loss
240970.20
Base Accrued Interest
101500.00
Local Market Value
7225176.00
Local Total Cost Amount
6984205.80
Local Unrealized Gain Loss
240970.20
Local Accrued Interest
101500.00
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
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: AMER AIRLN 14 1 B PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 14 1 B PTT
Security Description
4.375% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
747947.98
Base Market Value
763841.87
Base Total Cost
747947.98
Base Unrealized Gain Loss
15893.89
Base Accrued Interest
8180.68
Local Market Value
763841.87
Local Total Cost Amount
747947.98
Local Unrealized Gain Loss
15893.89
Local Accrued Interest
8180.68
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
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: MARSH + MCLENNAN COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARSH + MCLENNAN COS INC
Security Description
3.5% 10 Mar 2025
Maturity Date
2025-03-10T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
3310000.00
Base Market Value
3397218.50
Base Total Cost
3297322.70
Base Unrealized Gain Loss
99895.80
Base Accrued Interest
35720.42
Local Market Value
3397218.50
Local Total Cost Amount
3297322.70
Local Unrealized Gain Loss
99895.80
Local Accrued Interest
35720.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BPCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BPCE SA
Security Description
4.5% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
6230000.00
Base Market Value
6403879.30
Base Total Cost
6196065.30
Base Unrealized Gain Loss
207814.00
Base Accrued Interest
82547.50
Local Market Value
6403879.30
Local Total Cost Amount
6196065.30
Local Unrealized Gain Loss
207814.00
Local Accrued Interest
82547.50
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMPHENOL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMPHENOL CORP
Security Description
3.125% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
5345000.00
Base Market Value
5469271.25
Base Total Cost
5340296.40
Base Unrealized Gain Loss
128974.85
Base Accrued Interest
49181.42
Local Market Value
5469271.25
Local Total Cost Amount
5340296.40
Local Unrealized Gain Loss
128974.85
Local Accrued Interest
49181.42
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: WPP FINANCE 2010
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WPP FINANCE 2010
Security Description
3.75% 19 Sep 2024
Maturity Date
2024-09-19T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
7770000.00
Base Market Value
7959898.80
Base Total Cost
7616853.30
Base Unrealized Gain Loss
343045.50
Base Accrued Interest
82556.25
Local Market Value
7959898.80
Local Total Cost Amount
7616853.30
Local Unrealized Gain Loss
343045.50
Local Accrued Interest
82556.25
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: HUMANA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUMANA INC
Security Description
4.95% 01 Oct 2044
Maturity Date
2044-10-01T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
12905000.00
Base Market Value
14492960.25
Base Total Cost
13295796.60
Base Unrealized Gain Loss
1197163.65
Base Accrued Interest
159699.38
Local Market Value
14492960.25
Local Total Cost Amount
13295796.60
Local Unrealized Gain Loss
1197163.65
Local Accrued Interest
159699.38
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
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: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
4.8% 15 Jul 2046
Maturity Date
2046-07-15T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
2420000.00
Base Market Value
2461551.40
Base Total Cost
2415765.00
Base Unrealized Gain Loss
45786.40
Base Accrued Interest
53562.67
Local Market Value
2461551.40
Local Total Cost Amount
2415765.00
Local Unrealized Gain Loss
45786.40
Local Accrued Interest
53562.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
3.4% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
6700000.00
Base Market Value
6466371.00
Base Total Cost
6697253.00
Base Unrealized Gain Loss
-230882.00
Base Accrued Interest
75933.33
Local Market Value
6466371.00
Local Total Cost Amount
6697253.00
Local Unrealized Gain Loss
-230882.00
Local Accrued Interest
75933.33
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
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: CRED SUIS GP FUN LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRED SUIS GP FUN LTD
Security Description
3.125% 10 Dec 2020
Maturity Date
2020-12-10T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
8450000.00
Base Market Value
8608944.50
Base Total Cost
8434114.00
Base Unrealized Gain Loss
174830.50
Base Accrued Interest
15403.65
Local Market Value
8608944.50
Local Total Cost Amount
8434114.00
Local Unrealized Gain Loss
174830.50
Local Accrued Interest
15403.65
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: 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
2905000.00
Base Market Value
2758820.40
Base Total Cost
2673414.77
Base Unrealized Gain Loss
85405.63
Base Accrued Interest
22876.90
Local Market Value
2758820.40
Local Total Cost Amount
2673414.77
Local Unrealized Gain Loss
85405.63
Local Accrued Interest
22876.90
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
2.2% 21 Jul 2021
Maturity Date
2021-07-21T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
3265000.00
Base Market Value
3205119.90
Base Total Cost
3196736.80
Base Unrealized Gain Loss
8383.10
Base Accrued Interest
31924.44
Local Market Value
3205119.90
Local Total Cost Amount
3196736.80
Local Unrealized Gain Loss
8383.10
Local Accrued Interest
31924.44
