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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: PNC BANK NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PNC BANK NA
Security Description
3.3% 30 Oct 2024
Maturity Date
2024-10-30T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
375000.00
Base Market Value
383872.50
Base Total Cost
374842.50
Base Unrealized Gain Loss
9030.00
Base Accrued Interest
2096.88
Local Market Value
383872.50
Local Total Cost Amount
374842.50
Local Unrealized Gain Loss
9030.00
Local Accrued Interest
2096.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: NUVEEN FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUVEEN FINANCE LLC
Security Description
2.95% 01 Nov 2019
Maturity Date
2019-11-01T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
1120000.00
Base Market Value
1136004.80
Base Total Cost
1133917.75
Base Unrealized Gain Loss
2087.05
Base Accrued Interest
5506.67
Local Market Value
1136004.80
Local Total Cost Amount
1133917.75
Local Unrealized Gain Loss
2087.05
Local Accrued Interest
5506.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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
2.597% 04 Nov 2019
Maturity Date
2019-11-04T00:00:00.000
Interest Rate
2.597
Original Face
0
Shares Par Value
1175000.00
Base Market Value
1182813.75
Base Total Cost
1180883.75
Base Unrealized Gain Loss
1930.00
Base Accrued Interest
4831.50
Local Market Value
1182813.75
Local Total Cost Amount
1180883.75
Local Unrealized Gain Loss
1930.00
Local Accrued Interest
4831.50
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
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
2.35% 30 Oct 2021
Maturity Date
2021-10-30T00:00:00.000
Interest Rate
2.35
Original Face
0
Shares Par Value
2625000.00
Base Market Value
2643873.75
Base Total Cost
2591531.25
Base Unrealized Gain Loss
52342.50
Base Accrued Interest
10452.60
Local Market Value
2643873.75
Local Total Cost Amount
2591531.25
Local Unrealized Gain Loss
52342.50
Local Accrued Interest
10452.60
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
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: KLA TENCOR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KLA TENCOR CORP
Security Description
2.375% 01 Nov 2017
Maturity Date
2017-11-01T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
970000.00
Base Market Value
972260.10
Base Total Cost
969418.00
Base Unrealized Gain Loss
2842.10
Base Accrued Interest
3839.58
Local Market Value
972260.10
Local Total Cost Amount
969418.00
Local Unrealized Gain Loss
2842.10
Local Accrued Interest
3839.58
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
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: PACIFIC GAS + ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PACIFIC GAS + ELECTRIC
Security Description
4.3% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
190000.00
Base Market Value
203512.80
Base Total Cost
187816.90
Base Unrealized Gain Loss
15695.90
Base Accrued Interest
2405.61
Local Market Value
203512.80
Local Total Cost Amount
187816.90
Local Unrealized Gain Loss
15695.90
Local Accrued Interest
2405.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CANADIAN NATL RAILWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN NATL RAILWAY
Security Description
2.95% 21 Nov 2024
Maturity Date
2024-11-21T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
2600000.00
Base Market Value
2646280.00
Base Total Cost
2571920.00
Base Unrealized Gain Loss
74360.00
Base Accrued Interest
8522.22
Local Market Value
2646280.00
Local Total Cost Amount
2571920.00
Local Unrealized Gain Loss
74360.00
Local Accrued Interest
8522.22
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
CANADIAN
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 CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.134% 04 Aug 2025
Maturity Date
2025-08-04T00:00:00.000
Interest Rate
4.134
Original Face
0
Shares Par Value
1155000.00
Base Market Value
1174923.75
Base Total Cost
1171135.35
Base Unrealized Gain Loss
3788.40
Base Accrued Interest
19496.98
Local Market Value
1174923.75
Local Total Cost Amount
1171135.35
Local Unrealized Gain Loss
3788.40
Local Accrued Interest
19496.98
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
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: CELGENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELGENE CORP
Security Description
3.55% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
4240000.00
Base Market Value
4413882.40
Base Total Cost
4228509.60
Base Unrealized Gain Loss
185372.80
Base Accrued Interest
56863.11
Local Market Value
4413882.40
Local Total Cost Amount
4228509.60
Local Unrealized Gain Loss
185372.80
Local Accrued Interest
56863.11
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: NORTHERN STATES PWR MINN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHERN STATES PWR MINN
Security Description
4% 15 Aug 2045
Maturity Date
2045-08-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
300000.00
Base Market Value
311160.00
Base Total Cost
295101.00
Base Unrealized Gain Loss
16059.00
Base Accrued Interest
4533.33
