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: KINDER MORGAN INC/DELAWA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDER MORGAN INC/DELAWA
Security Description
2% 01 Dec 2017
Maturity Date
2017-12-01T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
260000.00
Base Market Value
260140.40
Base Total Cost
259703.60
Base Unrealized Gain Loss
436.80
Base Accrued Interest
433.33
Local Market Value
260140.40
Local Total Cost Amount
259703.60
Local Unrealized Gain Loss
436.80
Local Accrued Interest
433.33
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: KINDER MORGAN INC/DELAWA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDER MORGAN INC/DELAWA
Security Description
5.55% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
5.55
Original Face
0
Shares Par Value
501000.00
Base Market Value
530924.73
Base Total Cost
535022.91
Base Unrealized Gain Loss
-4098.18
Base Accrued Interest
2317.13
Local Market Value
530924.73
Local Total Cost Amount
535022.91
Local Unrealized Gain Loss
-4098.18
Local Accrued Interest
2317.13
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
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: PLAINS ALL AMER PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLAINS ALL AMER PIPELINE
Security Description
2.6% 15 Dec 2019
Maturity Date
2019-12-15T00:00:00.000
Interest Rate
2.6
Original Face
0
Shares Par Value
2650000.00
Base Market Value
2657287.50
Base Total Cost
2645044.50
Base Unrealized Gain Loss
12243.00
Base Accrued Interest
3062.22
Local Market Value
2657287.50
Local Total Cost Amount
2645044.50
Local Unrealized Gain Loss
12243.00
Local Accrued Interest
3062.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TRANS ALLEGHENY INTERSTA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANS ALLEGHENY INTERSTA
Security Description
3.85% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
770000.00
Base Market Value
798505.40
Base Total Cost
769414.80
Base Unrealized Gain Loss
29090.60
Base Accrued Interest
2470.42
Local Market Value
798505.40
Local Total Cost Amount
769414.80
Local Unrealized Gain Loss
29090.60
Local Accrued Interest
2470.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TRANSCANADA PIPELINES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSCANADA PIPELINES
Security Description
1.875% 12 Jan 2018
Maturity Date
2018-01-12T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
745000.00
Base Market Value
745998.30
Base Total Cost
742645.80
Base Unrealized Gain Loss
3352.50
Base Accrued Interest
6557.55
Local Market Value
745998.30
Local Total Cost Amount
742645.80
Local Unrealized Gain Loss
3352.50
Local Accrued Interest
6557.55
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: REPUBLIC OF INDONESIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF INDONESIA
Security Description
4.125% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
4075000.00
Base Market Value
4201651.00
Base Total Cost
4057036.07
Base Unrealized Gain Loss
144614.93
Base Accrued Interest
77509.91
Local Market Value
4201651.00
Local Total Cost Amount
4057036.07
Local Unrealized Gain Loss
144614.93
Local Accrued Interest
77509.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: PENSKE TRUCK LEASING/PTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE TRUCK LEASING/PTL
Security Description
3.375% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
1065000.00
Base Market Value
1090964.70
Base Total Cost
1064542.05
Base Unrealized Gain Loss
26422.65
Base Accrued Interest
14976.57
Local Market Value
1090964.70
Local Total Cost Amount
1064542.05
Local Unrealized Gain Loss
26422.65
Local Accrued Interest
14976.57
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
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: MERCK + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCK + CO INC
Security Description
3.7% 10 Feb 2045
Maturity Date
2045-02-10T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
330000.00
Base Market Value
329095.80
Base Total Cost
326940.90
Base Unrealized Gain Loss
2154.90
Base Accrued Interest
4782.25
Local Market Value
329095.80
Local Total Cost Amount
326940.90
Local Unrealized Gain Loss
2154.90
Local Accrued Interest
4782.25
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
A1
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
3.75% 12 Feb 2045
Maturity Date
2045-02-12T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
356000.00
Base Market Value
353817.72
Base Total Cost
367645.12
Base Unrealized Gain Loss
-13827.40
Base Accrued Interest
5154.59
Local Market Value
353817.72
Local Total Cost Amount
367645.12
Local Unrealized Gain Loss
-13827.40
Local Accrued Interest
5154.59
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.125% 13 Feb 2022
Maturity Date
2022-02-13T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1550000.00
Base Market Value
