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Office of The Comptroller: Teachers Retirement System Holdings Data

This dataset sets forth the Teachers Retirement System holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

City Government Office of the Comptroller Dataset 5u2d-n46s 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMER AIRLN 14 1 B PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 14 1 B PTT
Security Description
4.375% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
4.375
Original Face
595000.00
Shares Par Value
463571.94
Base Market Value
473422.84
Base Total Cost
463571.94
Base Unrealized Gain Loss
9850.90
Base Accrued Interest
5070.31
Local Market Value
473422.84
Local Total Cost Amount
463571.94
Local Unrealized Gain Loss
9850.90
Local Accrued Interest
5070.31
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNITED MEXICAN STATES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED MEXICAN STATES
Security Description
4.15% 28 Mar 2027
Maturity Date
2027-03-28T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
3760000.00
Base Market Value
3893480.00
Base Total Cost
3747817.60
Base Unrealized Gain Loss
145662.40
Base Accrued Interest
40310.33
Local Market Value
3893480.00
Local Total Cost Amount
3747817.60
Local Unrealized Gain Loss
145662.40
Local Accrued Interest
40310.33
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
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: ING GROEP NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ING GROEP NV
Security Description
3.15% 29 Mar 2022
Maturity Date
2022-03-29T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
1615000.00
Base Market Value
1645765.75
Base Total Cost
1611883.05
Base Unrealized Gain Loss
33882.70
Base Accrued Interest
13000.75
Local Market Value
1645765.75
Local Total Cost Amount
1611883.05
Local Unrealized Gain Loss
33882.70
Local Accrued Interest
13000.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: KFW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KFW
Security Description
2.125% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
3765000.00
Base Market Value
3775429.05
Base Total Cost
3760670.25
Base Unrealized Gain Loss
14758.80
Base Accrued Interest
17556.93
Local Market Value
3775429.05
Local Total Cost Amount
3760670.25
Local Unrealized Gain Loss
14758.80
Local Accrued Interest
17556.93
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 25 Apr 2023
Maturity Date
2023-04-25T00:00:00.000
Interest Rate
2.776
Original Face
0
Shares Par Value
5265000.00
Base Market Value
5274477.00
Base Total Cost
5265000.00
Base Unrealized Gain Loss
9477.00
Base Accrued Interest
26795.34
Local Market Value
5274477.00
Local Total Cost Amount
5265000.00
Local Unrealized Gain Loss
9477.00
Local Accrued Interest
26795.34
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: KAISER FOUNDATION HOSPIT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KAISER FOUNDATION HOSPIT
Security Description
4.15% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
1345000.00
Base Market Value
1393621.75
Base Total Cost
1332235.95
Base Unrealized Gain Loss
61385.80
Base Accrued Interest
8992.82
Local Market Value
1393621.75
Local Total Cost Amount
1332235.95
Local Unrealized Gain Loss
61385.80
Local Accrued Interest
8992.82
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: E.I. DU PONT DE NEMOURS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
E.I. DU PONT DE NEMOURS
Security Description
2.2% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
2105000.00
Base Market Value
2116430.15
Base Total Cost
2102684.50
Base Unrealized Gain Loss
13745.65
Base Accrued Interest
7589.69
Local Market Value
2116430.15
Local Total Cost Amount
2102684.50
Local Unrealized Gain Loss
13745.65
Local Accrued Interest
7589.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: UNITED TECHNOLOGIES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED TECHNOLOGIES CORP
Security Description
1.9% 04 May 2020
Maturity Date
2020-05-04T00:00:00.000
Interest Rate
1.9
Original Face
0
Shares Par Value
2630000.00
Base Market Value
2634523.60
Base Total Cost
2628711.30
Base Unrealized Gain Loss
5812.30
Base Accrued Interest
7911.92
Local Market Value
2634523.60
Local Total Cost Amount
2628711.30
Local Unrealized Gain Loss
5812.30
Local Accrued Interest
