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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: CONOCOPHILLIPS COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS COMPANY
Security Description
2.875% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1016050.00
Base Total Cost
999750.00
Base Unrealized Gain Loss
16300.00
Base Accrued Interest
3673.61
Local Market Value
1016050.00
Local Total Cost Amount
999750.00
Local Unrealized Gain Loss
16300.00
Local Accrued Interest
3673.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHEVRON CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHEVRON CORP
Security Description
2.193% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
2.193
Original Face
0
Shares Par Value
2940000.00
Base Market Value
2968988.40
Base Total Cost
2940000.00
Base Unrealized Gain Loss
28988.40
Base Accrued Interest
8238.37
Local Market Value
2968988.40
Local Total Cost Amount
2940000.00
Local Unrealized Gain Loss
28988.40
Local Accrued Interest
8238.37
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
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PHILLIPS 66
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PHILLIPS 66
Security Description
4.875% 15 Nov 2044
Maturity Date
2044-11-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
310000.00
Base Market Value
332292.10
Base Total Cost
304106.90
Base Unrealized Gain Loss
28185.20
Base Accrued Interest
1931.04
Local Market Value
332292.10
Local Total Cost Amount
304106.90
Local Unrealized Gain Loss
28185.20
Local Accrued Interest
1931.04
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
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: SUNOCO LOGISTICS PARTNER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUNOCO LOGISTICS PARTNER
Security Description
5.35% 15 May 2045
Maturity Date
2045-05-15T00:00:00.000
Interest Rate
5.35
Original Face
0
Shares Par Value
400000.00
Base Market Value
392064.00
Base Total Cost
397324.00
Base Unrealized Gain Loss
-5260.00
Base Accrued Interest
2734.44
Local Market Value
392064.00
Local Total Cost Amount
397324.00
Local Unrealized Gain Loss
-5260.00
Local Accrued Interest
2734.44
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
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: PHILLIPS 66
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PHILLIPS 66
Security Description
4.65% 15 Nov 2034
Maturity Date
2034-11-15T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
325000.00
Base Market Value
342082.00
Base Total Cost
320918.00
Base Unrealized Gain Loss
21164.00
Base Accrued Interest
1931.04
Local Market Value
342082.00
Local Total Cost Amount
320918.00
Local Unrealized Gain Loss
21164.00
Local Accrued Interest
1931.04
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
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: AGRIUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AGRIUM INC
Security Description
5.25% 15 Jan 2045
Maturity Date
2045-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
130000.00
Base Market Value
147582.50
Base Total Cost
132311.00
Base Unrealized Gain Loss
15271.50
Base Accrued Interest
3147.08
Local Market Value
147582.50
Local Total Cost Amount
132311.00
Local Unrealized Gain Loss
15271.50
Local Accrued Interest
3147.08
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
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: KINDER MORGAN INC/DELAWA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDER MORGAN INC/DELAWA
Security Description
5.55% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
5.55
Original Face
0
Shares Par Value
375000.00
Base Market Value
397398.75
Base Total Cost
376620.00
Base Unrealized Gain Loss
20778.75
Base Accrued Interest
1734.38
Local Market Value
397398.75
Local Total Cost Amount
376620.00
Local Unrealized Gain Loss
20778.75
Local Accrued Interest
1734.38
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
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: UNITEDHEALTH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITEDHEALTH GROUP INC
Security Description
1.4% 15 Dec 2017
Maturity Date
2017-12-15T00:00:00.000
Interest Rate
1.4
Original Face
0
Shares Par Value
1000000.00
Base Market Value
999710.00
Base Total Cost
998620.00
Base Unrealized Gain Loss
1090.00
Base Accrued Interest
622.22
Local Market Value
999710.00
Local Total Cost Amount
998620.00
Local Unrealized Gain Loss
1090.00
Local Accrued Interest
622.22
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
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: BECTON DICKINSON AND CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BECTON DICKINSON AND CO
Security Description
3.734% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
3.734
Original Face
0
Shares Par Value
280000.00
Base Market Value
284589.20
Base Total Cost
280000.00
Base Unrealized Gain Loss
4589.20
Base Accrued Interest
464.68
Local Market Value
284589.20
Local Total Cost Amount
280000.00
Local Unrealized Gain Loss
4589.20
Local Accrued Interest
464.68
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: PENSKE TRUCK LEASING/PTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE TRUCK LEASING/PTL
