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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: ALABAMA POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALABAMA POWER CO
Security Description
2.8% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
2.80
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
220011.75
Base Total Cost
224748.00
Base Unrealized Gain Loss
-4736.25
Base Accrued Interest
1575.00
Local Market Value
220011.75
Local Total Cost Amount
224748.00
Local Unrealized Gain Loss
-4736.25
Local Accrued Interest
1904-04-23T00:00:00.000
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
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: ALABAMA POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALABAMA POWER CO
Security Description
3.75% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
1300000.00
Base Market Value
1284400.00
Base Total Cost
1193543.00
Base Unrealized Gain Loss
90857.00
Base Accrued Interest
16250.00
Local Market Value
1284400.00
Local Total Cost Amount
1193543.00
Local Unrealized Gain Loss
90857.00
Local Accrued Interest
1944-06-27T00:00:00.000
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
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: ALBERTSONS COS LLC/SAFEW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS LLC/SAFEW
Security Description
5.75% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
302250.00
Base Total Cost
321750.00
Base Unrealized Gain Loss
-19500.00
Base Accrued Interest
5502.43
Local Market Value
302250.00
Local Total Cost Amount
321750.00
Local Unrealized Gain Loss
-19500.00
Local Accrued Interest
1915-01-23T10:19:12.000
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
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: ALIBABA GROUP HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALIBABA GROUP HOLDING
Security Description
3.6% 28 Nov 2024
Maturity Date
2024-11-28T00:00:00.000
Interest Rate
3.60
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
205988.00
Base Total Cost
193320.00
Base Unrealized Gain Loss
12668.00
Base Accrued Interest
660.00
Local Market Value
205988.00
Local Total Cost Amount
193320.00
Local Unrealized Gain Loss
12668.00
Local Accrued Interest
1901-10-21T00:00:00.000
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
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: ALIBABA GROUP HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALIBABA GROUP HOLDING
Security Description
1.625% 28 Nov 2017
Maturity Date
2017-11-28T00:00:00.000
Interest Rate
1.63
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
449667.00
Base Total Cost
449500.50
Base Unrealized Gain Loss
166.50
Base Accrued Interest
670.31
Local Market Value
449667.00
Local Total Cost Amount
449500.50
Local Unrealized Gain Loss
166.50
Local Accrued Interest
1901-10-31T07:26:24.000
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
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: ALLEGHENY TECHNOLOGIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGHENY TECHNOLOGIES
Security Description
5.95% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
5.95
Original Face
0.00
Shares Par Value
290000.00
Base Market Value
290725.00
Base Total Cost
288450.00
Base Unrealized Gain Loss
2275.00
Base Accrued Interest
7986.22
Local Market Value
290725.00
Local Total Cost Amount
288450.00
Local Unrealized Gain Loss
2275.00
Local Accrued Interest
1921-11-11T05:16:48.000
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
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: ALLEGHENY TECHNOLOGIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGHENY TECHNOLOGIES
Security Description
7.875% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
7.88
Original Face
0.00
Shares Par Value
415000.00
Base Market Value
433675.00
Base Total Cost
410412.50
Base Unrealized Gain Loss
23262.50
Base Accrued Interest
12346.25
Local Market Value
433675.00
Local Total Cost Amount
410412.50
Local Unrealized Gain Loss
23262.50
Local Accrued Interest
1933-10-19T06:00:00.000
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
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: ALLEGIANT TRAVEL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGIANT TRAVEL CO
Security Description
