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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: KEYSIGHT TECHNOLOGIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KEYSIGHT TECHNOLOGIES
Security Description
3.3% 30 Oct 2019
Maturity Date
2019-10-30T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
8650000.00
Base Market Value
8810890.00
Base Total Cost
8651541.54
Base Unrealized Gain Loss
159348.46
Base Accrued Interest
48367.92
Local Market Value
8810890.00
Local Total Cost Amount
8651541.54
Local Unrealized Gain Loss
159348.46
Local Accrued Interest
48367.92
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
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: IRELAND • Security Name: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
IRELAND
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
4.625% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
690000.00
Base Market Value
739493.70
Base Total Cost
729962.90
Base Unrealized Gain Loss
9530.80
Base Accrued Interest
0
Local Market Value
739493.70
Local Total Cost Amount
729962.90
Local Unrealized Gain Loss
9530.80
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
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: ROPER TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROPER TECHNOLOGIES INC
Security Description
3.85% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
2800000.00
Base Market Value
2882852.00
Base Total Cost
2795352.00
Base Unrealized Gain Loss
87500.00
Base Accrued Interest
4791.11
Local Market Value
2882852.00
Local Total Cost Amount
2795352.00
Local Unrealized Gain Loss
87500.00
Local Accrued Interest
4791.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SOLVAY FINANCE (AMERICA)
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOLVAY FINANCE (AMERICA)
Security Description
4.45% 03 Dec 2025
Maturity Date
2025-12-03T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
2211000.00
Base Market Value
2353056.75
Base Total Cost
2340219.04
Base Unrealized Gain Loss
12837.71
Base Accrued Interest
7652.52
Local Market Value
2353056.75
Local Total Cost Amount
2340219.04
Local Unrealized Gain Loss
12837.71
Local Accrued Interest
7652.52
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
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: SOLVAY FINANCE (AMERICA)
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOLVAY FINANCE (AMERICA)
Security Description
3.4% 03 Dec 2020
Maturity Date
2020-12-03T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
4304000.00
Base Market Value
4441125.44
Base Total Cost
4303397.44
Base Unrealized Gain Loss
137728.00
Base Accrued Interest
11381.69
Local Market Value
4441125.44
Local Total Cost Amount
4303397.44
Local Unrealized Gain Loss
137728.00
Local Accrued Interest
11381.69
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
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: VISA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VISA INC
Security Description
4.15% 14 Dec 2035
Maturity Date
2035-12-14T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
10750000.00
Base Market Value
11647195.00
Base Total Cost
10735487.50
Base Unrealized Gain Loss
911707.50
Base Accrued Interest
21067.01
Local Market Value
11647195.00
Local Total Cost Amount
10735487.50
Local Unrealized Gain Loss
911707.50
Local Accrued Interest
21067.01
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
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
3.125% 08 Jan 2021
Maturity Date
2021-01-08T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
4925000.00
Base Market Value
4999761.50
Base Total Cost
4920025.75
Base Unrealized Gain Loss
79735.75
Base Accrued Interest
73960.50
Local Market Value
4999761.50
Local Total Cost Amount
4920025.75
Local Unrealized Gain Loss
79735.75
Local Accrued Interest
73960.50
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
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: EOG RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EOG RESOURCES INC
Security Description
4.15% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
6105000.00
Base Market Value
6414401.40
Base Total Cost
6376934.35
Base Unrealized Gain Loss
37467.05
Base Accrued Interest
116825.95
Local Market Value
6414401.40
Local Total Cost Amount
6376934.35
Local Unrealized Gain Loss
37467.05
Local Accrued Interest
116825.95
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: CROWN CASTLE INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE INTL CORP
Security Description
4.45% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
8490000.00
Base Market Value
9017823.30
Base Total Cost
8493034.91
Base Unrealized Gain Loss
524788.39
Base Accrued Interest
142726.34
Local Market Value
9017823.30
Local Total Cost Amount
8493034.91
Local Unrealized Gain Loss
524788.39
Local Accrued Interest
142726.34
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
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.5% 15 Feb 2046
Maturity Date
2046-02-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
