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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: 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
4.908% 23 Jul 2025
Maturity Date
2025-07-23T00:00:00.000
Interest Rate
4.908
Original Face
0
Shares Par Value
4385000.00
Base Market Value
4737203.20
Base Total Cost
4497537.65
Base Unrealized Gain Loss
239665.55
Base Accrued Interest
94455.82
Local Market Value
4737203.20
Local Total Cost Amount
4497537.65
Local Unrealized Gain Loss
239665.55
Local Accrued Interest
94455.82
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
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: PROVINCE OF ALBERTA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PROVINCE OF ALBERTA
Security Description
1.9% 06 Dec 2019
Maturity Date
2019-12-06T00:00:00.000
Interest Rate
1.9
Original Face
0
Shares Par Value
4385000.00
Base Market Value
4395217.05
Base Total Cost
4382982.90
Base Unrealized Gain Loss
12234.15
Base Accrued Interest
5785.76
Local Market Value
4395217.05
Local Total Cost Amount
4382982.90
Local Unrealized Gain Loss
12234.15
Local Accrued Interest
5785.76
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
CANADIAN
Moody S Quality Rating
Aa1
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: POTASH CORP SASKATCHEWAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POTASH CORP SASKATCHEWAN
Security Description
4% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2222042.05
Base Total Cost
2152500.20
Base Unrealized Gain Loss
69541.85
Base Accrued Interest
3831.11
Local Market Value
2222042.05
Local Total Cost Amount
2152500.20
Local Unrealized Gain Loss
69541.85
Local Accrued Interest
3831.11
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
CANADIAN
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
2155000.00
Base Market Value
2300828.85
Base Total Cost
2150905.50
Base Unrealized Gain Loss
149923.35
Base Accrued Interest
6824.17
Local Market Value
2300828.85
Local Total Cost Amount
2150905.50
Local Unrealized Gain Loss
149923.35
Local Accrued Interest
6824.17
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
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
6.5% 13 Mar 2027
Maturity Date
2027-03-13T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
3725000.00
Base Market Value
4001581.25
Base Total Cost
3691251.50
Base Unrealized Gain Loss
310329.75
Base Accrued Interest
72637.50
Local Market Value
4001581.25
Local Total Cost Amount
3691251.50
Local Unrealized Gain Loss
310329.75
Local Accrued Interest
72637.50
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: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
4.95% 15 Jan 2042
Maturity Date
2042-01-15T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
2190000.00
Base Market Value
2472050.10
Base Total Cost
2380836.60
Base Unrealized Gain Loss
91213.50
Base Accrued Interest
49986.75
Local Market Value
2472050.10
Local Total Cost Amount
2380836.60
Local Unrealized Gain Loss
91213.50
Local Accrued Interest
49986.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: UNITEDHEALTH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITEDHEALTH GROUP INC
Security Description
4.2% 15 Jan 2047
Maturity Date
2047-01-15T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
2195000.00
Base Market Value
2315505.50
Base Total Cost
2178603.35
Base Unrealized Gain Loss
136902.15
Base Accrued Interest
48911.91
Local Market Value
2315505.50
Local Total Cost Amount
2178603.35
Local Unrealized Gain Loss
136902.15
Local Accrued Interest
48911.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
FOREIGN
Minor Industry Name
CORPORATE
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: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
3% 11 Jan 2022
Maturity Date
2022-01-11T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1315000.00
Base Market Value
1327992.20
Base Total Cost
1314145.25
Base Unrealized Gain Loss
13846.95
Base Accrued Interest
18629.17
Local Market Value
1327992.20
Local Total Cost Amount
1314145.25
Local Unrealized Gain Loss
13846.95
Local Accrued Interest
18629.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 10 Jan 2028
Maturity Date
2028-01-10T00:00:00.000
Interest Rate
3.887
Original Face
0
Shares Par Value
6490000.00
Base Market Value
6595527.40
Base Total Cost
6490000.00
Base Unrealized Gain Loss
105527.40
