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Office of The Comptroller: Fire Department Retirement System Holdings Data

This dataset sets forth the Fire Department 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 95aa-k2ka 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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
7.125% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
7.13
Original Face
0.00
Shares Par Value
105000.00
Base Market Value
116025.00
Base Total Cost
126735.00
Base Unrealized Gain Loss
-10710.00
Base Accrued Interest
1246.88
Local Market Value
116025.00
Local Total Cost Amount
126735.00
Local Unrealized Gain Loss
-10710.00
Local Accrued Interest
1903-05-30T21:07:12.000
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
Ba3
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.8% 28 Apr 2020
Maturity Date
2020-04-28T00:00:00.000
Interest Rate
1.80
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
99777.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
-223.00
Base Accrued Interest
315.00
Local Market Value
99777.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
-223.00
Local Accrued Interest
1900-11-10T00:00:00.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
3.45% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
3.45
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
141750.00
Base Total Cost
150687.00
Base Unrealized Gain Loss
-8937.00
Base Accrued Interest
431.25
Local Market Value
141750.00
Local Total Cost Amount
150687.00
Local Unrealized Gain Loss
-8937.00
Local Accrued Interest
1901-03-06T06:00:00.000
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
Ba3
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
5.15% 15 Mar 2034
Maturity Date
2034-03-15T00:00:00.000
Interest Rate
5.15
Original Face
0.00
Shares Par Value
185000.00
Base Market Value
171125.00
Base Total Cost
196086.34
Base Unrealized Gain Loss
-24961.34
Base Accrued Interest
2805.32
Local Market Value
171125.00
Local Total Cost Amount
196086.34
Local Unrealized Gain Loss
-24961.34
Local Accrued Interest
1907-09-05T07:40:48.000
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
Ba3
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
5.15% 15 Mar 2034
Maturity Date
2034-03-15T00:00:00.000
Interest Rate
5.15
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1387500.00
Base Total Cost
1324935.00
Base Unrealized Gain Loss
62565.00
Base Accrued Interest
22745.83
Local Market Value
1387500.00
Local Total Cost Amount
1324935.00
Local Unrealized Gain Loss
62565.00
Local Accrued Interest
1962-04-09T19:55:12.000
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
Ba3
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: CFCRE COMMERCIAL MORTGAGE TRUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CFCRE COMMERCIAL MORTGAGE TRUS
Security Description
1% 10 May 2058
Maturity Date
2058-05-10T00:00:00.000
Interest Rate
1.92
Original Face
2628839.00
Shares Par Value
2600827.04
Base Market Value
295319.75
Base Total Cost
321163.39
Base Unrealized Gain Loss
-25843.64
Base Accrued Interest
0
Local Market Value
295319.75
Local Total Cost Amount
321163.39
Local Unrealized Gain Loss
-25843.64
Local Accrued Interest
1899-12-31T00:00:00.000
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
NR
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
3.75% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
98524.00
Base Total Cost
99166.00
Base Unrealized Gain Loss
-642.00
Base Accrued Interest
0
Local Market Value
98524.00
Local Total Cost Amount
99166.00
Local Unrealized Gain Loss
-642.00
Local Accrued Interest
1899-12-31T00:00:00.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
5.375% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
5.38
Original Face
0.00
Shares Par Value
145000.00
Base Market Value
153401.30
Base Total Cost
144953.60
Base Unrealized Gain Loss
8447.70
Base Accrued Interest
1537.10
Local Market Value
153401.30
Local Total Cost Amount
144953.60
Local Unrealized Gain Loss
8447.70
Local Accrued Interest
