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: PENSKE TRUCK LEASING/PTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE TRUCK LEASING/PTL
Security Description
2.875% 17 Jul 2018
Maturity Date
2018-07-17T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
2699000.00
Base Market Value
2726070.97
Base Total Cost
2731549.94
Base Unrealized Gain Loss
-5478.97
Base Accrued Interest
35349.40
Local Market Value
2726070.97
Local Total Cost Amount
2731549.94
Local Unrealized Gain Loss
-5478.97
Local Accrued Interest
35349.40
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
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 TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.375% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
19705000.00
Base Market Value
19829732.65
Base Total Cost
19914980.67
Base Unrealized Gain Loss
-85248.02
Base Accrued Interest
64324.10
Local Market Value
19829732.65
Local Total Cost Amount
19914980.67
Local Unrealized Gain Loss
-85248.02
Local Accrued Interest
64324.10
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 NOTE
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEACHERS INSUR + ANNUITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEACHERS INSUR + ANNUITY
Security Description
4.27% 15 May 2047
Maturity Date
2047-05-15T00:00:00.000
Interest Rate
4.27
Original Face
0
Shares Par Value
1160000.00
Base Market Value
1187503.60
Base Total Cost
1158816.80
Base Unrealized Gain Loss
28686.80
Base Accrued Interest
7292.21
Local Market Value
1187503.60
Local Total Cost Amount
1158816.80
Local Unrealized Gain Loss
28686.80
Local Accrued Interest
7292.21
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
Aa3
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WILLIS NORTH AMERICA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIS NORTH AMERICA INC
Security Description
3.6% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
6195000.00
Base Market Value
6257445.60
Base Total Cost
6292229.72
Base Unrealized Gain Loss
-34784.12
Base Accrued Interest
27877.50
Local Market Value
6257445.60
Local Total Cost Amount
6292229.72
Local Unrealized Gain Loss
-34784.12
Local Accrued Interest
27877.50
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
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: DOMINION ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOMINION ENERGY INC
Security Description
2.579% 01 Jul 2020
Maturity Date
2020-07-01T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
2340000.00
Base Market Value
2352097.80
Base Total Cost
2342410.20
Base Unrealized Gain Loss
9687.60
Base Accrued Interest
0
Local Market Value
2352097.80
Local Total Cost Amount
2342410.20
Local Unrealized Gain Loss
9687.60
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
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
1.12176
Original Face
0
Shares Par Value
42143309.56
Base Market Value
42143309.56
Base Total Cost
42143309.56
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
42143309.56
Local Total Cost Amount
42143309.56
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FED HOME LN DISCOUNT NT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FED HOME LN DISCOUNT NT
Security Description
0.01% 06 Jul 2017
Maturity Date
2017-07-06T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
12475000.00
Base Market Value
12474002.00
Base Total Cost
12464631.90
Base Unrealized Gain Loss
9370.10
Base Accrued Interest
0
Local Market Value
12474002.00
Local Total Cost Amount
12464631.90
Local Unrealized Gain Loss
9370.10
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: APPALACHIAN POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPALACHIAN POWER CO
Security Description
6.375% 01 Apr 2036
Maturity Date
2036-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
835000.00
Base Market Value
1063623.00
Base Total Cost
832469.95
Base Unrealized Gain Loss
231153.05
Base Accrued Interest
13307.81
Local Market Value
1063623.00
Local Total Cost Amount
832469.95
Local Unrealized Gain Loss
231153.05
Local Accrued Interest
13307.81
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
6.55% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
6.55
Original Face
0
Shares Par Value
2915000.00
Base Market Value
3480859.80
Base Total Cost
3345961.10
Base Unrealized Gain Loss
134898.70
Base Accrued Interest
31822.07
Local Market Value
3480859.80
Local Total Cost Amount
3345961.10
Local Unrealized Gain Loss
134898.70
Local Accrued Interest
31822.07
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
8.75% 14 Feb 2019
Maturity Date
2019-02-14T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
635000.00
Base Market Value
698442.85
Base Total Cost
755117.95
Base Unrealized Gain Loss
-56675.10
Base Accrued Interest
21144.62
Local Market Value
698442.85
Local Total Cost Amount
755117.95
Local Unrealized Gain Loss
-56675.10
Local Accrued Interest
21144.62
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
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: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