5.5% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
5.50
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
129687.50
Base Total Cost
125000.00
Base Unrealized Gain Loss
4687.50
Base Accrued Interest
3170.14
Local Market Value
129687.50
Local Total Cost Amount
125000.00
Local Unrealized Gain Loss
4687.50
Local Accrued Interest
1908-09-04T03:21:36.000
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
B1
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
4.75% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
13000.00
Base Market Value
14033.11
Base Total Cost
13641.81
Base Unrealized Gain Loss
391.30
Base Accrued Interest
181.82
Local Market Value
14033.11
Local Total Cost Amount
13641.81
Local Unrealized Gain Loss
391.30
Local Accrued Interest
1900-06-29T19:40:48.000
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
3.8% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.80
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
51717.50
Base Total Cost
51957.70
Base Unrealized Gain Loss
-240.20
Base Accrued Interest
559.45
Local Market Value
51717.50
Local Total Cost Amount
51957.70
Local Unrealized Gain Loss
-240.20
Local Accrued Interest
1901-07-12T10:48:00.000
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
4.55% 15 Mar 2035
Maturity Date
2035-03-15T00:00:00.000
Interest Rate
4.55
Original Face
0.00
Shares Par Value
245000.00
Base Market Value
261495.85
Base Total Cost
243946.50
Base Unrealized Gain Loss
17549.35
Base Accrued Interest
3282.32
Local Market Value
261495.85
Local Total Cost Amount
243946.50
Local Unrealized Gain Loss
17549.35
Local Accrued Interest
1908-12-25T07:40:48.000
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
3% 12 Mar 2020
Maturity Date
2020-03-12T00:00:00.000
Interest Rate
3.00
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
280835.50
Base Total Cost
280222.25
Base Unrealized Gain Loss
613.25
Base Accrued Interest
2497.92
Local Market Value
280835.50
Local Total Cost Amount
280222.25
Local Unrealized Gain Loss
613.25
Local Accrued Interest
1906-11-01T22:04:48.000
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
4.85% 15 Jun 2044
Maturity Date
2044-06-15T00:00:00.000
Interest Rate
4.85
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
486657.00
Base Total Cost
458740.90
Base Unrealized Gain Loss
27916.10
Base Accrued Interest
970.00
Local Market Value
486657.00
Local Total Cost Amount
458740.90
Local Unrealized Gain Loss
27916.10
Local Accrued Interest
1902-08-27T00:00:00.000
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
2.45% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
2.45
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
452731.50
Base Total Cost
453334.50
Base Unrealized Gain Loss
-603.00
Base Accrued Interest
490.00
Local Market Value
452731.50
Local Total Cost Amount
453334.50
Local Unrealized Gain Loss
-603.00
Local Accrued Interest
1901-05-04T00:00:00.000
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
4.55% 15 Mar 2035
Maturity Date
2035-03-15T00:00:00.000
Interest Rate
4.55
Original Face
0.00
Shares Par Value
515000.00
Base Market Value
549674.95
Base Total Cost
525514.53
Base Unrealized Gain Loss
24160.42
Base Accrued Interest
6899.57
Local Market Value
549674.95
Local Total Cost Amount
525514.53
Local Unrealized Gain Loss
24160.42
Local Accrued Interest
1918-11-20T13:40:48.000
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
2.35% 12 Mar 2018
Maturity Date
2018-03-12T00:00:00.000
Interest Rate
2.35
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
753135.00
Base Total Cost
755055.00
Base Unrealized Gain Loss
-1920.00
Base Accrued Interest
5336.46
Local Market Value
753135.00
Local Total Cost Amount
755055.00
Local Unrealized Gain Loss
-1920.00
Local Accrued Interest
1914-08-10T11:02:24.000
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
4.85% 15 Jun 2044
Maturity Date
2044-06-15T00:00:00.000
Interest Rate
4.85
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1081460.00
Base Total Cost
951631.43
Base Unrealized Gain Loss
129828.57
Base Accrued Interest
2155.56
Local Market Value
1081460.00
Local Total Cost Amount
951631.43
Local Unrealized Gain Loss
129828.57
Local Accrued Interest
1905-11-24T13:26:24.000
