Ask NYC Browse All Data Public Safety Transportation Health Buildings

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
DOWNLOAD CSV
Dataset fields
Showing 50 real records
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
3.75% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
3135000.00
Base Market Value
3225413.40
Base Total Cost
3124309.65
Base Unrealized Gain Loss
101103.75
Base Accrued Interest
24818.75
Local Market Value
3225413.40
Local Total Cost Amount
3124309.65
Local Unrealized Gain Loss
101103.75
Local Accrued Interest
24818.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: SBA TOWER TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SBA TOWER TRUST
Security Description
3.598% 09 Apr 2043
Maturity Date
2043-04-09T00:00:00.000
Interest Rate
3.598
Original Face
0
Shares Par Value
3080000.00
Base Market Value
3080987.45
Base Total Cost
3080381.25
Base Unrealized Gain Loss
606.20
Base Accrued Interest
4925.26
Local Market Value
3080987.45
Local Total Cost Amount
3080381.25
Local Unrealized Gain Loss
606.20
Local Accrued Interest
4925.26
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RELIANCE STEEL + ALUM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RELIANCE STEEL + ALUM
Security Description
4.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
5285000.00
Base Market Value
5582651.20
Base Total Cost
5237748.00
Base Unrealized Gain Loss
344903.20
Base Accrued Interest
50207.50
Local Market Value
5582651.20
Local Total Cost Amount
5237748.00
Local Unrealized Gain Loss
344903.20
Local Accrued Interest
50207.50
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
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: FIDELITY NATIONAL INFORM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIDELITY NATIONAL INFORM
Security Description
3.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
4752000.00
Base Market Value
4937755.68
Base Total Cost
4422739.19
Base Unrealized Gain Loss
515016.49
Base Accrued Interest
35112.00
Local Market Value
4937755.68
Local Total Cost Amount
4422739.19
Local Unrealized Gain Loss
515016.49
Local Accrued Interest
35112.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: O REILLY AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
O REILLY AUTOMOTIVE INC
Security Description
3.85% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
1765000.00
Base Market Value
1843436.60
Base Total Cost
1764858.80
Base Unrealized Gain Loss
78577.80
Base Accrued Interest
3020.11
Local Market Value
1843436.60
Local Total Cost Amount
1764858.80
Local Unrealized Gain Loss
78577.80
Local Accrued Interest
3020.11
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
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: LYB INTL FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYB INTL FINANCE BV
Security Description
4% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
3450000.00
Base Market Value
3655206.00
Base Total Cost
3663622.90
Base Unrealized Gain Loss
-8416.90
Base Accrued Interest
63633.33
Local Market Value
3655206.00
Local Total Cost Amount
3663622.90
Local Unrealized Gain Loss
-8416.90
Local Accrued Interest
63633.33
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
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: HYUNDAI CAPITAL AMERICA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HYUNDAI CAPITAL AMERICA
Security Description
2.875% 09 Aug 2018
Maturity Date
2018-08-09T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
945000.00
Base Market Value
952767.90
Base Total Cost
942165.00
Base Unrealized Gain Loss
10602.90
Base Accrued Interest
10716.57
Local Market Value
952767.90
Local Total Cost Amount
942165.00
Local Unrealized Gain Loss
10602.90
Local Accrued Interest
10716.57
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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
4.5% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
5330000.00
Base Market Value
5693719.20
Base Total Cost
5526157.68
Base Unrealized Gain Loss
167561.52
Base Accrued Interest
70622.50
Local Market Value
5693719.20
Local Total Cost Amount
5526157.68
Local Unrealized Gain Loss
167561.52
Local Accrued Interest
70622.50
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: GRAIN SPECTRUM FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAIN SPECTRUM FUNDING
Security Description
4% 10 Oct 2033
Maturity Date
2033-10-10T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
2060000.00
Base Market Value
2058920.35
Base Total Cost
2060000.00
Base Unrealized Gain Loss
-1079.65
Base Accrued Interest
18540.00
Local Market Value
2058920.35
Local Total Cost Amount
2060000.00
Local Unrealized Gain Loss
-1079.65
Local Accrued Interest
18540.00
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
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: ORIGIN ENERGY FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORIGIN ENERGY FINANCE
Security Description
3.5% 09 Oct 2018
Maturity Date
2018-10-09T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
5795000.00
Base Market Value
5861700.45
Base Total Cost
5850987.95
Base Unrealized Gain Loss