Local Market Value
311160.00
Local Total Cost Amount
295101.00
Local Unrealized Gain Loss
16059.00
Local Accrued Interest
4533.33
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
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
1740000.00
Base Market Value
1830862.80
Base Total Cost
1740000.00
Base Unrealized Gain Loss
90862.80
Base Accrued Interest
39111.33
Local Market Value
1830862.80
Local Total Cost Amount
1740000.00
Local Unrealized Gain Loss
90862.80
Local Accrued Interest
39111.33
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
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: HELMERICH + PAYNE INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HELMERICH + PAYNE INTL
Security Description
4.65% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
975000.00
Base Market Value
1022424.00
Base Total Cost
1003879.50
Base Unrealized Gain Loss
18544.50
Base Accrued Interest
13349.38
Local Market Value
1022424.00
Local Total Cost Amount
1003879.50
Local Unrealized Gain Loss
18544.50
Local Accrued Interest
13349.38
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
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: CAPITAL ONE NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE NA
Security Description
2.35% 17 Aug 2018
Maturity Date
2018-08-17T00:00:00.000
Interest Rate
2.35
Original Face
0
Shares Par Value
2300000.00
Base Market Value
2309246.00
Base Total Cost
2297493.00
Base Unrealized Gain Loss
11753.00
Base Accrued Interest
20118.61
Local Market Value
2309246.00
Local Total Cost Amount
2297493.00
Local Unrealized Gain Loss
11753.00
Local Accrued Interest
20118.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
4.7% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
610000.00
Base Market Value
686994.20
Base Total Cost
609105.25
Base Unrealized Gain Loss
77888.95
Base Accrued Interest
9556.67
Local Market Value
686994.20
Local Total Cost Amount
609105.25
Local Unrealized Gain Loss
77888.95
Local Accrued Interest
9556.67
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
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
3.65% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
380000.00
Base Market Value
390765.40
Base Total Cost
378464.80
Base Unrealized Gain Loss
12300.60
Base Accrued Interest
4623.33
Local Market Value
390765.40
Local Total Cost Amount
378464.80
Local Unrealized Gain Loss
12300.60
Local Accrued Interest
4623.33
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
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: BIOGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIOGEN INC
Security Description
3.625% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
3005000.00
Base Market Value
3142809.30
Base Total Cost
3002596.00
Base Unrealized Gain Loss
140213.30
Base Accrued Interest
32074.20
Local Market Value
3142809.30
Local Total Cost Amount
3002596.00
Local Unrealized Gain Loss
140213.30
Local Accrued Interest
32074.20
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: AUTONATION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AUTONATION INC
Security Description
3.35% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
3.35
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1272637.50
Base Total Cost
1266487.50
Base Unrealized Gain Loss
6150.00
Base Accrued Interest
19309.03
Local Market Value
1272637.50
Local Total Cost Amount
1266487.50
Local Unrealized Gain Loss
6150.00
Local Accrued Interest
19309.03
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: MAGNA INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGNA INTERNATIONAL INC
Security Description
4.15% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
1800000.00
Base Market Value
1913436.00
Base Total Cost
1910736.00
Base Unrealized Gain Loss
2700.00
Base Accrued Interest
18675.00
Local Market Value
1913436.00
Local Total Cost Amount
1910736.00
Local Unrealized Gain Loss
2700.00
Local Accrued Interest
18675.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: LOUISVILLE GAS + ELEC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOUISVILLE GAS + ELEC
Security Description
4.375% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
90000.00
Base Market Value
96615.00
Base Total Cost
89925.30
Base Unrealized Gain Loss
6689.70
Base Accrued Interest
984.38
Local Market Value
96615.00
Local Total Cost Amount
89925.30
Local Unrealized Gain Loss
6689.70
Local Accrued Interest
984.38
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
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: KENTUCKY UTILITIES CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KENTUCKY UTILITIES CO
Security Description
4.375% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
90000.00
Base Market Value
96305.40
Base Total Cost
89925.30
Base Unrealized Gain Loss
6380.10
Base Accrued Interest
984.38
Local Market Value
96305.40
Local Total Cost Amount
89925.30
Local Unrealized Gain Loss
6380.10
Local Accrued Interest
984.38
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
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: GULFSTREAM NATURAL GAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFSTREAM NATURAL GAS