7911.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CRH AMERICA FINANCE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRH AMERICA FINANCE INC
Security Description
3.4% 09 May 2027
Maturity Date
2027-05-09T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
2690000.00
Base Market Value
2690161.40
Base Total Cost
2670389.90
Base Unrealized Gain Loss
19771.50
Base Accrued Interest
13210.89
Local Market Value
2690161.40
Local Total Cost Amount
2670389.90
Local Unrealized Gain Loss
19771.50
Local Accrued Interest
13210.89
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANK OF NY MELLON CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NY MELLON CORP
Security Description
3.25% 16 May 2027
Maturity Date
2027-05-16T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
5265000.00
Base Market Value
5311753.20
Base Total Cost
5262788.70
Base Unrealized Gain Loss
48964.50
Base Accrued Interest
21389.06
Local Market Value
5311753.20
Local Total Cost Amount
5262788.70
Local Unrealized Gain Loss
48964.50
Local Accrued Interest
21389.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A1
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COSTCO WHOLESALE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COSTCO WHOLESALE CORP
Security Description
2.15% 18 May 2021
Maturity Date
2021-05-18T00:00:00.000
Interest Rate
2.15
Original Face
0
Shares Par Value
5265000.00
Base Market Value
5265789.75
Base Total Cost
5255786.25
Base Unrealized Gain Loss
10003.50
Base Accrued Interest
13520.81
Local Market Value
5265789.75
Local Total Cost Amount
5255786.25
Local Unrealized Gain Loss
10003.50
Local Accrued Interest
13520.81
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
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: NISOURCE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE FINANCE CORP
Security Description
3.49% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
3.49
Original Face
0
Shares Par Value
2105000.00
Base Market Value
2119482.40
Base Total Cost
2104663.20
Base Unrealized Gain Loss
14819.20
Base Accrued Interest
7958.65
Local Market Value
2119482.40
Local Total Cost Amount
2104663.20
Local Unrealized Gain Loss
14819.20
Local Accrued Interest
7958.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: HSBC HOLDINGS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HSBC HOLDINGS PLC
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1615000.00
Base Market Value
1669910.00
Base Total Cost
1615000.00
Base Unrealized Gain Loss
54910.00
Base Accrued Interest
10497.50
Local Market Value
1669910.00
Local Total Cost Amount
1615000.00
Local Unrealized Gain Loss
54910.00
Local Accrued Interest
10497.50
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BK TOKYO MITSUBISHI UFJ
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BK TOKYO MITSUBISHI UFJ
Security Description
2.35% 08 Sep 2019
Maturity Date
2019-09-08T00:00:00.000
Interest Rate
2.35
Original Face
0
Shares Par Value
5625000.00
Base Market Value
5641706.25
Base Total Cost
5625160.85
Base Unrealized Gain Loss
16545.40
Base Accrued Interest
41492.19
Local Market Value
5641706.25
Local Total Cost Amount
5625160.85
Local Unrealized Gain Loss
16545.40
Local Accrued Interest
41492.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A1
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA2825
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2825
Security Description
4.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
0.01
Base Market Value
0.01
Base Total Cost
0.01
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.01
Local Total Cost Amount
0.01
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PACCAR FINANCIAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PACCAR FINANCIAL CORP
Security Description
2.2% 15 Sep 2019
Maturity Date
2019-09-15T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
910000.00
Base Market Value
916233.50
Base Total Cost
927927.00
Base Unrealized Gain Loss
-11693.50
Base Accrued Interest
5894.78
Local Market Value
916233.50
Local Total Cost Amount
927927.00
Local Unrealized Gain Loss
-11693.50
Local Accrued Interest
5894.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: HARLEY DAVIDSON FINL SER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARLEY DAVIDSON FINL SER
Security Description
2.4% 15 Sep 2019
Maturity Date