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
2.8% 21 Jul 2023
Maturity Date
2023-07-21T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
3805000.00
Base Market Value
3700933.25
Base Total Cost
3792291.30
Base Unrealized Gain Loss
-91358.05
Base Accrued Interest
47351.11
Local Market Value
3700933.25
Local Total Cost Amount
3792291.30
Local Unrealized Gain Loss
-91358.05
Local Accrued Interest
47351.11
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
3.125% 27 Jul 2026
Maturity Date
2026-07-27T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
2565000.00
Base Market Value
2493821.25
Base Total Cost
2494154.70
Base Unrealized Gain Loss
-333.45
Base Accrued Interest
34289.07
Local Market Value
2493821.25
Local Total Cost Amount
2494154.70
Local Unrealized Gain Loss
-333.45
Local Accrued Interest
34289.07
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
FINANCE
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: DOLLAR TREE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOLLAR TREE INC
Security Description
5.75% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2915000.00
Base Market Value
3076199.50
Base Total Cost
3097187.50
Base Unrealized Gain Loss
-20988.00
Base Accrued Interest
55870.84
Local Market Value
3076199.50
Local Total Cost Amount
3097187.50
Local Unrealized Gain Loss
-20988.00
Local Accrued Interest
55870.84
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: DUKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY CORP
Security Description
3.75% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
4020000.00
Base Market Value
3818919.60
Base Total Cost
4017748.80
Base Unrealized Gain Loss
-198829.20
Base Accrued Interest
50250.00
Local Market Value
3818919.60
Local Total Cost Amount
4017748.80
Local Unrealized Gain Loss
-198829.20
Local Accrued Interest
50250.00
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
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: WOODSIDE FINANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WOODSIDE FINANCE LTD
Security Description
3.7% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
2469000.00
Base Market Value
2431174.92
Base Total Cost
2459449.26
Base Unrealized Gain Loss
-28274.34
Base Accrued Interest
26898.38
Local Market Value
2431174.92
Local Total Cost Amount
2459449.26
Local Unrealized Gain Loss
-28274.34
Local Accrued Interest
26898.38
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
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: TORONTO DOMINION BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TORONTO DOMINION BANK
Security Description
1% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
1670000.00
Base Market Value
1656940.60
Base Total Cost
1667077.50
Base Unrealized Gain Loss
-10136.90
Base Accrued Interest
17824.94
Local Market Value
1656940.60
Local Total Cost Amount
1667077.50
Local Unrealized Gain Loss
-10136.90
Local Accrued Interest
17824.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: SBA TOWER TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SBA TOWER TRUST
Security Description
2.898% 15 Oct 2044
Maturity Date
2044-10-15T00:00:00.000
Interest Rate
2.898
Original Face
6675000.00
Shares Par Value
6675000.00
Base Market Value
6710161.90
Base Total Cost
6675000.00
Base Unrealized Gain Loss
35161.90
Base Accrued Interest
8597.40
Local Market Value
6710161.90
Local Total Cost Amount
6675000.00
Local Unrealized Gain Loss
35161.90
Local Accrued Interest
8597.40
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Moody S Quality Rating
A2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WEST FRASER TIMBER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEST FRASER TIMBER CO
Security Description
4.35% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
7295000.00
Base Market Value
7046021.65
Base Total Cost
7295000.00
Base Unrealized Gain Loss
-248978.35
Base Accrued Interest
66992.42
Local Market Value
7046021.65
Local Total Cost Amount
7295000.00
Local Unrealized Gain Loss
-248978.35
Local Accrued Interest
66992.42
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
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: INVISTA FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INVISTA FINANCE LLC
Security Description
4.25% 15 Oct 2019
Maturity Date
2019-10-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
3495000.00
Base Market Value
3600549.00
Base Total Cost
3495000.00
Base Unrealized Gain Loss
105549.00
Base Accrued Interest
31357.92
Local Market Value
3600549.00
Local Total Cost Amount
3495000.00
Local Unrealized Gain Loss
105549.00
Local Accrued Interest
31357.92
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
FINANCE
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: OMNICOM GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OMNICOM GROUP INC
Security Description
3.65% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
3125000.00
Base Market Value
3204625.00
Base Total Cost
3167611.60
Base Unrealized Gain Loss
37013.40
Base Accrued Interest
19010.42
Local Market Value
3204625.00
Local Total Cost Amount
3167611.60
Local Unrealized Gain Loss
37013.40
Local Accrued Interest
19010.42
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: DISCOVER FINANCIAL SVS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER FINANCIAL SVS
Security Description
3.95% 06 Nov 2024
Maturity Date
2024-11-06T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
6975000.00
Base Market Value
7083042.75
Base Total Cost
7001969.50
Base Unrealized Gain Loss
81073.25
Base Accrued Interest
42092.18
