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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: COMCAST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMCAST CORP
Security Description
4.2% 15 Aug 2034
Maturity Date
2034-08-15T00:00:00.000
Interest Rate
4.20
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
529475.00
Base Total Cost
515595.00
Base Unrealized Gain Loss
13880.00
Base Accrued Interest
7933.33
Local Market Value
529475.00
Local Total Cost Amount
515595.00
Local Unrealized Gain Loss
13880.00
Local Accrued Interest
1921-09-19T07:55:12.000
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
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: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
1% 10 Aug 2048
Maturity Date
2048-08-10T00:00:00.000
Interest Rate
1.01
Original Face
3700000.00
Shares Par Value
3625691.24
Base Market Value
192987.57
Base Total Cost
232433.21
Base Unrealized Gain Loss
-39445.64
Base Accrued Interest
0
Local Market Value
192987.57
Local Total Cost Amount
232433.21
Local Unrealized Gain Loss
-39445.64
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
Aa1
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COMMSCOPE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMSCOPE INC
Security Description
5.5% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.50
Original Face
0.00
Shares Par Value
170000.00
Base Market Value
176959.80
Base Total Cost
170623.33
Base Unrealized Gain Loss
6336.47
Base Accrued Interest
415.56
Local Market Value
176959.80
Local Total Cost Amount
170623.33
Local Unrealized Gain Loss
6336.47
Local Accrued Interest
1901-02-18T13:26:24.000
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
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: COMMSCOPE TECH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMSCOPE TECH LLC
Security Description
6% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
6.00
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
21350.00
Base Total Cost
20000.00
Base Unrealized Gain Loss
1350.00
Base Accrued Interest
53.33
Local Market Value
21350.00
Local Total Cost Amount
20000.00
Local Unrealized Gain Loss
1350.00
Local Accrued Interest
1900-02-22T07:55:12.000
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: COMMSCOPE TECH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMSCOPE TECH LLC
Security Description
5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5.00
Original Face
0.00
Shares Par Value
115000.00
Base Market Value
114712.50
Base Total Cost
115000.00
Base Unrealized Gain Loss
-287.50
Base Accrued Interest
1725.00
Local Market Value
114712.50
Local Total Cost Amount
115000.00
Local Unrealized Gain Loss
-287.50
Local Accrued Interest
1904-09-20T00:00:00.000
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: COMSTOCK RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMSTOCK RESOURCES INC
Security Description
10% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
10.00
Original Face
0.00
Shares Par Value
740000.00
Base Market Value
738150.00
Base Total Cost
782250.00
Base Unrealized Gain Loss
-44100.00
Base Accrued Interest
21788.88
Local Market Value
738150.00
Local Total Cost Amount
782250.00
Local Unrealized Gain Loss
-44100.00
Local Accrued Interest
1959-08-26T21:07:12.000
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
ELECTRIC/GAS
Moody S Quality Rating
B3
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: CONCHO RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONCHO RESOURCES INC
Security Description
5.5% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.50
Original Face
0.00
Shares Par Value
245000.00
Base Market Value
251431.25
Base Total Cost
243437.50
Base Unrealized Gain Loss
7993.75
Base Accrued Interest
3368.75
Local Market Value
251431.25
Local Total Cost Amount
243437.50
Local Unrealized Gain Loss
7993.75
Local Accrued Interest
1909-03-21T18:00:00.000
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
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: CONCHO RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONCHO RESOURCES INC
Security Description
4.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.38
Original Face
0.00
Shares Par Value
685000.00
Base Market Value
698700.00
Base Total Cost
683287.50
Base Unrealized Gain Loss
15412.50
Base Accrued Interest
15234.11
Local Market Value
698700.00
Local Total Cost Amount
683287.50
Local Unrealized Gain Loss
15412.50
Local Accrued Interest
1941-09-15T02:38:24.000
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
ELECTRIC/GAS
