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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: SOUTHERN COPPER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN COPPER CORP
Security Description
5.875% 23 Apr 2045
Maturity Date
2045-04-23T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1100000.00
Base Market Value
1175999.00
Base Total Cost
1087163.00
Base Unrealized Gain Loss
88836.00
Base Accrued Interest
12206.94
Local Market Value
1175999.00
Local Total Cost Amount
1087163.00
Local Unrealized Gain Loss
88836.00
Local Accrued Interest
12206.94
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: HARRIS CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARRIS CORPORATION
Security Description
1.999% 27 Apr 2018
Maturity Date
2018-04-27T00:00:00.000
Interest Rate
1.999
Original Face
0
Shares Par Value
525000.00
Base Market Value
525719.25
Base Total Cost
525000.00
Base Unrealized Gain Loss
719.25
Base Accrued Interest
1865.73
Local Market Value
525719.25
Local Total Cost Amount
525000.00
Local Unrealized Gain Loss
719.25
Local Accrued Interest
1865.73
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
3.4% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
2335000.00
Base Market Value
2295515.15
Base Total Cost
2337115.90
Base Unrealized Gain Loss
-41600.75
Base Accrued Interest
10144.28
Local Market Value
2295515.15
Local Total Cost Amount
2337115.90
Local Unrealized Gain Loss
-41600.75
Local Accrued Interest
10144.28
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.75% 15 May 2046
Maturity Date
2046-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1225750.00
Base Total Cost
1187994.90
Base Unrealized Gain Loss
37755.10
Base Accrued Interest
7586.80
Local Market Value
1225750.00
Local Total Cost Amount
1187994.90
Local Unrealized Gain Loss
37755.10
Local Accrued Interest
7586.80
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.5% 15 May 2035
Maturity Date
2035-05-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
270000.00
Base Market Value
265623.30
Base Total Cost
269219.70
Base Unrealized Gain Loss
-3596.40
Base Accrued Interest
1552.50
Local Market Value
265623.30
Local Total Cost Amount
269219.70
Local Unrealized Gain Loss
-3596.40
Local Accrued Interest
1552.50
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: PEPSICO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEPSICO INC
Security Description
1.85% 30 Apr 2020
Maturity Date
2020-04-30T00:00:00.000
Interest Rate
1.85
Original Face
0
Shares Par Value
7500000.00
Base Market Value
7495275.00
Base Total Cost
7495725.00
Base Unrealized Gain Loss
-450.00
Base Accrued Interest
23510.42
Local Market Value
7495275.00
Local Total Cost Amount
7495725.00
Local Unrealized Gain Loss
-450.00
Local Accrued Interest
23510.42
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
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
2.125% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
3300000.00
Base Market Value
3304917.00
Base Total Cost
3297525.00
Base Unrealized Gain Loss
7392.00
Base Accrued Interest
11687.50
Local Market Value
3304917.00
Local Total Cost Amount
3297525.00
Local Unrealized Gain Loss
7392.00
Local Accrued Interest
11687.50
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
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
2.95% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
3450000.00
Base Market Value
3466870.50
Base Total Cost
3434233.50
Base Unrealized Gain Loss
32637.00
Base Accrued Interest
13004.58
Local Market Value
3466870.50
Local Total Cost Amount
3434233.50
Local Unrealized Gain Loss
32637.00
Local Accrued Interest
13004.58
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
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: TEXAS HEALTH RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEXAS HEALTH RESOURCES
Security Description
4.33% 15 Nov 2055
Maturity Date
2055-11-15T00:00:00.000
Interest Rate
4.33
Original Face
0
Shares Par Value
275000.00
Base Market Value
287710.50
Base Total Cost
275000.00
Base Unrealized Gain Loss
12710.50
Base Accrued Interest
1521.51
Local Market Value
287710.50
Local Total Cost Amount
275000.00
Local Unrealized Gain Loss
12710.50
Local Accrued Interest
1521.51
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: UNITED TECHNOLOGIES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED TECHNOLOGIES CORP
Security Description
1% 04 May 2018
Maturity Date
2018-05-04T00:00:00.000
Interest Rate
1.778
Original Face
0
Shares Par Value
2025000.00
Base Market Value
2027592.00
Base Total Cost
2033181.00
Base Unrealized Gain Loss
-5589.00
Base Accrued Interest
15001.87
Local Market Value
2027592.00
Local Total Cost Amount
2033181.00
Local Unrealized Gain Loss
-5589.00
Local Accrued Interest
15001.87
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
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
3.7% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
