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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: PUBLIC SERVICE COLORADO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE COLORADO
Security Description
3.2% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
925000.00
Base Market Value
953841.50
Base Total Cost
955936.50
Base Unrealized Gain Loss
-2095.00
Base Accrued Interest
3782.22
Local Market Value
953841.50
Local Total Cost Amount
955936.50
Local Unrealized Gain Loss
-2095.00
Local Accrued Interest
3782.22
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
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: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
5.875% 15 Nov 2040
Maturity Date
2040-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
15000.00
Base Market Value
16719.30
Base Total Cost
17185.35
Base Unrealized Gain Loss
-466.05
Base Accrued Interest
112.60
Local Market Value
16719.30
Local Total Cost Amount
17185.35
Local Unrealized Gain Loss
-466.05
Local Accrued Interest
112.60
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
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: APACHE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APACHE CORP
Security Description
5.25% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
450000.00
Base Market Value
471694.50
Base Total Cost
450216.00
Base Unrealized Gain Loss
21478.50
Base Accrued Interest
9843.75
Local Market Value
471694.50
Local Total Cost Amount
450216.00
Local Unrealized Gain Loss
21478.50
Local Accrued Interest
9843.75
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
4.375% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
500000.00
Base Market Value
532190.00
Base Total Cost
539175.00
Base Unrealized Gain Loss
-6985.00
Base Accrued Interest
972.22
Local Market Value
532190.00
Local Total Cost Amount
539175.00
Local Unrealized Gain Loss
-6985.00
Local Accrued Interest
972.22
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
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: FLORIDA POWER + LIGHT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLORIDA POWER + LIGHT CO
Security Description
5.25% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1873599.75
Base Total Cost
1695132.13
Base Unrealized Gain Loss
178467.62
Base Accrued Interest
33359.37
Local Market Value
1873599.75
Local Total Cost Amount
1695132.13
Local Unrealized Gain Loss
178467.62
Local Accrued Interest
33359.37
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: NEW JERSEY ST TURNPIKE AUTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW JERSEY ST TURNPIKE AUTH
Security Description
7.102% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
7.102
Original Face
0
Shares Par Value
620000.00
Base Market Value
909887.20
Base Total Cost
833931.00
Base Unrealized Gain Loss
75956.20
Base Accrued Interest
0
Local Market Value
909887.20
Local Total Cost Amount
833931.00
Local Unrealized Gain Loss
75956.20
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
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: AGRIUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AGRIUM INC
Security Description
6.125% 15 Jan 2041
Maturity Date
2041-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
540000.00
Base Market Value
655311.60
Base Total Cost
573204.60
Base Unrealized Gain Loss
82107.00
Base Accrued Interest
15251.25
Local Market Value
655311.60
Local Total Cost Amount
573204.60
Local Unrealized Gain Loss
82107.00
Local Accrued Interest
15251.25
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: TYCO ELECTRONICS GROUP S
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TYCO ELECTRONICS GROUP S
Security Description
4.875% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
50000.00
Base Market Value
53888.00
Base Total Cost
49711.00
Base Unrealized Gain Loss
4177.00
Base Accrued Interest
1123.96
Local Market Value
53888.00
Local Total Cost Amount
49711.00
Local Unrealized Gain Loss
4177.00
Local Accrued Interest
1123.96
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
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MASSACHUSETTS ST TRANSPRTN FUN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASSACHUSETTS ST TRANSPRTN FUN
Security Description
5.731% 01 Jun 2040
Maturity Date
2040-06-01T00:00:00.000
Interest Rate
5.731
Original Face
0
Shares Par Value
575000.00
Base Market Value
747856.50
Base Total Cost
575000.00
Base Unrealized Gain Loss
172856.50
Base Accrued Interest
2746.10
Local Market Value
747856.50
Local Total Cost Amount
575000.00
Local Unrealized Gain Loss
172856.50
Local Accrued Interest
2746.10
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa1
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: PUBLIC SERVICE OKLAHOMA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE OKLAHOMA
Security Description
4.4% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1486926.00
Base Total Cost
1389444.00
Base Unrealized Gain Loss
97482.00
Base Accrued Interest
25666.67
Local Market Value
1486926.00
Local Total Cost Amount
1389444.00
Local Unrealized Gain Loss
97482.00
Local Accrued Interest
25666.67