1904-03-16T02:24:00.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.384% 23 Oct 2035
Maturity Date
2035-10-23T00:00:00.000
Interest Rate
6.38
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
177802.50
Base Total Cost
167870.00
Base Unrealized Gain Loss
9932.50
Base Accrued Interest
1808.79
Local Market Value
177802.50
Local Total Cost Amount
167870.00
Local Unrealized Gain Loss
9932.50
Local Accrued Interest
1904-12-12T18:57:36.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.384% 23 Oct 2035
Maturity Date
2035-10-23T00:00:00.000
Interest Rate
6.38
Original Face
0.00
Shares Par Value
210000.00
Base Market Value
248923.50
Base Total Cost
210000.00
Base Unrealized Gain Loss
38923.50
Base Accrued Interest
2532.32
Local Market Value
248923.50
Local Total Cost Amount
210000.00
Local Unrealized Gain Loss
38923.50
Local Accrued Interest
1906-12-06T07:40:48.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.834% 23 Oct 2055
Maturity Date
2055-10-23T00:00:00.000
Interest Rate
6.83
Original Face
0.00
Shares Par Value
235000.00
Base Market Value
286427.40
Base Total Cost
237338.80
Base Unrealized Gain Loss
49088.60
Base Accrued Interest
3033.54
Local Market Value
286427.40
Local Total Cost Amount
237338.80
Local Unrealized Gain Loss
49088.60
Local Accrued Interest
1908-04-20T12:57:36.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.484% 23 Oct 2045
Maturity Date
2045-10-23T00:00:00.000
Interest Rate
6.48
Original Face
0.00
Shares Par Value
269000.00
Base Market Value
322856.49
Base Total Cost
294927.43
Base Unrealized Gain Loss
27929.06
Base Accrued Interest
3294.59
Local Market Value
322856.49
Local Total Cost Amount
294927.43
Local Unrealized Gain Loss
27929.06
Local Accrued Interest
1909-01-06T14:09:36.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.484% 23 Oct 2045
Maturity Date
2045-10-23T00:00:00.000
Interest Rate
6.48
Original Face
0.00
Shares Par Value
580000.00
Base Market Value
696121.80
Base Total Cost
679039.34
Base Unrealized Gain Loss
17082.46
Base Accrued Interest
7103.58
Local Market Value
696121.80
Local Total Cost Amount
679039.34
Local Unrealized Gain Loss
17082.46
Local Accrued Interest
1919-06-12T13:55:12.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
4.464% 23 Jul 2022
Maturity Date
2022-07-23T00:00:00.000
Interest Rate
4.46
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
799102.50
Base Total Cost
753135.00
Base Unrealized Gain Loss
45967.50
Base Accrued Interest
14694.00
Local Market Value
799102.50
Local Total Cost Amount
753135.00
Local Unrealized Gain Loss
45967.50
Local Accrued Interest
1940-03-24T00:00:00.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
4.908% 23 Jul 2025
Maturity Date
2025-07-23T00:00:00.000
Interest Rate
4.91
Original Face
0.00
Shares Par Value
765000.00
Base Market Value
826444.80
Base Total Cost
766609.87
Base Unrealized Gain Loss
59834.93
Base Accrued Interest
16478.61
Local Market Value
826444.80
Local Total Cost Amount
766609.87
Local Unrealized Gain Loss
59834.93
Local Accrued Interest
1945-02-10T14:38:24.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
4.464% 23 Jul 2022
Maturity Date
2022-07-23T00:00:00.000
Interest Rate
4.46
Original Face
0.00
Shares Par Value
950000.00
Base Market Value
1012196.50
Base Total Cost
952670.70
Base Unrealized Gain Loss
59525.80
Base Accrued Interest
18612.40
Local Market Value
1012196.50
Local Total Cost Amount
952670.70
Local Unrealized Gain Loss
59525.80
Local Accrued Interest
1950-12-15T09:36:00.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.484% 23 Oct 2045
Maturity Date
2045-10-23T00:00:00.000
Interest Rate
6.48
Original Face
0.00
Shares Par Value
2500000.00
Base Market Value
3000525.00
Base Total Cost
2925318.50
Base Unrealized Gain Loss
75206.50
Base Accrued Interest
30618.89
Local Market Value
3000525.00
Local Total Cost Amount
2925318.50
Local Unrealized Gain Loss
75206.50
Local Accrued Interest
1983-10-29T21:21:36.000
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: CHEMOURS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHEMOURS CO
Security Description