2019-09-15T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1306604.00
Base Total Cost
1296405.90
Base Unrealized Gain Loss
10198.10
Base Accrued Interest
9186.66
Local Market Value
1306604.00
Local Total Cost Amount
1296405.90
Local Unrealized Gain Loss
10198.10
Local Accrued Interest
9186.66
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
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: AP MOLLER MAERSK A/S
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AP MOLLER MAERSK A/S
Security Description
2.55% 22 Sep 2019
Maturity Date
2019-09-22T00:00:00.000
Interest Rate
2.55
Original Face
0
Shares Par Value
1560000.00
Base Market Value
1570686.00
Base Total Cost
1558638.88
Base Unrealized Gain Loss
12047.12
Base Accrued Interest
10939.50
Local Market Value
1570686.00
Local Total Cost Amount
1558638.88
Local Unrealized Gain Loss
12047.12
Local Accrued Interest
10939.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: BRANCH BANKING + TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRANCH BANKING + TRUST
Security Description
3.8% 30 Oct 2026
Maturity Date
2026-10-30T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
2725000.00
Base Market Value
2856208.75
Base Total Cost
2771836.50
Base Unrealized Gain Loss
84372.25
Base Accrued Interest
17545.97
Local Market Value
2856208.75
Local Total Cost Amount
2771836.50
Local Unrealized Gain Loss
84372.25
Local Accrued Interest
17545.97
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
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: TRINITY INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRINITY INDUSTRIES INC
Security Description
4.55% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
4.55
Original Face
0
Shares Par Value
1580000.00
Base Market Value
1594978.40
Base Total Cost
1581256.90
Base Unrealized Gain Loss
13721.50
Base Accrued Interest
17972.50
Local Market Value
1594978.40
Local Total Cost Amount
1581256.90
Local Unrealized Gain Loss
13721.50
Local Accrued Interest
17972.50
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
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: NIAGARA MOHAWK POWER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIAGARA MOHAWK POWER
Security Description
4.278% 01 Oct 2034
Maturity Date
2034-10-01T00:00:00.000
Interest Rate
4.278
Original Face
0
Shares Par Value
2780000.00
Base Market Value
2935374.20
Base Total Cost
2779972.20
Base Unrealized Gain Loss
155402.00
Base Accrued Interest
29732.10
Local Market Value
2935374.20
Local Total Cost Amount
2779972.20
Local Unrealized Gain Loss
155402.00
Local Accrued Interest
29732.10
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
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: OMEGA HLTHCARE INVESTORS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OMEGA HLTHCARE INVESTORS
Security Description
4.95% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
2185000.00
Base Market Value
2288525.30
Base Total Cost
2153874.30
Base Unrealized Gain Loss
134651.00
Base Accrued Interest
27039.38
Local Market Value
2288525.30
Local Total Cost Amount
2153874.30
Local Unrealized Gain Loss
134651.00
Local Accrued Interest
27039.38
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
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: CANADIAN NATL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN NATL RESOURCES
Security Description
3.9% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
1080000.00
Base Market Value
1086663.60
Base Total Cost
1079114.40
Base Unrealized Gain Loss
7549.20
Base Accrued Interest
17550.00
Local Market Value
1086663.60
Local Total Cost Amount
1079114.40
Local Unrealized Gain Loss
7549.20
Local Accrued Interest
17550.00
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
CANADIAN
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BECTON DICKINSON AND CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BECTON DICKINSON AND CO
Security Description
4.685% 15 Dec 2044
Maturity Date
2044-12-15T00:00:00.000
Interest Rate
4.685
Original Face
0
Shares Par Value
2410000.00
Base Market Value
2481986.70
Base Total Cost
2471099.00
Base Unrealized Gain Loss
10887.70
Base Accrued Interest
5018.15
Local Market Value
2481986.70
Local Total Cost Amount
2471099.00
Local Unrealized Gain Loss
10887.70
Local Accrued Interest
5018.15
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
