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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: WACHOVIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WACHOVIA CORP
Security Description
5.5% 01 Aug 2035
Maturity Date
2035-08-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
430000.00
Base Market Value
498662.40
Base Total Cost
400682.60
Base Unrealized Gain Loss
97979.80
Base Accrued Interest
9854.17
Local Market Value
498662.40
Local Total Cost Amount
400682.60
Local Unrealized Gain Loss
97979.80
Local Accrued Interest
9854.17
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: DUKE ENERGY INDIANA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY INDIANA INC
Security Description
6.12% 15 Oct 2035
Maturity Date
2035-10-15T00:00:00.000
Interest Rate
6.12
Original Face
0
Shares Par Value
750000.00
Base Market Value
930225.00
Base Total Cost
981135.00
Base Unrealized Gain Loss
-50910.00
Base Accrued Interest
9690.00
Local Market Value
930225.00
Local Total Cost Amount
981135.00
Local Unrealized Gain Loss
-50910.00
Local Accrued Interest
9690.00
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
ELECTRIC/GAS
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: COMCAST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMCAST CORP
Security Description
6.5% 15 Nov 2035
Maturity Date
2035-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
625000.00
Base Market Value
828581.25
Base Total Cost
629125.25
Base Unrealized Gain Loss
199456.00
Base Accrued Interest
5190.97
Local Market Value
828581.25
Local Total Cost Amount
629125.25
Local Unrealized Gain Loss
199456.00
Local Accrued Interest
5190.97
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: SOUTHERN COPPER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN COPPER CORP
Security Description
7.5% 27 Jul 2035
Maturity Date
2035-07-27T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
308627.50
Base Total Cost
268710.00
Base Unrealized Gain Loss
39917.50
Base Accrued Interest
8020.83
Local Market Value
308627.50
Local Total Cost Amount
268710.00
Local Unrealized Gain Loss
39917.50
Local Accrued Interest
8020.83
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
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: UNITEDHEALTH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITEDHEALTH GROUP INC
Security Description
5.8% 15 Mar 2036
Maturity Date
2036-03-15T00:00:00.000
Interest Rate
5.8
Original Face
0
Shares Par Value
85000.00
Base Market Value
107608.30
Base Total Cost
86909.10
Base Unrealized Gain Loss
20699.20
Base Accrued Interest
1451.61
Local Market Value
107608.30
Local Total Cost Amount
86909.10
Local Unrealized Gain Loss
20699.20
Local Accrued Interest
1451.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: COMCAST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMCAST CORP
Security Description
6.45% 15 Mar 2037
Maturity Date
2037-03-15T00:00:00.000
Interest Rate
6.45
Original Face
0
Shares Par Value
760000.00
Base Market Value
1011248.40
Base Total Cost
992795.60
Base Unrealized Gain Loss
18452.80
Base Accrued Interest
14433.67
Local Market Value
1011248.40
Local Total Cost Amount
992795.60
Local Unrealized Gain Loss
18452.80
Local Accrued Interest
14433.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNITED TECHNOLOGIES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED TECHNOLOGIES CORP
Security Description
6.05% 01 Jun 2036
Maturity Date
2036-06-01T00:00:00.000
Interest Rate
6.05
Original Face
0
Shares Par Value
265000.00
Base Market Value
341293.50
Base Total Cost
308868.10
Base Unrealized Gain Loss
32425.40
Base Accrued Interest
1336.04
Local Market Value
341293.50
Local Total Cost Amount
308868.10
Local Unrealized Gain Loss
32425.40
Local Accrued Interest
1336.04
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
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: CANADIAN NATL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN NATL RESOURCES
Security Description
6.5% 15 Feb 2037
Maturity Date
2037-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
930000.00
Base Market Value
1104337.80
Base Total Cost
1202237.70
Base Unrealized Gain Loss
-97899.90
Base Accrued Interest
22836.67
Local Market Value
1104337.80
Local Total Cost Amount
