Ask NYC Browse All Data Public Safety Transportation Health Buildings

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
DOWNLOAD CSV
Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARROW ELECTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARROW ELECTRONICS INC
Security Description
3.5% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
3.50
Original Face
0.00
Shares Par Value
490000.00
Base Market Value
500574.20
Base Total Cost
486280.90
Base Unrealized Gain Loss
14293.30
Base Accrued Interest
4287.50
Local Market Value
500574.20
Local Total Cost Amount
486280.90
Local Unrealized Gain Loss
14293.30
Local Accrued Interest
1911-09-26T12:00:00.000
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: FANNIEMAE ACES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE ACES
Security Description
1% 25 Jan 2039
Maturity Date
2039-01-25T00:00:00.000
Interest Rate
2.80
Original Face
2180000.00
Shares Par Value
2070453.69
Base Market Value
251422.23
Base Total Cost
258321.45
Base Unrealized Gain Loss
-6899.22
Base Accrued Interest
0
Local Market Value
251422.23
Local Total Cost Amount
258321.45
Local Unrealized Gain Loss
-6899.22
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
AGENCY CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARROW ELECTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARROW ELECTRONICS INC
Security Description
4.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
4.50
Original Face
0.00
Shares Par Value
905000.00
Base Market Value
957173.25
Base Total Cost
917502.20
Base Unrealized Gain Loss
39671.05
Base Accrued Interest
13575.00
Local Market Value
957173.25
Local Total Cost Amount
917502.20
Local Unrealized Gain Loss
39671.05
Local Accrued Interest
1937-03-01T00:00:00.000
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: ARUBA INVESTMENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARUBA INVESTMENTS INC
Security Description
8.75% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
380000.00
Base Market Value
392350.00
Base Total Cost
380000.00
Base Unrealized Gain Loss
12350.00
Base Accrued Interest
12561.11
Local Market Value
392350.00
Local Total Cost Amount
380000.00
Local Unrealized Gain Loss
12350.00
Local Accrued Interest
1934-05-22T02:38:24.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ASHLAND LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASHLAND LLC
Security Description
6.875% 15 May 2043
Maturity Date
2043-05-15T00:00:00.000
Interest Rate
6.88
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
86800.00
Base Total Cost
80000.00
Base Unrealized Gain Loss
6800.00
Base Accrued Interest
702.78
Local Market Value
86800.00
Local Total Cost Amount
80000.00
Local Unrealized Gain Loss
6800.00
Local Accrued Interest
1901-12-02T18:43:12.000
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
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: ASTRAZENECA PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASTRAZENECA PLC
Security Description
2.375% 16 Nov 2020
Maturity Date
2020-11-16T00:00:00.000
Interest Rate
2.38
Original Face
0.00
Shares Par Value
900000.00
Base Market Value
905175.00
Base Total Cost
909243.00
Base Unrealized Gain Loss
-4068.00
Base Accrued Interest
2671.88
Local Market Value
905175.00
Local Total Cost Amount
909243.00
Local Unrealized Gain Loss
-4068.00
Local Accrued Interest
1907-04-24T21:07:12.000
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
5.15% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
5.15
Original Face
0.00
Shares Par Value
5000.00
Base Market Value
5105.95
Base Total Cost
4851.60
Base Unrealized Gain Loss
254.35
Base Accrued Interest
75.82
Local Market Value
5105.95
Local Total Cost Amount
4851.60
Local Unrealized Gain Loss
254.35
Local Accrued Interest
1900-03-15T19:40:48.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
5.45% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
5.45
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
21530.60
Base Total Cost
20592.40
Base Unrealized Gain Loss
938.20
Base Accrued Interest
429.94
Local Market Value
21530.60
Local Total Cost Amount
20592.40
Local Unrealized Gain Loss
938.20
Local Accrued Interest
1901-03-04T22:33:36.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
5.25% 01 Mar 2037
Maturity Date
2037-03-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
25000.00
Base Market Value
26634.50
Base Total Cost
24882.25
Base Unrealized Gain Loss
1752.25
Base Accrued Interest
517.71
Local Market Value
26634.50
Local Total Cost Amount
24882.25
Local Unrealized Gain Loss
1752.25
Local Accrued Interest
1901-05-31T17:02:24.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.8% 15 Jun 2044
