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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: NEXEN ENERGY ULC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXEN ENERGY ULC
Security Description
6.2% 30 Jul 2019
Maturity Date
2019-07-30T00:00:00.000
Interest Rate
6.2
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
535530.00
Base Total Cost
499005.00
Base Unrealized Gain Loss
36525.00
Base Accrued Interest
13002.78
Local Market Value
535530.00
Local Total Cost Amount
499005.00
Local Unrealized Gain Loss
36525.00
Local Accrued Interest
13002.78
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
ELECTRIC/GAS
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: NEXSTAR BROADCASTING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXSTAR BROADCASTING INC
Security Description
5.625% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1290000.00
Base Market Value
1306125.00
Base Total Cost
1291861.10
Base Unrealized Gain Loss
14263.90
Base Accrued Interest
30234.39
Local Market Value
1306125.00
Local Total Cost Amount
1291861.10
Local Unrealized Gain Loss
14263.90
Local Accrued Interest
30234.39
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
FINANCE
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: NEXSTAR BROADCASTING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXSTAR BROADCASTING INC
Security Description
5.625% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
591000.00
Base Market Value
598387.50
Base Total Cost
594177.50
Base Unrealized Gain Loss
4210.00
Base Accrued Interest
13918.45
Local Market Value
598387.50
Local Total Cost Amount
594177.50
Local Unrealized Gain Loss
4210.00
Local Accrued Interest
13918.45
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
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: NEXSTAR BROADCASTING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXSTAR BROADCASTING INC
Security Description
5.625% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
560000.00
Base Market Value
567000.00
Base Total Cost
568400.00
Base Unrealized Gain Loss
-1400.00
Base Accrued Interest
13125.00
Local Market Value
567000.00
Local Total Cost Amount
568400.00
Local Unrealized Gain Loss
-1400.00
Local Accrued Interest
13125.00
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
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: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
3.55% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
3.55
Original Face
0.00
Shares Par Value
955000.00
Base Market Value
970165.40
Base Total Cost
952287.80
Base Unrealized Gain Loss
17877.60
Base Accrued Interest
5932.94
Local Market Value
970165.40
Local Total Cost Amount
952287.80
Local Unrealized Gain Loss
17877.60
Local Accrued Interest
5932.94
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: NEXTERA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY CAPITAL
Security Description
2.3% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
2.3
Original Face
0.00
Shares Par Value
745000.00
Base Market Value
748419.55
Base Total Cost
744247.55
Base Unrealized Gain Loss
4172.00
Base Accrued Interest
4283.75
Local Market Value
748419.55
Local Total Cost Amount
744247.55
Local Unrealized Gain Loss
4172.00
Local Accrued Interest
4283.75
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
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: NFP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NFP CORP
Security Description
6.875% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
1230000.00
Base Market Value
1242300.00
Base Total Cost
1230000.00
Base Unrealized Gain Loss
12300.00
Base Accrued Interest
0
Local Market Value
1242300.00
Local Total Cost Amount
1230000.00
Local Unrealized Gain Loss
12300.00
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
Caa2
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: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
7.5% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
1435000.00
Base Market Value
1415268.75
Base Total Cost
1452837.50
Base Unrealized Gain Loss
-37568.75
Base Accrued Interest
17937.50
Local Market Value
1415268.75
Local Total Cost Amount
1452837.50
Local Unrealized Gain Loss
-37568.75
Local Accrued Interest
17937.50
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
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
5.125% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
915000.00
Base Market Value
908137.50
Base Total Cost
896425.00
Base Unrealized Gain Loss
11712.50
Base Accrued Interest
21623.22
Local Market Value
908137.50
Local Total Cost Amount
896425.00
Local Unrealized Gain Loss
11712.50
Local Accrued Interest
21623.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
7.5% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
514000.00
Base Market Value
506932.50
Base Total Cost
514000.00
Base Unrealized Gain Loss
-7067.50
Base Accrued Interest
6425.00
Local Market Value
506932.50
Local Total Cost Amount
514000.00
Local Unrealized Gain Loss
-7067.50
Local Accrued Interest
6425.00
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
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: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
