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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: QUINTILES IMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUINTILES IMS INC
Security Description
4.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
113000.00
Base Market Value
115683.75
Base Total Cost
113000.00
Base Unrealized Gain Loss
2683.75
Base Accrued Interest
703.89
Local Market Value
115683.75
Local Total Cost Amount
113000.00
Local Unrealized Gain Loss
2683.75
Local Accrued Interest
703.89
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
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
5.125% 02 Jul 2022
Maturity Date
2022-07-02T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1755000.00
Base Market Value
1855561.50
Base Total Cost
1862335.05
Base Unrealized Gain Loss
-6773.55
Base Accrued Interest
44722.01
Local Market Value
1855561.50
Local Total Cost Amount
1862335.05
Local Unrealized Gain Loss
-6773.55
Local Accrued Interest
44722.01
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
INDUSTRIAL
Moody S Quality Rating
Ba2
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
5.125% 02 Jul 2022
Maturity Date
2022-07-02T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
740110.00
Base Total Cost
741951.00
Base Unrealized Gain Loss
-1841.00
Base Accrued Interest
17837.85
Local Market Value
740110.00
Local Total Cost Amount
741951.00
Local Unrealized Gain Loss
-1841.00
Local Accrued Interest
17837.85
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
Ba2
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
5.45% 15 Aug 2034
Maturity Date
2034-08-15T00:00:00.000
Interest Rate
5.45
Original Face
0.00
Shares Par Value
595000.00
Base Market Value
566559.00
Base Total Cost
560617.67
Base Unrealized Gain Loss
5941.33
Base Accrued Interest
12250.38
Local Market Value
566559.00
Local Total Cost Amount
560617.67
Local Unrealized Gain Loss
5941.33
Local Accrued Interest
12250.38
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
INDUSTRIAL
Moody S Quality Rating
Ba2
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
4.375% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
515000.00
Base Market Value
520891.60
Base Total Cost
505385.90
Base Unrealized Gain Loss
15505.70
Base Accrued Interest
6634.20
Local Market Value
520891.60
Local Total Cost Amount
505385.90
Local Unrealized Gain Loss
15505.70
Local Accrued Interest
6634.20
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
Ba2
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
660970.00
Base Market Value
660970.00
Base Total Cost
660970.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
660970.00
Local Total Cost Amount
660970.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
5.125% 02 Jul 2022
Maturity Date
2022-07-02T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
480000.00
Base Market Value
507504.00
Base Total Cost
500399.43
Base Unrealized Gain Loss
7104.57
Base Accrued Interest
12231.64
Local Market Value
507504.00
Local Total Cost Amount
500399.43
Local Unrealized Gain Loss
7104.57
Local Accrued Interest
12231.64
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
Ba2
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: QWEST CAPITAL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QWEST CAPITAL FUNDING
Security Description
7.75% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
570168.00
Base Total Cost
303000.00
Base Unrealized Gain Loss
267168.00
Base Accrued Interest
17566.67
Local Market Value
570168.00
Local Total Cost Amount
303000.00
Local Unrealized Gain Loss
267168.00
Local Accrued Interest
17566.67
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
WR
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: QWEST CAPITAL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QWEST CAPITAL FUNDING
Security Description
6.875% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
570000.00
Base Market Value
542275.20
Base Total Cost
435537.50
Base Unrealized Gain Loss
106737.70
Base Accrued Interest
18069.79
Local Market Value
542275.20
Local Total Cost Amount
435537.50
Local Unrealized Gain Loss
106737.70
Local Accrued Interest
18069.79
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
INDUSTRIAL
Moody S Quality Rating
WR
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: QWEST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QWEST CORP
Security Description
6.875% 15 Sep 2033
Maturity Date
2033-09-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
1135000.00
Base Market Value
1116828.65
Base Total Cost
1132686.37
Base Unrealized Gain Loss
-15857.72
Base Accrued Interest
22975.87
Local Market Value
1116828.65
Local Total Cost Amount
1132686.37
Local Unrealized Gain Loss
-15857.72
Local Accrued Interest
