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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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
3.85% 01 Nov 2042
Maturity Date
2042-11-01T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
392355.00
Base Total Cost
384727.50
Base Unrealized Gain Loss
7627.50
Base Accrued Interest
2887.50
Local Market Value
392355.00
Local Total Cost Amount
384727.50
Local Unrealized Gain Loss
7627.50
Local Accrued Interest
2887.50
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
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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
4.522% 15 Sep 2048
Maturity Date
2048-09-15T00:00:00.000
Interest Rate
4.522
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
425740.50
Base Total Cost
448770.71
Base Unrealized Gain Loss
-23030.21
Base Accrued Interest
5991.65
Local Market Value
425740.50
Local Total Cost Amount
448770.71
Local Unrealized Gain Loss
-23030.21
Local Accrued Interest
5991.65
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
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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
4.6% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
4.6
Original Face
0.00
Shares Par Value
330000.00
Base Market Value
353901.90
Base Total Cost
350934.13
Base Unrealized Gain Loss
2967.77
Base Accrued Interest
3795.00
Local Market Value
353901.90
Local Total Cost Amount
350934.13
Local Unrealized Gain Loss
2967.77
Local Accrued Interest
3795.00
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
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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
4.4% 01 Nov 2034
Maturity Date
2034-11-01T00:00:00.000
Interest Rate
4.4
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
148629.00
Base Total Cost
141871.50
Base Unrealized Gain Loss
6757.50
Base Accrued Interest
1100.00
Local Market Value
148629.00
Local Total Cost Amount
141871.50
Local Unrealized Gain Loss
6757.50
Local Accrued Interest
1100.00
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
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: VERIZON COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON COMMUNICATIONS
Security Description
4.812% 15 Mar 2039
Maturity Date
2039-03-15T00:00:00.000
Interest Rate
4.812
Original Face
0.00
Shares Par Value
111000.00
Base Market Value
112201.02
Base Total Cost
111423.79
Base Unrealized Gain Loss
777.23
Base Accrued Interest
2195.88
Local Market Value
112201.02
Local Total Cost Amount
111423.79
Local Unrealized Gain Loss
777.23
Local Accrued Interest
2195.88
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: VERIZON OWNER TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERIZON OWNER TRUST
Security Description
1.92% 20 Dec 2021
Maturity Date
2021-12-20T00:00:00.000
Interest Rate
1.92
Original Face
2000000.00
Shares Par Value
2000000.00
Base Market Value
1999693.60
Base Total Cost
1999693.60
Base Unrealized Gain Loss
0
Base Accrued Interest
1173.33
Local Market Value
1999693.60
Local Total Cost Amount
1999693.60
Local Unrealized Gain Loss
0
Local Accrued Interest
1173.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VERSUM MATERIALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERSUM MATERIALS INC
Security Description
5.5% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1235000.00
Base Market Value
1298293.75
Base Total Cost
1265362.50
Base Unrealized Gain Loss
32931.25
Base Accrued Interest
20000.14
Local Market Value
1298293.75
Local Total Cost Amount
1265362.50
Local Unrealized Gain Loss
32931.25
Local Accrued Interest
20000.14
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: VERSUM MATERIALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERSUM MATERIALS INC
Security Description
5.5% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
980000.00
Base Market Value
1030225.00
Base Total Cost
1000200.00
Base Unrealized Gain Loss
30025.00
Base Accrued Interest
15870.55
Local Market Value
1030225.00
Local Total Cost Amount
1000200.00
Local Unrealized Gain Loss
30025.00
Local Accrued Interest
15870.55
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: VIACOM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIACOM INC
Security Description
4.85% 15 Dec 2034
Maturity Date
2034-12-15T00:00:00.000
Interest Rate
4.85
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
993850.00
Base Total Cost
877620.00
Base Unrealized Gain Loss
116230.00
Base Accrued Interest
2155.56
Local Market Value
993850.00
Local Total Cost Amount
877620.00
Local Unrealized Gain Loss
116230.00
Local Accrued Interest
2155.56
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: VIACOM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIACOM INC
Security Description
1% 28 Feb 2057
Maturity Date
2057-02-28T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
290000.00
Base Market Value
301600.00
Base Total Cost
290000.00
Base Unrealized Gain Loss
11600.00
Base Accrued Interest
6192.71
Local Market Value
301600.00
Local Total Cost Amount
290000.00
Local Unrealized Gain Loss
11600.00
Local Accrued Interest
6192.71
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: VIACOM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIACOM INC
Security Description
5.85% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