6.875% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
446625.00
Base Total Cost
408625.00
Base Unrealized Gain Loss
38000.00
Base Accrued Interest
6531.25
Local Market Value
446625.00
Local Total Cost Amount
408625.00
Local Unrealized Gain Loss
38000.00
Local Accrued Interest
6531.25
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
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: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
6.875% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
425000.00
Base Market Value
421812.50
Base Total Cost
425000.00
Base Unrealized Gain Loss
-3187.50
Base Accrued Interest
6168.40
Local Market Value
421812.50
Local Total Cost Amount
425000.00
Local Unrealized Gain Loss
-3187.50
Local Accrued Interest
6168.40
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
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
6.125% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
421000.00
Base Market Value
385215.00
Base Total Cost
421000.00
Base Unrealized Gain Loss
-35785.00
Base Accrued Interest
9240.07
Local Market Value
385215.00
Local Total Cost Amount
421000.00
Local Unrealized Gain Loss
-35785.00
Local Accrued Interest
9240.07
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
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: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
6.875% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
395000.00
Base Market Value
392037.50
Base Total Cost
351918.75
Base Unrealized Gain Loss
40118.75
Base Accrued Interest
5732.98
Local Market Value
392037.50
Local Total Cost Amount
351918.75
Local Unrealized Gain Loss
40118.75
Local Accrued Interest
5732.98
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
7.5% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
320531.25
Base Total Cost
325000.00
Base Unrealized Gain Loss
-4468.75
Base Accrued Interest
4062.50
Local Market Value
320531.25
Local Total Cost Amount
325000.00
Local Unrealized Gain Loss
-4468.75
Local Accrued Interest
4062.50
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
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
6.125% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
230000.00
Base Market Value
210450.00
Base Total Cost
230000.00
Base Unrealized Gain Loss
-19550.00
Base Accrued Interest
5048.02
Local Market Value
210450.00
Local Total Cost Amount
230000.00
Local Unrealized Gain Loss
-19550.00
Local Accrued Interest
5048.02
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
6.125% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
45750.00
Base Total Cost
50000.00
Base Unrealized Gain Loss
-4250.00
Base Accrued Interest
1097.39
Local Market Value
45750.00
Local Total Cost Amount
50000.00
Local Unrealized Gain Loss
-4250.00
Local Accrued Interest
1097.39
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
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NIELSEN CO LUX SARL/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN CO LUX SARL/THE
Security Description
5% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
90000.00
Base Market Value
92250.00
Base Total Cost
90000.00
Base Unrealized Gain Loss
2250.00
Base Accrued Interest
1875.00
Local Market Value
92250.00
Local Total Cost Amount
90000.00
Local Unrealized Gain Loss
2250.00
Local Accrued Interest
1875.00
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
B1
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
5% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1800000.00
Base Market Value
1867500.00
Base Total Cost
1853541.00
Base Unrealized Gain Loss
13959.00
Base Accrued Interest
19000.00
Local Market Value
1867500.00
Local Total Cost Amount
1853541.00
Local Unrealized Gain Loss
13959.00
Local Accrued Interest
19000.00
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
B1
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
5% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1365000.00
Base Market Value
1416187.50
Base Total Cost
1391176.67
Base Unrealized Gain Loss
25010.83
Base Accrued Interest
14408.31
Local Market Value
1416187.50
Local Total Cost Amount
1391176.67
Local Unrealized Gain Loss
25010.83
Local Accrued Interest
14408.31
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
B1
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
4.5% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
550000.00
Base Market Value
558404.00
Base Total Cost
563998.02
Base Unrealized Gain Loss
-5594.02
Base Accrued Interest
6187.50
Local Market Value
558404.00
Local Total Cost Amount
563998.02
Local Unrealized Gain Loss
-5594.02
Local Accrued Interest
6187.50
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
B1
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: NINE WEST HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NINE WEST HOLDIN
Security Description
6.125% 15 Nov 2034
Maturity Date
2034-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
2485000.00
Base Market Value
459725.00
Base Total Cost
1809289.02
Base Unrealized Gain Loss
-1349564.02
Base Accrued Interest
19448.58
Local Market Value
459725.00
Local Total Cost Amount
1809289.02
Local Unrealized Gain Loss
-1349564.02
Local Accrued Interest
19448.58
