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Office of The Comptroller: Police Retirement System Holdings Data

This dataset sets forth the Police Retirement System holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

City Government Office of the Comptroller Dataset dy3p-ay2d 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: THC ESCROW CORP III
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THC ESCROW CORP III
Security Description
4.625% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
862000.00
Base Market Value
864327.40
Base Total Cost
862056.25
Base Unrealized Gain Loss
2271.15
Base Accrued Interest
2836.42
Local Market Value
864327.40
Local Total Cost Amount
862056.25
Local Unrealized Gain Loss
2271.15
Local Accrued Interest
2836.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: THC ESCROW CORP III
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THC ESCROW CORP III
Security Description
4.625% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
210000.00
Base Market Value
210567.00
Base Total Cost
210000.00
Base Unrealized Gain Loss
567.00
Base Accrued Interest
458.65
Local Market Value
210567.00
Local Total Cost Amount
210000.00
Local Unrealized Gain Loss
567.00
Local Accrued Interest
458.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: THE MEN S WEARHOUSE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THE MEN S WEARHOUSE INC
Security Description
7% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
211000.00
Base Market Value
184625.00
Base Total Cost
212887.50
Base Unrealized Gain Loss
-28262.50
Base Accrued Interest
0
Local Market Value
184625.00
Local Total Cost Amount
212887.50
Local Unrealized Gain Loss
-28262.50
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: THERMO FISHER SCIENTIFIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THERMO FISHER SCIENTIFIC
Security Description
3% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
756090.00
Base Total Cost
746340.00
Base Unrealized Gain Loss
9750.00
Base Accrued Interest
4750.00
Local Market Value
756090.00
Local Total Cost Amount
746340.00
Local Unrealized Gain Loss
9750.00
Local Accrued Interest
4750.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: THERMO FISHER SCIENTIFIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THERMO FISHER SCIENTIFIC
Security Description
2.4% 01 Feb 2019
Maturity Date
2019-02-01T00:00:00.000
Interest Rate
2.4
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
402964.00
Base Total Cost
399184.00
Base Unrealized Gain Loss
3780.00
Base Accrued Interest
4000.00
Local Market Value
402964.00
Local Total Cost Amount
399184.00
Local Unrealized Gain Loss
3780.00
Local Accrued Interest
4000.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: THERMO FISHER SCIENTIFIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THERMO FISHER SCIENTIFIC
Security Description
2.95% 19 Sep 2026
Maturity Date
2026-09-19T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
15000.00
Base Market Value
14585.85
Base Total Cost
14818.05
Base Unrealized Gain Loss
-232.20
Base Accrued Interest
125.37
Local Market Value
14585.85
Local Total Cost Amount
14818.05
Local Unrealized Gain Loss
-232.20
Local Accrued Interest
125.37
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: THOMSON REUTERS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THOMSON REUTERS CORP
Security Description
3.85% 29 Sep 2024
Maturity Date
2024-09-29T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
4125000.00
Base Market Value
4249698.75
Base Total Cost
4102972.50
Base Unrealized Gain Loss
146726.25
Base Accrued Interest
33527.08
Local Market Value
4249698.75
Local Total Cost Amount
4102972.50
Local Unrealized Gain Loss
146726.25
Local Accrued Interest
33527.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: THOMSON REUTERS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THOMSON REUTERS CORP
Security Description
1.65% 29 Sep 2017
Maturity Date
2017-09-29T00:00:00.000
Interest Rate
1.65
Original Face
0.00
Shares Par Value
1090000.00
Base Market Value
1090250.70
Base Total Cost
1093564.30
Base Unrealized Gain Loss
-3313.60
Base Accrued Interest
3796.83
Local Market Value
1090250.70
Local Total Cost Amount
1093564.30
Local Unrealized Gain Loss
-3313.60
Local Accrued Interest
3796.83
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: TI GROUP AUTO SYSTEMS LL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TI GROUP AUTO SYSTEMS LL
Security Description
8.75% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
740250.00
Base Total Cost
703872.82
Base Unrealized Gain Loss
36377.18
Base Accrued Interest
28243.04
Local Market Value
740250.00
Local Total Cost Amount
703872.82
Local Unrealized Gain Loss
36377.18
Local Accrued Interest
28243.04
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
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: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
