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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: STARBUCKS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STARBUCKS CORP
Security Description
2% 05 Dec 2018
Maturity Date
2018-12-05T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
650000.00
Base Market Value
654420.00
Base Total Cost
648648.00
Base Unrealized Gain Loss
5772.00
Base Accrued Interest
938.89
Local Market Value
654420.00
Local Total Cost Amount
648648.00
Local Unrealized Gain Loss
5772.00
Local Accrued Interest
938.89
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
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: 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
1725000.00
Base Market Value
1822134.75
Base Total Cost
1798660.00
Base Unrealized Gain Loss
23474.75
Base Accrued Interest
4983.33
Local Market Value
1822134.75
Local Total Cost Amount
1798660.00
Local Unrealized Gain Loss
23474.75
Local Accrued Interest
4983.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JOHNSON + JOHNSON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHNSON + JOHNSON
Security Description
4.375% 05 Dec 2033
Maturity Date
2033-12-05T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
950000.00
Base Market Value
1080482.50
Base Total Cost
944613.50
Base Unrealized Gain Loss
135869.00
Base Accrued Interest
3001.74
Local Market Value
1080482.50
Local Total Cost Amount
944613.50
Local Unrealized Gain Loss
135869.00
Local Accrued Interest
3001.74
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: THERMO FISHER SCIENTIFIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THERMO FISHER SCIENTIFIC
Security Description
2.4% 01 Feb 2019
Maturity Date
2019-02-01T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
375000.00
Base Market Value
377778.75
Base Total Cost
374235.00
Base Unrealized Gain Loss
3543.75
Base Accrued Interest
3750.00
Local Market Value
377778.75
Local Total Cost Amount
374235.00
Local Unrealized Gain Loss
3543.75
Local Accrued Interest
3750.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW YORK LIFE GLOBAL FDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW YORK LIFE GLOBAL FDG
Security Description
2.1% 02 Jan 2019
Maturity Date
2019-01-02T00:00:00.000
Interest Rate
2.1
Original Face
0
Shares Par Value
2075000.00
Base Market Value
2085022.25
Base Total Cost
2072613.75
Base Unrealized Gain Loss
12408.50
Base Accrued Interest
21666.46
Local Market Value
2085022.25
Local Total Cost Amount
2072613.75
Local Unrealized Gain Loss
12408.50
Local Accrued Interest
21666.46
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
Aaa
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: ARCH CAPITAL GRP US INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCH CAPITAL GRP US INC
Security Description
5.144% 01 Nov 2043
Maturity Date
2043-11-01T00:00:00.000
Interest Rate
5.144
Original Face
0
Shares Par Value
375000.00
Base Market Value
423180.00
Base Total Cost
375000.00
Base Unrealized Gain Loss
48180.00
Base Accrued Interest
3215.00
Local Market Value
423180.00
Local Total Cost Amount
375000.00
Local Unrealized Gain Loss
48180.00
Local Accrued Interest
3215.00
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KROGER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KROGER CO
Security Description
3.3% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
1800000.00
Base Market Value
1840014.00
Base Total Cost
1795590.00
Base Unrealized Gain Loss
44424.00
Base Accrued Interest
27390.00
Local Market Value
1840014.00
Local Total Cost Amount
1795590.00
Local Unrealized Gain Loss
44424.00
Local Accrued Interest
27390.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FEDEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDEX CORP
Security Description
4.9% 15 Jan 2034
Maturity Date
2034-01-15T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
1285000.00
Base Market Value
1430320.65
Base Total Cost
1283201.00
Base Unrealized Gain Loss
147119.65
Base Accrued Interest
29033.86
Local Market Value
1430320.65
Local Total Cost Amount
1283201.00
Local Unrealized Gain Loss
147119.65
Local Accrued Interest
29033.86
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: UNION PACIFIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNION PACIFIC CORP
Security Description
2.25% 15 Feb 2019
Maturity Date
2019-02-15T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
150000.00
Base Market Value
151365.00
Base Total Cost
149803.50
Base Unrealized Gain Loss
1561.50
Base Accrued Interest
1275.00
Local Market Value
151365.00
Local Total Cost Amount
149803.50
Local Unrealized Gain Loss
1561.50
Local Accrued Interest
1275.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNITED MEXICAN STATES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED MEXICAN STATES
Security Description
5.55% 21 Jan 2045
Maturity Date
2045-01-21T00:00:00.000
Interest Rate
5.55
Original Face
0
Shares Par Value
250000.00
Base Market Value
280000.00
Base Total Cost
248680.00
Base Unrealized Gain Loss
31320.00
Base Accrued Interest
