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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: BPCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BPCE SA
Security Description
4.5% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
4.50
Original Face
0.00
Shares Par Value
885000.00
Base Market Value
909700.35
Base Total Cost
880346.50
Base Unrealized Gain Loss
29353.85
Base Accrued Interest
11726.25
Local Market Value
909700.35
Local Total Cost Amount
880346.50
Local Unrealized Gain Loss
29353.85
Local Accrued Interest
1932-02-07T06:00:00.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa3
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BPCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BPCE SA
Security Description
5.15% 21 Jul 2024
Maturity Date
2024-07-21T00:00:00.000
Interest Rate
5.15
Original Face
0.00
Shares Par Value
1165000.00
Base Market Value
1244651.05
Base Total Cost
1166801.25
Base Unrealized Gain Loss
77849.80
Base Accrued Interest
26665.56
Local Market Value
1244651.05
Local Total Cost Amount
1166801.25
Local Unrealized Gain Loss
77849.80
Local Accrued Interest
1973-01-01T13:26:24.000
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
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: BRANCH BANKING + TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRANCH BANKING + TRUST
Security Description
2.85% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
2.85
Original Face
0.00
Shares Par Value
155000.00
Base Market Value
158329.40
Base Total Cost
154869.80
Base Unrealized Gain Loss
3459.60
Base Accrued Interest
1104.37
Local Market Value
158329.40
Local Total Cost Amount
154869.80
Local Unrealized Gain Loss
3459.60
Local Accrued Interest
1903-01-08T08:52:48.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: BRANDYWINE OPER PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRANDYWINE OPER PARTNERS
Security Description
4.55% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.55
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
151497.00
Base Total Cost
148786.50
Base Unrealized Gain Loss
2710.50
Base Accrued Interest
1706.25
Local Market Value
151497.00
Local Total Cost Amount
148786.50
Local Unrealized Gain Loss
2710.50
Local Accrued Interest
1904-09-01T06:00:00.000
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
BRL
Local Currency Code: BRL • Trade Country Name: BRAZIL • Security Name: BRAZILIAN REAL
Local Currency Code
BRL
Trade Country Name
BRAZIL
Security Name
BRAZILIAN REAL
Interest Rate
0.00
Original Face
0.00
Shares Par Value
1854.05
Base Market Value
559.59
Base Total Cost
579.61
Base Unrealized Gain Loss
-20.02
Base Accrued Interest
0
Local Market Value
1854.05
Local Total Cost Amount
1854.05
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: BRF GMBH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRF GMBH
Security Description
4.35% 29 Sep 2026
Maturity Date
2026-09-29T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
187000.00
Base Total Cost
195636.00
Base Unrealized Gain Loss
-8636.00
Base Accrued Interest
2223.33
Local Market Value
187000.00
Local Total Cost Amount
195636.00
Local Unrealized Gain Loss
-8636.00
Local Accrued Interest
1906-01-31T07:55:12.000
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
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: BRIGHTHOUSE FINANCIAL IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRIGHTHOUSE FINANCIAL IN
Security Description
3.7% 22 Jun 2027
Maturity Date
2027-06-22T00:00:00.000
Interest Rate
3.70
Original Face
0.00
Shares Par Value
15000.00
Base Market Value
14817.75
Base Total Cost
14987.55
Base Unrealized Gain Loss
-169.80
Base Accrued Interest
13.87
Local Market Value
14817.75
Local Total Cost Amount
14987.55
Local Unrealized Gain Loss
-169.80
Local Accrued Interest
1900-01-13T20:52:48.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: BRINKER INTERNATIONAL IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRINKER INTERNATIONAL IN
Security Description
2.6% 15 May 2018
Maturity Date
2018-05-15T00:00:00.000
Interest Rate
2.60
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
175183.75
Base Total Cost
174877.50
Base Unrealized Gain Loss
306.25
Base Accrued Interest
581.39
Local Market Value
175183.75
Local Total Cost Amount
174877.50
Local Unrealized Gain Loss
306.25
Local Accrued Interest
1901-08-03T09:21:36.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BRITISH TELECOM PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRITISH TELECOM PLC
Security Description
5.95% 15 Jan 2018
Maturity Date
2018-01-15T00:00:00.000
Interest Rate
5.95
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
306723.00
Base Total Cost
346308.00
Base Unrealized Gain Loss
-39585.00
Base Accrued Interest
8230.83
Local Market Value
306723.00
Local Total Cost Amount
346308.00
Local Unrealized Gain Loss
-39585.00
Local Accrued Interest
1922-07-13T19:55:12.000
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: BRIXMOR OPERATING PART
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRIXMOR OPERATING PART
Security Description
3.875% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
3.88
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
766882.50
Base Total Cost
