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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: KINDER MORGAN INC/DELAWA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDER MORGAN INC/DELAWA
Security Description
7.25% 01 Jun 2018
Maturity Date
2018-06-01T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
2763000.00
Base Market Value
2892280.77
Base Total Cost
3193255.00
Base Unrealized Gain Loss
-300974.23
Base Accrued Interest
16693.12
Local Market Value
2892280.77
Local Total Cost Amount
3193255.00
Local Unrealized Gain Loss
-300974.23
Local Accrued Interest
16693.12
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: COX COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COX COMMUNICATIONS INC
Security Description
6.95% 01 Jun 2038
Maturity Date
2038-06-01T00:00:00.000
Interest Rate
6.95
Original Face
0
Shares Par Value
800000.00
Base Market Value
920136.00
Base Total Cost
798008.00
Base Unrealized Gain Loss
122128.00
Base Accrued Interest
4633.33
Local Market Value
920136.00
Local Total Cost Amount
798008.00
Local Unrealized Gain Loss
122128.00
Local Accrued Interest
4633.33
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: RIO TINTO FIN USA LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RIO TINTO FIN USA LTD
Security Description
7.125% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
402000.00
Base Market Value
534422.82
Base Total Cost
524344.28
Base Unrealized Gain Loss
10078.54
Base Accrued Interest
13207.38
Local Market Value
534422.82
Local Total Cost Amount
524344.28
Local Unrealized Gain Loss
10078.54
Local Accrued Interest
13207.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DEUTSCHE TELEKOM INT FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE TELEKOM INT FIN
Security Description
6.75% 20 Aug 2018
Maturity Date
2018-08-20T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1950000.00
Base Market Value
2053467.00
Base Total Cost
1965892.50
Base Unrealized Gain Loss
87574.50
Base Accrued Interest
47896.88
Local Market Value
2053467.00
Local Total Cost Amount
1965892.50
Local Unrealized Gain Loss
87574.50
Local Accrued Interest
47896.88
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
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
1% 29 Mar 2049
Maturity Date
2049-03-29T00:00:00.000
Interest Rate
7.98
Original Face
0
Shares Par Value
2108000.00
Base Market Value
2189685.00
Base Total Cost
2214406.25
Base Unrealized Gain Loss
-24721.25
Base Accrued Interest
49530.96
Local Market Value
2189685.00
Local Total Cost Amount
2214406.25
Local Unrealized Gain Loss
-24721.25
Local Accrued Interest
49530.96
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: JERSEY CENTRAL PWR + LT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JERSEY CENTRAL PWR + LT
Security Description
7.35% 01 Feb 2019
Maturity Date
2019-02-01T00:00:00.000
Interest Rate
7.35
Original Face
0
Shares Par Value
900000.00
Base Market Value
969345.00
Base Total Cost
898857.00
Base Unrealized Gain Loss
70488.00
Base Accrued Interest
27562.50
Local Market Value
969345.00
Local Total Cost Amount
898857.00
Local Unrealized Gain Loss
70488.00
Local Accrued Interest
27562.50
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
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: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
8.25% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1190000.00
Base Market Value
1312748.50
Base Total Cost
1182241.20
Base Unrealized Gain Loss
130507.30
Base Accrued Interest
24543.75
Local Market Value
1312748.50
Local Total Cost Amount
1182241.20
Local Unrealized Gain Loss
130507.30
Local Accrued Interest
24543.75
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
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: ATMOS ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATMOS ENERGY CORP
Security Description
8.5% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
1280000.00
Base Market Value
1417228.80
Base Total Cost
1277606.40
Base Unrealized Gain Loss
139622.40
Base Accrued Interest
32035.56
Local Market Value
1417228.80
Local Total Cost Amount
1277606.40
Local Unrealized Gain Loss
139622.40
Local Accrued Interest
32035.56
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
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: ENERGY TRANSFER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER LP