Maturity Date
2044-06-15T00:00:00.000
Interest Rate
4.80
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
39641.60
Base Total Cost
40816.40
Base Unrealized Gain Loss
-1174.80
Base Accrued Interest
85.33
Local Market Value
39641.60
Local Total Cost Amount
40816.40
Local Unrealized Gain Loss
-1174.80
Local Accrued Interest
1900-03-25T07:55:12.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.75% 15 May 2046
Maturity Date
2046-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
55000.00
Base Market Value
53933.00
Base Total Cost
52475.31
Base Unrealized Gain Loss
1457.69
Base Accrued Interest
333.82
Local Market Value
53933.00
Local Total Cost Amount
52475.31
Local Unrealized Gain Loss
1457.69
Local Accrued Interest
1900-11-28T19:40:48.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.5% 15 May 2035
Maturity Date
2035-05-15T00:00:00.000
Interest Rate
4.50
Original Face
0.00
Shares Par Value
65000.00
Base Market Value
63946.35
Base Total Cost
64812.15
Base Unrealized Gain Loss
-865.80
Base Accrued Interest
373.75
Local Market Value
63946.35
Local Total Cost Amount
64812.15
Local Unrealized Gain Loss
-865.80
Local Accrued Interest
1901-01-07T18:00:00.000
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
3.4% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
3.40
Original Face
0.00
Shares Par Value
70000.00
Base Market Value
68816.30
Base Total Cost
67993.80
Base Unrealized Gain Loss
822.50
Base Accrued Interest
304.11
Local Market Value
68816.30
Local Total Cost Amount
67993.80
Local Unrealized Gain Loss
822.50
Local Accrued Interest
1900-10-30T02:38:24.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
6% 15 Aug 2040
Maturity Date
2040-08-15T00:00:00.000
Interest Rate
6.00
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
169374.00
Base Total Cost
158439.00
Base Unrealized Gain Loss
10935.00
Base Accrued Interest
3400.00
Local Market Value
169374.00
Local Total Cost Amount
158439.00
Local Unrealized Gain Loss
10935.00
Local Accrued Interest
1909-04-22T00:00:00.000
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
2.45% 30 Jun 2020
Maturity Date
2020-06-30T00:00:00.000
Interest Rate
2.45
Original Face
0.00
Shares Par Value
170000.00
Base Market Value
170873.80
Base Total Cost
169913.30
Base Unrealized Gain Loss
960.50
Base Accrued Interest
11.57
Local Market Value
170873.80
Local Total Cost Amount
169913.30
Local Unrealized Gain Loss
960.50
Local Accrued Interest
1900-01-11T13:40:48.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
3.8% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
3.80
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
181130.25
Base Total Cost
178294.20
Base Unrealized Gain Loss
2836.05
Base Accrued Interest
1958.06
Local Market Value
181130.25
Local Total Cost Amount
178294.20
Local Unrealized Gain Loss
2836.05
Local Accrued Interest
1905-05-11T01:26:24.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
5.15% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
5.15
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
178708.25
Base Total Cost
169806.00
Base Unrealized Gain Loss
8902.25
Base Accrued Interest
2653.68
Local Market Value
178708.25
Local Total Cost Amount
169806.00
Local Unrealized Gain Loss
8902.25
Local Accrued Interest
1907-04-06T16:19:12.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
5.35% 01 Sep 2040
Maturity Date
2040-09-01T00:00:00.000
Interest Rate
5.35
Original Face
0.00
Shares Par Value
198000.00
Base Market Value
209656.26
Base Total Cost
201301.87
Base Unrealized Gain Loss
8354.39
Base Accrued Interest
3531.00
Local Market Value
209656.26
Local Total Cost Amount
201301.87
Local Unrealized Gain Loss
8354.39
Local Accrued Interest
1909-08-31T00:00:00.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
5.875% 01 Oct 2019
Maturity Date
2019-10-01T00:00:00.000
Interest Rate
5.88
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
297610.50
Base Total Cost
302777.75
Base Unrealized Gain Loss
-5167.25
Base Accrued Interest
4039.06
Local Market Value
297610.50
Local Total Cost Amount
302777.75
Local Unrealized Gain Loss
-5167.25
Local Accrued Interest
1911-01-21T01:26:24.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.25% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
336033.75
Base Total Cost
324805.00
Base Unrealized Gain Loss
11228.75
Base Accrued Interest
5448.26
Local Market Value
336033.75
Local Total Cost Amount
324805.00
Local Unrealized Gain Loss
11228.75
Local Accrued Interest
1914-11-30T06:14:24.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
3.4% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
3.40
Original Face
0.00