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONNECTICUT LIGHT + PWR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONNECTICUT LIGHT + PWR
Security Description
5.5% 01 Feb 2019
Maturity Date
2019-02-01T00:00:00.000
Interest Rate
5.50
Original Face
0.00
Shares Par Value
120000.00
Base Market Value
126601.20
Base Total Cost
119521.20
Base Unrealized Gain Loss
7080.00
Base Accrued Interest
2750.00
Local Market Value
126601.20
Local Total Cost Amount
119521.20
Local Unrealized Gain Loss
7080.00
Local Accrued Interest
1907-07-12T00:00:00.000
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
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: CONOCOPHILLIPS COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS COMPANY
Security Description
4.2% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
4.20
Original Face
0.00
Shares Par Value
60000.00
Base Market Value
63615.00
Base Total Cost
59970.00
Base Unrealized Gain Loss
3645.00
Base Accrued Interest
742.00
Local Market Value
63615.00
Local Total Cost Amount
59970.00
Local Unrealized Gain Loss
3645.00
Local Accrued Interest
1902-01-11T00:00:00.000
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
OIL, GAS & CONSUMABLE FUELS
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: CONOCOPHILLIPS COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS COMPANY
Security Description
3.35% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
3.35
Original Face
0.00
Shares Par Value
68000.00
Base Market Value
69330.08
Base Total Cost
64233.77
Base Unrealized Gain Loss
5096.31
Base Accrued Interest
291.08
Local Market Value
69330.08
Local Total Cost Amount
64233.77
Local Unrealized Gain Loss
5096.31
Local Accrued Interest
1900-10-17T01:55:12.000
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
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: CONOCOPHILLIPS COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS COMPANY
Security Description
4.95% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
4.95
Original Face
0.00
Shares Par Value
180000.00
Base Market Value
200469.60
Base Total Cost
179523.45
Base Unrealized Gain Loss
20946.15
Base Accrued Interest
2623.51
Local Market Value
200469.60
Local Total Cost Amount
179523.45
Local Unrealized Gain Loss
20946.15
Local Accrued Interest
1907-03-07T12:14:24.000
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
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0.00
Original Face
0.00
Shares Par Value
23236.94
Base Market Value
23236.94
Base Total Cost
23236.94
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
23236.94
Local Total Cost Amount
23236.94
Local Unrealized Gain Loss
0
Local Accrued Interest
1899-12-31T00:00:00.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONOCOPHILLIPS HLDG CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS HLDG CO
Security Description
6.95% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
6.95
Original Face
0.00
Shares Par Value
90000.00
Base Market Value
115431.30
Base Total Cost
110316.60
Base Unrealized Gain Loss
5114.70
Base Accrued Interest
1320.50
Local Market Value
115431.30
Local Total Cost Amount
110316.60
Local Unrealized Gain Loss
5114.70
Local Accrued Interest
1903-08-12T12:00:00.000
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
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: CONOCOPHILLIPS HLDG CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS HLDG CO
Security Description
6.95% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
6.95
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
192385.50
Base Total Cost
180697.50
Base Unrealized Gain Loss
11688.00
Base Accrued Interest
2200.83
Local Market Value
192385.50
Local Total Cost Amount
180697.50
Local Unrealized Gain Loss
11688.00
Local Accrued Interest
1906-01-08T19:55:12.000
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
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: CONSOLIDATED COMMUNICATI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED COMMUNICATI
Security Description
6.5% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6.50
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
398000.00
Base Total Cost
393656.25
Base Unrealized Gain Loss
4343.75
Base Accrued Interest
6521.67
Local Market Value
398000.00
Local Total Cost Amount
393656.25
Local Unrealized Gain Loss
4343.75
Local Accrued Interest
1917-11-07T16:04:48.000
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
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: CONSOLIDATED COMMUNICATI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED COMMUNICATI
Security Description