Local Market Value
7083042.75
Local Total Cost Amount
7001969.50
Local Unrealized Gain Loss
81073.25
Local Accrued Interest
42092.18
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRST AMERICAN FINANCIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST AMERICAN FINANCIAL
Security Description
4.6% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
6850000.00
Base Market Value
7006454.00
Base Total Cost
6956227.64
Base Unrealized Gain Loss
50226.36
Base Accrued Interest
40262.78
Local Market Value
7006454.00
Local Total Cost Amount
6956227.64
Local Unrealized Gain Loss
50226.36
Local Accrued Interest
40262.78
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
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: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
4.95% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
3470000.00
Base Market Value
3676048.60
Base Total Cost
3429054.00
Base Unrealized Gain Loss
246994.60
Base Accrued Interest
7634.00
Local Market Value
3676048.60
Local Total Cost Amount
3429054.00
Local Unrealized Gain Loss
246994.60
Local Accrued Interest
7634.00
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
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: BECTON DICKINSON AND CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BECTON DICKINSON AND CO
Security Description
3.734% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
3.734
Original Face
0
Shares Par Value
1170000.00
Base Market Value
1189176.30
Base Total Cost
1181375.80
Base Unrealized Gain Loss
7800.50
Base Accrued Interest
1941.68
Local Market Value
1189176.30
Local Total Cost Amount
1181375.80
Local Unrealized Gain Loss
7800.50
Local Accrued Interest
1941.68
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: MARTIN MARIETTA MATERIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARTIN MARIETTA MATERIAL
Security Description
4.25% 02 Jul 2024
Maturity Date
2024-07-02T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
6360000.00
Base Market Value
6674438.40
Base Total Cost
6398619.80
Base Unrealized Gain Loss
275818.60
Base Accrued Interest
134399.17
Local Market Value
6674438.40
Local Total Cost Amount
6398619.80
Local Unrealized Gain Loss
275818.60
Local Accrued Interest
134399.17
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
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: BRIXMOR OPERATING PART
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRIXMOR OPERATING PART
Security Description
3.85% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
4730000.00
Base Market Value
4667895.10
Base Total Cost
4704262.85
Base Unrealized Gain Loss
-36367.75
Base Accrued Interest
75877.08
Local Market Value
4667895.10
Local Total Cost Amount
4704262.85
Local Unrealized Gain Loss
-36367.75
Local Accrued Interest
75877.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: DB MASTER FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DB MASTER FINANCE LLC
Security Description
3.98% 20 Feb 2045
Maturity Date
2045-02-20T00:00:00.000
Interest Rate
3.98
Original Face
5945000.00
Shares Par Value
5811237.50
Base Market Value
5958494.26
Base Total Cost
5811237.50
Base Unrealized Gain Loss
147256.76
Base Accrued Interest
26341.05
Local Market Value
5958494.26
Local Total Cost Amount
5811237.50
Local Unrealized Gain Loss
147256.76
Local Accrued Interest
26341.05
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: GATX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GATX CORP
Security Description
3.25% 30 Mar 2025
Maturity Date
2025-03-30T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
6415000.00
Base Market Value
6275922.80
Base Total Cost
6320571.30
Base Unrealized Gain Loss
-44648.50
Base Accrued Interest
52701.01
Local Market Value
6275922.80
Local Total Cost Amount
6320571.30
Local Unrealized Gain Loss
-44648.50
Local Accrued Interest
52701.01
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
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: GATX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GATX CORP
Security Description
4.5% 30 Mar 2045
Maturity Date
2045-03-30T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
3005000.00
Base Market Value
2830770.10
Base Total Cost
2996826.40
Base Unrealized Gain Loss
-166056.30
Base Accrued Interest
34181.88
Local Market Value
2830770.10
Local Total Cost Amount
2996826.40
Local Unrealized Gain Loss
-166056.30
Local Accrued Interest
34181.88
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
3.6% 01 Mar 2035
Maturity Date
2035-03-01T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
2255000.00
Base Market Value
2224985.95
Base Total Cost
2235561.90
Base Unrealized Gain Loss
-10575.95
Base Accrued Interest
27060.00
Local Market Value
2224985.95
Local Total Cost Amount
2235561.90
Local Unrealized Gain Loss
-10575.95
Local Accrued Interest
27060.00
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
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: BUNGE LTD FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BUNGE LTD FINANCE CORP
Security Description
3.5% 24 Nov 2020
Maturity Date
2020-11-24T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
5800000.00
Base Market Value
5946218.00
Base Total Cost
5795012.00
Base Unrealized Gain Loss
151206.00
Base Accrued Interest
20863.89
Local Market Value
5946218.00
Local Total Cost Amount
5795012.00
Local Unrealized Gain Loss
151206.00
Local Accrued Interest
20863.89
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
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
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