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
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: PROGRESS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PROGRESS ENERGY INC
Security Description
4.4% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
2825000.00
Base Market Value
3000997.50
Base Total Cost
2972195.75
Base Unrealized Gain Loss
28801.75
Base Accrued Interest
57316.11
Local Market Value
3000997.50
Local Total Cost Amount
2972195.75
Local Unrealized Gain Loss
28801.75
Local Accrued Interest
57316.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
6.25% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1110000.00
Base Market Value
1449981.90
Base Total Cost
1198493.30
Base Unrealized Gain Loss
251488.60
Base Accrued Interest
28906.25
Local Market Value
1449981.90
Local Total Cost Amount
1198493.30
Local Unrealized Gain Loss
251488.60
Local Accrued Interest
28906.25
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
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: STEELCASE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STEELCASE INC
Security Description
6.375% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
500000.00
Base Market Value
553235.00
Base Total Cost
509620.00
Base Unrealized Gain Loss
43615.00
Base Accrued Interest
12041.67
Local Market Value
553235.00
Local Total Cost Amount
509620.00
Local Unrealized Gain Loss
43615.00
Local Accrued Interest
12041.67
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: DOMINION ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOMINION ENERGY INC
Security Description
4.45% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
565000.00
Base Market Value
604295.75
Base Total Cost
613782.10
Base Unrealized Gain Loss
-9486.35
Base Accrued Interest
7403.07
Local Market Value
604295.75
Local Total Cost Amount
613782.10
Local Unrealized Gain Loss
-9486.35
Local Accrued Interest
7403.07
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CURATORS OF THE UNIV OF MISSOU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CURATORS OF THE UNIV OF MISSOU
Security Description
5.96% 01 Nov 2039
Maturity Date
2039-11-01T00:00:00.000
Interest Rate
5.96
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1505832.00
Base Total Cost
1489188.00
Base Unrealized Gain Loss
16644.00
Base Accrued Interest
11920.00
Local Market Value
1505832.00
Local Total Cost Amount
1489188.00
Local Unrealized Gain Loss
16644.00
Local Accrued Interest
11920.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
8.125% 15 Jul 2039
Maturity Date
2039-07-15T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
430000.00
Base Market Value
660196.20
Base Total Cost
458940.30
Base Unrealized Gain Loss
201255.90
Base Accrued Interest
16110.07
Local Market Value
660196.20
Local Total Cost Amount
458940.30
Local Unrealized Gain Loss
201255.90
Local Accrued Interest
16110.07
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CLEVELAND ELECTRIC ILLUM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEVELAND ELECTRIC ILLUM
Security Description
5.5% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1374888.00
Base Total Cost
1193592.00
Base Unrealized Gain Loss
181296.00
Base Accrued Interest
24933.33
Local Market Value
1374888.00
Local Total Cost Amount
1193592.00
Local Unrealized Gain Loss
181296.00
Local Accrued Interest
24933.33
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
UNCLASSIFIED
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: UNIV OF CALIFORNIA CA REVENUES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIV OF CALIFORNIA CA REVENUES
Security Description
5.77% 15 May 2043
Maturity Date
2043-05-15T00:00:00.000
Interest Rate
5.77
Original Face
0
Shares Par Value
900000.00
Base Market Value
1152864.00
Base Total Cost
989988.00
Base Unrealized Gain Loss
162876.00
Base Accrued Interest
6635.50
Local Market Value
1152864.00
Local Total Cost Amount
989988.00
Local Unrealized Gain Loss
162876.00
Local Accrued Interest
6635.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
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: UNION CARBIDE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNION CARBIDE CORP
Security Description
7.75% 01 Oct 2096
Maturity Date
2096-10-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
550000.00
Base Market Value
728205.50
Base Total Cost
457187.50
Base Unrealized Gain Loss
271018.00
Base Accrued Interest
10656.25
Local Market Value
728205.50
Local Total Cost Amount
457187.50
Local Unrealized Gain Loss
271018.00
Local Accrued Interest
10656.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
1.12176
Original Face
0
Shares Par Value
6860620.86
Base Market Value
6860620.86
Base Total Cost
6860620.86
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
6860620.86
Local Total Cost Amount
6860620.86
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
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: UNITED TECHNOLOGIES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED TECHNOLOGIES CORP
Security Description
8.875% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
8.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1160340.00
