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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: CANADIAN PACIFIC RR CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN PACIFIC RR CO
Security Description
6.5% 15 May 2018
Maturity Date
2018-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1131000.00
Base Market Value
1176522.75
Base Total Cost
1126340.28
Base Unrealized Gain Loss
50182.47
Base Accrued Interest
9393.58
Local Market Value
1176522.75
Local Total Cost Amount
1126340.28
Local Unrealized Gain Loss
50182.47
Local Accrued Interest
9393.58
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: NISOURCE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE FINANCE CORP
Security Description
6.8% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
6.8
Original Face
0
Shares Par Value
69000.00
Base Market Value
73706.49
Base Total Cost
81560.07
Base Unrealized Gain Loss
-7853.58
Base Accrued Interest
2163.53
Local Market Value
73706.49
Local Total Cost Amount
81560.07
Local Unrealized Gain Loss
-7853.58
Local Accrued Interest
2163.53
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: INTERNATIONAL PAPER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL PAPER CO
Security Description
7.95% 15 Jun 2018
Maturity Date
2018-06-15T00:00:00.000
Interest Rate
7.95
Original Face
0
Shares Par Value
840000.00
Base Market Value
888123.60
Base Total Cost
1014476.95
Base Unrealized Gain Loss
-126353.35
Base Accrued Interest
2968.00
Local Market Value
888123.60
Local Total Cost Amount
1014476.95
Local Unrealized Gain Loss
-126353.35
Local Accrued Interest
2968.00
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: COX COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COX COMMUNICATIONS INC
Security Description
6.25% 01 Jun 2018
Maturity Date
2018-06-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
800000.00
Base Market Value
829488.00
Base Total Cost
922400.00
Base Unrealized Gain Loss
-92912.00
Base Accrued Interest
4166.67
Local Market Value
829488.00
Local Total Cost Amount
922400.00
Local Unrealized Gain Loss
-92912.00
Local Accrued Interest
4166.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTERNATIONAL PAPER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL PAPER CO
Security Description
6% 15 Nov 2041
Maturity Date
2041-11-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
640000.00
Base Market Value
780480.00
Base Total Cost
724614.40
Base Unrealized Gain Loss
55865.60
Base Accrued Interest
4906.67
Local Market Value
780480.00
Local Total Cost Amount
724614.40
Local Unrealized Gain Loss
55865.60
Local Accrued Interest
4906.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PUGET SOUND ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUGET SOUND ENERGY INC
Security Description
4.434% 15 Nov 2041
Maturity Date
2041-11-15T00:00:00.000
Interest Rate
4.434
Original Face
0
Shares Par Value
675000.00
Base Market Value
720650.25
Base Total Cost
675000.00
Base Unrealized Gain Loss
45650.25
Base Accrued Interest
3824.33
Local Market Value
720650.25
Local Total Cost Amount
675000.00
Local Unrealized Gain Loss
45650.25
Local Accrued Interest
3824.33
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
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: WILLIAMS PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAMS PARTNERS LP
Security Description
4% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
620000.00
Base Market Value
645103.80
Base Total Cost
638295.31
Base Unrealized Gain Loss
6808.49
Base Accrued Interest
3168.89
Local Market Value
645103.80
Local Total Cost Amount
638295.31
Local Unrealized Gain Loss
6808.49
Local Accrued Interest
3168.89
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
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: PACIFIC GAS + ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PACIFIC GAS + ELECTRIC
Security Description
4.5% 15 Dec 2041
Maturity Date
2041-12-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
450000.00
Base Market Value
485725.50
Base Total Cost
448447.50
Base Unrealized Gain Loss
37278.00
Base Accrued Interest
900.00
Local Market Value
485725.50
Local Total Cost Amount
448447.50
Local Unrealized Gain Loss
37278.00
Local Accrued Interest
900.00
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
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: NOBLE ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOBLE ENERGY INC
Security Description
4.15% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
2800000.00
Base Market Value
2950332.00
Base Total Cost
2861063.00
Base Unrealized Gain Loss
89269.00
Base Accrued Interest
5164.44
Local Market Value
2950332.00
Local Total Cost Amount
2861063.00
Local Unrealized Gain Loss
89269.00
Local Accrued Interest
5164.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VIACOM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIACOM INC
Security Description
3.875% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
895000.00
Base Market Value
933189.65
Base Total Cost
934147.30
Base Unrealized Gain Loss
-957.65
Base Accrued Interest
1541.39