8.25% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
6790000.00
Base Market Value
7490388.50
Base Total Cost
8437397.70
Base Unrealized Gain Loss
-947009.20
Base Accrued Interest
140043.76
Local Market Value
7490388.50
Local Total Cost Amount
8437397.70
Local Unrealized Gain Loss
-947009.20
Local Accrued Interest
140043.76
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
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
7.3% 13 May 2019
Maturity Date
2019-05-13T00:00:00.000
Interest Rate
7.3
Original Face
0
Shares Par Value
4110000.00
Base Market Value
4493339.70
Base Total Cost
4215519.55
Base Unrealized Gain Loss
277820.15
Base Accrued Interest
40004.00
Local Market Value
4493339.70
Local Total Cost Amount
4215519.55
Local Unrealized Gain Loss
277820.15
Local Accrued Interest
40004.00
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
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: HOLCIM US FINANCE SARL +
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLCIM US FINANCE SARL +
Security Description
6% 30 Dec 2019
Maturity Date
2019-12-30T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
2575000.00
Base Market Value
2786871.00
Base Total Cost
2621256.85
Base Unrealized Gain Loss
165614.15
Base Accrued Interest
429.17
Local Market Value
2786871.00
Local Total Cost Amount
2621256.85
Local Unrealized Gain Loss
165614.15
Local Accrued Interest
429.17
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: PENNSYLVANIA ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENNSYLVANIA ELECTRIC CO
Security Description
6.15% 01 Oct 2038
Maturity Date
2038-10-01T00:00:00.000
Interest Rate
6.15
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1211290.00
Base Total Cost
997850.00
Base Unrealized Gain Loss
213440.00
Base Accrued Interest
15375.00
Local Market Value
1211290.00
Local Total Cost Amount
997850.00
Local Unrealized Gain Loss
213440.00
Local Accrued Interest
15375.00
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: SBA TOWER TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SBA TOWER TRUST
Security Description
3.156% 10 Oct 2045
Maturity Date
2045-10-10T00:00:00.000
Interest Rate
3.156
Original Face
0
Shares Par Value
7665000.00
Base Market Value
7814774.10
Base Total Cost
7665000.00
Base Unrealized Gain Loss
149774.10
Base Accrued Interest
10751.44
Local Market Value
7814774.10
Local Total Cost Amount
7665000.00
Local Unrealized Gain Loss
149774.10
Local Accrued Interest
10751.44
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
A2
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
2.875% 16 Oct 2020
Maturity Date
2020-10-16T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
5105000.00
Base Market Value
5177899.40
Base Total Cost
5096985.15
Base Unrealized Gain Loss
80914.25
Base Accrued Interest
30576.82
Local Market Value
5177899.40
Local Total Cost Amount
5096985.15
Local Unrealized Gain Loss
80914.25
Local Accrued Interest
30576.82
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
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: BANCO BILBAO VIZCAYA ARG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANCO BILBAO VIZCAYA ARG
Security Description
3% 20 Oct 2020
Maturity Date
2020-10-20T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
8570000.00
Base Market Value
8732915.70
Base Total Cost
8532120.60
Base Unrealized Gain Loss
200795.10
Base Accrued Interest
50705.83
Local Market Value
8732915.70
Local Total Cost Amount
8532120.60
Local Unrealized Gain Loss
200795.10
Local Accrued Interest
50705.83
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: NEWELL BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWELL BRANDS INC
Security Description
3.9% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
5990000.00
Base Market Value
6202884.60
Base Total Cost
6054151.40
Base Unrealized Gain Loss
148733.20
Base Accrued Interest
38935.00
Local Market Value
6202884.60
Local Total Cost Amount
6054151.40
Local Unrealized Gain Loss
148733.20
Local Accrued Interest
38935.00
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: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
4.35% 03 Nov 2045
Maturity Date
2045-11-03T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
2840000.00
Base Market Value
3114088.40
Base Total Cost
2832900.00
Base Unrealized Gain Loss
281188.40
Base Accrued Interest
19903.67
Local Market Value
3114088.40
Local Total Cost Amount
2832900.00
Local Unrealized Gain Loss
281188.40
Local Accrued Interest
19903.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
4.2% 03 Nov 2035
Maturity Date
2035-11-03T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
5820000.00
Base Market Value
6359281.20
Base Total Cost
5803587.60
Base Unrealized Gain Loss
555693.60
Base Accrued Interest
39382.00
Local Market Value
6359281.20
Local Total Cost Amount
5803587.60
Local Unrealized Gain Loss
555693.60
Local Accrued Interest
39382.00
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
Aaa
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: IPALCO ENTERPRISES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IPALCO ENTERPRISES INC