Base Total Cost
1342390.00
Base Unrealized Gain Loss
-182050.00
Base Accrued Interest
11340.28
Local Market Value
1160340.00
Local Total Cost Amount
1342390.00
Local Unrealized Gain Loss
-182050.00
Local Accrued Interest
11340.28
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
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: PIONEER NATURAL RESOURCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PIONEER NATURAL RESOURCE
Security Description
7.2% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
7.2
Original Face
0
Shares Par Value
225000.00
Base Market Value
277627.50
Base Total Cost
292686.75
Base Unrealized Gain Loss
-15059.25
Base Accrued Interest
7470.00
Local Market Value
277627.50
Local Total Cost Amount
292686.75
Local Unrealized Gain Loss
-15059.25
Local Accrued Interest
7470.00
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: 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
500000.00
Base Market Value
641285.00
Base Total Cost
602325.00
Base Unrealized Gain Loss
38960.00
Base Accrued Interest
7336.11
Local Market Value
641285.00
Local Total Cost Amount
602325.00
Local Unrealized Gain Loss
38960.00
Local Accrued Interest
7336.11
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
8.125% 16 Aug 2030
Maturity Date
2030-08-16T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
400000.00
Base Market Value
471000.00
Base Total Cost
530540.00
Base Unrealized Gain Loss
-59540.00
Base Accrued Interest
12187.50
Local Market Value
471000.00
Local Total Cost Amount
530540.00
Local Unrealized Gain Loss
-59540.00
Local Accrued Interest
12187.50
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
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: BRITISH TELECOM PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRITISH TELECOM PLC
Security Description
9.125% 15 Dec 2030
Maturity Date
2030-12-15T00:00:00.000
Interest Rate
9.625
Original Face
0
Shares Par Value
495000.00
Base Market Value
752637.60
Base Total Cost
694615.94
Base Unrealized Gain Loss
58021.66
Base Accrued Interest
2117.50
Local Market Value
752637.60
Local Total Cost Amount
694615.94
Local Unrealized Gain Loss
58021.66
Local Accrued Interest
2117.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KONINKIJKE AHOLD DLHAIZE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KONINKIJKE AHOLD DLHAIZE
Security Description
5.7% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
5.7
Original Face
0
Shares Par Value
438000.00
Base Market Value
511049.64
Base Total Cost
401420.12
Base Unrealized Gain Loss
109629.52
Base Accrued Interest
6241.50
Local Market Value
511049.64
Local Total Cost Amount
401420.12
Local Unrealized Gain Loss
109629.52
Local Accrued Interest
6241.50
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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
4.6% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
600000.00
Base Market Value
643458.00
Base Total Cost
627504.00
Base Unrealized Gain Loss
15954.00
Base Accrued Interest
6900.00
Local Market Value
643458.00
Local Total Cost Amount
627504.00
Local Unrealized Gain Loss
15954.00
Local Accrued Interest
6900.00
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
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: TIME WARNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER INC
Security Description
6.25% 29 Mar 2041
Maturity Date
2041-03-29T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
125000.00
Base Market Value
152708.75
Base Total Cost
135190.00
Base Unrealized Gain Loss
17518.75
Base Accrued Interest
1996.53
Local Market Value
152708.75
Local Total Cost Amount
135190.00
Local Unrealized Gain Loss
17518.75
Local Accrued Interest
1996.53
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TELSTRA CORP LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELSTRA CORP LTD
Security Description
4.8% 12 Oct 2021
Maturity Date
2021-10-12T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
550000.00
Base Market Value
601634.00
Base Total Cost
545886.00
Base Unrealized Gain Loss
55748.00
Base Accrued Interest
5793.33
Local Market Value
601634.00
Local Total Cost Amount
545886.00
Local Unrealized Gain Loss
55748.00
Local Accrued Interest
5793.33
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
OTHER YANKEE
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WAL MART STORES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WAL MART STORES INC
Security Description
5.625% 15 Apr 2041
Maturity Date
2041-04-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
470000.00
Base Market Value
610313.80
Base Total Cost
473873.25
Base Unrealized Gain Loss
136440.55
Base Accrued Interest
5581.25
Local Market Value
610313.80
Local Total Cost Amount
473873.25
Local Unrealized Gain Loss
136440.55
Local Accrued Interest
5581.25
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
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: 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
425000.00
Base Market Value
456250.25
Base Total Cost
460687.25
Base Unrealized Gain Loss
-4437.00
Base Accrued Interest
1903.64
Local Market Value
456250.25
Local Total Cost Amount
