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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: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
2.875% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
615000.00
Base Market Value
595990.35
Base Total Cost
609704.85
Base Unrealized Gain Loss
-13714.50
Base Accrued Interest
1473.44
Local Market Value
595990.35
Local Total Cost Amount
609704.85
Local Unrealized Gain Loss
-13714.50
Local Accrued Interest
1473.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
4.42% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
4.42
Original Face
0
Shares Par Value
2630000.00
Base Market Value
2772598.60
Base Total Cost
2734025.05
Base Unrealized Gain Loss
38573.55
Base Accrued Interest
5166.49
Local Market Value
2772598.60
Local Total Cost Amount
2734025.05
Local Unrealized Gain Loss
38573.55
Local Accrued Interest
5166.49
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
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
3.48% 01 Jun 2019
Maturity Date
2019-06-01T00:00:00.000
Interest Rate
3.48
Original Face
0
Shares Par Value
360000.00
Base Market Value
368416.80
Base Total Cost
359910.00
Base Unrealized Gain Loss
8506.80
Base Accrued Interest
1044.00
Local Market Value
368416.80
Local Total Cost Amount
359910.00
Local Unrealized Gain Loss
8506.80
Local Accrued Interest
1044.00
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: QUEST DIAGNOSTICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEST DIAGNOSTICS INC
Security Description
3.45% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
960000.00
Base Market Value
961833.60
Base Total Cost
958533.30
Base Unrealized Gain Loss
3300.30
Base Accrued Interest
2760.00
Local Market Value
961833.60
Local Total Cost Amount
958533.30
Local Unrealized Gain Loss
3300.30
Local Accrued Interest
2760.00
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
3.2% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
3310000.00
Base Market Value
3271140.60
Base Total Cost
3308576.70
Base Unrealized Gain Loss
-37436.10
Base Accrued Interest
4707.56
Local Market Value
3271140.60
Local Total Cost Amount
3308576.70
Local Unrealized Gain Loss
-37436.10
Local Accrued Interest
4707.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: PSEG POWER LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PSEG POWER LLC
Security Description
3% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
705000.00
Base Market Value
715835.85
Base Total Cost
703723.95
Base Unrealized Gain Loss
12111.90
Base Accrued Interest
940.00
Local Market Value
715835.85
Local Total Cost Amount
703723.95
Local Unrealized Gain Loss
12111.90
Local Accrued Interest
940.00
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
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: UNITED AIR 2016 1 AA PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED AIR 2016 1 AA PTT
Security Description
3.1% 07 Jan 2030
Maturity Date
2030-01-07T00:00:00.000
Interest Rate
3.1
Original Face
0
Shares Par Value
1070000.00
Base Market Value
1064650.00
Base Total Cost
1070000.00
Base Unrealized Gain Loss
-5350.00
Base Accrued Interest
16032.17
Local Market Value
1064650.00
Local Total Cost Amount
1070000.00
Local Unrealized Gain Loss
-5350.00
Local Accrued Interest
16032.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Aa3
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GE CAPITAL INTL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GE CAPITAL INTL FUNDING
Security Description
4.418% 15 Nov 2035
Maturity Date
2035-11-15T00:00:00.000
Interest Rate
4.418
Original Face
0
Shares Par Value
1960000.00
Base Market Value
2133244.40
Base Total Cost
1944924.87
Base Unrealized Gain Loss
188319.53
Base Accrued Interest
11064.64
Local Market Value
2133244.40
Local Total Cost Amount
1944924.87
Local Unrealized Gain Loss
188319.53
Local Accrued Interest
11064.64
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A1
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GE CAPITAL INTL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GE CAPITAL INTL FUNDING
Security Description
2.342% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
2.342
Original Face
0
Shares Par Value
3982000.00
Base Market Value
4013856.00
Base Total Cost
4003602.36
Base Unrealized Gain Loss
10253.64
Base Accrued Interest
11916.36
Local Market Value
4013856.00
Local Total Cost Amount
4003602.36
Local Unrealized Gain Loss
10253.64
Local Accrued Interest
11916.36
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
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: FNMA POOL 190315
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 190315
Security Description
1% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
6
Original Face
865000.00
Shares Par Value
6098.49
Base Market Value
6937.03
Base Total Cost
6271.67
Base Unrealized Gain Loss
665.36
Base Accrued Interest
0
Local Market Value
6937.03
Local Total Cost Amount
6271.67
Local Unrealized Gain Loss
665.36