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: 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
3065000.00
Base Market Value
3139724.70
Base Total Cost
3086240.45
Base Unrealized Gain Loss
53484.25
Base Accrued Interest
43101.57
Local Market Value
3139724.70
Local Total Cost Amount
3086240.45
Local Unrealized Gain Loss
53484.25
Local Accrued Interest
43101.57
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: NORDEA BANK AB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORDEA BANK AB
Security Description
2.125% 29 May 2020
Maturity Date
2020-05-29T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
2690000.00
Base Market Value
2691748.50
Base Total Cost
2687740.40
Base Unrealized Gain Loss
4008.10
Base Accrued Interest
4763.54
Local Market Value
2691748.50
Local Total Cost Amount
2687740.40
Local Unrealized Gain Loss
4008.10
Local Accrued Interest
4763.54
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
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: 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
2630000.00
Base Market Value
2614430.40
Base Total Cost
2628001.20
Base Unrealized Gain Loss
-13570.80
Base Accrued Interest
4032.67
Local Market Value
2614430.40
Local Total Cost Amount
2628001.20
Local Unrealized Gain Loss
-13570.80
Local Accrued Interest
4032.67
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: PETROLEOS DEL PERU SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS DEL PERU SA
Security Description
5.625% 19 Jun 2047
Maturity Date
2047-06-19T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
540000.00
Base Market Value
545400.00
Base Total Cost
540000.00
Base Unrealized Gain Loss
5400.00
Base Accrued Interest
1012.50
Local Market Value
545400.00
Local Total Cost Amount
540000.00
Local Unrealized Gain Loss
5400.00
Local Accrued Interest
1012.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: MEXICO CITY ARPT TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEXICO CITY ARPT TRUST
Security Description
4.25% 31 Oct 2026
Maturity Date
2026-10-31T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
875000.00
Base Market Value
897111.25
Base Total Cost
866328.75
Base Unrealized Gain Loss
30782.50
Base Accrued Interest
6301.22
Local Market Value
897111.25
Local Total Cost Amount
866328.75
Local Unrealized Gain Loss
30782.50
Local Accrued Interest
6301.22
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: SPECTRA ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRA ENERGY PARTNERS
Security Description
3.375% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
1510000.00
Base Market Value
1475979.70
Base Total Cost
1507961.50
Base Unrealized Gain Loss
-31981.80
Base Accrued Interest
10758.75
Local Market Value
1475979.70
Local Total Cost Amount
1507961.50
Local Unrealized Gain Loss
-31981.80
Local Accrued Interest
10758.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
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
3% 23 Oct 2026
Maturity Date
2026-10-23T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
2190000.00
Base Market Value
2132534.40
Base Total Cost
2087486.10
Base Unrealized Gain Loss
45048.30
Base Accrued Interest
12410.00
Local Market Value
2132534.40
Local Total Cost Amount
2087486.10
Local Unrealized Gain Loss
45048.30
Local Accrued Interest
12410.00
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
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: MONDELEZ INTL HLDINGS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MONDELEZ INTL HLDINGS NE
Security Description
1.625% 28 Oct 2019
Maturity Date
2019-10-28T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
3070000.00
Base Market Value
3041172.70
Base Total Cost
3063368.80
Base Unrealized Gain Loss
-22196.10
Base Accrued Interest
8730.31
Local Market Value
3041172.70
Local Total Cost Amount
3063368.80
Local Unrealized Gain Loss
-22196.10
Local Accrued Interest
8730.31
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: SPRINT SPECTRUM / SPEC I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT SPECTRUM / SPEC I
Security Description
3.36% 20 Mar 2023
Maturity Date
2023-03-20T00:00:00.000
Interest Rate
3.36
Original Face
3510000.00
Shares Par Value
3510000.00
Base Market Value
3540712.50
Base Total Cost
3526401.06
Base Unrealized Gain Loss
14311.44
Base Accrued Interest
3603.60
