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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: GENERAL MOTORS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS CO
Security Description
6.6% 01 Apr 2036
Maturity Date
2036-04-01T00:00:00.000
Interest Rate
6.6
Original Face
0
Shares Par Value
360000.00
Base Market Value
417103.20
Base Total Cost
359712.00
Base Unrealized Gain Loss
57391.20
Base Accrued Interest
5940.00
Local Market Value
417103.20
Local Total Cost Amount
359712.00
Local Unrealized Gain Loss
57391.20
Local Accrued Interest
5940.00
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: CNA FINANCIAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNA FINANCIAL CORP
Security Description
4.5% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
610000.00
Base Market Value
654426.30
Base Total Cost
614770.20
Base Unrealized Gain Loss
39656.10
Base Accrued Interest
9150.00
Local Market Value
654426.30
Local Total Cost Amount
614770.20
Local Unrealized Gain Loss
39656.10
Local Accrued Interest
9150.00
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
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CREDIT SUISSE NEW YORK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE NEW YORK
Security Description
3.625% 09 Sep 2024
Maturity Date
2024-09-09T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
575000.00
Base Market Value
593975.00
Base Total Cost
571757.00
Base Unrealized Gain Loss
22218.00
Base Accrued Interest
6484.72
Local Market Value
593975.00
Local Total Cost Amount
571757.00
Local Unrealized Gain Loss
22218.00
Local Accrued Interest
6484.72
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
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BRANDYWINE OPER PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRANDYWINE OPER PARTNERS
Security Description
4.55% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.55
Original Face
0
Shares Par Value
550000.00
Base Market Value
555489.00
Base Total Cost
545550.50
Base Unrealized Gain Loss
9938.50
Base Accrued Interest
6256.25
Local Market Value
555489.00
Local Total Cost Amount
545550.50
Local Unrealized Gain Loss
9938.50
Local Accrued Interest
6256.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WEA FINANCE LLC/WESTFIEL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEA FINANCE LLC/WESTFIEL
Security Description
1.75% 15 Sep 2017
Maturity Date
2017-09-15T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
1025000.00
Base Market Value
1025000.00
Base Total Cost
1024702.75
Base Unrealized Gain Loss
297.25
Base Accrued Interest
5281.60
Local Market Value
1025000.00
Local Total Cost Amount
1024702.75
Local Unrealized Gain Loss
297.25
Local Accrued Interest
5281.60
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
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: TEACHERS INSUR + ANNUITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEACHERS INSUR + ANNUITY
Security Description
4.9% 15 Sep 2044
Maturity Date
2044-09-15T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
1085000.00
Base Market Value
1214418.80
Base Total Cost
1122980.55
Base Unrealized Gain Loss
91438.25
Base Accrued Interest
15654.14
Local Market Value
1214418.80
Local Total Cost Amount
1122980.55
Local Unrealized Gain Loss
91438.25
Local Accrued Interest
15654.14
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
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: GENERAL MOTORS FINL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS FINL CO
Security Description
5.25% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
680000.00
Base Market Value
734474.80
Base Total Cost
677545.20
Base Unrealized Gain Loss
56929.60
Base Accrued Interest
11900.00
Local Market Value
734474.80
Local Total Cost Amount
677545.20
Local Unrealized Gain Loss
56929.60
Local Accrued Interest
11900.00
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: WELLS FARGO + COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLS FARGO + COMPANY
Security Description
2.5% 04 Mar 2021
Maturity Date
2021-03-04T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
1440000.00
Base Market Value
1444982.40
Base Total Cost
1439668.80
Base Unrealized Gain Loss
5313.60
Base Accrued Interest
11700.00
Local Market Value
1444982.40
Local Total Cost Amount
1439668.80
Local Unrealized Gain Loss
5313.60
Local Accrued Interest
11700.00
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
4.45% 03 Mar 2026
Maturity Date
2026-03-03T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
1130000.00
Base Market Value
1176036.20
Base Total Cost
1130000.00
Base Unrealized Gain Loss
46036.20
Base Accrued Interest
16482.30
Local Market Value
1176036.20
Local Total Cost Amount
1130000.00
Local Unrealized Gain Loss
46036.20
Local Accrued Interest
16482.30
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: EXXON MOBIL CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXXON MOBIL CORPORATION
Security Description
2.222% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
2.222
Original Face
0
Shares Par Value
2840000.00
Base Market Value
2858630.40
Base Total Cost
2840000.00
Base Unrealized Gain Loss
18630.40
Base Accrued Interest
21034.93
Local Market Value
