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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: PRUDENTIAL FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRUDENTIAL FINANCIAL INC
Security Description
1% 15 May 2045
Maturity Date
2045-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
5700000.00
Base Market Value
6170250.00
Base Total Cost
5970750.00
Base Unrealized Gain Loss
199500.00
Base Accrued Interest
39147.90
Local Market Value
6170250.00
Local Total Cost Amount
5970750.00
Local Unrealized Gain Loss
199500.00
Local Accrued Interest
39147.90
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: CNO FINANCIAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNO FINANCIAL GROUP INC
Security Description
4.5% 30 May 2020
Maturity Date
2020-05-30T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
2800000.00
Base Market Value
2905000.00
Base Total Cost
2800000.00
Base Unrealized Gain Loss
105000.00
Base Accrued Interest
10850.00
Local Market Value
2905000.00
Local Total Cost Amount
2800000.00
Local Unrealized Gain Loss
105000.00
Local Accrued Interest
10850.00
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
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: CNO FINANCIAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNO FINANCIAL GROUP INC
Security Description
5.25% 30 May 2025
Maturity Date
2025-05-30T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
3030000.00
Base Market Value
3208770.00
Base Total Cost
3113325.00
Base Unrealized Gain Loss
95445.00
Base Accrued Interest
13698.13
Local Market Value
3208770.00
Local Total Cost Amount
3113325.00
Local Unrealized Gain Loss
95445.00
Local Accrued Interest
13698.13
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
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
3.75% 22 May 2025
Maturity Date
2025-05-22T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
3115000.00
Base Market Value
3189728.85
Base Total Cost
3245861.15
Base Unrealized Gain Loss
-56132.30
Base Accrued Interest
12654.69
Local Market Value
3189728.85
Local Total Cost Amount
3245861.15
Local Unrealized Gain Loss
-56132.30
Local Accrued Interest
12654.69
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
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: ENERGY TRANSFER EQUITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER EQUITY
Security Description
5.5% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
8100000.00
Base Market Value
8383500.00
Base Total Cost
8468806.25
Base Unrealized Gain Loss
-85306.25
Base Accrued Interest
37125.00
Local Market Value
8383500.00
Local Total Cost Amount
8468806.25
Local Unrealized Gain Loss
-85306.25
Local Accrued Interest
37125.00
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
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: CREDIT AGRICOLE LONDON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT AGRICOLE LONDON
Security Description
2.75% 10 Jun 2020
Maturity Date
2020-06-10T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
8185000.00
Base Market Value
8307693.15
Base Total Cost
8170185.15
Base Unrealized Gain Loss
137508.00
Base Accrued Interest
13130.10
Local Market Value
8307693.15
Local Total Cost Amount
8170185.15
Local Unrealized Gain Loss
137508.00
Local Accrued Interest
13130.10
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
4.45% 12 Jun 2025
Maturity Date
2025-06-12T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
4500000.00
Base Market Value
4821075.00
Base Total Cost
4486365.00
Base Unrealized Gain Loss
334710.00
Base Accrued Interest
10568.75
Local Market Value
4821075.00
Local Total Cost Amount
4486365.00
Local Unrealized Gain Loss
334710.00
Local Accrued Interest
10568.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
4% 12 Jun 2022
Maturity Date
2022-06-12T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1685000.00
Base Market Value
1785527.10
Base Total Cost
1682657.85
Base Unrealized Gain Loss
102869.25
Base Accrued Interest
3557.22
Local Market Value
1785527.10
Local Total Cost Amount
1682657.85
Local Unrealized Gain Loss
102869.25
Local Accrued Interest
3557.22
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
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
5.125% 20 Jul 2045
Maturity Date
2045-07-20T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
6000000.00
Base Market Value
6878400.00
Base Total Cost
5978100.00
Base Unrealized Gain Loss
900300.00
Base Accrued Interest
137520.83
Local Market Value
6878400.00
Local Total Cost Amount
5978100.00
Local Unrealized Gain Loss
900300.00
Local Accrued Interest
137520.83
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: UNITEDHEALTH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITEDHEALTH GROUP INC
Security Description
3.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
5345000.00
Base Market Value
5629621.25
Base Total Cost
5330515.05
Base Unrealized Gain Loss
299106.20
Base Accrued Interest
92423.96
Local Market Value
5629621.25
Local Total Cost Amount
5330515.05
Local Unrealized Gain Loss
299106.20
Local Accrued Interest
92423.96
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