Security Description
9% 15 Apr 2019
Maturity Date
2019-04-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
1147000.00
Base Market Value
1275544.29
Base Total Cost
1435855.23
Base Unrealized Gain Loss
-160310.94
Base Accrued Interest
21793.00
Local Market Value
1275544.29
Local Total Cost Amount
1435855.23
Local Unrealized Gain Loss
-160310.94
Local Accrued Interest
21793.00
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: CVS PASS THROUGH TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS PASS THROUGH TRUST
Security Description
6.036% 10 Dec 2028
Maturity Date
2028-12-10T00:00:00.000
Interest Rate
6.036
Original Face
2550000.00
Shares Par Value
1392710.75
Base Market Value
1571047.36
Base Total Cost
1392710.75
Base Unrealized Gain Loss
178336.61
Base Accrued Interest
4903.73
Local Market Value
1571047.36
Local Total Cost Amount
1392710.75
Local Unrealized Gain Loss
178336.61
Local Accrued Interest
4903.73
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: CREDIT SUISSE NEW YORK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE NEW YORK
Security Description
5.3% 13 Aug 2019
Maturity Date
2019-08-13T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
340000.00
Base Market Value
363157.40
Base Total Cost
354150.80
Base Unrealized Gain Loss
9006.60
Base Accrued Interest
6907.67
Local Market Value
363157.40
Local Total Cost Amount
354150.80
Local Unrealized Gain Loss
9006.60
Local Accrued Interest
6907.67
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
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: DOMINION ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOMINION ENERGY INC
Security Description
5.2% 15 Aug 2019
Maturity Date
2019-08-15T00:00:00.000
Interest Rate
5.2
Original Face
0
Shares Par Value
2025000.00
Base Market Value
2156078.25
Base Total Cost
2102982.75
Base Unrealized Gain Loss
53095.50
Base Accrued Interest
39780.00
Local Market Value
2156078.25
Local Total Cost Amount
2102982.75
Local Unrealized Gain Loss
53095.50
Local Accrued Interest
39780.00
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: PHARMACIA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PHARMACIA LLC
Security Description
6.75% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1545000.00
Base Market Value
1980875.40
Base Total Cost
1873034.40
Base Unrealized Gain Loss
107841.00
Base Accrued Interest
4635.00
Local Market Value
1980875.40
Local Total Cost Amount
1873034.40
Local Unrealized Gain Loss
107841.00
Local Accrued Interest
4635.00
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
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: TENNESSEE GAS PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENNESSEE GAS PIPELINE
Security Description
7% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1700000.00
Base Market Value
2023748.00
Base Total Cost
1844500.00
Base Unrealized Gain Loss
179248.00
Base Accrued Interest
35038.89
Local Market Value
2023748.00
Local Total Cost Amount
1844500.00
Local Unrealized Gain Loss
179248.00
Local Accrued Interest
35038.89
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: NORTHROP GRUMMAN SYSTEMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHROP GRUMMAN SYSTEMS
Security Description
7.875% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
605000.00
Base Market Value
802865.25
Base Total Cost
784207.05
Base Unrealized Gain Loss
18658.20
Base Accrued Interest
15881.25
Local Market Value
802865.25
Local Total Cost Amount
784207.05
Local Unrealized Gain Loss
18658.20
Local Accrued Interest
15881.25
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
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: JPMORGAN CHASE BANK NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE BANK NA
Security Description
8.25% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1020000.00
Base Market Value
1305630.60
Base Total Cost
1314168.00
Base Unrealized Gain Loss
-8537.40
Base Accrued Interest
14025.00
Local Market Value
1305630.60
Local Total Cost Amount
1314168.00
Local Unrealized Gain Loss
-8537.40
Local Accrued Interest
14025.00
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
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: TRANSCANADA PIPELINES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSCANADA PIPELINES
Security Description
9.875% 01 Jan 2021
Maturity Date
2021-01-01T00:00:00.000