10712.50
Base Accrued Interest
46199.03
Local Market Value
5861700.45
Local Total Cost Amount
5850987.95
Local Unrealized Gain Loss
10712.50
Local Accrued Interest
46199.03
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: FRESNILLO PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESNILLO PLC
Security Description
5.5% 13 Nov 2023
Maturity Date
2023-11-13T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2320000.00
Base Market Value
2572300.00
Base Total Cost
2302414.40
Base Unrealized Gain Loss
269885.60
Base Accrued Interest
17013.33
Local Market Value
2572300.00
Local Total Cost Amount
2302414.40
Local Unrealized Gain Loss
269885.60
Local Accrued Interest
17013.33
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
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: MONONGAHELA POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MONONGAHELA POWER CO
Security Description
5.4% 15 Dec 2043
Maturity Date
2043-12-15T00:00:00.000
Interest Rate
5.4
Original Face
0
Shares Par Value
4470000.00
Base Market Value
5428725.60
Base Total Cost
4919950.20
Base Unrealized Gain Loss
508775.40
Base Accrued Interest
10728.00
Local Market Value
5428725.60
Local Total Cost Amount
4919950.20
Local Unrealized Gain Loss
508775.40
Local Accrued Interest
10728.00
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
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: MECCANICA HOLDINGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MECCANICA HOLDINGS USA
Security Description
6.25% 15 Jan 2040
Maturity Date
2040-01-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
617000.00
Base Market Value
691040.00
Base Total Cost
693353.75
Base Unrealized Gain Loss
-2313.75
Base Accrued Interest
17781.60
Local Market Value
691040.00
Local Total Cost Amount
693353.75
Local Unrealized Gain Loss
-2313.75
Local Accrued Interest
17781.60
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONTL AIRLINES 2009 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 2009 2
Security Description
7.25% 10 May 2021
Maturity Date
2021-05-10T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
833102.30
Base Market Value
922660.80
Base Total Cost
853103.71
Base Unrealized Gain Loss
69557.09
Base Accrued Interest
8556.66
Local Market Value
922660.80
Local Total Cost Amount
853103.71
Local Unrealized Gain Loss
69557.09
Local Accrued Interest
8556.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: REINSURANCE GRP OF AMER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REINSURANCE GRP OF AMER
Security Description
6.45% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
6.45
Original Face
0
Shares Par Value
1260000.00
Base Market Value
1378440.00
Base Total Cost
1257858.00
Base Unrealized Gain Loss
120582.00
Base Accrued Interest
10384.50
Local Market Value
1378440.00
Local Total Cost Amount
1257858.00
Local Unrealized Gain Loss
120582.00
Local Accrued Interest
10384.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: ENABLE OKLAHOMA INTRASTR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENABLE OKLAHOMA INTRASTR
Security Description
6.25% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1125000.00
Base Market Value
1210140.00
Base Total Cost
1115775.00
Base Unrealized Gain Loss
94365.00
Base Accrued Interest
20703.13
Local Market Value
1210140.00
Local Total Cost Amount
1115775.00
Local Unrealized Gain Loss
94365.00
Local Accrued Interest
20703.13
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
UNCLASSIFIED
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: LIFE TECHNOLOGIES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFE TECHNOLOGIES CORP
Security Description
6% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
4589000.00
Base Market Value
5001321.65
Base Total Cost
5221241.24
Base Unrealized Gain Loss
-219919.59
Base Accrued Interest
91780.00
Local Market Value
5001321.65
Local Total Cost Amount
5221241.24
Local Unrealized Gain Loss
-219919.59
Local Accrued Interest
91780.00
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
WR
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 BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
7% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
3720000.00
Base Market Value
4129014.00
Base Total Cost
3748800.40
Base Unrealized Gain Loss
380213.60
Base Accrued Interest
54973.33
Local Market Value
4129014.00
Local Total Cost Amount
3748800.40
Local Unrealized Gain Loss
380213.60
Local Accrued Interest
54973.33
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
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: ARCONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC INC
Security Description
6.15% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
6.15
Original Face
0
Shares Par Value
5755000.00
Base Market Value
6193818.75
Base Total Cost
6157093.75
Base Unrealized Gain Loss
36725.00
Base Accrued Interest
133707.83
Local Market Value
6193818.75
Local Total Cost Amount
6157093.75
Local Unrealized Gain Loss
36725.00
Local Accrued Interest
133707.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CNA FINANCIAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNA FINANCIAL CORP
