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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: 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
2.25% 13 Feb 2019
Maturity Date
2019-02-13T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1002680.00
Base Total Cost
1011690.00
Base Unrealized Gain Loss
-9010.00
Base Accrued Interest
8625.00
Local Market Value
1002680.00
Local Total Cost Amount
1011690.00
Local Unrealized Gain Loss
-9010.00
Local Accrued Interest
8625.00
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
2.05% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
2.05
Original Face
0
Shares Par Value
3500000.00
Base Market Value
3511095.00
Base Total Cost
3557400.00
Base Unrealized Gain Loss
-46305.00
Base Accrued Interest
17937.50
Local Market Value
3511095.00
Local Total Cost Amount
3557400.00
Local Unrealized Gain Loss
-46305.00
Local Accrued Interest
17937.50
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
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
5.375% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
4000000.00
Base Market Value
3570000.00
Base Total Cost
3477760.00
Base Unrealized Gain Loss
92240.00
Base Accrued Interest
63305.56
Local Market Value
3570000.00
Local Total Cost Amount
3477760.00
Local Unrealized Gain Loss
92240.00
Local Accrued Interest
63305.56
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
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
2.01761
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1009220.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
9220.00
Base Accrued Interest
4987.98
Local Market Value
1009220.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
9220.00
Local Accrued Interest
4987.98
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
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
2.2% 22 May 2019
Maturity Date
2019-05-22T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
4000000.00
Base Market Value
4024480.00
Base Total Cost
4057502.86
Base Unrealized Gain Loss
-33022.86
Base Accrued Interest
9533.33
Local Market Value
4024480.00
Local Total Cost Amount
4057502.86
Local Unrealized Gain Loss
-33022.86
Local Accrued Interest
9533.33
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
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KKR GROUP FINANCE CO III
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KKR GROUP FINANCE CO III
Security Description
5.125% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3173910.00
Base Total Cost
3031860.00
Base Unrealized Gain Loss
142050.00
Base Accrued Interest
12812.50
Local Market Value
3173910.00
Local Total Cost Amount
3031860.00
Local Unrealized Gain Loss
142050.00
Local Accrued Interest
12812.50
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
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: WALT DISNEY COMPANY/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALT DISNEY COMPANY/THE
Security Description
1% 30 May 2019
Maturity Date
2019-05-30T00:00:00.000
Interest Rate
1.51039
Original Face
0
Shares Par Value
4000000.00
Base Market Value
4019960.00
Base Total Cost
4000000.00
Base Unrealized Gain Loss
19960.00
Base Accrued Interest
5370.27
Local Market Value
4019960.00
Local Total Cost Amount
4000000.00
Local Unrealized Gain Loss
19960.00
Local Accrued Interest
5370.27
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: BED BATH + BEYOND INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BED BATH + BEYOND INC
Security Description
5.165% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
5.165
Original Face
0
Shares Par Value
6000000.00
Base Market Value
5281200.00
Base Total Cost
6019920.00
Base Unrealized Gain Loss
-738720.00
Base Accrued Interest
129125.00
Local Market Value
5281200.00
Local Total Cost Amount
6019920.00
Local Unrealized Gain Loss
-738720.00
Local Accrued Interest
129125.00
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
1% 23 Jul 2019
Maturity Date
2019-07-23T00:00:00.000
Interest Rate
1.89317
Original Face
0
Shares Par Value
3500000.00
Base Market Value
3524675.00
Base Total Cost
3481345.00
Base Unrealized Gain Loss
43330.00
Base Accrued Interest
12515.96
Local Market Value
3524675.00
Local Total Cost Amount
3481345.00
Local Unrealized Gain Loss
43330.00
Local Accrued Interest
12515.96
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.75% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5212500.00
Base Total Cost
5000000.00
Base Unrealized Gain Loss
212500.00
Base Accrued Interest
19791.67
Local Market Value
5212500.00
Local Total Cost Amount
5000000.00
Local Unrealized Gain Loss
212500.00
Local Accrued Interest
19791.67
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: COMCAST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMCAST CORP
Security Description
4.2% 15 Aug 2034
Maturity Date
2034-08-15T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
1450000.00
Base Market Value
1535477.50
Base Total Cost
1494584.59
Base Unrealized Gain Loss
40892.91
Base Accrued Interest
23006.67
Local Market Value
1535477.50
Local Total Cost Amount
1494584.59
Local Unrealized Gain Loss
40892.91
Local Accrued Interest
23006.67
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: MOTOROLA SOLUTIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOTOROLA SOLUTIONS INC
Security Description
5.5% 01 Sep 2044
Maturity Date
2044-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2530925.00
Base Total Cost
2497025.00
Base Unrealized Gain Loss
33900.00
Base Accrued Interest
45833.33
Local Market Value
2530925.00
Local Total Cost Amount
2497025.00
Local Unrealized Gain Loss
33900.00
Local Accrued Interest
45833.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEXICHEM SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEXICHEM SAB DE CV
Security Description
5.875% 17 Sep 2044
Maturity Date
2044-09-17T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2503750.00
Base Total Cost
2478750.00
Base Unrealized Gain Loss
25000.00
Base Accrued Interest
42430.56
Local Market Value
2503750.00
Local Total Cost Amount
2478750.00
Local Unrealized Gain Loss
25000.00
Local Accrued Interest
42430.56
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
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: STAR MICRONICS CO LTD
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
STAR MICRONICS CO LTD
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
8800
Base Market Value
113532.58
Base Total Cost
117529.2
Base Unrealized Gain Loss
-3996.62
Base Accrued Interest
0
Local Market Value
12232000
Local Total Cost Amount
12517886
Local Unrealized Gain Loss
-285886
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
1% 23 Oct 2019
Maturity Date
2019-10-23T00:00:00.000
Interest Rate
2.17317
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5062600.00
Base Total Cost
5000000.00
Base Unrealized Gain Loss
62600.00
Base Accrued Interest
20524.38
Local Market Value
5062600.00
Local Total Cost Amount
5000000.00
Local Unrealized Gain Loss
62600.00
Local Accrued Interest
20524.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
3.5% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1009250.00
Base Total Cost
993400.00
Base Unrealized Gain Loss
15850.00
Base Accrued Interest
5833.33
Local Market Value
1009250.00
Local Total Cost Amount
993400.00
Local Unrealized Gain Loss
15850.00
Local Accrued Interest
5833.33
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
TELEPHONE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
4.4% 01 Nov 2034
Maturity Date
2034-11-01T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
4000000.00
Base Market Value
3963440.00
Base Total Cost
3748920.00
Base Unrealized Gain Loss
214520.00
Base Accrued Interest
29333.33
Local Market Value
3963440.00
Local Total Cost Amount
3748920.00
Local Unrealized Gain Loss
214520.00
Local Accrued Interest
29333.33
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
TELEPHONE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GENERAL MOTORS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS CO
Security Description
5.2% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
5.2
Original Face
0
Shares Par Value
7000000.00
Base Market Value
6867700.00
Base Total Cost
6948620.00
Base Unrealized Gain Loss
-80920.00
Base Accrued Interest
91000.00
Local Market Value
6867700.00
Local Total Cost Amount
6948620.00
Local Unrealized Gain Loss
-80920.00
Local Accrued Interest
91000.00
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: WALGREENS BOOTS ALLIANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALGREENS BOOTS ALLIANCE
Security Description
4.8% 18 Nov 2044
Maturity Date
2044-11-18T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1276980.00
Base Total Cost
1247316.00
Base Unrealized Gain Loss
29664.00
Base Accrued Interest
6880.00
Local Market Value
1276980.00
Local Total Cost Amount
1247316.00
Local Unrealized Gain Loss
29664.00
Local Accrued Interest
6880.00
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
4.85% 15 Jun 2044
Maturity Date
2044-06-15T00:00:00.000
Interest Rate
4.85
Original Face
0
Shares Par Value
4525000.00
Base Market Value
4893606.50
Base Total Cost
4257567.26
Base Unrealized Gain Loss
636039.24
Base Accrued Interest
9753.89
Local Market Value
4893606.50
Local Total Cost Amount
4257567.26
Local Unrealized Gain Loss
636039.24
Local Accrued Interest
9753.89
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
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: SCRIPPS NETWORKS INTERAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCRIPPS NETWORKS INTERAC
Security Description
2.75% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3036990.00
Base Total Cost
3077490.00
Base Unrealized Gain Loss
-40500.00
Base Accrued Interest
10541.67
Local Market Value
3036990.00
Local Total Cost Amount
3077490.00
Local Unrealized Gain Loss
-40500.00
Local Accrued Interest
10541.67
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: KINDER MORGAN INC/DELAWA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDER MORGAN INC/DELAWA
Security Description
5.3% 01 Dec 2034
Maturity Date
2034-12-01T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
3500000.00
Base Market Value
3603775.00
Base Total Cost
3490130.00
Base Unrealized Gain Loss
113645.00
Base Accrued Interest
15458.33
Local Market Value
3603775.00
Local Total Cost Amount
3490130.00
Local Unrealized Gain Loss
113645.00
Local Accrued Interest
15458.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VIACOM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIACOM INC
Security Description
4.85% 15 Dec 2034
Maturity Date
2034-12-15T00:00:00.000
Interest Rate
4.85
Original Face
0
Shares Par Value
6000000.00
Base Market Value
5963100.00
Base Total Cost
5116920.00
Base Unrealized Gain Loss
846180.00
Base Accrued Interest
12933.33
Local Market Value
5963100.00
Local Total Cost Amount
5116920.00
Local Unrealized Gain Loss
846180.00
Local Accrued Interest
12933.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BECTON DICKINSON AND CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BECTON DICKINSON AND CO
Security Description
2.675% 15 Dec 2019
Maturity Date
2019-12-15T00:00:00.000
Interest Rate
2.675
Original Face
0
Shares Par Value
500000.00
Base Market Value
506120.00
Base Total Cost
516155.00
Base Unrealized Gain Loss
-10035.00
Base Accrued Interest
594.44
Local Market Value
506120.00
Local Total Cost Amount
516155.00
Local Unrealized Gain Loss
-10035.00
Local Accrued Interest
594.44
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
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
4.685% 15 Dec 2044
Maturity Date
2044-12-15T00:00:00.000
Interest Rate
4.685
Original Face
0
Shares Par Value
7000000.00
Base Market Value
7209090.00
Base Total Cost
6841450.00
Base Unrealized Gain Loss
367640.00
Base Accrued Interest
14575.56
Local Market Value
7209090.00
Local Total Cost Amount
6841450.00
Local Unrealized Gain Loss
367640.00
Local Accrued Interest
14575.56
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
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: FEDEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDEX CORP
Security Description
4.1% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1471575.00
Base Total Cost
1465435.00
Base Unrealized Gain Loss
6140.00
Base Accrued Interest
25625.00
Local Market Value
1471575.00
Local Total Cost Amount
1465435.00
Local Unrealized Gain Loss
6140.00
Local Accrued Interest
25625.00
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: MERCK + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCK + CO INC
Security Description
1% 10 Feb 2020
Maturity Date
2020-02-10T00:00:00.000
Interest Rate
1.55956
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1007120.00
Base Total Cost
997976.92
Base Unrealized Gain Loss
9143.08
Base Accrued Interest
2252.69
Local Market Value
1007120.00
Local Total Cost Amount
997976.92
Local Unrealized Gain Loss
9143.08
Local Accrued Interest
2252.69
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
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: DAIMLER FINANCE NA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAIMLER FINANCE NA LLC
Security Description
2.25% 02 Mar 2020
Maturity Date
2020-03-02T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5005200.00
Base Total Cost
4907390.00
Base Unrealized Gain Loss
97810.00
Base Accrued Interest
37187.50
Local Market Value
5005200.00
Local Total Cost Amount
4907390.00
Local Unrealized Gain Loss
97810.00
Local Accrued Interest
37187.50
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
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
7.6% 15 Sep 2039
Maturity Date
2039-09-15T00:00:00.000
Interest Rate
7.6
Original Face
0
Shares Par Value
2900000.00
Base Market Value
2697000.00
Base Total Cost
2927187.50
Base Unrealized Gain Loss
-230187.50
Base Accrued Interest
64895.56
Local Market Value
2697000.00
Local Total Cost Amount
2927187.50
Local Unrealized Gain Loss
-230187.50
Local Accrued Interest
64895.56
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
TELEPHONE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
6.55% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
6.55
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1194120.00
Base Total Cost
993560.00
Base Unrealized Gain Loss
200560.00
Base Accrued Interest
10916.67
Local Market Value
1194120.00
Local Total Cost Amount
993560.00
Local Unrealized Gain Loss
200560.00
Local Accrued Interest
10916.67
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
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: MOTOROLA SOLUTIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOTOROLA SOLUTIONS INC
Security Description
6.625% 15 Nov 2037
Maturity Date
2037-11-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3249600.00
Base Total Cost
2981670.00
Base Unrealized Gain Loss
267930.00
Base Accrued Interest
25395.83
Local Market Value
3249600.00
Local Total Cost Amount
2981670.00
Local Unrealized Gain Loss
267930.00
Local Accrued Interest
25395.83
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
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: UNITEDHEALTH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITEDHEALTH GROUP INC
Security Description
6.875% 15 Feb 2038
Maturity Date
2038-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1420400.00
Base Total Cost
967476.92
Base Unrealized Gain Loss
452923.08
Base Accrued Interest
25972.22
Local Market Value
1420400.00
Local Total Cost Amount
967476.92
Local Unrealized Gain Loss
452923.08
Local Accrued Interest
25972.22
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
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: AMERICAN EXPRESS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN EXPRESS CO
Security Description
8.15% 19 Mar 2038
Maturity Date
2038-03-19T00:00:00.000
Interest Rate
8.15
Original Face
0
Shares Par Value
4000000.00
Base Market Value
5966320.00
Base Total Cost
3985320.00
Base Unrealized Gain Loss
1981000.00
Base Accrued Interest
92366.67
Local Market Value
5966320.00
Local Total Cost Amount
3985320.00
Local Unrealized Gain Loss
1981000.00
Local Accrued Interest
92366.67
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
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
6.5% 15 Apr 2038
Maturity Date
2038-04-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2731760.00
Base Total Cost
1677520.00
Base Unrealized Gain Loss
1054240.00
Base Accrued Interest
27444.44
Local Market Value
2731760.00
Local Total Cost Amount
1677520.00
Local Unrealized Gain Loss
1054240.00
Local Accrued Interest
27444.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A1
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTERNATIONAL PAPER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL PAPER CO
Security Description
8.7% 15 Jun 2038
Maturity Date
2038-06-15T00:00:00.000
Interest Rate
8.7
Original Face
0
Shares Par Value
3500000.00
Base Market Value
5144300.00
Base Total Cost
3043211.11
Base Unrealized Gain Loss
2101088.89
Base Accrued Interest
13533.33
Local Market Value
5144300.00
Local Total Cost Amount
3043211.11
Local Unrealized Gain Loss
2101088.89
Local Accrued Interest
13533.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PACIFIC GAS + ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PACIFIC GAS + ELECTRIC
Security Description
8.25% 15 Oct 2018
Maturity Date
2018-10-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1080540.00
Base Total Cost
983430.00
Base Unrealized Gain Loss
97110.00
Base Accrued Interest
17416.67
Local Market Value
1080540.00
Local Total Cost Amount
983430.00
Local Unrealized Gain Loss
97110.00
Local Accrued Interest
17416.67
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
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: VIRGINIA ELEC + POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGINIA ELEC + POWER CO
Security Description
8.875% 15 Nov 2038
Maturity Date
2038-11-15T00:00:00.000
Interest Rate
8.875
Original Face
0
Shares Par Value
2000000.00
Base Market Value
3387160.00
Base Total Cost
1999900.00
Base Unrealized Gain Loss
1387260.00
Base Accrued Interest
22680.56
Local Market Value
3387160.00
Local Total Cost Amount
1999900.00
Local Unrealized Gain Loss
1387260.00
Local Accrued Interest
22680.56
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
ELECTRIC/GAS
Moody S Quality Rating
A2
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: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
6.5% 15 Mar 2039
Maturity Date
2039-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
2500000.00
Base Market Value
3309250.00
Base Total Cost
2493750.00
Base Unrealized Gain Loss
815500.00
Base Accrued Interest
47847.22
Local Market Value
3309250.00
Local Total Cost Amount
2493750.00
Local Unrealized Gain Loss
815500.00
Local Accrued Interest
47847.22
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
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: PFIZER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PFIZER INC
Security Description
7.2% 15 Mar 2039
Maturity Date
2039-03-15T00:00:00.000
Interest Rate
7.2
Original Face
0
Shares Par Value
2500000.00
Base Market Value
3739850.00
Base Total Cost
2498550.00
Base Unrealized Gain Loss
1241300.00
Base Accrued Interest
53000.00
Local Market Value
3739850.00
Local Total Cost Amount
2498550.00
Local Unrealized Gain Loss
1241300.00
Local Accrued Interest
53000.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A1
S And P Quality Rating
AA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DOW CHEMICAL CO/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOW CHEMICAL CO/THE
Security Description
8.55% 15 May 2019
Maturity Date
2019-05-15T00:00:00.000
Interest Rate
8.55
Original Face
0
Shares Par Value
5500000.00
Base Market Value
6160220.00
Base Total Cost
5488670.00
Base Unrealized Gain Loss
671550.00
Base Accrued Interest
60087.50
Local Market Value
6160220.00
Local Total Cost Amount
5488670.00
Local Unrealized Gain Loss
671550.00
Local Accrued Interest
60087.50
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: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
1% 15 Oct 2039
Maturity Date
2039-10-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
3600000.00
Base Market Value
4036500.00
Base Total Cost
3496166.61
Base Unrealized Gain Loss
540333.39
Base Accrued Interest
57000.00
Local Market Value
4036500.00
Local Total Cost Amount
3496166.61
Local Unrealized Gain Loss
540333.39
Local Accrued Interest
57000.00
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 07 Jun 2021
Maturity Date
2021-06-07T00:00:00.000
Interest Rate
2.31956
Original Face
0
Shares Par Value
4000000.00
Base Market Value
4061480.00
Base Total Cost
4000000.00
Base Unrealized Gain Loss
61480.00
Base Accrued Interest
6185.50
Local Market Value
4061480.00
Local Total Cost Amount
4000000.00
Local Unrealized Gain Loss
61480.00
Local Accrued Interest
6185.50
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
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: VOYA FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VOYA FINANCIAL INC
Security Description
4.8% 15 Jun 2046
Maturity Date
2046-06-15T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
750000.00
Base Market Value
781200.00
Base Total Cost
753688.50
Base Unrealized Gain Loss
27511.50
Base Accrued Interest
1600.00
Local Market Value
781200.00
Local Total Cost Amount
753688.50
Local Unrealized Gain Loss
27511.50
Local Accrued Interest
1600.00
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: HYUNDAI CAPITAL AMERICA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HYUNDAI CAPITAL AMERICA
Security Description
2% 01 Jul 2019
Maturity Date
2019-07-01T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
4000000.00
Base Market Value
3968200.00
Base Total Cost
3997160.00
Base Unrealized Gain Loss
-28960.00
Base Accrued Interest
0
Local Market Value
3968200.00
Local Total Cost Amount
3997160.00
Local Unrealized Gain Loss
-28960.00
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
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
2.4% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2467550.00
Base Total Cost
2513650.00
Base Unrealized Gain Loss
-46100.00
Base Accrued Interest
17666.67
Local Market Value
2467550.00
Local Total Cost Amount
2513650.00
Local Unrealized Gain Loss
-46100.00
Local Accrued Interest
17666.67
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
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: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
4.8% 15 Jul 2046
Maturity Date
2046-07-15T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1017170.00
Base Total Cost
953760.00
Base Unrealized Gain Loss
63410.00
Base Accrued Interest
22133.33
Local Market Value
1017170.00
Local Total Cost Amount
953760.00
Local Unrealized Gain Loss
63410.00
Local Accrued Interest
22133.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DAIMLER FINANCE NA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAIMLER FINANCE NA LLC
Security Description
2% 06 Jul 2021
Maturity Date
2021-07-06T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
1000000.00
Base Market Value
982660.00
Base Total Cost
1000610.00
Base Unrealized Gain Loss
-17950.00
Base Accrued Interest
9722.22
Local Market Value
982660.00
Local Total Cost Amount
1000610.00
Local Unrealized Gain Loss
-17950.00
Local Accrued Interest
9722.22
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
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: TORONTO DOMINION BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TORONTO DOMINION BANK
Security Description
1% 13 Jul 2021
Maturity Date
2021-07-13T00:00:00.000
Interest Rate
2.05511
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5090400.00
Base Total Cost
5058400.00
Base Unrealized Gain Loss
32000.00
Base Accrued Interest
22549.12
Local Market Value
5090400.00
Local Total Cost Amount
5058400.00
Local Unrealized Gain Loss
32000.00
Local Accrued Interest
22549.12
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
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
4.1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
2700000.00
Base Market Value
2486916.00
Base Total Cost
2325624.00
Base Unrealized Gain Loss
161292.00
Base Accrued Interest
27675.00
Local Market Value
2486916.00
Local Total Cost Amount
2325624.00
Local Unrealized Gain Loss
161292.00
Local Accrued Interest
27675.00
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
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: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
3% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
4000000.00
Base Market Value
3828200.00
Base Total Cost
3764280.00
Base Unrealized Gain Loss
63920.00
Base Accrued Interest
10000.00
Local Market Value
3828200.00
Local Total Cost Amount
3764280.00
Local Unrealized Gain Loss
63920.00
Local Accrued Interest
10000.00
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
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