1202237.70
Local Unrealized Gain Loss
-97899.90
Local Accrued Interest
22836.67
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
Baa3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COMCAST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMCAST CORP
Security Description
5.875% 15 Feb 2018
Maturity Date
2018-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
175000.00
Base Market Value
179597.25
Base Total Cost
200159.75
Base Unrealized Gain Loss
-20562.50
Base Accrued Interest
3884.02
Local Market Value
179597.25
Local Total Cost Amount
200159.75
Local Unrealized Gain Loss
-20562.50
Local Accrued Interest
3884.02
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: HOME DEPOT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOME DEPOT INC
Security Description
5.875% 16 Dec 2036
Maturity Date
2036-12-16T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1035000.00
Base Market Value
1348253.10
Base Total Cost
1382170.05
Base Unrealized Gain Loss
-33916.95
Base Accrued Interest
2533.59
Local Market Value
1348253.10
Local Total Cost Amount
1382170.05
Local Unrealized Gain Loss
-33916.95
Local Accrued Interest
2533.59
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WELLS FARGO BANK NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLS FARGO BANK NA
Security Description
5.85% 01 Feb 2037
Maturity Date
2037-02-01T00:00:00.000
Interest Rate
5.85
Original Face
0
Shares Par Value
2135000.00
Base Market Value
2665931.80
Base Total Cost
2333069.30
Base Unrealized Gain Loss
332862.50
Base Accrued Interest
52040.63
Local Market Value
2665931.80
Local Total Cost Amount
2333069.30
Local Unrealized Gain Loss
332862.50
Local Accrued Interest
52040.63
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
FINANCE
Moody S Quality Rating
Aa3
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: CANADIAN NATL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN NATL RESOURCES
Security Description
6.25% 15 Mar 2038
Maturity Date
2038-03-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
100000.00
Base Market Value
116553.00
Base Total Cost
112550.00
Base Unrealized Gain Loss
4003.00
Base Accrued Interest
1840.28
Local Market Value
116553.00
Local Total Cost Amount
112550.00
Local Unrealized Gain Loss
4003.00
Local Accrued Interest
1840.28
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
CANADIAN
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: WYETH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WYETH LLC
Security Description
5.95% 01 Apr 2037
Maturity Date
2037-04-01T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
420000.00
Base Market Value
542942.40
Base Total Cost
431172.00
Base Unrealized Gain Loss
111770.40
Base Accrued Interest
6247.50
Local Market Value
542942.40
Local Total Cost Amount
431172.00
Local Unrealized Gain Loss
111770.40
Local Accrued Interest
6247.50
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: CONTL AIRLINES 2007 1
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 2007 1
Security Description
5.983% 19 Oct 2023
Maturity Date
2023-10-19T00:00:00.000
Interest Rate
5.983
Original Face
1025000.00
Shares Par Value
755059.45
Base Market Value
830565.40
Base Total Cost
672275.05
Base Unrealized Gain Loss
158290.35
Base Accrued Interest
9035.04
Local Market Value
830565.40
Local Total Cost Amount
672275.05
Local Unrealized Gain Loss
158290.35
Local Accrued Interest
9035.04
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
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: OWENS CORNING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS CORNING
Security Description
7% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
620000.00
Base Market Value
805659.00
Base Total Cost
738742.40
Base Unrealized Gain Loss
66916.60
Base Accrued Interest
3616.67
Local Market Value
805659.00
Local Total Cost Amount
738742.40
Local Unrealized Gain Loss
66916.60
Local Accrued Interest
3616.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
6.15% 15 Feb 2018
Maturity Date
2018-02-15T00:00:00.000
Interest Rate
6.15
Original Face
0
Shares Par Value
787000.00
Base Market Value
794870.00
Base Total Cost
842192.31
Base Unrealized Gain Loss
-47322.31
Base Accrued Interest
18284.63
Local Market Value
794870.00