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
3.45% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
3.45
Original Face
0.00
Shares Par Value
1165000.00
Base Market Value
1200905.30
Base Total Cost
1171262.70
Base Unrealized Gain Loss
29642.60
Base Accrued Interest
11834.46
Local Market Value
1200905.30
Local Total Cost Amount
1171262.70
Local Unrealized Gain Loss
29642.60
Local Accrued Interest
1932-05-25T11:02:24.000
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
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: ALLSCRIPTS HEALTHCARE SO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLSCRIPTS HEALTHCARE SO
Security Description
1.25% 01 Jul 2020
Maturity Date
2020-07-01T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
876000.00
Base Market Value
888045.00
Base Total Cost
870052.17
Base Unrealized Gain Loss
17992.83
Base Accrued Interest
0
Local Market Value
888045.00
Local Total Cost Amount
870052.17
Local Unrealized Gain Loss
17992.83
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: ALLSTATE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLSTATE CORP
Security Description
1% 15 Aug 2053
Maturity Date
2053-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
270000.00
Base Market Value
295650.00
Base Total Cost
279787.50
Base Unrealized Gain Loss
15862.50
Base Accrued Interest
5865.00
Local Market Value
295650.00
Local Total Cost Amount
279787.50
Local Unrealized Gain Loss
15862.50
Local Accrued Interest
1916-01-21T00:00:00.000
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
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
8% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
8.00
Original Face
0.00
Shares Par Value
53000.00
Base Market Value
64792.50
Base Total Cost
52668.75
Base Unrealized Gain Loss
12123.75
Base Accrued Interest
706.67
Local Market Value
64792.50
Local Total Cost Amount
52668.75
Local Unrealized Gain Loss
12123.75
Local Accrued Interest
1901-12-06T16:04:48.000
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
7.5% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
7.50
Original Face
0.00
Shares Par Value
240000.00
Base Market Value
271800.00
Base Total Cost
277202.07
Base Unrealized Gain Loss
-5402.07
Base Accrued Interest
5300.00
Local Market Value
271800.00
Local Total Cost Amount
277202.07
Local Unrealized Gain Loss
-5402.07
Local Accrued Interest
1914-07-05T00:00:00.000
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.625% 30 Mar 2025
Maturity Date
2025-03-30T00:00:00.000
Interest Rate
4.63
Original Face
0.00
Shares Par Value
335000.00
Base Market Value
343100.30
Base Total Cost
336675.00
Base Unrealized Gain Loss
6425.30
Base Accrued Interest
3916.47
Local Market Value
343100.30
Local Total Cost Amount
336675.00
Local Unrealized Gain Loss
6425.30
Local Accrued Interest
1910-09-20T11:16:48.000
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
FINANCE
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.25% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
335000.00
Base Market Value
346725.00
Base Total Cost
333130.70
Base Unrealized Gain Loss
13594.30
Base Accrued Interest
3005.69
Local Market Value
346725.00
Local Total Cost Amount
333130.70
Local Unrealized Gain Loss
13594.30
Local Accrued Interest
1908-03-23T16:33:36.000
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
5.125% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
5.13
Original Face
0.00
Shares Par Value
380000.00
Base Market Value
400869.60
Base Total Cost
384787.50
Base Unrealized Gain Loss
16082.10
Base Accrued Interest
4922.85
Local Market Value
400869.60
Local Total Cost Amount
384787.50
Local Unrealized Gain Loss
16082.10
Local Accrued Interest
1913-06-22T20:24:00.000
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
EUR
Local Currency Code: EUR • Trade Country Name: INTERNATIONAL • Security Name: EURO CURRENCY
Local Currency Code
EUR
Trade Country Name
INTERNATIONAL
Security Name
EURO CURRENCY
Interest Rate
0.00
Original Face
0.00
Shares Par Value
9681.43
Base Market Value
11042.15
Base Total Cost
10371.48
Base Unrealized Gain Loss
670.67
Base Accrued Interest
0
Local Market Value
9681.43
Local Total Cost Amount
9681.43
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
8% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