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NY + PRESBYTERIAN HOSPIT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NY + PRESBYTERIAN HOSPIT
Security Description
3.563% 01 Aug 2036
Maturity Date
2036-08-01T00:00:00.000
Interest Rate
3.563
Original Face
0
Shares Par Value
650000.00
Base Market Value
630851.00
Base Total Cost
649980.50
Base Unrealized Gain Loss
-19129.50
Base Accrued Interest
9649.79
Local Market Value
630851.00
Local Total Cost Amount
649980.50
Local Unrealized Gain Loss
-19129.50
Local Accrued Interest
9649.79
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
INDUSTRIAL
Moody S Quality Rating
Aa3
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRISTATE GEN+TRANS ASSN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRISTATE GEN+TRANS ASSN
Security Description
4.25% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
415000.00
Base Market Value
408936.85
Base Total Cost
411655.10
Base Unrealized Gain Loss
-2718.25
Base Accrued Interest
1469.79
Local Market Value
408936.85
Local Total Cost Amount
411655.10
Local Unrealized Gain Loss
-2718.25
Local Accrued Interest
1469.79
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
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
2.4% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
2390000.00
Base Market Value
2358977.80
Base Total Cost
2389593.70
Base Unrealized Gain Loss
-30615.90
Base Accrued Interest
16889.33
Local Market Value
2358977.80
Local Total Cost Amount
2389593.70
Local Unrealized Gain Loss
-30615.90
Local Accrued Interest
16889.33
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
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: ITC HOLDINGS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ITC HOLDINGS CORP
Security Description
3.25% 30 Jun 2026
Maturity Date
2026-06-30T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
775000.00
Base Market Value
762359.75
Base Total Cost
773953.75
Base Unrealized Gain Loss
-11594.00
Base Accrued Interest
69.97
Local Market Value
762359.75
Local Total Cost Amount
773953.75
Local Unrealized Gain Loss
-11594.00
Local Accrued Interest
69.97
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
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
4% 15 Jul 2046
Maturity Date
2046-07-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
500000.00
Base Market Value
504945.00
Base Total Cost
466040.00
Base Unrealized Gain Loss
38905.00
Base Accrued Interest
9222.22
Local Market Value
504945.00
Local Total Cost Amount
466040.00
Local Unrealized Gain Loss
38905.00
Local Accrued Interest
9222.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
3% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
985000.00
Base Market Value
978233.05
Base Total Cost
984123.35
Base Unrealized Gain Loss
-5890.30
Base Accrued Interest
13625.83
Local Market Value
978233.05
Local Total Cost Amount
984123.35
Local Unrealized Gain Loss
-5890.30
Local Accrued Interest
13625.83
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: EXPRESS SCRIPTS HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXPRESS SCRIPTS HOLDING
Security Description
3.4% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
990000.00
Base Market Value
955478.70
Base Total Cost
938609.10
Base Unrealized Gain Loss
16869.60
Base Accrued Interest
11220.00
Local Market Value
955478.70
Local Total Cost Amount
938609.10
Local Unrealized Gain Loss
16869.60
Local Accrued Interest
11220.00
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: CBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CBS CORP
Security Description
2.9% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
1270000.00
Base Market Value
1202867.80
Base Total Cost
1249045.00
Base Unrealized Gain Loss
-46177.20
Base Accrued Interest
16982.72
Local Market Value
1202867.80
Local Total Cost Amount
1249045.00
Local Unrealized Gain Loss
-46177.20
Local Accrued Interest
16982.72
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
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COMCAST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMCAST CORP
Security Description
2.35% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
2.35
Original Face
0
Shares Par Value
1360000.00
Base Market Value
1276468.80
Base Total Cost
1358368.00
Base Unrealized Gain Loss
-81899.20
Base Accrued Interest
14737.11
Local Market Value
1276468.80
Local Total Cost Amount
1358368.00
Local Unrealized Gain Loss
-81899.20
Local Accrued Interest
14737.11
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
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
2.95% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
1220000.00
Base Market Value
1177422.00
Base Total Cost
1217364.80
Base Unrealized Gain Loss
-39942.80
Base Accrued Interest
8997.50
Local Market Value
1177422.00
Local Total Cost Amount
1217364.80
Local Unrealized Gain Loss
-39942.80
Local Accrued Interest
8997.50
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
4.1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