Shares Par Value
345000.00
Base Market Value
339166.05
Base Total Cost
344897.39
Base Unrealized Gain Loss
-5731.34
Base Accrued Interest
1498.83
Local Market Value
339166.05
Local Total Cost Amount
344897.39
Local Unrealized Gain Loss
-5731.34
Local Accrued Interest
1904-02-06T19:55:12.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
5.25% 01 Mar 2037
Maturity Date
2037-03-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
372883.00
Base Total Cost
348351.50
Base Unrealized Gain Loss
24531.50
Base Accrued Interest
7247.92
Local Market Value
372883.00
Local Total Cost Amount
348351.50
Local Unrealized Gain Loss
24531.50
Local Accrued Interest
1919-11-03T22:04:48.000
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
5.2% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
5.20
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
376085.50
Base Total Cost
381959.90
Base Unrealized Gain Loss
-5874.40
Base Accrued Interest
5358.89
Local Market Value
376085.50
Local Total Cost Amount
381959.90
Local Unrealized Gain Loss
-5874.40
Local Accrued Interest
1914-09-01T21:21:36.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
3.875% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
3.88
Original Face
0.00
Shares Par Value
355000.00
Base Market Value
370598.70
Base Total Cost
389260.26
Base Unrealized Gain Loss
-18661.56
Base Accrued Interest
5196.80
Local Market Value
370598.70
Local Total Cost Amount
389260.26
Local Unrealized Gain Loss
-18661.56
Local Accrued Interest
1914-03-23T19:12:00.000
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.8% 15 Jun 2044
Maturity Date
2044-06-15T00:00:00.000
Interest Rate
4.80
Original Face
0.00
Shares Par Value
585000.00
Base Market Value
579758.40
Base Total Cost
586395.02
Base Unrealized Gain Loss
-6636.62
Base Accrued Interest
1248.00
Local Market Value
579758.40
Local Total Cost Amount
586395.02
Local Unrealized Gain Loss
-6636.62
Local Accrued Interest
1903-06-01T00:00:00.000
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
6% 15 Aug 2040
Maturity Date
2040-08-15T00:00:00.000
Interest Rate
6.00
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
846870.00
Base Total Cost
792195.00
Base Unrealized Gain Loss
54675.00
Base Accrued Interest
17000.00
Local Market Value
846870.00
Local Total Cost Amount
792195.00
Local Unrealized Gain Loss
54675.00
Local Accrued Interest
1946-07-17T00:00:00.000
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
3.6% 17 Feb 2023
Maturity Date
2023-02-17T00:00:00.000
Interest Rate
3.60
Original Face
0.00
Shares Par Value
1070000.00
Base Market Value
1095102.20
Base Total Cost
1086887.20
Base Unrealized Gain Loss
8215.00
Base Accrued Interest
14338.00
Local Market Value
1095102.20
Local Total Cost Amount
1086887.20
Local Unrealized Gain Loss
8215.00
Local Accrued Interest
1939-04-03T00:00:00.000
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
TELEPHONE
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: ATLAS AIR WORLDWIDE HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATLAS AIR WORLDWIDE HLDG
Security Description
2.25% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
426000.00
Base Market Value
447832.50
Base Total Cost
430079.78
Base Unrealized Gain Loss
17752.72
Base Accrued Interest
798.77
Local Market Value
447832.50
Local Total Cost Amount
430079.78
Local Unrealized Gain Loss
17752.72
Local Accrued Interest
1902-03-08T18:28:48.000
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: ATMOS ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATMOS ENERGY CORP
Security Description
3% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
3.00
Original Face
0.00
Shares Par Value
190000.00
Base Market Value
188736.50
Base Total Cost
189477.50
Base Unrealized Gain Loss
-741.00
Base Accrued Interest
364.17
Local Market Value
188736.50
Local Total Cost Amount
189477.50
Local Unrealized Gain Loss
-741.00
Local Accrued Interest
1900-12-29T04:04:48.000
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
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: ATRIUM WINDOWS + DOORS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATRIUM WINDOWS + DOORS
Security Description
7.75% 01 May 2019
Maturity Date
2019-05-01T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
515000.00
Base Market Value
512425.00
Base Total Cost
509716.10
Base Unrealized Gain Loss
2708.90
Base Accrued Interest
6652.08
Local Market Value
512425.00
Local Total Cost Amount
509716.10
Local Unrealized Gain Loss
2708.90
Local Accrued Interest
1918-03-18T01:55:12.000
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
Caa1