Interest Rate
9.875
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1737330.00
Base Total Cost
1958754.00
Base Unrealized Gain Loss
-221424.00
Base Accrued Interest
0
Local Market Value
1737330.00
Local Total Cost Amount
1958754.00
Local Unrealized Gain Loss
-221424.00
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
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: TCI COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TCI COMMUNICATIONS INC
Security Description
7.875% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
670000.00
Base Market Value
904372.70
Base Total Cost
757536.67
Base Unrealized Gain Loss
146836.03
Base Accrued Interest
19932.50
Local Market Value
904372.70
Local Total Cost Amount
757536.67
Local Unrealized Gain Loss
146836.03
Local Accrued Interest
19932.50
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: TIME WARNER COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER COS INC
Security Description
7.57% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
7.57
Original Face
0
Shares Par Value
1495000.00
Base Market Value
1855952.80
Base Total Cost
1676627.55
Base Unrealized Gain Loss
179325.25
Base Accrued Interest
47154.79
Local Market Value
1855952.80
Local Total Cost Amount
1676627.55
Local Unrealized Gain Loss
179325.25
Local Accrued Interest
47154.79
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
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: CONTL AIRLINES 1999 1
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 1999 1
Security Description
6.545% 02 Aug 2020
Maturity Date
2020-08-02T00:00:00.000
Interest Rate
6.545
Original Face
2105000.00
Shares Par Value
431800.02
Base Market Value
450151.52
Base Total Cost
364048.68
Base Unrealized Gain Loss
86102.84
Base Accrued Interest
11697.04
Local Market Value
450151.52
Local Total Cost Amount
364048.68
Local Unrealized Gain Loss
86102.84
Local Accrued Interest
11697.04
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
-9582905.73
Base Market Value
-9582905.73
Base Total Cost
-9582905.73
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-9582905.73
Local Total Cost Amount
-9582905.73
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONOCOPHILLIPS HLDG CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS HLDG CO
Security Description
6.95% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
6.95
Original Face
0
Shares Par Value
675000.00
Base Market Value
865734.75
Base Total Cost
827374.50
Base Unrealized Gain Loss
38360.25
Base Accrued Interest
9903.75
Local Market Value
865734.75
Local Total Cost Amount
827374.50
Local Unrealized Gain Loss
38360.25
Local Accrued Interest
9903.75
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
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: KERR MCGEE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KERR MCGEE CORP
Security Description
7.875% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1735681.50
Base Total Cost
1740757.50
Base Unrealized Gain Loss
-5076.00
Base Accrued Interest
31303.13
Local Market Value
1735681.50
Local Total Cost Amount
1740757.50
Local Unrealized Gain Loss
-5076.00
Local Accrued Interest
31303.13
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
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: GENERAL ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL ELECTRIC CO
Security Description
6.75% 15 Mar 2032
Maturity Date
2032-03-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
666000.00
Base Market Value
912866.22
Base Total Cost
785773.44
Base Unrealized Gain Loss
127092.78
Base Accrued Interest
13236.75
Local Market Value
912866.22
Local Total Cost Amount
785773.44
Local Unrealized Gain Loss
127092.78
Local Accrued Interest
13236.75
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
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DUKE ENERGY FLORIDA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY FLORIDA LLC
Security Description
5.9% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.9
Original Face
0
Shares Par Value
1380000.00
Base Market Value
1679529.00
Base Total Cost
1355477.40
Base Unrealized Gain Loss
324051.60
Base Accrued Interest
27140.00
Local Market Value
1679529.00
Local Total Cost Amount
1355477.40
Local Unrealized Gain Loss
324051.60
Local Accrued Interest
27140.00
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