Local Market Value
933189.65
Local Total Cost Amount
934147.30
Local Unrealized Gain Loss
-957.65
Local Accrued Interest
1541.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: VIRGINIA ELEC + POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGINIA ELEC + POWER CO
Security Description
2.95% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
400000.00
Base Market Value
408324.00
Base Total Cost
399036.00
Base Unrealized Gain Loss
9288.00
Base Accrued Interest
5441.11
Local Market Value
408324.00
Local Total Cost Amount
399036.00
Local Unrealized Gain Loss
9288.00
Local Accrued Interest
5441.11
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
ELECTRIC/GAS
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: ARIZONA PUBLIC SERVICE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARIZONA PUBLIC SERVICE
Security Description
4.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
910000.00
Base Market Value
993929.30
Base Total Cost
888785.60
Base Unrealized Gain Loss
105143.70
Base Accrued Interest
10237.50
Local Market Value
993929.30
Local Total Cost Amount
888785.60
Local Unrealized Gain Loss
105143.70
Local Accrued Interest
10237.50
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
4.5% 24 Jan 2022
Maturity Date
2022-01-24T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1461847.50
Base Total Cost
1411209.00
Base Unrealized Gain Loss
50638.50
Base Accrued Interest
26493.75
Local Market Value
1461847.50
Local Total Cost Amount
1411209.00
Local Unrealized Gain Loss
50638.50
Local Accrued Interest
26493.75
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
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
5.75% 24 Jan 2022
Maturity Date
2022-01-24T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
3650000.00
Base Market Value
4109425.50
Base Total Cost
4063444.25
Base Unrealized Gain Loss
45981.25
Base Accrued Interest
91528.81
Local Market Value
4109425.50
Local Total Cost Amount
4063444.25
Local Unrealized Gain Loss
45981.25
Local Accrued Interest
91528.81
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: SOUTH CAROLINA ELEC+GAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTH CAROLINA ELEC+GAS
Security Description
4.35% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
200000.00
Base Market Value
201470.00
Base Total Cost
199834.00
Base Unrealized Gain Loss
1636.00
Base Accrued Interest
3625.00
Local Market Value
201470.00
Local Total Cost Amount
199834.00
Local Unrealized Gain Loss
1636.00
Local Accrued Interest
3625.00
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
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: COMISION FED DE ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMISION FED DE ELECTRIC
Security Description
5.75% 14 Feb 2042
Maturity Date
2042-02-14T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
300000.00
Base Market Value
306375.00
Base Total Cost
279750.00
Base Unrealized Gain Loss
26625.00
Base Accrued Interest
6564.58
Local Market Value
306375.00
Local Total Cost Amount
279750.00
Local Unrealized Gain Loss
26625.00
Local Accrued Interest
6564.58
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: ENTERPRISE PRODUCTS OPER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERPRISE PRODUCTS OPER
Security Description
4.85% 15 Aug 2042
Maturity Date
2042-08-15T00:00:00.000
Interest Rate
4.85
Original Face
0
Shares Par Value
2025000.00
Base Market Value
2143219.50
Base Total Cost
1979500.00
Base Unrealized Gain Loss
163719.50
Base Accrued Interest
37102.49
Local Market Value
2143219.50
Local Total Cost Amount
1979500.00
Local Unrealized Gain Loss
163719.50
Local Accrued Interest
37102.49
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
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
4.625% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1100000.00
Base Market Value
1044780.00
Base Total Cost
1096194.00
Base Unrealized Gain Loss
-51414.00
Base Accrued Interest
14979.86
Local Market Value
1044780.00
Local Total Cost Amount
1096194.00
Local Unrealized Gain Loss
-51414.00
Local Accrued Interest
14979.86
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
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: GEORGIA POWER COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GEORGIA POWER COMPANY
Security Description
4.3% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
250000.00
Base Market Value
256377.50
Base Total Cost
243312.50
Base Unrealized Gain Loss
13065.00
Base Accrued Interest
3165.28
Local Market Value
256377.50
Local Total Cost Amount
243312.50
Local Unrealized Gain Loss
13065.00
Local Accrued Interest
3165.28
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
ELECTRIC/GAS
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNITED MEXICAN STATES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED MEXICAN STATES
Security Description
4.75% 08 Mar 2044
Maturity Date
2044-03-08T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
2430000.00
Base Market Value
2432430.00
Base Total Cost
2495150.00
Base Unrealized Gain Loss
-62720.00
Base Accrued Interest
36230.62
Local Market Value