5.85
Original Face
0.00
Shares Par Value
185000.00
Base Market Value
199781.50
Base Total Cost
198214.55
Base Unrealized Gain Loss
1566.95
Base Accrued Interest
3607.50
Local Market Value
199781.50
Local Total Cost Amount
198214.55
Local Unrealized Gain Loss
1566.95
Local Accrued Interest
3607.50
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
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: VIASAT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIASAT INC
Security Description
6.875% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
821000.00
Base Market Value
837157.28
Base Total Cost
829238.10
Base Unrealized Gain Loss
7919.18
Base Accrued Interest
2508.61
Local Market Value
837157.28
Local Total Cost Amount
829238.10
Local Unrealized Gain Loss
7919.18
Local Accrued Interest
2508.61
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
INDUSTRIAL
Moody S Quality Rating
B3
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: VIASAT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIASAT INC
Security Description
6.875% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
675000.00
Base Market Value
688284.00
Base Total Cost
695874.68
Base Unrealized Gain Loss
-7590.68
Base Accrued Interest
2062.51
Local Market Value
688284.00
Local Total Cost Amount
695874.68
Local Unrealized Gain Loss
-7590.68
Local Accrued Interest
2062.51
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
B3
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: VIAVI SOLUTIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIAVI SOLUTIONS INC
Security Description
0.625% 15 Aug 2033
Maturity Date
2033-08-15T00:00:00.000
Interest Rate
0.625
Original Face
0.00
Shares Par Value
1134000.00
Base Market Value
1252366.92
Base Total Cost
1143877.79
Base Unrealized Gain Loss
108489.13
Base Accrued Interest
2677.49
Local Market Value
1252366.92
Local Total Cost Amount
1143877.79
Local Unrealized Gain Loss
108489.13
Local Accrued Interest
2677.49
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: VIAVI SOLUTIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIAVI SOLUTIONS INC
Security Description
0.625% 15 Aug 2033
Maturity Date
2033-08-15T00:00:00.000
Interest Rate
0.625
Original Face
0.00
Shares Par Value
330000.00
Base Market Value
364445.40
Base Total Cost
327060.29
Base Unrealized Gain Loss
37385.11
Base Accrued Interest
779.17
Local Market Value
364445.40
Local Total Cost Amount
327060.29
Local Unrealized Gain Loss
37385.11
Local Accrued Interest
779.17
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: VIDEOTRON LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIDEOTRON LTD
Security Description
5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
187000.00
Base Market Value
197752.50
Base Total Cost
187000.00
Base Unrealized Gain Loss
10752.50
Base Accrued Interest
4311.39
Local Market Value
197752.50
Local Total Cost Amount
187000.00
Local Unrealized Gain Loss
10752.50
Local Accrued Interest
4311.39
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
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: VIDEOTRON LTD / LTEE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIDEOTRON LTD / LTEE
Security Description
5.125% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1575000.00
Base Market Value
1618312.50
Base Total Cost
1575000.00
Base Unrealized Gain Loss
43312.50
Base Accrued Interest
17489.06
Local Market Value
1618312.50
Local Total Cost Amount
1575000.00
Local Unrealized Gain Loss
43312.50
Local Accrued Interest
17489.06
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
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: VIDEOTRON LTD / LTEE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIDEOTRON LTD / LTEE
Security Description
5.125% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
407000.00
Base Market Value
418192.50
Base Total Cost
407000.00
Base Unrealized Gain Loss
11192.50
Base Accrued Interest
4519.40
Local Market Value
418192.50
Local Total Cost Amount
407000.00
Local Unrealized Gain Loss
11192.50
Local Accrued Interest
4519.40
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
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: VIKING CRUISES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIKING CRUISES LTD
Security Description
8.5% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
8.5
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
262500.00
Base Total Cost
235625.00
Base Unrealized Gain Loss
26875.00
Base Accrued Interest
4486.11
Local Market Value
262500.00
Local Total Cost Amount
235625.00
Local Unrealized Gain Loss
26875.00
Local Accrued Interest
4486.11
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
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: VIMPELCOM HOLDINGS BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIMPELCOM HOLDINGS BV
Security Description
4.95% 16 Jun 2024
Maturity Date
2024-06-16T00:00:00.000
Interest Rate
4.95
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
200616.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
616.00
Base Accrued Interest
412.50
Local Market Value
200616.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
616.00
Local Accrued Interest
412.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: VIRGIN MEDIA FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA FINANCE PLC