6.625% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
6.63
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
42300.00
Base Total Cost
39983.88
Base Unrealized Gain Loss
2316.12
Base Accrued Interest
338.61
Local Market Value
42300.00
Local Total Cost Amount
39983.88
Local Unrealized Gain Loss
2316.12
Local Accrued Interest
1900-12-03T14:38:24.000
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
B1
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
4.875% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
4.88
Original Face
0.00
Shares Par Value
5000.00
Base Market Value
4650.00
Base Total Cost
4343.75
Base Unrealized Gain Loss
306.25
Base Accrued Interest
51.46
Local Market Value
4650.00
Local Total Cost Amount
4343.75
Local Unrealized Gain Loss
306.25
Local Accrued Interest
1900-02-20T11:02:24.000
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
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
8% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
8.00
Original Face
0.00
Shares Par Value
290000.00
Base Market Value
287100.00
Base Total Cost
284190.30
Base Unrealized Gain Loss
2909.70
Base Accrued Interest
12308.87
Local Market Value
287100.00
Local Total Cost Amount
284190.30
Local Unrealized Gain Loss
2909.70
Local Accrued Interest
1933-09-11T20:52:48.000
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
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
5.5% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
5.50
Original Face
0.00
Shares Par Value
640000.00
Base Market Value
598400.00
Base Total Cost
623500.72
Base Unrealized Gain Loss
-25100.72
Base Accrued Interest
10364.46
Local Market Value
598400.00
Local Total Cost Amount
623500.72
Local Unrealized Gain Loss
-25100.72
Local Accrued Interest
1928-05-16T11:02:24.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
5.5% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
5.50
Original Face
0.00
Shares Par Value
815000.00
Base Market Value
762025.00
Base Total Cost
787333.12
Base Unrealized Gain Loss
-25308.12
Base Accrued Interest
13198.49
Local Market Value
762025.00
Local Total Cost Amount
787333.12
Local Unrealized Gain Loss
-25308.12
Local Accrued Interest
1936-02-18T11:45:36.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.25% 31 Mar 2023
Maturity Date
2023-03-31T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
330000.00
Base Market Value
340675.50
Base Total Cost
340725.00
Base Unrealized Gain Loss
-49.50
Base Accrued Interest
6015.62
Local Market Value
340675.50
Local Total Cost Amount
340725.00
Local Unrealized Gain Loss
-49.50
Local Accrued Interest
1916-06-19T14:52:48.000
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
Ba3
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
8% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
8.00
Original Face
0.00
Shares Par Value
580000.00
Base Market Value
582900.00
Base Total Cost
564050.00
Base Unrealized Gain Loss
18850.00
Base Accrued Interest
5928.89
Local Market Value
582900.00
Local Total Cost Amount
564050.00
Local Unrealized Gain Loss
18850.00
Local Accrued Interest
1916-03-24T21:21:36.000
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
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
5.125% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
5.13
Original Face
0.00
Shares Par Value
675000.00
Base Market Value
683437.50
Base Total Cost
648737.50
Base Unrealized Gain Loss
34700.00
Base Accrued Interest
14414.04
Local Market Value
683437.50
Local Total Cost Amount
648737.50
Local Unrealized Gain Loss
34700.00
Local Accrued Interest
1939-06-18T00:57:36.000
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
Ba3
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.875% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.88
Original Face
0.00
Shares Par Value
890000.00
Base Market Value
777637.50
Base Total Cost
751543.75
Base Unrealized Gain Loss
26093.75
Base Accrued Interest
25494.75
Local Market Value
777637.50
Local Total Cost Amount
751543.75
Local Unrealized Gain Loss
26093.75
Local Accrued Interest
