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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: JEFFERIES GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES GROUP LLC
Security Description
3.875% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
805000.00
Base Market Value
808018.75
Base Total Cost
700498.15
Base Unrealized Gain Loss
107520.60
Base Accrued Interest
5198.96
Local Market Value
808018.75
Local Total Cost Amount
700498.15
Local Unrealized Gain Loss
107520.60
Local Accrued Interest
5198.96
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
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: JEFFERIES GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES GROUP LLC
Security Description
6.5% 20 Jan 2043
Maturity Date
2043-01-20T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
678060.00
Base Total Cost
591318.00
Base Unrealized Gain Loss
86742.00
Base Accrued Interest
17441.67
Local Market Value
678060.00
Local Total Cost Amount
591318.00
Local Unrealized Gain Loss
86742.00
Local Accrued Interest
17441.67
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
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: JERSEY CENTRAL PWR + LT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JERSEY CENTRAL PWR + LT
Security Description
7.35% 01 Feb 2019
Maturity Date
2019-02-01T00:00:00.000
Interest Rate
7.35
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
700082.50
Base Total Cost
649174.50
Base Unrealized Gain Loss
50908.00
Base Accrued Interest
19906.25
Local Market Value
700082.50
Local Total Cost Amount
649174.50
Local Unrealized Gain Loss
50908.00
Local Accrued Interest
19906.25
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
ELECTRIC/GAS
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: JERSEY CENTRAL PWR + LT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JERSEY CENTRAL PWR + LT
Security Description
7.35% 01 Feb 2019
Maturity Date
2019-02-01T00:00:00.000
Interest Rate
7.35
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
215410.00
Base Total Cost
199746.00
Base Unrealized Gain Loss
15664.00
Base Accrued Interest
6125.00
Local Market Value
215410.00
Local Total Cost Amount
199746.00
Local Unrealized Gain Loss
15664.00
Local Accrued Interest
6125.00
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
ELECTRIC/GAS
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: JM SMUCKER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JM SMUCKER CO
Security Description
3% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
382185.00
Base Total Cost
373338.75
Base Unrealized Gain Loss
8846.25
Base Accrued Interest
3312.50
Local Market Value
382185.00
Local Total Cost Amount
373338.75
Local Unrealized Gain Loss
8846.25
Local Accrued Interest
3312.50
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
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: JO ANN STORES HLDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JO ANN STORES HLDS INC
Security Description
9.75% 15 Oct 2019
Maturity Date
2019-10-15T00:00:00.000
Interest Rate
9.75
Original Face
0.00
Shares Par Value
747000.00
Base Market Value
735795.00
Base Total Cost
718263.75
Base Unrealized Gain Loss
17531.25
Base Accrued Interest
15375.74
Local Market Value
735795.00
Local Total Cost Amount
718263.75
Local Unrealized Gain Loss
17531.25
Local Accrued Interest
15375.74
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: JO ANN STORES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JO ANN STORES INC
Security Description
8.125% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
83000.00
Base Market Value
83000.00
Base Total Cost
80913.76
Base Unrealized Gain Loss
2086.24
Base Accrued Interest
1985.66
Local Market Value
83000.00
Local Total Cost Amount
80913.76
Local Unrealized Gain Loss
2086.24
Local Accrued Interest
1985.66
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: JOHN DEERE CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHN DEERE CAPITAL CORP
Security Description
5.35% 03 Apr 2018
Maturity Date
2018-04-03T00:00:00.000
Interest Rate
5.35
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
720790.00
Base Total Cost
835793.00
Base Unrealized Gain Loss
-115003.00
Base Accrued Interest
9154.44
Local Market Value
720790.00
Local Total Cost Amount
835793.00
Local Unrealized Gain Loss
-115003.00
Local Accrued Interest
9154.44
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
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: JOHN DEERE CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHN DEERE CAPITAL CORP
Security Description
3.9% 12 Jul 2021
Maturity Date
2021-07-12T00:00:00.000
Interest Rate
3.9
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
530870.00
Base Total Cost
536055.00
Base Unrealized Gain Loss
-5185.00
Base Accrued Interest
9154.17
Local Market Value
530870.00
Local Total Cost Amount
536055.00