125000.00
Base Market Value
127312.50
Base Total Cost
124543.75
Base Unrealized Gain Loss
2768.75
Base Accrued Interest
1747.22
Local Market Value
127312.50
Local Total Cost Amount
124543.75
Local Unrealized Gain Loss
2768.75
Local Accrued Interest
1747.22
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
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
3.6% 14 May 2025
Maturity Date
2025-05-14T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
2200000.00
Base Market Value
2244132.00
Base Total Cost
2200710.00
Base Unrealized Gain Loss
43422.00
Base Accrued Interest
10340.00
Local Market Value
2244132.00
Local Total Cost Amount
2200710.00
Local Unrealized Gain Loss
43422.00
Local Accrued Interest
10340.00
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.5% 14 May 2035
Maturity Date
2035-05-14T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1075000.00
Base Market Value
1133738.00
Base Total Cost
1068545.45
Base Unrealized Gain Loss
65192.55
Base Accrued Interest
6315.64
Local Market Value
1133738.00
Local Total Cost Amount
1068545.45
Local Unrealized Gain Loss
65192.55
Local Accrued Interest
6315.64
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
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: BOSTON SCIENTIFIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOSTON SCIENTIFIC CORP
Security Description
2.85% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
535000.00
Base Market Value
542420.45
Base Total Cost
535000.00
Base Unrealized Gain Loss
7420.45
Base Accrued Interest
1948.29
Local Market Value
542420.45
Local Total Cost Amount
535000.00
Local Unrealized Gain Loss
7420.45
Local Accrued Interest
1948.29
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: APPALACHIAN POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPALACHIAN POWER CO
Security Description
4.45% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
700000.00
Base Market Value
753011.00
Base Total Cost
694939.00
Base Unrealized Gain Loss
58072.00
Base Accrued Interest
2595.83
Local Market Value
753011.00
Local Total Cost Amount
694939.00
Local Unrealized Gain Loss
58072.00
Local Accrued Interest
2595.83
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
ELECTRIC/GAS
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: PUGET SOUND ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUGET SOUND ENERGY INC
Security Description
4.3% 20 May 2045
Maturity Date
2045-05-20T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
1330000.00
Base Market Value
1430255.40
Base Total Cost
1324015.00
Base Unrealized Gain Loss
106240.40
Base Accrued Interest
6513.31
Local Market Value
1430255.40
Local Total Cost Amount
1324015.00
Local Unrealized Gain Loss
106240.40
Local Accrued Interest
6513.31
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: MIZUHO BANK LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIZUHO BANK LTD
Security Description
1.85% 21 Mar 2018
Maturity Date
2018-03-21T00:00:00.000
Interest Rate
1.85
Original Face
0
Shares Par Value
375000.00
Base Market Value
375502.50
Base Total Cost
374482.50
Base Unrealized Gain Loss
1020.00
Base Accrued Interest
1927.08
Local Market Value
375502.50
Local Total Cost Amount
374482.50
Local Unrealized Gain Loss
1020.00
Local Accrued Interest
1927.08
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: DISCOVER FINANCIAL SVS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER FINANCIAL SVS
Security Description
3.85% 21 Nov 2022
Maturity Date
2022-11-21T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1433754.00
Base Total Cost
1348382.00
Base Unrealized Gain Loss
85372.00
Base Accrued Interest
5988.89
Local Market Value
1433754.00
Local Total Cost Amount
1348382.00
Local Unrealized Gain Loss
85372.00
Local Accrued Interest
5988.89
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
FINANCE
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: NBCUNIVERSAL ENTERPRISE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NBCUNIVERSAL ENTERPRISE
Security Description
1.974% 15 Apr 2019
Maturity Date
2019-04-15T00:00:00.000
Interest Rate
1.974
Original Face
0
Shares Par Value
500000.00
Base Market Value
501745.00
Base Total Cost
499715.00
Base Unrealized Gain Loss
2030.00
Base Accrued Interest
2083.67
Local Market Value
501745.00
Local Total Cost Amount
499715.00
Local Unrealized Gain Loss
2030.00
Local Accrued Interest
2083.67
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
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: WESTROCK RKT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTROCK RKT CO
Security Description
3.5% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
420000.00
Base Market Value
431436.60
Base Total Cost
426724.20
Base Unrealized Gain Loss
4712.40
Base Accrued Interest
4900.00
Local Market Value
431436.60
Local Total Cost Amount
426724.20
Local Unrealized Gain Loss
4712.40
Local Accrued Interest
4900.00