6.5% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6.50
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
621875.00
Base Total Cost
624631.25
Base Unrealized Gain Loss
-2756.25
Base Accrued Interest
10156.25
Local Market Value
621875.00
Local Total Cost Amount
624631.25
Local Unrealized Gain Loss
-2756.25
Local Accrued Interest
1927-10-21T06:00:00.000
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: CONSOLIDATED EDISON CO O
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED EDISON CO O
Security Description
4.3% 01 Dec 2056
Maturity Date
2056-12-01T00:00:00.000
Interest Rate
4.30
Original Face
0.00
Shares Par Value
25000.00
Base Market Value
26059.25
Base Total Cost
24782.25
Base Unrealized Gain Loss
1277.00
Base Accrued Interest
89.58
Local Market Value
26059.25
Local Total Cost Amount
24782.25
Local Unrealized Gain Loss
1277.00
Local Accrued Interest
1900-03-29T13:55:12.000
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
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: CONSOLIDATED EDISON CO O
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED EDISON CO O
Security Description
4.45% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
135000.00
Base Market Value
147826.35
Base Total Cost
134886.60
Base Unrealized Gain Loss
12939.75
Base Accrued Interest
1768.88
Local Market Value
147826.35
Local Total Cost Amount
134886.60
Local Unrealized Gain Loss
12939.75
Local Accrued Interest
1904-11-02T21:07:12.000
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
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: CONSOLIDATED EDISON CO O
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED EDISON CO O
Security Description
3.85% 15 Jun 2046
Maturity Date
2046-06-15T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
1465000.00
Base Market Value
1476866.50
Base Total Cost
1462934.35
Base Unrealized Gain Loss
13932.15
Base Accrued Interest
2506.78
Local Market Value
1476866.50
Local Total Cost Amount
1462934.35
Local Unrealized Gain Loss
13932.15
Local Accrued Interest
1906-11-10T18:43:12.000
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
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: CONSTELLATION BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLATION BRANDS INC
Security Description
2.7% 09 May 2022
Maturity Date
2022-05-09T00:00:00.000
Interest Rate
2.70
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
499390.00
Base Total Cost
498885.00
Base Unrealized Gain Loss
505.00
Base Accrued Interest
1950.00
Local Market Value
499390.00
Local Total Cost Amount
498885.00
Local Unrealized Gain Loss
505.00
Local Accrued Interest
1905-05-03T00:00:00.000
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
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
5% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5.00
Original Face
0.00
Shares Par Value
95000.00
Base Market Value
93218.75
Base Total Cost
92537.50
Base Unrealized Gain Loss
681.25
Base Accrued Interest
1411.11
Local Market Value
93218.75
Local Total Cost Amount
92537.50
Local Unrealized Gain Loss
681.25
Local Accrued Interest
1903-11-11T02:38:24.000
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
ELECTRIC/GAS
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
3.8% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
3.80
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
228905.00
Base Total Cost
226168.75
Base Unrealized Gain Loss
2736.25
Base Accrued Interest
791.67
Local Market Value
228905.00
Local Total Cost Amount
226168.75
Local Unrealized Gain Loss
2736.25
Local Accrued Interest
1902-03-01T16:04:48.000
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
ELECTRIC/GAS
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.50
Original Face
0.00
Shares Par Value
455000.00
Base Market Value
434525.00
Base Total Cost
432612.50
Base Unrealized Gain Loss
1912.50
Base Accrued Interest
4322.50
Local Market Value
434525.00
Local Total Cost Amount
432612.50
Local Unrealized Gain Loss
1912.50
Local Accrued Interest
1911-10-31T12:00:00.000
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.9% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
4.90
Original Face
0.00
Shares Par Value
455000.00
Base Market Value
379925.00
Base Total Cost
380718.69
Base Unrealized Gain Loss
-793.69
Base Accrued Interest
1857.92
Local Market Value
379925.00
Local Total Cost Amount
380718.69
Local Unrealized Gain Loss
-793.69
Local Accrued Interest
1905-01-30T22:04:48.000
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
ELECTRIC/GAS
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: CONTL AIRLINES 2007 1