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: BRIXMOR OPERATING PART
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRIXMOR OPERATING PART
Security Description
3.875% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
3300000.00
Base Market Value
3374283.00
Base Total Cost
3274359.00
Base Unrealized Gain Loss
99924.00
Base Accrued Interest
48308.33
Local Market Value
3374283.00
Local Total Cost Amount
3274359.00
Local Unrealized Gain Loss
99924.00
Local Accrued Interest
48308.33
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
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: CELGENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELGENE CORP
Security Description
3.875% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
7015000.00
Base Market Value
7326115.25
Base Total Cost
7133990.10
Base Unrealized Gain Loss
192125.15
Base Accrued Interest
102691.80
Local Market Value
7326115.25
Local Total Cost Amount
7133990.10
Local Unrealized Gain Loss
192125.15
Local Accrued Interest
102691.80
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: 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
6070000.00
Base Market Value
6241963.10
Base Total Cost
6045477.20
Base Unrealized Gain Loss
196485.90
Base Accrued Interest
73851.67
Local Market Value
6241963.10
Local Total Cost Amount
6045477.20
Local Unrealized Gain Loss
196485.90
Local Accrued Interest
73851.67
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: DANAHER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANAHER CORP
Security Description
4.375% 15 Sep 2045
Maturity Date
2045-09-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
5945000.00
Base Market Value
6496160.95
Base Total Cost
5958167.75
Base Unrealized Gain Loss
537993.20
Base Accrued Interest
76583.15
Local Market Value
6496160.95
Local Total Cost Amount
5958167.75
Local Unrealized Gain Loss
537993.20
Local Accrued Interest
76583.15
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
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: UBS GROUP FUNDING SWITZE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UBS GROUP FUNDING SWITZE
Security Description
4.125% 24 Sep 2025
Maturity Date
2025-09-24T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
9540000.00
Base Market Value
10000209.60
Base Total Cost
9837123.30
Base Unrealized Gain Loss
163086.30
Base Accrued Interest
106033.11
Local Market Value
10000209.60
Local Total Cost Amount
9837123.30
Local Unrealized Gain Loss
163086.30
Local Accrued Interest
106033.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MIDAMERICAN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDAMERICAN ENERGY CO
Security Description
4.25% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
4015000.00
Base Market Value
4302393.70
Base Total Cost
4009459.30
Base Unrealized Gain Loss
292934.40
Base Accrued Interest
28439.58
Local Market Value
4302393.70
Local Total Cost Amount
4009459.30
Local Unrealized Gain Loss
292934.40
Local Accrued Interest
28439.58
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
OIL, GAS & CONSUMABLE FUELS
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: ABBOTT LABORATORIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBOTT LABORATORIES
Security Description
3.4% 30 Nov 2023
Maturity Date
2023-11-30T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
12200000.00
Base Market Value
12488896.00
Base Total Cost
12142538.00
Base Unrealized Gain Loss
346358.00
Base Accrued Interest
35718.89
Local Market Value
12488896.00
Local Total Cost Amount
12142538.00
Local Unrealized Gain Loss
346358.00
Local Accrued Interest
35718.89
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
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
4.183% 25 Nov 2027
Maturity Date
2027-11-25T00:00:00.000
Interest Rate
4.183
Original Face
0
Shares Par Value
6150000.00
Base Market Value
6255103.50
Base Total Cost
6276259.50
Base Unrealized Gain Loss
-21156.00
Base Accrued Interest
29298.43
Local Market Value
6255103.50
Local Total Cost Amount
6276259.50
Local Unrealized Gain Loss
-21156.00
Local Accrued Interest
29298.43
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.484% 23 Oct 2045
Maturity Date
2045-10-23T00:00:00.000
Interest Rate
6.484
Original Face
0
Shares Par Value
11750000.00
Base Market Value
14102467.50
Base Total Cost
13749410.23
Base Unrealized Gain Loss
353057.27
Base Accrued Interest
143908.78
Local Market Value
14102467.50
Local Total Cost Amount
13749410.23
Local Unrealized Gain Loss
353057.27
Local Accrued Interest
143908.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: KOMATSU LTD
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
KOMATSU LTD
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
15600
Base Market Value
376461.85
Base Total Cost
384917.25
Base Unrealized Gain Loss
-8455.4
Base Accrued Interest
0
Local Market Value
40560000
Local Total Cost Amount
42185006
Local Unrealized Gain Loss
-1625006
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
INDUSTRIALS
Minor Industry Name
MACHINERY
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LINCOLN NATIONAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LINCOLN NATIONAL CORP