455000.00
Base Market Value
419091.40
Base Total Cost
451209.85
Base Unrealized Gain Loss
-32118.45
Base Accrued Interest
4663.75
Local Market Value
419091.40
Local Total Cost Amount
451209.85
Local Unrealized Gain Loss
-32118.45
Local Accrued Interest
4663.75
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
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
3.125% 27 Jul 2026
Maturity Date
2026-07-27T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
1155000.00
Base Market Value
1122948.75
Base Total Cost
1147146.00
Base Unrealized Gain Loss
-24197.25
Base Accrued Interest
15440.10
Local Market Value
1122948.75
Local Total Cost Amount
1147146.00
Local Unrealized Gain Loss
-24197.25
Local Accrued Interest
15440.10
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
290000.00
Base Market Value
304500.00
Base Total Cost
290000.00
Base Unrealized Gain Loss
14500.00
Base Accrued Interest
2177.42
Local Market Value
304500.00
Local Total Cost Amount
290000.00
Local Unrealized Gain Loss
14500.00
Local Accrued Interest
2177.42
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
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
4.375% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1273129.00
Base Total Cost
1295892.00
Base Unrealized Gain Loss
-22763.00
Base Accrued Interest
4739.58
Local Market Value
1273129.00
Local Total Cost Amount
1295892.00
Local Unrealized Gain Loss
-22763.00
Local Accrued Interest
4739.58
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
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: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
3.45% 27 Jul 2026
Maturity Date
2026-07-27T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
250000.00
Base Market Value
241797.50
Base Total Cost
249727.50
Base Unrealized Gain Loss
-7930.00
Base Accrued Interest
3689.58
Local Market Value
241797.50
Local Total Cost Amount
249727.50
Local Unrealized Gain Loss
-7930.00
Local Accrued Interest
3689.58
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
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 NY MELLON CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NY MELLON CORP
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
870000.00
Base Market Value
877482.00
Base Total Cost
870000.00
Base Unrealized Gain Loss
7482.00
Base Accrued Interest
11288.85
Local Market Value
877482.00
Local Total Cost Amount
870000.00
Local Unrealized Gain Loss
7482.00
Local Accrued Interest
11288.85
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
3.85% 04 Aug 2046
Maturity Date
2046-08-04T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
1010000.00
Base Market Value
1009313.20
Base Total Cost
1053318.90
Base Unrealized Gain Loss
-44005.70
Base Accrued Interest
15878.04
Local Market Value
1009313.20
Local Total Cost Amount
1053318.90
Local Unrealized Gain Loss
-44005.70
Local Accrued Interest
15878.04
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
Aa1
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
3.95% 08 Aug 2056
Maturity Date
2056-08-08T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
2850000.00
Base Market Value
2850399.00
Base Total Cost
2688988.00
Base Unrealized Gain Loss
161411.00
Base Accrued Interest
44717.28
Local Market Value
2850399.00
Local Total Cost Amount
2688988.00
Local Unrealized Gain Loss
161411.00
Local Accrued Interest
44717.28
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
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
3.7% 08 Aug 2046
Maturity Date
2046-08-08T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
205000.00
Base Market Value
202855.70
Base Total Cost
204923.45
Base Unrealized Gain Loss
-2067.75
Base Accrued Interest
3012.93
Local Market Value
202855.70
Local Total Cost Amount
204923.45
Local Unrealized Gain Loss
-2067.75
Local Accrued Interest
3012.93
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
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: OWENS CORNING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS CORNING
Security Description
3.4% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
1110000.00
Base Market Value
1093461.00
Base Total Cost
1061670.60
Base Unrealized Gain Loss
31790.40
Base Accrued Interest
14257.33
Local Market Value
1093461.00
Local Total Cost Amount
1061670.60
Local Unrealized Gain Loss
31790.40
Local Accrued Interest
14257.33
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
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: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
5.2% 15 Jul 2045
Maturity Date
2045-07-15T00:00:00.000
Interest Rate
5.2
Original Face
0
Shares Par Value
800000.00
Base Market Value
865464.00
Base Total Cost
796848.00
Base Unrealized Gain Loss
68616.00
Base Accrued Interest
19182.22
Local Market Value
865464.00
Local Total Cost Amount
796848.00
Local Unrealized Gain Loss
68616.00
Local Accrued Interest
19182.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: BP CAPITAL MARKETS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BP CAPITAL MARKETS PLC
