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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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
2.85% 14 May 2023
Maturity Date
2023-05-14T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
1275000.00
Base Market Value
1272156.75
Base Total Cost
1274834.25
Base Unrealized Gain Loss
-2677.50
Base Accrued Interest
4744.06
Local Market Value
1272156.75
Local Total Cost Amount
1274834.25
Local Unrealized Gain Loss
-2677.50
Local Accrued Interest
4744.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: 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
8.35% 15 Jul 2046
Maturity Date
2046-07-15T00:00:00.000
Interest Rate
8.35
Original Face
0
Shares Par Value
370000.00
Base Market Value
477514.60
Base Total Cost
373524.74
Base Unrealized Gain Loss
103989.86
Base Accrued Interest
14246.03
Local Market Value
477514.60
Local Total Cost Amount
373524.74
Local Unrealized Gain Loss
103989.86
Local Accrued Interest
14246.03
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
3.48% 01 Jun 2019
Maturity Date
2019-06-01T00:00:00.000
Interest Rate
3.48
Original Face
0
Shares Par Value
2625000.00
Base Market Value
2686372.50
Base Total Cost
2678172.34
Base Unrealized Gain Loss
8200.16
Base Accrued Interest
7612.50
Local Market Value
2686372.50
Local Total Cost Amount
2678172.34
Local Unrealized Gain Loss
8200.16
Local Accrued Interest
7612.50
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: SOUTHERN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO
Security Description
2.35% 01 Jul 2021
Maturity Date
2021-07-01T00:00:00.000
Interest Rate
2.35
Original Face
0
Shares Par Value
4095000.00
Base Market Value
4065147.45
Base Total Cost
4089430.80
Base Unrealized Gain Loss
-24283.35
Base Accrued Interest
0
Local Market Value
4065147.45
Local Total Cost Amount
4089430.80
Local Unrealized Gain Loss
-24283.35
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SOUTHERN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO
Security Description
2.95% 01 Jul 2023
Maturity Date
2023-07-01T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
2625000.00
Base Market Value
2608173.75
Base Total Cost
2622768.75
Base Unrealized Gain Loss
-14595.00
Base Accrued Interest
0
Local Market Value
2608173.75
Local Total Cost Amount
2622768.75
Local Unrealized Gain Loss
-14595.00
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
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: SANTANDER HOLDINGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER HOLDINGS USA
Security Description
2.7% 24 May 2019
Maturity Date
2019-05-24T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
2525000.00
Base Market Value
2543634.50
Base Total Cost
2524495.00
Base Unrealized Gain Loss
19139.50
Base Accrued Interest
7006.88
Local Market Value
2543634.50
Local Total Cost Amount
2524495.00
Local Unrealized Gain Loss
19139.50
Local Accrued Interest
7006.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: DOMINION ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOMINION ENERGY INC
Security Description
1% 01 Jul 2019
Maturity Date
2019-07-01T00:00:00.000
Interest Rate
2.962
Original Face
0
Shares Par Value
1190000.00
Base Market Value
1207790.50
Base Total Cost
1191178.10
Base Unrealized Gain Loss
16612.40
Base Accrued Interest
0
Local Market Value
1207790.50
Local Total Cost Amount
1191178.10
Local Unrealized Gain Loss
16612.40
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: SANTANDER HOLDINGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER HOLDINGS USA
Security Description
1% 24 Nov 2017
Maturity Date
2017-11-24T00:00:00.000
Interest Rate
2.642
Original Face
0
Shares Par Value
1585000.00
Base Market Value
1591324.15
Base Total Cost
1585000.00
Base Unrealized Gain Loss
6324.15
Base Accrued Interest
4420.21
Local Market Value
1591324.15
Local Total Cost Amount
1585000.00
Local Unrealized Gain Loss
6324.15
Local Accrued Interest
4420.21
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: WALGREENS BOOTS ALLIANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALGREENS BOOTS ALLIANCE
Security Description
3.45% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
670000.00
Base Market Value
668586.30
Base Total Cost
668311.60
Base Unrealized Gain Loss
274.70
Base Accrued Interest
1926.25
Local Market Value
668586.30
Local Total Cost Amount
668311.60
Local Unrealized Gain Loss
274.70
Local Accrued Interest
1926.25
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
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: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
2.8% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1522361.75
Base Total Cost
1522773.50
Base Unrealized Gain Loss
-411.75
Base Accrued Interest
1897.78
Local Market Value
1522361.75
Local Total Cost Amount
1522773.50