744172.50
Base Unrealized Gain Loss
22710.00
Base Accrued Interest
10979.17
Local Market Value
766882.50
Local Total Cost Amount
744172.50
Local Unrealized Gain Loss
22710.00
Local Accrued Interest
1930-01-21T04:04:48.000
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: BRIXMOR OPERATING PART
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRIXMOR OPERATING PART
Security Description
3.85% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
1065000.00
Base Market Value
1051016.55
Base Total Cost
1058587.95
Base Unrealized Gain Loss
-7571.40
Base Accrued Interest
17084.38
Local Market Value
1051016.55
Local Total Cost Amount
1058587.95
Local Unrealized Gain Loss
-7571.40
Local Accrued Interest
1946-10-09T09:07:12.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: BROADCOM CRP / CAYMN FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROADCOM CRP / CAYMN FI
Security Description
3.875% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
3.88
Original Face
0.00
Shares Par Value
305000.00
Base Market Value
313204.50
Base Total Cost
303651.90
Base Unrealized Gain Loss
9552.60
Base Accrued Interest
5302.29
Local Market Value
313204.50
Local Total Cost Amount
303651.90
Local Unrealized Gain Loss
9552.60
Local Accrued Interest
1914-07-07T06:57:36.000
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
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: BROADCOM CRP / CAYMN FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROADCOM CRP / CAYMN FI
Security Description
3.875% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
3.88
Original Face
0.00
Shares Par Value
475000.00
Base Market Value
487777.50
Base Total Cost
475769.50
Base Unrealized Gain Loss
12008.00
Base Accrued Interest
8282.81
Local Market Value
487777.50
Local Total Cost Amount
475769.50
Local Unrealized Gain Loss
12008.00
Local Accrued Interest
1922-09-03T19:26:24.000
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
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: BROADCOM CRP / CAYMN FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROADCOM CRP / CAYMN FI
Security Description
3.625% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
3.63
Original Face
0.00
Shares Par Value
475000.00
Base Market Value
485925.00
Base Total Cost
474506.00
Base Unrealized Gain Loss
11419.00
Base Accrued Interest
7748.44
Local Market Value
485925.00
Local Total Cost Amount
474506.00
Local Unrealized Gain Loss
11419.00
Local Accrued Interest
1921-03-18T10:33:36.000
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
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: BROADCOM CRP / CAYMN FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROADCOM CRP / CAYMN FI
Security Description
3% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
3.00
Original Face
0.00
Shares Par Value
640000.00
Base Market Value
645721.60
Base Total Cost
637388.80
Base Unrealized Gain Loss
8332.80
Base Accrued Interest
8640.00
Local Market Value
645721.60
Local Total Cost Amount
637388.80
Local Unrealized Gain Loss
8332.80
Local Accrued Interest
1923-08-27T00:00:00.000
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
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: BROADCOM CRP / CAYMN FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROADCOM CRP / CAYMN FI
Security Description
3.625% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
3.63
Original Face
0.00
Shares Par Value
815000.00
Base Market Value
833745.00
Base Total Cost
814152.40
Base Unrealized Gain Loss
19592.60
Base Accrued Interest
13294.69
Local Market Value
833745.00
Local Total Cost Amount
814152.40
Local Unrealized Gain Loss
19592.60
Local Accrued Interest
1936-05-24T16:33:36.000
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
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: BROADSOFT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROADSOFT INC
Security Description
1.5% 01 Jul 2018
Maturity Date
2018-07-01T00:00:00.000
Interest Rate
1.50
Original Face
0.00
Shares Par Value
416000.00
Base Market Value
485160.00
Base Total Cost
414493.01
Base Unrealized Gain Loss
70666.99
Base Accrued Interest
0
Local Market Value
485160.00
Local Total Cost Amount
414493.01
Local Unrealized Gain Loss
70666.99
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: BROCADE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROCADE COMMUNICATIONS
Security Description
4.625% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
4.63
Original Face
0.00
Shares Par Value
320000.00
Base Market Value
329200.00
Base Total Cost
325068.75
Base Unrealized Gain Loss
4131.25
Base Accrued Interest
6824.43
Local Market Value
329200.00
Local Total Cost Amount
325068.75
Local Unrealized Gain Loss
4131.25
Local Accrued Interest
1918-09-06T10:19:12.000
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
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: BROOKDALE SENIOR LIVING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROOKDALE SENIOR LIVING
Security Description
2.75% 15 Jun 2018
Maturity Date
2018-06-15T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
586000.00
Base Market Value
581241.68
Base Total Cost
661922.92
Base Unrealized Gain Loss
-80681.24
Base Accrued Interest
