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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: TRINITY INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRINITY INDUSTRIES INC
Security Description
4.55% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
4.55
Original Face
0
Shares Par Value
3500000.00
Base Market Value
3533180.00
Base Total Cost
3496080.00
Base Unrealized Gain Loss
37100.00
Base Accrued Interest
39812.50
Local Market Value
3533180.00
Local Total Cost Amount
3496080.00
Local Unrealized Gain Loss
37100.00
Local Accrued Interest
39812.50
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
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: ROCHE HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCHE HOLDINGS INC
Security Description
2.25% 30 Sep 2019
Maturity Date
2019-09-30T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1007010.00
Base Total Cost
1012390.00
Base Unrealized Gain Loss
-5380.00
Base Accrued Interest
5687.50
Local Market Value
1007010.00
Local Total Cost Amount
1012390.00
Local Unrealized Gain Loss
-5380.00
Local Accrued Interest
5687.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: PROGRESS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PROGRESS ENERGY INC
Security Description
7% 30 Oct 2031
Maturity Date
2031-10-30T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3971940.00
Base Total Cost
2454000.00
Base Unrealized Gain Loss
1517940.00
Base Accrued Interest
35583.33
Local Market Value
3971940.00
Local Total Cost Amount
2454000.00
Local Unrealized Gain Loss
1517940.00
Local Accrued Interest
35583.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: L BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L BRANDS INC
Security Description
6.95% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
6.95
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2925000.00
Base Total Cost
3052500.00
Base Unrealized Gain Loss
-127500.00
Base Accrued Interest
69500.00
Local Market Value
2925000.00
Local Total Cost Amount
3052500.00
Local Unrealized Gain Loss
-127500.00
Local Accrued Interest
69500.00
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
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: WYETH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WYETH LLC
Security Description
6.45% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
6.45
Original Face
0
Shares Par Value
2500000.00
Base Market Value
3038675.00
Base Total Cost
2490675.00
Base Unrealized Gain Loss
548000.00
Base Accrued Interest
67187.50
Local Market Value
3038675.00
Local Total Cost Amount
2490675.00
Local Unrealized Gain Loss
548000.00
Local Accrued Interest
67187.50
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
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: TELECOM ITALIA CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELECOM ITALIA CAPITAL
Security Description
6.375% 15 Nov 2033
Maturity Date
2033-11-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1080000.00
Base Total Cost
1012500.00
Base Unrealized Gain Loss
67500.00
Base Accrued Interest
8145.83
Local Market Value
1080000.00
Local Total Cost Amount
1012500.00
Local Unrealized Gain Loss
67500.00
Local Accrued Interest
8145.83
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JEFFERIES GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES GROUP LLC
Security Description
6.25% 15 Jan 2036
Maturity Date
2036-01-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
6000000.00
Base Market Value
6540420.00
Base Total Cost
6102156.92
Base Unrealized Gain Loss
438263.08
Base Accrued Interest
172916.66
Local Market Value
6540420.00
Local Total Cost Amount
6102156.92
Local Unrealized Gain Loss
438263.08
Local Accrued Interest
172916.66
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
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: TELECOM ITALIA CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELECOM ITALIA CAPITAL
Security Description
7.2% 18 Jul 2036
Maturity Date
2036-07-18T00:00:00.000
Interest Rate
7.2
Original Face
0
Shares Par Value
3250000.00
Base Market Value
3767985.00
Base Total Cost
3260692.50
Base Unrealized Gain Loss
507292.50
Base Accrued Interest
105950.00
Local Market Value
3767985.00
Local Total Cost Amount
3260692.50
Local Unrealized Gain Loss
507292.50
Local Accrued Interest
105950.00
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: HP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HP INC
Security Description
6% 15 Sep 2041
Maturity Date
2041-09-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
4000000.00
Base Market Value
4236880.00
Base Total Cost
4040105.00
Base Unrealized Gain Loss
196775.00
Base Accrued Interest
70666.67
Local Market Value
4236880.00
Local Total Cost Amount
4040105.00
Local Unrealized Gain Loss
196775.00
Local Accrued Interest
70666.67
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: VALE OVERSEAS LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE OVERSEAS LIMITED
Security Description
6.875% 21 Nov 2036
Maturity Date
2036-11-21T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5362500.00
Base Total Cost
4981720.00
Base Unrealized Gain Loss
380780.00
Base Accrued Interest
38194.45
Local Market Value
5362500.00
Local Total Cost Amount
4981720.00
Local Unrealized Gain Loss
380780.00
Local Accrued Interest
38194.45
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 25 Aug 2036
Maturity Date
2036-08-25T00:00:00.000
Interest Rate
1.73867
Original Face
0
Shares Par Value
290000.00
Base Market Value
247587.50
Base Total Cost
290408.90
Base Unrealized Gain Loss
-42821.40
Base Accrued Interest
518.22
Local Market Value
247587.50
Local Total Cost Amount
290408.90
Local Unrealized Gain Loss
-42821.40
Local Accrued Interest
518.22
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: L BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L BRANDS INC
Security Description
7.6% 15 Jul 2037
Maturity Date
2037-07-15T00:00:00.000
Interest Rate
7.6
Original Face
0
Shares Par Value
4000000.00
Base Market Value
3990000.00
Base Total Cost
3966722.50
Base Unrealized Gain Loss
23277.50
Base Accrued Interest
140177.78
Local Market Value
3990000.00
Local Total Cost Amount
3966722.50
Local Unrealized Gain Loss
23277.50
Local Accrued Interest
140177.78
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
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: CRED SUIS GP FUN LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRED SUIS GP FUN LTD
Security Description
3.125% 10 Dec 2020
Maturity Date
2020-12-10T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
3206000.00
Base Market Value
3266304.86
Base Total Cost
3238660.72
Base Unrealized Gain Loss
27644.14
Base Accrued Interest
5844.27
Local Market Value
3266304.86
Local Total Cost Amount
3238660.72
Local Unrealized Gain Loss
27644.14
Local Accrued Interest
5844.27
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: KANSAS CITY SOUTHERN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KANSAS CITY SOUTHERN
Security Description
3% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
7000.00
Base Market Value
7023.52
Base Total Cost
6662.78
Base Unrealized Gain Loss
360.74
Base Accrued Interest
26.83
Local Market Value
7023.52
Local Total Cost Amount
6662.78
Local Unrealized Gain Loss
360.74
Local Accrued Interest
26.83
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: BECTON DICKINSON AND CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BECTON DICKINSON AND CO
Security Description
1% 06 Jun 2022
Maturity Date
2022-06-06T00:00:00.000
Interest Rate
2.2525
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1378135.00
Base Total Cost
1375000.00
Base Unrealized Gain Loss
3135.00
Base Accrued Interest
2104.07
Local Market Value
1378135.00
Local Total Cost Amount
1375000.00
Local Unrealized Gain Loss
3135.00
Local Accrued Interest
2104.07
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
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: NORDEA BANK AB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORDEA BANK AB
Security Description
1% 29 May 2020
Maturity Date
2020-05-29T00:00:00.000
Interest Rate
1.67178
Original Face
0
Shares Par Value
1925000.00
Base Market Value
1929292.75
Base Total Cost
1925000.00
Base Unrealized Gain Loss
4292.75
Base Accrued Interest
2771.21
Local Market Value
1929292.75
Local Total Cost Amount
1925000.00
Local Unrealized Gain Loss
4292.75
Local Accrued Interest
2771.21
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UBS AG LONDON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UBS AG LONDON
Security Description
1% 07 Dec 2018
Maturity Date
2018-12-07T00:00:00.000
Interest Rate
1.539
Original Face
0
Shares Par Value
1425000.00
Base Market Value
1425456.00
Base Total Cost
1425000.00
Base Unrealized Gain Loss
456.00
Base Accrued Interest
1401.14
Local Market Value
1425456.00
Local Total Cost Amount
1425000.00
Local Unrealized Gain Loss
456.00
Local Accrued Interest
1401.14
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: NOKIA OYJ
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOKIA OYJ
Security Description
3.375% 12 Jun 2022
Maturity Date
2022-06-12T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
405000.00
Base Market Value
408078.00
Base Total Cost
402970.95
Base Unrealized Gain Loss
5107.05
Base Accrued Interest
721.41
Local Market Value
408078.00
Local Total Cost Amount
402970.95
Local Unrealized Gain Loss
5107.05
Local Accrued Interest
721.41
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: NBCUNIVERSAL ENTERPRISE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NBCUNIVERSAL ENTERPRISE
Security Description
1% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
1.498222
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1378465.00
Base Total Cost
1375000.00
Base Unrealized Gain Loss
3465.00
Base Accrued Interest
0
Local Market Value
1378465.00
Local Total Cost Amount
1375000.00
Local Unrealized Gain Loss
3465.00
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
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.5% 15 Jun 2047
Maturity Date
2047-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1875000.00
Base Market Value
1940625.00
Base Total Cost
1901125.00
Base Unrealized Gain Loss
39500.00
Base Accrued Interest
2578.12
Local Market Value
1940625.00
Local Total Cost Amount
1901125.00
Local Unrealized Gain Loss
39500.00
Local Accrued Interest
2578.12
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: JOHN DEERE CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHN DEERE CAPITAL CORP
Security Description
2.65% 24 Jun 2024
Maturity Date
2024-06-24T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
555000.00
Base Market Value
551226.00
Base Total Cost
553939.95
Base Unrealized Gain Loss
-2713.95
Base Accrued Interest
367.69
Local Market Value
551226.00
Local Total Cost Amount
553939.95
Local Unrealized Gain Loss
-2713.95
Local Accrued Interest
367.69
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
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: RECKITT BENCKISER TSY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RECKITT BENCKISER TSY
Security Description
2.75% 26 Jun 2024
Maturity Date
2024-06-26T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
2785000.00
Base Market Value
2761383.20
Base Total Cost
2781992.20
Base Unrealized Gain Loss
-20609.00
Base Accrued Interest
1063.72
Local Market Value
2761383.20
Local Total Cost Amount
2781992.20
Local Unrealized Gain Loss
-20609.00
Local Accrued Interest
1063.72
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: AIG GLOBAL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIG GLOBAL FUNDING
Security Description
2.15% 02 Jul 2020
Maturity Date
2020-07-02T00:00:00.000
Interest Rate
2.15
Original Face
0
Shares Par Value
285000.00
Base Market Value
284797.65
Base Total Cost
284820.45
Base Unrealized Gain Loss
-22.80
Base Accrued Interest
0
Local Market Value
284797.65
Local Total Cost Amount
284820.45
Local Unrealized Gain Loss
-22.80
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
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
4.15% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
1130000.00
Base Market Value
1135265.80
Base Total Cost
1121897.90
Base Unrealized Gain Loss
13367.90
Base Accrued Interest
15631.67
Local Market Value
1135265.80
Local Total Cost Amount
1121897.90
Local Unrealized Gain Loss
13367.90
Local Accrued Interest
15631.67
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: STATE STREET CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET CORP
Security Description
1% 01 Jun 2077
Maturity Date
2077-06-01T00:00:00.000
Interest Rate
2.24556
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1380945.00
Base Total Cost
1455415.38
Base Unrealized Gain Loss
-74470.38
Base Accrued Interest
1497.04
Local Market Value
1380945.00
Local Total Cost Amount
1455415.38
Local Unrealized Gain Loss
-74470.38
Local Accrued Interest
1497.04
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: BNP PARIBAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BNP PARIBAS
Security Description
3.8% 10 Jan 2024
Maturity Date
2024-01-10T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
1935000.00
Base Market Value
2015147.70
Base Total Cost
1929117.60
Base Unrealized Gain Loss
86030.10
Base Accrued Interest
34926.75
Local Market Value
2015147.70
Local Total Cost Amount
1929117.60
Local Unrealized Gain Loss
86030.10
Local Accrued Interest
34926.75
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
4.95% 10 Jan 2047
Maturity Date
2047-01-10T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
510000.00
Base Market Value
544241.40
Base Total Cost
509525.70
Base Unrealized Gain Loss
34715.70
Base Accrued Interest
11991.38
Local Market Value
544241.40
Local Total Cost Amount
509525.70
Local Unrealized Gain Loss
34715.70
Local Accrued Interest
11991.38
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: CREDIT AGRICOLE LONDON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT AGRICOLE LONDON
Security Description
4.125% 10 Jan 2027
Maturity Date
2027-01-10T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1305000.00
Base Market Value
1364351.40
Base Total Cost
1298448.90
Base Unrealized Gain Loss
65902.50
Base Accrued Interest
25569.85
Local Market Value
1364351.40
Local Total Cost Amount
1298448.90
Local Unrealized Gain Loss
65902.50
Local Accrued Interest
25569.85
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
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: EMERA US FINANCE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMERA US FINANCE LP
Security Description
4.75% 15 Jun 2046
Maturity Date
2046-06-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
755000.00
Base Market Value
796781.70
Base Total Cost
749624.40
Base Unrealized Gain Loss
47157.30
Base Accrued Interest
1593.89
Local Market Value
796781.70
Local Total Cost Amount
749624.40
Local Unrealized Gain Loss
47157.30
Local Accrued Interest
1593.89
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: EMERA US FINANCE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMERA US FINANCE LP
Security Description
2.15% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
2.15
Original Face
0
Shares Par Value
645000.00
Base Market Value
644400.15
Base Total Cost
644761.35
Base Unrealized Gain Loss