2858630.40
Local Total Cost Amount
2840000.00
Local Unrealized Gain Loss
18630.40
Local Accrued Interest
21034.93
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
ELECTRIC/GAS
Moody S Quality Rating
Aaa
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: DOMINION ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOMINION ENERGY INC
Security Description
1% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
4.104
Original Face
0
Shares Par Value
1870000.00
Base Market Value
1962714.60
Base Total Cost
1871309.00
Base Unrealized Gain Loss
91405.60
Base Accrued Interest
19186.20
Local Market Value
1962714.60
Local Total Cost Amount
1871309.00
Local Unrealized Gain Loss
91405.60
Local Accrued Interest
19186.20
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
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: CONOCOPHILLIPS COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS COMPANY
Security Description
4.95% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1113720.00
Base Total Cost
1080460.00
Base Unrealized Gain Loss
33260.00
Base Accrued Interest
14575.00
Local Market Value
1113720.00
Local Total Cost Amount
1080460.00
Local Unrealized Gain Loss
33260.00
Local Accrued Interest
14575.00
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONOCOPHILLIPS COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS COMPANY
Security Description
4.2% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
410000.00
Base Market Value
434702.50
Base Total Cost
409795.00
Base Unrealized Gain Loss
24907.50
Base Accrued Interest
5070.33
Local Market Value
434702.50
Local Total Cost Amount
409795.00
Local Unrealized Gain Loss
24907.50
Local Accrued Interest
5070.33
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
OIL, GAS & CONSUMABLE FUELS
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: TEXTRON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEXTRON INC
Security Description
4% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1335000.00
Base Market Value
1370884.80
Base Total Cost
1324880.70
Base Unrealized Gain Loss
46004.10
Base Accrued Interest
15723.33
Local Market Value
1370884.80
Local Total Cost Amount
1324880.70
Local Unrealized Gain Loss
46004.10
Local Accrued Interest
15723.33
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
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.3
Original Face
0
Shares Par Value
445000.00
Base Market Value
498956.25
Base Total Cost
445000.00
Base Unrealized Gain Loss
53956.25
Base Accrued Interest
8644.13
Local Market Value
498956.25
Local Total Cost Amount
445000.00
Local Unrealized Gain Loss
53956.25
Local Accrued Interest
8644.13
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
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIGITAL REALTY TRUST LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIGITAL REALTY TRUST LP
Security Description
3.4% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
515000.00
Base Market Value
528194.30
Base Total Cost
513851.55
Base Unrealized Gain Loss
14342.75
Base Accrued Interest
4377.50
Local Market Value
528194.30
Local Total Cost Amount
513851.55
Local Unrealized Gain Loss
14342.75
Local Accrued Interest
4377.50
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: MARSH + MCLENNAN COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARSH + MCLENNAN COS INC
Security Description
3.3% 14 Mar 2023
Maturity Date
2023-03-14T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
1420000.00
Base Market Value
1459362.40
Base Total Cost
1418409.60
Base Unrealized Gain Loss
40952.80
Base Accrued Interest
13927.83
Local Market Value
1459362.40
Local Total Cost Amount
1418409.60
Local Unrealized Gain Loss
40952.80
Local Accrued Interest
13927.83
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
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: REPUBLIC OF PANAMA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF PANAMA
Security Description
3.875% 17 Mar 2028
Maturity Date
2028-03-17T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
2600000.00
Base Market Value
2665000.00
Base Total Cost
2574390.00
Base Unrealized Gain Loss
90610.00
Base Accrued Interest
29105.56
Local Market Value
2665000.00
Local Total Cost Amount
2574390.00
Local Unrealized Gain Loss
90610.00
Local Accrued Interest
29105.56
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
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: ENTERGY LOUISIANA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY LOUISIANA LLC
Security Description
3.25% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
775000.00
Base Market Value
773829.75
Base Total Cost
774922.50
Base Unrealized Gain Loss
-1092.75
Base Accrued Interest
6296.87
Local Market Value
773829.75
Local Total Cost Amount
774922.50
Local Unrealized Gain Loss
-1092.75
Local Accrued Interest
6296.87
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: NEWELL BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWELL BRANDS INC
Security Description
5.5% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
361212.00
Base Total Cost
347643.00
Base Unrealized Gain Loss
13569.00
Base Accrued Interest
4125.00
Local Market Value
361212.00
Local Total Cost Amount