Local Unrealized Gain Loss
-411.75
Local Accrued Interest
1897.78
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
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GE CAPITAL INTL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GE CAPITAL INTL FUNDING
Security Description
4.418% 15 Nov 2035
Maturity Date
2035-11-15T00:00:00.000
Interest Rate
4.418
Original Face
0
Shares Par Value
1272000.00
Base Market Value
1384432.08
Base Total Cost
1306887.14
Base Unrealized Gain Loss
77544.94
Base Accrued Interest
7180.72
Local Market Value
1384432.08
Local Total Cost Amount
1306887.14
Local Unrealized Gain Loss
77544.94
Local Accrued Interest
7180.72
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
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: MOLSON COORS BREWING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLSON COORS BREWING CO
Security Description
3% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
975000.00
Base Market Value
937803.75
Base Total Cost
973488.75
Base Unrealized Gain Loss
-35685.00
Base Accrued Interest
13487.50
Local Market Value
937803.75
Local Total Cost Amount
973488.75
Local Unrealized Gain Loss
-35685.00
Local Accrued Interest
13487.50
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: 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
2740000.00
Base Market Value
2704434.80
Base Total Cost
2739534.20
Base Unrealized Gain Loss
-35099.40
Base Accrued Interest
19362.67
Local Market Value
2704434.80
Local Total Cost Amount
2739534.20
Local Unrealized Gain Loss
-35099.40
Local Accrued Interest
19362.67
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
1.9% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
1.9
Original Face
0
Shares Par Value
2720000.00
Base Market Value
2696091.20
Base Total Cost
2715267.20
Base Unrealized Gain Loss
-19176.00
Base Accrued Interest
15216.89
Local Market Value
2696091.20
Local Total Cost Amount
2715267.20
Local Unrealized Gain Loss
-19176.00
Local Accrued Interest
15216.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
2.65% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
1840000.00
Base Market Value
1765608.80
Base Total Cost
1833081.60
Base Unrealized Gain Loss
-67472.80
Base Accrued Interest
22483.78
Local Market Value
1765608.80
Local Total Cost Amount
1833081.60
Local Unrealized Gain Loss
-67472.80
Local Accrued Interest
22483.78
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
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: UNION PACIFIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNION PACIFIC CORP
Security Description
4.3% 15 Jun 2042
Maturity Date
2042-06-15T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
377000.00
Base Market Value
400686.91
Base Total Cost
386040.46
Base Unrealized Gain Loss
14646.45
Base Accrued Interest
720.49
Local Market Value
400686.91
Local Total Cost Amount
386040.46
Local Unrealized Gain Loss
14646.45
Local Accrued Interest
720.49
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: HOST HOTELS + RESORTS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOST HOTELS + RESORTS LP
Security Description
6% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
3275000.00
Base Market Value
3652574.75
Base Total Cost
3725086.30
Base Unrealized Gain Loss
-72511.55
Base Accrued Interest
49125.00
Local Market Value
3652574.75
Local Total Cost Amount
3725086.30
Local Unrealized Gain Loss
-72511.55
Local Accrued Interest
49125.00
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: COMCAST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMCAST CORP
Security Description
3.2% 15 Jul 2036
Maturity Date
2036-07-15T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
2060000.00
Base Market Value
1927995.20
Base Total Cost
2045847.80
Base Unrealized Gain Loss
-117852.60
Base Accrued Interest
30396.44
Local Market Value
1927995.20
Local Total Cost Amount
2045847.80
Local Unrealized Gain Loss
-117852.60
Local Accrued Interest
30396.44
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
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: WELLS FARGO + COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLS FARGO + COMPANY
Security Description
2.1% 26 Jul 2021
Maturity Date
2021-07-26T00:00:00.000
Interest Rate
2.1
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1356561.25
Base Total Cost
1373707.50
Base Unrealized Gain Loss
-17146.25
Base Accrued Interest
12432.29
Local Market Value
1356561.25
Local Total Cost Amount
1373707.50
Local Unrealized Gain Loss
-17146.25
Local Accrued Interest
12432.29
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
1.7% 19 Jul 2019
Maturity Date
2019-07-19T00:00:00.000
Interest Rate
1.7
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2973150.00
Base Total Cost
2941680.00
Base Unrealized Gain Loss
31470.00
Base Accrued Interest
22950.00
Local Market Value