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: TAMPA ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TAMPA ELECTRIC CO
Security Description
4.2% 15 May 2045
Maturity Date
2045-05-15T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
245000.00
Base Market Value
246090.25
Base Total Cost
244544.30
Base Unrealized Gain Loss
1545.95
Base Accrued Interest
1314.83
Local Market Value
246090.25
Local Total Cost Amount
244544.30
Local Unrealized Gain Loss
1545.95
Local Accrued Interest
1314.83
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
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: COMCAST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMCAST CORP
Security Description
3.375% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
1600000.00
Base Market Value
1641456.00
Base Total Cost
1598000.00
Base Unrealized Gain Loss
43456.00
Base Accrued Interest
20400.00
Local Market Value
1641456.00
Local Total Cost Amount
1598000.00
Local Unrealized Gain Loss
43456.00
Local Accrued Interest
20400.00
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
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
5.15% 22 May 2045
Maturity Date
2045-05-22T00:00:00.000
Interest Rate
5.15
Original Face
0
Shares Par Value
760000.00
Base Market Value
844177.60
Base Total Cost
785493.00
Base Unrealized Gain Loss
58684.60
Base Accrued Interest
4240.16
Local Market Value
844177.60
Local Total Cost Amount
785493.00
Local Unrealized Gain Loss
58684.60
Local Accrued Interest
4240.16
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: WELLTOWER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLTOWER INC
Security Description
4% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
800000.00
Base Market Value
827168.00
Base Total Cost
799408.00
Base Unrealized Gain Loss
27760.00
Base Accrued Interest
2666.67
Local Market Value
827168.00
Local Total Cost Amount
799408.00
Local Unrealized Gain Loss
27760.00
Local Accrued Interest
2666.67
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
REAL ESTATE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
6% 15 Aug 2040
Maturity Date
2040-08-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
485000.00
Base Market Value
547642.60
Base Total Cost
512286.10
Base Unrealized Gain Loss
35356.50
Base Accrued Interest
10993.33
Local Market Value
547642.60
Local Total Cost Amount
512286.10
Local Unrealized Gain Loss
35356.50
Local Accrued Interest
10993.33
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
5.15% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
5.15
Original Face
0
Shares Par Value
25000.00
Base Market Value
25529.75
Base Total Cost
24258.00
Base Unrealized Gain Loss
1271.75
Base Accrued Interest
379.10
Local Market Value
25529.75
Local Total Cost Amount
24258.00
Local Unrealized Gain Loss
1271.75
Local Accrued Interest
379.10
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
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: FEDEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDEX CORP
Security Description
3.25% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
310000.00
Base Market Value
312662.90
Base Total Cost
309367.60
Base Unrealized Gain Loss
3295.30
Base Accrued Interest
2518.75
Local Market Value
312662.90
Local Total Cost Amount
309367.60
Local Unrealized Gain Loss
3295.30
Local Accrued Interest
2518.75
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
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
2.3% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
2.3
Original Face
0
Shares Par Value
990000.00
Base Market Value
994544.10
Base Total Cost
989000.10
Base Unrealized Gain Loss
5544.00
Base Accrued Interest
5692.50
Local Market Value
994544.10
Local Total Cost Amount
989000.10
Local Unrealized Gain Loss
5544.00
Local Accrued Interest
5692.50
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
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: MARKEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARKEL CORP
Security Description
5% 05 Apr 2046
Maturity Date
2046-04-05T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
290000.00
Base Market Value
317233.90
Base Total Cost
293509.00
Base Unrealized Gain Loss
23724.90
Base Accrued Interest
3463.89
Local Market Value
317233.90
Local Total Cost Amount
293509.00
Local Unrealized Gain Loss
23724.90
Local Accrued Interest
3463.89
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
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
430000.00
Base Market Value
477033.40
Base Total Cost
430000.00
Base Unrealized Gain Loss
47033.40
Base Accrued Interest
10152.77
Local Market Value
477033.40
Local Total Cost Amount
430000.00
Local Unrealized Gain Loss
47033.40
Local Accrued Interest
10152.77
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CMS ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CMS ENERGY CORP
Security Description
3% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
675000.00