Base Accrued Interest
119826.50
Local Market Value
6595527.40
Local Total Cost Amount
6490000.00
Local Unrealized Gain Loss
105527.40
Local Accrued Interest
119826.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: AMER AIRLINE 17 1 AA PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLINE 17 1 AA PTT
Security Description
3.65% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
2195000.00
Base Market Value
2260850.00
Base Total Cost
2195000.00
Base Unrealized Gain Loss
65850.00
Base Accrued Interest
37388.17
Local Market Value
2260850.00
Local Total Cost Amount
2195000.00
Local Unrealized Gain Loss
65850.00
Local Accrued Interest
37388.17
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
Aa3
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DEUTSCHE TELEKOM INT FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE TELEKOM INT FIN
Security Description
2.82% 19 Jan 2022
Maturity Date
2022-01-19T00:00:00.000
Interest Rate
2.82
Original Face
0
Shares Par Value
3070000.00
Base Market Value
3087591.10
Base Total Cost
3069846.50
Base Unrealized Gain Loss
17744.60
Base Accrued Interest
38958.30
Local Market Value
3087591.10
Local Total Cost Amount
3069846.50
Local Unrealized Gain Loss
17744.60
Local Accrued Interest
38958.30
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
1725000.00
Base Market Value
1706611.50
Base Total Cost
1716081.75
Base Unrealized Gain Loss
-9470.25
Base Accrued Interest
41649.16
Local Market Value
1706611.50
Local Total Cost Amount
1716081.75
Local Unrealized Gain Loss
-9470.25
Local Accrued Interest
41649.16
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: 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
4385000.00
Base Market Value
4424201.90
Base Total Cost
4367109.20
Base Unrealized Gain Loss
57092.70
Base Accrued Interest
59197.50
Local Market Value
4424201.90
Local Total Cost Amount
4367109.20
Local Unrealized Gain Loss
57092.70
Local Accrued Interest
59197.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: LONSEAL CORP
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
LONSEAL CORP
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
300
Base Market Value
4702.99
Base Total Cost
7095.33
Base Unrealized Gain Loss
-2392.34
Base Accrued Interest
0
Local Market Value
506700
Local Total Cost Amount
809542
Local Unrealized Gain Loss
-302842
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
INDUSTRIALS
Minor Industry Name
BUILDING PRODUCTS
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: STANDARD CHARTERED PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STANDARD CHARTERED PLC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
1315000.00
Base Market Value
1411981.25
Base Total Cost
1315000.00
Base Unrealized Gain Loss
96981.25
Base Accrued Interest
25195.03
Local Market Value
1411981.25
Local Total Cost Amount
1315000.00
Local Unrealized Gain Loss
96981.25
Local Accrued Interest
25195.03
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: 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 2028
Maturity Date
2028-01-20T00:00:00.000
Interest Rate
3.824
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2192410.80
Base Total Cost
2145237.85
Base Unrealized Gain Loss
47172.95
Base Accrued Interest
36854.33
Local Market Value
2192410.80
Local Total Cost Amount
2145237.85
Local Unrealized Gain Loss
47172.95
Local Accrued Interest
36854.33
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: EMPRESA DE TRANSPORTE ME
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMPRESA DE TRANSPORTE ME
Security Description
5% 25 Jan 2047
Maturity Date
2047-01-25T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1320000.00
Base Market Value
1421692.80
Base Total Cost
1306800.00
Base Unrealized Gain Loss
114892.80
Base Accrued Interest
28600.00
Local Market Value
1421692.80
Local Total Cost Amount
1306800.00
Local Unrealized Gain Loss
114892.80
Local Accrued Interest
28600.00
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
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
3.85% 26 Jan 2027
Maturity Date
2027-01-26T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
3450000.00
Base Market Value
3509719.50
Base Total Cost
3440340.00
Base Unrealized Gain Loss
69379.50
Base Accrued Interest
57188.54
Local Market Value
3509719.50
Local Total Cost Amount
3440340.00
Local Unrealized Gain Loss
69379.50