716.21
Local Market Value
581241.68
Local Total Cost Amount
661922.92
Local Unrealized Gain Loss
-80681.24
Local Accrued Interest
1901-12-16T05:02:24.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BRUNOS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRUNOS INC
Security Description
10.5% 01 Aug 2005
Maturity Date
2005-08-01T00:00:00.000
Interest Rate
10.50
Original Face
0.00
Shares Par Value
847000.00
Base Market Value
0.00
Base Total Cost
563081.25
Base Unrealized Gain Loss
-563081.25
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
563081.25
Local Unrealized Gain Loss
-563081.25
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
INDUSTRIAL
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BUCKEYE PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BUCKEYE PARTNERS LP
Security Description
3.95% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
3.95
Original Face
0.00
Shares Par Value
78000.00
Base Market Value
77206.74
Base Total Cost
78387.60
Base Unrealized Gain Loss
-1180.86
Base Accrued Interest
256.75
Local Market Value
77206.74
Local Total Cost Amount
78387.60
Local Unrealized Gain Loss
-1180.86
Local Accrued Interest
1900-09-12T18:00:00.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BUCKEYE PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BUCKEYE PARTNERS LP
Security Description
2.65% 15 Nov 2018
Maturity Date
2018-11-15T00:00:00.000
Interest Rate
2.65
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
251332.50
Base Total Cost
249986.50
Base Unrealized Gain Loss
1346.00
Base Accrued Interest
846.53
Local Market Value
251332.50
Local Total Cost Amount
249986.50
Local Unrealized Gain Loss
1346.00
Local Accrued Interest
1902-04-25T12:43:12.000
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
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: BUNGE LTD FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BUNGE LTD FINANCE CORP
Security Description
3.25% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
10000.00
Base Market Value
9554.90
Base Total Cost
9990.70
Base Unrealized Gain Loss
-435.80
Base Accrued Interest
122.78
Local Market Value
9554.90
Local Total Cost Amount
9990.70
Local Unrealized Gain Loss
-435.80
Local Accrued Interest
1900-05-01T18:43:12.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BUNGE LTD FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BUNGE LTD FINANCE CORP
Security Description
3.5% 24 Nov 2020
Maturity Date
2020-11-24T00:00:00.000
Interest Rate
3.50
Original Face
0.00
Shares Par Value
1320000.00
Base Market Value
1353277.20
Base Total Cost
1318864.80
Base Unrealized Gain Loss
34412.40
Base Accrued Interest
4748.33
Local Market Value
1353277.20
Local Total Cost Amount
1318864.80
Local Unrealized Gain Loss
34412.40
Local Accrued Interest
1912-12-30T07:55:12.000
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
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
4.7% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
4.70
Original Face
0.00
Shares Par Value
110000.00
Base Market Value
123884.20
Base Total Cost
109367.50
Base Unrealized Gain Loss
14516.70
Base Accrued Interest
1723.33
Local Market Value
123884.20
Local Total Cost Amount
109367.50
Local Unrealized Gain Loss
14516.70
Local Accrued Interest
1904-09-18T07:55:12.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
4.55% 01 Sep 2044
Maturity Date
2044-09-01T00:00:00.000
Interest Rate
4.55
Original Face
0.00
Shares Par Value
185000.00
Base Market Value
205065.10
Base Total Cost
183975.10
Base Unrealized Gain Loss
21090.00
Base Accrued Interest
2805.83
Local Market Value
205065.10
Local Total Cost Amount
183975.10
Local Unrealized Gain Loss
21090.00
Local Accrued Interest
1907-09-05T19:55:12.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
5.4% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5.40
Original Face
0.00
Shares Par Value
360000.00
Base Market Value
438501.60
Base Total Cost
358876.80
Base Unrealized Gain Loss
79624.80
Base Accrued Interest
1620.00
Local Market Value
438501.60
Local Total Cost Amount
358876.80
Local Unrealized Gain Loss
79624.80
Local Accrued Interest
1904-06-07T00:00:00.000
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
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
5.05% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
5.05
Original Face
0.00
Shares Par Value
430000.00
Base Market Value
502558.20
Base Total Cost
427513.65
Base Unrealized Gain Loss
75044.55
Base Accrued Interest
7238.33
Local Market Value
502558.20
Local Total Cost Amount
427513.65
Local Unrealized Gain Loss
75044.55
Local Accrued Interest
1919-10-25T07:55:12.000
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
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
4.15% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
679458.00
Base Total Cost
677677.00
Base Unrealized Gain Loss
1781.00
Base Accrued Interest
6743.75
Local Market Value
679458.00
Local Total Cost Amount
677677.00
Local Unrealized Gain Loss
1781.00
Local Accrued Interest
1918-06-17T18:00:00.000
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
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
4.15% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