Security Description
3.625% 12 Dec 2026
Maturity Date
2026-12-12T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
9290000.00
Base Market Value
9328739.30
Base Total Cost
9418128.90
Base Unrealized Gain Loss
-89389.60
Base Accrued Interest
101964.19
Local Market Value
9328739.30
Local Total Cost Amount
9418128.90
Local Unrealized Gain Loss
-89389.60
Local Accrued Interest
101964.19
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ROPER TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROPER TECHNOLOGIES INC
Security Description
3.8% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
3180000.00
Base Market Value
3267291.00
Base Total Cost
3179491.20
Base Unrealized Gain Loss
87799.80
Base Accrued Interest
5370.67
Local Market Value
3267291.00
Local Total Cost Amount
3179491.20
Local Unrealized Gain Loss
87799.80
Local Accrued Interest
5370.67
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: ENBRIDGE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENBRIDGE INC
Security Description
1% 15 Jan 2077
Maturity Date
2077-01-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1685000.00
Base Market Value
1769250.00
Base Total Cost
1685000.00
Base Unrealized Gain Loss
84250.00
Base Accrued Interest
53920.00
Local Market Value
1769250.00
Local Total Cost Amount
1685000.00
Local Unrealized Gain Loss
84250.00
Local Accrued Interest
53920.00
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
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: CONCHO RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONCHO RESOURCES INC
Security Description
4.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
3320000.00
Base Market Value
3386400.00
Base Total Cost
3311700.00
Base Unrealized Gain Loss
74700.00
Base Accrued Interest
73835.42
Local Market Value
3386400.00
Local Total Cost Amount
3311700.00
Local Unrealized Gain Loss
74700.00
Local Accrued Interest
73835.42
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
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
3.571% 10 Jan 2023
Maturity Date
2023-01-10T00:00:00.000
Interest Rate
3.571
Original Face
0
Shares Par Value
2305000.00
Base Market Value
2357461.80
Base Total Cost
2305000.00
Base Unrealized Gain Loss
52461.80
Base Accrued Interest
39097.98
Local Market Value
2357461.80
Local Total Cost Amount
2305000.00
Local Unrealized Gain Loss
52461.80
Local Accrued Interest
39097.98
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 10 Jan 2028
Maturity Date
2028-01-10T00:00:00.000
Interest Rate
3.887
Original Face
0
Shares Par Value
11005000.00
Base Market Value
11183941.30
Base Total Cost
11089932.55
Base Unrealized Gain Loss
94008.75
Base Accrued Interest
203188.07
Local Market Value
11183941.30
Local Total Cost Amount
11089932.55
Local Unrealized Gain Loss
94008.75
Local Accrued Interest
203188.07
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: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
4.45% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
910000.00
Base Market Value
931676.20
Base Total Cost
906896.90
Base Unrealized Gain Loss
24779.30
Base Accrued Interest
19010.15
Local Market Value
931676.20
Local Total Cost Amount
906896.90
Local Unrealized Gain Loss
24779.30
Local Accrued Interest
19010.15
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
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 AIRLINE 17 1B PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLINE 17 1B PTT
Security Description
4.95% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
2875000.00
Base Market Value
2961250.00
Base Total Cost
2875000.00
Base Unrealized Gain Loss
86250.00
Base Accrued Interest
66412.50
Local Market Value
2961250.00
Local Total Cost Amount
2875000.00
Local Unrealized Gain Loss
86250.00
Local Accrued Interest
66412.50
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENEL FINANCE INTL NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENEL FINANCE INTL NV
Security Description
4.75% 25 May 2047
Maturity Date
2047-05-25T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
2045000.00
Base Market Value
2104223.20
Base Total Cost
2041748.45
Base Unrealized Gain Loss
62474.75
Base Accrued Interest
9713.75
Local Market Value
2104223.20
Local Total Cost Amount
2041748.45
Local Unrealized Gain Loss
62474.75
Local Accrued Interest
9713.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BECTON DICKINSON AND CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BECTON DICKINSON AND CO
Security Description
3.7% 06 Jun 2027
Maturity Date
2027-06-06T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
11945000.00
Base Market Value
11982746.20
Base Total Cost
11945000.00
Base Unrealized Gain Loss
37746.20
Base Accrued Interest
30692.01
Local Market Value
11982746.20
Local Total Cost Amount
11945000.00
Local Unrealized Gain Loss
37746.20
Local Accrued Interest
30692.01
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: DDR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DDR CORP
Security Description
4.7% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