Security Description
5.875% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
5625000.00
Base Market Value
6194700.00
Base Total Cost
6088748.95
Base Unrealized Gain Loss
105951.05
Base Accrued Interest
124843.74
Local Market Value
6194700.00
Local Total Cost Amount
6088748.95
Local Unrealized Gain Loss
105951.05
Local Accrued Interest
124843.74
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
5.05% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
1855000.00
Base Market Value
2168012.70
Base Total Cost
1844307.95
Base Unrealized Gain Loss
323704.75
Base Accrued Interest
31225.83
Local Market Value
2168012.70
Local Total Cost Amount
1844307.95
Local Unrealized Gain Loss
323704.75
Local Accrued Interest
31225.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: UNUM GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNUM GROUP
Security Description
5.625% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1495000.00
Base Market Value
1635649.60
Base Total Cost
1585718.55
Base Unrealized Gain Loss
49931.05
Base Accrued Interest
24760.94
Local Market Value
1635649.60
Local Total Cost Amount
1585718.55
Local Unrealized Gain Loss
49931.05
Local Accrued Interest
24760.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: KILROY REALTY LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KILROY REALTY LP
Security Description
6.625% 01 Jun 2020
Maturity Date
2020-06-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1385000.00
Base Market Value
1536574.40
Base Total Cost
1373199.80
Base Unrealized Gain Loss
163374.60
Base Accrued Interest
7646.35
Local Market Value
1536574.40
Local Total Cost Amount
1373199.80
Local Unrealized Gain Loss
163374.60
Local Accrued Interest
7646.35
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: CONTL AIRLINES 2010 A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 2010 A
Security Description
4.75% 12 Jul 2022
Maturity Date
2022-07-12T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
416440.11
Base Market Value
440385.42
Base Total Cost
416838.09
Base Unrealized Gain Loss
23547.33
Base Accrued Interest
9286.03
Local Market Value
440385.42
Local Total Cost Amount
416838.09
Local Unrealized Gain Loss
23547.33
Local Accrued Interest
9286.03
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: HEALTHCARE REALTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHCARE REALTY TRUST
Security Description
5.75% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1510000.00
Base Market Value
1653812.40
Base Total Cost
1497920.00
Base Unrealized Gain Loss
155892.40
Base Accrued Interest
40035.97
Local Market Value
1653812.40
Local Total Cost Amount
1497920.00
Local Unrealized Gain Loss
155892.40
Local Accrued Interest
40035.97
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
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US AIRWAYS 2010 1A PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US AIRWAYS 2010 1A PTT
Security Description
6.25% 22 Oct 2024
Maturity Date
2024-10-22T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
637151.66
Base Market Value
708831.22
Base Total Cost
637151.67
Base Unrealized Gain Loss
71679.55
Base Accrued Interest
7632.55
Local Market Value
708831.22
Local Total Cost Amount
637151.67
Local Unrealized Gain Loss
71679.55
Local Accrued Interest
7632.55
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: O REILLY AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
O REILLY AUTOMOTIVE INC
Security Description
4.875% 14 Jan 2021
Maturity Date
2021-01-14T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
2165000.00
Base Market Value
2328349.25
Base Total Cost
2149780.05
Base Unrealized Gain Loss
178569.20
Base Accrued Interest
48960.57
Local Market Value
2328349.25
Local Total Cost Amount
2149780.05
Local Unrealized Gain Loss
178569.20
Local Accrued Interest
48960.57
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: NORDEA BANK AB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORDEA BANK AB
Security Description
4.875% 13 May 2021
Maturity Date
2021-05-13T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
10372000.00
Base Market Value
11127911.36
Base Total Cost
10766862.54
Base Unrealized Gain Loss
361048.82
Base Accrued Interest
67418.00
Local Market Value
11127911.36
Local Total Cost Amount
10766862.54
Local Unrealized Gain Loss
361048.82
Local Accrued Interest
67418.00
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
5.4% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5.4
Original Face
0
Shares Par Value
1620000.00
Base Market Value
1973257.20
Base Total Cost
1614945.60
Base Unrealized Gain Loss
358311.60
Base Accrued Interest
7290.00
Local Market Value
1973257.20
Local Total Cost Amount
1614945.60
Local Unrealized Gain Loss
358311.60
Local Accrued Interest
7290.00
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
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: REINSURANCE GRP OF AMER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REINSURANCE GRP OF AMER
Security Description
5% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1085000.00