8.00
Original Face
0.00
Shares Par Value
440000.00
Base Market Value
539000.00
Base Total Cost
553350.00
Base Unrealized Gain Loss
-14350.00
Base Accrued Interest
5866.66
Local Market Value
539000.00
Local Total Cost Amount
553350.00
Local Unrealized Gain Loss
-14350.00
Local Accrued Interest
1916-01-22T15:50:24.000
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
5.125% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
5.13
Original Face
0.00
Shares Par Value
535000.00
Base Market Value
564382.20
Base Total Cost
524754.75
Base Unrealized Gain Loss
39627.45
Base Accrued Interest
6930.85
Local Market Value
564382.20
Local Total Cost Amount
524754.75
Local Unrealized Gain Loss
39627.45
Local Accrued Interest
1918-12-21T20:24:00.000
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
FINANCE
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
3.5% 27 Jan 2019
Maturity Date
2019-01-27T00:00:00.000
Interest Rate
3.50
Original Face
0.00
Shares Par Value
545000.00
Base Market Value
552493.75
Base Total Cost
540067.75
Base Unrealized Gain Loss
12426.00
Base Accrued Interest
8159.86
Local Market Value
552493.75
Local Total Cost Amount
540067.75
Local Unrealized Gain Loss
12426.00
Local Accrued Interest
1922-05-03T20:38:24.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.125% 13 Feb 2022
Maturity Date
2022-02-13T00:00:00.000
Interest Rate
4.13
Original Face
0.00
Shares Par Value
560000.00
Base Market Value
574000.00
Base Total Cost
551633.60
Base Unrealized Gain Loss
22366.40
Base Accrued Interest
8855.00
Local Market Value
574000.00
Local Total Cost Amount
551633.60
Local Unrealized Gain Loss
22366.40
Local Accrued Interest
1924-03-29T00:00:00.000
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.625% 30 Mar 2025
Maturity Date
2025-03-30T00:00:00.000
Interest Rate
4.63
Original Face
0.00
Shares Par Value
645000.00
Base Market Value
660596.10
Base Total Cost
637743.75
Base Unrealized Gain Loss
22852.35
Base Accrued Interest
7540.67
Local Market Value
660596.10
Local Total Cost Amount
637743.75
Local Unrealized Gain Loss
22852.35
Local Accrued Interest
1920-08-22T16:04:48.000
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
5.75% 20 Nov 2025
Maturity Date
2025-11-20T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1010000.00
Base Market Value
1063025.00
Base Total Cost
1019279.00
Base Unrealized Gain Loss
43746.00
Base Accrued Interest
6614.10
Local Market Value
1063025.00
Local Total Cost Amount
1019279.00
Local Unrealized Gain Loss
43746.00
Local Accrued Interest
1918-02-08T02:24:00.000
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
FINANCE
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: ALTABA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTABA INC
Security Description
0.01% 01 Dec 2018
Maturity Date
2018-12-01T00:00:00.000
Interest Rate
0.00
Original Face
0.00
Shares Par Value
1147000.00
Base Market Value
1304001.36
Base Total Cost
1188236.66
Base Unrealized Gain Loss
115764.70
Base Accrued Interest
0
Local Market Value
1304001.36
Local Total Cost Amount
1188236.66
Local Unrealized Gain Loss
115764.70
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
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: ALTRIA GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTRIA GROUP INC
Security Description
9.25% 06 Aug 2019
Maturity Date
2019-08-06T00:00:00.000
Interest Rate
9.25
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
45918.80
Base Total Cost
56614.80
Base Unrealized Gain Loss
-10696.00
Base Accrued Interest
1490.28
Local Market Value
45918.80
Local Total Cost Amount
56614.80
Local Unrealized Gain Loss
-10696.00
Local Accrued Interest
1904-01-29T06:43:12.000
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
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: ALTRIA GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTRIA GROUP INC
Security Description
2.625% 16 Sep 2026
Maturity Date
2026-09-16T00:00:00.000
Interest Rate
2.63
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
48139.50
Base Total Cost
49795.00
Base Unrealized Gain Loss
-1655.50
Base Accrued Interest
382.81
Local Market Value
48139.50
Local Total Cost Amount
49795.00
Local Unrealized Gain Loss
-1655.50
