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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: VIRGIN MEDIA SECURED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA SECURED FIN
Security Description
5.25% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
2640000.00
Base Market Value
2824800.00
Base Total Cost
2694282.81
Base Unrealized Gain Loss
130517.19
Base Accrued Interest
63910.00
Local Market Value
2824800.00
Local Total Cost Amount
2694282.81
Local Unrealized Gain Loss
130517.19
Local Accrued Interest
63910.00
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
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WELLS FARGO + COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLS FARGO + COMPANY
Security Description
2.15% 30 Jan 2020
Maturity Date
2020-01-30T00:00:00.000
Interest Rate
2.15
Original Face
0
Shares Par Value
3625000.00
Base Market Value
3634316.25
Base Total Cost
3625870.00
Base Unrealized Gain Loss
8446.25
Base Accrued Interest
32690.45
Local Market Value
3634316.25
Local Total Cost Amount
3625870.00
Local Unrealized Gain Loss
8446.25
Local Accrued Interest
32690.45
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: NORTHROP GRUMMAN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHROP GRUMMAN CORP
Security Description
3.85% 15 Apr 2045
Maturity Date
2045-04-15T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
2030000.00
Base Market Value
2013090.10
Base Total Cost
2025717.10
Base Unrealized Gain Loss
-12627.00
Base Accrued Interest
16499.38
Local Market Value
2013090.10
Local Total Cost Amount
2025717.10
Local Unrealized Gain Loss
-12627.00
Local Accrued Interest
16499.38
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
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 PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PHILLIPS 66 PARTNERS LP
Security Description
3.605% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
3.605
Original Face
0
Shares Par Value
2075000.00
Base Market Value
2054789.50
Base Total Cost
1972031.50
Base Unrealized Gain Loss
82758.00
Base Accrued Interest
28259.19
Local Market Value
2054789.50
Local Total Cost Amount
1972031.50
Local Unrealized Gain Loss
82758.00
Local Accrued Interest
28259.19
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
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: SAN DIEGO G + E
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAN DIEGO G + E
Security Description
1.914% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
1.914
Original Face
2900000.00
Shares Par Value
2071435.21
Base Market Value
2048815.14
Base Total Cost
2071435.21
Base Unrealized Gain Loss
-22620.07
Base Accrued Interest
16519.69
Local Market Value
2048815.14
Local Total Cost Amount
2071435.21
Local Unrealized Gain Loss
-22620.07
Local Accrued Interest
16519.69
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
ELECTRIC/GAS
Moody S Quality Rating
Aa2
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: ZIMMER BIOMET HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZIMMER BIOMET HOLDINGS
Security Description
3.55% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
1295000.00
Base Market Value
1308066.55
Base Total Cost
1259568.80
Base Unrealized Gain Loss
48497.75
Base Accrued Interest
11493.12
Local Market Value
1308066.55
Local Total Cost Amount
1259568.80
Local Unrealized Gain Loss
48497.75
Local Accrued Interest
11493.12
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
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
5.012% 21 Aug 2054
Maturity Date
2054-08-21T00:00:00.000
Interest Rate
5.012
Original Face
0
Shares Par Value
7000000.00
Base Market Value
6888840.00
Base Total Cost
7158383.75
Base Unrealized Gain Loss
-269543.75
Base Accrued Interest
126692.22
Local Market Value
6888840.00
Local Total Cost Amount
7158383.75
Local Unrealized Gain Loss
-269543.75
Local Accrued Interest
126692.22
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
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: FORD CREDIT AUTO OWNER TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD CREDIT AUTO OWNER TRUST
Security Description
2.03% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
2.03
Original Face
2070000.00
Shares Par Value
2070000.00
Base Market Value
2080508.56
Base Total Cost
2069665.49
Base Unrealized Gain Loss
10843.07
Base Accrued Interest
1867.60
Local Market Value
2080508.56
Local Total Cost Amount
2069665.49
Local Unrealized Gain Loss
10843.07
Local Accrued Interest
1867.60
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
AUTO LOAN RECEIVABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
AUTO LOAN
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 21ST CENTURY FOX AMERICA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
21ST CENTURY FOX AMERICA
Security Description
6.2% 15 Dec 2034
Maturity Date
2034-12-15T00:00:00.000
Interest Rate
6.2
Original Face
0
Shares Par Value
1960000.00
Base Market Value
2413191.20
Base Total Cost
2294395.60
Base Unrealized Gain Loss
118795.60
Base Accrued Interest
5400.89
Local Market Value
2413191.20
Local Total Cost Amount
2294395.60
Local Unrealized Gain Loss
118795.60
Local Accrued Interest