Local Unrealized Gain Loss
-5185.00
Local Accrued Interest
9154.17
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
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: JOHN DEERE CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHN DEERE CAPITAL CORP
Security Description
2.65% 24 Jun 2024
Maturity Date
2024-06-24T00:00:00.000
Interest Rate
2.65
Original Face
0.00
Shares Par Value
215000.00
Base Market Value
213538.00
Base Total Cost
214589.35
Base Unrealized Gain Loss
-1051.35
Base Accrued Interest
142.44
Local Market Value
213538.00
Local Total Cost Amount
214589.35
Local Unrealized Gain Loss
-1051.35
Local Accrued Interest
142.44
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
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: JOHNS HOPKINS HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHNS HOPKINS HEALTH SYS
Security Description
3.837% 15 May 2046
Maturity Date
2046-05-15T00:00:00.000
Interest Rate
3.837
Original Face
0.00
Shares Par Value
550000.00
Base Market Value
549560.00
Base Total Cost
550000.00
Base Unrealized Gain Loss
-440.00
Base Accrued Interest
2696.56
Local Market Value
549560.00
Local Total Cost Amount
550000.00
Local Unrealized Gain Loss
-440.00
Local Accrued Interest
2696.56
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
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: JOHNSON + JOHNSON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHNSON + JOHNSON
Security Description
2.45% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
2.45
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
975120.00
Base Total Cost
998590.00
Base Unrealized Gain Loss
-23470.00
Base Accrued Interest
8166.67
Local Market Value
975120.00
Local Total Cost Amount
998590.00
Local Unrealized Gain Loss
-23470.00
Local Accrued Interest
8166.67
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
Aaa
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: JOHNSON + JOHNSON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHNSON + JOHNSON
Security Description
4.375% 05 Dec 2033
Maturity Date
2033-12-05T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
398072.50
Base Total Cost
348015.50
Base Unrealized Gain Loss
50057.00
Base Accrued Interest
1105.90
Local Market Value
398072.50
Local Total Cost Amount
348015.50
Local Unrealized Gain Loss
50057.00
Local Accrued Interest
1105.90
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
INDUSTRIAL
Moody S Quality Rating
Aaa
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: JOHNSON + JOHNSON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHNSON + JOHNSON
Security Description
5.15% 15 Jul 2018
Maturity Date
2018-07-15T00:00:00.000
Interest Rate
5.15
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
129651.25
Base Total Cost
141257.50
Base Unrealized Gain Loss
-11606.25
Base Accrued Interest
2968.40
Local Market Value
129651.25
Local Total Cost Amount
141257.50
Local Unrealized Gain Loss
-11606.25
Local Accrued Interest
2968.40
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
Aaa
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: JOHNSON CONTROLS INTL PL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHNSON CONTROLS INTL PL
Security Description
4.5% 15 Feb 2047
Maturity Date
2047-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
510000.00
Base Market Value
542079.00
Base Total Cost
505348.80
Base Unrealized Gain Loss
36730.20
Base Accrued Interest
9180.00
Local Market Value
542079.00
Local Total Cost Amount
505348.80
Local Unrealized Gain Loss
36730.20
Local Accrued Interest
9180.00
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: JOHNSON CONTROLS INTL PL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHNSON CONTROLS INTL PL
Security Description
3.9% 14 Feb 2026
Maturity Date
2026-02-14T00:00:00.000
Interest Rate
3.9
Original Face
0.00
Shares Par Value
235000.00
Base Market Value
246049.70
Base Total Cost
240723.43
Base Unrealized Gain Loss
5326.27
Base Accrued Interest
3487.79
Local Market Value
246049.70
Local Total Cost Amount
240723.43
Local Unrealized Gain Loss
5326.27
Local Accrued Interest
3487.79
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: JONAH ENERGY LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JONAH ENERGY LLC
Security Description
1% 12 May 2021
Maturity Date
2021-05-12T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
45000.00
Base Market Value
43106.40
Base Total Cost
43650.00
Base Unrealized Gain Loss
-543.60
Base Accrued Interest
0
Local Market Value
43106.40
Local Total Cost Amount
43650.00
Local Unrealized Gain Loss
-543.60
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JOSEPH T RYERSON + SON I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOSEPH T RYERSON + SON I
Security Description
11% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
11
Original Face
0.00
Shares Par Value
1755000.00
Base Market Value
1985343.75