-361.20
Base Accrued Interest
616.33
Local Market Value
644400.15
Local Total Cost Amount
644761.35
Local Unrealized Gain Loss
-361.20
Local Accrued Interest
616.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: ENERGY TRANSFER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER LP
Security Description
5.3% 15 Apr 2047
Maturity Date
2047-04-15T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
875000.00
Base Market Value
865672.50
Base Total Cost
870476.25
Base Unrealized Gain Loss
-4803.75
Base Accrued Interest
21126.39
Local Market Value
865672.50
Local Total Cost Amount
870476.25
Local Unrealized Gain Loss
-4803.75
Local Accrued Interest
21126.39
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
ELECTRIC/GAS
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
HUF
Local Currency Code: HUF • Trade Country Name: HUNGARY • Security Name: HUNGARIAN FORINT
Local Currency Code
HUF
Trade Country Name
HUNGARY
Security Name
HUNGARIAN FORINT
Interest Rate
0
Original Face
0
Shares Par Value
124984695.06
Base Market Value
440965.24
Base Total Cost
438796
Base Unrealized Gain Loss
2169.24
Base Accrued Interest
0
Local Market Value
124984695.06
Local Total Cost Amount
124984695.06
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BROADCOM CRP / CAYMN FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROADCOM CRP / CAYMN FI
Security Description
3.625% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
2295000.00
Base Market Value
2347785.00
Base Total Cost
2292613.20
Base Unrealized Gain Loss
55171.80
Base Accrued Interest
37437.19
Local Market Value
2347785.00
Local Total Cost Amount
2292613.20
Local Unrealized Gain Loss
55171.80
Local Accrued Interest
37437.19
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
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: BROADCOM CRP / CAYMN FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROADCOM CRP / CAYMN FI
Security Description
3% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
3100000.00
Base Market Value
3127714.00
Base Total Cost
3087352.00
Base Unrealized Gain Loss
40362.00
Base Accrued Interest
41850.00
Local Market Value
3127714.00
Local Total Cost Amount
3087352.00
Local Unrealized Gain Loss
40362.00
Local Accrued Interest
41850.00
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: 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% 20 Jan 2048
Maturity Date
2048-01-20T00:00:00.000
Interest Rate
4.443
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1057680.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
57680.00
Base Accrued Interest
19870.08
Local Market Value
1057680.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
57680.00
Local Accrued Interest
19870.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
4.625% 21 Sep 2023
Maturity Date
2023-09-21T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1366200.00
Base Total Cost
1350000.00
Base Unrealized Gain Loss
16200.00
Base Accrued Interest
17343.75
Local Market Value
1366200.00
Local Total Cost Amount
1350000.00
Local Unrealized Gain Loss
16200.00
Local Accrued Interest
17343.75
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
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
6.75% 21 Sep 2047
Maturity Date
2047-09-21T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
350000.00
Base Market Value
353458.00
Base Total Cost
351312.50
Base Unrealized Gain Loss
2145.50
Base Accrued Interest
6562.50
Local Market Value
353458.00
Local Total Cost Amount
351312.50
Local Unrealized Gain Loss
2145.50
Local Accrued Interest
6562.50
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
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: 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% 26 Apr 2022
Maturity Date
2022-04-26T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1840000.00
Base Market Value
1854131.20
Base Total Cost
1834112.00
Base Unrealized Gain Loss
20019.20
Base Accrued Interest
9966.67
Local Market Value
1854131.20
Local Total Cost Amount
1834112.00
Local Unrealized Gain Loss
20019.20
Local Accrued Interest
9966.67
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: MYLAN NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN NV
Security Description
3.15% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
1075000.00
Base Market Value
1093640.50
Base Total Cost
1073753.00
Base Unrealized Gain Loss
19887.50
Base Accrued Interest
1505.00
Local Market Value
1093640.50
Local Total Cost Amount
1073753.00
Local Unrealized Gain Loss
19887.50
Local Accrued Interest
1505.00
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
4.1% 06 Feb 2037
Maturity Date
2037-02-06T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
1145000.00
Base Market Value
1233302.40
Base Total Cost
1142515.35
Base Unrealized Gain Loss
90787.05
Base Accrued Interest
18908.40
Local Market Value
1233302.40
Local Total Cost Amount
1142515.35
Local Unrealized Gain Loss
90787.05
Local Accrued Interest
18908.40
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.25% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
800000.00
Base Market Value