14145000.00
Base Market Value
13165883.10
Base Total Cost
13982167.00
Base Unrealized Gain Loss
-816283.90
Base Accrued Interest
132853.59
Local Market Value
13165883.10
Local Total Cost Amount
13982167.00
Local Unrealized Gain Loss
-816283.90
Local Accrued Interest
132853.59
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMERICAN INTL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN INTL GROUP
Security Description
3.3% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
8610000.00
Base Market Value
8858226.30
Base Total Cost
8602078.80
Base Unrealized Gain Loss
256147.50
Base Accrued Interest
94710.00
Local Market Value
8858226.30
Local Total Cost Amount
8602078.80
Local Unrealized Gain Loss
256147.50
Local Accrued Interest
94710.00
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: O REILLY AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
O REILLY AUTOMOTIVE INC
Security Description
3.55% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
3495000.00
Base Market Value
3518975.70
Base Total Cost
3489128.40
Base Unrealized Gain Loss
29847.30
Base Accrued Interest
36532.46
Local Market Value
3518975.70
Local Total Cost Amount
3489128.40
Local Unrealized Gain Loss
29847.30
Local Accrued Interest
36532.46
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
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.6% 09 Mar 2026
Maturity Date
2026-03-09T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
6210000.00
Base Market Value
6516401.40
Base Total Cost
6197704.20
Base Unrealized Gain Loss
318697.20
Base Accrued Interest
88872.00
Local Market Value
6516401.40
Local Total Cost Amount
6197704.20
Local Unrealized Gain Loss
318697.20
Local Accrued Interest
88872.00
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: PERRIGO FINANCE UNLIMITE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PERRIGO FINANCE UNLIMITE
Security Description
4.375% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1039000.00
Base Market Value
1071562.26
Base Total Cost
1047337.24
Base Unrealized Gain Loss
24225.02
Base Accrued Interest
11481.82
Local Market Value
1071562.26
Local Total Cost Amount
1047337.24
Local Unrealized Gain Loss
24225.02
Local Accrued Interest
11481.82
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: TRINITY ACQUISITION PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRINITY ACQUISITION PLC
Security Description
3.5% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
2230000.00
Base Market Value
2283586.90
Base Total Cost
2227145.60
Base Unrealized Gain Loss
56441.30
Base Accrued Interest
22981.39
Local Market Value
2283586.90
Local Total Cost Amount
2227145.60
Local Unrealized Gain Loss
56441.30
Local Accrued Interest
22981.39
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
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: NEWELL BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWELL BRANDS INC
Security Description
5.375% 01 Apr 2036
Maturity Date
2036-04-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
3085000.00
Base Market Value
3565612.15
Base Total Cost
3085000.00
Base Unrealized Gain Loss
480612.15
Base Accrued Interest
41454.68
Local Market Value
3565612.15
Local Total Cost Amount
3085000.00
Local Unrealized Gain Loss
480612.15
Local Accrued Interest
41454.68
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
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: ESSEX PORTFOLIO LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ESSEX PORTFOLIO LP
Security Description
3.375% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
6945000.00
Base Market Value
6811239.30
Base Total Cost
6902357.70
Base Unrealized Gain Loss
-91118.40
Base Accrued Interest
49483.13
Local Market Value
6811239.30
Local Total Cost Amount
6902357.70
Local Unrealized Gain Loss
-91118.40
Local Accrued Interest
49483.13
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: BAXALTA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAXALTA INC
Security Description
4% 23 Jun 2025
Maturity Date
2025-06-23T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
5795000.00
Base Market Value
6044242.95
Base Total Cost
5994174.15
Base Unrealized Gain Loss
50068.80
Base Accrued Interest
5151.11
Local Market Value
6044242.95
Local Total Cost Amount
5994174.15
Local Unrealized Gain Loss
50068.80
Local Accrued Interest
5151.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COLUMBIA PIPELINE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COLUMBIA PIPELINE GROUP
Security Description
4.5% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
4385000.00
Base Market Value
4667788.65
Base Total Cost
4378290.95
Base Unrealized Gain Loss
289497.70
Base Accrued Interest
16443.75
Local Market Value
4667788.65
Local Total Cost Amount
4378290.95
Local Unrealized Gain Loss
289497.70
Local Accrued Interest
16443.75
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
Baa2
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: MOHAWK INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOHAWK INDUSTRIES INC