8.25% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
5145000.00
Base Market Value
5675706.75
Base Total Cost
6411709.82
Base Unrealized Gain Loss
-736003.07
Base Accrued Interest
106115.62
Local Market Value
5675706.75
Local Total Cost Amount
6411709.82
Local Unrealized Gain Loss
-736003.07
Local Accrued Interest
106115.62
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
6.55% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
6.55
Original Face
0.00
Shares Par Value
1974000.00
Base Market Value
2357192.88
Base Total Cost
2265536.39
Base Unrealized Gain Loss
91656.49
Base Accrued Interest
21549.50
Local Market Value
2357192.88
Local Total Cost Amount
2265536.39
Local Unrealized Gain Loss
91656.49
Local Accrued Interest
21549.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
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: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
6.55% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
6.55
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
835884.00
Base Total Cost
693516.00
Base Unrealized Gain Loss
142368.00
Base Accrued Interest
7641.67
Local Market Value
835884.00
Local Total Cost Amount
693516.00
Local Unrealized Gain Loss
142368.00
Local Accrued Interest
7641.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
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: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
4.5% 15 Sep 2042
Maturity Date
2042-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
475745.00
Base Total Cost
468060.00
Base Unrealized Gain Loss
7685.00
Base Accrued Interest
6625.00
Local Market Value
475745.00
Local Total Cost Amount
468060.00
Local Unrealized Gain Loss
7685.00
Local Accrued Interest
6625.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
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: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
8.75% 14 Feb 2019
Maturity Date
2019-02-14T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
415000.00
Base Market Value
456462.65
Base Total Cost
493502.45
Base Unrealized Gain Loss
-37039.80
Base Accrued Interest
13818.92
Local Market Value
456462.65
Local Total Cost Amount
493502.45
Local Unrealized Gain Loss
-37039.80
Local Accrued Interest
13818.92
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
5.5% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
280000.00
Base Market Value
300907.60
Base Total Cost
286708.80
Base Unrealized Gain Loss
14198.80
Base Accrued Interest
5133.33
Local Market Value
300907.60
Local Total Cost Amount
286708.80
Local Unrealized Gain Loss
14198.80
Local Accrued Interest
5133.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
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: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
8.25% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
230000.00
Base Market Value
253724.50
Base Total Cost
228500.40
Base Unrealized Gain Loss
25224.10
Base Accrued Interest
4743.75
Local Market Value
253724.50
Local Total Cost Amount
228500.40
Local Unrealized Gain Loss
25224.10
Local Accrued Interest
4743.75
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
4.5% 15 Sep 2042
Maturity Date
2042-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
115000.00
Base Market Value
109421.35
Base Total Cost
97352.40
Base Unrealized Gain Loss
12068.95
Base Accrued Interest
1523.75
Local Market Value
109421.35
Local Total Cost Amount
97352.40
Local Unrealized Gain Loss
12068.95
Local Accrued Interest
1523.75
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
5.5% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
99000.00
Base Market Value
106392.33
Base Total Cost
107516.16
Base Unrealized Gain Loss
-1123.83
Base Accrued Interest
1815.00
Local Market Value
106392.33
Local Total Cost Amount
107516.16
Local Unrealized Gain Loss
-1123.83
Local Accrued Interest
1815.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
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: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
5.875% 15 Nov 2040
Maturity Date
2040-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
70000.00
Base Market Value
78023.40
Base Total Cost
79565.08
Base Unrealized Gain Loss
-1541.68
Base Accrued Interest
525.49
Local Market Value
78023.40
Local Total Cost Amount
79565.08
Local Unrealized Gain Loss
-1541.68
Local Accrued Interest
525.49
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
6.55% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
6.55
Original Face
0.00
Shares Par Value
51000.00
Base Market Value
60900.12
Base Total Cost
61228.30
Base Unrealized Gain Loss
-328.18
Base Accrued Interest
556.75
Local Market Value
60900.12
Local Total Cost Amount
61228.30
Local Unrealized Gain Loss
-328.18
Local Accrued Interest
556.75