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: AUST + NZ BANKING GRP NY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AUST + NZ BANKING GRP NY
Security Description
2.3% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
2.30
Original Face
0.00
Shares Par Value
1250000.00
Base Market Value
1242962.50
Base Total Cost
1268975.00
Base Unrealized Gain Loss
-26012.50
Base Accrued Interest
2395.83
Local Market Value
1242962.50
Local Total Cost Amount
1268975.00
Local Unrealized Gain Loss
-26012.50
Local Accrued Interest
1906-07-22T19:55:12.000
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
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: AUTODESK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AUTODESK INC
Security Description
4.375% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
4.38
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
21098.60
Base Total Cost
19927.40
Base Unrealized Gain Loss
1171.20
Base Accrued Interest
38.89
Local Market Value
21098.60
Local Total Cost Amount
19927.40
Local Unrealized Gain Loss
1171.20
Local Accrued Interest
1900-02-07T21:21:36.000
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: AUTODESK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AUTODESK INC
Security Description
3.6% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
3.60
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
20586.40
Base Total Cost
20164.80
Base Unrealized Gain Loss
421.60
Base Accrued Interest
32.00
Local Market Value
20586.40
Local Total Cost Amount
20164.80
Local Unrealized Gain Loss
421.60
Local Accrued Interest
1900-02-01T00:00:00.000
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: AUTONATION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AUTONATION INC
Security Description
4.5% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
4.50
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
52171.00
Base Total Cost
49831.50
Base Unrealized Gain Loss
2339.50
Base Accrued Interest
562.50
Local Market Value
52171.00
Local Total Cost Amount
49831.50
Local Unrealized Gain Loss
2339.50
Local Accrued Interest
1901-07-15T12:00:00.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: AUTOZONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AUTOZONE INC
Security Description
2.5% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
2.50
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
174543.25
Base Total Cost
174933.50
Base Unrealized Gain Loss
-390.25
Base Accrued Interest
923.61
Local Market Value
174543.25
Local Total Cost Amount
174933.50
Local Unrealized Gain Loss
-390.25
Local Accrued Interest
1902-07-11T14:38:24.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AVALONBAY COMMUNITIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVALONBAY COMMUNITIES
Security Description
2.95% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
510000.00
Base Market Value
516252.60
Base Total Cost
514100.40
Base Unrealized Gain Loss
2152.20
Base Accrued Interest
4429.92
Local Market Value
516252.60
Local Total Cost Amount
514100.40
Local Unrealized Gain Loss
2152.20
Local Accrued Interest
1912-02-15T22:04:48.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AVIATION CAPITAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIATION CAPITAL GROUP
Security Description
4.875% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
4.88
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
81678.00
Base Total Cost
74697.75
Base Unrealized Gain Loss
6980.25
Base Accrued Interest
914.06
Local Market Value
81678.00
Local Total Cost Amount
74697.75
Local Unrealized Gain Loss
6980.25
Local Accrued Interest
1902-07-02T01:26:24.000
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
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: AVIATION CAPITAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIATION CAPITAL GROUP
Security Description
2.875% 17 Sep 2018
Maturity Date
2018-09-17T00:00:00.000
Interest Rate
2.88
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
504815.00
Base Total Cost
497765.00
Base Unrealized Gain Loss
7050.00
Base Accrued Interest
4152.78
Local Market Value
504815.00
Local Total Cost Amount
497765.00
Local Unrealized Gain Loss
7050.00
Local Accrued Interest
1911-05-14T18:43:12.000
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
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: AVNET INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVNET INC
Security Description
4.625% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
4.63
Original Face
0.00
Shares Par Value
70000.00
Base Market Value
72354.10
Base Total Cost
69493.20
Base Unrealized Gain Loss
2860.90
Base Accrued Interest
683.47
Local Market Value
72354.10