347643.00
Local Unrealized Gain Loss
13569.00
Local Accrued Interest
4125.00
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: NEWELL BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWELL BRANDS INC
Security Description
5.375% 01 Apr 2036
Maturity Date
2036-04-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
415000.00
Base Market Value
479652.85
Base Total Cost
415000.00
Base Unrealized Gain Loss
64652.85
Base Accrued Interest
5576.56
Local Market Value
479652.85
Local Total Cost Amount
415000.00
Local Unrealized Gain Loss
64652.85
Local Accrued Interest
5576.56
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
3.95% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
1340000.00
Base Market Value
1365701.20
Base Total Cost
1373020.28
Base Unrealized Gain Loss
-7319.08
Base Accrued Interest
24406.61
Local Market Value
1365701.20
Local Total Cost Amount
1373020.28
Local Unrealized Gain Loss
-7319.08
Local Accrued Interest
24406.61
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
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
4% 03 Mar 2024
Maturity Date
2024-03-03T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
3180000.00
Base Market Value
3328887.60
Base Total Cost
3259316.70
Base Unrealized Gain Loss
69570.90
Base Accrued Interest
41693.33
Local Market Value
3328887.60
Local Total Cost Amount
3259316.70
Local Unrealized Gain Loss
69570.90
Local Accrued Interest
41693.33
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: BRANCH BANKING + TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRANCH BANKING + TRUST
Security Description
2.85% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
2150000.00
Base Market Value
2196182.00
Base Total Cost
2148194.00
Base Unrealized Gain Loss
47988.00
Base Accrued Interest
15318.75
Local Market Value
2196182.00
Local Total Cost Amount
2148194.00
Local Unrealized Gain Loss
47988.00
Local Accrued Interest
15318.75
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
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: CONSOLIDATED EDISON CO O
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED EDISON CO O
Security Description
4.45% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
850000.00
Base Market Value
930758.50
Base Total Cost
849286.00
Base Unrealized Gain Loss
81472.50
Base Accrued Interest
11137.36
Local Market Value
930758.50
Local Total Cost Amount
849286.00
Local Unrealized Gain Loss
81472.50
Local Accrued Interest
11137.36
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: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
4.75% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
390000.00
Base Market Value
438418.50
Base Total Cost
413497.50
Base Unrealized Gain Loss
24921.00
Base Accrued Interest
5454.58
Local Market Value
438418.50
Local Total Cost Amount
413497.50
Local Unrealized Gain Loss
24921.00
Local Accrued Interest
5454.58
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
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
3.7% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
2950000.00
Base Market Value
3066790.50
Base Total Cost
2965282.50
Base Unrealized Gain Loss
101508.00
Base Accrued Interest
27287.50
Local Market Value
3066790.50
Local Total Cost Amount
2965282.50
Local Unrealized Gain Loss
101508.00
Local Accrued Interest
27287.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VIACOM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIACOM INC
Security Description
5.25% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
270000.00
Base Market Value
270383.40
Base Total Cost
230733.90
Base Unrealized Gain Loss
39649.50
Base Accrued Interest
3543.75
Local Market Value
270383.40
Local Total Cost Amount
230733.90
Local Unrealized Gain Loss
39649.50
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
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: HSBC HOLDINGS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HSBC HOLDINGS PLC
Security Description
4.25% 14 Mar 2024
Maturity Date
2024-03-14T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
2860000.00
Base Market Value
2958698.60
Base Total Cost
2891002.40
Base Unrealized Gain Loss
67696.20
Base Accrued Interest
36127.36
Local Market Value
2958698.60
Local Total Cost Amount
2891002.40
Local Unrealized Gain Loss
67696.20
Local Accrued Interest
36127.36
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
5.15% 15 Mar 2034
Maturity Date
2034-03-15T00:00:00.000
Interest Rate
5.15
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1156250.00
Base Total Cost
1322872.50
Base Unrealized Gain Loss
-166622.50
Base Accrued Interest
18954.86
Local Market Value
1156250.00
Local Total Cost Amount
1322872.50
Local Unrealized Gain Loss
-166622.50
Local Accrued Interest
18954.86
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
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: AXIS SPECIALTY FINAN PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AXIS SPECIALTY FINAN PLC
Security Description
2.65% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
750000.00
Base Market Value
754335.00
Base Total Cost
754837.50
Base Unrealized Gain Loss
-502.50
Base Accrued Interest
4968.75
Local Market Value
754335.00