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 2007 1
Security Description
5.983% 19 Oct 2023
Maturity Date
2023-10-19T00:00:00.000
Interest Rate
5.98
Original Face
0.00
Shares Par Value
198893.73
Base Market Value
218783.10
Base Total Cost
177084.41
Base Unrealized Gain Loss
41698.69
Base Accrued Interest
2379.96
Local Market Value
218783.10
Local Total Cost Amount
177084.41
Local Unrealized Gain Loss
41698.69
Local Accrued Interest
1906-07-06T23:02:24.000
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
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: CONTL AIRLINES 2009 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 2009 2
Security Description
7.25% 10 May 2021
Maturity Date
2021-05-10T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
205021.30
Base Market Value
227061.09
Base Total Cost
210261.46
Base Unrealized Gain Loss
16799.63
Base Accrued Interest
2105.74
Local Market Value
227061.09
Local Total Cost Amount
210261.46
Local Unrealized Gain Loss
16799.63
Local Accrued Interest
1905-10-05T17:45:36.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: CONTL AIRLINES 2010 A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 2010 A
Security Description
4.75% 12 Jul 2022
Maturity Date
2022-07-12T00:00:00.000
Interest Rate
4.75
Original Face
145000.00
Shares Par Value
94349.73
Base Market Value
99774.84
Base Total Cost
94435.41
Base Unrealized Gain Loss
5339.43
Base Accrued Interest
2103.86
Local Market Value
99774.84
Local Total Cost Amount
94435.41
Local Unrealized Gain Loss
5339.43
Local Accrued Interest
1905-10-03T20:38:24.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: CONTL AIRLINES 2012 1 A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 2012 1 A
Security Description
4.15% 11 Oct 2025
Maturity Date
2025-10-11T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
216843.83
Base Market Value
227686.02
Base Total Cost
216843.83
Base Unrealized Gain Loss
10842.19
Base Accrued Interest
1999.78
Local Market Value
227686.02
Local Total Cost Amount
216843.83
Local Unrealized Gain Loss
10842.19
Local Accrued Interest
1905-06-21T18:43:12.000
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
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COOPERATIEVE RABOBANK UA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COOPERATIEVE RABOBANK UA
Security Description
3.95% 09 Nov 2022
Maturity Date
2022-11-09T00:00:00.000
Interest Rate
3.95
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
339433.25
Base Total Cost
299416.00
Base Unrealized Gain Loss
40017.25
Base Accrued Interest
1854.31
Local Market Value
339433.25
Local Total Cost Amount
299416.00
Local Unrealized Gain Loss
40017.25
Local Accrued Interest
1905-01-27T07:26:24.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CORNERSTONE ONDEMAND INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORNERSTONE ONDEMAND INC
Security Description
1.5% 01 Jul 2018
Maturity Date
2018-07-01T00:00:00.000
Interest Rate
1.50
Original Face
0.00
Shares Par Value
748000.00
Base Market Value
750805.00
Base Total Cost
786459.54
Base Unrealized Gain Loss
-35654.54
Base Accrued Interest
0
Local Market Value
750805.00
Local Total Cost Amount
786459.54
Local Unrealized Gain Loss
-35654.54
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
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COTT BEVERAGES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COTT BEVERAGES INC
Security Description
5.375% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
5.38
Original Face
0.00
Shares Par Value
430000.00
Base Market Value
445587.50
Base Total Cost
403300.00
Base Unrealized Gain Loss
42287.50
Base Accrued Interest
0
Local Market Value
445587.50
Local Total Cost Amount
403300.00
Local Unrealized Gain Loss
42287.50
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
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: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
5.875% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5.88
Original Face
0.00
Shares Par Value
10000.00
Base Market Value
9700.00
Base Total Cost
10000.00
Base Unrealized Gain Loss
-300.00
Base Accrued Interest
0
Local Market Value
9700.00
Local Total Cost Amount
10000.00
Local Unrealized Gain Loss
-300.00
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
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: COVENTRY HEALTH CARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVENTRY HEALTH CARE INC
Security Description
5.45% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.45
Original Face