2973150.00
Local Total Cost Amount
2941680.00
Local Unrealized Gain Loss
31470.00
Local Accrued Interest
22950.00
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
2.8% 21 Jul 2023
Maturity Date
2023-07-21T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1118547.50
Base Total Cost
1146159.00
Base Unrealized Gain Loss
-27611.50
Base Accrued Interest
14311.11
Local Market Value
1118547.50
Local Total Cost Amount
1146159.00
Local Unrealized Gain Loss
-27611.50
Local Accrued Interest
14311.11
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
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
4.375% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1265000.00
Base Market Value
1238852.45
Base Total Cost
1261002.60
Base Unrealized Gain Loss
-22150.15
Base Accrued Interest
4611.98
Local Market Value
1238852.45
Local Total Cost Amount
1261002.60
Local Unrealized Gain Loss
-22150.15
Local Accrued Interest
4611.98
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
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
3.7% 08 Aug 2046
Maturity Date
2046-08-08T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
1390000.00
Base Market Value
1375460.60
Base Total Cost
1403454.34
Base Unrealized Gain Loss
-27993.74
Base Accrued Interest
20429.14
Local Market Value
1375460.60
Local Total Cost Amount
1403454.34
Local Unrealized Gain Loss
-27993.74
Local Accrued Interest
20429.14
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: VALE OVERSEAS LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE OVERSEAS LIMITED
Security Description
6.25% 10 Aug 2026
Maturity Date
2026-08-10T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
505000.00
Base Market Value
544768.75
Base Total Cost
544354.65
Base Unrealized Gain Loss
414.10
Base Accrued Interest
12361.98
Local Market Value
544768.75
Local Total Cost Amount
544354.65
Local Unrealized Gain Loss
414.10
Local Accrued Interest
12361.98
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
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: TRANSCANADA TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSCANADA TRUST
Security Description
1% 15 Aug 2076
Maturity Date
2076-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
730000.00
Base Market Value
792196.00
Base Total Cost
730000.00
Base Unrealized Gain Loss
62196.00
Base Accrued Interest
16201.94
Local Market Value
792196.00
Local Total Cost Amount
730000.00
Local Unrealized Gain Loss
62196.00
Local Accrued Interest
16201.94
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
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: DUKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY CORP
Security Description
2.65% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
1315000.00
Base Market Value
1248894.95
Base Total Cost
1310949.80
Base Unrealized Gain Loss
-62054.85
Base Accrued Interest
11615.83
Local Market Value
1248894.95
Local Total Cost Amount
1310949.80
Local Unrealized Gain Loss
-62054.85
Local Accrued Interest
11615.83
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
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
3.95% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
635000.00
Base Market Value
652951.45
Base Total Cost
634155.45
Base Unrealized Gain Loss
18796.00
Base Accrued Interest
11565.82
Local Market Value
652951.45
Local Total Cost Amount
634155.45
Local Unrealized Gain Loss
18796.00
Local Accrued Interest
11565.82
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: NVIDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NVIDIA CORP
Security Description
3.2% 16 Sep 2026
Maturity Date
2026-09-16T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
2150000.00
Base Market Value
2131789.50
Base Total Cost
2143063.76
Base Unrealized Gain Loss
-11274.26
Base Accrued Interest
20066.68
Local Market Value
2131789.50
Local Total Cost Amount
2143063.76
Local Unrealized Gain Loss
-11274.26
Local Accrued Interest
20066.68
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: SHIRE ACQ INV IRELAND DA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHIRE ACQ INV IRELAND DA
Security Description
2.875% 23 Sep 2023
Maturity Date
2023-09-23T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
4510000.00
Base Market Value
4470176.70
Base Total Cost
4509413.70
Base Unrealized Gain Loss
-39237.00
Base Accrued Interest
35297.01
Local Market Value
4470176.70
Local Total Cost Amount
4509413.70
Local Unrealized Gain Loss
-39237.00
Local Accrued Interest
35297.01
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: AIR LIQUIDE FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR LIQUIDE FINANCE
Security Description
2.25% 27 Sep 2023
Maturity Date
2023-09-27T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
1605000.00
Base Market Value
1551617.70
Base Total Cost
1600971.45
Base Unrealized Gain Loss