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
Ca
S And P Quality Rating
C
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NISOURCE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE FINANCE CORP
Security Description
3.49% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
3.49
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1006880.00
Base Total Cost
999840.00
Base Unrealized Gain Loss
7040.00
Base Accrued Interest
3780.83
Local Market Value
1006880.00
Local Total Cost Amount
999840.00
Local Unrealized Gain Loss
7040.00
Local Accrued Interest
3780.83
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
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: NISOURCE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE FINANCE CORP
Security Description
3.49% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
3.49
Original Face
0.00
Shares Par Value
570000.00
Base Market Value
573921.60
Base Total Cost
569908.80
Base Unrealized Gain Loss
4012.80
Base Accrued Interest
2155.07
Local Market Value
573921.60
Local Total Cost Amount
569908.80
Local Unrealized Gain Loss
4012.80
Local Accrued Interest
2155.07
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
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: NISOURCE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE FINANCE CORP
Security Description
4.8% 15 Feb 2044
Maturity Date
2044-02-15T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
433308.00
Base Total Cost
398300.00
Base Unrealized Gain Loss
35008.00
Base Accrued Interest
7253.33
Local Market Value
433308.00
Local Total Cost Amount
398300.00
Local Unrealized Gain Loss
35008.00
Local Accrued Interest
7253.33
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
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: NISOURCE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE FINANCE CORP
Security Description
5.95% 15 Jun 2041
Maturity Date
2041-06-15T00:00:00.000
Interest Rate
5.95
Original Face
0.00
Shares Par Value
152000.00
Base Market Value
188487.60
Base Total Cost
151533.36
Base Unrealized Gain Loss
36954.24
Base Accrued Interest
401.96
Local Market Value
188487.60
Local Total Cost Amount
151533.36
Local Unrealized Gain Loss
36954.24
Local Accrued Interest
401.96
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
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: NISOURCE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE FINANCE CORP
Security Description
6.8% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
6.8
Original Face
0.00
Shares Par Value
73000.00
Base Market Value
77979.33
Base Total Cost
86016.63
Base Unrealized Gain Loss
-8037.30
Base Accrued Interest
2288.95
Local Market Value
77979.33
Local Total Cost Amount
86016.63
Local Unrealized Gain Loss
-8037.30
Local Accrued Interest
2288.95
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: NISOURCE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE FINANCE CORP
Security Description
6.8% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
6.8
Original Face
0.00
Shares Par Value
69000.00
Base Market Value
73706.49
Base Total Cost
81560.07
Base Unrealized Gain Loss
-7853.58
Base Accrued Interest
2163.53
Local Market Value
73706.49
Local Total Cost Amount
81560.07
Local Unrealized Gain Loss
-7853.58
Local Accrued Interest
2163.53
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
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: NISOURCE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE FINANCE CORP
Security Description
6.25% 15 Dec 2040
Maturity Date
2040-12-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
24000.00
Base Market Value
30037.68
Base Total Cost
23695.20
Base Unrealized Gain Loss
6342.48
Base Accrued Interest
66.67
Local Market Value
30037.68
Local Total Cost Amount
23695.20
Local Unrealized Gain Loss
6342.48
Local Accrued Interest
66.67
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
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: NISOURCE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE FINANCE CORP
Security Description
5.25% 15 Feb 2043
Maturity Date
2043-02-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
5000.00
Base Market Value
5761.95
Base Total Cost
4993.20
Base Unrealized Gain Loss
768.75
Base Accrued Interest
99.17
Local Market Value
5761.95
Local Total Cost Amount
4993.20
Local Unrealized Gain Loss
768.75
Local Accrued Interest
99.17
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
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: NISSAN MOTOR ACCEPTANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISSAN MOTOR ACCEPTANCE
Security Description
2.35% 04 Mar 2019
Maturity Date
2019-03-04T00:00:00.000
Interest Rate
2.35
Original Face
0.00
Shares Par Value
725000.00
Base Market Value
728915.00
Base Total Cost
724659.25
Base Unrealized Gain Loss
4255.75
Base Accrued Interest
5537.19
Local Market Value
728915.00
Local Total Cost Amount
724659.25
Local Unrealized Gain Loss
4255.75
Local Accrued Interest
5537.19
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
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: NOBLE ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOBLE ENERGY INC
Security Description