Local Total Cost Amount
754837.50
Local Unrealized Gain Loss
-502.50
Local Accrued Interest
4968.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
4.25% 13 Mar 2026
Maturity Date
2026-03-13T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
825000.00
Base Market Value
847382.25
Base Total Cost
822541.50
Base Unrealized Gain Loss
24840.75
Base Accrued Interest
10518.75
Local Market Value
847382.25
Local Total Cost Amount
822541.50
Local Unrealized Gain Loss
24840.75
Local Accrued Interest
10518.75
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
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: HUSKY ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUSKY ENERGY INC
Security Description
4% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1216824.00
Base Total Cost
1261344.00
Base Unrealized Gain Loss
-44520.00
Base Accrued Interest
10133.33
Local Market Value
1216824.00
Local Total Cost Amount
1261344.00
Local Unrealized Gain Loss
-44520.00
Local Accrued Interest
10133.33
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: NOMURA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOMURA HOLDINGS INC
Security Description
2.75% 19 Mar 2019
Maturity Date
2019-03-19T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
600000.00
Base Market Value
606006.00
Base Total Cost
596418.00
Base Unrealized Gain Loss
9588.00
Base Accrued Interest
4675.00
Local Market Value
606006.00
Local Total Cost Amount
596418.00
Local Unrealized Gain Loss
9588.00
Local Accrued Interest
4675.00
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
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: SKANDINAVISKA ENSKILDA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SKANDINAVISKA ENSKILDA
Security Description
2.375% 25 Mar 2019
Maturity Date
2019-03-25T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
1655000.00
Base Market Value
1665145.15
Base Total Cost
1651123.25
Base Unrealized Gain Loss
14021.90
Base Accrued Interest
10481.66
Local Market Value
1665145.15
Local Total Cost Amount
1651123.25
Local Unrealized Gain Loss
14021.90
Local Accrued Interest
10481.66
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
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: UNITED AIR 2014 1 A PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED AIR 2014 1 A PTT
Security Description
4% 11 Oct 2027
Maturity Date
2027-10-11T00:00:00.000
Interest Rate
4
Original Face
725000.00
Shares Par Value
643610.34
Base Market Value
671768.29
Base Total Cost
643610.34
Base Unrealized Gain Loss
28157.95
Base Accrued Interest
5720.98
Local Market Value
671768.29
Local Total Cost Amount
643610.34
Local Unrealized Gain Loss
28157.95
Local Accrued Interest
5720.98
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: GS MORTGAGE SECURITIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE SECURITIES TRUST
Security Description
3.68% 10 Apr 2047
Maturity Date
2047-04-10T00:00:00.000
Interest Rate
3.68
Original Face
2575000.00
Shares Par Value
2408254.00
Base Market Value
2479747.60
Base Total Cost
2522748.06
Base Unrealized Gain Loss
-43000.46
Base Accrued Interest
0
Local Market Value
2479747.60
Local Total Cost Amount
2522748.06
Local Unrealized Gain Loss
-43000.46
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MIDAMERICAN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDAMERICAN ENERGY CO
Security Description
4.4% 15 Oct 2044
Maturity Date
2044-10-15T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
825000.00
Base Market Value
900132.75
Base Total Cost
908985.50
Base Unrealized Gain Loss
-8852.75
Base Accrued Interest
7663.33
Local Market Value
900132.75
Local Total Cost Amount
908985.50
Local Unrealized Gain Loss
-8852.75
Local Accrued Interest
7663.33
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
Aa2
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
2.55% 08 Apr 2019
Maturity Date
2019-04-08T00:00:00.000
Interest Rate
2.55
Original Face
0
Shares Par Value
1975000.00
Base Market Value
1993584.75
Base Total Cost
1971958.50
Base Unrealized Gain Loss
21626.25
Base Accrued Interest
11611.35
Local Market Value
1993584.75
Local Total Cost Amount
1971958.50
Local Unrealized Gain Loss
21626.25
Local Accrued Interest
11611.35
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
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: MASS INSTITUTE OF TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASS INSTITUTE OF TECH
Security Description
4.678% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4.678
Original Face
0
Shares Par Value
475000.00
Base Market Value
517085.00
Base Total Cost
475000.00
Base Unrealized Gain Loss
42085.00
Base Accrued Interest
0
Local Market Value
517085.00
Local Total Cost Amount
475000.00
Local Unrealized Gain Loss
42085.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Aaa
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WAL MART STORES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WAL MART STORES INC
Security Description
3.3% 22 Apr 2024
Maturity Date
2024-04-22T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
160000.00
Base Market Value
167065.60
Base Total Cost
159379.20
Base Unrealized Gain Loss
7686.40
Base Accrued Interest
1012.00