-49353.75
Base Accrued Interest
9429.38
Local Market Value
1551617.70
Local Total Cost Amount
1600971.45
Local Unrealized Gain Loss
-49353.75
Local Accrued Interest
9429.38
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
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: SPECTRA ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRA ENERGY PARTNERS
Security Description
3.375% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
365000.00
Base Market Value
356776.55
Base Total Cost
364507.25
Base Unrealized Gain Loss
-7730.70
Base Accrued Interest
2600.63
Local Market Value
356776.55
Local Total Cost Amount
364507.25
Local Unrealized Gain Loss
-7730.70
Local Accrued Interest
2600.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
1% 24 Oct 2023
Maturity Date
2023-10-24T00:00:00.000
Interest Rate
2.55317
Original Face
0
Shares Par Value
5200000.00
Base Market Value
5290272.00
Base Total Cost
5200000.00
Base Unrealized Gain Loss
90272.00
Base Accrued Interest
25077.80
Local Market Value
5290272.00
Local Total Cost Amount
5200000.00
Local Unrealized Gain Loss
90272.00
Local Accrued Interest
25077.80
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: SPRINT SPECTRUM / SPEC I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT SPECTRUM / SPEC I
Security Description
3.36% 20 Mar 2023
Maturity Date
2023-03-20T00:00:00.000
Interest Rate
3.36
Original Face
0
Shares Par Value
1060000.00
Base Market Value
1069275.00
Base Total Cost
1059982.40
Base Unrealized Gain Loss
9292.60
Base Accrued Interest
1088.27
Local Market Value
1069275.00
Local Total Cost Amount
1059982.40
Local Unrealized Gain Loss
9292.60
Local Accrued Interest
1088.27
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
WIRELESS TELECOMMUNICATION SER
Moody S Quality Rating
Baa2
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
3.8% 09 Jun 2023
Maturity Date
2023-06-09T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
1731000.00
Base Market Value
1784591.76
Base Total Cost
1726049.34
Base Unrealized Gain Loss
58542.42
Base Accrued Interest
3837.05
Local Market Value
1784591.76
Local Total Cost Amount
1726049.34
Local Unrealized Gain Loss
58542.42
Local Accrued Interest
3837.05
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: HSBC HOLDINGS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HSBC HOLDINGS PLC
Security Description
4.375% 23 Nov 2026
Maturity Date
2026-11-23T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
875000.00
Base Market Value
907917.50
Base Total Cost
880650.14
Base Unrealized Gain Loss
27267.36
Base Accrued Interest
4040.80
Local Market Value
907917.50
Local Total Cost Amount
880650.14
Local Unrealized Gain Loss
27267.36
Local Accrued Interest
4040.80
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
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: ENBRIDGE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENBRIDGE INC
Security Description
4.25% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
865000.00
Base Market Value
901459.75
Base Total Cost
859429.40
Base Unrealized Gain Loss
42030.35
Base Accrued Interest
3063.54
Local Market Value
901459.75
Local Total Cost Amount
859429.40
Local Unrealized Gain Loss
42030.35
Local Accrued Interest
3063.54
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
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.384% 23 Oct 2035
Maturity Date
2035-10-23T00:00:00.000
Interest Rate
6.384
Original Face
0
Shares Par Value
369000.00
Base Market Value
437394.15
Base Total Cost
379162.26
Base Unrealized Gain Loss
58231.89
Base Accrued Interest
4449.65
Local Market Value
437394.15
Local Total Cost Amount
379162.26
Local Unrealized Gain Loss
58231.89
Local Accrued Interest
4449.65
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.834% 23 Oct 2055
Maturity Date
2055-10-23T00:00:00.000
Interest Rate
6.834
Original Face
0
Shares Par Value
908000.00
Base Market Value
1106706.72
Base Total Cost
916953.70
Base Unrealized Gain Loss
189753.02
Base Accrued Interest
11721.07
Local Market Value
1106706.72
Local Total Cost Amount
916953.70
Local Unrealized Gain Loss
189753.02
Local Accrued Interest
11721.07
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.484% 23 Oct 2045
Maturity Date
2045-10-23T00:00:00.000
Interest Rate
6.484
Original Face
0
Shares Par Value
2301000.00
Base Market Value
2761683.21
Base Total Cost
2701042.20
Base Unrealized Gain Loss
60641.01
Base Accrued Interest
28181.62
Local Market Value
2761683.21
Local Total Cost Amount
2701042.20
Local Unrealized Gain Loss
60641.01
Local Accrued Interest
28181.62
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: ANALOG DEVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANALOG DEVICES INC
Security Description
2.5% 05 Dec 2021
Maturity Date
2021-12-05T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
1060000.00