Base Total Cost
1902000.00
Base Unrealized Gain Loss
83343.75
Base Accrued Interest
24667.50
Local Market Value
1985343.75
Local Total Cost Amount
1902000.00
Local Unrealized Gain Loss
83343.75
Local Accrued Interest
24667.50
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
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: JP MORGAN CHASE BANK NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JP MORGAN CHASE BANK NA
Security Description
1.65% 23 Sep 2019
Maturity Date
2019-09-23T00:00:00.000
Interest Rate
1.65
Original Face
0.00
Shares Par Value
1390000.00
Base Market Value
1382243.80
Base Total Cost
1382633.00
Base Unrealized Gain Loss
-389.20
Base Accrued Interest
6243.42
Local Market Value
1382243.80
Local Total Cost Amount
1382633.00
Local Unrealized Gain Loss
-389.20
Local Accrued Interest
6243.42
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
Aa3
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
3.782
Original Face
0.00
Shares Par Value
7085000.00
Base Market Value
7245262.70
Base Total Cost
7085000.00
Base Unrealized Gain Loss
160262.70
Base Accrued Interest
111647.80
Local Market Value
7245262.70
Local Total Cost Amount
7085000.00
Local Unrealized Gain Loss
160262.70
Local Accrued Interest
111647.80
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
6.3% 23 Apr 2019
Maturity Date
2019-04-23T00:00:00.000
Interest Rate
6.3
Original Face
0.00
Shares Par Value
2445000.00
Base Market Value
2631480.15
Base Total Cost
2691298.70
Base Unrealized Gain Loss
-59818.55
Base Accrued Interest
29095.50
Local Market Value
2631480.15
Local Total Cost Amount
2691298.70
Local Unrealized Gain Loss
-59818.55
Local Accrued Interest
29095.50
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
3.2% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.2
Original Face
0.00
Shares Par Value
1815000.00
Base Market Value
1793691.90
Base Total Cost
1814219.55
Base Unrealized Gain Loss
-20527.65
Base Accrued Interest
2581.33
Local Market Value
1793691.90
Local Total Cost Amount
1814219.55
Local Unrealized Gain Loss
-20527.65
Local Accrued Interest
2581.33
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
4.625% 10 May 2021
Maturity Date
2021-05-10T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
1787000.00
Base Market Value
1926421.74
Base Total Cost
1841719.07
Base Unrealized Gain Loss
84702.67
Base Accrued Interest
11708.57
Local Market Value
1926421.74
Local Total Cost Amount
1841719.07
Local Unrealized Gain Loss
84702.67
Local Accrued Interest
11708.57
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Oct 2049
Maturity Date
2049-10-29T00:00:00.000
Interest Rate
6.1
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1627500.00
Base Total Cost
1593750.00
Base Unrealized Gain Loss
33750.00
Base Accrued Interest
22875.00
Local Market Value
1627500.00
Local Total Cost Amount
1593750.00
Local Unrealized Gain Loss
33750.00
Local Accrued Interest
22875.00
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
4.35% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
1375000.00
Base Market Value
1471745.00
Base Total Cost
1404580.72
Base Unrealized Gain Loss
67164.28
Base Accrued Interest
22595.83
Local Market Value
1471745.00
Local Total Cost Amount
1404580.72
Local Unrealized Gain Loss
67164.28
Local Accrued Interest
22595.83
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
3.3% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
3.3
Original Face
0.00
Shares Par Value
1266000.00
Base Market Value
1257138.00
Base Total Cost
1263543.96
Base Unrealized Gain Loss
-6405.96
Base Accrued Interest
10444.50
Local Market Value
1257138.00
Local Total Cost Amount
1263543.96
Local Unrealized Gain Loss
-6405.96
Local Accrued Interest
10444.50
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
2.95% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
1110000.00
Base Market Value
1071261.00
Base Total Cost
1107602.40
Base Unrealized Gain Loss
-36341.40
Base Accrued Interest
8186.25
Local Market Value
1071261.00
Local Total Cost Amount
1107602.40
Local Unrealized Gain Loss
-36341.40
Local Accrued Interest
8186.25
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
2.7% 18 May 2023
Maturity Date
2023-05-18T00:00:00.000
Interest Rate
2.7
Original Face
0.00
Shares Par Value
949000.00
Base Market Value
938598.96
Base Total Cost
946475.66
Base Unrealized Gain Loss
-7876.70
Base Accrued Interest
3060.53
Local Market Value
938598.96
Local Total Cost Amount
946475.66
Local Unrealized Gain Loss
-7876.70
Local Accrued Interest
3060.53
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
4.95% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
4.95
Original Face
0.00
Shares Par Value
935000.00
Base Market Value
1043048.60
Base Total Cost
932634.51
Base Unrealized Gain Loss
110414.09
Base Accrued Interest
3856.88
Local Market Value
1043048.60
Local Total Cost Amount
932634.51