1969-10-18T18:00:00.000
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
Caa1
S And P Quality Rating
CCC+
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
2.875% 03 Nov 2022
Maturity Date
2022-11-03T00:00:00.000
Interest Rate
2.88
Original Face
0.00
Shares Par Value
130000.00
Base Market Value
132246.40
Base Total Cost
129836.20
Base Unrealized Gain Loss
2410.20
Base Accrued Interest
602.15
Local Market Value
132246.40
Local Total Cost Amount
129836.20
Local Unrealized Gain Loss
2410.20
Local Accrued Interest
1901-08-24T03:36:00.000
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: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
3.15% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
155000.00
Base Market Value
157154.50
Base Total Cost
154973.65
Base Unrealized Gain Loss
2180.85
Base Accrued Interest
1437.63
Local Market Value
157154.50
Local Total Cost Amount
154973.65
Local Unrealized Gain Loss
2180.85
Local Accrued Interest
1903-12-07T15:07:12.000
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: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
3.35% 03 May 2026
Maturity Date
2026-05-03T00:00:00.000
Interest Rate
3.35
Original Face
0.00
Shares Par Value
180000.00
Base Market Value
184105.80
Base Total Cost
179447.40
Base Unrealized Gain Loss
4658.40
Base Accrued Interest
971.50
Local Market Value
184105.80
Local Total Cost Amount
179447.40
Local Unrealized Gain Loss
4658.40
Local Accrued Interest
1902-08-28T12:00:00.000
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: 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
0.00
Shares Par Value
350000.00
Base Market Value
383778.50
Base Total Cost
349125.00
Base Unrealized Gain Loss
34653.50
Base Accrued Interest
2452.92
Local Market Value
383778.50
Local Total Cost Amount
349125.00
Local Unrealized Gain Loss
34653.50
Local Accrued Interest
1906-09-17T22:04:48.000
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: 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
0.00
Shares Par Value
645000.00
Base Market Value
707248.95
Base Total Cost
643387.50
Base Unrealized Gain Loss
63861.45
Base Accrued Interest
4520.38
Local Market Value
707248.95
Local Total Cost Amount
643387.50
Local Unrealized Gain Loss
63861.45
Local Accrued Interest
1912-05-16T09:07:12.000
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
5.375% 15 Feb 2042
Maturity Date
2042-02-15T00:00:00.000
Interest Rate
5.38
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
60119.50
Base Total Cost
49967.00
Base Unrealized Gain Loss
10152.50
Base Accrued Interest
1015.28
Local Market Value
60119.50
Local Total Cost Amount
49967.00
Local Unrealized Gain Loss
10152.50
Local Accrued Interest
1902-10-11T06:43:12.000
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
6.15% 15 Nov 2036
Maturity Date
2036-11-15T00:00:00.000
Interest Rate
6.15
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
126720.00
Base Total Cost
99456.00
Base Unrealized Gain Loss
27264.00
Base Accrued Interest
785.83
Local Market Value
126720.00
Local Total Cost Amount
99456.00
Local Unrealized Gain Loss
27264.00
Local Accrued Interest
1902-02-23T19:55:12.000
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
3.25% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
108000.00
Base Market Value
108421.20
Base Total Cost
107840.16
Base Unrealized Gain Loss
581.04
Base Accrued Interest
741.00
Local Market Value
108421.20
Local Total Cost Amount
107840.16
Local Unrealized Gain Loss
581.04
Local Accrued Interest
1902-01-10T00:00:00.000
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: CIMAREX ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIMAREX ENERGY CO
Security Description
3.9% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
3.90
Original Face
0.00
Shares Par Value
420000.00
Base Market Value
422297.40
Base Total Cost
418941.60
Base Unrealized Gain Loss
3355.80
Base Accrued Interest
3685.50
Local Market Value
422297.40
Local Total Cost Amount
418941.60
Local Unrealized Gain Loss
3355.80
Local Accrued Interest
1910-02-01T12:00:00.000