Security Description
3.45% 15 Jul 2020
Maturity Date
2020-07-15T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
6255000.00
Base Market Value
6333187.50
Base Total Cost
6250558.95
Base Unrealized Gain Loss
82628.55
Base Accrued Interest
99506.63
Local Market Value
6333187.50
Local Total Cost Amount
6250558.95
Local Unrealized Gain Loss
82628.55
Local Accrued Interest
99506.63
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
ELECTRIC/GAS
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
4.5% 15 May 2036
Maturity Date
2036-05-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
11025000.00
Base Market Value
12023644.50
Base Total Cost
11463064.05
Base Unrealized Gain Loss
560580.45
Base Accrued Interest
63393.75
Local Market Value
12023644.50
Local Total Cost Amount
11463064.05
Local Unrealized Gain Loss
560580.45
Local Accrued Interest
63393.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: BROADCOM CRP / CAYMN FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROADCOM CRP / CAYMN FI
Security Description
3.875% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1437660.00
Base Total Cost
1393812.00
Base Unrealized Gain Loss
43848.00
Base Accrued Interest
24342.54
Local Market Value
1437660.00
Local Total Cost Amount
1393812.00
Local Unrealized Gain Loss
43848.00
Local Accrued Interest
24342.54
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: BROADCOM CRP / CAYMN FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROADCOM CRP / CAYMN FI
Security Description
3.625% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
3740000.00
Base Market Value
3826020.00
Base Total Cost
3736110.40
Base Unrealized Gain Loss
89909.60
Base Accrued Interest
61008.75
Local Market Value
3826020.00
Local Total Cost Amount
3736110.40
Local Unrealized Gain Loss
89909.60
Local Accrued Interest
61008.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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 TRANSMISSION SY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN TRANSMISSION SY
Security Description
5% 01 Sep 2044
Maturity Date
2044-09-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2150000.00
Base Market Value
2400905.00
Base Total Cost
2192355.00
Base Unrealized Gain Loss
208550.00
Base Accrued Interest
35833.33
Local Market Value
2400905.00
Local Total Cost Amount
2192355.00
Local Unrealized Gain Loss
208550.00
Local Accrued Interest
35833.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: THOMSON REUTERS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THOMSON REUTERS CORP
Security Description
3.85% 29 Sep 2024
Maturity Date
2024-09-29T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
5125000.00
Base Market Value
5279928.75
Base Total Cost
5097632.50
Base Unrealized Gain Loss
182296.25
Base Accrued Interest
41654.86
Local Market Value
5279928.75
Local Total Cost Amount
5097632.50
Local Unrealized Gain Loss
182296.25
Local Accrued Interest
41654.86
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
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: BANCO SANTANDER SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANCO SANTANDER SA
Security Description
1% 11 Apr 2022
Maturity Date
2022-04-11T00:00:00.000
Interest Rate
2.71761
Original Face
0
Shares Par Value
6000000.00
Base Market Value
6184800.00
Base Total Cost
6000000.00
Base Unrealized Gain Loss
184800.00
Base Accrued Interest
36284.58
Local Market Value
6184800.00
Local Total Cost Amount
6000000.00
Local Unrealized Gain Loss
184800.00
Local Accrued Interest
36284.58
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
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: PHILLIPS 66
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PHILLIPS 66
Security Description
1% 15 Apr 2019
Maturity Date
2019-04-15T00:00:00.000
Interest Rate
1.786295
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3006960.00
Base Total Cost
3000000.00
Base Unrealized Gain Loss
6960.00
Base Accrued Interest
10568.91
Local Market Value
3006960.00
Local Total Cost Amount
3000000.00
Local Unrealized Gain Loss
6960.00
Local Accrued Interest
10568.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CONSTELLATION BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLATION BRANDS INC
Security Description
2.7% 09 May 2022
Maturity Date
2022-05-09T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2996340.00
Base Total Cost
2998060.00
Base Unrealized Gain Loss
-1720.00
Base Accrued Interest
11700.00
Local Market Value
2996340.00
Local Total Cost Amount
2998060.00
Local Unrealized Gain Loss
-1720.00
Local Accrued Interest
11700.00
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: EPR PROPERTIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EPR PROPERTIES
Security Description
4.5% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1509000.00
Base Total Cost
1490895.00
Base Unrealized Gain Loss
18105.00
Base Accrued Interest
7125.00
Local Market Value
1509000.00
Local Total Cost Amount
1490895.00