Local Accrued Interest
57188.54
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: PROVINCE OF QUEBEC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PROVINCE OF QUEBEC
Security Description
2.375% 31 Jan 2022
Maturity Date
2022-01-31T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
2155000.00
Base Market Value
2173705.40
Base Total Cost
2153082.05
Base Unrealized Gain Loss
20623.35
Base Accrued Interest
21325.52
Local Market Value
2173705.40
Local Total Cost Amount
2153082.05
Local Unrealized Gain Loss
20623.35
Local Accrued Interest
21325.52
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
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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
5.012% 15 Apr 2049
Maturity Date
2049-04-15T00:00:00.000
Interest Rate
5.012
Original Face
0
Shares Par Value
3495000.00
Base Market Value
3529635.45
Base Total Cost
3473191.20
Base Unrealized Gain Loss
56444.25
Base Accrued Interest
72014.09
Local Market Value
3529635.45
Local Total Cost Amount
3473191.20
Local Unrealized Gain Loss
56444.25
Local Accrued Interest
72014.09
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: MPLX LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPLX LP
Security Description
5.2% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
5.2
Original Face
0
Shares Par Value
1075000.00
Base Market Value
1107121.00
Base Total Cost
1067518.00
Base Unrealized Gain Loss
39603.00
Base Accrued Interest
21894.16
Local Market Value
1107121.00
Local Total Cost Amount
1067518.00
Local Unrealized Gain Loss
39603.00
Local Accrued Interest
21894.16
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: MOTIVA ENTERPRISES LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOTIVA ENTERPRISES LLC
Security Description
5.75% 15 Jan 2020
Maturity Date
2020-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
4130000.00
Base Market Value
4419884.70
Base Total Cost
4609152.61
Base Unrealized Gain Loss
-189267.91
Base Accrued Interest
109502.35
Local Market Value
4419884.70
Local Total Cost Amount
4609152.61
Local Unrealized Gain Loss
-189267.91
Local Accrued Interest
109502.35
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: CROWN CASTLE TOWERS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE TOWERS LLC
Security Description
6.113% 15 Jan 2040
Maturity Date
2040-01-15T00:00:00.000
Interest Rate
6.113
Original Face
0
Shares Par Value
6355000.00
Base Market Value
6832209.66
Base Total Cost
6940509.55
Base Unrealized Gain Loss
-108299.89
Base Accrued Interest
17265.82
Local Market Value
6832209.66
Local Total Cost Amount
6940509.55
Local Unrealized Gain Loss
-108299.89
Local Accrued Interest
17265.82
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
A2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTL LEASE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL LEASE FINANCE CORP
Security Description
7.125% 01 Sep 2018
Maturity Date
2018-09-01T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1595000.00
Base Market Value
1688068.25
Base Total Cost
1684823.73
Base Unrealized Gain Loss
3244.52
Base Accrued Interest
37881.25
Local Market Value
1688068.25
Local Total Cost Amount
1684823.73
Local Unrealized Gain Loss
3244.52
Local Accrued Interest
37881.25
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
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: CARDINAL HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDINAL HEALTH INC
Security Description
4.625% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
5895000.00
Base Market Value
6332114.25
Base Total Cost
6464641.90
Base Unrealized Gain Loss
-132527.65
Base Accrued Interest
12117.50
Local Market Value
6332114.25
Local Total Cost Amount
6464641.90
Local Unrealized Gain Loss
-132527.65
Local Accrued Interest
12117.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CNA FINANCIAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNA FINANCIAL CORP
Security Description
5.75% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1965000.00
Base Market Value
2192998.95
Base Total Cost
2070218.46
Base Unrealized Gain Loss
122780.49
Base Accrued Interest
42684.16
Local Market Value
2192998.95
Local Total Cost Amount
2070218.46
Local Unrealized Gain Loss
122780.49
Local Accrued Interest
42684.16
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: QUALCOMM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUALCOMM INC
