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Office of The Comptroller: Police Retirement System Holdings Data

This dataset sets forth the Police 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 dy3p-ay2d 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: B2GOLD CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
B2GOLD CORP
Security Description
3.25% 01 Oct 2018
Maturity Date
2018-10-01T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
1114000.00
Base Market Value
1166224.32
Base Total Cost
1036596.99
Base Unrealized Gain Loss
129627.33
Base Accrued Interest
9051.25
Local Market Value
1166224.32
Local Total Cost Amount
1036596.99
Local Unrealized Gain Loss
129627.33
Local Accrued Interest
9051.25
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: BAE SYSTEMS HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAE SYSTEMS HOLDINGS INC
Security Description
6.375% 01 Jun 2019
Maturity Date
2019-06-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
320000.00
Base Market Value
344620.80
Base Total Cost
318883.20
Base Unrealized Gain Loss
25737.60
Base Accrued Interest
1700.00
Local Market Value
344620.80
Local Total Cost Amount
318883.20
Local Unrealized Gain Loss
25737.60
Local Accrued Interest
1700.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BAE SYSTEMS HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAE SYSTEMS HOLDINGS INC
Security Description
3.8% 07 Oct 2024
Maturity Date
2024-10-07T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
156459.00
Base Total Cost
154963.50
Base Unrealized Gain Loss
1495.50
Base Accrued Interest
1330.00
Local Market Value
156459.00
Local Total Cost Amount
154963.50
Local Unrealized Gain Loss
1495.50
Local Accrued Interest
1330.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BAE SYSTEMS HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAE SYSTEMS HOLDINGS INC
Security Description
3.8% 07 Oct 2024
Maturity Date
2024-10-07T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
118000.00
Base Market Value
123081.08
Base Total Cost
117649.54
Base Unrealized Gain Loss
5431.54
Base Accrued Interest
1046.27
Local Market Value
123081.08
Local Total Cost Amount
117649.54
Local Unrealized Gain Loss
5431.54
Local Accrued Interest
1046.27
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: BALL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BALL CORP
Security Description
5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
665000.00
Base Market Value
709887.50
Base Total Cost
706012.50
Base Unrealized Gain Loss
3875.00
Base Accrued Interest
9794.45
Local Market Value
709887.50
Local Total Cost Amount
706012.50
Local Unrealized Gain Loss
3875.00
Local Accrued Interest
9794.45
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BALL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BALL CORP
Security Description
4.375% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
367500.00
Base Total Cost
376425.00
Base Unrealized Gain Loss
-8925.00
Base Accrued Interest
0
Local Market Value
367500.00
Local Total Cost Amount
376425.00
Local Unrealized Gain Loss
-8925.00
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
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: BALTIMORE GAS + ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BALTIMORE GAS + ELECTRIC
Security Description
3.35% 01 Jul 2023
Maturity Date
2023-07-01T00:00:00.000
Interest Rate
3.35
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
257310.00
Base Total Cost
249892.50
Base Unrealized Gain Loss
7417.50
Base Accrued Interest
0
Local Market Value
257310.00
Local Total Cost Amount
249892.50
Local Unrealized Gain Loss
7417.50
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: BANC OF AMERICA COMMERCIAL MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANC OF AMERICA COMMERCIAL MOR
Security Description
1% 15 Sep 2048
Maturity Date
2048-09-15T00:00:00.000
Interest Rate
1.0571
Original Face
2700000.00
Shares Par Value
2646971.27
Base Market Value
148037.16
Base Total Cost
174684.62
Base Unrealized Gain Loss
-26647.46
Base Accrued Interest
0
Local Market Value
148037.16
Local Total Cost Amount
174684.62
Local Unrealized Gain Loss
-26647.46
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: BANC OF AMERICA COMMERCIAL MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANC OF AMERICA COMMERCIAL MOR
Security Description
5.492% 10 Feb 2051
Maturity Date
2051-02-10T00:00:00.000
Interest Rate
5.492
Original Face
1300000.00
Shares Par Value
302909.55
Base Market Value
303315.21
Base Total Cost
238990.90
Base Unrealized Gain Loss
64324.31
Base Accrued Interest