5400.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.5% 15 May 2035
Maturity Date
2035-05-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
4595000.00
Base Market Value
4520515.05
Base Total Cost
4528107.90
Base Unrealized Gain Loss
-7592.85
Base Accrued Interest
26421.25
Local Market Value
4520515.05
Local Total Cost Amount
4528107.90
Local Unrealized Gain Loss
-7592.85
Local Accrued Interest
26421.25
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
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
2.125% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
2190000.00
Base Market Value
2193263.10
Base Total Cost
2188357.50
Base Unrealized Gain Loss
4905.60
Base Accrued Interest
7756.25
Local Market Value
2193263.10
Local Total Cost Amount
2188357.50
Local Unrealized Gain Loss
4905.60
Local Accrued Interest
7756.25
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
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
2.5% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
3065000.00
Base Market Value
3094086.85
Base Total Cost
3054211.20
Base Unrealized Gain Loss
39875.65
Base Accrued Interest
9790.97
Local Market Value
3094086.85
Local Total Cost Amount
3054211.20
Local Unrealized Gain Loss
39875.65
Local Accrued Interest
9790.97
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
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: BECLE SA DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BECLE SA DE CV
Security Description
3.75% 13 May 2025
Maturity Date
2025-05-13T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
440000.00
Base Market Value
438477.60
Base Total Cost
435622.00
Base Unrealized Gain Loss
2855.60
Base Accrued Interest
2200.00
Local Market Value
438477.60
Local Total Cost Amount
435622.00
Local Unrealized Gain Loss
2855.60
Local Accrued Interest
2200.00
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
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: CRH AMERICA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRH AMERICA INC
Security Description
3.875% 18 May 2025
Maturity Date
2025-05-18T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
4375000.00
Base Market Value
4546587.50
Base Total Cost
4369618.75
Base Unrealized Gain Loss
176968.75
Base Accrued Interest
20249.56
Local Market Value
4546587.50
Local Total Cost Amount
4369618.75
Local Unrealized Gain Loss
176968.75
Local Accrued Interest
20249.56
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
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: GTP ACQUISITION PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GTP ACQUISITION PARTNERS
Security Description
3.482% 15 Jun 2050
Maturity Date
2050-06-15T00:00:00.000
Interest Rate
3.482
Original Face
0
Shares Par Value
4375000.00
Base Market Value
4462237.50
Base Total Cost
4375000.00
Base Unrealized Gain Loss
87237.50
Base Accrued Interest
6770.55
Local Market Value
4462237.50
Local Total Cost Amount
4375000.00
Local Unrealized Gain Loss
87237.50
Local Accrued Interest
6770.55
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
WIRELESS TELECOMMUNICATION SER
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BERRY PLASTICS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERRY PLASTICS CORP
Security Description
5.125% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1750000.00
Base Market Value
1822187.50
Base Total Cost
1750000.00
Base Unrealized Gain Loss
72187.50
Base Accrued Interest
41355.90
Local Market Value
1822187.50
Local Total Cost Amount
1750000.00
Local Unrealized Gain Loss
72187.50
Local Accrued Interest
41355.90
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
FINANCE
Moody S Quality Rating
B3
S And P Quality Rating
B+
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
5.7% 15 Aug 2035
Maturity Date
2035-08-15T00:00:00.000
Interest Rate
5.7
Original Face
0
Shares Par Value
2125000.00
Base Market Value
2518125.00
Base Total Cost
2115607.50
Base Unrealized Gain Loss
402517.50
Base Accrued Interest
45758.33
Local Market Value
2518125.00
Local Total Cost Amount
2115607.50
Local Unrealized Gain Loss
402517.50
Local Accrued Interest
45758.33
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: RIO TINTO FIN USA LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RIO TINTO FIN USA LTD
Security Description
3.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
2290000.00
Base Market Value
2410316.60
Base Total Cost
2274725.70
Base Unrealized Gain Loss
135590.90
Base Accrued Interest
3816.67
Local Market Value
2410316.60
Local Total Cost Amount
2274725.70
Local Unrealized Gain Loss
135590.90
Local Accrued Interest
3816.67
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
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: CELGENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELGENE CORP
Security Description
5% 15 Aug 2045
Maturity Date
2045-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2195000.00
Base Market Value
2471570.00
Base Total Cost
2425409.15
Base Unrealized Gain Loss
46160.85
Base Accrued Interest
41461.11
Local Market Value
2471570.00
Local Total Cost Amount
2425409.15
Local Unrealized Gain Loss
46160.85
Local Accrued Interest
41461.11
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