Base Market Value
1060964.60
Base Total Cost
1055696.40
Base Unrealized Gain Loss
5268.20
Base Accrued Interest
1913.89
Local Market Value
1060964.60
Local Total Cost Amount
1055696.40
Local Unrealized Gain Loss
5268.20
Local Accrued Interest
1913.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ANALOG DEVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANALOG DEVICES INC
Security Description
3.5% 05 Dec 2026
Maturity Date
2026-12-05T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
625000.00
Base Market Value
629868.75
Base Total Cost
621037.50
Base Unrealized Gain Loss
8831.25
Base Accrued Interest
1579.86
Local Market Value
629868.75
Local Total Cost Amount
621037.50
Local Unrealized Gain Loss
8831.25
Local Accrued Interest
1579.86
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: WELLS FARGO + COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLS FARGO + COMPANY
Security Description
4.75% 07 Dec 2046
Maturity Date
2046-12-07T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1441354.50
Base Total Cost
1347435.00
Base Unrealized Gain Loss
93919.50
Base Accrued Interest
4275.00
Local Market Value
1441354.50
Local Total Cost Amount
1347435.00
Local Unrealized Gain Loss
93919.50
Local Accrued Interest
4275.00
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
5.375% 13 Mar 2022
Maturity Date
2022-03-13T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
340000.00
Base Market Value
357935.00
Base Total Cost
338116.40
Base Unrealized Gain Loss
19818.60
Base Accrued Interest
5482.50
Local Market Value
357935.00
Local Total Cost Amount
338116.40
Local Unrealized Gain Loss
19818.60
Local Accrued Interest
5482.50
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
4.663% 15 Jun 2051
Maturity Date
2051-06-15T00:00:00.000
Interest Rate
4.663
Original Face
0
Shares Par Value
540000.00
Base Market Value
571941.00
Base Total Cost
562160.63
Base Unrealized Gain Loss
9780.37
Base Accrued Interest
1119.12
Local Market Value
571941.00
Local Total Cost Amount
562160.63
Local Unrealized Gain Loss
9780.37
Local Accrued Interest
1119.12
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
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: WALGREENS BOOTS ALLIANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALGREENS BOOTS ALLIANCE
Security Description
3.8% 18 Nov 2024
Maturity Date
2024-11-18T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1350180.00
Base Total Cost
1352299.00
Base Unrealized Gain Loss
-2119.00
Base Accrued Interest
5900.56
Local Market Value
1350180.00
Local Total Cost Amount
1352299.00
Local Unrealized Gain Loss
-2119.00
Local Accrued Interest
5900.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: 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
5000.00
Base Market Value
5320.75
Base Total Cost
5218.80
Base Unrealized Gain Loss
101.95
Base Accrued Interest
28.67
Local Market Value
5320.75
Local Total Cost Amount
5218.80
Local Unrealized Gain Loss
101.95
Local Accrued Interest
28.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
800000.00
Base Market Value
865168.00
Base Total Cost
769674.74
Base Unrealized Gain Loss
95493.26
Base Accrued Interest
1724.44
Local Market Value
865168.00
Local Total Cost Amount
769674.74
Local Unrealized Gain Loss
95493.26
Local Accrued Interest
1724.44
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
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: VOLKSWAGEN GROUP AMERICA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VOLKSWAGEN GROUP AMERICA
Security Description
1.6% 20 Nov 2017
Maturity Date
2017-11-20T00:00:00.000
Interest Rate
1.6
Original Face
0
Shares Par Value
3500000.00
Base Market Value
3497480.00
Base Total Cost
3497655.00
Base Unrealized Gain Loss
-175.00
Base Accrued Interest
6377.78
Local Market Value
3497480.00
Local Total Cost Amount
3497655.00
Local Unrealized Gain Loss
-175.00
Local Accrued Interest
6377.78
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
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
4.5% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1088472.00
Base Total Cost
1182090.00
Base Unrealized Gain Loss
-93618.00
Base Accrued Interest
19687.50
Local Market Value
1088472.00
Local Total Cost Amount
1182090.00
Local Unrealized Gain Loss
-93618.00
Local Accrued Interest
19687.50
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: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
5.75% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
739000.00
Base Market Value
822883.89
Base Total Cost
727413.55
Base Unrealized Gain Loss
95470.34
Base Accrued Interest
5429.60
Local Market Value
822883.89
Local Total Cost Amount
727413.55
Local Unrealized Gain Loss
95470.34
Local Accrued Interest
5429.60
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
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