22975.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: JAPANESE YEN
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
JAPANESE YEN
Interest Rate
0
Original Face
0
Shares Par Value
11514173
Base Market Value
84753.4
Base Total Cost
84758.96
Base Unrealized Gain Loss
-5.56
Base Accrued Interest
0
Local Market Value
11514173
Local Total Cost Amount
11514173
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: QWEST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QWEST CORP
Security Description
7.25% 15 Oct 2035
Maturity Date
2035-10-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
249587.50
Base Total Cost
192500.00
Base Unrealized Gain Loss
57087.50
Base Accrued Interest
3826.39
Local Market Value
249587.50
Local Total Cost Amount
192500.00
Local Unrealized Gain Loss
57087.50
Local Accrued Interest
3826.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: R.R. DONNELLEY + SONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
R.R. DONNELLEY + SONS
Security Description
7.625% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
734000.00
Base Market Value
816575.00
Base Total Cost
781417.96
Base Unrealized Gain Loss
35157.04
Base Accrued Interest
2493.79
Local Market Value
816575.00
Local Total Cost Amount
781417.96
Local Unrealized Gain Loss
35157.04
Local Accrued Interest
2493.79
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
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: RACKSPACE HOSTIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RACKSPACE HOSTIN
Security Description
8.625% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
8.625
Original Face
0.00
Shares Par Value
1050000.00
Base Market Value
1118250.00
Base Total Cost
1072396.88
Base Unrealized Gain Loss
45853.12
Base Accrued Interest
11579.07
Local Market Value
1118250.00
Local Total Cost Amount
1072396.88
Local Unrealized Gain Loss
45853.12
Local Accrued Interest
11579.07
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
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RACKSPACE HOSTIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RACKSPACE HOSTIN
Security Description
8.625% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
8.625
Original Face
0.00
Shares Par Value
945000.00
Base Market Value
1006425.00
Base Total Cost
966150.00
Base Unrealized Gain Loss
40275.00
Base Accrued Interest
10414.68
Local Market Value
1006425.00
Local Total Cost Amount
966150.00
Local Unrealized Gain Loss
40275.00
Local Accrued Interest
10414.68
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
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RACKSPACE HOSTING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RACKSPACE HOSTING INC
Security Description
1% 03 Nov 2023
Maturity Date
2023-11-03T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
458562.50
Base Market Value
459456.70
Base Total Cost
456519.69
Base Unrealized Gain Loss
2937.01
Base Accrued Interest
0
Local Market Value
459456.70
Local Total Cost Amount
456519.69
Local Unrealized Gain Loss
2937.01
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: RADIATE HOLDCO / FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RADIATE HOLDCO / FINANCE
Security Description
6.625% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
375000.00
Base Total Cost
375733.75
Base Unrealized Gain Loss
-733.75
Base Accrued Interest
10351.56
Local Market Value
375000.00
Local Total Cost Amount
375733.75
Local Unrealized Gain Loss
-733.75
Local Accrued Interest
10351.56
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
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: RAIN CII CARBON LLC/CII
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAIN CII CARBON LLC/CII
Security Description
8.25% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
232000.00
Base Market Value
241860.00
Base Total Cost
232000.00
Base Unrealized Gain Loss
9860.00
Base Accrued Interest
8825.67
Local Market Value
241860.00
Local Total Cost Amount
232000.00
Local Unrealized Gain Loss
9860.00
Local Accrued Interest
8825.67
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
WR
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: RALPH LAUREN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RALPH LAUREN CORP
Security Description
2.125% 26 Sep 2018
Maturity Date
2018-09-26T00:00:00.000
Interest Rate
2.125
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
502720.00
Base Total Cost
508000.00
Base Unrealized Gain Loss
-5280.00
Base Accrued Interest
2803.82
Local Market Value
502720.00
Local Total Cost Amount
508000.00
Local Unrealized Gain Loss
-5280.00
Local Accrued Interest
2803.82
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1155000.00
Base Market Value
1129012.50
Base Total Cost
1114175.00
Base Unrealized Gain Loss
14837.50
Base Accrued Interest
17004.17