4.15% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
1540000.00
Base Market Value
1622682.60
Base Total Cost
1577714.48
Base Unrealized Gain Loss
44968.12
Base Accrued Interest
2840.44
Local Market Value
1622682.60
Local Total Cost Amount
1577714.48
Local Unrealized Gain Loss
44968.12
Local Accrued Interest
2840.44
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
ELECTRIC/GAS
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NOBLE ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOBLE ENERGY INC
Security Description
5.25% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
165000.00
Base Market Value
170959.80
Base Total Cost
164059.50
Base Unrealized Gain Loss
6900.30
Base Accrued Interest
1106.88
Local Market Value
170959.80
Local Total Cost Amount
164059.50
Local Unrealized Gain Loss
6900.30
Local Accrued Interest
1106.88
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
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: NOBLE HOLDING INTL LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOBLE HOLDING INTL LTD
Security Description
7.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
1175000.00
Base Market Value
929718.75
Base Total Cost
1141810.46
Base Unrealized Gain Loss
-212091.71
Base Accrued Interest
46290.11
Local Market Value
929718.75
Local Total Cost Amount
1141810.46
Local Unrealized Gain Loss
-212091.71
Local Accrued Interest
46290.11
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
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: NOKIA OYJ
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOKIA OYJ
Security Description
3.375% 12 Jun 2022
Maturity Date
2022-06-12T00:00:00.000
Interest Rate
3.375
Original Face
0.00
Shares Par Value
2645000.00
Base Market Value
2665102.00
Base Total Cost
2643570.50
Base Unrealized Gain Loss
21531.50
Base Accrued Interest
4997.36
Local Market Value
2665102.00
Local Total Cost Amount
2643570.50
Local Unrealized Gain Loss
21531.50
Local Accrued Interest
4997.36
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
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: NOKIA OYJ
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOKIA OYJ
Security Description
3.375% 12 Jun 2022
Maturity Date
2022-06-12T00:00:00.000
Interest Rate
3.375
Original Face
0.00
Shares Par Value
223000.00
Base Market Value
224694.80
Base Total Cost
221882.77
Base Unrealized Gain Loss
2812.03
Base Accrued Interest
397.22
Local Market Value
224694.80
Local Total Cost Amount
221882.77
Local Unrealized Gain Loss
2812.03
Local Accrued Interest
397.22
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
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: NOKIA OYJ
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOKIA OYJ
Security Description
4.375% 12 Jun 2027
Maturity Date
2027-06-12T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
223000.00
Base Market Value
227042.99
Base Total Cost
222087.93
Base Unrealized Gain Loss
4955.06
Base Accrued Interest
514.91
Local Market Value
227042.99
Local Total Cost Amount
222087.93
Local Unrealized Gain Loss
4955.06
Local Accrued Interest
514.91
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
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: NOKIA OYJ
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOKIA OYJ
Security Description
3.375% 12 Jun 2022
Maturity Date
2022-06-12T00:00:00.000
Interest Rate
3.375
Original Face
0.00
Shares Par Value
160000.00
Base Market Value
161216.00
Base Total Cost
159198.40
Base Unrealized Gain Loss
2017.60
Base Accrued Interest
285.00
Local Market Value
161216.00
Local Total Cost Amount
159198.40
Local Unrealized Gain Loss
2017.60
Local Accrued Interest
285.00
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
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: NOMURA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOMURA HOLDINGS INC
Security Description
2.75% 19 Mar 2019
Maturity Date
2019-03-19T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
631256.25
Base Total Cost
621268.75
Base Unrealized Gain Loss
9987.50
Base Accrued Interest
4869.79
Local Market Value
631256.25
Local Total Cost Amount
621268.75
Local Unrealized Gain Loss
9987.50
Local Accrued Interest
4869.79
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NORBORD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORBORD INC
Security Description
6.25% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1015000.00
Base Market Value
1083512.50
Base Total Cost
1053156.25
Base Unrealized Gain Loss
30356.25
Base Accrued Interest
13392.36
Local Market Value
1083512.50
Local Total Cost Amount
1053156.25
Local Unrealized Gain Loss
30356.25
Local Accrued Interest
13392.36
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
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: NORBORD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORBORD INC
Security Description
6.25% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
360000.00
Base Market Value
384300.00
Base Total Cost
381600.00
Base Unrealized Gain Loss
2700.00
Base Accrued Interest
4750.00
Local Market Value
384300.00
Local Total Cost Amount
381600.00
Local Unrealized Gain Loss
2700.00
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