Base Market Value
1179243.10
Base Total Cost
1078999.95
Base Unrealized Gain Loss
100243.15
Base Accrued Interest
4520.83
Local Market Value
1179243.10
Local Total Cost Amount
1078999.95
Local Unrealized Gain Loss
100243.15
Local Accrued Interest
4520.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: CAMDEN PROPERTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMDEN PROPERTY TRUST
Security Description
4.875% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
4620000.00
Base Market Value
4991078.40
Base Total Cost
5078664.00
Base Unrealized Gain Loss
-87585.60
Base Accrued Interest
10010.00
Local Market Value
4991078.40
Local Total Cost Amount
5078664.00
Local Unrealized Gain Loss
-87585.60
Local Accrued Interest
10010.00
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
UNCLASSIFIED
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: VULCAN MATERIALS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VULCAN MATERIALS CO
Security Description
7.5% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
4435000.00
Base Market Value
5234053.95
Base Total Cost
5270406.25
Base Unrealized Gain Loss
-36352.30
Base Accrued Interest
14783.33
Local Market Value
5234053.95
Local Total Cost Amount
5270406.25
Local Unrealized Gain Loss
-36352.30
Local Accrued Interest
14783.33
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
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: HEATHROW FUNDING LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEATHROW FUNDING LTD
Security Description
4.875% 15 Jul 2021
Maturity Date
2021-07-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
2910000.00
Base Market Value
3126445.80
Base Total Cost
2886429.00
Base Unrealized Gain Loss
240016.80
Base Accrued Interest
65414.38
Local Market Value
3126445.80
Local Total Cost Amount
2886429.00
Local Unrealized Gain Loss
240016.80
Local Accrued Interest
65414.38
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
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: CARPENTER TECHNOLOGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARPENTER TECHNOLOGY
Security Description
5.2% 15 Jul 2021
Maturity Date
2021-07-15T00:00:00.000
Interest Rate
5.2
Original Face
0
Shares Par Value
3110000.00
Base Market Value
3248177.30
Base Total Cost
3104868.50
Base Unrealized Gain Loss
143308.80
Base Accrued Interest
74570.89
Local Market Value
3248177.30
Local Total Cost Amount
3104868.50
Local Unrealized Gain Loss
143308.80
Local Accrued Interest
74570.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: KILROY REALTY LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KILROY REALTY LP
Security Description
4.8% 15 Jul 2018
Maturity Date
2018-07-15T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1559114.25
Base Total Cost
1523067.55
Base Unrealized Gain Loss
36046.70
Base Accrued Interest
33753.33
Local Market Value
1559114.25
Local Total Cost Amount
1523067.55
Local Unrealized Gain Loss
36046.70
Local Accrued Interest
33753.33
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: PERNOD RICARD SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PERNOD RICARD SA
Security Description
4.45% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
6015000.00
Base Market Value
6449162.70
Base Total Cost
6266848.05
Base Unrealized Gain Loss
182314.65
Base Accrued Interest
123424.46
Local Market Value
6449162.70
Local Total Cost Amount
6266848.05
Local Unrealized Gain Loss
182314.65
Local Accrued Interest
123424.46
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: TUPPERWARE BRANDS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TUPPERWARE BRANDS CORP
Security Description
4.75% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
4160000.00
Base Market Value
4435724.80
Base Total Cost
4346942.76
Base Unrealized Gain Loss
88782.04
Base Accrued Interest
16466.67
Local Market Value
4435724.80
Local Total Cost Amount
4346942.76
Local Unrealized Gain Loss
88782.04
Local Accrued Interest
16466.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTERPUBLIC GROUP COS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERPUBLIC GROUP COS
Security Description
4% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
2520000.00
Base Market Value
2642572.80
Base Total Cost
2513819.35
Base Unrealized Gain Loss
128753.45
Base Accrued Interest
29680.00
Local Market Value
2642572.80
Local Total Cost Amount
2513819.35
Local Unrealized Gain Loss
128753.45
Local Accrued Interest
29680.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONTL AIRLINES 2012 1 A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 2012 1 A
Security Description
4.15% 11 Oct 2025
Maturity Date
2025-10-11T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
991859.59
Base Market Value
1041452.57
Base Total Cost
991859.59
Base Unrealized Gain Loss
49592.98
Base Accrued Interest
9147.15
Local Market Value
1041452.57
Local Total Cost Amount
991859.59
Local Unrealized Gain Loss
49592.98
Local Accrued Interest
9147.15
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