Security Description
2.6% 30 Jan 2023
Maturity Date
2023-01-30T00:00:00.000
Interest Rate
2.6
Original Face
0
Shares Par Value
3765000.00
Base Market Value
3751257.75
Base Total Cost
3758938.35
Base Unrealized Gain Loss
-7680.60
Base Accrued Interest
9517.08
Local Market Value
3751257.75
Local Total Cost Amount
3758938.35
Local Unrealized Gain Loss
-7680.60
Local Accrued Interest
9517.08
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
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: PBF HOLDING CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PBF HOLDING CO LLC
Security Description
7.25% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
1075000.00
Base Market Value
1036031.25
Base Total Cost
1075000.00
Base Unrealized Gain Loss
-38968.75
Base Accrued Interest
6711.28
Local Market Value
1036031.25
Local Total Cost Amount
1075000.00
Local Unrealized Gain Loss
-38968.75
Local Accrued Interest
6711.28
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
B1
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: ENEL FINANCE INTL NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENEL FINANCE INTL NV
Security Description
4.75% 25 May 2047
Maturity Date
2047-05-25T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
2690000.00
Base Market Value
2767902.40
Base Total Cost
2685722.90
Base Unrealized Gain Loss
82179.50
Base Accrued Interest
12777.50
Local Market Value
2767902.40
Local Total Cost Amount
2685722.90
Local Unrealized Gain Loss
82179.50
Local Accrued Interest
12777.50
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
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: GREAT WEST LIFECO FINANC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREAT WEST LIFECO FINANC
Security Description
4.15% 03 Jun 2047
Maturity Date
2047-06-03T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
2690000.00
Base Market Value
2694008.10
Base Total Cost
2668964.20
Base Unrealized Gain Loss
25043.90
Base Accrued Interest
10853.40
Local Market Value
2694008.10
Local Total Cost Amount
2668964.20
Local Unrealized Gain Loss
25043.90
Local Accrued Interest
10853.40
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
INSURANCE
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: GENERAL ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL ELECTRIC CO
Security Description
4.65% 17 Oct 2021
Maturity Date
2021-10-17T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
456000.00
Base Market Value
502311.36
Base Total Cost
498948.95
Base Unrealized Gain Loss
3362.41
Base Accrued Interest
4358.61
Local Market Value
502311.36
Local Total Cost Amount
498948.95
Local Unrealized Gain Loss
3362.41
Local Accrued Interest
4358.61
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
FINANCE
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: SCHNEIDER ELECTRIC SE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCHNEIDER ELECTRIC SE
Security Description
2.95% 27 Sep 2022
Maturity Date
2022-09-27T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
2740000.00
Base Market Value
2765646.40
Base Total Cost
2746197.00
Base Unrealized Gain Loss
19449.40
Base Accrued Interest
21105.61
Local Market Value
2765646.40
Local Total Cost Amount
2746197.00
Local Unrealized Gain Loss
19449.40
Local Accrued Interest
21105.61
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: ALABAMA POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALABAMA POWER CO
Security Description
2.45% 30 Mar 2022
Maturity Date
2022-03-30T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
3685000.00
Base Market Value
3697602.70
Base Total Cost
3681978.30
Base Unrealized Gain Loss
15624.40
Base Accrued Interest
29592.60
Local Market Value
3697602.70
Local Total Cost Amount
3681978.30
Local Unrealized Gain Loss
15624.40
Local Accrued Interest
29592.60
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
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: WESTPAC BANKING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTPAC BANKING CORP
Security Description
3.35% 08 Mar 2027
Maturity Date
2027-03-08T00:00:00.000
Interest Rate
3.35
Original Face
0
Shares Par Value
3685000.00
Base Market Value
3706520.40
Base Total Cost
3681867.75
Base Unrealized Gain Loss
24652.65
Base Accrued Interest
39434.62
Local Market Value
3706520.40
Local Total Cost Amount
3681867.75