YANKEE
Minor Industry Name
CANADIAN
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: NORDEA BANK AB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORDEA BANK AB
Security Description
4.875% 13 May 2021
Maturity Date
2021-05-13T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
5350000.00
Base Market Value
5739908.00
Base Total Cost
5483718.90
Base Unrealized Gain Loss
256189.10
Base Accrued Interest
34775.00
Local Market Value
5739908.00
Local Total Cost Amount
5483718.90
Local Unrealized Gain Loss
256189.10
Local Accrued Interest
34775.00
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NORDEA BANK AB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORDEA BANK AB
Security Description
1% 29 May 2020
Maturity Date
2020-05-29T00:00:00.000
Interest Rate
1.67178
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
751672.50
Base Total Cost
750000.00
Base Unrealized Gain Loss
1672.50
Base Accrued Interest
1079.70
Local Market Value
751672.50
Local Total Cost Amount
750000.00
Local Unrealized Gain Loss
1672.50
Local Accrued Interest
1079.70
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Aa3
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NORFOLK SOUTHERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN CORP
Security Description
2.903% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
2.903
Original Face
0.00
Shares Par Value
775000.00
Base Market Value
783633.50
Base Total Cost
747658.00
Base Unrealized Gain Loss
35975.50
Base Accrued Interest
8499.33
Local Market Value
783633.50
Local Total Cost Amount
747658.00
Local Unrealized Gain Loss
35975.50
Local Accrued Interest
8499.33
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
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: NORFOLK SOUTHERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN CORP
Security Description
6% 23 May 2111
Maturity Date
2111-05-23T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
481620.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
81620.00
Base Accrued Interest
2533.33
Local Market Value
481620.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
81620.00
Local Accrued Interest
2533.33
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
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: NORFOLK SOUTHERN RAIL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN RAIL CO
Security Description
9.75% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
9.75
Original Face
0.00
Shares Par Value
145000.00
Base Market Value
174914.95
Base Total Cost
204954.60
Base Unrealized Gain Loss
-30039.65
Base Accrued Interest
628.33
Local Market Value
174914.95
Local Total Cost Amount
204954.60
Local Unrealized Gain Loss
-30039.65
Local Accrued Interest
628.33
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
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: NORTHERN STATES PWR MINN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHERN STATES PWR MINN
Security Description
5.25% 01 Mar 2018
Maturity Date
2018-03-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
680000.00
Base Market Value
696551.20
Base Total Cost
677932.80
Base Unrealized Gain Loss
18618.40
Base Accrued Interest
11900.00
Local Market Value
696551.20
Local Total Cost Amount
677932.80
Local Unrealized Gain Loss
18618.40
Local Accrued Interest
11900.00
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
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: NORTHERN STATES PWR MINN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHERN STATES PWR MINN
Security Description
4.125% 15 May 2044
Maturity Date
2044-05-15T00:00:00.000
Interest Rate
4.125
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
318255.00
Base Total Cost
299127.00
Base Unrealized Gain Loss
19128.00
Base Accrued Interest
1581.25
Local Market Value
318255.00
Local Total Cost Amount
299127.00
Local Unrealized Gain Loss
19128.00
Local Accrued Interest
1581.25
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
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: NORTHERN STATES PWR MINN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHERN STATES PWR MINN
Security Description
4% 15 Aug 2045
Maturity Date
2045-08-15T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
103720.00
Base Total Cost
98367.00
Base Unrealized Gain Loss
5353.00
Base Accrued Interest
1511.11
Local Market Value
103720.00
Local Total Cost Amount
98367.00
Local Unrealized Gain Loss
5353.00
Local Accrued Interest
1511.11
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
ELECTRIC/GAS
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: NORTHROP GRUMMAN SYSTEMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHROP GRUMMAN SYSTEMS
Security Description
7.875% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
235000.00
Base Market Value
311856.75
Base Total Cost
304609.35
Base Unrealized Gain Loss
7247.40
Base Accrued Interest
6168.75
Local Market Value
311856.75
Local Total Cost Amount
304609.35
Local Unrealized Gain Loss
7247.40
Local Accrued Interest
6168.75
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
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
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