Local Unrealized Gain Loss
18105.00
Local Accrued Interest
7125.00
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
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: SIMON PROPERTY GROUP LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIMON PROPERTY GROUP LP
Security Description
2.625% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
1750000.00
Base Market Value
1756405.00
Base Total Cost
1748425.00
Base Unrealized Gain Loss
7980.00
Base Accrued Interest
3828.13
Local Market Value
1756405.00
Local Total Cost Amount
1748425.00
Local Unrealized Gain Loss
7980.00
Local Accrued Interest
3828.13
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
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: TYSON FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TYSON FOODS INC
Security Description
3.55% 02 Jun 2027
Maturity Date
2027-06-02T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2023340.00
Base Total Cost
1996660.00
Base Unrealized Gain Loss
26680.00
Base Accrued Interest
5719.44
Local Market Value
2023340.00
Local Total Cost Amount
1996660.00
Local Unrealized Gain Loss
26680.00
Local Accrued Interest
5719.44
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: EBAY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EBAY INC
Security Description
1% 30 Jan 2023
Maturity Date
2023-01-30T00:00:00.000
Interest Rate
2.0925
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2010640.00
Base Total Cost
2000000.00
Base Unrealized Gain Loss
10640.00
Base Accrued Interest
2906.25
Local Market Value
2010640.00
Local Total Cost Amount
2000000.00
Local Unrealized Gain Loss
10640.00
Local Accrued Interest
2906.25
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
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: COACH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COACH INC
Security Description
4.125% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2472775.00
Base Total Cost
2510360.00
Base Unrealized Gain Loss
-37585.00
Base Accrued Interest
3151.04
Local Market Value
2472775.00
Local Total Cost Amount
2510360.00
Local Unrealized Gain Loss
-37585.00
Local Accrued Interest
3151.04
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
ROAD & RAIL
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: HARLEY DAVIDSON FINL SER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARLEY DAVIDSON FINL SER
Security Description
2.55% 09 Jun 2022
Maturity Date
2022-06-09T00:00:00.000
Interest Rate
2.55
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1486845.00
Base Total Cost
1497615.00
Base Unrealized Gain Loss
-10770.00
Base Accrued Interest
2337.50
Local Market Value
1486845.00
Local Total Cost Amount
1497615.00
Local Unrealized Gain Loss
-10770.00
Local Accrued Interest
2337.50
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
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: MAXIM INTEGRATED PRODUCT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAXIM INTEGRATED PRODUCT
Security Description
3.45% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
5000000.00
Base Market Value
4970400.00
Base Total Cost
5036287.50
Base Unrealized Gain Loss
-65887.50
Base Accrued Interest
7666.66
Local Market Value
4970400.00
Local Total Cost Amount
5036287.50
Local Unrealized Gain Loss
-65887.50
Local Accrued Interest
7666.66
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
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: VODAFONE GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VODAFONE GROUP PLC
Security Description
4.375% 19 Feb 2043
Maturity Date
2043-02-19T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1975000.00
Base Total Cost
1744309.23
Base Unrealized Gain Loss
230690.77
Base Accrued Interest
32083.33
Local Market Value
1975000.00
Local Total Cost Amount
1744309.23
Local Unrealized Gain Loss
230690.77
Local Accrued Interest
32083.33
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
-60695.01
Base Market Value
-60695.01
Base Total Cost
-60695.01
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-60695.01
Local Total Cost Amount
-60695.01
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRINITY ACQUISITION PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRINITY ACQUISITION PLC
Security Description
6.125% 15 Aug 2043
Maturity Date
2043-08-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3510360.00
Base Total Cost
2988150.00
Base Unrealized Gain Loss
522210.00
Base Accrued Interest
69416.67
Local Market Value
3510360.00
Local Total Cost Amount
2988150.00
Local Unrealized Gain Loss
522210.00
Local Accrued Interest
69416.67
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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
1% 14 Sep 2018
Maturity Date
2018-09-14T00:00:00.000
Interest Rate
2.99167
Original Face
0
Shares Par Value
8000000.00
Base Market Value
8144720.00
Base Total Cost
8222800.00
Base Unrealized Gain Loss
-78080.00
Base Accrued Interest
11301.86
Local Market Value
8144720.00
Local Total Cost Amount
8222800.00
Local Unrealized Gain Loss
-78080.00
Local Accrued Interest