1588750.00
Base Total Cost
1526843.00
Base Unrealized Gain Loss
61907.00
Base Accrued Interest
24509.37
Local Market Value
1588750.00
Local Total Cost Amount
1526843.00
Local Unrealized Gain Loss
61907.00
Local Accrued Interest
24509.37
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
4.55% 15 Mar 2035
Maturity Date
2035-03-15T00:00:00.000
Interest Rate
4.55
Original Face
0
Shares Par Value
1725000.00
Base Market Value
1841144.25
Base Total Cost
1717582.50
Base Unrealized Gain Loss
123561.75
Base Accrued Interest
23110.21
Local Market Value
1841144.25
Local Total Cost Amount
1717582.50
Local Unrealized Gain Loss
123561.75
Local Accrued Interest
23110.21
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
3% 12 Mar 2020
Maturity Date
2020-03-12T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
800000.00
Base Market Value
816976.00
Base Total Cost
815192.00
Base Unrealized Gain Loss
1784.00
Base Accrued Interest
7266.67
Local Market Value
816976.00
Local Total Cost Amount
815192.00
Local Unrealized Gain Loss
1784.00
Local Accrued Interest
7266.67
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
2.35% 12 Mar 2018
Maturity Date
2018-03-12T00:00:00.000
Interest Rate
2.35
Original Face
0
Shares Par Value
2650000.00
Base Market Value
2661077.00
Base Total Cost
2667041.16
Base Unrealized Gain Loss
-5964.16
Base Accrued Interest
18855.49
Local Market Value
2661077.00
Local Total Cost Amount
2667041.16
Local Unrealized Gain Loss
-5964.16
Local Accrued Interest
18855.49
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
3.45% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
3425000.00
Base Market Value
3530558.50
Base Total Cost
3420136.50
Base Unrealized Gain Loss
110422.00
Base Accrued Interest
34792.29
Local Market Value
3530558.50
Local Total Cost Amount
3420136.50
Local Unrealized Gain Loss
110422.00
Local Accrued Interest
34792.29
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
4.15% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
1875000.00
Base Market Value
1959975.00
Base Total Cost
1954837.50
Base Unrealized Gain Loss
5137.50
Base Accrued Interest
19453.12
Local Market Value
1959975.00
Local Total Cost Amount
1954837.50
Local Unrealized Gain Loss
5137.50
Local Accrued Interest
19453.12
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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
4.862% 21 Aug 2046
Maturity Date
2046-08-21T00:00:00.000
Interest Rate
4.862
Original Face
0
Shares Par Value
1146000.00
Base Market Value
1146194.82
Base Total Cost
1174288.27
Base Unrealized Gain Loss
-28093.45
Base Accrued Interest
20120.58
Local Market Value
1146194.82
Local Total Cost Amount
1174288.27
Local Unrealized Gain Loss
-28093.45
Local Accrued Interest
20120.58
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
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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
5.012% 21 Aug 2054
Maturity Date
2054-08-21T00:00:00.000
Interest Rate
5.012
Original Face
0
Shares Par Value
875000.00
Base Market Value
861105.00
Base Total Cost
886657.62
Base Unrealized Gain Loss
-25552.62
Base Accrued Interest
15836.53
Local Market Value
861105.00
Local Total Cost Amount
886657.62
Local Unrealized Gain Loss
-25552.62
Local Accrued Interest
15836.53
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
3.25% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
548000.00
Base Market Value
550137.20
Base Total Cost
547188.96
Base Unrealized Gain Loss
2948.24
Base Accrued Interest
3759.89
Local Market Value
550137.20
Local Total Cost Amount
547188.96
Local Unrealized Gain Loss
2948.24
Local Accrued Interest
3759.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A
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
77729.00
Base Market Value
77729.00
Base Total Cost
77729.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
77729.00
Local Total Cost Amount
77729.00
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: 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% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.1
Original Face
0
Shares Par Value
3115000.00
Base Market Value
3383980.25
Base Total Cost
3134875.00
Base Unrealized Gain Loss
249105.25
Base Accrued Interest
54893.22
Local Market Value
3383980.25
Local Total Cost Amount
3134875.00
Local Unrealized Gain Loss
249105.25
Local Accrued Interest
54893.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: EMD FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMD FINANCE LLC
Security Description
1.7% 19 Mar 2018
Maturity Date
2018-03-19T00:00:00.000
Interest Rate
1.7
Original Face
0
Shares Par Value
5850000.00
Base Market Value
5849181.00
Base Total Cost
5849005.50
Base Unrealized Gain Loss
175.50
Base Accrued Interest
28177.50
Local Market Value
5849181.00
Local Total Cost Amount
5849005.50
Local Unrealized Gain Loss