0
Local Market Value
303315.21
Local Total Cost Amount
238990.90
Local Unrealized Gain Loss
64324.31
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
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: BANCO BILBAO VIZCAYA ARG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANCO BILBAO VIZCAYA ARG
Security Description
3% 20 Oct 2020
Maturity Date
2020-10-20T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
4320000.00
Base Market Value
4402123.20
Base Total Cost
4300905.60
Base Unrealized Gain Loss
101217.60
Base Accrued Interest
25560.00
Local Market Value
4402123.20
Local Total Cost Amount
4300905.60
Local Unrealized Gain Loss
101217.60
Local Accrued Interest
25560.00
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
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: BANCO SANTANDER SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANCO SANTANDER SA
Security Description
1% 11 Apr 2022
Maturity Date
2022-04-11T00:00:00.000
Interest Rate
2.71761
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1546200.00
Base Total Cost
1500000.00
Base Unrealized Gain Loss
46200.00
Base Accrued Interest
9071.15
Local Market Value
1546200.00
Local Total Cost Amount
1500000.00
Local Unrealized Gain Loss
46200.00
Local Accrued Interest
9071.15
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: BANCO SANTANDER SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANCO SANTANDER SA
Security Description
3.5% 11 Apr 2022
Maturity Date
2022-04-11T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
800000.00
Base Market Value
818784.00
Base Total Cost
797456.00
Base Unrealized Gain Loss
21328.00
Base Accrued Interest
6222.22
Local Market Value
818784.00
Local Total Cost Amount
797456.00
Local Unrealized Gain Loss
21328.00
Local Accrued Interest
6222.22
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: BANCO SANTANDER SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANCO SANTANDER SA
Security Description
3.5% 11 Apr 2022
Maturity Date
2022-04-11T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
204696.00
Base Total Cost
199364.00
Base Unrealized Gain Loss
5332.00
Base Accrued Interest
1555.56
Local Market Value
204696.00
Local Total Cost Amount
199364.00
Local Unrealized Gain Loss
5332.00
Local Accrued Interest
1555.56
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: 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 2028
Maturity Date
2028-01-20T00:00:00.000
Interest Rate
3.824
Original Face
0.00
Shares Par Value
4350000.00
Base Market Value
4425516.00
Base Total Cost
4350000.00
Base Unrealized Gain Loss
75516.00
Base Accrued Interest
74392.73
Local Market Value
4425516.00
Local Total Cost Amount
4350000.00
Local Unrealized Gain Loss
75516.00
Local Accrued Interest
74392.73
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
3.95% 21 Apr 2025
Maturity Date
2025-04-21T00:00:00.000
Interest Rate
3.95
Original Face
0.00
Shares Par Value
4330000.00
Base Market Value
4387329.20
Base Total Cost
4317226.50
Base Unrealized Gain Loss
70102.70
Base Accrued Interest
33256.81
Local Market Value
4387329.20
Local Total Cost Amount
4317226.50
Local Unrealized Gain Loss
70102.70
Local Accrued Interest
33256.81
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
4.2% 26 Aug 2024
Maturity Date
2024-08-26T00:00:00.000
Interest Rate
4.2
Original Face
0.00
Shares Par Value
4110000.00
Base Market Value
4266591.00
Base Total Cost
4106999.70
Base Unrealized Gain Loss
159591.30
Base Accrued Interest
59937.50
Local Market Value
4266591.00
Local Total Cost Amount
4106999.70
Local Unrealized Gain Loss
159591.30
Local Accrued Interest
59937.50
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
3.248% 21 Oct 2027
Maturity Date
2027-10-21T00:00:00.000
Interest Rate
3.248
Original Face
0.00
Shares Par Value
3825000.00
Base Market Value
3696212.25
Base Total Cost
3710250.00
Base Unrealized Gain Loss
-14037.75
Base Accrued Interest
25882.50
Local Market Value
3696212.25
Local Total Cost Amount
3710250.00
Local Unrealized Gain Loss
-14037.75
Local Accrued Interest
25882.50
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
4.183% 25 Nov 2027
Maturity Date
2027-11-25T00:00:00.000
Interest Rate
4.183
Original Face
0.00
Shares Par Value
3725000.00
Base Market Value
3788660.25
Base Total Cost
3801474.25
Base Unrealized Gain Loss
-12814.00
Base Accrued Interest
17745.80
Local Market Value
3788660.25
Local Total Cost Amount
3801474.25
Local Unrealized Gain Loss
-12814.00
Local Accrued Interest
17745.80
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
2050000.00
Base Market Value
2148133.50