Local Unrealized Gain Loss
24652.65
Local Accrued Interest
39434.62
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
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: AMERICAN EXPRESS CREDIT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN EXPRESS CREDIT
Security Description
2.2% 03 Mar 2020
Maturity Date
2020-03-03T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
2630000.00
Base Market Value
2642518.80
Base Total Cost
2627264.80
Base Unrealized Gain Loss
15254.00
Base Accrued Interest
18965.22
Local Market Value
2642518.80
Local Total Cost Amount
2627264.80
Local Unrealized Gain Loss
15254.00
Local Accrued Interest
18965.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TELEFONICA EMISIONES SAU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELEFONICA EMISIONES SAU
Security Description
4.103% 08 Mar 2027
Maturity Date
2027-03-08T00:00:00.000
Interest Rate
4.103
Original Face
0
Shares Par Value
2150000.00
Base Market Value
2221272.50
Base Total Cost
2150000.00
Base Unrealized Gain Loss
71272.50
Base Accrued Interest
27689.55
Local Market Value
2221272.50
Local Total Cost Amount
2150000.00
Local Unrealized Gain Loss
71272.50
Local Accrued Interest
27689.55
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: MACQUARIE BANK LONDON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACQUARIE BANK LONDON
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1075000.00
Base Market Value
1099187.50
Base Total Cost
1075000.00
Base Unrealized Gain Loss
24187.50
Base Accrued Interest
20667.62
Local Market Value
1099187.50
Local Total Cost Amount
1075000.00
Local Unrealized Gain Loss
24187.50
Local Accrued Interest
20667.62
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
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: MOLSON COORS BREWING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLSON COORS BREWING CO
Security Description
1.9% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
1.9
Original Face
0
Shares Par Value
2690000.00
Base Market Value
2686314.70
Base Total Cost
2688412.90
Base Unrealized Gain Loss
-2098.20
Base Accrued Interest
15049.06
Local Market Value
2686314.70
Local Total Cost Amount
2688412.90
Local Unrealized Gain Loss
-2098.20
Local Accrued Interest
15049.06
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
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: COMMONWEALTH BANK AUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMONWEALTH BANK AUST
Security Description
2.25% 10 Mar 2020
Maturity Date
2020-03-10T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
5375000.00
Base Market Value
5386610.00
Base Total Cost
5367690.00
Base Unrealized Gain Loss
18920.00
Base Accrued Interest
37289.06
Local Market Value
5386610.00
Local Total Cost Amount
5367690.00
Local Unrealized Gain Loss
18920.00
Local Accrued Interest
37289.06
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: SOUTHERN NATURAL GAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN NATURAL GAS
Security Description
4.8% 15 Mar 2047
Maturity Date
2047-03-15T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
1615000.00
Base Market Value
1709041.45
Base Total Cost
1610413.40
Base Unrealized Gain Loss
98628.05
Base Accrued Interest
23040.66
Local Market Value
1709041.45
Local Total Cost Amount
1610413.40
Local Unrealized Gain Loss
98628.05
Local Accrued Interest
23040.66
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
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: FORD MOTOR COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR COMPANY
Security Description
4.75% 15 Jan 2043
Maturity Date
2043-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
2590000.00
Base Market Value
2500049.30
Base Total Cost
2577124.25
Base Unrealized Gain Loss
-77074.95
Base Accrued Interest
56728.20
Local Market Value
2500049.30
Local Total Cost Amount
2577124.25
Local Unrealized Gain Loss
-77074.95
Local Accrued Interest
56728.20
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: ELECTRICITE DE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELECTRICITE DE FRANCE SA
Security Description
1% 29 Jan 2049
Maturity Date
2049-01-29T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1060000.00
Base Market Value
1087560.00
Base Total Cost
1049855.80
Base Unrealized Gain Loss
37704.20
Base Accrued Interest
23496.66
Local Market Value
1087560.00