Local Market Value
167065.60
Local Total Cost Amount
159379.20
Local Unrealized Gain Loss
7686.40
Local Accrued Interest
1012.00
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
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: FIFTH THIRD BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIFTH THIRD BANK
Security Description
2.375% 25 Apr 2019
Maturity Date
2019-04-25T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
800000.00
Base Market Value
805328.00
Base Total Cost
799472.00
Base Unrealized Gain Loss
5856.00
Base Accrued Interest
3483.33
Local Market Value
805328.00
Local Total Cost Amount
799472.00
Local Unrealized Gain Loss
5856.00
Local Accrued Interest
3483.33
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PNC FINANCIAL SERVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PNC FINANCIAL SERVICES
Security Description
3.9% 29 Apr 2024
Maturity Date
2024-04-29T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
530000.00
Base Market Value
553521.40
Base Total Cost
528606.10
Base Unrealized Gain Loss
24915.30
Base Accrued Interest
3559.83
Local Market Value
553521.40
Local Total Cost Amount
528606.10
Local Unrealized Gain Loss
24915.30
Local Accrued Interest
3559.83
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
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: BERKSHIRE HATHAWAY ENERG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERKSHIRE HATHAWAY ENERG
Security Description
5.15% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
5.15
Original Face
0
Shares Par Value
860000.00
Base Market Value
1010534.40
Base Total Cost
854917.40
Base Unrealized Gain Loss
155617.00
Base Accrued Interest
5659.28
Local Market Value
1010534.40
Local Total Cost Amount
854917.40
Local Unrealized Gain Loss
155617.00
Local Accrued Interest
5659.28
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: OLEODUCTO CENTRAL SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OLEODUCTO CENTRAL SA
Security Description
4% 07 May 2021
Maturity Date
2021-05-07T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
250000.00
Base Market Value
259375.00
Base Total Cost
248417.50
Base Unrealized Gain Loss
10957.50
Base Accrued Interest
1500.00
Local Market Value
259375.00
Local Total Cost Amount
248417.50
Local Unrealized Gain Loss
10957.50
Local Accrued Interest
1500.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CATERPILLAR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATERPILLAR INC
Security Description
4.75% 15 May 2064
Maturity Date
2064-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
975000.00
Base Market Value
1090420.50
Base Total Cost
971841.00
Base Unrealized Gain Loss
118579.50
Base Accrued Interest
5917.71
Local Market Value
1090420.50
Local Total Cost Amount
971841.00
Local Unrealized Gain Loss
118579.50
Local Accrued Interest
5917.71
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: NORTHERN STATES PWR MINN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHERN STATES PWR MINN
Security Description
4.125% 15 May 2044
Maturity Date
2044-05-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
325000.00
Base Market Value
344776.25
Base Total Cost
324054.25
Base Unrealized Gain Loss
20722.00
Base Accrued Interest
1713.02
Local Market Value
344776.25
Local Total Cost Amount
324054.25
Local Unrealized Gain Loss
20722.00
Local Accrued Interest
1713.02
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
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: GRUPO TELEVISA SAB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRUPO TELEVISA SAB
Security Description
5% 13 May 2045
Maturity Date
2045-05-13T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
225000.00
Base Market Value
216445.50
Base Total Cost
217201.50
Base Unrealized Gain Loss
-756.00
Base Accrued Interest
1500.00
Local Market Value
216445.50
Local Total Cost Amount
217201.50
Local Unrealized Gain Loss
-756.00
Local Accrued Interest
1500.00
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
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: NEW YORK LIFE GLOBAL FDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW YORK LIFE GLOBAL FDG
Security Description
1.3% 27 Apr 2018
Maturity Date
2018-04-27T00:00:00.000
Interest Rate
1.3
Original Face
0
Shares Par Value
780000.00
Base Market Value
778806.60
Base Total Cost
779454.00
Base Unrealized Gain Loss
-647.40
Base Accrued Interest
1802.67
Local Market Value
778806.60
Local Total Cost Amount
779454.00
Local Unrealized Gain Loss
-647.40
Local Accrued Interest
1802.67
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
Aaa
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: AUTOZONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AUTOZONE INC
Security Description
2.5% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
625000.00
Base Market Value
623368.75
Base Total Cost
624762.50
Base Unrealized Gain Loss
-1393.75
Base Accrued Interest
3298.61
Local Market Value
623368.75
Local Total Cost Amount
624762.50
Local Unrealized Gain Loss
-1393.75
Local Accrued Interest
3298.61
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
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
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