Security Description
3.85% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
3350000.00
Base Market Value
3458808.00
Base Total Cost
3389743.85
Base Unrealized Gain Loss
69064.15
Base Accrued Interest
53739.58
Local Market Value
3458808.00
Local Total Cost Amount
3389743.85
Local Unrealized Gain Loss
69064.15
Local Accrued Interest
53739.58
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
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
5.125% 02 Jul 2022
Maturity Date
2022-07-02T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2925000.00
Base Market Value
3092602.50
Base Total Cost
3103873.85
Base Unrealized Gain Loss
-11271.35
Base Accrued Interest
74536.72
Local Market Value
3092602.50
Local Total Cost Amount
3103873.85
Local Unrealized Gain Loss
-11271.35
Local Accrued Interest
74536.72
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
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: ARROW ELECTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARROW ELECTRONICS INC
Security Description
4.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
3400000.00
Base Market Value
3596010.00
Base Total Cost
3447636.10
Base Unrealized Gain Loss
148373.90
Base Accrued Interest
51000.00
Local Market Value
3596010.00
Local Total Cost Amount
3447636.10
Local Unrealized Gain Loss
148373.90
Local Accrued Interest
51000.00
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
3.75% 25 Feb 2023
Maturity Date
2023-02-25T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
3095000.00
Base Market Value
3218211.95
Base Total Cost
3275469.45
Base Unrealized Gain Loss
-57257.50
Base Accrued Interest
40621.87
Local Market Value
3218211.95
Local Total Cost Amount
3275469.45
Local Unrealized Gain Loss
-57257.50
Local Accrued Interest
40621.87
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
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: CARPENTER TECHNOLOGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARPENTER TECHNOLOGY
Security Description
4.45% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
1440000.00
Base Market Value
1465934.40
Base Total Cost
1437796.80
Base Unrealized Gain Loss
28137.60
Base Accrued Interest
21360.00
Local Market Value
1465934.40
Local Total Cost Amount
1437796.80
Local Unrealized Gain Loss
28137.60
Local Accrued Interest
21360.00
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
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: HEALTHCARE REALTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHCARE REALTY TRUST
Security Description
3.75% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
2620000.00
Base Market Value
2665116.40
Base Total Cost
2598489.80
Base Unrealized Gain Loss
66626.60
Base Accrued Interest
20741.67
Local Market Value
2665116.40
Local Total Cost Amount
2598489.80
Local Unrealized Gain Loss
66626.60
Local Accrued Interest
20741.67
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: BPCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BPCE SA
Security Description
3% 22 May 2022
Maturity Date
2022-05-22T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1895000.00
Base Market Value
1911486.50
Base Total Cost
1883251.00
Base Unrealized Gain Loss
28235.50
Base Accrued Interest
6158.75
Local Market Value
1911486.50
Local Total Cost Amount
1883251.00
Local Unrealized Gain Loss
28235.50
Local Accrued Interest
6158.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: MARTIN MARIETTA MATERIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARTIN MARIETTA MATERIAL
Security Description
3.45% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
4800000.00
Base Market Value
4774992.00
Base Total Cost
4790304.00
Base Unrealized Gain Loss
-15312.00
Base Accrued Interest
17940.00
Local Market Value
4774992.00
Local Total Cost Amount
4790304.00
Local Unrealized Gain Loss
-15312.00
Local Accrued Interest
17940.00
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
4.669% 06 Jun 2047
Maturity Date
2047-06-06T00:00:00.000
Interest Rate
4.669
Original Face
0
Shares Par Value
5840000.00
Base Market Value
6071147.20
Base Total Cost
5840639.05
Base Unrealized Gain Loss
230508.15
Base Accrued Interest
18935.40
Local Market Value
6071147.20
Local Total Cost Amount
5840639.05
Local Unrealized Gain Loss
230508.15
Local Accrued Interest
18935.40
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
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
1% 20 Jan 2028
Maturity Date
2028-01-20T00:00:00.000
Interest Rate
3.824
Original Face
0
Shares Par Value
6455000.00
Base Market Value
6567058.80
Base Total Cost
6455000.00
Base Unrealized Gain Loss
112058.80
Base Accrued Interest
110391.97
Local Market Value
6567058.80
Local Total Cost Amount
6455000.00
Local Unrealized Gain Loss
112058.80
Local Accrued Interest
110391.97
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
3.5% 26 May 2022
Maturity Date
2022-05-26T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1334112.00
Base Total Cost
1295788.00
Base Unrealized Gain Loss
38324.00
Base Accrued Interest