827160.00
Base Total Cost
799520.00
Base Unrealized Gain Loss
27640.00
Base Accrued Interest
13411.11
Local Market Value
827160.00
Local Total Cost Amount
799520.00
Local Unrealized Gain Loss
27640.00
Local Accrued Interest
13411.11
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
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
3.2% 11 May 2027
Maturity Date
2027-05-11T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
370000.00
Base Market Value
374321.60
Base Total Cost
370000.00
Base Unrealized Gain Loss
4321.60
Base Accrued Interest
1644.44
Local Market Value
374321.60
Local Total Cost Amount
370000.00
Local Unrealized Gain Loss
4321.60
Local Accrued Interest
1644.44
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
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: ROYAL BK SCOTLND GRP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL BK SCOTLND GRP PLC
Security Description
1% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
2.65178
Original Face
0
Shares Par Value
1505000.00
Base Market Value
1517190.50
Base Total Cost
1505000.00
Base Unrealized Gain Loss
12190.50
Base Accrued Interest
5210.38
Local Market Value
1517190.50
Local Total Cost Amount
1505000.00
Local Unrealized Gain Loss
12190.50
Local Accrued Interest
5210.38
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: ROYAL BK SCOTLND GRP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL BK SCOTLND GRP PLC
Security Description
1% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
3.498
Original Face
0
Shares Par Value
930000.00
Base Market Value
936035.70
Base Total Cost
930000.00
Base Unrealized Gain Loss
6035.70
Base Accrued Interest
4156.79
Local Market Value
936035.70
Local Total Cost Amount
930000.00
Local Unrealized Gain Loss
6035.70
Local Accrued Interest
4156.79
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: WILLIS NORTH AMERICA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIS NORTH AMERICA INC
Security Description
3.6% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
280000.00
Base Market Value
282822.40
Base Total Cost
279759.20
Base Unrealized Gain Loss
3063.20
Base Accrued Interest
1260.00
Local Market Value
282822.40
Local Total Cost Amount
279759.20
Local Unrealized Gain Loss
3063.20
Local Accrued Interest
1260.00
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
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: QUALCOMM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUALCOMM INC
Security Description
1% 20 May 2020
Maturity Date
2020-05-20T00:00:00.000
Interest Rate
1.64761
Original Face
0
Shares Par Value
565000.00
Base Market Value
567548.15
Base Total Cost
565000.00
Base Unrealized Gain Loss
2548.15
Base Accrued Interest
930.90
Local Market Value
567548.15
Local Total Cost Amount
565000.00
Local Unrealized Gain Loss
2548.15
Local Accrued Interest
930.90
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
TELEPHONE
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: QUALCOMM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUALCOMM INC
Security Description
1% 20 May 2019
Maturity Date
2019-05-20T00:00:00.000
Interest Rate
1.55761
Original Face
0
Shares Par Value
1320000.00
Base Market Value
1324131.60
Base Total Cost
1320000.00
Base Unrealized Gain Loss
4131.60
Base Accrued Interest
2056.04
Local Market Value
1324131.60
Local Total Cost Amount
1320000.00
Local Unrealized Gain Loss
4131.60
Local Accrued Interest
2056.04
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: BECTON DICKINSON AND CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BECTON DICKINSON AND CO
Security Description
2.133% 06 Jun 2019
Maturity Date
2019-06-06T00:00:00.000
Interest Rate
2.133
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1151748.00
Base Total Cost
1150000.00
Base Unrealized Gain Loss
1748.00
Base Accrued Interest
1703.44
Local Market Value
1151748.00
Local Total Cost Amount
1150000.00
Local Unrealized Gain Loss
1748.00
Local Accrued Interest
1703.44
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: INTESA SANPAOLO SPA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTESA SANPAOLO SPA
Security Description
5.71% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.71
Original Face
0
Shares Par Value
1130000.00
Base Market Value
1193087.90
Base Total Cost
1130000.00
Base Unrealized Gain Loss
63087.90
Base Accrued Interest
29752.27
Local Market Value
1193087.90
Local Total Cost Amount
1130000.00
Local Unrealized Gain Loss
63087.90
Local Accrued Interest
29752.27
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: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
5.625% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1355000.00
Base Market Value
1494646.30
Base Total Cost
1355000.00
Base Unrealized Gain Loss
139646.30
Base Accrued Interest
25406.25
Local Market Value
1494646.30
Local Total Cost Amount
1355000.00
Local Unrealized Gain Loss
139646.30
Local Accrued Interest
25406.25
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
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
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