Security Description
3.05% 09 Jan 2020
Maturity Date
2020-01-09T00:00:00.000
Interest Rate
3.05
Original Face
0
Shares Par Value
300000.00
Base Market Value
305883.00
Base Total Cost
304962.00
Base Unrealized Gain Loss
921.00
Base Accrued Interest
4371.67
Local Market Value
305883.00
Local Total Cost Amount
304962.00
Local Unrealized Gain Loss
921.00
Local Accrued Interest
4371.67
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
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: NEW YORK LIFE GLOBAL FDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW YORK LIFE GLOBAL FDG
Security Description
1.45% 15 Dec 2017
Maturity Date
2017-12-15T00:00:00.000
Interest Rate
1.45
Original Face
0
Shares Par Value
1000000.00
Base Market Value
999440.00
Base Total Cost
998860.00
Base Unrealized Gain Loss
580.00
Base Accrued Interest
644.44
Local Market Value
999440.00
Local Total Cost Amount
998860.00
Local Unrealized Gain Loss
580.00
Local Accrued Interest
644.44
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
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: MARTIN MARIETTA MATERIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARTIN MARIETTA MATERIAL
Security Description
4.25% 02 Jul 2024
Maturity Date
2024-07-02T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
825000.00
Base Market Value
865788.00
Base Total Cost
820281.00
Base Unrealized Gain Loss
45507.00
Base Accrued Interest
17433.85
Local Market Value
865788.00
Local Total Cost Amount
820281.00
Local Unrealized Gain Loss
45507.00
Local Accrued Interest
17433.85
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: UNITED MEXICAN STATES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED MEXICAN STATES
Security Description
4.6% 23 Jan 2046
Maturity Date
2046-01-23T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
725000.00
Base Market Value
707672.50
Base Total Cost
651775.00
Base Unrealized Gain Loss
55897.50
Base Accrued Interest
14636.94
Local Market Value
707672.50
Local Total Cost Amount
651775.00
Local Unrealized Gain Loss
55897.50
Local Accrued Interest
14636.94
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
4% 22 Jan 2025
Maturity Date
2025-01-22T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
2895000.00
Base Market Value
2945430.90
Base Total Cost
2892365.55
Base Unrealized Gain Loss
53065.35
Base Accrued Interest
51145.00
Local Market Value
2945430.90
Local Total Cost Amount
2892365.55
Local Unrealized Gain Loss
53065.35
Local Accrued Interest
51145.00
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
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: LABORATORY CORP OF AMER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LABORATORY CORP OF AMER
Security Description
3.2% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
625000.00
Base Market Value
637850.00
Base Total Cost
625234.90
Base Unrealized Gain Loss
12615.10
Base Accrued Interest
8333.33
Local Market Value
637850.00
Local Total Cost Amount
625234.90
Local Unrealized Gain Loss
12615.10
Local Accrued Interest
8333.33
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
3.75% 15 Nov 2018
Maturity Date
2018-11-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
950000.00
Base Market Value
972800.00
Base Total Cost
984437.50
Base Unrealized Gain Loss
-11637.50
Base Accrued Interest
4552.08
Local Market Value
972800.00
Local Total Cost Amount
984437.50
Local Unrealized Gain Loss
-11637.50
Local Accrued Interest
4552.08
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
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: MORGAN STANLEY BAML TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY BAML TRUST
Security Description
2.79% 15 Feb 2048
Maturity Date
2048-02-15T00:00:00.000
Interest Rate
2.79
Original Face
3000000.00
Shares Par Value
3000000.00
Base Market Value
3036782.70
Base Total Cost
3089916.30
Base Unrealized Gain Loss
-53133.60
Base Accrued Interest
0
Local Market Value
3036782.70
Local Total Cost Amount
3089916.30
Local Unrealized Gain Loss
-53133.60
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: BERKSHIRE HATHAWAY ENERG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERKSHIRE HATHAWAY ENERG
Security Description
2.4% 01 Feb 2020
Maturity Date
2020-02-01T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
1600000.00
Base Market Value
1613920.00
Base Total Cost
1599648.00
Base Unrealized Gain Loss
14272.00
Base Accrued Interest
16000.00
Local Market Value
1613920.00
Local Total Cost Amount
1599648.00
Local Unrealized Gain Loss
14272.00
Local Accrued Interest
16000.00
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
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: WELLS FARGO + COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLS FARGO + COMPANY
Security Description
2.15% 30 Jan 2020
Maturity Date
2020-01-30T00:00:00.000
Interest Rate
2.15
Original Face
0
Shares Par Value
3053000.00
Base Market Value
3060846.21
Base Total Cost
3092963.77
Base Unrealized Gain Loss
-32117.56
Base Accrued Interest
27532.12
Local Market Value
3060846.21
Local Total Cost Amount
3092963.77
Local Unrealized Gain Loss
-32117.56