Base Total Cost
2189728.00
Base Unrealized Gain Loss
-41594.50
Base Accrued Interest
20500.00
Local Market Value
2148133.50
Local Total Cost Amount
2189728.00
Local Unrealized Gain Loss
-41594.50
Local Accrued Interest
20500.00
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
5.65% 01 May 2018
Maturity Date
2018-05-01T00:00:00.000
Interest Rate
5.65
Original Face
0.00
Shares Par Value
2000000.00
Base Market Value
2062800.00
Base Total Cost
1960040.00
Base Unrealized Gain Loss
102760.00
Base Accrued Interest
18833.33
Local Market Value
2062800.00
Local Total Cost Amount
1960040.00
Local Unrealized Gain Loss
102760.00
Local Accrued Interest
18833.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
3.3% 11 Jan 2023
Maturity Date
2023-01-11T00:00:00.000
Interest Rate
3.3
Original Face
0.00
Shares Par Value
1610000.00
Base Market Value
1641717.00
Base Total Cost
1600557.35
Base Unrealized Gain Loss
41159.65
Base Accrued Interest
25089.17
Local Market Value
1641717.00
Local Total Cost Amount
1600557.35
Local Unrealized Gain Loss
41159.65
Local Accrued Interest
25089.17
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
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: 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
0.00
Shares Par Value
1590000.00
Base Market Value
1617697.80
Base Total Cost
1588553.10
Base Unrealized Gain Loss
29144.70
Base Accrued Interest
28090.00
Local Market Value
1617697.80
Local Total Cost Amount
1588553.10
Local Unrealized Gain Loss
29144.70
Local Accrued Interest
28090.00
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: 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% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.1
Original Face
0.00
Shares Par Value
1520000.00
Base Market Value
1651252.00
Base Total Cost
1532075.00
Base Unrealized Gain Loss
119177.00
Base Accrued Interest
26785.78
Local Market Value
1651252.00
Local Total Cost Amount
1532075.00
Local Unrealized Gain Loss
119177.00
Local Accrued Interest
26785.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
5.75% 01 Dec 2017
Maturity Date
2017-12-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1490000.00
Base Market Value
1515210.80
Base Total Cost
1521069.30
Base Unrealized Gain Loss
-5858.50
Base Accrued Interest
7139.58
Local Market Value
1515210.80
Local Total Cost Amount
1521069.30
Local Unrealized Gain Loss
-5858.50
Local Accrued Interest
7139.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
5.7% 24 Jan 2022
Maturity Date
2022-01-24T00:00:00.000
Interest Rate
5.7
Original Face
0.00
Shares Par Value
1275000.00
Base Market Value
1440699.00
Base Total Cost
1531807.87
Base Unrealized Gain Loss
-91108.87
Base Accrued Interest
31694.38
Local Market Value
1440699.00
Local Total Cost Amount
1531807.87
Local Unrealized Gain Loss
-91108.87
Local Accrued Interest
31694.38
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
5.625% 01 Jul 2020
Maturity Date
2020-07-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1250000.00
Base Market Value
1368887.50
Base Total Cost
1420000.00
Base Unrealized Gain Loss
-51112.50
Base Accrued Interest
0
Local Market Value
1368887.50
Local Total Cost Amount
1420000.00
Local Unrealized Gain Loss
-51112.50
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
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: 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
0.00
Shares Par Value
1080000.00
Base Market Value
1142294.40
Base Total Cost
1078993.50
Base Unrealized Gain Loss
63300.90
Base Accrued Interest
21459.69
Local Market Value
1142294.40
Local Total Cost Amount
1078993.50
Local Unrealized Gain Loss
63300.90
Local Accrued Interest
21459.69
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
5.625% 01 Jul 2020
Maturity Date
2020-07-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
900000.00
Base Market Value
985599.00
Base Total Cost
959337.00
Base Unrealized Gain Loss
26262.00
Base Accrued Interest
0
Local Market Value
985599.00
Local Total Cost Amount
959337.00
Local Unrealized Gain Loss
26262.00
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
3.3% 11 Jan 2023
Maturity Date
2023-01-11T00:00:00.000
Interest Rate
3.3
Original Face
0.00
Shares Par Value
815000.00
Base Market Value
831055.50
Base Total Cost
810101.38
Base Unrealized Gain Loss
20954.12
Base Accrued Interest
12700.42
Local Market Value
831055.50
Local Total Cost Amount
810101.38
Local Unrealized Gain Loss
20954.12
Local Accrued Interest
12700.42
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
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: 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% 29 Sep 2049