6166.67
Local Market Value
280000.00
Local Total Cost Amount
248680.00
Local Unrealized Gain Loss
31320.00
Local Accrued Interest
6166.67
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: ROMANIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROMANIA
Security Description
4.875% 22 Jan 2024
Maturity Date
2024-01-22T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1950000.00
Base Market Value
2125500.00
Base Total Cost
2176687.50
Base Unrealized Gain Loss
-51187.50
Base Accrued Interest
41985.94
Local Market Value
2125500.00
Local Total Cost Amount
2176687.50
Local Unrealized Gain Loss
-51187.50
Local Accrued Interest
41985.94
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
4.125% 22 Jan 2024
Maturity Date
2024-01-22T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
650000.00
Base Market Value
685919.00
Base Total Cost
649525.50
Base Unrealized Gain Loss
36393.50
Base Accrued Interest
11842.19
Local Market Value
685919.00
Local Total Cost Amount
649525.50
Local Unrealized Gain Loss
36393.50
Local Accrued Interest
11842.19
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
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 AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
5% 21 Jan 2044
Maturity Date
2044-01-21T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
720000.00
Base Market Value
813924.00
Base Total Cost
755467.20
Base Unrealized Gain Loss
58456.80
Base Accrued Interest
16000.00
Local Market Value
813924.00
Local Total Cost Amount
755467.20
Local Unrealized Gain Loss
58456.80
Local Accrued Interest
16000.00
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: 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
1150000.00
Base Market Value
1256950.00
Base Total Cost
1197177.50
Base Unrealized Gain Loss
59772.50
Base Accrued Interest
22460.94
Local Market Value
1256950.00
Local Total Cost Amount
1197177.50
Local Unrealized Gain Loss
59772.50
Local Accrued Interest
22460.94
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: TEXTRON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEXTRON INC
Security Description
3.65% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
700000.00
Base Market Value
721658.00
Base Total Cost
706792.00
Base Unrealized Gain Loss
14866.00
Base Accrued Interest
8516.66
Local Market Value
721658.00
Local Total Cost Amount
706792.00
Local Unrealized Gain Loss
14866.00
Local Accrued Interest
8516.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANK OF NEW YORK MELLON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NEW YORK MELLON
Security Description
3.65% 04 Feb 2024
Maturity Date
2024-02-04T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
700000.00
Base Market Value
729967.00
Base Total Cost
697445.00
Base Unrealized Gain Loss
32522.00
Base Accrued Interest
10432.92
Local Market Value
729967.00
Local Total Cost Amount
697445.00
Local Unrealized Gain Loss
32522.00
Local Accrued Interest
10432.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: MORGAN STANLEY BAML TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY BAML TRUST
Security Description
2.916% 15 Feb 2047
Maturity Date
2047-02-15T00:00:00.000
Interest Rate
2.916
Original Face
2500000.00
Shares Par Value
2500000.00
Base Market Value
2537900.75
Base Total Cost
2574981.75
Base Unrealized Gain Loss
-37081.00
Base Accrued Interest
0
Local Market Value
2537900.75
Local Total Cost Amount
2574981.75
Local Unrealized Gain Loss
-37081.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
EUR
Local Currency Code: EUR • Trade Country Name: INTERNATIONAL • Security Name: EURO CURRENCY
Local Currency Code
EUR
Trade Country Name
INTERNATIONAL
Security Name
EURO CURRENCY
Interest Rate
0
Original Face
0
Shares Par Value
-89.31
Base Market Value
-101.86
Base Total Cost
-99.37
Base Unrealized Gain Loss
-2.49
Base Accrued Interest
0
Local Market Value
-89.31
Local Total Cost Amount
-89.31
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: GENERAL MOTORS FINL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS FINL CO
Security Description
4.25% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
250000.00
Base Market Value
261362.50
Base Total Cost
250000.00
Base Unrealized Gain Loss
11362.50
Base Accrued Interest
1357.64
Local Market Value
261362.50
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
11362.50
Local Accrued Interest
1357.64
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
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: WF RBS COMMERCIAL MORTGAGE TRU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WF RBS COMMERCIAL MORTGAGE TRU
Security Description
2.862% 15 Mar 2047
Maturity Date
2047-03-15T00:00:00.000
Interest Rate
2.862
Original Face
2100000.00
Shares Par Value
2100000.00
Base Market Value
2129313.69
Base Total Cost
2162962.20
Base Unrealized Gain Loss
-33648.51
Base Accrued Interest
0
Local Market Value
2129313.69
Local Total Cost Amount
2162962.20
Local Unrealized Gain Loss
-33648.51
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: CIT GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIT GROUP INC