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: ONCOR ELECTRIC DELIVERY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONCOR ELECTRIC DELIVERY
Security Description
7% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1480000.00
Base Market Value
1781638.80
Base Total Cost
1901162.85
Base Unrealized Gain Loss
-119524.05
Base Accrued Interest
34533.33
Local Market Value
1781638.80
Local Total Cost Amount
1901162.85
Local Unrealized Gain Loss
-119524.05
Local Accrued Interest
34533.33
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
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VODAFONE GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VODAFONE GROUP PLC
Security Description
4.625% 15 Jul 2018
Maturity Date
2018-07-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
3500000.00
Base Market Value
3599295.00
Base Total Cost
3715355.00
Base Unrealized Gain Loss
-116060.00
Base Accrued Interest
74642.36
Local Market Value
3599295.00
Local Total Cost Amount
3715355.00
Local Unrealized Gain Loss
-116060.00
Local Accrued Interest
74642.36
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
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
5.2% 01 Sep 2020
Maturity Date
2020-09-01T00:00:00.000
Interest Rate
5.2
Original Face
0
Shares Par Value
610000.00
Base Market Value
662051.30
Base Total Cost
682236.20
Base Unrealized Gain Loss
-20184.90
Base Accrued Interest
10573.33
Local Market Value
662051.30
Local Total Cost Amount
682236.20
Local Unrealized Gain Loss
-20184.90
Local Accrued Interest
10573.33
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
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: KINDER MORGAN ENER PART
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDER MORGAN ENER PART
Security Description
6.55% 15 Sep 2040
Maturity Date
2040-09-15T00:00:00.000
Interest Rate
6.55
Original Face
0
Shares Par Value
700000.00
Base Market Value
800660.00
Base Total Cost
749084.00
Base Unrealized Gain Loss
51576.00
Base Accrued Interest
13500.28
Local Market Value
800660.00
Local Total Cost Amount
749084.00
Local Unrealized Gain Loss
51576.00
Local Accrued Interest
13500.28
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
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: DISCOVERY COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVERY COMMUNICATIONS
Security Description
6.35% 01 Jun 2040
Maturity Date
2040-06-01T00:00:00.000
Interest Rate
6.35
Original Face
0
Shares Par Value
325000.00
Base Market Value
358211.75
Base Total Cost
330697.25
Base Unrealized Gain Loss
27514.50
Base Accrued Interest
1719.79
Local Market Value
358211.75
Local Total Cost Amount
330697.25
Local Unrealized Gain Loss
27514.50
Local Accrued Interest
1719.79
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
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: COVIDIEN INTL FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVIDIEN INTL FINANCE SA
Security Description
4.2% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
837000.00
Base Market Value
887538.06
Base Total Cost
859749.66
Base Unrealized Gain Loss
27788.40
Base Accrued Interest
1562.40
Local Market Value
887538.06
Local Total Cost Amount
859749.66
Local Unrealized Gain Loss
27788.40
Local Accrued Interest
1562.40
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CENOVUS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENOVUS ENERGY INC
Security Description
5.7% 15 Oct 2019
Maturity Date
2019-10-15T00:00:00.000
Interest Rate
5.7
Original Face
0
Shares Par Value
2400000.00
Base Market Value
2532936.00
Base Total Cost
2463000.00
Base Unrealized Gain Loss
69936.00
Base Accrued Interest
28880.00
Local Market Value
2532936.00
Local Total Cost Amount
2463000.00
Local Unrealized Gain Loss
69936.00
Local Accrued Interest
28880.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: DELTA AIR LINES 2010 1 A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES 2010 1 A
Security Description
6.2% 02 Jan 2020
Maturity Date
2020-01-02T00:00:00.000
Interest Rate
6.2
Original Face
1750000.00
Shares Par Value
762749.15
Base Market Value
792305.68
Base Total Cost
764908.88
Base Unrealized Gain Loss
27396.80
Base Accrued Interest
23513.86
Local Market Value
792305.68
Local Total Cost Amount
764908.88
Local Unrealized Gain Loss
27396.80
Local Accrued Interest
23513.86