Local Total Cost Amount
69493.20
Local Unrealized Gain Loss
2860.90
Local Accrued Interest
1901-11-13T11:16:48.000
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
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: AXIS SPECIALTY FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AXIS SPECIALTY FINANCE
Security Description
5.875% 01 Jun 2020
Maturity Date
2020-06-01T00:00:00.000
Interest Rate
5.88
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
109152.00
Base Total Cost
99624.00
Base Unrealized Gain Loss
9528.00
Base Accrued Interest
489.58
Local Market Value
109152.00
Local Total Cost Amount
99624.00
Local Unrealized Gain Loss
9528.00
Local Accrued Interest
1901-05-03T13:55:12.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
541000.00
Base Market Value
566362.08
Base Total Cost
503500.84
Base Unrealized Gain Loss
62861.24
Base Accrued Interest
4395.61
Local Market Value
566362.08
Local Total Cost Amount
503500.84
Local Unrealized Gain Loss
62861.24
Local Accrued Interest
1912-01-12T14:38:24.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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
3.80
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
104306.00
Base Total Cost
103309.00
Base Unrealized Gain Loss
997.00
Base Accrued Interest
886.67
Local Market Value
104306.00
Local Total Cost Amount
103309.00
Local Unrealized Gain Loss
997.00
Local Accrued Interest
1902-06-04T16:04:48.000
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
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: 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
75000.00
Base Market Value
77193.00
Base Total Cost
74967.75
Base Unrealized Gain Loss
2225.25
Base Accrued Interest
0
Local Market Value
77193.00
Local Total Cost Amount
74967.75
Local Unrealized Gain Loss
2225.25
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
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
1.06
Original Face
1200000.00
Shares Par Value
1176431.68
Base Market Value
65794.29
Base Total Cost
77637.61
Base Unrealized Gain Loss
-11843.32
Base Accrued Interest
0
Local Market Value
65794.29
Local Total Cost Amount
77637.61
Local Unrealized Gain Loss
-11843.32
Local Accrued Interest
1899-12-31T00:00:00.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
3.00
Original Face
0.00
Shares Par Value
1825000.00
Base Market Value
1859693.25
Base Total Cost
1816933.50
Base Unrealized Gain Loss
42759.75
Base Accrued Interest
10797.92
Local Market Value
1859693.25
Local Total Cost Amount
1816933.50
Local Unrealized Gain Loss
42759.75
Local Accrued Interest
1929-07-23T22:04:48.000
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
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
3.5% 11 Apr 2022
Maturity Date
2022-04-11T00:00:00.000
Interest Rate
3.50
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
1904-04-03T13:26:24.000
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: 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
2.72
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1030800.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
30800.00
Base Accrued Interest
6047.44
Local Market Value
1030800.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
30800.00
Local Accrued Interest
1916-07-21T10:33:36.000
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: 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
25000.00
Base Market Value
26018.50
Base Total Cost
25000.00
Base Unrealized Gain Loss
1018.50
Base Accrued Interest
364.65
Local Market Value
26018.50
Local Total Cost Amount
25000.00
Local Unrealized Gain Loss
1018.50
Local Accrued Interest
1900-12-29T15:36:00.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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% 31 Dec 2049
Maturity Date
2049-12-31T00:00:00.000
Interest Rate
8.00
Original Face
0.00
Shares Par Value
60000.00
Base Market Value
61650.00
Base Total Cost
64653.57
Base Unrealized Gain Loss
-3003.57
Base Accrued Interest
2013.32
Local Market Value
61650.00
Local Total Cost Amount
64653.57
Local Unrealized Gain Loss
-3003.57
Local Accrued Interest
1905-07-05T07:40:48.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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
1% 24 Apr 2028
Maturity Date
2028-04-24T00:00:00.000
Interest Rate
3.71
Original Face
0.00
Shares Par Value
60000.00
Base Market Value
60439.80
Base Total Cost
60000.00
Base Unrealized Gain Loss
439.80
Base Accrued Interest
413.73
Local Market Value
60439.80
Local Total Cost Amount
60000.00
Local Unrealized Gain Loss
439.80
Local Accrued Interest
1901-02-16T17:31:12.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface