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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: ENERGY TRANSFER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER LP
Security Description
5.15% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
5.15
Original Face
0
Shares Par Value
5000000.00
Base Market Value
4857900.00
Base Total Cost
4947150.00
Base Unrealized Gain Loss
-89250.00
Base Accrued Interest
75819.44
Local Market Value
4857900.00
Local Total Cost Amount
4947150.00
Local Unrealized Gain Loss
-89250.00
Local Accrued Interest
75819.44
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
ELECTRIC/GAS
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: QUEST DIAGNOSTICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEST DIAGNOSTICS INC
Security Description
4.7% 30 Mar 2045
Maturity Date
2045-03-30T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
6250000.00
Base Market Value
6570437.50
Base Total Cost
6327347.50
Base Unrealized Gain Loss
243090.00
Base Accrued Interest
74253.48
Local Market Value
6570437.50
Local Total Cost Amount
6327347.50
Local Unrealized Gain Loss
243090.00
Local Accrued Interest
74253.48
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: ZIMMER BIOMET HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZIMMER BIOMET HOLDINGS
Security Description
2.7% 01 Apr 2020
Maturity Date
2020-04-01T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
6500000.00
Base Market Value
6559280.00
Base Total Cost
6635850.00
Base Unrealized Gain Loss
-76570.00
Base Accrued Interest
43875.00
Local Market Value
6559280.00
Local Total Cost Amount
6635850.00
Local Unrealized Gain Loss
-76570.00
Local Accrued Interest
43875.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ZIMMER BIOMET HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZIMMER BIOMET HOLDINGS
Security Description
3.15% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3045690.00
Base Total Cost
3059970.00
Base Unrealized Gain Loss
-14280.00
Base Accrued Interest
23625.00
Local Market Value
3045690.00
Local Total Cost Amount
3059970.00
Local Unrealized Gain Loss
-14280.00
Local Accrued Interest
23625.00
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: 21ST CENTURY FOX AMERICA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
21ST CENTURY FOX AMERICA
Security Description
8.875% 26 Apr 2023
Maturity Date
2023-04-26T00:00:00.000
Interest Rate
8.875
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2567040.00
Base Total Cost
1908903.89
Base Unrealized Gain Loss
658136.11
Base Accrued Interest
32048.61
Local Market Value
2567040.00
Local Total Cost Amount
1908903.89
Local Unrealized Gain Loss
658136.11
Local Accrued Interest
32048.61
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
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: PEPSICO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEPSICO INC
Security Description
1% 30 Apr 2018
Maturity Date
2018-04-30T00:00:00.000
Interest Rate
1.34178
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1001090.00
Base Total Cost
1000835.83
Base Unrealized Gain Loss
254.17
Base Accrued Interest
2385.39
Local Market Value
1001090.00
Local Total Cost Amount
1000835.83
Local Unrealized Gain Loss
254.17
Local Accrued Interest
2385.39
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
BEVERAGES
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: GNMA POOL 606797
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 606797
Security Description
5% 15 Aug 2033
Maturity Date
2033-08-15T00:00:00.000
Interest Rate
5
Original Face
1499000.00
Shares Par Value
180289.12
Base Market Value
198382.94
Base Total Cost
199360.30
Base Unrealized Gain Loss
-977.36
Base Accrued Interest
0
Local Market Value
198382.94
Local Total Cost Amount
199360.30
Local Unrealized Gain Loss
-977.36
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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
2.125% 11 May 2020
Maturity Date
2020-05-11T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
8000000.00
Base Market Value
8043760.00
Base Total Cost
8012880.00
Base Unrealized Gain Loss
30880.00
Base Accrued Interest
23611.11
Local Market Value
8043760.00
Local Total Cost Amount
8012880.00
Local Unrealized Gain Loss
30880.00
Local Accrued Interest
23611.11
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
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
2.3% 12 Jun 2018
Maturity Date
2018-06-12T00:00:00.000
Interest Rate
2.3
Original Face
0
Shares Par Value
4000000.00
Base Market Value
4017440.00
Base Total Cost
4057320.00
Base Unrealized Gain Loss
-39880.00
Base Accrued Interest
4855.56
Local Market Value
4017440.00
Local Total Cost Amount
4057320.00
Local Unrealized Gain Loss
-39880.00
Local Accrued Interest
4855.56
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
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: ECOPETROL SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ECOPETROL SA
Security Description
5.375% 26 Jun 2026
Maturity Date
2026-06-26T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
3500000.00
Base Market Value
3640000.00
Base Total Cost
2835000.00
Base Unrealized Gain Loss
805000.00
Base Accrued Interest
2612.85
Local Market Value
3640000.00
Local Total Cost Amount
2835000.00
Local Unrealized Gain Loss
805000.00
Local Accrued Interest
2612.85
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: IMPERIAL BRANDS FIN PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IMPERIAL BRANDS FIN PLC
Security Description
4.25% 21 Jul 2025
Maturity Date
2025-07-21T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
4500000.00
Base Market Value
4749750.00
Base Total Cost
4404870.00
Base Unrealized Gain Loss
344880.00
Base Accrued Interest
85000.00
Local Market Value
4749750.00
Local Total Cost Amount
4404870.00
Local Unrealized Gain Loss
344880.00
Local Accrued Interest
85000.00
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
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
2.7% 15 Jul 2020
Maturity Date
2020-07-15T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1021050.00
Base Total Cost
1036470.00
Base Unrealized Gain Loss
-15420.00
Base Accrued Interest
12450.00
Local Market Value
1021050.00
Local Total Cost Amount
1036470.00
Local Unrealized Gain Loss
-15420.00
Local Accrued Interest
12450.00
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: SYNCHRONY FINANCIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SYNCHRONY FINANCIAL
Security Description
4.5% 23 Jul 2025
Maturity Date
2025-07-23T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
4000000.00
Base Market Value
4113400.00
Base Total Cost
4096120.00
Base Unrealized Gain Loss
17280.00
Base Accrued Interest
79000.00
Local Market Value
4113400.00
Local Total Cost Amount
4096120.00
Local Unrealized Gain Loss
17280.00
Local Accrued Interest
79000.00
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
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
3.157% 04 Aug 2020
Maturity Date
2020-08-04T00:00:00.000
Interest Rate
3.157
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5095350.00
Base Total Cost
4996050.00
Base Unrealized Gain Loss
99300.00
Base Accrued Interest
64455.42
Local Market Value
5095350.00
Local Total Cost Amount
4996050.00
Local Unrealized Gain Loss
99300.00
Local Accrued Interest
64455.42
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: CELGENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELGENE CORP
Security Description
2.875% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5112900.00
Base Total Cost
4985250.00
Base Unrealized Gain Loss
127650.00
Base Accrued Interest
54305.55
Local Market Value
5112900.00
Local Total Cost Amount
4985250.00
Local Unrealized Gain Loss
127650.00
Local Accrued Interest
54305.55
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
1% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
2.04556
Original Face
0
Shares Par Value
6500000.00
Base Market Value
6605950.00
Base Total Cost
6590350.00
Base Unrealized Gain Loss
15600.00
Base Accrued Interest
5909.40
Local Market Value
6605950.00
Local Total Cost Amount
6590350.00
Local Unrealized Gain Loss
15600.00
Local Accrued Interest
5909.40
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
2.9% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
9000000.00
Base Market Value
9180450.00
Base Total Cost
9010701.82
Base Unrealized Gain Loss
169748.18
Base Accrued Interest
76850.00
Local Market Value
9180450.00
Local Total Cost Amount
9010701.82
Local Unrealized Gain Loss
169748.18
Local Accrued Interest
76850.00
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: 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
1000000.00
Base Market Value
1040020.00
Base Total Cost
995400.00
Base Unrealized Gain Loss
44620.00
Base Accrued Interest
11372.22
Local Market Value
1040020.00
Local Total Cost Amount
995400.00
Local Unrealized Gain Loss
44620.00
Local Accrued Interest
11372.22
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Oct 2020
Maturity Date
2020-10-29T00:00:00.000
Interest Rate
2.37678
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5106750.00
Base Total Cost
5097500.00
Base Unrealized Gain Loss
9250.00
Base Accrued Interest
21126.93
Local Market Value
5106750.00
Local Total Cost Amount
5097500.00
Local Unrealized Gain Loss
9250.00
Local Accrued Interest
21126.93
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
4.2% 29 Oct 2025
Maturity Date
2025-10-29T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2520850.00
Base Total Cost
2499800.00
Base Unrealized Gain Loss
21050.00
Base Accrued Interest
18083.33
Local Market Value
2520850.00
Local Total Cost Amount
2499800.00
Local Unrealized Gain Loss
21050.00
Local Accrued Interest
18083.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
4.45% 03 Nov 2045
Maturity Date
2045-11-03T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1112670.00
Base Total Cost
996550.00
Base Unrealized Gain Loss
116120.00
Base Accrued Interest
7169.44
Local Market Value
1112670.00
Local Total Cost Amount
996550.00
Local Unrealized Gain Loss
116120.00
Local Accrued Interest
7169.44
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
Aaa
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ASTRAZENECA PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASTRAZENECA PLC
Security Description
2.375% 16 Nov 2020
Maturity Date
2020-11-16T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
7500000.00
Base Market Value
7543125.00
Base Total Cost
7582800.00
Base Unrealized Gain Loss
-39675.00
Base Accrued Interest
22265.62
Local Market Value
7543125.00
Local Total Cost Amount
7582800.00
Local Unrealized Gain Loss
-39675.00
Local Accrued Interest
22265.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
1.12176
Original Face
0
Shares Par Value
13379100.09
Base Market Value
13379100.09
Base Total Cost
13379100.09
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
13379100.09
Local Total Cost Amount
13379100.09
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
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: ASIAN DEVELOPMENT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASIAN DEVELOPMENT BANK
Security Description
5.593% 16 Jul 2018
Maturity Date
2018-07-16T00:00:00.000
Interest Rate
5.593
Original Face
0
Shares Par Value
4000000.00
Base Market Value
4156080.00
Base Total Cost
4185240.00
Base Unrealized Gain Loss
-29160.00
Base Accrued Interest
102538.33
Local Market Value
4156080.00
Local Total Cost Amount
4185240.00
Local Unrealized Gain Loss
-29160.00
Local Accrued Interest
102538.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
SUPRANATIONAL
Moody S Quality Rating
Aaa
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
2.5% 23 Nov 2020
Maturity Date
2020-11-23T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
6000000.00
Base Market Value
6082380.00
Base Total Cost
6101040.00
Base Unrealized Gain Loss
-18660.00
Base Accrued Interest
15833.33
Local Market Value
6082380.00
Local Total Cost Amount
6101040.00
Local Unrealized Gain Loss
-18660.00
Local Accrued Interest
15833.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MCDONALD S CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDONALD S CORP
Security Description
2.75% 09 Dec 2020
Maturity Date
2020-12-09T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5090650.00
Base Total Cost
5134950.00
Base Unrealized Gain Loss
-44300.00
Base Accrued Interest
8402.78
Local Market Value
5090650.00
Local Total Cost Amount
5134950.00
Local Unrealized Gain Loss
-44300.00
Local Accrued Interest
8402.78
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
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: TORONTO DOMINION BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TORONTO DOMINION BANK
Security Description
2.5% 14 Dec 2020
Maturity Date
2020-12-14T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
6000000.00
Base Market Value
6069240.00
Base Total Cost
6098700.00
Base Unrealized Gain Loss
-29460.00
Base Accrued Interest
7083.33
Local Market Value
6069240.00
Local Total Cost Amount
6098700.00
Local Unrealized Gain Loss
-29460.00
Local Accrued Interest
7083.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
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: VISA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VISA INC
Security Description
3.15% 14 Dec 2025
Maturity Date
2025-12-14T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1522905.00
Base Total Cost
1517685.00
Base Unrealized Gain Loss
5220.00
Base Accrued Interest
2231.25
Local Market Value
1522905.00
Local Total Cost Amount
1517685.00
Local Unrealized Gain Loss
5220.00
Local Accrued Interest
2231.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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
8.125% 01 May 2040
Maturity Date
2040-05-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
4500000.00
Base Market Value
6290775.00
Base Total Cost
5758591.50
Base Unrealized Gain Loss
532183.50
Base Accrued Interest
60937.50
Local Market Value
6290775.00
Local Total Cost Amount
5758591.50
Local Unrealized Gain Loss
532183.50
Local Accrued Interest
60937.50
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: ANHEUSER BUSCH INBEV FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV FIN
Security Description
4.7% 01 Feb 2036
Maturity Date
2036-02-01T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5503200.00
Base Total Cost
4958300.00
Base Unrealized Gain Loss
544900.00
Base Accrued Interest
97916.67
Local Market Value
5503200.00
Local Total Cost Amount
4958300.00
Local Unrealized Gain Loss
544900.00
Local Accrued Interest
97916.67
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: UNITED MEXICAN STATES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED MEXICAN STATES
Security Description
4.125% 21 Jan 2026
Maturity Date
2026-01-21T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
6000000.00
Base Market Value
6237000.00
Base Total Cost
5980560.00
Base Unrealized Gain Loss
256440.00
Base Accrued Interest
110000.00
Local Market Value
6237000.00
Local Total Cost Amount
5980560.00
Local Unrealized Gain Loss
256440.00
Local Accrued Interest
110000.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 545825
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 545825
Security Description
1% 01 Jul 2017
Maturity Date
2017-07-01T00:00:00.000
Interest Rate
6
Original Face
28000.00
Shares Par Value
0.10
Base Market Value
0.10
Base Total Cost
0.10
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.10
Local Total Cost Amount
0.10
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV FIN
Security Description
2.65% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3040230.00
Base Total Cost
3064713.16
Base Unrealized Gain Loss
-24483.16
Base Accrued Interest
33125.00
Local Market Value
3040230.00
Local Total Cost Amount
3064713.16
Local Unrealized Gain Loss
-24483.16
Local Accrued Interest
33125.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
2.25% 23 Feb 2021
Maturity Date
2021-02-23T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1006630.00
Base Total Cost
1031750.00
Base Unrealized Gain Loss
-25120.00
Base Accrued Interest
8000.00
Local Market Value
1006630.00
Local Total Cost Amount
1031750.00
Local Unrealized Gain Loss
-25120.00
Local Accrued Interest
8000.00
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
Aa1
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: JOHNSON + JOHNSON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHNSON + JOHNSON
Security Description
1% 01 Mar 2019
Maturity Date
2019-03-01T00:00:00.000
Interest Rate
1.47178
Original Face
0
Shares Par Value
5500000.00
Base Market Value
5523100.00
Base Total Cost
5500000.00
Base Unrealized Gain Loss
23100.00
Base Accrued Interest
6745.66
Local Market Value
5523100.00
Local Total Cost Amount
5500000.00
Local Unrealized Gain Loss
23100.00
Local Accrued Interest
6745.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Aaa
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HSBC HOLDINGS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HSBC HOLDINGS PLC
Security Description
4.3% 08 Mar 2026
Maturity Date
2026-03-08T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
4000000.00
Base Market Value
4239960.00
Base Total Cost
4090600.00
Base Unrealized Gain Loss
149360.00
Base Accrued Interest
53988.89
Local Market Value
4239960.00
Local Total Cost Amount
4090600.00
Local Unrealized Gain Loss
149360.00
Local Accrued Interest
53988.89
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: PERRIGO FINANCE UNLIMITE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PERRIGO FINANCE UNLIMITE
Security Description
3.5% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1549620.00
Base Total Cost
1532835.00
Base Unrealized Gain Loss
16785.00
Base Accrued Interest
15458.33
Local Market Value
1549620.00
Local Total Cost Amount
1532835.00
Local Unrealized Gain Loss
16785.00
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
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: FNMA POOL 614500
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 614500
Security Description
7% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
7
Original Face
119000.00
Shares Par Value
1503.00
Base Market Value
1653.92
Base Total Cost
1567.37
Base Unrealized Gain Loss
86.55
Base Accrued Interest
0
Local Market Value
1653.92
Local Total Cost Amount
1567.37
Local Unrealized Gain Loss
86.55
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BERKSHIRE HATHAWAY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERKSHIRE HATHAWAY INC
Security Description
3.125% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5056250.00
Base Total Cost
5190950.00
Base Unrealized Gain Loss
-134700.00
Base Accrued Interest
46006.94
Local Market Value
5056250.00
Local Total Cost Amount
5190950.00
Local Unrealized Gain Loss
-134700.00
Local Accrued Interest
46006.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Aa2
S And P Quality Rating
AA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
5.625% 23 Jan 2046
Maturity Date
2046-01-23T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
4000000.00
Base Market Value
3546000.00
Base Total Cost
3970960.00
Base Unrealized Gain Loss
-424960.00
Base Accrued Interest
98750.00
Local Market Value
3546000.00
Local Total Cost Amount
3970960.00
Local Unrealized Gain Loss
-424960.00
Local Accrued Interest
98750.00
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
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: NEWELL BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWELL BRANDS INC
Security Description