175.50
Local Accrued Interest
28177.50
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: HALLIBURTON CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALLIBURTON CO
Security Description
5% 15 Nov 2045
Maturity Date
2045-11-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
851000.00
Base Market Value
905446.98
Base Total Cost
939410.39
Base Unrealized Gain Loss
-33963.41
Base Accrued Interest
5436.94
Local Market Value
905446.98
Local Total Cost Amount
939410.39
Local Unrealized Gain Loss
-33963.41
Local Accrued Interest
5436.94
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
OIL, GAS & CONSUMABLE FUELS
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: WELLS FARGO + COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLS FARGO + COMPANY
Security Description
4.9% 17 Nov 2045
Maturity Date
2045-11-17T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
1016000.00
Base Market Value
1107826.08
Base Total Cost
1088389.22
Base Unrealized Gain Loss
19436.86
Base Accrued Interest
6084.72
Local Market Value
1107826.08
Local Total Cost Amount
1088389.22
Local Unrealized Gain Loss
19436.86
Local Accrued Interest
6084.72
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
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
3.1% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
3.1
Original Face
0
Shares Par Value
335000.00
Base Market Value
342735.15
Base Total Cost
332859.35
Base Unrealized Gain Loss
9875.80
Base Accrued Interest
4788.64
Local Market Value
342735.15
Local Total Cost Amount
332859.35
Local Unrealized Gain Loss
9875.80
Local Accrued Interest
4788.64
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: PIONEER NATURAL RESOURCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PIONEER NATURAL RESOURCE
Security Description
3.45% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
905000.00
Base Market Value
929806.05
Base Total Cost
902737.50
Base Unrealized Gain Loss
27068.55
Base Accrued Interest
14397.04
Local Market Value
929806.05
Local Total Cost Amount
902737.50
Local Unrealized Gain Loss
27068.55
Local Accrued Interest
14397.04
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
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MCDONALD S CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDONALD S CORP
Security Description
4.875% 09 Dec 2045
Maturity Date
2045-12-09T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
750000.00
Base Market Value
836152.50
Base Total Cost
818371.54
Base Unrealized Gain Loss
17780.96
Base Accrued Interest
2234.38
Local Market Value
836152.50
Local Total Cost Amount
818371.54
Local Unrealized Gain Loss
17780.96
Local Accrued Interest
2234.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: VISA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VISA INC
Security Description
2.8% 14 Dec 2022
Maturity Date
2022-12-14T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
1835000.00
Base Market Value
1868286.90
Base Total Cost
1832449.35
Base Unrealized Gain Loss
35837.55
Base Accrued Interest
2426.28
Local Market Value
1868286.90
Local Total Cost Amount
1832449.35
Local Unrealized Gain Loss
35837.55
Local Accrued Interest
2426.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
8.125% 23 Jun 2019
Maturity Date
2019-06-23T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
1475000.00
Base Market Value
1645097.00
Base Total Cost
1744919.10
Base Unrealized Gain Loss
-99822.10
Base Accrued Interest
2663.19
Local Market Value
1645097.00
Local Total Cost Amount
1744919.10
Local Unrealized Gain Loss
-99822.10
Local Accrued Interest
2663.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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
2.943% 08 Jan 2019
Maturity Date
2019-01-08T00:00:00.000
Interest Rate
2.943
Original Face
0
Shares Par Value
6110000.00
Base Market Value
6188513.50
Base Total Cost
6110000.00
Base Unrealized Gain Loss
78513.50
Base Accrued Interest
86412.20
Local Market Value
6188513.50
Local Total Cost Amount
6110000.00
Local Unrealized Gain Loss
78513.50
Local Accrued Interest
86412.20
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
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 TOWER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN TOWER CORP
Security Description
3.3% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
670000.00
Base Market Value
687500.40
Base Total Cost
669015.10
Base Unrealized Gain Loss
18485.30
Base Accrued Interest
8352.67
Local Market Value
687500.40
Local Total Cost Amount
669015.10
Local Unrealized Gain Loss
18485.30
Local Accrued Interest
8352.67
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
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 TOWERS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE TOWERS LLC
Security Description
6.113% 15 Jan 2040
Maturity Date