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: CINCINNATI BELL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINCINNATI BELL INC
Security Description
7% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7.00
Original Face
0.00
Shares Par Value
405000.00
Base Market Value
423306.00
Base Total Cost
405000.00
Base Unrealized Gain Loss
18306.00
Base Accrued Interest
13072.50
Local Market Value
423306.00
Local Total Cost Amount
405000.00
Local Unrealized Gain Loss
18306.00
Local Accrued Interest
1935-10-15T12:00:00.000
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
B3
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: CINCINNATI BELL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINCINNATI BELL INC
Security Description
7% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7.00
Original Face
0.00
Shares Par Value
745000.00
Base Market Value
778674.00
Base Total Cost
768787.50
Base Unrealized Gain Loss
9886.50
Base Accrued Interest
24046.94
Local Market Value
778674.00
Local Total Cost Amount
768787.50
Local Unrealized Gain Loss
9886.50
Local Accrued Interest
1965-10-31T22:33:36.000
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
B3
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: CINTAS CORPORATION NO. 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINTAS CORPORATION NO. 2
Security Description
2.9% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
2.90
Original Face
0.00
Shares Par Value
165000.00
Base Market Value
167578.95
Base Total Cost
164782.20
Base Unrealized Gain Loss
2796.75
Base Accrued Interest
1422.21
Local Market Value
167578.95
Local Total Cost Amount
164782.20
Local Unrealized Gain Loss
2796.75
Local Accrued Interest
1903-11-22T05:02:24.000
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
TEXTILES, APPAREL & LUXURY GOO
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: CINTAS CORPORATION NO. 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINTAS CORPORATION NO. 2
Security Description
3.7% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
3.70
Original Face
0.00
Shares Par Value
355000.00
Base Market Value
366090.20
Base Total Cost
353636.80
Base Unrealized Gain Loss
12453.40
Base Accrued Interest
3904.01
Local Market Value
366090.20
Local Total Cost Amount
353636.80
Local Unrealized Gain Loss
12453.40
Local Accrued Interest
1910-09-08T00:14:24.000
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.2% 28 Jun 2019
Maturity Date
2019-06-28T00:00:00.000
Interest Rate
1.20
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
49590.00
Base Total Cost
50000.00
Base Unrealized Gain Loss
-410.00
Base Accrued Interest
5.00
Local Market Value
49590.00
Local Total Cost Amount
50000.00
Local Unrealized Gain Loss
-410.00
Local Accrued Interest
1900-01-05T00:00:00.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CISCO SYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CISCO SYSTEMS INC
Security Description
1.85% 20 Sep 2021
Maturity Date
2021-09-20T00:00:00.000
Interest Rate
1.85
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
246917.50
Base Total Cost
249965.00
Base Unrealized Gain Loss
-3047.50
Base Accrued Interest
1297.57
Local Market Value
246917.50
Local Total Cost Amount
249965.00
Local Unrealized Gain Loss
-3047.50
Local Accrued Interest
1903-07-20T13:40:48.000
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: CISCO SYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CISCO SYSTEMS INC
Security Description
2.2% 28 Feb 2021
Maturity Date
2021-02-28T00:00:00.000
Interest Rate
2.20
Original Face
0.00
Shares Par Value
260000.00
Base Market Value
261404.00
Base Total Cost
259500.80
Base Unrealized Gain Loss
1903.20
Base Accrued Interest
1954.33
Local Market Value
261404.00
Local Total Cost Amount
259500.80
Local Unrealized Gain Loss
1903.20
Local Accrued Interest
1905-05-07T07:55:12.000
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
TECHNOLOGY HW, STORAGE & PERIP
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: CISCO SYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CISCO SYSTEMS INC