1655000.00
Base Market Value
1730004.60
Base Total Cost
1684324.25
Base Unrealized Gain Loss
45680.35
Base Accrued Interest
17170.62
Local Market Value
1730004.60
Local Total Cost Amount
1684324.25
Local Unrealized Gain Loss
45680.35
Local Accrued Interest
1947-01-03T14:52:48.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CA INC
Security Description
4.7% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
4.70
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
40816.80
Base Total Cost
40000.00
Base Unrealized Gain Loss
816.80
Base Accrued Interest
543.11
Local Market Value
40816.80
Local Total Cost Amount
40000.00
Local Unrealized Gain Loss
816.80
Local Accrued Interest
1901-06-26T02:38:24.000
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
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: CA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CA INC
Security Description
2.875% 15 Aug 2018
Maturity Date
2018-08-15T00:00:00.000
Interest Rate
2.88
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
504665.00
Base Total Cost
511330.00
Base Unrealized Gain Loss
-6665.00
Base Accrued Interest
5430.55
Local Market Value
504665.00
Local Total Cost Amount
511330.00
Local Unrealized Gain Loss
-6665.00
Local Accrued Interest
1914-11-12T13:12:00.000
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
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: CABLEVISION SYSTEMS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION SYSTEMS CORP
Security Description
8.625% 15 Sep 2017
Maturity Date
2017-09-15T00:00:00.000
Interest Rate
8.63
Original Face
0.00
Shares Par Value
206000.00
Base Market Value
208575.00
Base Total Cost
220216.26
Base Unrealized Gain Loss
-11641.26
Base Accrued Interest
5231.54
Local Market Value
208575.00
Local Total Cost Amount
220216.26
Local Unrealized Gain Loss
-11641.26
Local Accrued Interest
1914-04-27T12:57:36.000
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
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
SEK
Local Currency Code: SEK • Trade Country Name: SWEDEN • Security Name: SWEDISH KRONA
Local Currency Code
SEK
Trade Country Name
SWEDEN
Security Name
SWEDISH KRONA
Interest Rate
0
Original Face
0
Shares Par Value
12420.65
Base Market Value
1333.17
Base Total Cost
1329.24
Base Unrealized Gain Loss
3.93
Base Accrued Interest
0
Local Market Value
12420.65
Local Total Cost Amount
12420.65
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2020-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2021-01-26T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CABLEVISION SYSTEMS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION SYSTEMS CORP
Security Description
5.875% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5.88
Original Face
0.00
Shares Par Value
1285000.00
Base Market Value
1350856.25
Base Total Cost
1200400.00
Base Unrealized Gain Loss
150456.25
Base Accrued Interest
22228.70
Local Market Value
1350856.25
Local Total Cost Amount
1200400.00
Local Unrealized Gain Loss
150456.25
Local Accrued Interest
1960-11-08T16:48:00.000
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
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: 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
-2757.69
Base Market Value
-2757.69
Base Total Cost
-2757.69
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-2757.69
Local Total Cost Amount
-2757.69
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: CALAMP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALAMP CORP
Security Description
1.625% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
1.63
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
40750.00
Base Total Cost
37490.90
Base Unrealized Gain Loss
3259.10
Base Accrued Interest
83.05
Local Market Value
40750.00
Local Total Cost Amount
37490.90
Local Unrealized Gain Loss
3259.10
Local Accrued Interest
1900-03-23T01:12:00.000
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: CALAMP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALAMP CORP
Security Description
1.625% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
1.63
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
331093.75
Base Total Cost
308312.42
Base Unrealized Gain Loss
22781.33
Base Accrued Interest
674.82
Local Market Value
331093.75
Local Total Cost Amount
308312.42
Local Unrealized Gain Loss
22781.33
Local Accrued Interest
1901-11-04T19:40:48.000
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
1.25% 01 Aug 2032
Maturity Date
2032-08-01T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
425000.00
Base Market Value
425000.00
Base Total Cost
425000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
2213.54
Local Market Value
425000.00
Local Total Cost Amount
425000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
1906-01-21T12:57:36.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Moody S Quality Rating
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
0.25% 01 Jun 2019
Maturity Date
2019-06-01T00:00:00.000
Interest Rate
0.25
Original Face
0.00
Shares Par Value
670000.00
Base Market Value
633987.50
Base Total Cost
629354.04
Base Unrealized Gain Loss
4633.46
Base Accrued Interest
139.57
Local Market Value
633987.50