0.00
Shares Par Value
60000.00
Base Market Value
66193.20
Base Total Cost
59880.00
Base Unrealized Gain Loss
6313.20
Base Accrued Interest
145.33
Local Market Value
66193.20
Local Total Cost Amount
59880.00
Local Unrealized Gain Loss
6313.20
Local Accrued Interest
1900-05-24T07:55:12.000
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
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: COVIDIEN INTL FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVIDIEN INTL FINANCE SA
Security Description
4.2% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
4.20
Original Face
0.00
Shares Par Value
394000.00
Base Market Value
417789.72
Base Total Cost
404708.92
Base Unrealized Gain Loss
13080.80
Base Accrued Interest
735.47
Local Market Value
417789.72
Local Total Cost Amount
404708.92
Local Unrealized Gain Loss
13080.80
Local Accrued Interest
1902-01-04T11:16:48.000
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
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: COX COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COX COMMUNICATIONS INC
Security Description
6.25% 01 Jun 2018
Maturity Date
2018-06-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
155529.00
Base Total Cost
172950.00
Base Unrealized Gain Loss
-17421.00
Base Accrued Interest
781.25
Local Market Value
155529.00
Local Total Cost Amount
172950.00
Local Unrealized Gain Loss
-17421.00
Local Accrued Interest
1902-02-19T06:00:00.000
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
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: COX COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COX COMMUNICATIONS INC
Security Description
2.95% 30 Jun 2023
Maturity Date
2023-06-30T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
390140.00
Base Total Cost
398240.00
Base Unrealized Gain Loss
-8100.00
Base Accrued Interest
32.78
Local Market Value
390140.00
Local Total Cost Amount
398240.00
Local Unrealized Gain Loss
-8100.00
Local Accrued Interest
1900-02-01T18:43:12.000
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
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: CPC SPE 1 HDC ELLIGIBLE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CPC SPE 1 HDC ELLIGIBLE
Security Description
1% 01 Jan 2021
Maturity Date
2021-01-01T00:00:00.000
Interest Rate
3.55
Original Face
824050.79
Shares Par Value
566570.01
Base Market Value
590941.01
Base Total Cost
566570.01
Base Unrealized Gain Loss
24371.00
Base Accrued Interest
0
Local Market Value
590941.01
Local Total Cost Amount
566570.01
Local Unrealized Gain Loss
24371.00
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
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CPC SPE 1 HDC INELLIGIBLE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CPC SPE 1 HDC INELLIGIBLE
Security Description
1% 01 Jan 2021
Maturity Date
2021-01-01T00:00:00.000
Interest Rate
3.55
Original Face
1219563.44
Shares Par Value
810913.51
Base Market Value
825118.75
Base Total Cost
810913.51
Base Unrealized Gain Loss
14205.24
Base Accrued Interest
0
Local Market Value
825118.75
Local Total Cost Amount
810913.51
Local Unrealized Gain Loss
14205.24
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
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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
3.00
Original Face
0.00
Shares Par Value
135000.00
Base Market Value
135437.40
Base Total Cost
134975.70
Base Unrealized Gain Loss
461.70
Base Accrued Interest
517.50
Local Market Value
135437.40
Local Total Cost Amount
134975.70
Local Unrealized Gain Loss
461.70
Local Accrued Interest
1901-05-31T12:00:00.000
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
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: 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
3.8% 09 Jun 2023
Maturity Date
2023-06-09T00:00:00.000
Interest Rate
3.80
Original Face
0.00
Shares Par Value
446000.00
Base Market Value
459808.16
Base Total Cost
444724.44
Base Unrealized Gain Loss
15083.72
Base Accrued Interest
988.63
Local Market Value
459808.16
Local Total Cost Amount
444724.44
Local Unrealized Gain Loss
15083.72
Local Accrued Interest
1902-09-14T15:07:12.000
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: 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
3.8% 09 Jun 2023
Maturity Date
2023-06-09T00:00:00.000
Interest Rate
3.80
Original Face
0.00
Shares Par Value
710000.00
Base Market Value
731981.60
Base Total Cost
708544.40
Base Unrealized Gain Loss
23437.20
Base Accrued Interest
1573.83
Local Market Value
731981.60
Local Total Cost Amount
708544.40
Local Unrealized Gain Loss