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: 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
3.2% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
3430000.00
Base Market Value
3481450.00
Base Total Cost
3441730.60
Base Unrealized Gain Loss
39719.40
Base Accrued Interest
50611.55
Local Market Value
3481450.00
Local Total Cost Amount
3441730.60
Local Unrealized Gain Loss
39719.40
Local Accrued Interest
50611.55
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
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: STANLEY BLACK + DECKER I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STANLEY BLACK + DECKER I
Security Description
2.451% 17 Nov 2018
Maturity Date
2018-11-17T00:00:00.000
Interest Rate
2.451
Original Face
0
Shares Par Value
3235000.00
Base Market Value
3266508.90
Base Total Cost
3235000.00
Base Unrealized Gain Loss
31508.90
Base Accrued Interest
9690.98
Local Market Value
3266508.90
Local Total Cost Amount
3235000.00
Local Unrealized Gain Loss
31508.90
Local Accrued Interest
9690.98
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SOUTHERN POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN POWER CO
Security Description
4.15% 01 Dec 2025
Maturity Date
2025-12-01T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2250466.50
Base Total Cost
2177153.40
Base Unrealized Gain Loss
73313.10
Base Accrued Interest
7452.71
Local Market Value
2250466.50
Local Total Cost Amount
2177153.40
Local Unrealized Gain Loss
73313.10
Local Accrued Interest
7452.71
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: GRUPO TELEVISA SAB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRUPO TELEVISA SAB
Security Description
4.625% 30 Jan 2026
Maturity Date
2026-01-30T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
875000.00
Base Market Value
921418.75
Base Total Cost
869618.75
Base Unrealized Gain Loss
51800.00
Base Accrued Interest
16974.39
Local Market Value
921418.75
Local Total Cost Amount
869618.75
Local Unrealized Gain Loss
51800.00
Local Accrued Interest
16974.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: INTERCONTINENTALEXCHANGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERCONTINENTALEXCHANGE
Security Description
2.75% 01 Dec 2020
Maturity Date
2020-12-01T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2196941.90
Base Total Cost
2152586.40
Base Unrealized Gain Loss
44355.50
Base Accrued Interest
4938.54
Local Market Value
2196941.90
Local Total Cost Amount
2152586.40
Local Unrealized Gain Loss
44355.50
Local Accrued Interest
4938.54
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
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: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
3.45% 27 Jul 2026
Maturity Date
2026-07-27T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2901570.00
Base Total Cost
2930670.00
Base Unrealized Gain Loss
-29100.00
Base Accrued Interest
44275.00
Local Market Value
2901570.00
Local Total Cost Amount
2930670.00
Local Unrealized Gain Loss
-29100.00
Local Accrued Interest
44275.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONSTELLATION BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLATION BRANDS INC
Security Description
4.75% 01 Dec 2025
Maturity Date
2025-12-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
2195000.00
Base Market Value
2404271.30
Base Total Cost
2354488.70
Base Unrealized Gain Loss
49782.60
Base Accrued Interest
8688.54
Local Market Value
2404271.30
Local Total Cost Amount
2354488.70
Local Unrealized Gain Loss
49782.60
Local Accrued Interest
8688.54
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
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: MCDONALD S CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDONALD S CORP
Security Description
4.7% 09 Dec 2035
Maturity Date
2035-12-09T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2378451.95
Base Total Cost
2148082.45
Base Unrealized Gain Loss
230369.50
Base Accrued Interest
6189.64
Local Market Value
2378451.95
Local Total Cost Amount
2148082.45
Local Unrealized Gain Loss
230369.50
Local Accrued Interest
6189.64
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: BAE SYSTEMS HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAE SYSTEMS HOLDINGS INC
Security Description
3.85% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
2190000.00
Base Market Value
2278629.30
Base Total Cost
2164158.00
Base Unrealized Gain Loss
114471.30
Base Accrued Interest
3747.33
Local Market Value
2278629.30
Local Total Cost Amount
2164158.00
Local Unrealized Gain Loss
114471.30
Local Accrued Interest
3747.33
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
3.125% 08 Jan 2021
Maturity Date
2021-01-08T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2187712.90
Base Total Cost
2152823.45
Base Unrealized Gain Loss
34889.45
Base Accrued Interest
32362.41
Local Market Value
2187712.90
Local Total Cost Amount
2152823.45
Local Unrealized Gain Loss
34889.45
Local Accrued Interest
32362.41
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: ALABAMA POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALABAMA POWER CO
Security Description
4.3% 02 Jan 2046
Maturity Date