4423.61
Local Market Value
1334112.00
Local Total Cost Amount
1295788.00
Local Unrealized Gain Loss
38324.00
Local Accrued Interest
4423.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
3.85% 26 Jan 2027
Maturity Date
2027-01-26T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
5500000.00
Base Market Value
5595205.00
Base Total Cost
5601305.14
Base Unrealized Gain Loss
-6100.14
Base Accrued Interest
91170.14
Local Market Value
5595205.00
Local Total Cost Amount
5601305.14
Local Unrealized Gain Loss
-6100.14
Local Accrued Interest
91170.14
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
3% 26 Apr 2022
Maturity Date
2022-04-26T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
10265000.00
Base Market Value
10343835.20
Base Total Cost
10232152.00
Base Unrealized Gain Loss
111683.20
Base Accrued Interest
55602.08
Local Market Value
10343835.20
Local Total Cost Amount
10232152.00
Local Unrealized Gain Loss
111683.20
Local Accrued Interest
55602.08
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
3.782
Original Face
0
Shares Par Value
11995000.00
Base Market Value
12266326.90
Base Total Cost
11995000.00
Base Unrealized Gain Loss
271326.90
Base Accrued Interest
189021.20
Local Market Value
12266326.90
Local Total Cost Amount
11995000.00
Local Unrealized Gain Loss
271326.90
Local Accrued Interest
189021.20
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
4.2% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
9285000.00
Base Market Value
9380728.35
Base Total Cost
9229918.00
Base Unrealized Gain Loss
150810.35
Base Accrued Interest
124573.76
Local Market Value
9380728.35
Local Total Cost Amount
9229918.00
Local Unrealized Gain Loss
150810.35
Local Accrued Interest
124573.76
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: TELEFONICA EMISIONES SAU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELEFONICA EMISIONES SAU
Security Description
4.103% 08 Mar 2027
Maturity Date
2027-03-08T00:00:00.000
Interest Rate
4.103
Original Face
0
Shares Par Value
5965000.00
Base Market Value
6162739.75
Base Total Cost
5965000.00
Base Unrealized Gain Loss
197739.75
Base Accrued Interest
76822.40
Local Market Value
6162739.75
Local Total Cost Amount
5965000.00
Local Unrealized Gain Loss
197739.75
Local Accrued Interest
76822.40
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: AIR LEASE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR LEASE CORP
Security Description
3.625% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
3445000.00
Base Market Value
3445310.05
Base Total Cost
3384402.45
Base Unrealized Gain Loss
60907.60
Base Accrued Interest
39198.84
Local Market Value
3445310.05
Local Total Cost Amount
3384402.45
Local Unrealized Gain Loss
60907.60
Local Accrued Interest
39198.84
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
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: HILTON WORLDWIDE FIN LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON WORLDWIDE FIN LLC
Security Description
4.625% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
6180000.00
Base Market Value
6373125.00
Base Total Cost
6180000.00
Base Unrealized Gain Loss
193125.00
Base Accrued Interest
83365.62
Local Market Value
6373125.00
Local Total Cost Amount
6180000.00
Local Unrealized Gain Loss
193125.00
Local Accrued Interest
83365.62
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: WELLCARE HEALTH PLANS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLCARE HEALTH PLANS
Security Description
5.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
5895000.00
Base Market Value
6175012.50
Base Total Cost
5895000.00
Base Unrealized Gain Loss
280012.50
Base Accrued Interest
85109.06
Local Market Value
6175012.50
Local Total Cost Amount
5895000.00
Local Unrealized Gain Loss
280012.50
Local Accrued Interest
85109.06
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
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: DELTA AIR LINES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES INC
Security Description
3.625% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
2660000.00
Base Market Value
2730729.40
Base Total Cost
2659627.60
Base Unrealized Gain Loss
71101.80
Base Accrued Interest
28659.65
Local Market Value
2730729.40
Local Total Cost Amount
2659627.60
Local Unrealized Gain Loss
71101.80
Local Accrued Interest
28659.65
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
AIRLINES
Moody S Quality Rating
Baa3
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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
5.25% 16 Mar 2037
Maturity Date
2037-03-16T00:00:00.000
Interest Rate
5.52
Original Face
0
Shares Par Value
18515000.00
Base Market Value
19903439.85
Base Total Cost
18372434.50
Base Unrealized Gain Loss
1531005.35
Base Accrued Interest
298091.50
Local Market Value
19903439.85
Local Total Cost Amount
18372434.50
Local Unrealized Gain Loss
1531005.35
Local Accrued Interest
298091.50
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