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
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: ERP OPERATING LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ERP OPERATING LP
Security Description
4.75% 15 Jul 2020
Maturity Date
2020-07-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
974000.00
Base Market Value
1038381.40
Base Total Cost
1062128.64
Base Unrealized Gain Loss
-23747.24
Base Accrued Interest
2056.23
Local Market Value
1038381.40
Local Total Cost Amount
1062128.64
Local Unrealized Gain Loss
-23747.24
Local Accrued Interest
2056.23
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: BARCLAYS BANK PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS BANK PLC
Security Description
5.14% 14 Oct 2020
Maturity Date
2020-10-14T00:00:00.000
Interest Rate
5.14
Original Face
0
Shares Par Value
4285000.00
Base Market Value
4586192.65
Base Total Cost
4392386.80
Base Unrealized Gain Loss
193805.85
Base Accrued Interest
47108.81
Local Market Value
4586192.65
Local Total Cost Amount
4392386.80
Local Unrealized Gain Loss
193805.85
Local Accrued Interest
47108.81
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: REPUBLIC OF PERU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF PERU
Security Description
5.625% 18 Nov 2050
Maturity Date
2050-11-18T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
461000.00
Base Market Value
558501.50
Base Total Cost
544734.55
Base Unrealized Gain Loss
13766.95
Base Accrued Interest
3097.34
Local Market Value
558501.50
Local Total Cost Amount
544734.55
Local Unrealized Gain Loss
13766.95
Local Accrued Interest
3097.34
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: AMERICAN TOWER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN TOWER CORP
Security Description
4.5% 15 Jan 2018
Maturity Date
2018-01-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1575000.00
Base Market Value
1596577.50
Base Total Cost
1573755.75
Base Unrealized Gain Loss
22821.75
Base Accrued Interest
32681.25
Local Market Value
1596577.50
Local Total Cost Amount
1573755.75
Local Unrealized Gain Loss
22821.75
Local Accrued Interest
32681.25
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
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MACQUARIE BANK LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACQUARIE BANK LTD
Security Description
6.625% 07 Apr 2021
Maturity Date
2021-04-07T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
2145000.00
Base Market Value
2417264.85
Base Total Cost
2140817.25
Base Unrealized Gain Loss
276447.60
Base Accrued Interest
33158.12
Local Market Value
2417264.85
Local Total Cost Amount
2140817.25
Local Unrealized Gain Loss
276447.60
Local Accrued Interest
33158.12
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
CAD
Local Currency Code: CAD • Trade Country Name: CANADA • Security Name: HEXO CORP
Local Currency Code
CAD
Trade Country Name
CANADA
Security Name
HEXO CORP
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
49900
Base Market Value
266922.52
Base Total Cost
243251.33
Base Unrealized Gain Loss
23671.19
Base Accrued Interest
0
Local Market Value
348801
Local Total Cost Amount
322998.25
Local Unrealized Gain Loss
25802.75
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
HEALTH CARE
Minor Industry Name
PHARMACEUTICALS
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: REPUBLIC OF INDONESIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF INDONESIA
Security Description
4.875% 05 May 2021
Maturity Date
2021-05-05T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1396213.00
Base Total Cost
1339000.00
Base Unrealized Gain Loss
57213.00
Base Accrued Interest
9858.33
Local Market Value
1396213.00
Local Total Cost Amount
1339000.00
Local Unrealized Gain Loss
57213.00
Local Accrued Interest
9858.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
FOREIGN
Minor Industry Name
SOVEREIGN
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
5% 15 May 2018
Maturity Date
2018-05-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2100000.00
Base Market Value
2153718.00
Base Total Cost
2099874.00
Base Unrealized Gain Loss
53844.00
Base Accrued Interest
13416.67
Local Market Value
2153718.00
Local Total Cost Amount
2099874.00
Local Unrealized Gain Loss
53844.00
Local Accrued Interest
13416.67
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