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: OMNICOM GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OMNICOM GROUP INC
Security Description
3.625% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
2920000.00
Base Market Value
3047750.00
Base Total Cost
3057094.00
Base Unrealized Gain Loss
-9344.00
Base Accrued Interest
17641.67
Local Market Value
3047750.00
Local Total Cost Amount
3057094.00
Local Unrealized Gain Loss
-9344.00
Local Accrued Interest
17641.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WESTERN GAS PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN GAS PARTNERS
Security Description
4% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
2925000.00
Base Market Value
2998388.25
Base Total Cost
2970989.96
Base Unrealized Gain Loss
27398.29
Base Accrued Interest
0
Local Market Value
2998388.25
Local Total Cost Amount
2970989.96
Local Unrealized Gain Loss
27398.29
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
2% 15 Aug 2017
Maturity Date
2017-08-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
9865000.00
Base Market Value
9872004.15
Base Total Cost
9915795.10
Base Unrealized Gain Loss
-43790.95
Base Accrued Interest
74535.55
Local Market Value
9872004.15
Local Total Cost Amount
9915795.10
Local Unrealized Gain Loss
-43790.95
Local Accrued Interest
74535.55
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: O REILLY AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
O REILLY AUTOMOTIVE INC
Security Description
3.8% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
565000.00
Base Market Value
594018.40
Base Total Cost
562892.55
Base Unrealized Gain Loss
31125.85
Base Accrued Interest
7156.67
Local Market Value
594018.40
Local Total Cost Amount
562892.55
Local Unrealized Gain Loss
31125.85
Local Accrued Interest
7156.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
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
3.625% 07 Sep 2022
Maturity Date
2022-09-07T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
3665000.00
Base Market Value
3804086.75
Base Total Cost
3697985.00
Base Unrealized Gain Loss
106101.75
Base Accrued Interest
42071.14
Local Market Value
3804086.75
Local Total Cost Amount
3697985.00
Local Unrealized Gain Loss
106101.75
Local Accrued Interest
42071.14
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: INTERPUBLIC GROUP COS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERPUBLIC GROUP COS
Security Description
3.75% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1105000.00
Base Market Value
1147188.90
Base Total Cost
1081035.80
Base Unrealized Gain Loss
66153.10
Base Accrued Interest
15654.17
Local Market Value
1147188.90
Local Total Cost Amount
1081035.80
Local Unrealized Gain Loss
66153.10
Local Accrued Interest
15654.17
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
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: SOUTHERN COPPER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN COPPER CORP
Security Description
5.25% 08 Nov 2042
Maturity Date
2042-11-08T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
4745000.00
Base Market Value
4717763.70
Base Total Cost
3973537.68
Base Unrealized Gain Loss
744226.02
Base Accrued Interest
36674.89
Local Market Value
4717763.70
Local Total Cost Amount
3973537.68
Local Unrealized Gain Loss
744226.02
Local Accrued Interest
36674.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
3.15% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
4217000.00
Base Market Value
4289701.08
Base Total Cost
3973748.66
Base Unrealized Gain Loss
315952.42
Base Accrued Interest
11069.63
Local Market Value
4289701.08
Local Total Cost Amount
3973748.66
Local Unrealized Gain Loss
315952.42
Local Accrued Interest
11069.63
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: HIGHWOODS REALTY LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HIGHWOODS REALTY LP
Security Description
3.625% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
2750000.00
Base Market Value
2780332.50
Base Total Cost
2707237.50
Base Unrealized Gain Loss
73095.00
Base Accrued Interest
45967.01
Local Market Value
2780332.50
Local Total Cost Amount
2707237.50
Local Unrealized Gain Loss
73095.00
Local Accrued Interest
45967.01
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
2% 11 Jan 2018
Maturity Date
2018-01-11T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
10000000.00
Base Market Value
10015300.00
Base Total Cost
9964969.52
Base Unrealized Gain Loss
50330.48
Base Accrued Interest
94444.44
Local Market Value
10015300.00
Local Total Cost Amount
9964969.52
Local Unrealized Gain Loss
50330.48
Local Accrued Interest
94444.44
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
2.375% 16 Jan 2018
Maturity Date
2018-01-16T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
3320000.00
Base Market Value
3330458.00
Base Total Cost
3284964.40
Base Unrealized Gain Loss
45493.60
Base Accrued Interest
36139.58
Local Market Value
3330458.00
Local Total Cost Amount
3284964.40
Local Unrealized Gain Loss
45493.60
Local Accrued Interest
36139.58
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
NYC Data AI • Public-data exploration interface