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TIME WARNER COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER COS INC
Security Description
7.57% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
7.57
Original Face
0.00
Shares Par Value
635000.00
Base Market Value
788314.40
Base Total Cost
749915.80
Base Unrealized Gain Loss
38398.60
Base Accrued Interest
20028.96
Local Market Value
788314.40
Local Total Cost Amount
749915.80
Local Unrealized Gain Loss
38398.60
Local Accrued Interest
20028.96
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: TIME WARNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER INC
Security Description
4.7% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
4.7
Original Face
0.00
Shares Par Value
1440000.00
Base Market Value
1546545.60
Base Total Cost
1574604.80
Base Unrealized Gain Loss
-28059.20
Base Accrued Interest
31208.00
Local Market Value
1546545.60
Local Total Cost Amount
1574604.80
Local Unrealized Gain Loss
-28059.20
Local Accrued Interest
31208.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TIME WARNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER INC
Security Description
6.2% 15 Mar 2040
Maturity Date
2040-03-15T00:00:00.000
Interest Rate
6.2
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
238868.00
Base Total Cost
209755.00
Base Unrealized Gain Loss
29113.00
Base Accrued Interest
3651.11
Local Market Value
238868.00
Local Total Cost Amount
209755.00
Local Unrealized Gain Loss
29113.00
Local Accrued Interest
3651.11
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: TIME WARNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER INC
Security Description
3.8% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
176183.00
Base Total Cost
174690.90
Base Unrealized Gain Loss
1492.10
Base Accrued Interest
3749.86
Local Market Value
176183.00
Local Total Cost Amount
174690.90
Local Unrealized Gain Loss
1492.10
Local Accrued Interest
3749.86
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: TIME WARNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER INC
Security Description
2.95% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
165000.00
Base Market Value
155662.65
Base Total Cost
162858.30
Base Unrealized Gain Loss
-7195.65
Base Accrued Interest
2244.46
Local Market Value
155662.65
Local Total Cost Amount
162858.30
Local Unrealized Gain Loss
-7195.65
Local Accrued Interest
2244.46
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: TIME WARNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER INC
Security Description
3.6% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
3.6
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
149659.50
Base Total Cost
149640.00
Base Unrealized Gain Loss
19.50
Base Accrued Interest
2490.00
Local Market Value
149659.50
Local Total Cost Amount
149640.00
Local Unrealized Gain Loss
19.50
Local Accrued Interest
2490.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TIME WARNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER INC
Security Description
6.1% 15 Jul 2040
Maturity Date
2040-07-15T00:00:00.000
Interest Rate
6.1
Original Face
0.00
Shares Par Value
105000.00
Base Market Value
125849.85
Base Total Cost
116832.85
Base Unrealized Gain Loss
9017.00
Base Accrued Interest
2953.42
Local Market Value
125849.85
Local Total Cost Amount
116832.85
Local Unrealized Gain Loss
9017.00
Local Accrued Interest
2953.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TIME WARNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER INC
Security Description
6.2% 15 Mar 2040
Maturity Date
2040-03-15T00:00:00.000
Interest Rate
6.2
Original Face
0.00
Shares Par Value
60000.00
Base Market Value
71660.40
Base Total Cost
59999.40
Base Unrealized Gain Loss
11661.00
Base Accrued Interest
1095.33
Local Market Value
71660.40
Local Total Cost Amount
59999.40
Local Unrealized Gain Loss
11661.00
Local Accrued Interest
1095.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TJX COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TJX COS INC
Security Description
2.25% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
1062000.00
Base Market Value
986077.62
Base Total Cost
1054077.48
Base Unrealized Gain Loss
-67999.86
Base Accrued Interest
7035.75
Local Market Value
986077.62
Local Total Cost Amount
1054077.48
Local Unrealized Gain Loss
-67999.86
Local Accrued Interest
7035.75
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: TMS INTERNATIONAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TMS INTERNATIONAL CORP
Security Description
7.625% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
960000.00
Base Market Value
972000.00
Base Total Cost
951064.28
Base Unrealized Gain Loss
20935.72
Base Accrued Interest
15453.33
Local Market Value
972000.00
Local Total Cost Amount
951064.28
Local Unrealized Gain Loss
20935.72
Local Accrued Interest
