Ask NYC Browse All Data Public Safety Transportation Health Buildings

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
DOWNLOAD CSV
Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
5% 01 Aug 2027
Maturity Date
2027-08-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
520000.00
Base Market Value
523900.00
Base Total Cost
520800.00
Base Unrealized Gain Loss
3100.00
Base Accrued Interest
0
Local Market Value
523900.00
Local Total Cost Amount
520800.00
Local Unrealized Gain Loss
3100.00
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
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: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
4.25% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
410000.00
Base Market Value
414706.80
Base Total Cost
409545.74
Base Unrealized Gain Loss
5161.06
Base Accrued Interest
2226.52
Local Market Value
414706.80
Local Total Cost Amount
409545.74
Local Unrealized Gain Loss
5161.06
Local Accrued Interest
2226.52
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
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: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
5.375% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
284281.25
Base Total Cost
275000.00
Base Unrealized Gain Loss
9281.25
Base Accrued Interest
3120.48
Local Market Value
284281.25
Local Total Cost Amount
275000.00
Local Unrealized Gain Loss
9281.25
Local Accrued Interest
3120.48
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
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: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
5.375% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
257000.00
Base Market Value
265995.00
Base Total Cost
257000.00
Base Unrealized Gain Loss
8995.00
Base Accrued Interest
6369.67
Local Market Value
265995.00
Local Total Cost Amount
257000.00
Local Unrealized Gain Loss
8995.00
Local Accrued Interest
6369.67
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
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: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
6% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
212500.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
12500.00
Base Accrued Interest
5533.33
Local Market Value
212500.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
12500.00
Local Accrued Interest
5533.33
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
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: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
5% 01 Aug 2027
Maturity Date
2027-08-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
151125.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
1125.00
Base Accrued Interest
0
Local Market Value
151125.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
1125.00
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
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: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
6% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
119000.00
Base Market Value
126437.50
Base Total Cost
119282.67
Base Unrealized Gain Loss
7154.83
Base Accrued Interest
3292.34
Local Market Value
126437.50
Local Total Cost Amount
119282.67
Local Unrealized Gain Loss
7154.83
Local Accrued Interest
3292.34
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
4.625% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
110000.00
Base Market Value
113162.50
Base Total Cost
113162.50
Base Unrealized Gain Loss
0
Base Accrued Interest
653.92
Local Market Value
113162.50
Local Total Cost Amount
113162.50
Local Unrealized Gain Loss
0
Local Accrued Interest
653.92
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
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: SIX FLAGS ENTERTAINMENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIX FLAGS ENTERTAINMENT
Security Description
4.875% 31 Jul 2024
Maturity Date
2024-07-31T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1085000.00
Base Market Value
1091640.20
Base Total Cost
1100400.00
Base Unrealized Gain Loss
-8759.80
Base Accrued Interest
22039.06
Local Market Value
1091640.20
Local Total Cost Amount
1100400.00
Local Unrealized Gain Loss
-8759.80
Local Accrued Interest
22039.06
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: SIX FLAGS ENTERTAINMENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIX FLAGS ENTERTAINMENT
Security Description
4.875% 31 Jul 2024
Maturity Date
2024-07-31T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
226377.00
Base Total Cost
222679.69
Base Unrealized Gain Loss
3697.31
Base Accrued Interest
4570.31
Local Market Value
226377.00
Local Total Cost Amount
222679.69
Local Unrealized Gain Loss
3697.31
Local Accrued Interest
4570.31
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
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: SKANDINAVISKA ENSKILDA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SKANDINAVISKA ENSKILDA
Security Description
2.375% 25 Mar 2019
Maturity Date
2019-03-25T00:00:00.000
Interest Rate
2.375
Original Face
0.00
Shares Par Value
1750000.00
Base Market Value
1760727.50
Base Total Cost
1745852.50
Base Unrealized Gain Loss
14875.00
Base Accrued Interest
11083.33
Local Market Value
1760727.50
Local Total Cost Amount
1745852.50
Local Unrealized Gain Loss
14875.00
Local Accrued Interest
11083.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: SKY PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SKY PLC
Security Description
3.75% 16 Sep 2024
Maturity Date
2024-09-16T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
410000.00
Base Market Value
421147.90
Base Total Cost
412770.71
Base Unrealized Gain Loss
8377.19
Base Accrued Interest
4484.37
Local Market Value
421147.90
Local Total Cost Amount
412770.71
Local Unrealized Gain Loss
8377.19
Local Accrued Interest
4484.37
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
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: SLM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SLM CORP
Security Description
5.125% 05 Apr 2022
Maturity Date
2022-04-05T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1050000.00