Security Description
5.95% 15 Oct 2045
Maturity Date
2045-10-15T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
600000.00
Base Market Value
705198.00
Base Total Cost
670836.00
Base Unrealized Gain Loss
34362.00
Base Accrued Interest
7536.67
Local Market Value
705198.00
Local Total Cost Amount
670836.00
Local Unrealized Gain Loss
34362.00
Local Accrued Interest
7536.67
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
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JM SMUCKER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JM SMUCKER CO
Security Description
3% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
375000.00
Base Market Value
382185.00
Base Total Cost
373338.75
Base Unrealized Gain Loss
8846.25
Base Accrued Interest
3312.50
Local Market Value
382185.00
Local Total Cost Amount
373338.75
Local Unrealized Gain Loss
8846.25
Local Accrued Interest
3312.50
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.45% 29 Sep 2027
Maturity Date
2027-09-29T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
1900000.00
Base Market Value
1976038.00
Base Total Cost
1923229.50
Base Unrealized Gain Loss
52808.50
Base Accrued Interest
21607.22
Local Market Value
1976038.00
Local Total Cost Amount
1923229.50
Local Unrealized Gain Loss
52808.50
Local Accrued Interest
21607.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: WEA FINANCE LLC/WESTFIEL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEA FINANCE LLC/WESTFIEL
Security Description
3.25% 05 Oct 2020
Maturity Date
2020-10-05T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
1860000.00
Base Market Value
1892847.60
Base Total Cost
1853620.20
Base Unrealized Gain Loss
39227.40
Base Accrued Interest
14440.83
Local Market Value
1892847.60
Local Total Cost Amount
1853620.20
Local Unrealized Gain Loss
39227.40
Local Accrued Interest
14440.83
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
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
2.875% 16 Oct 2020
Maturity Date
2020-10-16T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
1640000.00
Base Market Value
1663419.20
Base Total Cost
1637425.20
Base Unrealized Gain Loss
25994.00
Base Accrued Interest
9822.92
Local Market Value
1663419.20
Local Total Cost Amount
1637425.20
Local Unrealized Gain Loss
25994.00
Local Accrued Interest
9822.92
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: FIDELITY NATIONAL INFORM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIDELITY NATIONAL INFORM
Security Description
2.85% 15 Oct 2018
Maturity Date
2018-10-15T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
1055000.00
Base Market Value
1067449.00
Base Total Cost
1054556.90
Base Unrealized Gain Loss
12892.10
Base Accrued Interest
6347.58
Local Market Value
1067449.00
Local Total Cost Amount
1054556.90
Local Unrealized Gain Loss
12892.10
Local Accrued Interest
6347.58
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
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: FIDELITY NATIONAL INFORM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIDELITY NATIONAL INFORM
Security Description
3.625% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
1410000.00
Base Market Value
1477031.40
Base Total Cost
1408152.90
Base Unrealized Gain Loss
68878.50
Base Accrued Interest
10790.42
Local Market Value
1477031.40
Local Total Cost Amount
1408152.90
Local Unrealized Gain Loss
68878.50
Local Accrued Interest
10790.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
4.25% 21 Oct 2025
Maturity Date
2025-10-21T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
315000.00
Base Market Value
325602.90
Base Total Cost
305710.65
Base Unrealized Gain Loss
19892.25
Base Accrued Interest
2603.13
Local Market Value
325602.90
Local Total Cost Amount
305710.65
Local Unrealized Gain Loss
19892.25
Local Accrued Interest
2603.13
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
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: WAL MART STORES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WAL MART STORES INC
Security Description
4.75% 02 Oct 2043
Maturity Date
2043-10-02T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
50000.00
Base Market Value
58778.00
Base Total Cost
49652.00
Base Unrealized Gain Loss
9126.00
Base Accrued Interest
587.15
Local Market Value
58778.00
Local Total Cost Amount
49652.00
Local Unrealized Gain Loss
9126.00
Local Accrued Interest
587.15
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: EMBOTELLADORA ANDINA SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMBOTELLADORA ANDINA SA
Security Description
5% 01 Oct 2023
Maturity Date
2023-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
425000.00
Base Market Value
462021.75
Base Total Cost
424171.25
Base Unrealized Gain Loss
37850.50
Base Accrued Interest
5312.50
Local Market Value
462021.75
Local Total Cost Amount
424171.25
Local Unrealized Gain Loss
37850.50
Local Accrued Interest
5312.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MAGELLAN MIDSTREAM PARTN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGELLAN MIDSTREAM PARTN
Security Description