460687.25
Local Unrealized Gain Loss
-4437.00
Local Accrued Interest
1903.64
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: DTE ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DTE ELECTRIC CO
Security Description
3.9% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
575000.00
Base Market Value
606297.25
Base Total Cost
573476.25
Base Unrealized Gain Loss
32821.00
Base Accrued Interest
1868.75
Local Market Value
606297.25
Local Total Cost Amount
573476.25
Local Unrealized Gain Loss
32821.00
Local Accrued Interest
1868.75
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
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: GREAT PLAINS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREAT PLAINS ENERGY INC
Security Description
4.85% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.85
Original Face
0
Shares Par Value
200000.00
Base Market Value
213136.00
Base Total Cost
199808.00
Base Unrealized Gain Loss
13328.00
Base Accrued Interest
808.33
Local Market Value
213136.00
Local Total Cost Amount
199808.00
Local Unrealized Gain Loss
13328.00
Local Accrued Interest
808.33
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
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: NORFOLK SOUTHERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN CORP
Security Description
6% 23 May 2111
Maturity Date
2111-05-23T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
300000.00
Base Market Value
361215.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
61215.00
Base Accrued Interest
1900.00
Local Market Value
361215.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
61215.00
Local Accrued Interest
1900.00
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
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: FNMA POOL 639690
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 639690
Security Description
6% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
6
Original Face
350722.00
Shares Par Value
1206.56
Base Market Value
1356.56
Base Total Cost
1240.82
Base Unrealized Gain Loss
115.74
Base Accrued Interest
0
Local Market Value
1356.56
Local Total Cost Amount
1240.82
Local Unrealized Gain Loss
115.74
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: CAMERON INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMERON INTL CORP
Security Description
4.5% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
325000.00
Base Market Value
342036.50
Base Total Cost
322240.75
Base Unrealized Gain Loss
19795.75
Base Accrued Interest
1218.75
Local Market Value
342036.50
Local Total Cost Amount
322240.75
Local Unrealized Gain Loss
19795.75
Local Accrued Interest
1218.75
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
ELECTRIC/GAS
Moody S Quality Rating
Baa1
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: COVENTRY HEALTH CARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVENTRY HEALTH CARE INC
Security Description
5.45% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
785000.00
Base Market Value
866027.70
Base Total Cost
852346.00
Base Unrealized Gain Loss
13681.70
Base Accrued Interest
1901.44
Local Market Value
866027.70
Local Total Cost Amount
852346.00
Local Unrealized Gain Loss
13681.70
Local Accrued Interest
1901.44
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
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: PROLOGIS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PROLOGIS LP
Security Description
6.875% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
32000.00
Base Market Value
35501.44
Base Total Cost
31924.80
Base Unrealized Gain Loss
3576.64
Base Accrued Interest
647.78
Local Market Value
35501.44
Local Total Cost Amount
31924.80
Local Unrealized Gain Loss
3576.64
Local Accrued Interest
647.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: KILROY REALTY LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KILROY REALTY LP
Security Description
4.8% 15 Jul 2018
Maturity Date
2018-07-15T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
700000.00
Base Market Value
715659.00
Base Total Cost
698873.00
Base Unrealized Gain Loss
16786.00
Base Accrued Interest
15493.33
Local Market Value
715659.00
Local Total Cost Amount
698873.00
Local Unrealized Gain Loss
16786.00
Local Accrued Interest
15493.33
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: KENTUCKY UTILITIES CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KENTUCKY UTILITIES CO
Security Description
3.25% 01 Nov 2020
Maturity Date
2020-11-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
1325000.00
Base Market Value
1366737.50
Base Total Cost
1319991.50
Base Unrealized Gain Loss
46746.00
Base Accrued Interest
7177.08
Local Market Value
1366737.50
Local Total Cost Amount
1319991.50
Local Unrealized Gain Loss
46746.00
Local Accrued Interest
7177.08
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: DEVON FINANCING CORP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEVON FINANCING CORP LLC
Security Description
7.875% 30 Sep 2031
Maturity Date
2031-09-30T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
650000.00
Base Market Value
843485.50
Base Total Cost
905703.50