Security Description
3.017% 16 Jan 2027
Maturity Date
2027-01-16T00:00:00.000
Interest Rate
3.017
Original Face
0
Shares Par Value
685000.00
Base Market Value
666443.35
Base Total Cost
685000.00
Base Unrealized Gain Loss
-18556.65
Base Accrued Interest
9472.12
Local Market Value
666443.35
Local Total Cost Amount
685000.00
Local Unrealized Gain Loss
-18556.65
Local Accrued Interest
9472.12
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
A-
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
1.85% 20 Sep 2021
Maturity Date
2021-09-20T00:00:00.000
Interest Rate
1.85
Original Face
0
Shares Par Value
1000000.00
Base Market Value
987670.00
Base Total Cost
999860.00
Base Unrealized Gain Loss
-12190.00
Base Accrued Interest
5190.28
Local Market Value
987670.00
Local Total Cost Amount
999860.00
Local Unrealized Gain Loss
-12190.00
Local Accrued Interest
5190.28
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
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: DUKE ENERGY PROGRESS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY PROGRESS LLC
Security Description
3.7% 15 Oct 2046
Maturity Date
2046-10-15T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
590000.00
Base Market Value
579869.70
Base Total Cost
588495.50
Base Unrealized Gain Loss
-8625.80
Base Accrued Interest
4608.55
Local Market Value
579869.70
Local Total Cost Amount
588495.50
Local Unrealized Gain Loss
-8625.80
Local Accrued Interest
4608.55
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
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
2.5% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
730000.00
Base Market Value
719188.70
Base Total Cost
727415.80
Base Unrealized Gain Loss
-8227.10
Base Accrued Interest
6083.33
Local Market Value
719188.70
Local Total Cost Amount
727415.80
Local Unrealized Gain Loss
-8227.10
Local Accrued Interest
6083.33
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
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: SHIRE ACQ INV IRELAND DA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHIRE ACQ INV IRELAND DA
Security Description
2.4% 23 Sep 2021
Maturity Date
2021-09-23T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
5220000.00
Base Market Value
5159134.80
Base Total Cost
5214362.40
Base Unrealized Gain Loss
-55227.60
Base Accrued Interest
34104.00
Local Market Value
5159134.80
Local Total Cost Amount
5214362.40
Local Unrealized Gain Loss
-55227.60
Local Accrued Interest
34104.00
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: HONEYWELL INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HONEYWELL INTERNATIONAL
Security Description
2.5% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
1425000.00
Base Market Value
1367900.25
Base Total Cost
1403240.25
Base Unrealized Gain Loss
-35340.00
Base Accrued Interest
5937.50
Local Market Value
1367900.25
Local Total Cost Amount
1403240.25
Local Unrealized Gain Loss
-35340.00
Local Accrued Interest
5937.50
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
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: CMS ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CMS ENERGY CORP
Security Description
2.95% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
900000.00
Base Market Value
863073.00
Base Total Cost
897252.90
Base Unrealized Gain Loss
-34179.90
Base Accrued Interest
10030.00
Local Market Value
863073.00
Local Total Cost Amount
897252.90
Local Unrealized Gain Loss
-34179.90
Local Accrued Interest
10030.00
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
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: JOHNS HOPKINS HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHNS HOPKINS HEALTH SYS
Security Description
3.837% 15 May 2046
Maturity Date
2046-05-15T00:00:00.000
Interest Rate
3.837
Original Face
0
Shares Par Value
700000.00
Base Market Value
699440.00
Base Total Cost
700000.00
Base Unrealized Gain Loss
-560.00
Base Accrued Interest
3431.98
Local Market Value
699440.00
Local Total Cost Amount
700000.00
Local Unrealized Gain Loss
-560.00
Local Accrued Interest
3431.98
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CONSOLIDATED EDISON CO O
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED EDISON CO O
Security Description
4.3% 01 Dec 2056
Maturity Date
2056-12-01T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
110000.00
Base Market Value
114660.70
Base Total Cost
109041.90
Base Unrealized Gain Loss
5618.80
Base Accrued Interest
394.17
Local Market Value
114660.70
Local Total Cost Amount
109041.90
Local Unrealized Gain Loss
5618.80
Local Accrued Interest
394.17
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
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: VIRGINIA ELEC + POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGINIA ELEC + POWER CO
Security Description
4% 15 Nov 2046
Maturity Date
2046-11-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
485000.00
Base Market Value
500073.80
Base Total Cost