Local Total Cost Amount
842192.31
Local Unrealized Gain Loss
-47322.31
Local Accrued Interest
18284.63
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
PRIVATE PLACEMENT
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: DEVON ENERGY CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEVON ENERGY CORPORATION
Security Description
5.6% 15 Jul 2041
Maturity Date
2041-07-15T00:00:00.000
Interest Rate
5.6
Original Face
0
Shares Par Value
480000.00
Base Market Value
498518.40
Base Total Cost
467134.80
Base Unrealized Gain Loss
31383.60
Base Accrued Interest
12394.67
Local Market Value
498518.40
Local Total Cost Amount
467134.80
Local Unrealized Gain Loss
31383.60
Local Accrued Interest
12394.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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
3.9% 12 Jul 2021
Maturity Date
2021-07-12T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
500000.00
Base Market Value
530870.00
Base Total Cost
536055.00
Base Unrealized Gain Loss
-5185.00
Base Accrued Interest
9154.17
Local Market Value
530870.00
Local Total Cost Amount
536055.00
Local Unrealized Gain Loss
-5185.00
Local Accrued Interest
9154.17
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
4.35% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
1875000.00
Base Market Value
2006925.00
Base Total Cost
1976475.00
Base Unrealized Gain Loss
30450.00
Base Accrued Interest
30812.50
Local Market Value
2006925.00
Local Total Cost Amount
1976475.00
Local Unrealized Gain Loss
30450.00
Local Accrued Interest
30812.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
3.875% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
2390000.00
Base Market Value
2495016.60
Base Total Cost
2527514.50
Base Unrealized Gain Loss
-32497.90
Base Accrued Interest
34986.94
Local Market Value
2495016.60
Local Total Cost Amount
2527514.50
Local Unrealized Gain Loss
-32497.90
Local Accrued Interest
34986.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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
3100000.00
Base Market Value
3341428.00
Base Total Cost
3389734.50
Base Unrealized Gain Loss
-48306.50
Base Accrued Interest
33906.24
Local Market Value
3341428.00
Local Total Cost Amount
3389734.50
Local Unrealized Gain Loss
-48306.50
Local Accrued Interest
33906.24
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: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
5.5% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
510000.00
Base Market Value
548081.70
Base Total Cost
522219.60
Base Unrealized Gain Loss
25862.10
Base Accrued Interest
9350.00
Local Market Value
548081.70
Local Total Cost Amount
522219.60
Local Unrealized Gain Loss
25862.10
Local Accrued Interest
9350.00
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
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: CISCO SYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CISCO SYSTEMS INC
Security Description
2.2% 28 Feb 2021
Maturity Date
2021-02-28T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
2980000.00
Base Market Value
2996092.00
Base Total Cost
2974278.40
Base Unrealized Gain Loss
21813.60
Base Accrued Interest
22399.67
Local Market Value
2996092.00
Local Total Cost Amount
2974278.40
Local Unrealized Gain Loss
21813.60
Local Accrued Interest
22399.67
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
TECHNOLOGY HW, STORAGE & PERIP
Moody S Quality Rating
A1
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
3.3% 25 Feb 2021
Maturity Date
2021-02-25T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
235000.00
Base Market Value
242028.85
Base Total Cost
234506.50
Base Unrealized Gain Loss
7522.35
Base Accrued Interest
2714.25
Local Market Value
242028.85
Local Total Cost Amount
234506.50
Local Unrealized Gain Loss
7522.35
Local Accrued Interest
2714.25
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
3.75% 25 Feb 2026
Maturity Date
2026-02-25T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
270000.00
Base Market Value
274927.50
Base Total Cost
269376.30
Base Unrealized Gain Loss
5551.20
Base Accrued Interest
3543.75
Local Market Value
274927.50
Local Total Cost Amount
269376.30
Local Unrealized Gain Loss
5551.20
Local Accrued Interest
3543.75