Maturity Date
2049-09-29T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
715000.00
Base Market Value
777562.50
Base Total Cost
715000.00
Base Unrealized Gain Loss
62562.50
Base Accrued Interest
14399.31
Local Market Value
777562.50
Local Total Cost Amount
715000.00
Local Unrealized Gain Loss
62562.50
Local Accrued Interest
14399.31
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
4.45% 03 Mar 2026
Maturity Date
2026-03-03T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
620000.00
Base Market Value
645258.80
Base Total Cost
620000.00
Base Unrealized Gain Loss
25258.80
Base Accrued Interest
9043.39
Local Market Value
645258.80
Local Total Cost Amount
620000.00
Local Unrealized Gain Loss
25258.80
Local Accrued Interest
9043.39
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
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: 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% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.1
Original Face
0.00
Shares Par Value
619000.00
Base Market Value
672450.65
Base Total Cost
644533.75
Base Unrealized Gain Loss
27916.90
Base Accrued Interest
10908.16
Local Market Value
672450.65
Local Total Cost Amount
644533.75
Local Unrealized Gain Loss
27916.90
Local Accrued Interest
10908.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: 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
0.00
Shares Par Value
579000.00
Base Market Value
589086.18
Base Total Cost
575508.63
Base Unrealized Gain Loss
13577.55
Base Accrued Interest
10229.00
Local Market Value
589086.18
Local Total Cost Amount
575508.63
Local Unrealized Gain Loss
13577.55
Local Accrued Interest
10229.00
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
4.75% 21 Apr 2045
Maturity Date
2045-04-21T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
536970.00
Base Total Cost
526085.00
Base Unrealized Gain Loss
10885.00
Base Accrued Interest
4618.06
Local Market Value
536970.00
Local Total Cost Amount
526085.00
Local Unrealized Gain Loss
10885.00
Local Accrued Interest
4618.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
2.01761
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
504610.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
4610.00
Base Accrued Interest
2493.98
Local Market Value
504610.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
4610.00
Local Accrued Interest
2493.98
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
4.2% 26 Aug 2024
Maturity Date
2024-08-26T00:00:00.000
Interest Rate
4.2
Original Face
0.00
Shares Par Value
440000.00
Base Market Value
456764.00
Base Total Cost
439678.80
Base Unrealized Gain Loss
17085.20
Base Accrued Interest
6416.67
Local Market Value
456764.00
Local Total Cost Amount
439678.80
Local Unrealized Gain Loss
17085.20
Local Accrued Interest
6416.67
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
5% 21 Jan 2044
Maturity Date
2044-01-21T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
395000.00
Base Market Value
446527.75
Base Total Cost
414457.70
Base Unrealized Gain Loss
32070.05
Base Accrued Interest
8777.78
Local Market Value
446527.75
Local Total Cost Amount
414457.70
Local Unrealized Gain Loss
32070.05
Local Accrued Interest
8777.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: 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% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.3
Original Face
0.00
Shares Par Value
370000.00
Base Market Value
414862.50
Base Total Cost
370000.00
Base Unrealized Gain Loss
44862.50
Base Accrued Interest
7187.25
Local Market Value
414862.50
Local Total Cost Amount
370000.00
Local Unrealized Gain Loss
44862.50
Local Accrued Interest
7187.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
4.125% 22 Jan 2024
Maturity Date
2024-01-22T00:00:00.000
Interest Rate
4.125
Original Face
0.00
Shares Par Value
355000.00
Base Market Value
374617.30
Base Total Cost
354740.85
Base Unrealized Gain Loss
19876.45
Base Accrued Interest
6467.65
Local Market Value
374617.30
Local Total Cost Amount
354740.85
Local Unrealized Gain Loss
19876.45
Local Accrued Interest
6467.65
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
13650000.00
Base Market Value
13650000.00
Base Total Cost
13650000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
13650000.00
Local Total Cost Amount
13650000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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% 31 Dec 2049
Maturity Date
2049-12-31T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
256875.00
Base Total Cost
269371.49
Base Unrealized Gain Loss