5.15% 15 Oct 2043
Maturity Date
2043-10-15T00:00:00.000
Interest Rate
5.15
Original Face
0
Shares Par Value
125000.00
Base Market Value
135695.00
Base Total Cost
124450.00
Base Unrealized Gain Loss
11245.00
Base Accrued Interest
1359.03
Local Market Value
135695.00
Local Total Cost Amount
124450.00
Local Unrealized Gain Loss
11245.00
Local Accrued Interest
1359.03
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: NISOURCE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE FINANCE CORP
Security Description
5.65% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
5.65
Original Face
0
Shares Par Value
200000.00
Base Market Value
240482.00
Base Total Cost
198682.00
Base Unrealized Gain Loss
41800.00
Base Accrued Interest
4708.33
Local Market Value
240482.00
Local Total Cost Amount
198682.00
Local Unrealized Gain Loss
41800.00
Local Accrued Interest
4708.33
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
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: WM WRIGLEY JR CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WM WRIGLEY JR CO
Security Description
3.375% 21 Oct 2020
Maturity Date
2020-10-21T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
800000.00
Base Market Value
825776.00
Base Total Cost
799208.00
Base Unrealized Gain Loss
26568.00
Base Accrued Interest
5250.00
Local Market Value
825776.00
Local Total Cost Amount
799208.00
Local Unrealized Gain Loss
26568.00
Local Accrued Interest
5250.00
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
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WM WRIGLEY JR CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WM WRIGLEY JR CO
Security Description
2.4% 21 Oct 2018
Maturity Date
2018-10-21T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
1800000.00
Base Market Value
1812150.00
Base Total Cost
1844928.00
Base Unrealized Gain Loss
-32778.00
Base Accrued Interest
8400.00
Local Market Value
1812150.00
Local Total Cost Amount
1844928.00
Local Unrealized Gain Loss
-32778.00
Local Accrued Interest
8400.00
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
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PNC BANK NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PNC BANK NA
Security Description
4.2% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
1650000.00
Base Market Value
1772958.00
Base Total Cost
1660866.50
Base Unrealized Gain Loss
112091.50
Base Accrued Interest
11550.00
Local Market Value
1772958.00
Local Total Cost Amount
1660866.50
Local Unrealized Gain Loss
112091.50
Local Accrued Interest
11550.00
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
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: ALTRIA GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTRIA GROUP INC
Security Description
4% 31 Jan 2024
Maturity Date
2024-01-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
625000.00
Base Market Value
666812.50
Base Total Cost
621112.50
Base Unrealized Gain Loss
45700.00
Base Accrued Interest
10416.67
Local Market Value
666812.50
Local Total Cost Amount
621112.50
Local Unrealized Gain Loss
45700.00
Local Accrued Interest
10416.67
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
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: NOBLE ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOBLE ENERGY INC
Security Description
5.25% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
300000.00
Base Market Value
310836.00
Base Total Cost
298290.00
Base Unrealized Gain Loss
12546.00
Base Accrued Interest
2012.50
Local Market Value
310836.00
Local Total Cost Amount
298290.00
Local Unrealized Gain Loss
12546.00
Local Accrued Interest
2012.50
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: BUCKEYE PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BUCKEYE PARTNERS LP
Security Description
2.65% 15 Nov 2018
Maturity Date
2018-11-15T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
950000.00
Base Market Value
955063.50
Base Total Cost
950106.00
Base Unrealized Gain Loss
4957.50
Base Accrued Interest
3216.81
Local Market Value
955063.50
Local Total Cost Amount
950106.00
Local Unrealized Gain Loss
4957.50
Local Accrued Interest
3216.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MOSAIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOSAIC CO
Security Description
5.45% 15 Nov 2033
Maturity Date
2033-11-15T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
165000.00
Base Market Value
174079.95
Base Total Cost
164382.90
Base Unrealized Gain Loss
9697.05
Base Accrued Interest
1149.04
Local Market Value
174079.95
Local Total Cost Amount
164382.90
Local Unrealized Gain Loss
9697.05
Local Accrued Interest
1149.04
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: MOSAIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOSAIC CO
Security Description
5.625% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
430000.00
Base Market Value
439008.50
Base Total Cost
445552.07
Base Unrealized Gain Loss
-6543.57
Base Accrued Interest
3090.63
Local Market Value
439008.50
Local Total Cost Amount
445552.07
Local Unrealized Gain Loss
-6543.57
Local Accrued Interest
3090.63