Base Market Value
660413.25
Base Total Cost
672448.50
Base Unrealized Gain Loss
-12035.25
Base Accrued Interest
2587.50
Local Market Value
660413.25
Local Total Cost Amount
672448.50
Local Unrealized Gain Loss
-12035.25
Local Accrued Interest
2587.50
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
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: CR BARD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CR BARD INC
Security Description
3% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
830000.00
Base Market Value
832689.20
Base Total Cost
829850.60
Base Unrealized Gain Loss
2838.60
Base Accrued Interest
3181.67
Local Market Value
832689.20
Local Total Cost Amount
829850.60
Local Unrealized Gain Loss
2838.60
Local Accrued Interest
3181.67
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
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: UNUM GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNUM GROUP
Security Description
3% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
510000.00
Base Market Value
514860.30
Base Total Cost
508888.20
Base Unrealized Gain Loss
5972.10
Base Accrued Interest
1955.00
Local Market Value
514860.30
Local Total Cost Amount
508888.20
Local Unrealized Gain Loss
5972.10
Local Accrued Interest
1955.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GENERAL MOTORS FINL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS FINL CO
Security Description
3.7% 09 May 2023
Maturity Date
2023-05-09T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
590000.00
Base Market Value
599121.40
Base Total Cost
588483.70
Base Unrealized Gain Loss
10637.70
Base Accrued Interest
3153.22
Local Market Value
599121.40
Local Total Cost Amount
588483.70
Local Unrealized Gain Loss
10637.70
Local Accrued Interest
3153.22
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
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: TIME WARNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER INC
Security Description
2.95% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
945000.00
Base Market Value
891522.45
Base Total Cost
932733.90
Base Unrealized Gain Loss
-41211.45
Base Accrued Interest
12854.63
Local Market Value
891522.45
Local Total Cost Amount
932733.90
Local Unrealized Gain Loss
-41211.45
Local Accrued Interest
12854.63
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.3% 14 May 2036
Maturity Date
2036-05-14T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
710000.00
Base Market Value
722567.00
Base Total Cost
706130.50
Base Unrealized Gain Loss
16436.50
Base Accrued Interest
3985.86
Local Market Value
722567.00
Local Total Cost Amount
706130.50
Local Unrealized Gain Loss
16436.50
Local Accrued Interest
3985.86
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
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: DEUTSCHE BANK AG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE BANK AG
Security Description
3.375% 12 May 2021
Maturity Date
2021-05-12T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
1535000.00
Base Market Value
1554694.05
Base Total Cost
1530318.25
Base Unrealized Gain Loss
24375.80
Base Accrued Interest
7051.41
Local Market Value
1554694.05
Local Total Cost Amount
1530318.25
Local Unrealized Gain Loss
24375.80
Local Accrued Interest
7051.41
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: ENTERGY MISSISSIPPI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY MISSISSIPPI INC
Security Description
2.85% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
230000.00
Base Market Value
222922.90
Base Total Cost
229926.40
Base Unrealized Gain Loss
-7003.50
Base Accrued Interest
546.25
Local Market Value
222922.90
Local Total Cost Amount
229926.40
Local Unrealized Gain Loss
-7003.50
Local Accrued Interest
546.25
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
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: IDACORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IDACORP INC
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
14433.00
Base Market Value
1231856.55
Base Total Cost
470722.00
Base Unrealized Gain Loss
761134.55
Base Accrued Interest
0
Local Market Value
1231856.55
Local Total Cost Amount
470722.00
Local Unrealized Gain Loss
761134.55
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
UTILITIES
Minor Industry Name
ELECTRIC UTILITIES
Moody S Quality Rating
NA
S And P Quality Rating
B+
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
4.75% 18 May 2046
Maturity Date
2046-05-18T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
315000.00
Base Market Value
330655.50
Base Total Cost
314187.30
Base Unrealized Gain Loss
16468.20
Base Accrued Interest
1787.19
Local Market Value
330655.50
Local Total Cost Amount
314187.30
Local Unrealized Gain Loss
16468.20
Local Accrued Interest
1787.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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
1373230.55
Base Market Value