2046-01-02T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2286002.45
Base Total Cost
2140647.70
Base Unrealized Gain Loss
145354.75
Base Accrued Interest
46075.10
Local Market Value
2286002.45
Local Total Cost Amount
2140647.70
Local Unrealized Gain Loss
145354.75
Local Accrued Interest
46075.10
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
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: 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
2155000.00
Base Market Value
2220231.85
Base Total Cost
2151401.15
Base Unrealized Gain Loss
68830.70
Base Accrued Interest
32773.96
Local Market Value
2220231.85
Local Total Cost Amount
2151401.15
Local Unrealized Gain Loss
68830.70
Local Accrued Interest
32773.96
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: TOYOTA MOTOR CREDIT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOYOTA MOTOR CREDIT CORP
Security Description
1.7% 19 Feb 2019
Maturity Date
2019-02-19T00:00:00.000
Interest Rate
1.7
Original Face
0
Shares Par Value
4315000.00
Base Market Value
4320134.85
Base Total Cost
4314482.20
Base Unrealized Gain Loss
5652.65
Base Accrued Interest
26896.83
Local Market Value
4320134.85
Local Total Cost Amount
4314482.20
Local Unrealized Gain Loss
5652.65
Local Accrued Interest
26896.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: UNITEDHEALTH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITEDHEALTH GROUP INC
Security Description
1.7% 15 Feb 2019
Maturity Date
2019-02-15T00:00:00.000
Interest Rate
1.7
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2153556.15
Base Total Cost
2154202.65
Base Unrealized Gain Loss
-646.50
Base Accrued Interest
13839.89
Local Market Value
2153556.15
Local Total Cost Amount
2154202.65
Local Unrealized Gain Loss
-646.50
Local Accrued Interest
13839.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HSBC HOLDINGS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HSBC HOLDINGS PLC
Security Description
3.4% 08 Mar 2021
Maturity Date
2021-03-08T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
1315000.00
Base Market Value
1351557.00
Base Total Cost
1312001.80
Base Unrealized Gain Loss
39555.20
Base Accrued Interest
14033.97
Local Market Value
1351557.00
Local Total Cost Amount
1312001.80
Local Unrealized Gain Loss
39555.20
Local Accrued Interest
14033.97
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: ENTERGY LOUISIANA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY LOUISIANA LLC
Security Description
3.25% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
2785000.00
Base Market Value
2780794.65
Base Total Cost
2784721.50
Base Unrealized Gain Loss
-3926.85
Base Accrued Interest
22628.12
Local Market Value
2780794.65
Local Total Cost Amount
2784721.50
Local Unrealized Gain Loss
-3926.85
Local Accrued Interest
22628.12
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
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: TRINITY ACQUISITION PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRINITY ACQUISITION PLC
Security Description
4.4% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2250294.10
Base Total Cost
2145905.90
Base Unrealized Gain Loss
104388.20
Base Accrued Interest
27919.22
Local Market Value
2250294.10
Local Total Cost Amount
2145905.90
Local Unrealized Gain Loss
104388.20
Local Accrued Interest
27919.22
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
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWELL BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWELL BRANDS INC
Security Description
5.5% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2594706.20
Base Total Cost
2147155.80
Base Unrealized Gain Loss
447550.40
Base Accrued Interest
29631.25
Local Market Value
2594706.20
Local Total Cost Amount
2147155.80
Local Unrealized Gain Loss
447550.40
Local Accrued Interest
29631.25
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
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: BMW US CAPITAL LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BMW US CAPITAL LLC
Security Description
2% 11 Apr 2021
Maturity Date
2021-04-11T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
4375000.00
Base Market Value
4335581.25
Base Total Cost
4364018.75
Base Unrealized Gain Loss
-28437.50
Base Accrued Interest
19444.44
Local Market Value
4335581.25
Local Total Cost Amount
4364018.75
Local Unrealized Gain Loss
-28437.50
Local Accrued Interest
19444.44
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
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: SYDNEY AIRPORT FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SYDNEY AIRPORT FINANCE
Security Description
3.625% 28 Apr 2026
Maturity Date
2026-04-28T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
2190000.00
Base Market Value
2206578.30
Base Total Cost
2188905.00
Base Unrealized Gain Loss
17673.30
Base Accrued Interest
13892.81
Local Market Value
2206578.30
Local Total Cost Amount
2188905.00
Local Unrealized Gain Loss
17673.30
Local Accrued Interest
13892.81
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.3% 14 May 2036
Maturity Date
2036-05-14T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
5400000.00
Base Market Value
5495580.00
Base Total Cost
5510473.20
Base Unrealized Gain Loss