Security Description
6% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
1310000.00
Base Market Value
1388600.00
Base Total Cost
1322600.00
Base Unrealized Gain Loss
66000.00
Base Accrued Interest
16593.33
Local Market Value
1388600.00
Local Total Cost Amount
1322600.00
Local Unrealized Gain Loss
66000.00
Local Accrued Interest
16593.33
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
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: VIRGIN MEDIA FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA FINANCE PLC
Security Description
6.375% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
865000.00
Base Market Value
908250.00
Base Total Cost
931425.00
Base Unrealized Gain Loss
-23175.00
Base Accrued Interest
11641.46
Local Market Value
908250.00
Local Total Cost Amount
931425.00
Local Unrealized Gain Loss
-23175.00
Local Accrued Interest
11641.46
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
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: VIRGIN MEDIA FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA FINANCE PLC
Security Description
6% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
215000.00
Base Market Value
227900.00
Base Total Cost
228706.25
Base Unrealized Gain Loss
-806.25
Base Accrued Interest
2728.33
Local Market Value
227900.00
Local Total Cost Amount
228706.25
Local Unrealized Gain Loss
-806.25
Local Accrued Interest
2728.33
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
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: VIRGIN MEDIA SECURED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA SECURED FIN
Security Description
5.25% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
1219000.00
Base Market Value
1268747.39
Base Total Cost
1231190.00
Base Unrealized Gain Loss
37557.39
Base Accrued Interest
29509.96
Local Market Value
1268747.39
Local Total Cost Amount
1231190.00
Local Unrealized Gain Loss
37557.39
Local Accrued Interest
29509.96
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
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: VIRGIN MEDIA SECURED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA SECURED FIN
Security Description
5.25% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
1155000.00
Base Market Value
1202135.55
Base Total Cost
1170287.50
Base Unrealized Gain Loss
31848.05
Base Accrued Interest
27960.63
Local Market Value
1202135.55
Local Total Cost Amount
1170287.50
Local Unrealized Gain Loss
31848.05
Local Accrued Interest
27960.63
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
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: VIRGIN MEDIA SECURED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA SECURED FIN
Security Description
5.5% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1135000.00
Base Market Value
1188912.50
Base Total Cost
1149700.00
Base Unrealized Gain Loss
39212.50
Base Accrued Interest
23582.76
Local Market Value
1188912.50
Local Total Cost Amount
1149700.00
Local Unrealized Gain Loss
39212.50
Local Accrued Interest
23582.76
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
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: VIRGIN MEDIA SECURED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA SECURED FIN
Security Description
5.5% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
945000.00
Base Market Value
989887.50
Base Total Cost
963830.52
Base Unrealized Gain Loss
26056.98
Base Accrued Interest
19644.17
Local Market Value
989887.50
Local Total Cost Amount
963830.52
Local Unrealized Gain Loss
26056.98
Local Accrued Interest
19644.17
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
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: VIRGIN MEDIA SECURED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA SECURED FIN
Security Description
5.5% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
715000.00
Base Market Value
748962.50
Base Total Cost
715000.00
Base Unrealized Gain Loss
33962.50
Base Accrued Interest
14856.11
Local Market Value
748962.50
Local Total Cost Amount
715000.00
Local Unrealized Gain Loss
33962.50
Local Accrued Interest
14856.11
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
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: VIRGINIA ELEC + POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGINIA ELEC + POWER CO
Security Description
3.5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
1055000.00
Base Market Value
1084803.75
Base Total Cost
1054029.40
Base Unrealized Gain Loss
30774.35
Base Accrued Interest
10769.79
Local Market Value
1084803.75
Local Total Cost Amount
1054029.40
Local Unrealized Gain Loss
30774.35
Local Accrued Interest
10769.79
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VIRGINIA ELEC + POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGINIA ELEC + POWER CO
Security Description
2.95% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
331763.25
Base Total Cost
324216.75
Base Unrealized Gain Loss
7546.50
Base Accrued Interest
4420.90
Local Market Value
331763.25
Local Total Cost Amount
324216.75
Local Unrealized Gain Loss
7546.50
Local Accrued Interest
4420.90
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VIRGINIA ELEC + POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGINIA ELEC + POWER CO
Security Description
4% 15 Nov 2046
Maturity Date