Local Market Value
1129012.50
Local Total Cost Amount
1114175.00
Local Unrealized Gain Loss
14837.50
Local Accrued Interest
17004.17
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
845000.00
Base Market Value
825987.50
Base Total Cost
706814.95
Base Unrealized Gain Loss
119172.55
Base Accrued Interest
12440.28
Local Market Value
825987.50
Local Total Cost Amount
706814.95
Local Unrealized Gain Loss
119172.55
Local Accrued Interest
12440.28
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
840000.00
Base Market Value
825300.00
Base Total Cost
786450.00
Base Unrealized Gain Loss
38850.00
Base Accrued Interest
15866.67
Local Market Value
825300.00
Local Total Cost Amount
786450.00
Local Unrealized Gain Loss
38850.00
Local Accrued Interest
15866.67
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
689000.00
Base Market Value
676942.50
Base Total Cost
540242.58
Base Unrealized Gain Loss
136699.92
Base Accrued Interest
12914.44
Local Market Value
676942.50
Local Total Cost Amount
540242.58
Local Unrealized Gain Loss
136699.92
Local Accrued Interest
12914.44
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
680000.00
Base Market Value
668100.00
Base Total Cost
550203.57
Base Unrealized Gain Loss
117896.43
Base Accrued Interest
12844.44
Local Market Value
668100.00
Local Total Cost Amount
550203.57
Local Unrealized Gain Loss
117896.43
Local Accrued Interest
12844.44
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5.75% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
352000.00
Base Market Value
359040.00
Base Total Cost
315505.00
Base Unrealized Gain Loss
43535.00
Base Accrued Interest
1686.67
Local Market Value
359040.00
Local Total Cost Amount
315505.00
Local Unrealized Gain Loss
43535.00
Local Accrued Interest
1686.67
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
4.875% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
285000.00
Base Total Cost
267750.00
Base Unrealized Gain Loss
17250.00
Base Accrued Interest
1868.75
Local Market Value
285000.00
Local Total Cost Amount
267750.00
Local Unrealized Gain Loss
17250.00
Local Accrued Interest
1868.75
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
4.875% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
261250.00
Base Total Cost
275000.00
Base Unrealized Gain Loss
-13750.00
Base Accrued Interest
1713.02
Local Market Value
261250.00
Local Total Cost Amount
275000.00
Local Unrealized Gain Loss
-13750.00
Local Accrued Interest
1713.02
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5.875% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
253750.00
Base Total Cost
252500.00
Base Unrealized Gain Loss
1250.00
Base Accrued Interest
0
Local Market Value
253750.00
Local Total Cost Amount
252500.00
Local Unrealized Gain Loss
1250.00
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
ELECTRIC/GAS
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
171062.50
Base Total Cost
161875.00
Base Unrealized Gain Loss
9187.50
Base Accrued Interest
2576.39
Local Market Value
171062.50
Local Total Cost Amount
161875.00
Local Unrealized Gain Loss
9187.50
Local Accrued Interest
2576.39
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
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: RAYONIER AM PROD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAYONIER AM PROD INC
Security Description
5.5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
575000.00
Base Market Value
559549.75
Base Total Cost
530750.00
Base Unrealized Gain Loss
28799.75
Base Accrued Interest
2635.42
Local Market Value
559549.75
Local Total Cost Amount
530750.00
Local Unrealized Gain Loss
28799.75
Local Accrued Interest
2635.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: RAYONIER AM PROD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAYONIER AM PROD INC
Security Description
5.5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
48656.50
Base Total Cost
48000.00
Base Unrealized Gain Loss
656.50
Base Accrued Interest
229.17
Local Market Value
48656.50
Local Total Cost Amount
48000.00
Local Unrealized Gain Loss
656.50
Local Accrued Interest
229.17
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
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: REALOGY GROUP/CO ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALOGY GROUP/CO ISSUER
Security Description
4.875% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
294000.00
Base Market Value
296205.00
Base Total Cost
296915.00
Base Unrealized Gain Loss
-710.00
Base Accrued Interest
1309.48
Local Market Value
296205.00
Local Total Cost Amount
296915.00
Local Unrealized Gain Loss
-710.00
Local Accrued Interest
1309.48
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: REALOGY GROUP/CO ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALOGY GROUP/CO ISSUER