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
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: WELLTOWER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLTOWER INC
Security Description
4.25% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1145000.00
Base Market Value
1197315.05
Base Total Cost
1136149.15
Base Unrealized Gain Loss
61165.90
Base Accrued Interest
12165.62
Local Market Value
1197315.05
Local Total Cost Amount
1136149.15
Local Unrealized Gain Loss
61165.90
Local Accrued Interest
12165.62
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
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
5.375% 15 Feb 2042
Maturity Date
2042-02-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
890000.00
Base Market Value
1070127.10
Base Total Cost
986778.50
Base Unrealized Gain Loss
83348.60
Base Accrued Interest
18071.94
Local Market Value
1070127.10
Local Total Cost Amount
986778.50
Local Unrealized Gain Loss
83348.60
Local Accrued Interest
18071.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
3.875% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
2400000.00
Base Market Value
2529720.00
Base Total Cost
2589768.00
Base Unrealized Gain Loss
-60048.00
Base Accrued Interest
11883.33
Local Market Value
2529720.00
Local Total Cost Amount
2589768.00
Local Unrealized Gain Loss
-60048.00
Local Accrued Interest
11883.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
6.25% 28 Aug 2017
Maturity Date
2017-08-28T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
2240000.00
Base Market Value
2255590.40
Base Total Cost
2376438.40
Base Unrealized Gain Loss
-120848.00
Base Accrued Interest
47833.33
Local Market Value
2255590.40
Local Total Cost Amount
2376438.40
Local Unrealized Gain Loss
-120848.00
Local Accrued Interest
47833.33
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
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: KENTUCKY POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KENTUCKY POWER CO
Security Description
6% 15 Sep 2017
Maturity Date
2017-09-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
960000.00
Base Market Value
967843.20
Base Total Cost
1101580.80
Base Unrealized Gain Loss
-133737.60
Base Accrued Interest
16960.00
Local Market Value
967843.20
Local Total Cost Amount
1101580.80
Local Unrealized Gain Loss
-133737.60
Local Accrued Interest
16960.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
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: COLLER INTL PARTNERS IV LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COLLER INTL PARTNERS IV LP
Interest Rate
0
Original Face
0
Shares Par Value
1.00
Base Market Value
65226.00
Base Total Cost
0.00
Base Unrealized Gain Loss
65226.00
Base Accrued Interest
0
Local Market Value
65226.00
Local Total Cost Amount
0.00
Local Unrealized Gain Loss
65226.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
LMTD PARTNRSHIP UNTS
Major Industry Name
VENTURE CAPITAL
Minor Industry Name
VENTURE CAPITAL
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HUSKY ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUSKY ENERGY INC
Security Description
6.8% 15 Sep 2037
Maturity Date
2037-09-15T00:00:00.000
Interest Rate
6.8
Original Face
0
Shares Par Value
450000.00
Base Market Value
558819.00
Base Total Cost
527841.00
Base Unrealized Gain Loss
30978.00
Base Accrued Interest
9010.00
Local Market Value
558819.00
Local Total Cost Amount
527841.00
Local Unrealized Gain Loss
30978.00
Local Accrued Interest
9010.00
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
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: HUSKY ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUSKY ENERGY INC
Security Description
6.2% 15 Sep 2017
Maturity Date
2017-09-15T00:00:00.000
Interest Rate
6.2
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1513275.00
Base Total Cost
1730115.00
Base Unrealized Gain Loss
-216840.00
Base Accrued Interest
27383.33
Local Market Value
1513275.00
Local Total Cost Amount
1730115.00
Local Unrealized Gain Loss
-216840.00
Local Accrued Interest
27383.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
6.75% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
100000.00
Base Market Value
129804.00
Base Total Cost
104596.00
Base Unrealized Gain Loss
25208.00