23437.20
Local Accrued Interest
1904-04-21T19:55:12.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
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: 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
3.125% 10 Dec 2020
Maturity Date
2020-12-10T00:00:00.000
Interest Rate
3.13
Original Face
0.00
Shares Par Value
888000.00
Base Market Value
904703.28
Base Total Cost
890530.56
Base Unrealized Gain Loss
14172.72
Base Accrued Interest
1618.75
Local Market Value
904703.28
Local Total Cost Amount
890530.56
Local Unrealized Gain Loss
14172.72
Local Accrued Interest
1904-06-05T18:00:00.000
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: 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
3.125% 10 Dec 2020
Maturity Date
2020-12-10T00:00:00.000
Interest Rate
3.13
Original Face
0.00
Shares Par Value
1765000.00
Base Market Value
1798199.65
Base Total Cost
1761681.80
Base Unrealized Gain Loss
36517.85
Base Accrued Interest
3217.45
Local Market Value
1798199.65
Local Total Cost Amount
1761681.80
Local Unrealized Gain Loss
36517.85
Local Accrued Interest
1908-10-21T10:48:00.000
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: CREDIT AGRICOLE LONDON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT AGRICOLE LONDON
Security Description
4.125% 10 Jan 2027
Maturity Date
2027-01-10T00:00:00.000
Interest Rate
4.13
Original Face
0.00
Shares Par Value
270000.00
Base Market Value
282279.60
Base Total Cost
268644.60
Base Unrealized Gain Loss
13635.00
Base Accrued Interest
5290.31
Local Market Value
282279.60
Local Total Cost Amount
268644.60
Local Unrealized Gain Loss
13635.00
Local Accrued Interest
1914-06-25T07:26:24.000
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: CREDIT AGRICOLE LONDON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT AGRICOLE LONDON
Security Description
2.75% 10 Jun 2020
Maturity Date
2020-06-10T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
1735000.00
Base Market Value
1761007.65
Base Total Cost
1731859.65
Base Unrealized Gain Loss
29148.00
Base Accrued Interest
2783.23
Local Market Value
1761007.65
Local Total Cost Amount
1731859.65
Local Unrealized Gain Loss
29148.00
Local Accrued Interest
1907-08-14T05:31:12.000
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: CREDIT SUISSE FIRST BOSTON MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE FIRST BOSTON MOR
Security Description
1% 25 Mar 2032
Maturity Date
2032-03-25T00:00:00.000
Interest Rate
1.37
Original Face
2000000.00
Shares Par Value
16836.64
Base Market Value
15811.41
Base Total Cost
17092.96
Base Unrealized Gain Loss
-1281.55
Base Accrued Interest
0
Local Market Value
15811.41
Local Total Cost Amount
17092.96
Local Unrealized Gain Loss
-1281.55
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
WR
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CREDIT SUISSE NEW YORK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE NEW YORK
Security Description
1.7% 27 Apr 2018
Maturity Date
2018-04-27T00:00:00.000
Interest Rate
1.70
Original Face
0.00
Shares Par Value
505000.00
Base Market Value
504964.65
Base Total Cost
504444.50
Base Unrealized Gain Loss
520.15
Base Accrued Interest
1526.22
Local Market Value
504964.65
Local Total Cost Amount
504444.50
Local Unrealized Gain Loss
520.15
Local Accrued Interest
1904-03-05T05:16:48.000
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: CREDIT SUISSE NEW YORK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE NEW YORK
Security Description
1.75% 29 Jan 2018
Maturity Date
2018-01-29T00:00:00.000
Interest Rate
1.75
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
650351.00
Base Total Cost
649623.00
Base Unrealized Gain Loss
728.00
Base Accrued Interest
4802.78
Local Market Value
650351.00
Local Total Cost Amount
649623.00
Local Unrealized Gain Loss
728.00
Local Accrued Interest
1913-02-22T18:43:12.000
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
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: CROWN CASTLE INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE INTL CORP
Security Description
4% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
4.00
Original Face
0.00
Shares Par Value
15000.00
Base Market Value
15439.20
Base Total Cost
14936.70
Base Unrealized Gain Loss
502.50
Base Accrued Interest
248.33
Local Market Value
15439.20
Local Total Cost Amount
14936.70
Local Unrealized Gain Loss
502.50
Local Accrued Interest
1900-09-04T07:55:12.000
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
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
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