Local Market Value
3540712.50
Local Total Cost Amount
3526401.06
Local Unrealized Gain Loss
14311.44
Local Accrued Interest
3603.60
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
WIRELESS TELECOMMUNICATION SER
Moody S Quality Rating
Baa2
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
1.625% 03 Nov 2019
Maturity Date
2019-11-03T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
6470000.00
Base Market Value
6413581.60
Base Total Cost
6460553.80
Base Unrealized Gain Loss
-46972.20
Base Accrued Interest
16938.82
Local Market Value
6413581.60
Local Total Cost Amount
6460553.80
Local Unrealized Gain Loss
-46972.20
Local Accrued Interest
16938.82
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: AMERICAN EXPRESS CREDIT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN EXPRESS CREDIT
Security Description
1.7% 30 Oct 2019
Maturity Date
2019-10-30T00:00:00.000
Interest Rate
1.7
Original Face
0
Shares Par Value
1295000.00
Base Market Value
1288019.95
Base Total Cost
1293458.95
Base Unrealized Gain Loss
-5439.00
Base Accrued Interest
3730.32
Local Market Value
1288019.95
Local Total Cost Amount
1293458.95
Local Unrealized Gain Loss
-5439.00
Local Accrued Interest
3730.32
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: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
4.582% 10 Dec 2025
Maturity Date
2025-12-10T00:00:00.000
Interest Rate
4.582
Original Face
0
Shares Par Value
1858000.00
Base Market Value
1926337.24
Base Total Cost
1859282.02
Base Unrealized Gain Loss
67055.22
Base Accrued Interest
4966.12
Local Market Value
1926337.24
Local Total Cost Amount
1859282.02
Local Unrealized Gain Loss
67055.22
Local Accrued Interest
4966.12
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: PUBLIC SERVICE ENTERPRIS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE ENTERPRIS
Security Description
1.6% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
1.6
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2131338.10
Base Total Cost
2152478.65
Base Unrealized Gain Loss
-21140.55
Base Accrued Interest
4405.78
Local Market Value
2131338.10
Local Total Cost Amount
2152478.65
Local Unrealized Gain Loss
-21140.55
Local Accrued Interest
4405.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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
13433937.61
Base Market Value
13433937.61
Base Total Cost
13433937.61
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
13433937.61
Local Total Cost Amount
13433937.61
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: DEUTSCHE TELEKOM INT FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE TELEKOM INT FIN
Security Description
8.75% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
3690000.00
Base Market Value
5472565.20
Base Total Cost
5477584.90
Base Unrealized Gain Loss
-5019.70
Base Accrued Interest
14350.00
Local Market Value
5472565.20
Local Total Cost Amount
5477584.90
Local Unrealized Gain Loss
-5019.70
Local Accrued Interest
14350.00
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: PROGRESS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PROGRESS ENERGY INC
Security Description
7% 30 Oct 2031
Maturity Date
2031-10-30T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
2813000.00
Base Market Value
3724355.74
Base Total Cost
3388827.19
Base Unrealized Gain Loss
335528.55
Base Accrued Interest
33365.31
Local Market Value
3724355.74
Local Total Cost Amount
3388827.19
Local Unrealized Gain Loss
335528.55
Local Accrued Interest
33365.31
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: COMCAST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMCAST CORP
Security Description
6.5% 15 Nov 2035
Maturity Date
2035-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
3175000.00
Base Market Value
4209192.75
Base Total Cost
3525293.47
Base Unrealized Gain Loss
683899.28
Base Accrued Interest
26370.13
Local Market Value
4209192.75
Local Total Cost Amount
3525293.47
Local Unrealized Gain Loss
683899.28
Local Accrued Interest
26370.13
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
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: BERKSHIRE HATHAWAY ENERG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERKSHIRE HATHAWAY ENERG
Security Description
6.125% 01 Apr 2036
Maturity Date
2036-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
3640000.00