2432430.00
Local Total Cost Amount
2495150.00
Local Unrealized Gain Loss
-62720.00
Local Accrued Interest
36230.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNITEDHEALTH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITEDHEALTH GROUP INC
Security Description
4.375% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
60000.00
Base Market Value
64422.60
Base Total Cost
61916.40
Base Unrealized Gain Loss
2506.20
Base Accrued Interest
772.92
Local Market Value
64422.60
Local Total Cost Amount
61916.40
Local Unrealized Gain Loss
2506.20
Local Accrued Interest
772.92
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: NORFOLK SOUTHERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN CORP
Security Description
3% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1095000.00
Base Market Value
1119396.60
Base Total Cost
1081649.93
Base Unrealized Gain Loss
37746.67
Base Accrued Interest
8212.50
Local Market Value
1119396.60
Local Total Cost Amount
1081649.93
Local Unrealized Gain Loss
37746.67
Local Accrued Interest
8212.50
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
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: BERKLEY (WR) CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERKLEY (WR) CORPORATION
Security Description
4.625% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
225000.00
Base Market Value
242154.00
Base Total Cost
224145.00
Base Unrealized Gain Loss
18009.00
Base Accrued Interest
3064.06
Local Market Value
242154.00
Local Total Cost Amount
224145.00
Local Unrealized Gain Loss
18009.00
Local Accrued Interest
3064.06
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
3.125% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
175000.00
Base Market Value
180439.00
Base Total Cost
174464.50
Base Unrealized Gain Loss
5974.50
Base Accrued Interest
1610.24
Local Market Value
180439.00
Local Total Cost Amount
174464.50
Local Unrealized Gain Loss
5974.50
Local Accrued Interest
1610.24
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: HARTFORD FINL SVCS GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARTFORD FINL SVCS GRP
Security Description
5.125% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1275000.00
Base Market Value
1415326.50
Base Total Cost
1374894.75
Base Unrealized Gain Loss
40431.75
Base Accrued Interest
13794.79
Local Market Value
1415326.50
Local Total Cost Amount
1374894.75
Local Unrealized Gain Loss
40431.75
Local Accrued Interest
13794.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: APACHE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APACHE CORP
Security Description
3.25% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1065309.00
Base Total Cost
1041337.50
Base Unrealized Gain Loss
23971.50
Base Accrued Interest
7204.17
Local Market Value
1065309.00
Local Total Cost Amount
1041337.50
Local Unrealized Gain Loss
23971.50
Local Accrued Interest
7204.17
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
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: ANTHEM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTHEM INC
Security Description
4.625% 15 May 2042
Maturity Date
2042-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
375000.00
Base Market Value
404842.50
Base Total Cost
372345.00
Base Unrealized Gain Loss
32497.50
Base Accrued Interest
2216.14
Local Market Value
404842.50
Local Total Cost Amount
372345.00
Local Unrealized Gain Loss
32497.50
Local Accrued Interest
2216.14
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
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: ROGERS COMMUNICATIONS IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROGERS COMMUNICATIONS IN
Security Description
6.8% 15 Aug 2018
Maturity Date
2018-08-15T00:00:00.000
Interest Rate
6.8
Original Face
0
Shares Par Value
340000.00
Base Market Value
358666.00
Base Total Cost
380470.20
Base Unrealized Gain Loss
-21804.20
Base Accrued Interest
8734.22
Local Market Value
358666.00
Local Total Cost Amount
380470.20
Local Unrealized Gain Loss
-21804.20
Local Accrued Interest
8734.22
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
7.5% 15 Feb 2019
Maturity Date
2019-02-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
1440000.00
Base Market Value
1561968.00
Base Total Cost
1583438.40
Base Unrealized Gain Loss
-21470.40
Base Accrued Interest
40800.00
Local Market Value
1561968.00
Local Total Cost Amount
1583438.40
Local Unrealized Gain Loss
-21470.40
Local Accrued Interest
40800.00
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: CONOCOPHILLIPS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS
Security Description
5.75% 01 Feb 2019
Maturity Date
2019-02-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
551000.00
Base Market Value
583205.95
Base Total Cost
651617.57
Base Unrealized Gain Loss
-68411.62
Base Accrued Interest
13201.04
Local Market Value
583205.95
Local Total Cost Amount
651617.57
Local Unrealized Gain Loss
-68411.62
Local Accrued Interest
13201.04
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
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: CONOCOPHILLIPS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS
Security Description
6.5% 01 Feb 2039
Maturity Date
2039-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
262602.00
Base Total Cost
229270.00
Base Unrealized Gain Loss
33332.00
Base Accrued Interest
5416.67
Local Market Value
262602.00
Local Total Cost Amount
229270.00
Local Unrealized Gain Loss
33332.00
Local Accrued Interest
5416.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNITED PARCEL SERVICE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED PARCEL SERVICE
Security Description
5.125% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1100000.00
Base Market Value
1162854.00
Base Total Cost
1287638.00
Base Unrealized Gain Loss
-124784.00
Base Accrued Interest
14093.75
Local Market Value
1162854.00
Local Total Cost Amount
1287638.00
Local Unrealized Gain Loss
-124784.00
Local Accrued Interest
14093.75
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
6.3% 23 Apr 2019
Maturity Date
2019-04-23T00:00:00.000
Interest Rate
6.3
Original Face
0
Shares Par Value
6000000.00
Base Market Value
6457620.00
Base Total Cost
6631897.50
Base Unrealized Gain Loss
-174277.50
Base Accrued Interest
71400.00
Local Market Value
6457620.00
Local Total Cost Amount
6631897.50
Local Unrealized Gain Loss
-174277.50
Local Accrued Interest
71400.00
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: ENCANA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCANA CORP
Security Description
6.5% 15 May 2019
Maturity Date
2019-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1386541.00
Base Total Cost
1475253.00
Base Unrealized Gain Loss
-88712.00
Base Accrued Interest
10797.22
Local Market Value
1386541.00
Local Total Cost Amount
1475253.00
Local Unrealized Gain Loss
-88712.00
Local Accrued Interest
10797.22
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
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
7.3% 13 May 2019
Maturity Date
2019-05-13T00:00:00.000
Interest Rate
7.3
Original Face
0
Shares Par Value
340000.00
Base Market Value
371711.80
Base Total Cost
360148.40
Base Unrealized Gain Loss
11563.40
Base Accrued Interest
3309.33
Local Market Value
371711.80
Local Total Cost Amount
360148.40
Local Unrealized Gain Loss
11563.40
Local Accrued Interest
3309.33
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: OWENS CORNING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS CORNING
Security Description
9% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
59000.00
Base Market Value
66188.56
Base Total Cost
69915.00
Base Unrealized Gain Loss
-3726.44
Base Accrued Interest
236.00
Local Market Value
66188.56
Local Total Cost Amount
69915.00
Local Unrealized Gain Loss
-3726.44
Local Accrued Interest
236.00
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: ANADARKO PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANADARKO PETROLEUM CORP
Security Description
7.95% 15 Jun 2039
Maturity Date
2039-06-15T00:00:00.000
Interest Rate
7.95
Original Face
0
Shares Par Value
650000.00
Base Market Value
818246.00
Base Total Cost
860233.04
Base Unrealized Gain Loss
-41987.04
Base Accrued Interest
2296.67
Local Market Value
818246.00
Local Total Cost Amount
860233.04
Local Unrealized Gain Loss
-41987.04
Local Accrued Interest
2296.67
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: CONNECTICUT LIGHT + PWR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONNECTICUT LIGHT + PWR
Security Description
4.15% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
495000.00
Base Market Value
523660.50
Base Total Cost
486391.95
Base Unrealized Gain Loss
37268.55
Base Accrued Interest
1711.88
Local Market Value
523660.50
Local Total Cost Amount
486391.95
Local Unrealized Gain Loss
37268.55
Local Accrued Interest
1711.88
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
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: INTERNATIONAL PAPER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL PAPER CO
Security Description
5.15% 15 May 2046
Maturity Date
2046-05-15T00:00:00.000
Interest Rate
5.15
Original Face
0
Shares Par Value
350000.00
Base Market Value
390071.50
Base Total Cost
346955.00
Base Unrealized Gain Loss
43116.50
Base Accrued Interest
2303.19
Local Market Value
390071.50
Local Total Cost Amount
346955.00
Local Unrealized Gain Loss
43116.50
Local Accrued Interest
2303.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTERNATIONAL PAPER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL PAPER CO
Security Description
5% 15 Sep 2035
Maturity Date
2035-09-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
625000.00
Base Market Value
683531.25
Base Total Cost
620556.25
Base Unrealized Gain Loss
62975.00
Base Accrued Interest
9201.39
Local Market Value
683531.25
Local Total Cost Amount
620556.25
Local Unrealized Gain Loss
62975.00
Local Accrued Interest
9201.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: HCP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCP INC
Security Description
4% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1770000.00
Base Market Value
1813099.50
Base Total Cost
1754530.20