2046-11-15T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
285000.00
Base Market Value
293857.80
Base Total Cost
283666.20
Base Unrealized Gain Loss
10191.60
Base Accrued Interest
1456.67
Local Market Value
293857.80
Local Total Cost Amount
283666.20
Local Unrealized Gain Loss
10191.60
Local Accrued Interest
1456.67
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
ELECTRIC/GAS
Moody S Quality Rating
A2
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: VIRGINIA ELEC + POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGINIA ELEC + POWER CO
Security Description
8.875% 15 Nov 2038
Maturity Date
2038-11-15T00:00:00.000
Interest Rate
8.875
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
423395.00
Base Total Cost
249987.50
Base Unrealized Gain Loss
173407.50
Base Accrued Interest
2835.07
Local Market Value
423395.00
Local Total Cost Amount
249987.50
Local Unrealized Gain Loss
173407.50
Local Accrued Interest
2835.07
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VIRGINIA ELEC + POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGINIA ELEC + POWER CO
Security Description
3.15% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
150837.00
Base Total Cost
149986.50
Base Unrealized Gain Loss
850.50
Base Accrued Interest
2178.75
Local Market Value
150837.00
Local Total Cost Amount
149986.50
Local Unrealized Gain Loss
850.50
Local Accrued Interest
2178.75
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
ELECTRIC/GAS
Moody S Quality Rating
A2
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: VIRGINIA ELEC + POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGINIA ELEC + POWER CO
Security Description
8.875% 15 Nov 2038
Maturity Date
2038-11-15T00:00:00.000
Interest Rate
8.875
Original Face
0.00
Shares Par Value
55000.00
Base Market Value
93146.90
Base Total Cost
54997.25
Base Unrealized Gain Loss
38149.65
Base Accrued Interest
623.71
Local Market Value
93146.90
Local Total Cost Amount
54997.25
Local Unrealized Gain Loss
38149.65
Local Accrued Interest
623.71
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VISA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VISA INC
Security Description
4.15% 14 Dec 2035
Maturity Date
2035-12-14T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
6275000.00
Base Market Value
6798711.50
Base Total Cost
6309694.95
Base Unrealized Gain Loss
489016.55
Base Accrued Interest
12297.26
Local Market Value
6798711.50
Local Total Cost Amount
6309694.95
Local Unrealized Gain Loss
489016.55
Local Accrued Interest
12297.26
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: VISA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VISA INC
Security Description
3.15% 14 Dec 2025
Maturity Date
2025-12-14T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
1250000.00
Base Market Value
1269087.50
Base Total Cost
1265162.50
Base Unrealized Gain Loss
3925.00
Base Accrued Interest
1859.38
Local Market Value
1269087.50
Local Total Cost Amount
1265162.50
Local Unrealized Gain Loss
3925.00
Local Accrued Interest
1859.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: VISTA OUTDOOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VISTA OUTDOOR INC
Security Description
5.875% 01 Oct 2023
Maturity Date
2023-10-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
205500.00
Base Total Cost
195500.00
Base Unrealized Gain Loss
10000.00
Base Accrued Interest
2937.50
Local Market Value
205500.00
Local Total Cost Amount
195500.00
Local Unrealized Gain Loss
10000.00
Local Accrued Interest
2937.50
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
B2
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: VODAFONE GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VODAFONE GROUP PLC
Security Description
5.45% 10 Jun 2019
Maturity Date
2019-06-10T00:00:00.000
Interest Rate
5.45
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1064400.00
Base Total Cost
1036580.00
Base Unrealized Gain Loss
27820.00
Base Accrued Interest
3179.17
Local Market Value
1064400.00
Local Total Cost Amount
1036580.00
Local Unrealized Gain Loss
27820.00
Local Accrued Interest
3179.17
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: VODAFONE GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VODAFONE GROUP PLC
Security Description
4.375% 19 Feb 2043
Maturity Date
2043-02-19T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
493750.00
Base Total Cost
436122.50
Base Unrealized Gain Loss
57627.50
Base Accrued Interest
8020.83
Local Market Value
493750.00
Local Total Cost Amount
436122.50
Local Unrealized Gain Loss
57627.50
Local Accrued Interest
8020.83
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
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: VOLKSWAGEN GROUP AMERICA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VOLKSWAGEN GROUP AMERICA
Security Description
1.6% 20 Nov 2017
Maturity Date
2017-11-20T00:00:00.000
Interest Rate
1.6
Original Face
0.00
Shares Par Value
2025000.00
Base Market Value
2023542.00
Base Total Cost
2023643.25
Base Unrealized Gain Loss
-101.25
Base Accrued Interest
3690.00
Local Market Value
2023542.00
Local Total Cost Amount
2023643.25
Local Unrealized Gain Loss
-101.25
Local Accrued Interest
3690.00
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
A3
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: VOYA FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VOYA FINANCIAL INC
Security Description
4.8% 15 Jun 2046
Maturity Date
2046-06-15T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1041600.00
Base Total Cost
1003150.00
Base Unrealized Gain Loss
38450.00
Base Accrued Interest
2133.34
Local Market Value
1041600.00
Local Total Cost Amount
1003150.00
Local Unrealized Gain Loss
38450.00
Local Accrued Interest
2133.34
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: VOYA FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VOYA FINANCIAL INC
Security Description
5.7% 15 Jul 2043
Maturity Date
2043-07-15T00:00:00.000
Interest Rate
5.7
Original Face
0.00
Shares Par Value
193000.00
Base Market Value
224597.96
Base Total Cost
193767.92
Base Unrealized Gain Loss
30830.04
Base Accrued Interest
5072.68
Local Market Value
224597.96
Local Total Cost Amount
193767.92
Local Unrealized Gain Loss
30830.04
Local Accrued Interest
5072.68
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: VOYA FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VOYA FINANCIAL INC
Security Description
3.125% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
3.125
Original Face
0.00
Shares Par Value
110000.00
Base Market Value
108625.00
Base Total Cost
109453.81
Base Unrealized Gain Loss
-828.81
Base Accrued Interest
0
Local Market Value
108625.00
Local Total Cost Amount
109453.81
Local Unrealized Gain Loss
-828.81
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: VTR FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VTR FINANCE BV
Security Description
6.875% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
725000.00
Base Market Value
768500.00
Base Total Cost
743875.00
Base Unrealized Gain Loss
24625.00
Base Accrued Interest
22983.51
Local Market Value
768500.00
Local Total Cost Amount
743875.00
Local Unrealized Gain Loss
24625.00
Local Accrued Interest
22983.51
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
B1
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: VULCAN MATERIALS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VULCAN MATERIALS CO
Security Description
7.5% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
3620000.00
Base Market Value
4272215.40
Base Total Cost
4301868.75
Base Unrealized Gain Loss
-29653.35
Base Accrued Interest
12066.67
Local Market Value
4272215.40
Local Total Cost Amount
4301868.75
Local Unrealized Gain Loss
-29653.35
Local Accrued Interest
12066.67
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
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: VULCAN MATERIALS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VULCAN MATERIALS CO
Security Description
4.5% 15 Jun 2047
Maturity Date
2047-06-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
1870000.00
Base Market Value
1890906.60
Base Total Cost
1862968.80
Base Unrealized Gain Loss
27937.80
Base Accrued Interest
3740.00
Local Market Value
1890906.60
Local Total Cost Amount
1862968.80
Local Unrealized Gain Loss
27937.80
Local Accrued Interest
3740.00
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
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: VULCAN MATERIALS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VULCAN MATERIALS CO
Security Description
7.5% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
430000.00
Base Market Value
507473.10
Base Total Cost
431216.98
Base Unrealized Gain Loss
76256.12
Base Accrued Interest
1433.33
Local Market Value
507473.10
Local Total Cost Amount
431216.98
Local Unrealized Gain Loss
76256.12
Local Accrued Interest
1433.33
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
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: WABTEC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WABTEC
Security Description
3.45% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
3.45
Original Face
0.00
Shares Par Value
1350000.00
Base Market Value
1331086.50
Base Total Cost
1349527.50
Base Unrealized Gain Loss
-18441.00
Base Accrued Interest
5951.25
Local Market Value
1331086.50
Local Total Cost Amount
1349527.50
Local Unrealized Gain Loss
-18441.00
Local Accrued Interest
5951.25
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
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: WACHOVIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WACHOVIA CORP
Security Description
5.5% 01 Aug 2035
Maturity Date
2035-08-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
235000.00
Base Market Value
272524.80
Base Total Cost
218977.70
Base Unrealized Gain Loss
53547.10
Base Accrued Interest
5385.42
Local Market Value
272524.80
Local Total Cost Amount
218977.70
Local Unrealized Gain Loss
53547.10
Local Accrued Interest
5385.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: WAHA AEROSPACE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WAHA AEROSPACE BV
Security Description
3.925% 28 Jul 2020
Maturity Date
2020-07-28T00:00:00.000
Interest Rate
3.925
Original Face
500000.00
Shares Par Value
175000.00
Base Market Value
178976.00
Base Total Cost
176470.59
Base Unrealized Gain Loss
2505.41
Base Accrued Interest
2919.21
Local Market Value
178976.00
Local Total Cost Amount
176470.59
Local Unrealized Gain Loss
2505.41
Local Accrued Interest
2919.21
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
Aa2
S And P Quality Rating
AA
Direct Group Trust Holding
Direct
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