15453.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TOLEDO EDISON COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLEDO EDISON COMPANY
Security Description
6.15% 15 May 2037
Maturity Date
2037-05-15T00:00:00.000
Interest Rate
6.15
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
217299.25
Base Total Cost
151889.50
Base Unrealized Gain Loss
65409.75
Base Accrued Interest
1375.21
Local Market Value
217299.25
Local Total Cost Amount
151889.50
Local Unrealized Gain Loss
65409.75
Local Accrued Interest
1375.21
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
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
0.5% 15 Sep 2032
Maturity Date
2032-09-15T00:00:00.000
Interest Rate
0.5
Original Face
0.00
Shares Par Value
2550000.00
Base Market Value
2543625.00
Base Total Cost
2649461.35
Base Unrealized Gain Loss
-105836.35
Base Accrued Interest
3754.16
Local Market Value
2543625.00
Local Total Cost Amount
2649461.35
Local Unrealized Gain Loss
-105836.35
Local Accrued Interest
3754.16
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
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
0.5% 15 Sep 2032
Maturity Date
2032-09-15T00:00:00.000
Interest Rate
0.5
Original Face
0.00
Shares Par Value
1536000.00
Base Market Value
1532160.00
Base Total Cost
1532421.86
Base Unrealized Gain Loss
-261.86
Base Accrued Interest
2261.33
Local Market Value
1532160.00
Local Total Cost Amount
1532421.86
Local Unrealized Gain Loss
-261.86
Local Accrued Interest
2261.33
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
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
4.875% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
590000.00
Base Market Value
612125.00
Base Total Cost
590000.00
Base Unrealized Gain Loss
22125.00
Base Accrued Interest
3675.21
Local Market Value
612125.00
Local Total Cost Amount
590000.00
Local Unrealized Gain Loss
22125.00
Local Accrued Interest
3675.21
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
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
4% 31 Dec 2018
Maturity Date
2018-12-31T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
461250.00
Base Total Cost
449977.50
Base Unrealized Gain Loss
11272.50
Base Accrued Interest
50.00
Local Market Value
461250.00
Local Total Cost Amount
449977.50
Local Unrealized Gain Loss
11272.50
Local Accrued Interest
50.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
5.875% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
286000.00
Base Market Value
316745.00
Base Total Cost
307450.00
Base Unrealized Gain Loss
9295.00
Base Accrued Interest
6347.61
Local Market Value
316745.00
Local Total Cost Amount
307450.00
Local Unrealized Gain Loss
9295.00
Local Accrued Interest
6347.61
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
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
4% 31 Dec 2018
Maturity Date
2018-12-31T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
285000.00
Base Market Value
292125.00
Base Total Cost
292087.50
Base Unrealized Gain Loss
37.50
Base Accrued Interest
35.00
Local Market Value
292125.00
Local Total Cost Amount
292087.50
Local Unrealized Gain Loss
37.50
Local Accrued Interest
35.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
4.375% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
205000.00
Base Market Value
212072.50
Base Total Cost
206737.50
Base Unrealized Gain Loss
5335.00
Base Accrued Interest
1893.39
Local Market Value
212072.50
Local Total Cost Amount
206737.50
Local Unrealized Gain Loss
5335.00
Local Accrued Interest
1893.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
4.875% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
186000.00
Base Market Value
192975.00
Base Total Cost
186000.00
Base Unrealized Gain Loss
6975.00
Base Accrued Interest
1158.63
Local Market Value
192975.00
Local Total Cost Amount
186000.00
Local Unrealized Gain Loss
6975.00
Local Accrued Interest
1158.63
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
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
4.375% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
53000.00
Base Market Value
54828.50
Base Total Cost
51012.50
Base Unrealized Gain Loss
3816.00
Base Accrued Interest
489.51
Local Market Value
54828.50
Local Total Cost Amount
51012.50
Local Unrealized Gain Loss
3816.00
Local Accrued Interest
489.51
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: TOPS HOLDING/MARKETS II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOPS HOLDING/MARKETS II
Security Description
8% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
885000.00
Base Market Value
726806.25
Base Total Cost
878812.50
Base Unrealized Gain Loss
-152006.25
Base Accrued Interest
3146.67
Local Market Value
726806.25
Local Total Cost Amount
878812.50
Local Unrealized Gain Loss
-152006.25
Local Accrued Interest
3146.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TORONTO DOMINION BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TORONTO DOMINION BANK