Security Description
5.25% 01 Dec 2021
Maturity Date
2021-12-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
104800.00
Base Total Cost
105425.00
Base Unrealized Gain Loss
-625.00
Base Accrued Interest
437.50
Local Market Value
104800.00
Local Total Cost Amount
105425.00
Local Unrealized Gain Loss
-625.00
Local Accrued Interest
437.50
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: REALTY INCOME CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALTY INCOME CORP
Security Description
2% 31 Jan 2018
Maturity Date
2018-01-31T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
845000.00
Base Market Value
845828.10
Base Total Cost
838461.97
Base Unrealized Gain Loss
7366.13
Base Accrued Interest
7041.67
Local Market Value
845828.10
Local Total Cost Amount
838461.97
Local Unrealized Gain Loss
7366.13
Local Accrued Interest
7041.67
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
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: RECKITT BENCKISER TSY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RECKITT BENCKISER TSY
Security Description
3% 26 Jun 2027
Maturity Date
2027-06-26T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
1475000.00
Base Market Value
1455500.50
Base Total Cost
1470575.00
Base Unrealized Gain Loss
-15074.50
Base Accrued Interest
614.58
Local Market Value
1455500.50
Local Total Cost Amount
1470575.00
Local Unrealized Gain Loss
-15074.50
Local Accrued Interest
614.58
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
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: RECKITT BENCKISER TSY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RECKITT BENCKISER TSY
Security Description
2.75% 26 Jun 2024
Maturity Date
2024-06-26T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
1080000.00
Base Market Value
1070841.60
Base Total Cost
1078833.60
Base Unrealized Gain Loss
-7992.00
Base Accrued Interest
412.50
Local Market Value
1070841.60
Local Total Cost Amount
1078833.60
Local Unrealized Gain Loss
-7992.00
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
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: RED HAT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RED HAT INC
Security Description
0.25% 01 Oct 2019
Maturity Date
2019-10-01T00:00:00.000
Interest Rate
0.25
Original Face
0.00
Shares Par Value
4095000.00
Base Market Value
5653679.85
Base Total Cost
4854357.82
Base Unrealized Gain Loss
799322.03
Base Accrued Interest
2559.36
Local Market Value
5653679.85
Local Total Cost Amount
4854357.82
Local Unrealized Gain Loss
799322.03
Local Accrued Interest
2559.36
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
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: REGAL ENTERTAINMENT GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGAL ENTERTAINMENT GRP
Security Description
5.75% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
2085000.00
Base Market Value
2178825.00
Base Total Cost
2147699.18
Base Unrealized Gain Loss
31125.82
Base Accrued Interest
35300.21
Local Market Value
2178825.00
Local Total Cost Amount
2147699.18
Local Unrealized Gain Loss
31125.82
Local Accrued Interest
35300.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: REGAL ENTERTAINMENT GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGAL ENTERTAINMENT GRP
Security Description
5.75% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
894000.00
Base Market Value
934230.00
Base Total Cost
874890.00
Base Unrealized Gain Loss
59340.00
Base Accrued Interest
15135.92
Local Market Value
934230.00
Local Total Cost Amount
874890.00
Local Unrealized Gain Loss
59340.00
Local Accrued Interest
15135.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: REGENCY ENERGY PART/FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGENCY ENERGY PART/FINA
Security Description
5% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
2260000.00
Base Market Value
2423872.60
Base Total Cost
2223340.00
Base Unrealized Gain Loss
200532.60
Base Accrued Interest
28250.00
Local Market Value
2423872.60
Local Total Cost Amount
2223340.00
Local Unrealized Gain Loss
200532.60
Local Accrued Interest
28250.00
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
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: REGENCY ENERGY PART/FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGENCY ENERGY PART/FINA
Security Description
5.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1075000.00
Base Market Value
1112625.00
Base Total Cost
1095537.50
Base Unrealized Gain Loss
17087.50
Base Accrued Interest
12486.52
Local Market Value
1112625.00
Local Total Cost Amount
1095537.50
Local Unrealized Gain Loss
17087.50
Local Accrued Interest
12486.52
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: REGENCY ENERGY PART/FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGENCY ENERGY PART/FINA