Local Total Cost Amount
629354.04
Local Unrealized Gain Loss
4633.46
Local Accrued Interest
1900-05-18T13:40:48.000
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
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
0.25% 01 Jun 2019
Maturity Date
2019-06-01T00:00:00.000
Interest Rate
0.25
Original Face
0.00
Shares Par Value
925000.00
Base Market Value
875281.25
Base Total Cost
855181.40
Base Unrealized Gain Loss
20099.85
Base Accrued Interest
192.70
Local Market Value
875281.25
Local Total Cost Amount
855181.40
Local Unrealized Gain Loss
20099.85
Local Accrued Interest
1900-07-10T16:48:00.000
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
Moody S Quality Rating
Ba2
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
63.70
Base Market Value
72.65
Base Total Cost
67.17
Base Unrealized Gain Loss
5.48
Base Accrued Interest
0
Local Market Value
63.70
Local Total Cost Amount
63.70
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: CALIFORNIA RESOURCES CRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA RESOURCES CRP
Security Description
8% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
8.00
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
12650.00
Base Total Cost
13600.00
Base Unrealized Gain Loss
-950.00
Base Accrued Interest
71.11
Local Market Value
12650.00
Local Total Cost Amount
13600.00
Local Unrealized Gain Loss
-950.00
Local Accrued Interest
1900-03-11T02:38:24.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Caa3
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: CALIFORNIA RESOURCES CRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA RESOURCES CRP
Security Description
5.5% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
5.50
Original Face
0.00
Shares Par Value
104000.00
Base Market Value
60320.00
Base Total Cost
103808.98
Base Unrealized Gain Loss
-43488.98
Base Accrued Interest
1684.22
Local Market Value
60320.00
Local Total Cost Amount
103808.98
Local Unrealized Gain Loss
-43488.98
Local Accrued Interest
1904-08-10T05:16:48.000
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
ELECTRIC/GAS
Moody S Quality Rating
Ca
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALIFORNIA RESOURCES CRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA RESOURCES CRP
Security Description
6% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
6.00
Original Face
0.00
Shares Par Value
143000.00
Base Market Value
74360.00
Base Total Cost
133622.25
Base Unrealized Gain Loss
-59262.25
Base Accrued Interest
1096.33
Local Market Value
74360.00
Local Total Cost Amount
133622.25
Local Unrealized Gain Loss
-59262.25
Local Accrued Interest
1902-12-31T07:55:12.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ca
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.375% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.38
Original Face
0.00
Shares Par Value
820000.00
Base Market Value
799500.00
Base Total Cost
814950.00
Base Unrealized Gain Loss
-15450.00
Base Accrued Interest
9304.71
Local Market Value
799500.00
Local Total Cost Amount
814950.00
Local Unrealized Gain Loss
-15450.00
Local Accrued Interest
1925-06-21T17:02:24.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
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: CALPINE CORP ESCROW 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP ESCROW 4
Security Description
9.875% 01 Dec 2011
Maturity Date
2011-12-01T00:00:00.000
Interest Rate
9.88
Original Face
0.00
Shares Par Value
10000.00
Base Market Value
0.00
Base Total Cost
0.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.00
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
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALPINE CORP ESCROW 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP ESCROW 4
Security Description
8.5% 31 Dec 2049
Maturity Date
2049-12-31T00:00:00.000
Interest Rate
8.50
Original Face
0.00
Shares Par Value
1198000.00
Base Market Value
0.00
Base Total Cost
0.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.00
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
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AE5463
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE5463
Security Description
4% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
4.00
Original Face
600000.00
Shares Par Value
114776.09
Base Market Value
121190.93
Base Total Cost
121752.32
Base Unrealized Gain Loss
-561.39
Base Accrued Interest
0
Local Market Value
121190.93
Local Total Cost Amount
121752.32
Local Unrealized Gain Loss
-561.39
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
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALUMET SPECIALTY PROD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALUMET SPECIALTY PROD
Security Description
7.625% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
7.63
Original Face
0.00
Shares Par Value
860000.00
Base Market Value
752500.00
Base Total Cost
847048.40
Base Unrealized Gain Loss
-94548.40
Base Accrued Interest
30237.36
Local Market Value
752500.00
Local Total Cost Amount
847048.40
Local Unrealized Gain Loss
-94548.40
Local Accrued Interest
1982-10-13T08:38:24.000
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
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