Local Accrued Interest
27532.12
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
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: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
2.793% 10 Feb 2048
Maturity Date
2048-02-10T00:00:00.000
Interest Rate
2.793
Original Face
3000000.00
Shares Par Value
3000000.00
Base Market Value
3052574.40
Base Total Cost
3089883.51
Base Unrealized Gain Loss
-37309.11
Base Accrued Interest
0
Local Market Value
3052574.40
Local Total Cost Amount
3089883.51
Local Unrealized Gain Loss
-37309.11
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: SELECT INCOME REIT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SELECT INCOME REIT
Security Description
2.85% 01 Feb 2018
Maturity Date
2018-02-01T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2008320.00
Base Total Cost
2010340.00
Base Unrealized Gain Loss
-2020.00
Base Accrued Interest
23750.00
Local Market Value
2008320.00
Local Total Cost Amount
2010340.00
Local Unrealized Gain Loss
-2020.00
Local Accrued Interest
23750.00
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
2.15% 09 Feb 2022
Maturity Date
2022-02-09T00:00:00.000
Interest Rate
2.15
Original Face
0
Shares Par Value
1585000.00
Base Market Value
1574649.95
Base Total Cost
1582527.17
Base Unrealized Gain Loss
-7877.22
Base Accrued Interest
13441.69
Local Market Value
1574649.95
Local Total Cost Amount
1582527.17
Local Unrealized Gain Loss
-7877.22
Local Accrued Interest
13441.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Aa1
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEMORIAL SLOAN KETTERING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEMORIAL SLOAN KETTERING
Security Description
4.2% 01 Jul 2055
Maturity Date
2055-07-01T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
475000.00
Base Market Value
489758.25
Base Total Cost
473275.75
Base Unrealized Gain Loss
16482.50
Base Accrued Interest
0
Local Market Value
489758.25
Local Total Cost Amount
473275.75
Local Unrealized Gain Loss
16482.50
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
INDUSTRIAL
Moody S Quality Rating
Aa3
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
4.35% 03 Nov 2045
Maturity Date
2045-11-03T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
290000.00
Base Market Value
317987.90
Base Total Cost
289275.00
Base Unrealized Gain Loss
28712.90
Base Accrued Interest
2032.42
Local Market Value
317987.90
Local Total Cost Amount
289275.00
Local Unrealized Gain Loss
28712.90
Local Accrued Interest
2032.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
4.875% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
705000.00
Base Market Value
731437.50
Base Total Cost
705000.00
Base Unrealized Gain Loss
26437.50
Base Accrued Interest
4391.56
Local Market Value
731437.50
Local Total Cost Amount
705000.00
Local Unrealized Gain Loss
26437.50
Local Accrued Interest
4391.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HUNTINGTON NATIONAL BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUNTINGTON NATIONAL BANK
Security Description
2.2% 06 Nov 2018
Maturity Date
2018-11-06T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
1735000.00
Base Market Value
1739805.95
Base Total Cost
1732952.70
Base Unrealized Gain Loss
6853.25
Base Accrued Interest
5831.53
Local Market Value
1739805.95
Local Total Cost Amount
1732952.70
Local Unrealized Gain Loss
6853.25
Local Accrued Interest
5831.53
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
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: 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
6.125
Original Face
0
Shares Par Value
675000.00
Base Market Value
725625.00
Base Total Cost
675000.00
Base Unrealized Gain Loss
50625.00
Base Accrued Interest
5282.81
Local Market Value
725625.00
Local Total Cost Amount
675000.00
Local Unrealized Gain Loss
50625.00
Local Accrued Interest
5282.81
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELPHI AUTOMOTIVE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELPHI AUTOMOTIVE PLC
Security Description
3.15% 19 Nov 2020
Maturity Date
2020-11-19T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
1520000.00
Base Market Value
1552740.80
Base Total Cost
1516716.80
Base Unrealized Gain Loss
36024.00
Base Accrued Interest
5586.00
Local Market Value
1552740.80
Local Total Cost Amount
1516716.80
Local Unrealized Gain Loss
36024.00
Local Accrued Interest
5586.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: COMMONWEALTH EDISON CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMONWEALTH EDISON CO
Security Description
4.35% 15 Nov 2045
Maturity Date
2045-11-15T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
480000.00
Base Market Value
517377.60
Base Total Cost
476265.60
Base Unrealized Gain Loss
41112.00
Base Accrued Interest
2668.00
Local Market Value
517377.60
Local Total Cost Amount
476265.60
Local Unrealized Gain Loss
41112.00
Local Accrued Interest
2668.00
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
4.7% 15 May 2046
Maturity Date
2046-05-15T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
600000.00
Base Market Value
674190.00
Base Total Cost
591114.00
Base Unrealized Gain Loss