Security Description
3.875% 19 Feb 2019
Maturity Date
2019-02-19T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1575000.00
Base Market Value
1614375.00
Base Total Cost
1575000.00
Base Unrealized Gain Loss
39375.00
Base Accrued Interest
22378.13
Local Market Value
1614375.00
Local Total Cost Amount
1575000.00
Local Unrealized Gain Loss
39375.00
Local Accrued Interest
22378.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: LYB INTL FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYB INTL FINANCE BV
Security Description
4.875% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
660000.00
Base Market Value
698900.40
Base Total Cost
654931.48
Base Unrealized Gain Loss
43968.92
Base Accrued Interest
9473.74
Local Market Value
698900.40
Local Total Cost Amount
654931.48
Local Unrealized Gain Loss
43968.92
Local Accrued Interest
9473.74
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: ERAC USA FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ERAC USA FINANCE LLC
Security Description
4.5% 15 Feb 2045
Maturity Date
2045-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
100000.00
Base Market Value
98571.00
Base Total Cost
98848.00
Base Unrealized Gain Loss
-277.00
Base Accrued Interest
1700.00
Local Market Value
98571.00
Local Total Cost Amount
98848.00
Local Unrealized Gain Loss
-277.00
Local Accrued Interest
1700.00
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: PHILLIPS 66 PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PHILLIPS 66 PARTNERS LP
Security Description
2.646% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
2.646
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1379757.50
Base Total Cost
1383865.25
Base Unrealized Gain Loss
-4107.75
Base Accrued Interest
13744.50
Local Market Value
1379757.50
Local Total Cost Amount
1383865.25
Local Unrealized Gain Loss
-4107.75
Local Accrued Interest
13744.50
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
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: AGRIUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AGRIUM INC
Security Description
3.375% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
725000.00
Base Market Value
725079.75
Base Total Cost
723948.75
Base Unrealized Gain Loss
1131.00
Base Accrued Interest
7204.69
Local Market Value
725079.75
Local Total Cost Amount
723948.75
Local Unrealized Gain Loss
1131.00
Local Accrued Interest
7204.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MAGELLAN MIDSTREAM PARTN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGELLAN MIDSTREAM PARTN
Security Description
4.2% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
1205000.00
Base Market Value
1118926.85
Base Total Cost
1066243.35
Base Unrealized Gain Loss
52683.50
Base Accrued Interest
14901.84
Local Market Value
1118926.85
Local Total Cost Amount
1066243.35
Local Unrealized Gain Loss
52683.50
Local Accrued Interest
14901.84
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: LYONDELLBASELL IND NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYONDELLBASELL IND NV
Security Description
4.625% 26 Feb 2055
Maturity Date
2055-02-26T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
385000.00
Base Market Value
377130.60
Base Total Cost
374400.95
Base Unrealized Gain Loss
2729.65
Base Accrued Interest
6182.72
Local Market Value
377130.60
Local Total Cost Amount
374400.95
Local Unrealized Gain Loss
2729.65
Local Accrued Interest
6182.72
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: XEROX CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
XEROX CORPORATION
Security Description
2.75% 01 Sep 2020
Maturity Date
2020-09-01T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
1011000.00
Base Market Value
1008523.05
Base Total Cost
1009776.69
Base Unrealized Gain Loss
-1253.64
Base Accrued Interest
9267.50
Local Market Value
1008523.05
Local Total Cost Amount
1009776.69
Local Unrealized Gain Loss
-1253.64
Local Accrued Interest
9267.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMER AIRLN 15 1 A PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 15 1 A PTT
Security Description
3.375% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
3.375
Original Face
1135000.00
Shares Par Value
1025954.80
Base Market Value
1031084.57
Base Total Cost
1025954.80
Base Unrealized Gain Loss
5129.77
Base Accrued Interest
5771.00
Local Market Value
1031084.57
Local Total Cost Amount
1025954.80
Local Unrealized Gain Loss
5129.77
Local Accrued Interest
5771.00
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
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: 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
3475000.00
Base Market Value
3708971.75
Base Total Cost
3540558.00
Base Unrealized Gain Loss
168413.75
Base Accrued Interest
46555.35
Local Market Value
3708971.75
Local Total Cost Amount
3540558.00
Local Unrealized Gain Loss
168413.75
Local Accrued Interest
46555.35
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: KIMBERLY CLARK DE MEXICO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KIMBERLY CLARK DE MEXICO