Security Description
5% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
570000.00
Base Market Value
611330.70
Base Total Cost
594943.34
Base Unrealized Gain Loss
16387.36
Base Accrued Interest
7125.00
Local Market Value
611330.70
Local Total Cost Amount
594943.34
Local Unrealized Gain Loss
16387.36
Local Accrued Interest
7125.00
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
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: REGENCY ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGENCY ENERGY PARTNERS
Security Description
4.5% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
575000.00
Base Market Value
596631.50
Base Total Cost
553552.50
Base Unrealized Gain Loss
43079.00
Base Accrued Interest
4312.50
Local Market Value
596631.50
Local Total Cost Amount
553552.50
Local Unrealized Gain Loss
43079.00
Local Accrued Interest
4312.50
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: REGIONALCARE HOSPITAL PR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGIONALCARE HOSPITAL PR
Security Description
8.25% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
482625.00
Base Total Cost
455250.00
Base Unrealized Gain Loss
27375.00
Base Accrued Interest
6187.50
Local Market Value
482625.00
Local Total Cost Amount
455250.00
Local Unrealized Gain Loss
27375.00
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
INDUSTRIAL
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: REGIONS BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGIONS BANK
Security Description
6.45% 26 Jun 2037
Maturity Date
2037-06-26T00:00:00.000
Interest Rate
6.45
Original Face
0.00
Shares Par Value
521000.00
Base Market Value
627627.86
Base Total Cost
478067.50
Base Unrealized Gain Loss
149560.36
Base Accrued Interest
466.73
Local Market Value
627627.86
Local Total Cost Amount
478067.50
Local Unrealized Gain Loss
149560.36
Local Accrued Interest
466.73
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: REGIONS BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGIONS BANK
Security Description
7.5% 15 May 2018
Maturity Date
2018-05-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
312000.00
Base Market Value
326623.44
Base Total Cost
374400.00
Base Unrealized Gain Loss
-47776.56
Base Accrued Interest
2990.00
Local Market Value
326623.44
Local Total Cost Amount
374400.00
Local Unrealized Gain Loss
-47776.56
Local Accrued Interest
2990.00
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
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: REINSURANCE GRP OF AMER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REINSURANCE GRP OF AMER
Security Description
6.45% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
6.45
Original Face
0.00
Shares Par Value
1140000.00
Base Market Value
1247160.00
Base Total Cost
1138062.00
Base Unrealized Gain Loss
109098.00
Base Accrued Interest
9395.50
Local Market Value
1247160.00
Local Total Cost Amount
1138062.00
Local Unrealized Gain Loss
109098.00
Local Accrued Interest
9395.50
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
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: REINSURANCE GRP OF AMER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REINSURANCE GRP OF AMER
Security Description
5% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
970000.00
Base Market Value
1054254.20
Base Total Cost
964635.90
Base Unrealized Gain Loss
89618.30
Base Accrued Interest
4041.67
Local Market Value
1054254.20
Local Total Cost Amount
964635.90
Local Unrealized Gain Loss
89618.30
Local Accrued Interest
4041.67
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
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: RELIANCE INTERMEDIATE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RELIANCE INTERMEDIATE
Security Description
6.5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
580000.00
Base Market Value
620600.00
Base Total Cost
616859.00
Base Unrealized Gain Loss
3741.00
Base Accrued Interest
9425.00
Local Market Value
620600.00
Local Total Cost Amount
616859.00
Local Unrealized Gain Loss
3741.00
Local Accrued Interest
9425.00
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
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: RELIANCE STEEL + ALUM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RELIANCE STEEL + ALUM
Security Description
4.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
3060000.00
Base Market Value
3232339.20
Base Total Cost
3031283.95
Base Unrealized Gain Loss
201055.25
Base Accrued Interest
29070.00
Local Market Value
3232339.20
Local Total Cost Amount
3031283.95
Local Unrealized Gain Loss
201055.25
Local Accrued Interest
29070.00
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
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