83076.00
Base Accrued Interest
3603.33
Local Market Value
674190.00
Local Total Cost Amount
591114.00
Local Unrealized Gain Loss
83076.00
Local Accrued Interest
3603.33
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
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: GRUPO TELEVISA SAB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRUPO TELEVISA SAB
Security Description
6.125% 31 Jan 2046
Maturity Date
2046-01-31T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
545000.00
Base Market Value
605609.45
Base Total Cost
543239.65
Base Unrealized Gain Loss
62369.80
Base Accrued Interest
13908.85
Local Market Value
605609.45
Local Total Cost Amount
543239.65
Local Unrealized Gain Loss
62369.80
Local Accrued Interest
13908.85
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: MCDONALD S CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDONALD S CORP
Security Description
4.875% 09 Dec 2045
Maturity Date
2045-12-09T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
925000.00
Base Market Value
1031254.75
Base Total Cost
925000.00
Base Unrealized Gain Loss
106254.75
Base Accrued Interest
2755.73
Local Market Value
1031254.75
Local Total Cost Amount
925000.00
Local Unrealized Gain Loss
106254.75
Local Accrued Interest
2755.73
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
6.875% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
260000.00
Base Market Value
292453.20
Base Total Cost
302009.24
Base Unrealized Gain Loss
-9556.04
Base Accrued Interest
2979.17
Local Market Value
292453.20
Local Total Cost Amount
302009.24
Local Unrealized Gain Loss
-9556.04
Local Accrued Interest
2979.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ENABLE MIDSTREAM PARTNER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENABLE MIDSTREAM PARTNER
Security Description
2.4% 15 May 2019
Maturity Date
2019-05-15T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
400000.00
Base Market Value
398432.00
Base Total Cost
399704.00
Base Unrealized Gain Loss
-1272.00
Base Accrued Interest
1226.67
Local Market Value
398432.00
Local Total Cost Amount
399704.00
Local Unrealized Gain Loss
-1272.00
Local Accrued Interest
1226.67
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
Baa3
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
3.7% 12 Jan 2026
Maturity Date
2026-01-12T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
2625000.00
Base Market Value
2654898.75
Base Total Cost
2621508.75
Base Unrealized Gain Loss
33390.00
Base Accrued Interest
45594.79
Local Market Value
2654898.75
Local Total Cost Amount
2621508.75
Local Unrealized Gain Loss
33390.00
Local Accrued Interest
45594.79
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
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: HARLEY DAVIDSON FINL SER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARLEY DAVIDSON FINL SER
Security Description
2.85% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
2575000.00
Base Market Value
2605204.75
Base Total Cost
2572116.00
Base Unrealized Gain Loss
33088.75
Base Accrued Interest
33839.79
Local Market Value
2605204.75
Local Total Cost Amount
2572116.00
Local Unrealized Gain Loss
33088.75
Local Accrued Interest
33839.79
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
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: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
4.375% 12 Jan 2026
Maturity Date
2026-01-12T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1460000.00
Base Market Value
1517115.20
Base Total Cost
1447630.20
Base Unrealized Gain Loss
69485.00
Base Accrued Interest
29985.77
Local Market Value
1517115.20
Local Total Cost Amount
1447630.20
Local Unrealized Gain Loss
69485.00
Local Accrued Interest
29985.77
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: UNIV OF TEXAS TX UNIV REVENUES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIV OF TEXAS TX UNIV REVENUES
Security Description
3.852% 15 Aug 2046
Maturity Date
2046-08-15T00:00:00.000
Interest Rate
3.852
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1325750.00
Base Total Cost
1250000.00
Base Unrealized Gain Loss
75750.00
Base Accrued Interest
18190.00
Local Market Value
1325750.00
Local Total Cost Amount
1250000.00
Local Unrealized Gain Loss
75750.00
Local Accrued Interest
18190.00
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
Aaa
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BLACK HILLS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACK HILLS CORP
Security Description
2.5% 11 Jan 2019
Maturity Date
2019-01-11T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
700000.00
Base Market Value
703745.00
Base Total Cost
699139.00
Base Unrealized Gain Loss
4606.00
Base Accrued Interest
8263.89
Local Market Value
703745.00
Local Total Cost Amount
699139.00
Local Unrealized Gain Loss
4606.00
Local Accrued Interest
8263.89
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
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: VIRGINIA ELEC + POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGINIA ELEC + POWER CO
Security Description
3.15% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
1165000.00
Base Market Value