Base Unrealized Gain Loss
-62218.00
Base Accrued Interest
12939.06
Local Market Value
843485.50
Local Total Cost Amount
905703.50
Local Unrealized Gain Loss
-62218.00
Local Accrued Interest
12939.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: DEVON ENERGY CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEVON ENERGY CORPORATION
Security Description
7.95% 15 Apr 2032
Maturity Date
2032-04-15T00:00:00.000
Interest Rate
7.95
Original Face
0
Shares Par Value
525000.00
Base Market Value
684537.00
Base Total Cost
657462.75
Base Unrealized Gain Loss
27074.25
Base Accrued Interest
8811.25
Local Market Value
684537.00
Local Total Cost Amount
657462.75
Local Unrealized Gain Loss
27074.25
Local Accrued Interest
8811.25
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
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: KINDER MORGAN ENER PART
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDER MORGAN ENER PART
Security Description
7.3% 15 Aug 2033
Maturity Date
2033-08-15T00:00:00.000
Interest Rate
7.3
Original Face
0
Shares Par Value
950000.00
Base Market Value
1143467.50
Base Total Cost
1084850.00
Base Unrealized Gain Loss
58617.50
Base Accrued Interest
26198.89
Local Market Value
1143467.50
Local Total Cost Amount
1084850.00
Local Unrealized Gain Loss
58617.50
Local Accrued Interest
26198.89
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
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: OHIO POWER COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OHIO POWER COMPANY
Security Description
6.6% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
6.6
Original Face
0
Shares Par Value
400000.00
Base Market Value
509112.00
Base Total Cost
509000.00
Base Unrealized Gain Loss
112.00
Base Accrued Interest
8800.00
Local Market Value
509112.00
Local Total Cost Amount
509000.00
Local Unrealized Gain Loss
112.00
Local Accrued Interest
8800.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WYETH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WYETH LLC
Security Description
6.45% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
6.45
Original Face
0
Shares Par Value
1175000.00
Base Market Value
1428177.25
Base Total Cost
1500212.25
Base Unrealized Gain Loss
-72035.00
Base Accrued Interest
31578.12
Local Market Value
1428177.25
Local Total Cost Amount
1500212.25
Local Unrealized Gain Loss
-72035.00
Local Accrued Interest
31578.12
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
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: HALLIBURTON CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALLIBURTON CO
Security Description
7.6% 15 Aug 2096
Maturity Date
2096-08-15T00:00:00.000
Interest Rate
7.6
Original Face
0
Shares Par Value
500000.00
Base Market Value
648880.00
Base Total Cost
598225.00
Base Unrealized Gain Loss
50655.00
Base Accrued Interest
14355.55
Local Market Value
648880.00
Local Total Cost Amount
598225.00
Local Unrealized Gain Loss
50655.00
Local Accrued Interest
14355.55
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
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: KERR MCGEE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KERR MCGEE CORP
Security Description
6.95% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
6.95
Original Face
0
Shares Par Value
850000.00
Base Market Value
996863.00
Base Total Cost
938442.50
Base Unrealized Gain Loss
58420.50
Base Accrued Interest
0
Local Market Value
996863.00
Local Total Cost Amount
938442.50
Local Unrealized Gain Loss
58420.50
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
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: NORFOLK SOUTHERN RAIL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN RAIL CO
Security Description
9.75% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
130000.00
Base Market Value
156820.30
Base Total Cost
183752.40
Base Unrealized Gain Loss
-26932.10
Base Accrued Interest
563.33
Local Market Value
156820.30
Local Total Cost Amount
183752.40
Local Unrealized Gain Loss
-26932.10
Local Accrued Interest
563.33
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: XLIT LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
XLIT LTD
Security Description
6.375% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1860000.00
Base Market Value
2184030.60
Base Total Cost
1807967.00
Base Unrealized Gain Loss
376063.60
Base Accrued Interest
15151.25
Local Market Value
2184030.60
Local Total Cost Amount
1807967.00
Local Unrealized Gain Loss
376063.60
Local Accrued Interest
15151.25
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LIBERTY MUTUAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MUTUAL GROUP INC
Security Description
6.5% 15 Mar 2035
Maturity Date
2035-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
625160.00
Base Total Cost
505750.00
Base Unrealized Gain Loss
119410.00
Base Accrued Interest
9569.44
Local Market Value
625160.00
Local Total Cost Amount
505750.00
Local Unrealized Gain Loss
119410.00
Local Accrued Interest
9569.44
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
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
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