11301.86
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: RALPH LAUREN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RALPH LAUREN CORP
Security Description
2.125% 26 Sep 2018
Maturity Date
2018-09-26T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
4800000.00
Base Market Value
4826112.00
Base Total Cost
4856880.00
Base Unrealized Gain Loss
-30768.00
Base Accrued Interest
26916.67
Local Market Value
4826112.00
Local Total Cost Amount
4856880.00
Local Unrealized Gain Loss
-30768.00
Local Accrued Interest
26916.67
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
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: LEUCADIA NATIONAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEUCADIA NATIONAL CORP
Security Description
5.5% 18 Oct 2023
Maturity Date
2023-10-18T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2100000.00
Base Market Value
2247336.00
Base Total Cost
2071461.00
Base Unrealized Gain Loss
175875.00
Base Accrued Interest
23420.83
Local Market Value
2247336.00
Local Total Cost Amount
2071461.00
Local Unrealized Gain Loss
175875.00
Local Accrued Interest
23420.83
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
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: LEUCADIA NATIONAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEUCADIA NATIONAL CORP
Security Description
6.625% 23 Oct 2043
Maturity Date
2043-10-23T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
5500000.00
Base Market Value
5800355.00
Base Total Cost
5735099.62
Base Unrealized Gain Loss
65255.38
Base Accrued Interest
68826.39
Local Market Value
5800355.00
Local Total Cost Amount
5735099.62
Local Unrealized Gain Loss
65255.38
Local Accrued Interest
68826.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ZOETIS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZOETIS INC
Security Description
3.25% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5124450.00
Base Total Cost
4766850.00
Base Unrealized Gain Loss
357600.00
Base Accrued Interest
67708.33
Local Market Value
5124450.00
Local Total Cost Amount
4766850.00
Local Unrealized Gain Loss
357600.00
Local Accrued Interest
67708.33
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: ZOETIS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZOETIS INC
Security Description
4.7% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1629435.00
Base Total Cost
1317834.80
Base Unrealized Gain Loss
311600.20
Base Accrued Interest
29375.00
Local Market Value
1629435.00
Local Total Cost Amount
1317834.80
Local Unrealized Gain Loss
311600.20
Local Accrued Interest
29375.00
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
1% 15 Nov 2018
Maturity Date
2018-11-15T00:00:00.000
Interest Rate
2.28178
Original Face
0
Shares Par Value
8000000.00
Base Market Value
8083120.00
Base Total Cost
8035980.00
Base Unrealized Gain Loss
47140.00
Base Accrued Interest
23831.92
Local Market Value
8083120.00
Local Total Cost Amount
8035980.00
Local Unrealized Gain Loss
47140.00
Local Accrued Interest
23831.92
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
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: MYLAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN INC
Security Description
4.2% 29 Nov 2023
Maturity Date
2023-11-29T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3141420.00
Base Total Cost
3018435.00
Base Unrealized Gain Loss
122985.00
Base Accrued Interest
11200.00
Local Market Value
3141420.00
Local Total Cost Amount
3018435.00
Local Unrealized Gain Loss
122985.00
Local Accrued Interest
11200.00
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
2.25% 05 Dec 2018
Maturity Date
2018-12-05T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1006180.00
Base Total Cost
1024390.00
Base Unrealized Gain Loss
-18210.00
Base Accrued Interest
1625.00
Local Market Value
1006180.00
Local Total Cost Amount
1024390.00
Local Unrealized Gain Loss
-18210.00
Local Accrued Interest
1625.00
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: MONDELEZ INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MONDELEZ INTERNATIONAL
Security Description
1% 01 Feb 2019
Maturity Date
2019-02-01T00:00:00.000
Interest Rate
1.68956
Original Face
0
Shares Par Value
7000000.00
Base Market Value
7027230.00
Base Total Cost
7002870.00
Base Unrealized Gain Loss
24360.00
Base Accrued Interest
19711.54
Local Market Value
7027230.00
Local Total Cost Amount
7002870.00
Local Unrealized Gain Loss
24360.00
Local Accrued Interest
19711.54
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: LEGG MASON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEGG MASON INC
Security Description
5.625% 15 Jan 2044
Maturity Date
2044-01-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2124260.00
Base Total Cost
2127980.00
Base Unrealized Gain Loss
-3720.00
Base Accrued Interest
51875.00
Local Market Value
2124260.00
Local Total Cost Amount
2127980.00
Local Unrealized Gain Loss
-3720.00
Local Accrued Interest
51875.00
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
NYC Data AI • Public-data exploration interface