3310000.00
Base Market Value
3311952.90
Base Total Cost
3303942.70
Base Unrealized Gain Loss
8010.20
Base Accrued Interest
15124.86
Local Market Value
3311952.90
Local Total Cost Amount
3303942.70
Local Unrealized Gain Loss
8010.20
Local Accrued Interest
15124.86
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
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: CANADIAN NATL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN NATL RESOURCES
Security Description
4.95% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
4290000.00
Base Market Value
4353878.10
Base Total Cost
4286653.80
Base Unrealized Gain Loss
67224.30
Base Accrued Interest
18286.13
Local Market Value
4353878.10
Local Total Cost Amount
4286653.80
Local Unrealized Gain Loss
67224.30
Local Accrued Interest
18286.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MASCO CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASCO CORP
Security Description
3.5% 15 Nov 2027
Maturity Date
2027-11-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
5660000.00
Base Market Value
5610588.20
Base Total Cost
5654736.20
Base Unrealized Gain Loss
-44148.00
Base Accrued Interest
5502.78
Local Market Value
5610588.20
Local Total Cost Amount
5654736.20
Local Unrealized Gain Loss
-44148.00
Local Accrued Interest
5502.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: VULCAN MATERIALS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VULCAN MATERIALS CO
Security Description
4.5% 15 Jun 2047
Maturity Date
2047-06-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
3110000.00
Base Market Value
3144769.80
Base Total Cost
3098306.40
Base Unrealized Gain Loss
46463.40
Base Accrued Interest
6220.00
Local Market Value
3144769.80
Local Total Cost Amount
3098306.40
Local Unrealized Gain Loss
46463.40
Local Accrued Interest
6220.00
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
5% 24 Nov 2025
Maturity Date
2025-11-24T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
7335000.00
Base Market Value
7976519.10
Base Total Cost
7407806.22
Base Unrealized Gain Loss
568712.88
Base Accrued Interest
37693.75
Local Market Value
7976519.10
Local Total Cost Amount
7407806.22
Local Unrealized Gain Loss
568712.88
Local Accrued Interest
37693.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: BPCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BPCE SA
Security Description
5.15% 21 Jul 2024
Maturity Date
2024-07-21T00:00:00.000
Interest Rate
5.15
Original Face
0
Shares Par Value
4910000.00
Base Market Value
5245696.70
Base Total Cost
4913957.35
Base Unrealized Gain Loss
331739.35
Base Accrued Interest
112384.46
Local Market Value
5245696.70
Local Total Cost Amount
4913957.35
Local Unrealized Gain Loss
331739.35
Local Accrued Interest
112384.46
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: KANSAS CITY SOUTHERN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KANSAS CITY SOUTHERN
Security Description
3.125% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
2540000.00
Base Market Value
2439162.00
Base Total Cost
2382754.70
Base Unrealized Gain Loss
56407.30
Base Accrued Interest
6614.58
Local Market Value
2439162.00
Local Total Cost Amount
2382754.70
Local Unrealized Gain Loss
56407.30
Local Accrued Interest
6614.58
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
3.95% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
1625000.00
Base Market Value
1691917.50
Base Total Cost
1680251.00
Base Unrealized Gain Loss
11666.50
Base Accrued Interest
26744.79
Local Market Value
1691917.50
Local Total Cost Amount
1680251.00
Local Unrealized Gain Loss
11666.50
Local Accrued Interest
26744.79
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: PRICELINE GROUP INC/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRICELINE GROUP INC/THE
Security Description
3.6% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
5675000.00
Base Market Value
5744632.25
Base Total Cost
5664047.25
Base Unrealized Gain Loss
80585.00
Base Accrued Interest
17025.00
Local Market Value
5744632.25
Local Total Cost Amount
5664047.25
Local Unrealized Gain Loss
80585.00
Local Accrued Interest
17025.00
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: VEREIT OPERATING PARTNER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VEREIT OPERATING PARTNER
Security Description
4.875% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
8805000.00
Base Market Value
9308381.85
Base Total Cost
8914362.95
Base Unrealized Gain Loss
394018.90
Base Accrued Interest
35770.31
Local Market Value
9308381.85
Local Total Cost Amount
8914362.95
Local Unrealized Gain Loss
394018.90
Local Accrued Interest
35770.31
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
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: NXP BV/NXP FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NXP BV/NXP FUNDING LLC
Security Description
4.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
3080000.00
Base Market Value
3243240.00
Base Total Cost
3080000.00
Base Unrealized Gain Loss
163240.00
Base Accrued Interest
10587.50
Local Market Value
3243240.00
Local Total Cost Amount
3080000.00
Local Unrealized Gain Loss