Base Accrued Interest
1687.50
Local Market Value
129804.00
Local Total Cost Amount
104596.00
Local Unrealized Gain Loss
25208.00
Local Accrued Interest
1687.50
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
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: ERAC USA FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ERAC USA FINANCE LLC
Security Description
6.375% 15 Oct 2017
Maturity Date
2017-10-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1175000.00
Base Market Value
1190204.50
Base Total Cost
1148562.50
Base Unrealized Gain Loss
41642.00
Base Accrued Interest
15813.54
Local Market Value
1190204.50
Local Total Cost Amount
1148562.50
Local Unrealized Gain Loss
41642.00
Local Accrued Interest
15813.54
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
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: BRITISH TELECOM PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRITISH TELECOM PLC
Security Description
5.95% 15 Jan 2018
Maturity Date
2018-01-15T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
900000.00
Base Market Value
920169.00
Base Total Cost
1038924.00
Base Unrealized Gain Loss
-118755.00
Base Accrued Interest
24692.50
Local Market Value
920169.00
Local Total Cost Amount
1038924.00
Local Unrealized Gain Loss
-118755.00
Local Accrued Interest
24692.50
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
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: AMERICAN INTL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN INTL GROUP
Security Description
5.85% 16 Jan 2018
Maturity Date
2018-01-16T00:00:00.000
Interest Rate
5.85
Original Face
0
Shares Par Value
3925000.00
Base Market Value
4012841.50
Base Total Cost
4366170.25
Base Unrealized Gain Loss
-353328.75
Base Accrued Interest
105239.07
Local Market Value
4012841.50
Local Total Cost Amount
4366170.25
Local Unrealized Gain Loss
-353328.75
Local Accrued Interest
105239.07
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
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
5.95% 28 Dec 2017
Maturity Date
2017-12-28T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
1540000.00
Base Market Value
1571431.40
Base Total Cost
1559207.79
Base Unrealized Gain Loss
12223.61
Base Accrued Interest
763.58
Local Market Value
1571431.40
Local Total Cost Amount
1559207.79
Local Unrealized Gain Loss
12223.61
Local Accrued Interest
763.58
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: GENERAL ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL ELECTRIC CO
Security Description
5.875% 14 Jan 2038
Maturity Date
2038-01-14T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
403000.00
Base Market Value
521534.39
Base Total Cost
502182.89
Base Unrealized Gain Loss
19351.50
Base Accrued Interest
10983.14
Local Market Value
521534.39
Local Total Cost Amount
502182.89
Local Unrealized Gain Loss
19351.50
Local Accrued Interest
10983.14
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
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: UNITEDHEALTH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITEDHEALTH GROUP INC
Security Description
6.875% 15 Feb 2038
Maturity Date
2038-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
75000.00
Base Market Value
106530.00
Base Total Cost
76861.50
Base Unrealized Gain Loss
29668.50
Base Accrued Interest
1947.91
Local Market Value
106530.00
Local Total Cost Amount
76861.50
Local Unrealized Gain Loss
29668.50
Local Accrued Interest
1947.91
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
6.625% 15 Nov 2037
Maturity Date
2037-11-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
675000.00
Base Market Value
930305.25
Base Total Cost
670535.00
Base Unrealized Gain Loss
259770.25
Base Accrued Interest
5714.06
Local Market Value
930305.25
Local Total Cost Amount
670535.00
Local Unrealized Gain Loss
259770.25
Local Accrued Interest
5714.06
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
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: KONINKLIJKE PHILIPS NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KONINKLIJKE PHILIPS NV
Security Description
6.875% 11 Mar 2038
Maturity Date
2038-03-11T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
725000.00
Base Market Value
966997.75
Base Total Cost
815139.25