Local Total Cost Amount
1049855.80
Local Unrealized Gain Loss
37704.20
Local Accrued Interest
23496.66
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEALED AIR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEALED AIR CORP
Security Description
5.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1465000.00
Base Market Value
1571212.50
Base Total Cost
1492216.75
Base Unrealized Gain Loss
78995.75
Base Accrued Interest
19228.13
Local Market Value
1571212.50
Local Total Cost Amount
1492216.75
Local Unrealized Gain Loss
78995.75
Local Accrued Interest
19228.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: MOLSON COORS BREWING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLSON COORS BREWING CO
Security Description
2.1% 15 Jul 2021
Maturity Date
2021-07-15T00:00:00.000
Interest Rate
2.1
Original Face
0
Shares Par Value
2160000.00
Base Market Value
2124079.20
Base Total Cost
2159179.20
Base Unrealized Gain Loss
-35100.00
Base Accrued Interest
20916.00
Local Market Value
2124079.20
Local Total Cost Amount
2159179.20
Local Unrealized Gain Loss
-35100.00
Local Accrued Interest
20916.00
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: WESTERN GAS PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN GAS PARTNERS LP
Security Description
4.65% 01 Jul 2026
Maturity Date
2026-07-01T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
655000.00
Base Market Value
670484.20
Base Total Cost
653663.80
Base Unrealized Gain Loss
16820.40
Base Accrued Interest
0
Local Market Value
670484.20
Local Total Cost Amount
653663.80
Local Unrealized Gain Loss
16820.40
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
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: RAYMOND JAMES FINANCIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAYMOND JAMES FINANCIAL
Security Description
4.95% 15 Jul 2046
Maturity Date
2046-07-15T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
2690000.00
Base Market Value
2919241.80
Base Total Cost
2762656.90
Base Unrealized Gain Loss
156584.90
Base Accrued Interest
61399.25
Local Market Value
2919241.80
Local Total Cost Amount
2762656.90
Local Unrealized Gain Loss
156584.90
Local Accrued Interest
61399.25
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
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
3.15% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
865000.00
Base Market Value
821473.20
Base Total Cost
862699.10
Base Unrealized Gain Loss
-41225.90
Base Accrued Interest
6811.88
Local Market Value
821473.20
Local Total Cost Amount
862699.10
Local Unrealized Gain Loss
-41225.90
Local Accrued Interest
6811.88
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: TELSTRA CORP LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELSTRA CORP LTD
Security Description
4.8% 12 Oct 2021
Maturity Date
2021-10-12T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
4710000.00
Base Market Value
5152174.80
Base Total Cost
5088914.30
Base Unrealized Gain Loss
63260.50
Base Accrued Interest
49612.00
Local Market Value
5152174.80
Local Total Cost Amount
5088914.30
Local Unrealized Gain Loss
63260.50
Local Accrued Interest
49612.00
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
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: HIGHMARK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HIGHMARK INC
Security Description
6.125% 15 May 2041
Maturity Date
2041-05-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
995000.00
Base Market Value
984393.30
Base Total Cost
990859.81
Base Unrealized Gain Loss
-6466.51
Base Accrued Interest
7787.26
Local Market Value
984393.30
Local Total Cost Amount
990859.81
Local Unrealized Gain Loss
-6466.51
Local Accrued Interest
7787.26
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NBCUNIVERSAL MEDIA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NBCUNIVERSAL MEDIA LLC
Security Description
4.375% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
4295000.00
Base Market Value
4629494.60
Base Total Cost
4677013.20
Base Unrealized Gain Loss
-47518.60
Base Accrued Interest
46976.56
Local Market Value
4629494.60
Local Total Cost Amount
4677013.20
Local Unrealized Gain Loss
-47518.60
Local Accrued Interest
46976.56
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
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
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