Local Unrealized Gain Loss
110414.09
Local Accrued Interest
3856.88
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
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
2.55% 29 Oct 2020
Maturity Date
2020-10-29T00:00:00.000
Interest Rate
2.55
Original Face
0.00
Shares Par Value
900000.00
Base Market Value
907551.00
Base Total Cost
899073.00
Base Unrealized Gain Loss
8478.00
Base Accrued Interest
3952.50
Local Market Value
907551.00
Local Total Cost Amount
899073.00
Local Unrealized Gain Loss
8478.00
Local Accrued Interest
3952.50
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
7.9
Original Face
0.00
Shares Par Value
845000.00
Base Market Value
878377.50
Base Total Cost
824695.39
Base Unrealized Gain Loss
53682.11
Base Accrued Interest
11311.26
Local Market Value
878377.50
Local Total Cost Amount
824695.39
Local Unrealized Gain Loss
53682.11
Local Accrued Interest
11311.26
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
3.875% 10 Sep 2024
Maturity Date
2024-09-10T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
841000.00
Base Market Value
867693.34
Base Total Cost
836584.75
Base Unrealized Gain Loss
31108.59
Base Accrued Interest
10048.19
Local Market Value
867693.34
Local Total Cost Amount
836584.75
Local Unrealized Gain Loss
31108.59
Local Accrued Interest
10048.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.3
Original Face
0.00
Shares Par Value
622000.00
Base Market Value
647657.50
Base Total Cost
621612.50
Base Unrealized Gain Loss
26045.00
Base Accrued Interest
5494.34
Local Market Value
647657.50
Local Total Cost Amount
621612.50
Local Unrealized Gain Loss
26045.00
Local Accrued Interest
5494.34
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
4.625% 10 May 2021
Maturity Date
2021-05-10T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
575000.00
Base Market Value
619861.50
Base Total Cost
616819.75
Base Unrealized Gain Loss
3041.75
Base Accrued Interest
3767.45
Local Market Value
619861.50
Local Total Cost Amount
616819.75
Local Unrealized Gain Loss
3041.75
Local Accrued Interest
3767.45
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
4.625% 10 May 2021
Maturity Date
2021-05-10T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
555000.00
Base Market Value
598301.10
Base Total Cost
554383.95
Base Unrealized Gain Loss
43917.15
Base Accrued Interest
3636.40
Local Market Value
598301.10
Local Total Cost Amount
554383.95
Local Unrealized Gain Loss
43917.15
Local Accrued Interest
3636.40
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.3
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
520625.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
20625.00
Base Accrued Interest
4416.66
Local Market Value
520625.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
20625.00
Local Accrued Interest
4416.66
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
4.95% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
4.95
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
446224.00
Base Total Cost
451324.00
Base Unrealized Gain Loss
-5100.00
Base Accrued Interest
1650.00
Local Market Value
446224.00
Local Total Cost Amount
451324.00
Local Unrealized Gain Loss
-5100.00
Local Accrued Interest
1650.00
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
2.75% 23 Jun 2020
Maturity Date
2020-06-23T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
260000.00
Base Market Value
264344.60
Base Total Cost
264006.60
Base Unrealized Gain Loss
338.00
Base Accrued Interest
158.89
Local Market Value
264344.60
Local Total Cost Amount
264006.60
Local Unrealized Gain Loss
338.00
Local Accrued Interest
158.89
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
3.22
Original Face
0.00
Shares Par Value
60000.00
Base Market Value
60112.80
Base Total Cost
60003.60
Base Unrealized Gain Loss
109.20
Base Accrued Interest
161.01
Local Market Value
60112.80
Local Total Cost Amount
60003.60
Local Unrealized Gain Loss
109.20
Local Accrued Interest
161.01
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
2.295% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
2.295
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
19883.60
Base Total Cost
20000.00
Base Unrealized Gain Loss
-116.40
Base Accrued Interest
173.40
Local Market Value
19883.60
Local Total Cost Amount
20000.00
Local Unrealized Gain Loss
-116.40
Local Accrued Interest
173.40
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: JPMORGAN CHASE BANK NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE BANK NA
Security Description
8.25% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
690000.00
Base Market Value
883220.70
Base Total Cost
888996.00
Base Unrealized Gain Loss
-5775.30
Base Accrued Interest
9487.50
Local Market Value
883220.70
Local Total Cost Amount
888996.00
Local Unrealized Gain Loss
-5775.30
Local Accrued Interest
9487.50
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