1373230.55
Base Total Cost
1373230.55
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1373230.55
Local Total Cost Amount
1373230.55
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: FIRSTENERGY TRANSMISSION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTENERGY TRANSMISSION
Security Description
5.45% 15 Jul 2044
Maturity Date
2044-07-15T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
225000.00
Base Market Value
257006.25
Base Total Cost
224010.00
Base Unrealized Gain Loss
32996.25
Base Accrued Interest
5654.38
Local Market Value
257006.25
Local Total Cost Amount
224010.00
Local Unrealized Gain Loss
32996.25
Local Accrued Interest
5654.38
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
ELECTRIC/GAS
Moody S Quality Rating
Baa2
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: FIRSTENERGY TRANSMISSION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTENERGY TRANSMISSION
Security Description
4.35% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
925000.00
Base Market Value
966560.25
Base Total Cost
963655.75
Base Unrealized Gain Loss
2904.50
Base Accrued Interest
18553.96
Local Market Value
966560.25
Local Total Cost Amount
963655.75
Local Unrealized Gain Loss
2904.50
Local Accrued Interest
18553.96
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
ELECTRIC/GAS
Moody S Quality Rating
Baa2
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: ERAC USA FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ERAC USA FINANCE LLC
Security Description
3.85% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
300000.00
Base Market Value
308790.00
Base Total Cost
299490.00
Base Unrealized Gain Loss
9300.00
Base Accrued Interest
1475.83
Local Market Value
308790.00
Local Total Cost Amount
299490.00
Local Unrealized Gain Loss
9300.00
Local Accrued Interest
1475.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ECOPETROL SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ECOPETROL SA
Security Description
5.875% 28 May 2045
Maturity Date
2045-05-28T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
375000.00
Base Market Value
344250.00
Base Total Cost
372510.00
Base Unrealized Gain Loss
-28260.00
Base Accrued Interest
2019.53
Local Market Value
344250.00
Local Total Cost Amount
372510.00
Local Unrealized Gain Loss
-28260.00
Local Accrued Interest
2019.53
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: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
2.844% 10 Jun 2047
Maturity Date
2047-06-10T00:00:00.000
Interest Rate
2.844
Original Face
2900000.00
Shares Par Value
2900000.00
Base Market Value
2951053.63
Base Total Cost
2986973.70
Base Unrealized Gain Loss
-35920.07
Base Accrued Interest
0
Local Market Value
2951053.63
Local Total Cost Amount
2986973.70
Local Unrealized Gain Loss
-35920.07
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARSH + MCLENNAN COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARSH + MCLENNAN COS INC
Security Description
3.5% 03 Jun 2024
Maturity Date
2024-06-03T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1565000.00
Base Market Value
1614641.80
Base Total Cost
1561979.55
Base Unrealized Gain Loss
52662.25
Base Accrued Interest
4260.28
Local Market Value
1614641.80
Local Total Cost Amount
1561979.55
Local Unrealized Gain Loss
52662.25
Local Accrued Interest
4260.28
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.8% 15 Jun 2044
Maturity Date
2044-06-15T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
3060000.00
Base Market Value
3032582.40
Base Total Cost
3068047.42
Base Unrealized Gain Loss
-35465.02
Base Accrued Interest
6528.00
Local Market Value
3032582.40
Local Total Cost Amount
3068047.42
Local Unrealized Gain Loss
-35465.02
Local Accrued Interest
6528.00
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: VORNADO REALTY LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VORNADO REALTY LP
Security Description
2.5% 30 Jun 2019
Maturity Date
2019-06-30T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
840000.00
Base Market Value
846636.00
Base Total Cost
836799.60
Base Unrealized Gain Loss
9836.40
Base Accrued Interest
58.33
Local Market Value
846636.00
Local Total Cost Amount
836799.60
Local Unrealized Gain Loss
9836.40
Local Accrued Interest
58.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: INGERSOLL RAND GL HLD CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INGERSOLL RAND GL HLD CO
Security Description
5.75% 15 Jun 2043
Maturity Date
2043-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
50000.00
Base Market Value
62991.50
Base Total Cost
49795.00
Base Unrealized Gain Loss
13196.50
Base Accrued Interest
127.78
Local Market Value
62991.50
Local Total Cost Amount
49795.00
Local Unrealized Gain Loss
13196.50
Local Accrued Interest
127.78
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
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
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