Security Description
3.25% 12 Mar 2025
Maturity Date
2025-03-12T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
1750000.00
Base Market Value
1703135.00
Base Total Cost
1740532.50
Base Unrealized Gain Loss
-37397.50
Base Accrued Interest
17220.49
Local Market Value
1703135.00
Local Total Cost Amount
1740532.50
Local Unrealized Gain Loss
-37397.50
Local Accrued Interest
17220.49
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
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: NEWFIELD EXPLORATION CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWFIELD EXPLORATION CO
Security Description
5.375% 01 Jan 2026
Maturity Date
2026-01-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1850000.00
Base Market Value
1914750.00
Base Total Cost
1850000.00
Base Unrealized Gain Loss
64750.00
Base Accrued Interest
0
Local Market Value
1914750.00
Local Total Cost Amount
1850000.00
Local Unrealized Gain Loss
64750.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: QUEST DIAGNOSTICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEST DIAGNOSTICS INC
Security Description
3.5% 30 Mar 2025
Maturity Date
2025-03-30T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1950000.00
Base Market Value
1980498.00
Base Total Cost
1950762.00
Base Unrealized Gain Loss
29736.00
Base Accrued Interest
17252.09
Local Market Value
1980498.00
Local Total Cost Amount
1950762.00
Local Unrealized Gain Loss
29736.00
Local Accrued Interest
17252.09
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
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: ENERGY TRANSFER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER LP
Security Description
5.15% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
5.15
Original Face
0
Shares Par Value
750000.00
Base Market Value
728685.00
Base Total Cost
748290.00
Base Unrealized Gain Loss
-19605.00
Base Accrued Interest
11372.92
Local Market Value
728685.00
Local Total Cost Amount
748290.00
Local Unrealized Gain Loss
-19605.00
Local Accrued Interest
11372.92
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
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: ENERGY TRANSFER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER LP
Security Description
4.9% 15 Mar 2035
Maturity Date
2035-03-15T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
300000.00
Base Market Value
291720.00
Base Total Cost
299430.00
Base Unrealized Gain Loss
-7710.00
Base Accrued Interest
4328.33
Local Market Value
291720.00
Local Total Cost Amount
299430.00
Local Unrealized Gain Loss
-7710.00
Local Accrued Interest
4328.33
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
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: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
3.15% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
645000.00
Base Market Value
653965.50
Base Total Cost
644890.35
Base Unrealized Gain Loss
9075.15
Base Accrued Interest
5982.38
Local Market Value
653965.50
Local Total Cost Amount
644890.35
Local Unrealized Gain Loss
9075.15
Local Accrued Interest
5982.38
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: ZIMMER BIOMET HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZIMMER BIOMET HOLDINGS
Security Description
2% 01 Apr 2018
Maturity Date
2018-04-01T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
855000.00
Base Market Value
856547.55
Base Total Cost
854418.60
Base Unrealized Gain Loss
2128.95
Base Accrued Interest
4275.00
Local Market Value
856547.55
Local Total Cost Amount
854418.60
Local Unrealized Gain Loss
2128.95
Local Accrued Interest
4275.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
1670000.00
Base Market Value
1686850.30
Base Total Cost
1670768.20
Base Unrealized Gain Loss
16082.10
Base Accrued Interest
14821.25
Local Market Value
1686850.30
Local Total Cost Amount
1670768.20
Local Unrealized Gain Loss
16082.10
Local Accrued Interest
14821.25
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: REPUBLIC OF PANAMA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF PANAMA
Security Description
3.75% 16 Mar 2025
Maturity Date
2025-03-16T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1225000.00
Base Market Value
1261750.00
Base Total Cost
1210998.25
Base Unrealized Gain Loss
50751.75
Base Accrued Interest
13398.44
Local Market Value
1261750.00
Local Total Cost Amount
1210998.25
Local Unrealized Gain Loss
50751.75
Local Accrued Interest
13398.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
FOREIGN
Minor Industry Name
SOVEREIGN
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: UNION ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNION ELECTRIC CO
Security Description
3.65% 15 Apr 2045
Maturity Date
2045-04-15T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
375000.00
Base Market Value
369652.50
Base Total Cost
374115.00
Base Unrealized Gain Loss
-4462.50
Base Accrued Interest
2889.58
Local Market Value
369652.50
Local Total Cost Amount
374115.00
Local Unrealized Gain Loss
-4462.50
Local Accrued Interest
2889.58
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
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: JPMBB COMMERCIAL MORTGAGE SECU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMBB COMMERCIAL MORTGAGE SECU
Security Description
2.773% 15 Oct 2048
Maturity Date
2048-10-15T00:00:00.000
Interest Rate
2.7733
Original Face
3300000.00
Shares Par Value
3300000.00
Base Market Value
3355111.32
Base Total Cost
3399257.81
Base Unrealized Gain Loss
-44146.49
Base Accrued Interest
0
Local Market Value
3355111.32
Local Total Cost Amount
3399257.81
Local Unrealized Gain Loss
-44146.49
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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
6.9% 15 Aug 2039
Maturity Date
2039-08-15T00:00:00.000
Interest Rate
6.9
Original Face
0
Shares Par Value
450000.00
Base Market Value
594036.00
Base Total Cost
535563.00
Base Unrealized Gain Loss
58473.00
Base Accrued Interest
11730.00
Local Market Value
594036.00
Local Total Cost Amount
535563.00
Local Unrealized Gain Loss
58473.00
Local Accrued Interest
11730.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 21ST CENTURY FOX AMERICA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
21ST CENTURY FOX AMERICA
Security Description
7.85% 01 Mar 2039
Maturity Date
2039-03-01T00:00:00.000
Interest Rate
7.85
Original Face
0
Shares Par Value
1425000.00
Base Market Value
2054465.25
Base Total Cost
1483225.50
Base Unrealized Gain Loss
571239.75
Base Accrued Interest
37287.50
Local Market Value
2054465.25
Local Total Cost Amount
1483225.50
Local Unrealized Gain Loss
571239.75
Local Accrued Interest
37287.50
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
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: GENERAL MOTORS FINL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS FINL CO
Security Description
3.45% 10 Apr 2022
Maturity Date
2022-04-10T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
875000.00
Base Market Value
889350.00
Base Total Cost
873276.25
Base Unrealized Gain Loss
16073.75
Base Accrued Interest
6792.19
Local Market Value
889350.00
Local Total Cost Amount
873276.25
Local Unrealized Gain Loss
16073.75
Local Accrued Interest
6792.19
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
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: ALABAMA POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALABAMA POWER CO
Security Description
2.8% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
925000.00
Base Market Value
904492.75
Base Total Cost
923964.00
Base Unrealized Gain Loss
-19471.25
Base Accrued Interest
6475.00
Local Market Value
904492.75
Local Total Cost Amount
923964.00
Local Unrealized Gain Loss
-19471.25
Local Accrued Interest
6475.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
705000.00
Base Market Value
734081.25
Base Total Cost
705000.00
Base Unrealized Gain Loss
29081.25
Base Accrued Interest
6227.50
Local Market Value
734081.25
Local Total Cost Amount
705000.00
Local Unrealized Gain Loss
29081.25
Local Accrued Interest
6227.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1444850.00
Base Total Cost
1375000.00
Base Unrealized Gain Loss
69850.00
Base Accrued Interest
10470.05
Local Market Value
1444850.00
Local Total Cost Amount
1375000.00
Local Unrealized Gain Loss
69850.00
Local Accrued Interest
10470.05
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: STARBUCKS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STARBUCKS CORP
Security Description
2.1% 04 Feb 2021
Maturity Date
2021-02-04T00:00:00.000
Interest Rate
2.1
Original Face
0
Shares Par Value
1695000.00
Base Market Value
1705576.80
Base Total Cost
1694033.85
Base Unrealized Gain Loss
11542.95
Base Accrued Interest
14534.63
Local Market Value
1705576.80
Local Total Cost Amount
1694033.85
Local Unrealized Gain Loss
11542.95
Local Accrued Interest
14534.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NATIONAL RURAL UTIL COOP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONAL RURAL UTIL COOP
Security Description
1.65% 08 Feb 2019
Maturity Date
2019-02-08T00:00:00.000
Interest Rate
1.65
Original Face
0
Shares Par Value
665000.00
Base Market Value
663490.45
Base Total Cost
664208.65
Base Unrealized Gain Loss
-718.20
Base Accrued Interest
4358.52
Local Market Value
663490.45
Local Total Cost Amount
664208.65
Local Unrealized Gain Loss
-718.20
Local Accrued Interest
4358.52
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
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: ELECTRONIC ARTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELECTRONIC ARTS INC
Security Description
3.7% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
930000.00
Base Market Value
967804.50
Base Total Cost
928605.00
Base Unrealized Gain Loss
39199.50
Base Accrued Interest
11470.00
Local Market Value
967804.50
Local Total Cost Amount
928605.00
Local Unrealized Gain Loss
39199.50
Local Accrued Interest
11470.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
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