482730.20
Base Unrealized Gain Loss
17343.60
Base Accrued Interest
2478.89
Local Market Value
500073.80
Local Total Cost Amount
482730.20
Local Unrealized Gain Loss
17343.60
Local Accrued Interest
2478.89
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
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: AMERICAN WATER CAPITAL C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN WATER CAPITAL C
Security Description
4% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
635000.00
Base Market Value
658463.25
Base Total Cost
629716.80
Base Unrealized Gain Loss
28746.45
Base Accrued Interest
2116.67
Local Market Value
658463.25
Local Total Cost Amount
629716.80
Local Unrealized Gain Loss
28746.45
Local Accrued Interest
2116.67
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
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CRED SUIS GP FUN LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRED SUIS GP FUN LTD
Security Description
3.8% 09 Jun 2023
Maturity Date
2023-06-09T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
3680000.00
Base Market Value
3793932.80
Base Total Cost
3676351.20
Base Unrealized Gain Loss
117581.60
Base Accrued Interest
8157.34
Local Market Value
3793932.80
Local Total Cost Amount
3676351.20
Local Unrealized Gain Loss
117581.60
Local Accrued Interest
8157.34
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PLAINS ALL AMER PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLAINS ALL AMER PIPELINE
Security Description
4.5% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1655000.00
Base Market Value
1673784.25
Base Total Cost
1650822.95
Base Unrealized Gain Loss
22961.30
Base Accrued Interest
3310.00
Local Market Value
1673784.25
Local Total Cost Amount
1650822.95
Local Unrealized Gain Loss
22961.30
Local Accrued Interest
3310.00
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
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: KEY BANK NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KEY BANK NA
Security Description
2.5% 22 Nov 2021
Maturity Date
2021-11-22T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
945000.00
Base Market Value
948014.55
Base Total Cost
942835.95
Base Unrealized Gain Loss
5178.60
Base Accrued Interest
2559.38
Local Market Value
948014.55
Local Total Cost Amount
942835.95
Local Unrealized Gain Loss
5178.60
Local Accrued Interest
2559.38
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: ABBOTT LABORATORIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBOTT LABORATORIES
Security Description
2.9% 30 Nov 2021
Maturity Date
2021-11-30T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
1935000.00
Base Market Value
1956613.95
Base Total Cost
1931575.05
Base Unrealized Gain Loss
25038.90
Base Accrued Interest
4832.13
Local Market Value
1956613.95
Local Total Cost Amount
1931575.05
Local Unrealized Gain Loss
25038.90
Local Accrued Interest
4832.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SUNTRUST BANKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUNTRUST BANKS INC
Security Description
2.7% 27 Jan 2022
Maturity Date
2022-01-27T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
1485000.00
Base Market Value
1488103.65
Base Total Cost
1483099.20
Base Unrealized Gain Loss
5004.45
Base Accrued Interest
23388.75
Local Market Value
1488103.65
Local Total Cost Amount
1483099.20
Local Unrealized Gain Loss
5004.45
Local Accrued Interest
23388.75
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
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: XCEL ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
XCEL ENERGY INC
Security Description
3.35% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
3.35
Original Face
0
Shares Par Value
1055000.00
Base Market Value
1064758.75
Base Total Cost
1052953.30
Base Unrealized Gain Loss
11805.45
Base Accrued Interest
2945.21
Local Market Value
1064758.75
Local Total Cost Amount
1052953.30
Local Unrealized Gain Loss
11805.45
Local Accrued Interest
2945.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.384% 23 Oct 2035
Maturity Date
2035-10-23T00:00:00.000
Interest Rate
6.384
Original Face
0
Shares Par Value
850000.00
Base Market Value
1007547.50
Base Total Cost
850000.00
Base Unrealized Gain Loss
157547.50
Base Accrued Interest
10249.87
Local Market Value
1007547.50
Local Total Cost Amount
850000.00
Local Unrealized Gain Loss
157547.50
Local Accrued Interest
10249.87
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
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.484% 23 Oct 2045
Maturity Date
2045-10-23T00:00:00.000
Interest Rate
6.484
Original Face
0
Shares Par Value
2144000.00
Base Market Value
2573250.24
Base Total Cost
2349259.64
Base Unrealized Gain Loss
223990.60
Base Accrued Interest
26258.76
Local Market Value
2573250.24
Local Total Cost Amount
2349259.64
Local Unrealized Gain Loss
223990.60
Local Accrued Interest
26258.76
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
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