5.5% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1806060.00
Base Total Cost
1494540.00
Base Unrealized Gain Loss
311520.00
Base Accrued Interest
20625.00
Local Market Value
1806060.00
Local Total Cost Amount
1494540.00
Local Unrealized Gain Loss
311520.00
Local Accrued Interest
20625.00
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
6% 15 Aug 2040
Maturity Date
2040-08-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1875000.00
Base Market Value
2117175.00
Base Total Cost
1980487.50
Base Unrealized Gain Loss
136687.50
Base Accrued Interest
42500.00
Local Market Value
2117175.00
Local Total Cost Amount
1980487.50
Local Unrealized Gain Loss
136687.50
Local Accrued Interest
42500.00
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
5.15% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
5.15
Original Face
0
Shares Par Value
4000000.00
Base Market Value
4084760.00
Base Total Cost
3881280.00
Base Unrealized Gain Loss
203480.00
Base Accrued Interest
60655.56
Local Market Value
4084760.00
Local Total Cost Amount
3881280.00
Local Unrealized Gain Loss
203480.00
Local Accrued Interest
60655.56
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
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: TORONTO DOMINION BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TORONTO DOMINION BANK
Security Description
1% 07 Apr 2021
Maturity Date
2021-04-07T00:00:00.000
Interest Rate
2.15039
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5108150.00
Base Total Cost
5015520.00
Base Unrealized Gain Loss
92630.00
Base Accrued Interest
25386.54
Local Market Value
5108150.00
Local Total Cost Amount
5015520.00
Local Unrealized Gain Loss
92630.00
Local Accrued Interest
25386.54
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: THERMO FISHER SCIENTIFIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THERMO FISHER SCIENTIFIC
Security Description
3% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1260150.00
Base Total Cost
1243900.00
Base Unrealized Gain Loss
16250.00
Base Accrued Interest
7916.67
Local Market Value
1260150.00
Local Total Cost Amount
1243900.00
Local Unrealized Gain Loss
16250.00
Local Accrued Interest
7916.67
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
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW YORK LIFE GLOBAL FDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW YORK LIFE GLOBAL FDG
Security Description
2% 13 Apr 2021
Maturity Date
2021-04-13T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
5000000.00
Base Market Value
4955700.00
Base Total Cost
4929550.00
Base Unrealized Gain Loss
26150.00
Base Accrued Interest
21666.67
Local Market Value
4955700.00
Local Total Cost Amount
4929550.00
Local Unrealized Gain Loss
26150.00
Local Accrued Interest
21666.67
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
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ADT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADT CORP
Security Description
4.875% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
875000.00
Base Total Cost
906750.00
Base Unrealized Gain Loss
-31750.00
Base Accrued Interest
22479.17
Local Market Value
875000.00
Local Total Cost Amount
906750.00
Local Unrealized Gain Loss
-31750.00
Local Accrued Interest
22479.17
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
8.1% 15 Jul 2036
Maturity Date
2036-07-15T00:00:00.000
Interest Rate
8.1
Original Face
0
Shares Par Value
4000000.00
Base Market Value
5027600.00
Base Total Cost
3997080.00
Base Unrealized Gain Loss
1030520.00
Base Accrued Interest
149400.00
Local Market Value
5027600.00
Local Total Cost Amount
3997080.00
Local Unrealized Gain Loss
1030520.00
Local Accrued Interest
149400.00
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: HSBC HOLDINGS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HSBC HOLDINGS PLC
Security Description
1% 25 May 2021
Maturity Date
2021-05-25T00:00:00.000
Interest Rate
2.84867
Original Face
0
Shares Par Value
6000000.00
Base Market Value
6206820.00
Base Total Cost
6000000.00
Base Unrealized Gain Loss
206820.00
Base Accrued Interest
17184.91
Local Market Value
6206820.00
Local Total Cost Amount
6000000.00
Local Unrealized Gain Loss
206820.00
Local Accrued Interest
17184.91
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: AUST + NZ BANKING GRP NY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AUST + NZ BANKING GRP NY
Security Description
2.3% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
2.3
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2983110.00
Base Total Cost
3045540.00
Base Unrealized Gain Loss
-62430.00
Base Accrued Interest
5750.00
Local Market Value
2983110.00
Local Total Cost Amount
3045540.00
Local Unrealized Gain Loss
-62430.00
Local Accrued Interest
5750.00
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
Aa3
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
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