Local Accrued Interest
1901-01-16T19:26:24.000
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
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: ALTRIA GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTRIA GROUP INC
Security Description
2.625% 16 Sep 2026
Maturity Date
2026-09-16T00:00:00.000
Interest Rate
2.63
Original Face
0.00
Shares Par Value
130000.00
Base Market Value
125162.70
Base Total Cost
129467.00
Base Unrealized Gain Loss
-4304.30
Base Accrued Interest
995.31
Local Market Value
125162.70
Local Total Cost Amount
129467.00
Local Unrealized Gain Loss
-4304.30
Local Accrued Interest
1902-09-21T07:26:24.000
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
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: ALTRIA GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTRIA GROUP INC
Security Description
4.5% 02 May 2043
Maturity Date
2043-05-02T00:00:00.000
Interest Rate
4.50
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
186298.00
Base Total Cost
184222.50
Base Unrealized Gain Loss
2075.50
Base Accrued Interest
1290.63
Local Market Value
186298.00
Local Total Cost Amount
184222.50
Local Unrealized Gain Loss
2075.50
Local Accrued Interest
1903-07-13T15:07:12.000
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
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: ALTRIA GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTRIA GROUP INC
Security Description
5.375% 31 Jan 2044
Maturity Date
2044-01-31T00:00:00.000
Interest Rate
5.38
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
331496.00
Base Total Cost
273828.50
Base Unrealized Gain Loss
57667.50
Base Accrued Interest
6158.85
Local Market Value
331496.00
Local Total Cost Amount
273828.50
Local Unrealized Gain Loss
57667.50
Local Accrued Interest
1916-11-09T20:24:00.000
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
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
4.75% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
1010000.00
Base Market Value
1042118.00
Base Total Cost
1010000.00
Base Unrealized Gain Loss
32118.00
Base Accrued Interest
2132.22
Local Market Value
1042118.00
Local Total Cost Amount
1010000.00
Local Unrealized Gain Loss
32118.00
Local Accrued Interest
1905-11-01T05:16:48.000
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
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: AMER AIRLINE 16 1 AA PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLINE 16 1 AA PTT
Security Description
3.575% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
3.58
Original Face
50000.00
Shares Par Value
48735.45
Base Market Value
49856.37
Base Total Cost
49585.88
Base Unrealized Gain Loss
270.49
Base Accrued Interest
803.38
Local Market Value
49856.37
Local Total Cost Amount
49585.88
Local Unrealized Gain Loss
270.49
Local Accrued Interest
1902-03-13T09:07:12.000
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
Aa3
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMER AIRLINE 16 2 AA PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLINE 16 2 AA PTT
Security Description
3.2% 15 Dec 2029
Maturity Date
2029-12-15T00:00:00.000
Interest Rate
3.20
Original Face
455000.00
Shares Par Value
443170.00
Base Market Value
439270.10
Base Total Cost
443170.00
Base Unrealized Gain Loss
-3899.90
Base Accrued Interest
630.29
Local Market Value
439270.10
Local Total Cost Amount
443170.00
Local Unrealized Gain Loss
-3899.90
Local Accrued Interest
1901-09-21T06:57:36.000
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
Aa3
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMER AIRLINE 17 1B PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLINE 17 1B PTT
Security Description
4.95% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
4.95
Original Face
0.00
Shares Par Value
635000.00
Base Market Value
654050.00
Base Total Cost
635000.00
Base Unrealized Gain Loss
19050.00
Base Accrued Interest
14668.50
Local Market Value
654050.00
Local Total Cost Amount
635000.00
Local Unrealized Gain Loss
19050.00
Local Accrued Interest
1940-02-27T12:00:00.000
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMER AIRLN 13 1 A PASS T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 13 1 A PASS T
Security Description
4% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