Security Description
2.5% 20 Sep 2026
Maturity Date
2026-09-20T00:00:00.000
Interest Rate
2.50
Original Face
0.00
Shares Par Value
395000.00
Base Market Value
378773.40
Base Total Cost
394652.40
Base Unrealized Gain Loss
-15879.00
Base Accrued Interest
2770.49
Local Market Value
378773.40
Local Total Cost Amount
394652.40
Local Unrealized Gain Loss
-15879.00
Local Accrued Interest
1907-08-01T11:45:36.000
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: CIT GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIT GROUP INC
Security Description
3.875% 19 Feb 2019
Maturity Date
2019-02-19T00:00:00.000
Interest Rate
3.88
Original Face
0.00
Shares Par Value
220000.00
Base Market Value
225500.00
Base Total Cost
220000.00
Base Unrealized Gain Loss
5500.00
Base Accrued Interest
3125.83
Local Market Value
225500.00
Local Total Cost Amount
220000.00
Local Unrealized Gain Loss
5500.00
Local Accrued Interest
1908-07-21T19:55:12.000
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: CIT GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIT GROUP INC
Security Description
5.375% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
5.38
Original Face
0.00
Shares Par Value
360000.00
Base Market Value
387450.00
Base Total Cost
389700.00
Base Unrealized Gain Loss
-2250.00
Base Accrued Interest
2472.50
Local Market Value
387450.00
Local Total Cost Amount
389700.00
Local Unrealized Gain Loss
-2250.00
Local Accrued Interest
1906-10-07T12:00:00.000
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: CIT GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIT GROUP INC
Security Description
3.875% 19 Feb 2019
Maturity Date
2019-02-19T00:00:00.000
Interest Rate
3.88
Original Face
0.00
Shares Par Value
425000.00
Base Market Value
435625.00
Base Total Cost
425000.00
Base Unrealized Gain Loss
10625.00
Base Accrued Interest
6038.54
Local Market Value
435625.00
Local Total Cost Amount
425000.00
Local Unrealized Gain Loss
10625.00
Local Accrued Interest
1916-07-12T12:57:36.000
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: CITIBANK NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIBANK NA
Security Description
2.1% 12 Jun 2020
Maturity Date
2020-06-12T00:00:00.000
Interest Rate
2.10
Original Face
0.00
Shares Par Value
1290000.00
Base Market Value
1290412.80
Base Total Cost
1289275.50
Base Unrealized Gain Loss
1137.30
Base Accrued Interest
1429.76
Local Market Value
1290412.80
Local Total Cost Amount
1289275.50
Local Unrealized Gain Loss
1137.30
Local Accrued Interest
1903-11-29T18:14:24.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A1
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP COMMERCIAL MORTGAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP COMMERCIAL MORTGAGE
Security Description
2.935% 10 Apr 2048
Maturity Date
2048-04-10T00:00:00.000
Interest Rate
2.90
Original Face
700000.00
Shares Par Value
700000.00
Base Market Value
694156.68
Base Total Cost
706982.15
Base Unrealized Gain Loss
-12825.47
Base Accrued Interest
0
Local Market Value
694156.68
Local Total Cost Amount
706982.15
Local Unrealized Gain Loss
-12825.47
Local Accrued Interest
1899-12-31T00:00:00.000
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
3.2% 21 Oct 2026
Maturity Date
2026-10-21T00:00:00.000
Interest Rate
3.20
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
19450.40
Base Total Cost
19446.40
Base Unrealized Gain Loss
4.00
Base Accrued Interest
124.44
Local Market Value
19450.40
Local Total Cost Amount
19446.40
Local Unrealized Gain Loss
4.00
Local Accrued Interest
1900-05-03T10:33:36.000
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: 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
0.00
Shares Par Value
50000.00
Base Market Value
52485.00
Base Total Cost
50092.00
Base Unrealized Gain Loss
2393.00
Base Accrued Interest
283.68
Local Market Value
52485.00
Local Total Cost Amount
50092.00
Local Unrealized Gain Loss
2393.00
Local Accrued Interest
1900-10-09T16:19:12.000
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
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