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
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: SHELL INTERNATIONAL FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHELL INTERNATIONAL FIN
Security Description
2% 15 Nov 2018
Maturity Date
2018-11-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
2700000.00
Base Market Value
2717334.00
Base Total Cost
2728779.00
Base Unrealized Gain Loss
-11445.00
Base Accrued Interest
6900.00
Local Market Value
2717334.00
Local Total Cost Amount
2728779.00
Local Unrealized Gain Loss
-11445.00
Local Accrued Interest
6900.00
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
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
4% 31 Dec 2018
Maturity Date
2018-12-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
425000.00
Base Market Value
435625.00
Base Total Cost
424978.75
Base Unrealized Gain Loss
10646.25
Base Accrued Interest
47.22
Local Market Value
435625.00
Local Total Cost Amount
424978.75
Local Unrealized Gain Loss
10646.25
Local Accrued Interest
47.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: MAXIM INTEGRATED PRODUCT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAXIM INTEGRATED PRODUCT
Security Description
2.5% 15 Nov 2018
Maturity Date
2018-11-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
750000.00
Base Market Value
756105.00
Base Total Cost
746692.50
Base Unrealized Gain Loss
9412.50
Base Accrued Interest
2395.83
Local Market Value
756105.00
Local Total Cost Amount
746692.50
Local Unrealized Gain Loss
9412.50
Local Accrued Interest
2395.83
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
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: DTE ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DTE ENERGY CO
Security Description
3.85% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
550000.00
Base Market Value
572555.50
Base Total Cost
548817.50
Base Unrealized Gain Loss
23738.00
Base Accrued Interest
1764.58
Local Market Value
572555.50
Local Total Cost Amount
548817.50
Local Unrealized Gain Loss
23738.00
Local Accrued Interest
1764.58
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
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: CAPITAL ONE BANK USA NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE BANK USA NA
Security Description
2.15% 21 Nov 2018
Maturity Date
2018-11-21T00:00:00.000
Interest Rate
2.15
Original Face
0
Shares Par Value
400000.00
Base Market Value
400540.00
Base Total Cost
399772.00
Base Unrealized Gain Loss
768.00
Base Accrued Interest
955.56
Local Market Value
400540.00
Local Total Cost Amount
399772.00
Local Unrealized Gain Loss
768.00
Local Accrued Interest
955.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: XLIT LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
XLIT LTD
Security Description
2.3% 15 Dec 2018
Maturity Date
2018-12-15T00:00:00.000
Interest Rate
2.3
Original Face
0
Shares Par Value
600000.00
Base Market Value
602640.00
Base Total Cost
598140.00
Base Unrealized Gain Loss
4500.00
Base Accrued Interest
613.33
Local Market Value
602640.00
Local Total Cost Amount
598140.00
Local Unrealized Gain Loss
4500.00
Local Accrued Interest
613.33
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
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: 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
2668969.67
Base Market Value
2668969.67
Base Total Cost
2668969.67
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
2668969.67
Local Total Cost Amount
2668969.67
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 CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS CO
Security Description
4% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
730000.00
Base Market Value
732722.90
Base Total Cost
724692.90
Base Unrealized Gain Loss
8030.00
Base Accrued Interest
7300.00
Local Market Value
732722.90
Local Total Cost Amount
724692.90
Local Unrealized Gain Loss
8030.00
Local Accrued Interest
7300.00
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: JPMBB COMMERCIAL MORTGAGE SECU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMBB COMMERCIAL MORTGAGE SECU
Security Description
3.408% 15 Nov 2047
Maturity Date
2047-11-15T00:00:00.000
Interest Rate
3.408
Original Face
3000000.00
Shares Par Value
3000000.00
Base Market Value
3080491.20
Base Total Cost
3029979.00
Base Unrealized Gain Loss
50512.20
Base Accrued Interest
0
Local Market Value
3080491.20
Local Total Cost Amount
3029979.00
Local Unrealized Gain Loss
50512.20
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: WALGREENS BOOTS ALLIANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALGREENS BOOTS ALLIANCE
Security Description
1.75% 17 Nov 2017
Maturity Date
2017-11-17T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
2290000.00
Base Market Value
2291419.80
Base Total Cost
2286862.70
Base Unrealized Gain Loss
4557.10
Base Accrued Interest
4898.06
Local Market Value
2291419.80
Local Total Cost Amount
2286862.70
Local Unrealized Gain Loss
4557.10
Local Accrued Interest
4898.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
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