-14893.20
Base Accrued Interest
30315.00
Local Market Value
5495580.00
Local Total Cost Amount
5510473.20
Local Unrealized Gain Loss
-14893.20
Local Accrued Interest
30315.00
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COLUMBIA PIPELINE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COLUMBIA PIPELINE GROUP
Security Description
4.5% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1295000.00
Base Market Value
1378514.55
Base Total Cost
1412409.15
Base Unrealized Gain Loss
-33894.60
Base Accrued Interest
4856.25
Local Market Value
1378514.55
Local Total Cost Amount
1412409.15
Local Unrealized Gain Loss
-33894.60
Local Accrued Interest
4856.25
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
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
NR
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
2.7% 18 May 2023
Maturity Date
2023-05-18T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
2975000.00
Base Market Value
2942394.00
Base Total Cost
2975148.75
Base Unrealized Gain Loss
-32754.75
Base Accrued Interest
9594.38
Local Market Value
2942394.00
Local Total Cost Amount
2975148.75
Local Unrealized Gain Loss
-32754.75
Local Accrued Interest
9594.38
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
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: INTEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTEL CORP
Security Description
4.1% 19 May 2046
Maturity Date
2046-05-19T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
2160000.00
Base Market Value
2238688.80
Base Total Cost
2147817.60
Base Unrealized Gain Loss
90871.20
Base Accrued Interest
10332.00
Local Market Value
2238688.80
Local Total Cost Amount
2147817.60
Local Unrealized Gain Loss
90871.20
Local Accrued Interest
10332.00
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
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
6.02% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.02
Original Face
0
Shares Par Value
2185000.00
Base Market Value
2406799.35
Base Total Cost
2183951.20
Base Unrealized Gain Loss
222848.15
Base Accrued Interest
5846.09
Local Market Value
2406799.35
Local Total Cost Amount
2183951.20
Local Unrealized Gain Loss
222848.15
Local Accrued Interest
5846.09
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: GE CAPITAL INTL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GE CAPITAL INTL FUNDING
Security Description
4.418% 15 Nov 2035
Maturity Date
2035-11-15T00:00:00.000
Interest Rate
4.418
Original Face
0
Shares Par Value
2129000.00
Base Market Value
2317182.31
Base Total Cost
2145915.21
Base Unrealized Gain Loss
171267.10
Base Accrued Interest
12018.68
Local Market Value
2317182.31
Local Total Cost Amount
2145915.21
Local Unrealized Gain Loss
171267.10
Local Accrued Interest
12018.68
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
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GE CAPITAL INTL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GE CAPITAL INTL FUNDING
Security Description
2.342% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
2.342
Original Face
0
Shares Par Value
1292000.00
Base Market Value
1302336.00
Base Total Cost
1299009.10
Base Unrealized Gain Loss
3326.90
Base Accrued Interest
3866.38
Local Market Value
1302336.00
Local Total Cost Amount
1299009.10
Local Unrealized Gain Loss
3326.90
Local Accrued Interest
3866.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
5.875% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
440000.00
Base Market Value
460900.00
Base Total Cost
440000.00
Base Unrealized Gain Loss
20900.00
Base Accrued Interest
1148.89
Local Market Value
460900.00
Local Total Cost Amount
440000.00
Local Unrealized Gain Loss
20900.00
Local Accrued Interest
1148.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
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
2.877% 10 Jul 2046
Maturity Date
2046-07-10T00:00:00.000
Interest Rate
2.877
Original Face
0
Shares Par Value
5250000.00
Base Market Value
5239237.50
Base Total Cost
5250000.00
Base Unrealized Gain Loss
-10762.50
Base Accrued Interest
6713.00
Local Market Value
5239237.50
Local Total Cost Amount
5250000.00
Local Unrealized Gain Loss
-10762.50
Local Accrued Interest
6713.00
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
4.1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
1295000.00
Base Market Value
1192798.60
Base Total Cost
1284212.65
Base Unrealized Gain Loss
-91414.05
Base Accrued Interest
13273.75
Local Market Value
1192798.60
Local Total Cost Amount
1284212.65
Local Unrealized Gain Loss
-91414.05
Local Accrued Interest
13273.75
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
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: DUKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY CORP
Security Description
2.65% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
2165000.00
Base Market Value
2056165.45
Base Total Cost
2158331.80
Base Unrealized Gain Loss
-102166.35
Base Accrued Interest
19124.17
Local Market Value
2056165.45
Local Total Cost Amount
2158331.80
Local Unrealized Gain Loss
-102166.35
Local Accrued Interest
19124.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
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