163240.00
Local Accrued Interest
10587.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: NXP BV/NXP FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NXP BV/NXP FUNDING LLC
Security Description
4.625% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
6200000.00
Base Market Value
6688250.00
Base Total Cost
6345000.00
Base Unrealized Gain Loss
343250.00
Base Accrued Interest
23895.83
Local Market Value
6688250.00
Local Total Cost Amount
6345000.00
Local Unrealized Gain Loss
343250.00
Local Accrued Interest
23895.83
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
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: SOUTHERN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO
Security Description
4.4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
5850000.00
Base Market Value
5956294.50
Base Total Cost
5819697.00
Base Unrealized Gain Loss
136597.50
Base Accrued Interest
0
Local Market Value
5956294.50
Local Total Cost Amount
5819697.00
Local Unrealized Gain Loss
136597.50
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
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: SOUTHERN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO
Security Description
4.25% 01 Jul 2036
Maturity Date
2036-07-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
6435000.00
Base Market Value
6550636.95
Base Total Cost
6407908.65
Base Unrealized Gain Loss
142728.30
Base Accrued Interest
0
Local Market Value
6550636.95
Local Total Cost Amount
6407908.65
Local Unrealized Gain Loss
142728.30
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
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: UNUM GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNUM GROUP
Security Description
3% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1650000.00
Base Market Value
1665724.50
Base Total Cost
1646403.00
Base Unrealized Gain Loss
19321.50
Base Accrued Interest
6325.00
Local Market Value
1665724.50
Local Total Cost Amount
1646403.00
Local Unrealized Gain Loss
19321.50
Local Accrued Interest
6325.00
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
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: GE CAPITAL INTL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GE CAPITAL INTL FUNDING
Security Description
4.418% 15 Nov 2035
Maturity Date
2035-11-15T00:00:00.000
Interest Rate
4.418
Original Face
0
Shares Par Value
5855000.00
Base Market Value
6372523.45
Base Total Cost
5947712.19
Base Unrealized Gain Loss
424811.26
Base Accrued Interest
33052.78
Local Market Value
6372523.45
Local Total Cost Amount
5947712.19
Local Unrealized Gain Loss
424811.26
Local Accrued Interest
33052.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A1
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LENNAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LENNAR CORP
Security Description
4.5% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1480000.00
Base Market Value
1529950.00
Base Total Cost
1480000.00
Base Unrealized Gain Loss
49950.00
Base Accrued Interest
2960.00
Local Market Value
1529950.00
Local Total Cost Amount
1480000.00
Local Unrealized Gain Loss
49950.00
Local Accrued Interest
2960.00
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
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: VALE OVERSEAS LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE OVERSEAS LIMITED
Security Description
5.875% 10 Jun 2021
Maturity Date
2021-06-10T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
5395000.00
Base Market Value
5791532.50
Base Total Cost
5804593.75
Base Unrealized Gain Loss
-13061.25
Base Accrued Interest
18489.11
Local Market Value
5791532.50
Local Total Cost Amount
5804593.75
Local Unrealized Gain Loss
-13061.25
Local Accrued Interest
18489.11
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
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: VB S1 ISSUER LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VB S1 ISSUER LLC
Security Description
3.065% 15 Jun 2046
Maturity Date
2046-06-15T00:00:00.000
Interest Rate
3.065
Original Face
3270000.00
Shares Par Value
3270000.00
Base Market Value
3273060.39
Base Total Cost
3270000.00
Base Unrealized Gain Loss
3060.39
Base Accrued Interest
4454.46
Local Market Value
3273060.39
Local Total Cost Amount
3270000.00
Local Unrealized Gain Loss
3060.39
Local Accrued Interest
4454.46
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Moody S Quality Rating
A2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONSOLIDATED EDISON CO O
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED EDISON CO O
Security Description
3.85% 15 Jun 2046
Maturity Date
2046-06-15T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
6450000.00
Base Market Value
6502245.00
Base Total Cost
6440905.50
Base Unrealized Gain Loss
61339.50
Base Accrued Interest
11036.67
Local Market Value
6502245.00
Local Total Cost Amount
6440905.50
Local Unrealized Gain Loss
61339.50
Local Accrued Interest
11036.67
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
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
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