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: JPMORGAN CHASE BANK NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE BANK NA
Security Description
8.25% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
220000.00
Base Market Value
281606.60
Base Total Cost
283448.00
Base Unrealized Gain Loss
-1841.40
Base Accrued Interest
3025.00
Local Market Value
281606.60
Local Total Cost Amount
283448.00
Local Unrealized Gain Loss
-1841.40
Local Accrued Interest
3025.00
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
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: JUNIPER NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JUNIPER NETWORKS INC
Security Description
4.35% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
782527.50
Base Total Cost
749122.50
Base Unrealized Gain Loss
33405.00
Base Accrued Interest
1450.00
Local Market Value
782527.50
Local Total Cost Amount
749122.50
Local Unrealized Gain Loss
33405.00
Local Accrued Interest
1450.00
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: K HOVNANIAN ENTERPRISES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
K HOVNANIAN ENTERPRISES
Security Description
5% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
715000.00
Base Market Value
666737.50
Base Total Cost
616837.50
Base Unrealized Gain Loss
49900.00
Base Accrued Interest
5958.33
Local Market Value
666737.50
Local Total Cost Amount
616837.50
Local Unrealized Gain Loss
49900.00
Local Accrued Interest
5958.33
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
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: K HOVNANIAN ENTERPRISES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
K HOVNANIAN ENTERPRISES
Security Description
8% 01 Nov 2019
Maturity Date
2019-11-01T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
25000.00
Base Market Value
25062.50
Base Total Cost
25000.00
Base Unrealized Gain Loss
62.50
Base Accrued Interest
321.78
Local Market Value
25062.50
Local Total Cost Amount
25000.00
Local Unrealized Gain Loss
62.50
Local Accrued Interest
321.78
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
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: KAISER ALUMINUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KAISER ALUMINUM CORP
Security Description
5.875% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
1055000.00
Base Market Value
1110387.50
Base Total Cost
1081643.75
Base Unrealized Gain Loss
28743.75
Base Accrued Interest
7919.82
Local Market Value
1110387.50
Local Total Cost Amount
1081643.75
Local Unrealized Gain Loss
28743.75
Local Accrued Interest
7919.82
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: KAISER ALUMINUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KAISER ALUMINUM CORP
Security Description
5.875% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
68000.00
Base Market Value
71570.00
Base Total Cost
68000.00
Base Unrealized Gain Loss
3570.00
Base Accrued Interest
510.47
Local Market Value
71570.00
Local Total Cost Amount
68000.00
Local Unrealized Gain Loss
3570.00
Local Accrued Interest
510.47
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: KAISER FOUNDATION HOSPIT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KAISER FOUNDATION HOSPIT
Security Description
4.15% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
621690.00
Base Total Cost
594306.00
Base Unrealized Gain Loss
27384.00
Base Accrued Interest
4011.67
Local Market Value
621690.00
Local Total Cost Amount
594306.00
Local Unrealized Gain Loss
27384.00
Local Accrued Interest
4011.67
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
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: KANSAS CITY POWER + LT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KANSAS CITY POWER + LT
Security Description
4.2% 15 Jun 2047
Maturity Date
2047-06-15T00:00:00.000
Interest Rate
4.2
Original Face
0.00
Shares Par Value
210000.00
Base Market Value
213866.10
Base Total Cost
209430.90
Base Unrealized Gain Loss
4435.20
Base Accrued Interest
392.00
Local Market Value
213866.10
Local Total Cost Amount
209430.90
Local Unrealized Gain Loss
4435.20
Local Accrued Interest
392.00
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
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: KANSAS CITY SOUTHERN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KANSAS CITY SOUTHERN
Security Description
3.125% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
3.125
Original Face
0.00
Shares Par Value
1520000.00
Base Market Value
1459656.00
Base Total Cost
1425906.50
Base Unrealized Gain Loss
33749.50
Base Accrued Interest
3958.34
Local Market Value
1459656.00
Local Total Cost Amount
1425906.50
Local Unrealized Gain Loss
33749.50
Local Accrued Interest
3958.34
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
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
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