4.00
Original Face
200000.00
Shares Par Value
165124.93
Base Market Value
172555.55
Base Total Cost
165124.93
Base Unrealized Gain Loss
7430.62
Base Accrued Interest
3045.64
Local Market Value
172555.55
Local Total Cost Amount
165124.93
Local Unrealized Gain Loss
7430.62
Local Accrued Interest
1908-05-02T15:21:36.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: AMER AIRLN 14 1 B PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 14 1 B PTT
Security Description
4.375% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
4.38
Original Face
225000.00
Shares Par Value
175300.34
Base Market Value
179025.47
Base Total Cost
175300.34
Base Unrealized Gain Loss
3725.13
Base Accrued Interest
1917.34
Local Market Value
179025.47
Local Total Cost Amount
175300.34
Local Unrealized Gain Loss
3725.13
Local Accrued Interest
1905-03-31T08:09:36.000
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
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
0.00
Original Face
0.00
Shares Par Value
-6600.36
Base Market Value
-6600.36
Base Total Cost
-6600.36
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-6600.36
Local Total Cost Amount
-6600.36
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: AMER AIRLN 15 1 A PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 15 1 A PTT
Security Description
3.375% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
3.38
Original Face
305000.00
Shares Par Value
275697.12
Base Market Value
277075.61
Base Total Cost
275697.12
Base Unrealized Gain Loss
1378.49
Base Accrued Interest
1550.80
Local Market Value
277075.61
Local Total Cost Amount
275697.12
Local Unrealized Gain Loss
1378.49
Local Accrued Interest
1904-03-29T19:12:00.000
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
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: AMER AIRLN 15 1 B PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 15 1 B PTT
Security Description
3.7% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
3.70
Original Face
300000.00
Shares Par Value
242018.32
Base Market Value
239598.14
Base Total Cost
242018.32
Base Unrealized Gain Loss
-2420.18
Base Accrued Interest
1492.45
Local Market Value
239598.14
Local Total Cost Amount
242018.32
Local Unrealized Gain Loss
-2420.18
Local Accrued Interest
1904-01-31T10:48:00.000
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
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: AMER AIRLN 15 2 A PASS T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 15 2 A PASS T
Security Description
4% 22 Mar 2029
Maturity Date
2029-03-22T00:00:00.000
Interest Rate
4.00
Original Face
0.00
Shares Par Value
47633.39
Base Market Value
49717.35
Base Total Cost
47871.56
Base Unrealized Gain Loss
1845.79
Base Accrued Interest
523.97
Local Market Value
49717.35
Local Total Cost Amount
47871.56
Local Unrealized Gain Loss
1845.79
Local Accrued Interest
1901-06-06T23:16:48.000
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
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: AMERICA MOVIL SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICA MOVIL SAB DE CV
Security Description
3.125% 16 Jul 2022
Maturity Date
2022-07-16T00:00:00.000
Interest Rate
3.13
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
203842.00
Base Total Cost
201636.96
Base Unrealized Gain Loss
2205.04
Base Accrued Interest
2864.58
Local Market Value
203842.00
Local Total Cost Amount
201636.96
Local Unrealized Gain Loss
2205.04
Local Accrued Interest
1907-11-03T13:55:12.000
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
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: AMERICA MOVIL SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICA MOVIL SAB DE CV
Security Description
3.125% 16 Jul 2022
Maturity Date
2022-07-16T00:00:00.000
Interest Rate
3.13
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
407684.00
Base Total Cost
393273.00
Base Unrealized Gain Loss
14411.00
Base Accrued Interest
5729.16
Local Market Value
407684.00
Local Total Cost Amount
393273.00
Local Unrealized Gain Loss
14411.00
Local Accrued Interest
1915-09-07T03:50:24.000
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
A-
Direct Group Trust Holding
Direct
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