Base Unrealized Gain Loss
151858.50
Base Accrued Interest
15230.03
Local Market Value
966997.75
Local Total Cost Amount
815139.25
Local Unrealized Gain Loss
151858.50
Local Accrued Interest
15230.03
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
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: AMERICAN EXPRESS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN EXPRESS CO
Security Description
7% 19 Mar 2018
Maturity Date
2018-03-19T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
650000.00
Base Market Value
674160.50
Base Total Cost
729683.50
Base Unrealized Gain Loss
-55523.00
Base Accrued Interest
12891.67
Local Market Value
674160.50
Local Total Cost Amount
729683.50
Local Unrealized Gain Loss
-55523.00
Local Accrued Interest
12891.67
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
6.625% 01 Apr 2018
Maturity Date
2018-04-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
320000.00
Base Market Value
331363.20
Base Total Cost
359817.60
Base Unrealized Gain Loss
-28454.40
Base Accrued Interest
5300.00
Local Market Value
331363.20
Local Total Cost Amount
359817.60
Local Unrealized Gain Loss
-28454.40
Local Accrued Interest
5300.00
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
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
5.35% 03 Apr 2018
Maturity Date
2018-04-03T00:00:00.000
Interest Rate
5.35
Original Face
0
Shares Par Value
550000.00
Base Market Value
566335.00
Base Total Cost
656694.50
Base Unrealized Gain Loss
-90359.50
Base Accrued Interest
7192.78
Local Market Value
566335.00
Local Total Cost Amount
656694.50
Local Unrealized Gain Loss
-90359.50
Local Accrued Interest
7192.78
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
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: WAL MART STORES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WAL MART STORES INC
Security Description
6.2% 15 Apr 2038
Maturity Date
2038-04-15T00:00:00.000
Interest Rate
6.2
Original Face
0
Shares Par Value
170000.00
Base Market Value
232384.90
Base Total Cost
185967.72
Base Unrealized Gain Loss
46417.18
Base Accrued Interest
2225.11
Local Market Value
232384.90
Local Total Cost Amount
185967.72
Local Unrealized Gain Loss
46417.18
Local Accrued Interest
2225.11
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
INDUSTRIAL
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: DELTA AIR LINES 2007 1 A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES 2007 1 A
Security Description
6.821% 10 Feb 2024
Maturity Date
2024-02-10T00:00:00.000
Interest Rate
6.821
Original Face
0
Shares Par Value
515381.53
Base Market Value
591400.31
Base Total Cost
462554.94
Base Unrealized Gain Loss
128845.37
Base Accrued Interest
13768.71
Local Market Value
591400.31
Local Total Cost Amount
462554.94
Local Unrealized Gain Loss
128845.37
Local Accrued Interest
13768.71
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
7.9
Original Face
0
Shares Par Value
725000.00
Base Market Value
753637.50
Base Total Cost
692375.00
Base Unrealized Gain Loss
61262.50
Base Accrued Interest
9704.93
Local Market Value
753637.50
Local Total Cost Amount
692375.00
Local Unrealized Gain Loss
61262.50
Local Accrued Interest
9704.93
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
5.65% 01 May 2018
Maturity Date
2018-05-01T00:00:00.000
Interest Rate
5.65
Original Face
0
Shares Par Value
7880000.00
Base Market Value
8127432.00
Base Total Cost
7771183.32
Base Unrealized Gain Loss
356248.68
Base Accrued Interest
74203.33
Local Market Value
8127432.00
Local Total Cost Amount
7771183.32
Local Unrealized Gain Loss
356248.68
Local Accrued Interest
74203.33
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: SUNCOR ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUNCOR ENERGY INC
Security Description
6.05% 15 May 2018
Maturity Date
2018-05-15T00:00:00.000
Interest Rate
6.05
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1035970.00
Base Total Cost
1162980.00
Base Unrealized Gain Loss
-127010.00
Base Accrued Interest
7730.56
Local Market Value
1035970.00
Local Total Cost Amount
1162980.00
Local Unrealized Gain Loss
-127010.00
Local Accrued Interest
7730.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
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