Base Unrealized Gain Loss
58569.30
Base Accrued Interest
5900.00
Local Market Value
1813099.50
Local Total Cost Amount
1754530.20
Local Unrealized Gain Loss
58569.30
Local Accrued Interest
5900.00
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
REAL ESTATE
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: IBERDROLA FIN IRELAND
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IBERDROLA FIN IRELAND
Security Description
5% 11 Sep 2019
Maturity Date
2019-09-11T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1482712.00
Base Total Cost
1391082.00
Base Unrealized Gain Loss
91630.00
Base Accrued Interest
21388.89
Local Market Value
1482712.00
Local Total Cost Amount
1391082.00
Local Unrealized Gain Loss
91630.00
Local Accrued Interest
21388.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: TEXTRON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEXTRON INC
Security Description
7.25% 01 Oct 2019
Maturity Date
2019-10-01T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
450000.00
Base Market Value
497646.00
Base Total Cost
448870.50
Base Unrealized Gain Loss
48775.50
Base Accrued Interest
8156.25
Local Market Value
497646.00
Local Total Cost Amount
448870.50
Local Unrealized Gain Loss
48775.50
Local Accrued Interest
8156.25
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: NEWMONT MINING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWMONT MINING CORP
Security Description
6.25% 01 Oct 2039
Maturity Date
2039-10-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
65000.00
Base Market Value
79774.50
Base Total Cost
66105.00
Base Unrealized Gain Loss
13669.50
Base Accrued Interest
1015.62
Local Market Value
79774.50
Local Total Cost Amount
66105.00
Local Unrealized Gain Loss
13669.50
Local Accrued Interest
1015.62
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
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: EXELON GENERATION CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXELON GENERATION CO LLC
Security Description
5.2% 01 Oct 2019
Maturity Date
2019-10-01T00:00:00.000
Interest Rate
5.2
Original Face
0
Shares Par Value
975000.00
Base Market Value
1035606.00
Base Total Cost
973098.75
Base Unrealized Gain Loss
62507.25
Base Accrued Interest
12675.00
Local Market Value
1035606.00
Local Total Cost Amount
973098.75
Local Unrealized Gain Loss
62507.25
Local Accrued Interest
12675.00
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
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: MONONGAHELA POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MONONGAHELA POWER CO
Security Description
4.1% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
600000.00
Base Market Value
637434.00
Base Total Cost
626424.00
Base Unrealized Gain Loss
11010.00
Base Accrued Interest
5193.33
Local Market Value
637434.00
Local Total Cost Amount
626424.00
Local Unrealized Gain Loss
11010.00
Local Accrued Interest
5193.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: COCA COLA FEMSA SAB CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COCA COLA FEMSA SAB CV
Security Description
2.375% 26 Nov 2018
Maturity Date
2018-11-26T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
1370000.00
Base Market Value
1376822.60
Base Total Cost
1368205.30
Base Unrealized Gain Loss
8617.30
Base Accrued Interest
3163.37
Local Market Value
1376822.60
Local Total Cost Amount
1368205.30
Local Unrealized Gain Loss
8617.30
Local Accrued Interest
3163.37
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: MYLAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN INC
Security Description
2.55% 28 Mar 2019
Maturity Date
2019-03-28T00:00:00.000
Interest Rate
2.55
Original Face
0
Shares Par Value
175000.00
Base Market Value
176263.50
Base Total Cost
174569.50
Base Unrealized Gain Loss
1694.00
Base Accrued Interest
1152.81
Local Market Value
176263.50
Local Total Cost Amount
174569.50
Local Unrealized Gain Loss
1694.00
Local Accrued Interest
1152.81
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TYCO ELECTRONICS GROUP S
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TYCO ELECTRONICS GROUP S
Security Description
2.375% 17 Dec 2018
Maturity Date
2018-12-17T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1358626.50
Base Total Cost
1343155.50
Base Unrealized Gain Loss
15471.00
Base Accrued Interest
1246.88
Local Market Value
1358626.50
Local Total Cost Amount
1343155.50
Local Unrealized Gain Loss
15471.00
Local Accrued Interest
1246.88
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
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: SCHLUMBERGER INVESTMENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCHLUMBERGER INVESTMENT
Security Description
3.65% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
1875000.00
Base Market Value
1970868.75
Base Total Cost
1917045.00
Base Unrealized Gain Loss
53823.75
Base Accrued Interest
5703.13
Local Market Value
1970868.75
Local Total Cost Amount
1917045.00
Local Unrealized Gain Loss
53823.75
Local Accrued Interest
5703.13
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
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