2040-01-15T00:00:00.000
Interest Rate
6.113
Original Face
0
Shares Par Value
2200000.00
Base Market Value
2365202.40
Base Total Cost
2200000.00
Base Unrealized Gain Loss
165202.40
Base Accrued Interest
5977.16
Local Market Value
2365202.40
Local Total Cost Amount
2200000.00
Local Unrealized Gain Loss
165202.40
Local Accrued Interest
5977.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BOSTON PROPERTIES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOSTON PROPERTIES LP
Security Description
5.625% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
702000.00
Base Market Value
770774.94
Base Total Cost
795036.06
Base Unrealized Gain Loss
-24261.12
Base Accrued Interest
5045.63
Local Market Value
770774.94
Local Total Cost Amount
795036.06
Local Unrealized Gain Loss
-24261.12
Local Accrued Interest
5045.63
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
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV FIN
Security Description
3.3% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
5850000.00
Base Market Value
6023920.50
Base Total Cost
5827828.50
Base Unrealized Gain Loss
196092.00
Base Accrued Interest
80437.50
Local Market Value
6023920.50
Local Total Cost Amount
5827828.50
Local Unrealized Gain Loss
196092.00
Local Accrued Interest
80437.50
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
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: ANHEUSER BUSCH INBEV FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV FIN
Security Description
3.65% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
2926000.00
Base Market Value
3014570.02
Base Total Cost
3024455.16
Base Unrealized Gain Loss
-9885.14
Base Accrued Interest
44499.59
Local Market Value
3014570.02
Local Total Cost Amount
3024455.16
Local Unrealized Gain Loss
-9885.14
Local Accrued Interest
44499.59
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
4.65% 23 Feb 2046
Maturity Date
2046-02-23T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
985000.00
Base Market Value
1104106.20
Base Total Cost
1100341.55
Base Unrealized Gain Loss
3764.65
Base Accrued Interest
16285.33
Local Market Value
1104106.20
Local Total Cost Amount
1100341.55
Local Unrealized Gain Loss
3764.65
Local Accrued Interest
16285.33
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
Aa1
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: 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
330000.00
Base Market Value
339513.90
Base Total Cost
329696.40
Base Unrealized Gain Loss
9817.50
Base Accrued Interest
3630.00
Local Market Value
339513.90
Local Total Cost Amount
329696.40
Local Unrealized Gain Loss
9817.50
Local Accrued Interest
3630.00
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
4.375% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1340000.00
Base Market Value
1355329.60
Base Total Cost
1327975.31
Base Unrealized Gain Loss
27354.29
Base Accrued Interest
17261.81
Local Market Value
1355329.60
Local Total Cost Amount
1327975.31
Local Unrealized Gain Loss
27354.29
Local Accrued Interest
17261.81
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
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: WELLS FARGO + COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLS FARGO + COMPANY
Security Description
5.375% 02 Nov 2043
Maturity Date
2043-11-02T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1100000.00
Base Market Value
1272546.00
Base Total Cost
1075767.00
Base Unrealized Gain Loss
196779.00
Base Accrued Interest
9689.93
Local Market Value
1272546.00
Local Total Cost Amount
1075767.00
Local Unrealized Gain Loss
196779.00
Local Accrued Interest
9689.93
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: SANTANDER UK PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK PLC
Security Description
5% 07 Nov 2023
Maturity Date
2023-11-07T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2816000.00
Base Market Value
3018808.32
Base Total Cost
2939931.95
Base Unrealized Gain Loss
78876.37
Base Accrued Interest
21120.00
Local Market Value
3018808.32
Local Total Cost Amount
2939931.95
Local Unrealized Gain Loss
78876.37
Local Accrued Interest
21120.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NOBLE ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOBLE ENERGY INC
Security Description
5.25% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
725000.00
Base Market Value
751187.00
Base Total Cost
773191.33
Base Unrealized Gain Loss
-22004.33
Base Accrued Interest
4863.55
Local Market Value
751187.00
Local Total Cost Amount
773191.33
Local Unrealized Gain Loss
-22004.33
Local Accrued Interest
4863.55
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
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: PACIFIC GAS + ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PACIFIC GAS + ELECTRIC
Security Description
3.85% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