TELEPHONE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: APT PIPELINES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APT PIPELINES LTD
Security Description
4.25% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
3475000.00
Base Market Value
3557461.75
Base Total Cost
3450848.75
Base Unrealized Gain Loss
106613.00
Base Accrued Interest
40203.82
Local Market Value
3557461.75
Local Total Cost Amount
3450848.75
Local Unrealized Gain Loss
106613.00
Local Accrued Interest
40203.82
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: KEYSIGHT TECHNOLOGIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KEYSIGHT TECHNOLOGIES
Security Description
4.6% 06 Apr 2027
Maturity Date
2027-04-06T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
2740000.00
Base Market Value
2878287.80
Base Total Cost
2736520.20
Base Unrealized Gain Loss
141767.60
Base Accrued Interest
29759.44
Local Market Value
2878287.80
Local Total Cost Amount
2736520.20
Local Unrealized Gain Loss
141767.60
Local Accrued Interest
29759.44
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
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: ESSEX PORTFOLIO LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ESSEX PORTFOLIO LP
Security Description
3.625% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
3080000.00
Base Market Value
3072392.40
Base Total Cost
3062228.40
Base Unrealized Gain Loss
10164.00
Base Accrued Interest
25121.25
Local Market Value
3072392.40
Local Total Cost Amount
3062228.40
Local Unrealized Gain Loss
10164.00
Local Accrued Interest
25121.25
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
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: CENOVUS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENOVUS ENERGY INC
Security Description
4.25% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
6185000.00
Base Market Value
5892016.55
Base Total Cost
6183948.55
Base Unrealized Gain Loss
-291932.00
Base Accrued Interest
61334.58
Local Market Value
5892016.55
Local Total Cost Amount
6183948.55
Local Unrealized Gain Loss
-291932.00
Local Accrued Interest
61334.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: BANCO SANTANDER SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANCO SANTANDER SA
Security Description
3.5% 11 Apr 2022
Maturity Date
2022-04-11T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1432872.00
Base Total Cost
1395548.00
Base Unrealized Gain Loss
37324.00
Base Accrued Interest
10888.89
Local Market Value
1432872.00
Local Total Cost Amount
1395548.00
Local Unrealized Gain Loss
37324.00
Local Accrued Interest
10888.89
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: UNICREDIT SPA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNICREDIT SPA
Security Description
4.625% 12 Apr 2027
Maturity Date
2027-04-12T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
2365000.00
Base Market Value
2488003.65
Base Total Cost
2444427.00
Base Unrealized Gain Loss
43576.65
Base Accrued Interest
24305.02
Local Market Value
2488003.65
Local Total Cost Amount
2444427.00
Local Unrealized Gain Loss
43576.65
Local Accrued Interest
24305.02
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
3200000.00
Base Market Value
3406304.00
Base Total Cost
3376000.00
Base Unrealized Gain Loss
30304.00
Base Accrued Interest
47111.11
Local Market Value
3406304.00
Local Total Cost Amount
3376000.00
Local Unrealized Gain Loss
30304.00
Local Accrued Interest
47111.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CROWN CASTLE INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE INTL CORP
Security Description
4.75% 15 May 2047
Maturity Date
2047-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
2265000.00
Base Market Value
2304931.95
Base Total Cost
2247038.55
Base Unrealized Gain Loss
57893.40
Base Accrued Interest
17931.25
Local Market Value
2304931.95
Local Total Cost Amount
2247038.55
Local Unrealized Gain Loss
57893.40
Local Accrued Interest
17931.25
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: 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
4.908% 23 Jul 2025
Maturity Date
2025-07-23T00:00:00.000
Interest Rate
4.908
Original Face
0
Shares Par Value
6090000.00
Base Market Value
6579148.80
Base Total Cost
6103038.00
Base Unrealized Gain Loss
476110.80
Base Accrued Interest
131182.66
Local Market Value
6579148.80
Local Total Cost Amount
6103038.00
Local Unrealized Gain Loss
476110.80
Local Accrued Interest
131182.66
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: ARCH CAPITAL FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCH CAPITAL FINANCE LLC
Security Description
4.011% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
4.011
Original Face
0
Shares Par Value
3260000.00
Base Market Value
3362885.60
Base Total Cost
3260000.00
Base Unrealized Gain Loss
102885.60
Base Accrued Interest
5811.49
Local Market Value
3362885.60
Local Total Cost Amount
3260000.00
Local Unrealized Gain Loss
102885.60
Local Accrued Interest
5811.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
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