-12496.49
Base Accrued Interest
8388.89
Local Market Value
256875.00
Local Total Cost Amount
269371.49
Local Unrealized Gain Loss
-12496.49
Local Accrued Interest
8388.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
6.11% 29 Jan 2037
Maturity Date
2037-01-29T00:00:00.000
Interest Rate
6.11
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
122395.00
Base Total Cost
106118.00
Base Unrealized Gain Loss
16277.00
Base Accrued Interest
2579.78
Local Market Value
122395.00
Local Total Cost Amount
106118.00
Local Unrealized Gain Loss
16277.00
Local Accrued Interest
2579.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: 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% 24 Apr 2028
Maturity Date
2028-04-24T00:00:00.000
Interest Rate
3.705
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
100733.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
733.00
Base Accrued Interest
689.54
Local Market Value
100733.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
733.00
Local Accrued Interest
689.54
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: BANK OF AMERICA NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA NA
Security Description
1.75% 05 Jun 2018
Maturity Date
2018-06-05T00:00:00.000
Interest Rate
1.75
Original Face
0.00
Shares Par Value
949000.00
Base Market Value
950262.17
Base Total Cost
948174.37
Base Unrealized Gain Loss
2087.80
Base Accrued Interest
1199.43
Local Market Value
950262.17
Local Total Cost Amount
948174.37
Local Unrealized Gain Loss
2087.80
Local Accrued Interest
1199.43
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: BANK OF NEW YORK MELLON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NEW YORK MELLON
Security Description
1% 01 Aug 2018
Maturity Date
2018-08-01T00:00:00.000
Interest Rate
1.72956
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
754110.00
Base Total Cost
748665.75
Base Unrealized Gain Loss
5444.25
Base Accrued Interest
2161.95
Local Market Value
754110.00
Local Total Cost Amount
748665.75
Local Unrealized Gain Loss
5444.25
Local Accrued Interest
2161.95
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: BANK OF NOVA SCOTIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NOVA SCOTIA
Security Description
4.5% 16 Dec 2025
Maturity Date
2025-12-16T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
916000.00
Base Market Value
962716.00
Base Total Cost
915926.72
Base Unrealized Gain Loss
46789.28
Base Accrued Interest
1717.50
Local Market Value
962716.00
Local Total Cost Amount
915926.72
Local Unrealized Gain Loss
46789.28
Local Accrued Interest
1717.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANK OF NY MELLON CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NY MELLON CORP
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
730000.00
Base Market Value
736278.00
Base Total Cost
730000.00
Base Unrealized Gain Loss
6278.00
Base Accrued Interest
9472.26
Local Market Value
736278.00
Local Total Cost Amount
730000.00
Local Unrealized Gain Loss
6278.00
Local Accrued Interest
9472.26
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: BARCLAYS BANK PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS BANK PLC
Security Description
5.14% 14 Oct 2020
Maturity Date
2020-10-14T00:00:00.000
Interest Rate
5.14
Original Face
0.00
Shares Par Value
775000.00
Base Market Value
829474.75
Base Total Cost
774457.50
Base Unrealized Gain Loss
55017.25
Base Accrued Interest
8520.26
Local Market Value
829474.75
Local Total Cost Amount
774457.50
Local Unrealized Gain Loss
55017.25
Local Accrued Interest
8520.26
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BARCLAYS BANK PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS BANK PLC
Security Description
2% 31 May 2019
Maturity Date
2019-05-31T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
98927.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
-1073.00
Base Accrued Interest
5.56
Local Market Value
98927.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
-1073.00
Local Accrued Interest
5.56
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: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
3.684% 10 Jan 2023
Maturity Date
2023-01-10T00:00:00.000
Interest Rate
3.684
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1026060.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
26060.00
Base Accrued Interest
17499.00
Local Market Value
1026060.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
26060.00
Local Accrued Interest
17499.00
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
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