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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: RSI HOME PRODUCTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RSI HOME PRODUCTS INC
Security Description
6.5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
736750.00
Base Total Cost
700000.00
Base Unrealized Gain Loss
36750.00
Base Accrued Interest
13397.22
Local Market Value
736750.00
Local Total Cost Amount
700000.00
Local Unrealized Gain Loss
36750.00
Local Accrued Interest
13397.22
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
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: RSP PERMIAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RSP PERMIAN INC
Security Description
5.25% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
765000.00
Base Market Value
765956.25
Base Total Cost
765000.00
Base Unrealized Gain Loss
956.25
Base Accrued Interest
20527.50
Local Market Value
765956.25
Local Total Cost Amount
765000.00
Local Unrealized Gain Loss
956.25
Local Accrued Interest
20527.50
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: RSP PERMIAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RSP PERMIAN INC
Security Description
5.25% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
670000.00
Base Market Value
670837.50
Base Total Cost
676425.00
Base Unrealized Gain Loss
-5587.50
Base Accrued Interest
17978.32
Local Market Value
670837.50
Local Total Cost Amount
676425.00
Local Unrealized Gain Loss
-5587.50
Local Accrued Interest
17978.32
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: RSP PERMIAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RSP PERMIAN INC
Security Description
6.625% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
177000.00
Base Market Value
183637.50
Base Total Cost
177000.00
Base Unrealized Gain Loss
6637.50
Base Accrued Interest
2931.56
Local Market Value
183637.50
Local Total Cost Amount
177000.00
Local Unrealized Gain Loss
6637.50
Local Accrued Interest
2931.56
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
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: RTI INTERNATIONAL METALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RTI INTERNATIONAL METALS
Security Description
1.625% 15 Oct 2019
Maturity Date
2019-10-15T00:00:00.000
Interest Rate
1.625
Original Face
0.00
Shares Par Value
809000.00
Base Market Value
863105.92
Base Total Cost
793395.34
Base Unrealized Gain Loss
69710.58
Base Accrued Interest
2775.29
Local Market Value
863105.92
Local Total Cost Amount
793395.34
Local Unrealized Gain Loss
69710.58
Local Accrued Interest
2775.29
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RTI INTERNATIONAL METALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RTI INTERNATIONAL METALS
Security Description
1.625% 15 Oct 2019
Maturity Date
2019-10-15T00:00:00.000
Interest Rate
1.625
Original Face
0.00
Shares Par Value
485000.00
Base Market Value
517436.80
Base Total Cost
458909.18
Base Unrealized Gain Loss
58527.62
Base Accrued Interest
1663.81
Local Market Value
517436.80
Local Total Cost Amount
458909.18
Local Unrealized Gain Loss
58527.62
Local Accrued Interest
1663.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RUTGERS NJ ST UNIV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RUTGERS NJ ST UNIV
Security Description
5.665% 01 May 2040
Maturity Date
2040-05-01T00:00:00.000
Interest Rate
5.665
Original Face
0.00
Shares Par Value
775000.00
Base Market Value
931271.00
Base Total Cost
752013.50
Base Unrealized Gain Loss
179257.50
Base Accrued Interest
7317.29
Local Market Value
931271.00
Local Total Cost Amount
752013.50
Local Unrealized Gain Loss
179257.50
Local Accrued Interest
7317.29
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
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: S+P GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
S+P GLOBAL INC
Security Description
4% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
947000.00
Base Market Value
991537.41
Base Total Cost
939935.38
Base Unrealized Gain Loss
51602.03
Base Accrued Interest
1683.56
Local Market Value
991537.41
Local Total Cost Amount
939935.38
Local Unrealized Gain Loss
51602.03
Local Accrued Interest
1683.56
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
FINANCE
Moody S Quality Rating
Baa1
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: S+P GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
S+P GLOBAL INC
Security Description
3.3% 14 Aug 2020
Maturity Date
2020-08-14T00:00:00.000
Interest Rate
3.3
Original Face
0.00
Shares Par Value
938000.00
Base Market Value
961637.60
Base Total Cost
936893.16
Base Unrealized Gain Loss
24744.44
Base Accrued Interest
11779.72
Local Market Value
961637.60
Local Total Cost Amount
936893.16
Local Unrealized Gain Loss
24744.44
Local Accrued Interest
11779.72
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: S+P GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
S+P GLOBAL INC
Security Description
2.95% 22 Jan 2027
Maturity Date
2027-01-22T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
19252.80
Base Total Cost
19831.40
Base Unrealized Gain Loss
-578.60