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: ENERGY TRANSFER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER LP
Security Description
4.65% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1054880.00
Base Total Cost
1034800.00
Base Unrealized Gain Loss
20080.00
Base Accrued Interest
3875.00
Local Market Value
1054880.00
Local Total Cost Amount
1034800.00
Local Unrealized Gain Loss
20080.00
Local Accrued Interest
3875.00
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: WESTERN GAS PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN GAS PARTNERS
Security Description
5.375% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1073530.00
Base Total Cost
987780.00
Base Unrealized Gain Loss
85750.00
Base Accrued Interest
4479.17
Local Market Value
1073530.00
Local Total Cost Amount
987780.00
Local Unrealized Gain Loss
85750.00
Local Accrued Interest
4479.17
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
5.35% 01 Sep 2040
Maturity Date
2040-09-01T00:00:00.000
Interest Rate
5.35
Original Face
0
Shares Par Value
951000.00
Base Market Value
1006985.37
Base Total Cost
1035125.46
Base Unrealized Gain Loss
-28140.09
Base Accrued Interest
16959.50
Local Market Value
1006985.37
Local Total Cost Amount
1035125.46
Local Unrealized Gain Loss
-28140.09
Local Accrued Interest
16959.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.1% 13 Sep 2018
Maturity Date
2018-09-13T00:00:00.000
Interest Rate
1.1
Original Face
0
Shares Par Value
220000.00
Base Market Value
219159.60
Base Total Cost
220000.00
Base Unrealized Gain Loss
-840.40
Base Accrued Interest
726.00
Local Market Value
219159.60
Local Total Cost Amount
220000.00
Local Unrealized Gain Loss
-840.40
Local Accrued Interest
726.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
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: REPUBLIC OF COLOMBIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF COLOMBIA
Security Description
4.375% 12 Jul 2021
Maturity Date
2021-07-12T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1550000.00
Base Market Value
1649200.00
Base Total Cost
1543784.50
Base Unrealized Gain Loss
105415.50
Base Accrued Interest
31834.20
Local Market Value
1649200.00
Local Total Cost Amount
1543784.50
Local Unrealized Gain Loss
105415.50
Local Accrued Interest
31834.20
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: EXELON CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXELON CORP
Security Description
2.85% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
880000.00
Base Market Value
894018.40
Base Total Cost
879832.80
Base Unrealized Gain Loss
14185.60
Base Accrued Interest
1114.67
Local Market Value
894018.40
Local Total Cost Amount
879832.80
Local Unrealized Gain Loss
14185.60
Local Accrued Interest
1114.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
5.7% 15 Aug 2035
Maturity Date
2035-08-15T00:00:00.000
Interest Rate
5.7
Original Face
0
Shares Par Value
1610000.00
Base Market Value
1907850.00
Base Total Cost
2025589.30
Base Unrealized Gain Loss
-117739.30
Base Accrued Interest
34668.67
Local Market Value
1907850.00
Local Total Cost Amount
2025589.30
Local Unrealized Gain Loss
-117739.30
Local Accrued Interest
34668.67
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
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
4.45% 12 Jun 2025
Maturity Date
2025-06-12T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
825000.00
Base Market Value
883863.75
Base Total Cost
873468.75
Base Unrealized Gain Loss
10395.00
Base Accrued Interest
1937.60
Local Market Value
883863.75
Local Total Cost Amount
873468.75
Local Unrealized Gain Loss
10395.00
Local Accrued Interest
1937.60
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
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: DEVON ENERGY CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEVON ENERGY CORPORATION
Security Description
5% 15 Jun 2045
Maturity Date
2045-06-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1475000.00
Base Market Value
1490104.00
Base Total Cost
1344988.69
Base Unrealized Gain Loss
145115.31
Base Accrued Interest
3277.79
Local Market Value
1490104.00
Local Total Cost Amount
1344988.69
Local Unrealized Gain Loss
145115.31
Local Accrued Interest
3277.79
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
Ba1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
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