Security Description
1.45% 13 Aug 2019
Maturity Date
2019-08-13T00:00:00.000
Interest Rate
1.45
Original Face
0.00
Shares Par Value
1300000.00
Base Market Value
1288638.00
Base Total Cost
1288423.10
Base Unrealized Gain Loss
214.90
Base Accrued Interest
7225.83
Local Market Value
1288638.00
Local Total Cost Amount
1288423.10
Local Unrealized Gain Loss
214.90
Local Accrued Interest
7225.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Aa2
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: TORONTO DOMINION BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TORONTO DOMINION BANK
Security Description
2.125% 02 Jul 2019
Maturity Date
2019-07-02T00:00:00.000
Interest Rate
2.125
Original Face
0.00
Shares Par Value
1198000.00
Base Market Value
1203870.20
Base Total Cost
1196526.46
Base Unrealized Gain Loss
7343.74
Base Accrued Interest
12658.03
Local Market Value
1203870.20
Local Total Cost Amount
1196526.46
Local Unrealized Gain Loss
7343.74
Local Accrued Interest
12658.03
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Aa2
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: TORONTO DOMINION BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TORONTO DOMINION BANK
Security Description
1% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
1155000.00
Base Market Value
1145967.90
Base Total Cost
1152978.75
Base Unrealized Gain Loss
-7010.85
Base Accrued Interest
12328.01
Local Market Value
1145967.90
Local Total Cost Amount
1152978.75
Local Unrealized Gain Loss
-7010.85
Local Accrued Interest
12328.01
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: TORONTO DOMINION BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TORONTO DOMINION BANK
Security Description
1% 07 Apr 2021
Maturity Date
2021-04-07T00:00:00.000
Interest Rate
2.15039
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1021630.00
Base Total Cost
1003880.00
Base Unrealized Gain Loss
17750.00
Base Accrued Interest
5077.31
Local Market Value
1021630.00
Local Total Cost Amount
1003880.00
Local Unrealized Gain Loss
17750.00
Local Accrued Interest
5077.31
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Aa2
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: TORONTO DOMINION BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TORONTO DOMINION BANK
Security Description
2.5% 14 Dec 2020
Maturity Date
2020-12-14T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1011540.00
Base Total Cost
1016450.00
Base Unrealized Gain Loss
-4910.00
Base Accrued Interest
1180.56
Local Market Value
1011540.00
Local Total Cost Amount
1016450.00
Local Unrealized Gain Loss
-4910.00
Local Accrued Interest
1180.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Aa2
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: TOWNSQUARE MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOWNSQUARE MEDIA INC
Security Description
6.5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
1585000.00
Base Market Value
1592925.00
Base Total Cost
1571354.24
Base Unrealized Gain Loss
21570.76
Base Accrued Interest
25756.25
Local Market Value
1592925.00
Local Total Cost Amount
1571354.24
Local Unrealized Gain Loss
21570.76
Local Accrued Interest
25756.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TOYOTA MOTOR CREDIT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOYOTA MOTOR CREDIT CORP
Security Description
1% 13 Feb 2020
Maturity Date
2020-02-13T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
30000.00
Base Market Value
29879.70
Base Total Cost
29812.50
Base Unrealized Gain Loss
67.20
Base Accrued Interest
60.00
Local Market Value
29879.70
Local Total Cost Amount
29812.50
Local Unrealized Gain Loss
67.20
Local Accrued Interest
60.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: TPC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TPC GROUP INC
Security Description
8.75% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
1050000.00
Base Market Value
945000.00
Base Total Cost
987100.00
Base Unrealized Gain Loss
-42100.00
Base Accrued Interest
4083.33
Local Market Value
945000.00
Local Total Cost Amount
987100.00
Local Unrealized Gain Loss
-42100.00
Local Accrued Interest
4083.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B3
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRANS ALLEGHENY INTERSTA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANS ALLEGHENY INTERSTA
Security Description
3.85% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
305000.00
Base Market Value
316291.10
Base Total Cost
304768.20
Base Unrealized Gain Loss
11522.90
Base Accrued Interest
978.54
Local Market Value
316291.10
Local Total Cost Amount
304768.20
Local Unrealized Gain Loss
11522.90
Local Accrued Interest
978.54
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
A3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
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