Base Accrued Interest
260.58
Local Market Value
19252.80
Local Total Cost Amount
19831.40
Local Unrealized Gain Loss
-578.60
Local Accrued Interest
260.58
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
FINANCE
Moody S Quality Rating
Baa1
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
4.2% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
4.2
Original Face
0.00
Shares Par Value
5570000.00
Base Market Value
5627426.70
Base Total Cost
5537096.30
Base Unrealized Gain Loss
90330.40
Base Accrued Interest
74730.83
Local Market Value
5627426.70
Local Total Cost Amount
5537096.30
Local Unrealized Gain Loss
90330.40
Local Accrued Interest
74730.83
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
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: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
2100000.00
Base Market Value
2235387.00
Base Total Cost
2215500.00
Base Unrealized Gain Loss
19887.00
Base Accrued Interest
30916.67
Local Market Value
2235387.00
Local Total Cost Amount
2215500.00
Local Unrealized Gain Loss
19887.00
Local Accrued Interest
30916.67
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
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: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
5.875% 30 Jun 2026
Maturity Date
2026-06-30T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
840000.00
Base Market Value
938817.60
Base Total Cost
911400.00
Base Unrealized Gain Loss
27417.60
Base Accrued Interest
137.08
Local Market Value
938817.60
Local Total Cost Amount
911400.00
Local Unrealized Gain Loss
27417.60
Local Accrued Interest
137.08
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: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
5.625% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
795000.00
Base Market Value
876932.70
Base Total Cost
795000.00
Base Unrealized Gain Loss
81932.70
Base Accrued Interest
14906.25
Local Market Value
876932.70
Local Total Cost Amount
795000.00
Local Unrealized Gain Loss
81932.70
Local Accrued Interest
14906.25
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
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: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
5.75% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
501079.50
Base Total Cost
484312.50
Base Unrealized Gain Loss
16767.00
Base Accrued Interest
3306.25
Local Market Value
501079.50
Local Total Cost Amount
484312.50
Local Unrealized Gain Loss
16767.00
Local Accrued Interest
3306.25
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
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: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
5.875% 30 Jun 2026
Maturity Date
2026-06-30T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
447056.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
47056.00
Base Accrued Interest
65.28
Local Market Value
447056.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
47056.00
Local Accrued Interest
65.28
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
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: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
365000.00
Base Market Value
388531.55
Base Total Cost
365000.00
Base Unrealized Gain Loss
23531.55
Base Accrued Interest
5373.61
Local Market Value
388531.55
Local Total Cost Amount
365000.00
Local Unrealized Gain Loss
23531.55
Local Accrued Interest
5373.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: SABLE INTL FINANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABLE INTL FINANCE LTD
Security Description
6.875% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
425000.00
Base Market Value
459000.00
Base Total Cost
424699.00
Base Unrealized Gain Loss
34301.00
Base Accrued Interest
12174.49
Local Market Value
459000.00
Local Total Cost Amount
424699.00
Local Unrealized Gain Loss
34301.00
Local Accrued Interest
12174.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
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: SABRA HEALTH CARE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABRA HEALTH CARE LP
Security Description
5.125% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1004000.00
Base Market Value
1020144.32
Base Total Cost
1006637.50
Base Unrealized Gain Loss
13506.82
Base Accrued Interest
19438.55
Local Market Value
1020144.32
Local Total Cost Amount
1006637.50
Local Unrealized Gain Loss
13506.82
Local Accrued Interest
19438.55
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: SABRA HEALTH CARE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABRA HEALTH CARE LP
Security Description
5.125% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
20321.60
Base Total Cost
20000.00
Base Unrealized Gain Loss
321.60
Base Accrued Interest
387.22
Local Market Value
20321.60
Local Total Cost Amount
20000.00
Local Unrealized Gain Loss
321.60
Local Accrued Interest
387.22
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
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: SABRA HEALTH/CAPTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABRA HEALTH/CAPTL CORP
Security Description
5.5% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
950000.00
Base Market Value
988000.00
Base Total Cost
992981.25
Base Unrealized Gain Loss
-4981.25
Base Accrued Interest
21770.84
Local Market Value
988000.00
Local Total Cost Amount
992981.25
Local Unrealized Gain Loss
-4981.25
Local Accrued Interest
21770.84
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
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: SABRE GLBL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABRE GLBL INC
Security Description
5.375% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
708000.00
Base Market Value
738090.00
Base Total Cost
708430.00
Base Unrealized Gain Loss
29660.00
Base Accrued Interest
8033.83
Local Market Value
738090.00
Local Total Cost Amount
708430.00
Local Unrealized Gain Loss
29660.00
Local Accrued Interest
8033.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SABRE GLBL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABRE GLBL INC
Security Description
5.375% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
312750.00
Base Total Cost
307500.00
Base Unrealized Gain Loss
5250.00
Base Accrued Interest
3404.17
Local Market Value
312750.00
Local Total Cost Amount
307500.00
Local Unrealized Gain Loss
5250.00
Local Accrued Interest
3404.17
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
Ba2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SAFEWAY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAFEWAY INC
Security Description
7.25% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
1090000.00
Base Market Value
1024600.00
Base Total Cost
1054537.00
Base Unrealized Gain Loss
-29937.00
Base Accrued Interest
32927.09
Local Market Value
1024600.00
Local Total Cost Amount
1054537.00
Local Unrealized Gain Loss
-29937.00
Local Accrued Interest
32927.09
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: SAFEWAY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAFEWAY INC
Security Description
7.25% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
55000.00
Base Market Value
51700.00
Base Total Cost
53625.00
Base Unrealized Gain Loss
-1925.00
Base Accrued Interest
1661.46
Local Market Value
51700.00
Local Total Cost Amount
53625.00
Local Unrealized Gain Loss
-1925.00
Local Accrued Interest
1661.46
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SALLY HOLDINGS/SALLY CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SALLY HOLDINGS/SALLY CAP
Security Description
5.625% 01 Dec 2025
Maturity Date
2025-12-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
204750.00
Base Total Cost
204000.00
Base Unrealized Gain Loss
750.00
Base Accrued Interest
937.50
Local Market Value
204750.00
Local Total Cost Amount
204000.00
Local Unrealized Gain Loss
750.00
Local Accrued Interest
937.50
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
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: SALT RIVER AZ PROJ AGRIC IMPT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SALT RIVER AZ PROJ AGRIC IMPT
Security Description
4.839% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
4.839
Original Face
0.00
Shares Par Value
1025000.00
Base Market Value
1209428.25
Base Total Cost
950413.00
Base Unrealized Gain Loss
259015.25
Base Accrued Interest
0
Local Market Value
1209428.25
Local Total Cost Amount
950413.00
Local Unrealized Gain Loss
259015.25
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa1
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: SAN DIEGO G + E
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAN DIEGO G + E
Security Description
2.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
2000000.00
Base Market Value
1928360.00
Base Total Cost
1993500.00
Base Unrealized Gain Loss
-65140.00
Base Accrued Interest
6388.89
Local Market Value
1928360.00
Local Total Cost Amount
1993500.00
Local Unrealized Gain Loss
-65140.00
Local Accrued Interest
6388.89
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
ELECTRIC/GAS
Moody S Quality Rating
Aa2
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: SAN DIEGO G + E
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAN DIEGO G + E
Security Description
3.75% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
150279.00
Base Total Cost
149331.00
Base Unrealized Gain Loss
948.00
Base Accrued Interest
359.38
Local Market Value
150279.00
Local Total Cost Amount
149331.00
Local Unrealized Gain Loss
948.00
Local Accrued Interest
359.38
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
ELECTRIC/GAS
Moody S Quality Rating
Aa2
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: SANCHEZ ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANCHEZ ENERGY CORP
Security Description
7.75% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
1200000.00
Base Market Value
1086000.00
Base Total Cost
1083000.00
Base Unrealized Gain Loss
3000.00
Base Accrued Interest
4133.33
Local Market Value
1086000.00
Local Total Cost Amount
1083000.00
Local Unrealized Gain Loss
3000.00
Local Accrued Interest
4133.33
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
ELECTRIC/GAS
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: SANCHEZ ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANCHEZ ENERGY CORP
Security Description
6.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
1110000.00
Base Market Value
888000.00
Base Total Cost
1029750.00
Base Unrealized Gain Loss
-141750.00
Base Accrued Interest
31356.52
Local Market Value
888000.00
Local Total Cost Amount
1029750.00
Local Unrealized Gain Loss
-141750.00
Local Accrued Interest
31356.52
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
ELECTRIC/GAS
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: SANCHEZ ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANCHEZ ENERGY CORP
Security Description
6.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
585000.00
Base Market Value
468000.00
Base Total Cost
523425.00
Base Unrealized Gain Loss
-55425.00
Base Accrued Interest
16522.18
Local Market Value
468000.00
Local Total Cost Amount
523425.00
Local Unrealized Gain Loss
-55425.00
Local Accrued Interest
16522.18
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
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: SANCHEZ ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANCHEZ ENERGY CORP
Security Description
7.75% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
215000.00
Base Market Value
194575.00
Base Total Cost
205593.75
Base Unrealized Gain Loss
-11018.75
Base Accrued Interest
749.17
Local Market Value
194575.00
Local Total Cost Amount
205593.75
Local Unrealized Gain Loss
-11018.75
Local Accrued Interest
749.17
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
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: SANCHEZ ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANCHEZ ENERGY CORP
Security Description
6.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
120000.00
Base Total Cost
122250.00
Base Unrealized Gain Loss
-2250.00
Base Accrued Interest
4236.46
Local Market Value
120000.00
Local Total Cost Amount
122250.00
Local Unrealized Gain Loss
-2250.00
Local Accrued Interest
4236.46
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: SANTANDER HOLDINGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER HOLDINGS USA
Security Description
1% 24 Nov 2017
Maturity Date
2017-11-24T00:00:00.000
Interest Rate
2.642
Original Face
0.00
Shares Par Value
815000.00
Base Market Value
818251.85
Base Total Cost
815000.00
Base Unrealized Gain Loss
3251.85
Base Accrued Interest
2272.85
Local Market Value
818251.85
Local Total Cost Amount
815000.00
Local Unrealized Gain Loss
3251.85
Local Accrued Interest
2272.85
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
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: SANTANDER HOLDINGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER HOLDINGS USA
Security Description
3.45% 27 Aug 2018
Maturity Date
2018-08-27T00:00:00.000
Interest Rate
3.45
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
633768.75
Base Total Cost
623862.50
Base Unrealized Gain Loss
9906.25
Base Accrued Interest
7427.08
Local Market Value
633768.75
Local Total Cost Amount
623862.50
Local Unrealized Gain Loss
9906.25
Local Accrued Interest
7427.08
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
2.875% 16 Oct 2020
Maturity Date
2020-10-16T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
3555000.00
Base Market Value
3605765.40
Base Total Cost
3549418.65
Base Unrealized Gain Loss
56346.75
Base Accrued Interest
21292.97
Local Market Value
3605765.40
Local Total Cost Amount
3549418.65
Local Unrealized Gain Loss
56346.75
Local Accrued Interest
21292.97
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
3.125% 08 Jan 2021
Maturity Date
2021-01-08T00:00:00.000
Interest Rate
3.125
Original Face
0.00
Shares Par Value
3445000.00
Base Market Value
3497295.10
Base Total Cost
3441520.55
Base Unrealized Gain Loss
55774.55
Base Accrued Interest
51734.80
Local Market Value
3497295.10
Local Total Cost Amount
3441520.55
Local Unrealized Gain Loss
55774.55
Local Accrued Interest
51734.80
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
3.571% 10 Jan 2023
Maturity Date
2023-01-10T00:00:00.000
Interest Rate
3.571
Original Face
0.00
Shares Par Value
1545000.00
Base Market Value
1580164.20
Base Total Cost
1545000.00
Base Unrealized Gain Loss
35164.20
Base Accrued Interest
26206.67
Local Market Value
1580164.20
Local Total Cost Amount
1545000.00
Local Unrealized Gain Loss
35164.20
Local Accrued Interest
26206.67
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
2.875% 16 Oct 2020
Maturity Date
2020-10-16T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
1475000.00
Base Market Value
1496063.00
Base Total Cost
1472684.25
Base Unrealized Gain Loss
23378.75
Base Accrued Interest
8834.63
Local Market Value
1496063.00
Local Total Cost Amount
1472684.25
Local Unrealized Gain Loss
23378.75
Local Accrued Interest
8834.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
2.875% 05 Aug 2021
Maturity Date
2021-08-05T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
525000.00
Base Market Value
526207.50
Base Total Cost
524611.50
Base Unrealized Gain Loss
1596.00
Base Accrued Interest
6121.35
Local Market Value
526207.50
Local Total Cost Amount
524611.50
Local Unrealized Gain Loss
1596.00
Local Accrued Interest
6121.35
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: SANTANDER UK PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK PLC
Security Description
3.05% 23 Aug 2018
Maturity Date
2018-08-23T00:00:00.000
Interest Rate
3.05
Original Face
0.00
Shares Par Value
509000.00
Base Market Value
515377.77
Base Total Cost
523885.97
Base Unrealized Gain Loss
-8508.20
Base Accrued Interest
5519.82
Local Market Value
515377.77
Local Total Cost Amount
523885.97
Local Unrealized Gain Loss
-8508.20
Local Accrued Interest
5519.82
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
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SANTANDER UK PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK PLC
Security Description
5% 07 Nov 2023
Maturity Date
2023-11-07T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
348406.50
Base Total Cost
337853.75
Base Unrealized Gain Loss
10552.75
Base Accrued Interest
2437.50
Local Market Value
348406.50
Local Total Cost Amount
337853.75
Local Unrealized Gain Loss
10552.75
Local Accrued Interest
2437.50
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
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: SBA COMMUNICATIONS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SBA COMMUNICATIONS CORP
Security Description
4.875% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1765000.00
Base Market Value
1795887.50
Base Total Cost
1769452.50
Base Unrealized Gain Loss
26435.00
Base Accrued Interest
28681.25
Local Market Value
1795887.50
Local Total Cost Amount
1769452.50
Local Unrealized Gain Loss
26435.00
Local Accrued Interest
28681.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SBA COMMUNICATIONS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SBA COMMUNICATIONS CORP
Security Description
4.875% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
76312.50
Base Total Cost
74383.50
Base Unrealized Gain Loss
1929.00
Base Accrued Interest
1218.75
Local Market Value
76312.50
Local Total Cost Amount
74383.50
Local Unrealized Gain Loss
1929.00
Local Accrued Interest
1218.75
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
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: SBA TOWER TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SBA TOWER TRUST
Security Description
3.156% 10 Oct 2045
Maturity Date
2045-10-10T00:00:00.000
Interest Rate
3.156
Original Face
0.00
Shares Par Value
4725000.00
Base Market Value
4817326.50
Base Total Cost
4725000.00
Base Unrealized Gain Loss
92326.50
Base Accrued Interest
6627.60
Local Market Value
4817326.50
Local Total Cost Amount
4725000.00
Local Unrealized Gain Loss
92326.50
Local Accrued Interest
6627.60
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SBA TOWER TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SBA TOWER TRUST
Security Description
2.898% 15 Oct 2044
Maturity Date
2044-10-15T00:00:00.000
Interest Rate
2.898
Original Face
4660000.00
Shares Par Value
4660000.00
Base Market Value
4684547.48
Base Total Cost
4660000.00
Base Unrealized Gain Loss
24547.48
Base Accrued Interest
6002.08
Local Market Value
4684547.48
Local Total Cost Amount
4660000.00
Local Unrealized Gain Loss
24547.48
Local Accrued Interest
6002.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Moody S Quality Rating
A2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SBA TOWER TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SBA TOWER TRUST
Security Description
3.598% 09 Apr 2043
Maturity Date
2043-04-09T00:00:00.000
Interest Rate
3.598
Original Face
0.00
Shares Par Value
2685000.00
Base Market Value
2685860.81
Base Total Cost
2685325.00
Base Unrealized Gain Loss
535.81
Base Accrued Interest
4293.61
Local Market Value
2685860.81
Local Total Cost Amount
2685325.00
Local Unrealized Gain Loss
535.81
Local Accrued Interest
4293.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SBA TOWER TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SBA TOWER TRUST
Security Description
2.898% 15 Oct 2044
Maturity Date
2044-10-15T00:00:00.000
Interest Rate
2.898
Original Face
80000.00
Shares Par Value
80000.00
Base Market Value
80421.42
Base Total Cost
79760.00
Base Unrealized Gain Loss
661.42
Base Accrued Interest
103.04
Local Market Value
80421.42
Local Total Cost Amount
79760.00
Local Unrealized Gain Loss
661.42
Local Accrued Interest
103.04
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Moody S Quality Rating
A2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCHLUMBERGER INVESTMENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCHLUMBERGER INVESTMENT
Security Description
3.65% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
3.65
Original Face
0.00
Shares Par Value
675000.00
Base Market Value
709512.75
Base Total Cost
672705.00
Base Unrealized Gain Loss
36807.75
Base Accrued Interest
2053.13
Local Market Value
709512.75
Local Total Cost Amount
672705.00
Local Unrealized Gain Loss
36807.75
Local Accrued Interest
2053.13
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
A1
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
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