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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: MARKEL CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARKEL CORPORATION
Security Description
4.9% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
400000.00
Base Market Value
436396.00
Base Total Cost
399408.00
Base Unrealized Gain Loss
36988.00
Base Accrued Interest
0
Local Market Value
436396.00
Local Total Cost Amount
399408.00
Local Unrealized Gain Loss
36988.00
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
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: DELTA AIR LINES 2012 1A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES 2012 1A
Security Description
4.75% 07 Nov 2021
Maturity Date
2021-11-07T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
317492.87
Base Market Value
332573.78
Base Total Cost
317492.87
Base Unrealized Gain Loss
15080.91
Base Accrued Interest
2262.13
Local Market Value
332573.78
Local Total Cost Amount
317492.87
Local Unrealized Gain Loss
15080.91
Local Accrued Interest
2262.13
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
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
273773.94
Base Market Value
273773.94
Base Total Cost
273773.94
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
273773.94
Local Total Cost Amount
273773.94
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: AMERICA MOVIL SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICA MOVIL SAB DE CV
Security Description
3.125% 16 Jul 2022
Maturity Date
2022-07-16T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
850000.00
Base Market Value
866328.50
Base Total Cost
812413.00
Base Unrealized Gain Loss
53915.50
Base Accrued Interest
12174.48
Local Market Value
866328.50
Local Total Cost Amount
812413.00
Local Unrealized Gain Loss
53915.50
Local Accrued Interest
12174.48
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: LYONDELLBASELL IND NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYONDELLBASELL IND NV
Security Description
5% 15 Apr 2019
Maturity Date
2019-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
585000.00
Base Market Value
611582.40
Base Total Cost
653064.75
Base Unrealized Gain Loss
-41482.35
Base Accrued Interest
6175.00
Local Market Value
611582.40
Local Total Cost Amount
653064.75
Local Unrealized Gain Loss
-41482.35
Local Accrued Interest
6175.00
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: XYLEM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
XYLEM INC
Security Description
4.875% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1298124.00
Base Total Cost
1216944.00
Base Unrealized Gain Loss
81180.00
Base Accrued Interest
14625.00
Local Market Value
1298124.00
Local Total Cost Amount
1216944.00
Local Unrealized Gain Loss
81180.00
Local Accrued Interest
14625.00
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: LYONDELLBASELL IND NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYONDELLBASELL IND NV
Security Description
6% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
560000.00
Base Market Value
632632.00
Base Total Cost
645125.60
Base Unrealized Gain Loss
-12493.60
Base Accrued Interest
4293.33
Local Market Value
632632.00
Local Total Cost Amount
645125.60
Local Unrealized Gain Loss
-12493.60
Local Accrued Interest
4293.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
6.375% 24 Jul 2042
Maturity Date
2042-07-24T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
915000.00
Base Market Value
1216309.50
Base Total Cost
988625.10
Base Unrealized Gain Loss
227684.40
Base Accrued Interest
25438.91
Local Market Value
1216309.50
Local Total Cost Amount
988625.10
Local Unrealized Gain Loss
227684.40
Local Accrued Interest
25438.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: JABIL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JABIL INC
Security Description
4.7% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
500000.00
Base Market Value
531165.00
Base Total Cost
515000.00
Base Unrealized Gain Loss
16165.00
Base Accrued Interest
6919.44
Local Market Value
531165.00
Local Total Cost Amount
515000.00
Local Unrealized Gain Loss
16165.00
Local Accrued Interest
6919.44
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
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: ENTERPRISE PRODUCTS OPER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERPRISE PRODUCTS OPER
Security Description
4.45% 15 Feb 2043
Maturity Date
2043-02-15T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
300000.00
Base Market Value
298134.00
Base Total Cost
292500.00
Base Unrealized Gain Loss
5634.00
Base Accrued Interest
5043.33
Local Market Value
298134.00
Local Total Cost Amount
292500.00
Local Unrealized Gain Loss
5634.00
Local Accrued Interest
5043.33
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: ALTRIA GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTRIA GROUP INC
Security Description
2.85% 09 Aug 2022
Maturity Date
2022-08-09T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
645000.00
Base Market Value
655062.00
Base Total Cost
645799.80
Base Unrealized Gain Loss
9262.20
Base Accrued Interest
7250.88
Local Market Value
655062.00
Local Total Cost Amount
645799.80
Local Unrealized Gain Loss
9262.20
Local Accrued Interest
7250.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: PACIFIC GAS + ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PACIFIC GAS + ELECTRIC
Security Description
2.45% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
850000.00
Base Market Value
849388.00
Base Total Cost
824160.00
Base Unrealized Gain Loss
25228.00
Base Accrued Interest
7867.22
Local Market Value
849388.00
Local Total Cost Amount
824160.00
Local Unrealized Gain Loss
25228.00
Local Accrued Interest
7867.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: CENOVUS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENOVUS ENERGY INC
Security Description
4.45% 15 Sep 2042
Maturity Date
2042-09-15T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
1025000.00
Base Market Value
834514.00
Base Total Cost
1022765.50
Base Unrealized Gain Loss
-188251.50
Base Accrued Interest
13430.35
Local Market Value
834514.00
Local Total Cost Amount
1022765.50
Local Unrealized Gain Loss
-188251.50
Local Accrued Interest
13430.35
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
Ba2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
5.5% 27 Jun 2044
Maturity Date
2044-06-27T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
525000.00
Base Market Value
464100.00
Base Total Cost
404775.00
Base Unrealized Gain Loss
59325.00
Base Accrued Interest
320.83
Local Market Value
464100.00
Local Total Cost Amount
404775.00
Local Unrealized Gain Loss
59325.00
Local Accrued Interest
320.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: CLOROX COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLOROX COMPANY
Security Description
3.05% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
3.05
Original Face
0
Shares Par Value
550000.00
Base Market Value
563986.50
Base Total Cost
548256.50
Base Unrealized Gain Loss
15730.00
Base Accrued Interest
4939.31
Local Market Value
563986.50
Local Total Cost Amount
548256.50
Local Unrealized Gain Loss
15730.00
Local Accrued Interest
4939.31
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
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: MERCK + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCK + CO INC
Security Description
2.4% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
500000.00
Base Market Value
504055.00
Base Total Cost
499825.00
Base Unrealized Gain Loss
4230.00
Base Accrued Interest
3533.33
Local Market Value
504055.00
Local Total Cost Amount
499825.00
Local Unrealized Gain Loss
4230.00
Local Accrued Interest
3533.33
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
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: FISERV INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FISERV INC
Security Description
3.5% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
650000.00
Base Market Value
672405.50
Base Total Cost
647003.50
Base Unrealized Gain Loss
25402.00
Base Accrued Interest
5687.50
Local Market Value
672405.50
Local Total Cost Amount
647003.50
Local Unrealized Gain Loss
25402.00
Local Accrued Interest
5687.50
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
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: SEMPRA ENERGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMPRA ENERGY
Security Description
2.875% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
775000.00
Base Market Value
776906.50
Base Total Cost
767482.50
Base Unrealized Gain Loss
9424.00
Base Accrued Interest
5570.31
Local Market Value
776906.50
Local Total Cost Amount
767482.50
Local Unrealized Gain Loss
9424.00
Local Accrued Interest
5570.31
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
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: ACTAVIS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACTAVIS INC
Security Description
3.25% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
500000.00
Base Market Value
510860.00
Base Total Cost
495825.00
Base Unrealized Gain Loss
15035.00
Base Accrued Interest
4062.50
Local Market Value
510860.00
Local Total Cost Amount
495825.00
Local Unrealized Gain Loss
15035.00
Local Accrued Interest
4062.50
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: REALTY INCOME CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALTY INCOME CORP
Security Description
2% 31 Jan 2018
Maturity Date
2018-01-31T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
1650000.00
Base Market Value
1651617.00
Base Total Cost
1637317.00
Base Unrealized Gain Loss
14300.00
Base Accrued Interest
13750.00
Local Market Value
1651617.00
Local Total Cost Amount
1637317.00
Local Unrealized Gain Loss
14300.00
Local Accrued Interest
13750.00
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: ERAC USA FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ERAC USA FINANCE LLC
Security Description
3.3% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
1550000.00
Base Market Value
1585774.00
Base Total Cost
1530284.00
Base Unrealized Gain Loss
55490.00
Base Accrued Interest
10798.33
Local Market Value
1585774.00
Local Total Cost Amount
1530284.00
Local Unrealized Gain Loss
55490.00
Local Accrued Interest
10798.33
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
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: UNITEDHEALTH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITEDHEALTH GROUP INC
Security Description
3.95% 15 Oct 2042
Maturity Date
2042-10-15T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1317563.00
Base Total Cost
1241468.00
Base Unrealized Gain Loss
76095.00
Base Accrued Interest
10840.56
Local Market Value
1317563.00
Local Total Cost Amount
1241468.00
Local Unrealized Gain Loss
76095.00
Local Accrued Interest
10840.56
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
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
2.5% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
2200000.00
Base Market Value
2211858.00
Base Total Cost
2197316.00
Base Unrealized Gain Loss
14542.00
Base Accrued Interest
11611.11
Local Market Value
2211858.00
Local Total Cost Amount
2197316.00
Local Unrealized Gain Loss
14542.00
Local Accrued Interest
11611.11
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
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
4339759.08
Base Market Value
4339759.08
Base Total Cost
4339759.08
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
4339759.08
Local Total Cost Amount
4339759.08
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: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
4.125% 15 Nov 2042
Maturity Date
2042-11-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1315000.00
Base Market Value
1338893.55
Base Total Cost
1329782.20
Base Unrealized Gain Loss
9111.35
Base Accrued Interest
6931.14
Local Market Value
1338893.55
Local Total Cost Amount
1329782.20
Local Unrealized Gain Loss
9111.35
Local Accrued Interest
6931.14
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: PRINCIPAL FINANCIAL GROU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRINCIPAL FINANCIAL GROU
Security Description
4.35% 15 May 2043
Maturity Date
2043-05-15T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1597452.75
Base Total Cost
1519907.25
Base Unrealized Gain Loss
77545.50
Base Accrued Interest
8476.46
Local Market Value
1597452.75
Local Total Cost Amount
1519907.25
Local Unrealized Gain Loss
77545.50
Local Accrued Interest
8476.46
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
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: STATOIL ASA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATOIL ASA
Security Description
2.45% 17 Jan 2023
Maturity Date
2023-01-17T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
925000.00
Base Market Value
915389.25
Base Total Cost
922003.00
Base Unrealized Gain Loss
-6613.75
Base Accrued Interest
10324.03
Local Market Value
915389.25
Local Total Cost Amount
922003.00
Local Unrealized Gain Loss
-6613.75
Local Accrued Interest
10324.03
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
A+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MACYS RETAIL HLDGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACYS RETAIL HLDGS INC
Security Description
2.875% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
2650000.00
Base Market Value
2429679.00
Base Total Cost
2567990.00
Base Unrealized Gain Loss
-138311.00
Base Accrued Interest
28781.94
Local Market Value
2429679.00
Local Total Cost Amount
2567990.00
Local Unrealized Gain Loss
-138311.00
Local Accrued Interest
28781.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
2.75% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1501875.00
Base Total Cost
1497915.00
Base Unrealized Gain Loss
3960.00
Base Accrued Interest
3437.50
Local Market Value
1501875.00
Local Total Cost Amount
1497915.00
Local Unrealized Gain Loss
3960.00
Local Accrued Interest
3437.50
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: APACHE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APACHE CORP
Security Description
2.625% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1024800.00
Base Total Cost
987850.50
Base Unrealized Gain Loss
36949.50
Base Accrued Interest
12709.38
Local Market Value
1024800.00
Local Total Cost Amount
987850.50
Local Unrealized Gain Loss
36949.50
Local Accrued Interest
12709.38
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
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: VENTAS REALTY LP/CAP CRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VENTAS REALTY LP/CAP CRP
Security Description
2% 15 Feb 2018
Maturity Date
2018-02-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
100000.00
Base Market Value
100136.00
Base Total Cost
100042.50
Base Unrealized Gain Loss
93.50
Base Accrued Interest
755.55
Local Market Value
100136.00
Local Total Cost Amount
100042.50
Local Unrealized Gain Loss
93.50
Local Accrued Interest
755.55
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
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: SIMON PROPERTY GROUP LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIMON PROPERTY GROUP LP
Security Description
1.5% 01 Feb 2018
Maturity Date
2018-02-01T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
1000000.00
Base Market Value
999260.00
Base Total Cost
996850.00
Base Unrealized Gain Loss
2410.00
Base Accrued Interest
6250.00
Local Market Value
999260.00
Local Total Cost Amount
996850.00
Local Unrealized Gain Loss
2410.00
Local Accrued Interest
6250.00
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: FORD MOTOR COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR COMPANY
Security Description
4.75% 15 Jan 2043
Maturity Date
2043-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1595000.00
Base Market Value
1539605.65
Base Total Cost
1584747.95
Base Unrealized Gain Loss
-45142.30
Base Accrued Interest
34934.92
Local Market Value
1539605.65
Local Total Cost Amount
1584747.95
Local Unrealized Gain Loss
-45142.30
Local Accrued Interest
34934.92
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
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: DAIMLER FINANCE NA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAIMLER FINANCE NA LLC
Security Description
1.875% 11 Jan 2018
Maturity Date
2018-01-11T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
1700000.00
Base Market Value
1701989.00
Base Total Cost
1699065.00
Base Unrealized Gain Loss
2924.00
Base Accrued Interest
15052.08
Local Market Value
1701989.00
Local Total Cost Amount
1699065.00
Local Unrealized Gain Loss
2924.00
Local Accrued Interest
15052.08
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: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
5.375% 10 Feb 2020
Maturity Date
2020-02-10T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
719000.00
Base Market Value
774923.82
Base Total Cost
784649.41
Base Unrealized Gain Loss
-9725.59
Base Accrued Interest
15136.44
Local Market Value
774923.82
Local Total Cost Amount
784649.41
Local Unrealized Gain Loss
-9725.59
Local Accrued Interest
15136.44
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
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
3.3% 11 Jan 2023
Maturity Date
2023-01-11T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
2925000.00
Base Market Value
2982622.50
Base Total Cost
2949379.75
Base Unrealized Gain Loss
33242.75
Base Accrued Interest
45581.25
Local Market Value
2982622.50
Local Total Cost Amount
2949379.75
Local Unrealized Gain Loss
33242.75
Local Accrued Interest
45581.25
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
2.375% 16 Jan 2018
Maturity Date
2018-01-16T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
2250000.00
Base Market Value
2257087.50
Base Total Cost
2248736.50
Base Unrealized Gain Loss
8351.00
Base Accrued Interest
24492.19
Local Market Value
2257087.50
Local Total Cost Amount
2248736.50
Local Unrealized Gain Loss
8351.00
Local Accrued Interest
24492.19
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
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: JEFFERIES GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES GROUP LLC
Security Description
6.5% 20 Jan 2043
Maturity Date
2043-01-20T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
565050.00
Base Total Cost
512950.00
Base Unrealized Gain Loss
52100.00
Base Accrued Interest
14534.72
Local Market Value
565050.00
Local Total Cost Amount
512950.00
Local Unrealized Gain Loss
52100.00
Local Accrued Interest
14534.72
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: BERKSHIRE HATHAWAY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERKSHIRE HATHAWAY INC
Security Description
4.5% 11 Feb 2043
Maturity Date
2043-02-11T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
2465000.00
Base Market Value
2708714.55
Base Total Cost
2784020.30
Base Unrealized Gain Loss
-75305.75
Base Accrued Interest
43137.50
Local Market Value
2708714.55
Local Total Cost Amount
2784020.30
Local Unrealized Gain Loss
-75305.75
Local Accrued Interest
43137.50
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
Aa2
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: D.R. HORTON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
D.R. HORTON INC
Security Description
3.625% 15 Feb 2018
Maturity Date
2018-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
275000.00
Base Market Value
276707.75
Base Total Cost
275000.00
Base Unrealized Gain Loss
1707.75
Base Accrued Interest
3765.97
Local Market Value
276707.75
Local Total Cost Amount
275000.00
Local Unrealized Gain Loss
1707.75
Local Accrued Interest
3765.97
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
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: IMPERIAL BRANDS FIN PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IMPERIAL BRANDS FIN PLC
Security Description
2.05% 11 Feb 2018
Maturity Date
2018-02-11T00:00:00.000
Interest Rate
2.05
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1526509.75
Base Total Cost
1523627.50
Base Unrealized Gain Loss
2882.25
Base Accrued Interest
12157.64
Local Market Value
1526509.75
Local Total Cost Amount
1523627.50
Local Unrealized Gain Loss
2882.25
Local Accrued Interest
12157.64
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: ARROW ELECTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARROW ELECTRONICS INC
Security Description
3% 01 Mar 2018
Maturity Date
2018-03-01T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
225000.00
Base Market Value
226606.50
Base Total Cost
223832.25
Base Unrealized Gain Loss
2774.25
Base Accrued Interest
2250.00
Local Market Value
226606.50
Local Total Cost Amount
223832.25
Local Unrealized Gain Loss
2774.25
Local Accrued Interest
2250.00
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: WYNDHAM WORLDWIDE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WYNDHAM WORLDWIDE CORP
Security Description
2.5% 01 Mar 2018
Maturity Date
2018-03-01T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
200876.00
Base Total Cost
199736.00
Base Unrealized Gain Loss
1140.00
Base Accrued Interest
1666.67
Local Market Value
200876.00
Local Total Cost Amount
199736.00
Local Unrealized Gain Loss
1140.00
Local Accrued Interest
1666.67
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
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: PHILIP MORRIS INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PHILIP MORRIS INTL INC
Security Description
4.125% 04 Mar 2043
Maturity Date
2043-03-04T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
750000.00
Base Market Value
756532.50
Base Total Cost
728977.50
Base Unrealized Gain Loss
27555.00
Base Accrued Interest
10054.69
Local Market Value
756532.50
Local Total Cost Amount
728977.50
Local Unrealized Gain Loss
27555.00
Local Accrued Interest
10054.69
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
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: FIRSTENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTENERGY CORP
Security Description
2.75% 15 Mar 2018
Maturity Date
2018-03-15T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
375000.00
Base Market Value
377392.50
Base Total Cost
374962.50
Base Unrealized Gain Loss
2430.00
Base Accrued Interest
3036.46
Local Market Value
377392.50
Local Total Cost Amount
374962.50
Local Unrealized Gain Loss
2430.00
Local Accrued Interest
3036.46
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
ELECTRIC/GAS
Moody S Quality Rating
Baa3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARKEL CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARKEL CORPORATION
Security Description
5% 30 Mar 2043
Maturity Date
2043-03-30T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
475000.00
Base Market Value
510078.75
Base Total Cost
490006.25
Base Unrealized Gain Loss
20072.50
Base Accrued Interest
6003.47
Local Market Value
510078.75
Local Total Cost Amount
490006.25
Local Unrealized Gain Loss
20072.50
Local Accrued Interest
6003.47
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
4.45% 15 Mar 2043
Maturity Date
2043-03-15T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
755000.00
Base Market Value
820201.80
Base Total Cost
786921.40
Base Unrealized Gain Loss
33280.40
Base Accrued Interest
9892.60
Local Market Value
820201.80
Local Total Cost Amount
786921.40
Local Unrealized Gain Loss
33280.40
Local Accrued Interest
9892.60
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
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: INTL LEASE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL LEASE FINANCE CORP
Security Description
3.875% 15 Apr 2018
Maturity Date
2018-04-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
825000.00
Base Market Value
837556.50
Base Total Cost
824967.00
Base Unrealized Gain Loss
12589.50
Base Accrued Interest
6748.96
Local Market Value
837556.50
Local Total Cost Amount
824967.00
Local Unrealized Gain Loss
12589.50
Local Accrued Interest
6748.96
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
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
4.45% 03 Nov 2045
Maturity Date
2045-11-03T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
810000.00
Base Market Value
901262.70
Base Total Cost
807205.50
Base Unrealized Gain Loss
94057.20
Base Accrued Interest
5807.25
Local Market Value
901262.70
Local Total Cost Amount
807205.50
Local Unrealized Gain Loss
94057.20
Local Accrued Interest
5807.25
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
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
3.125% 03 Nov 2025
Maturity Date
2025-11-03T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
700000.00
Base Market Value
714238.00
Base Total Cost
700147.50
Base Unrealized Gain Loss
14090.50
Base Accrued Interest
3524.30
Local Market Value
714238.00
Local Total Cost Amount
700147.50
Local Unrealized Gain Loss
14090.50
Local Accrued Interest
3524.30
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
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