1171500.70
Base Total Cost
1164895.15
Base Unrealized Gain Loss
6605.55
Base Accrued Interest
16921.63
Local Market Value
1171500.70
Local Total Cost Amount
1164895.15
Local Unrealized Gain Loss
6605.55
Local Accrued Interest
16921.63
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
ELECTRIC/GAS
Moody S Quality Rating
A2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV FIN
Security Description
4.9% 01 Feb 2046
Maturity Date
2046-02-01T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
510000.00
Base Market Value
575606.40
Base Total Cost
508801.50
Base Unrealized Gain Loss
66804.90
Base Accrued Interest
10412.50
Local Market Value
575606.40
Local Total Cost Amount
508801.50
Local Unrealized Gain Loss
66804.90
Local Accrued Interest
10412.50
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: ANHEUSER BUSCH INBEV FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV FIN
Security Description
4.7% 01 Feb 2036
Maturity Date
2036-02-01T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
5385000.00
Base Market Value
5926946.40
Base Total Cost
5616907.60
Base Unrealized Gain Loss
310038.80
Base Accrued Interest
105456.25
Local Market Value
5926946.40
Local Total Cost Amount
5616907.60
Local Unrealized Gain Loss
310038.80
Local Accrued Interest
105456.25
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
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: ANHEUSER BUSCH INBEV FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV FIN
Security Description
3.3% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1029730.00
Base Total Cost
1028840.00
Base Unrealized Gain Loss
890.00
Base Accrued Interest
13750.00
Local Market Value
1029730.00
Local Total Cost Amount
1028840.00
Local Unrealized Gain Loss
890.00
Local Accrued Interest
13750.00
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: CRED SUIS GP FUN LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRED SUIS GP FUN LTD
Security Description
3.75% 26 Mar 2025
Maturity Date
2025-03-26T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
335000.00
Base Market Value
338467.25
Base Total Cost
326071.60
Base Unrealized Gain Loss
12395.65
Base Accrued Interest
3315.11
Local Market Value
338467.25
Local Total Cost Amount
326071.60
Local Unrealized Gain Loss
12395.65
Local Accrued Interest
3315.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
3.875% 27 Jan 2026
Maturity Date
2026-01-27T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
970000.00
Base Market Value
998595.60
Base Total Cost
968011.50
Base Unrealized Gain Loss
30584.10
Base Accrued Interest
16079.10
Local Market Value
998595.60
Local Total Cost Amount
968011.50
Local Unrealized Gain Loss
30584.10
Local Accrued Interest
16079.10
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 20 Jan 2048
Maturity Date
2048-01-20T00:00:00.000
Interest Rate
4.443
Original Face
0
Shares Par Value
1910000.00
Base Market Value
2020168.80
Base Total Cost
1908168.50
Base Unrealized Gain Loss
112000.30
Base Accrued Interest
37951.85
Local Market Value
2020168.80
Local Total Cost Amount
1908168.50
Local Unrealized Gain Loss
112000.30
Local Accrued Interest
37951.85
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
4.375% 22 Jan 2047
Maturity Date
2047-01-22T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
635000.00
Base Market Value
662432.00
Base Total Cost
630694.70
Base Unrealized Gain Loss
31737.30
Base Accrued Interest
12424.39
Local Market Value
662432.00
Local Total Cost Amount
630694.70
Local Unrealized Gain Loss
31737.30
Local Accrued Interest
12424.39
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: MIDAMERICAN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDAMERICAN ENERGY CO
Security Description
3.95% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
470000.00
Base Market Value
483324.50
Base Total Cost
469337.30
Base Unrealized Gain Loss
13987.20
Base Accrued Interest
7735.42
Local Market Value
483324.50
Local Total Cost Amount
469337.30
Local Unrealized Gain Loss
13987.20
Local Accrued Interest
7735.42
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
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
3.85% 26 Jan 2027
Maturity Date
2027-01-26T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
1490000.00
Base Market Value
1515791.90
Base Total Cost
1488234.90
Base Unrealized Gain Loss
27557.00
Base Accrued Interest
24698.82
Local Market Value
1515791.90
Local Total Cost Amount
1488234.90
Local Unrealized Gain Loss
27557.00
Local Accrued Interest
24698.82
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: SOUTHERN CO GAS CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO GAS CAPITAL
Security Description
3.25% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
2265000.00
Base Market Value
2222689.80
Base Total Cost
2257651.20
Base Unrealized Gain Loss
-34961.40
Base Accrued Interest
3271.67
Local Market Value
2222689.80
Local Total Cost Amount
2257651.20
Local Unrealized Gain Loss
-34961.40
Local Accrued Interest
3271.67
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
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
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