700000.00
Base Market Value
743939.00
Base Total Cost
698733.00
Base Unrealized Gain Loss
45206.00
Base Accrued Interest
3443.61
Local Market Value
743939.00
Local Total Cost Amount
698733.00
Local Unrealized Gain Loss
45206.00
Local Accrued Interest
3443.61
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WILLIAMS PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAMS PARTNERS LP
Security Description
4.5% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1425000.00
Base Market Value
1509573.75
Base Total Cost
1416393.00
Base Unrealized Gain Loss
93180.75
Base Accrued Interest
8193.75
Local Market Value
1509573.75
Local Total Cost Amount
1416393.00
Local Unrealized Gain Loss
93180.75
Local Accrued Interest
8193.75
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
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: EATON CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EATON CORP
Security Description
4% 02 Nov 2032
Maturity Date
2032-11-02T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
596000.00
Base Market Value
616550.08
Base Total Cost
625984.76
Base Unrealized Gain Loss
-9434.68
Base Accrued Interest
3907.11
Local Market Value
616550.08
Local Total Cost Amount
625984.76
Local Unrealized Gain Loss
-9434.68
Local Accrued Interest
3907.11
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AON PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AON PLC
Security Description
4% 27 Nov 2023
Maturity Date
2023-11-27T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
775000.00
Base Market Value
818384.50
Base Total Cost
790779.00
Base Unrealized Gain Loss
27605.50
Base Accrued Interest
2927.78
Local Market Value
818384.50
Local Total Cost Amount
790779.00
Local Unrealized Gain Loss
27605.50
Local Accrued Interest
2927.78
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MACQUARIE GROUP LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACQUARIE GROUP LTD
Security Description
3% 03 Dec 2018
Maturity Date
2018-12-03T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1063062.00
Base Total Cost
1067565.57
Base Unrealized Gain Loss
-4503.57
Base Accrued Interest
2450.00
Local Market Value
1063062.00
Local Total Cost Amount
1067565.57
Local Unrealized Gain Loss
-4503.57
Local Accrued Interest
2450.00
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
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: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
4% 05 Dec 2023
Maturity Date
2023-12-05T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1478834.00
Base Total Cost
1554756.00
Base Unrealized Gain Loss
-75922.00
Base Accrued Interest
4044.44
Local Market Value
1478834.00
Local Total Cost Amount
1554756.00
Local Unrealized Gain Loss
-75922.00
Local Accrued Interest
4044.44
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Jan 2049
Maturity Date
2049-01-29T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1199000.00
Base Market Value
1362363.75
Base Total Cost
1199000.00
Base Unrealized Gain Loss
163363.75
Base Accrued Interest
33721.88
Local Market Value
1362363.75
Local Total Cost Amount
1199000.00
Local Unrealized Gain Loss
163363.75
Local Accrued Interest
33721.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: REPUBLIC OF COLOMBIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF COLOMBIA
Security Description
5.625% 26 Feb 2044
Maturity Date
2044-02-26T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
725000.00
Base Market Value
792425.00
Base Total Cost
830668.10
Base Unrealized Gain Loss
-38243.10
Base Accrued Interest
14160.16
Local Market Value
792425.00
Local Total Cost Amount
830668.10
Local Unrealized Gain Loss
-38243.10
Local Accrued Interest
14160.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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
2.625% 31 Jan 2019
Maturity Date
2019-01-31T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
1075000.00
Base Market Value
1085868.25
Base Total Cost
1071603.00
Base Unrealized Gain Loss
14265.25
Base Accrued Interest
11757.81
Local Market Value
1085868.25
Local Total Cost Amount
1071603.00
Local Unrealized Gain Loss
14265.25
Local Accrued Interest
11757.81
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
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: ORANGE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORANGE SA
Security Description
2.75% 06 Feb 2019
Maturity Date
2019-02-06T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
2075000.00
Base Market Value
2101311.00
Base Total Cost
2073257.00
Base Unrealized Gain Loss
28054.00
Base Accrued Interest
22983.51
Local Market Value
2101311.00
Local Total Cost Amount
2073257.00
Local Unrealized Gain Loss
28054.00
Local Accrued Interest
22983.51
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
NYC Data AI • Public-data exploration interface