Base Market Value
4676344.40
Base Total Cost
4390518.30
Base Unrealized Gain Loss
285826.10
Base Accrued Interest
55737.48
Local Market Value
4676344.40
Local Total Cost Amount
4390518.30
Local Unrealized Gain Loss
285826.10
Local Accrued Interest
55737.48
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
6.75% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
3244000.00
Base Market Value
4210841.76
Base Total Cost
3622676.49
Base Unrealized Gain Loss
588165.27
Base Accrued Interest
54742.52
Local Market Value
4210841.76
Local Total Cost Amount
3622676.49
Local Unrealized Gain Loss
588165.27
Local Accrued Interest
54742.52
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GENERAL ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL ELECTRIC CO
Security Description
5.875% 14 Jan 2038
Maturity Date
2038-01-14T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1368000.00
Base Market Value
1770369.84
Base Total Cost
1371187.28
Base Unrealized Gain Loss
399182.56
Base Accrued Interest
37282.75
Local Market Value
1770369.84
Local Total Cost Amount
1371187.28
Local Unrealized Gain Loss
399182.56
Local Accrued Interest
37282.75
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
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
6.875% 15 Mar 2039
Maturity Date
2039-03-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
2160000.00
Base Market Value
3138696.00
Base Total Cost
3241555.20
Base Unrealized Gain Loss
-102859.20
Base Accrued Interest
43725.00
Local Market Value
3138696.00
Local Total Cost Amount
3241555.20
Local Unrealized Gain Loss
-102859.20
Local Accrued Interest
43725.00
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
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: YARA INTERNATIONAL ASA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
YARA INTERNATIONAL ASA
Security Description
7.875% 11 Jun 2019
Maturity Date
2019-06-11T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
3900000.00
Base Market Value
4286841.00
Base Total Cost
4526889.79
Base Unrealized Gain Loss
-240048.79
Base Accrued Interest
17062.52
Local Market Value
4286841.00
Local Total Cost Amount
4526889.79
Local Unrealized Gain Loss
-240048.79
Local Accrued Interest
17062.52
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
5.625% 23 Sep 2019
Maturity Date
2019-09-23T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
4885000.00
Base Market Value
5248053.20
Base Total Cost
5471421.00
Base Unrealized Gain Loss
-223367.80
Base Accrued Interest
74801.56
Local Market Value
5248053.20
Local Total Cost Amount
5471421.00
Local Unrealized Gain Loss
-223367.80
Local Accrued Interest
74801.56
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: MASTERCARD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASTERCARD INC
Security Description
2% 21 Nov 2021
Maturity Date
2021-11-21T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
4385000.00
Base Market Value
4356541.35
Base Total Cost
4359961.65
Base Unrealized Gain Loss
-3420.30
Base Accrued Interest
9744.44
Local Market Value
4356541.35
Local Total Cost Amount
4359961.65
Local Unrealized Gain Loss
-3420.30
Local Accrued Interest
9744.44
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
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: ABBOTT LABORATORIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBOTT LABORATORIES
Security Description
2.35% 22 Nov 2019
Maturity Date
2019-11-22T00:00:00.000
Interest Rate
2.35
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2171205.60
Base Total Cost
2152888.10
Base Unrealized Gain Loss
18317.50
Base Accrued Interest
5486.27
Local Market Value
2171205.60
Local Total Cost Amount
2152888.10
Local Unrealized Gain Loss
18317.50
Local Accrued Interest
5486.27
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: ABBOTT LABORATORIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBOTT LABORATORIES
Security Description
4.9% 30 Nov 2046
Maturity Date
2046-11-30T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2373603.20
Base Total Cost
2138212.55
Base Unrealized Gain Loss
235390.65
Base Accrued Interest
9092.90
Local Market Value
2373603.20
Local Total Cost Amount
2138212.55
Local Unrealized Gain Loss
235390.65
Local Accrued Interest
9092.90
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
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