Base Market Value
1071000.00
Base Total Cost
1050000.00
Base Unrealized Gain Loss
21000.00
Base Accrued Interest
12855.21
Local Market Value
1071000.00
Local Total Cost Amount
1050000.00
Local Unrealized Gain Loss
21000.00
Local Accrued Interest
12855.21
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
FINANCE
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: SLM STUDENT LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SLM STUDENT LOAN TRUST
Security Description
2.95% 15 Feb 2046
Maturity Date
2046-02-15T00:00:00.000
Interest Rate
2.95
Original Face
1100000.00
Shares Par Value
525408.46
Base Market Value
528588.07
Base Total Cost
525245.80
Base Unrealized Gain Loss
3342.27
Base Accrued Interest
688.87
Local Market Value
528588.07
Local Total Cost Amount
525245.80
Local Unrealized Gain Loss
3342.27
Local Accrued Interest
688.87
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
Aaa
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
5.625% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1620000.00
Base Market Value
1462050.00
Base Total Cost
1444962.50
Base Unrealized Gain Loss
17087.50
Base Accrued Interest
7593.76
Local Market Value
1462050.00
Local Total Cost Amount
1444962.50
Local Unrealized Gain Loss
17087.50
Local Accrued Interest
7593.76
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.5% 01 Jan 2023
Maturity Date
2023-01-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
1345000.00
Base Market Value
1281112.50
Base Total Cost
1283728.80
Base Unrealized Gain Loss
-2616.30
Base Accrued Interest
0
Local Market Value
1281112.50
Local Total Cost Amount
1283728.80
Local Unrealized Gain Loss
-2616.30
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
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.125% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
1190000.00
Base Market Value
1130500.00
Base Total Cost
1116125.00
Base Unrealized Gain Loss
14375.00
Base Accrued Interest
9313.40
Local Market Value
1130500.00
Local Total Cost Amount
1116125.00
Local Unrealized Gain Loss
14375.00
Local Accrued Interest
9313.40
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.125% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
580000.00
Base Market Value
551000.00
Base Total Cost
536225.00
Base Unrealized Gain Loss
14775.00
Base Accrued Interest
4546.08
Local Market Value
551000.00
Local Total Cost Amount
536225.00
Local Unrealized Gain Loss
14775.00
Local Accrued Interest
4546.08
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
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
1.5% 01 Jul 2021
Maturity Date
2021-07-01T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
577000.00
Base Market Value
518578.75
Base Total Cost
550981.54
Base Unrealized Gain Loss
-32402.79
Base Accrued Interest
0
Local Market Value
518578.75
Local Total Cost Amount
550981.54
Local Unrealized Gain Loss
-32402.79
Local Accrued Interest
0
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.5% 01 Jan 2023
Maturity Date
2023-01-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
465000.00
Base Market Value
442912.50
Base Total Cost
431887.50
Base Unrealized Gain Loss
11025.00
Base Accrued Interest
18.06
Local Market Value
442912.50
Local Total Cost Amount
431887.50
Local Unrealized Gain Loss
11025.00
Local Accrued Interest
18.06
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
5.625% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
455000.00
Base Market Value
410637.50
Base Total Cost
442487.50
Base Unrealized Gain Loss
-31850.00
Base Accrued Interest
2132.81
Local Market Value
410637.50
Local Total Cost Amount
442487.50
Local Unrealized Gain Loss
-31850.00
Local Accrued Interest
2132.81
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
5% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
425000.00
Base Market Value
376125.00
Base Total Cost
371012.50
Base Unrealized Gain Loss
5112.50
Base Accrued Interest
9798.60
Local Market Value
376125.00
Local Total Cost Amount
371012.50
Local Unrealized Gain Loss
5112.50
Local Accrued Interest
9798.60
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
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.125% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
404000.00
Base Market Value
383800.00
Base Total Cost
398968.75
Base Unrealized Gain Loss
-15168.75
Base Accrued Interest
3161.85
Local Market Value
383800.00
Local Total Cost Amount
398968.75
Local Unrealized Gain Loss
-15168.75
Local Accrued Interest
3161.85
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
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
5.625% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
315875.00
Base Total Cost
350000.00
Base Unrealized Gain Loss
-34125.00
Base Accrued Interest
1640.63
Local Market Value
315875.00
Local Total Cost Amount
350000.00
Local Unrealized Gain Loss
-34125.00
Local Accrued Interest
1640.63
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
5% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
310000.00
Base Market Value
274350.00
Base Total Cost
221425.00
Base Unrealized Gain Loss
52925.00
Base Accrued Interest
7152.78
Local Market Value
274350.00
Local Total Cost Amount
221425.00
Local Unrealized Gain Loss
52925.00
Local Accrued Interest
7152.78
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
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.125% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
305000.00
Base Market Value
289750.00
Base Total Cost
302837.50
Base Unrealized Gain Loss
-13087.50
Base Accrued Interest
2387.05
Local Market Value
289750.00
Local Total Cost Amount
302837.50
Local Unrealized Gain Loss
-13087.50
Local Accrued Interest
2387.05
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.75% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
190936.00
Base Total Cost
191900.00
Base Unrealized Gain Loss
-964.00
Base Accrued Interest
3984.40
Local Market Value
190936.00
Local Total Cost Amount
191900.00
Local Unrealized Gain Loss
-964.00
Local Accrued Interest
3984.40
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
1.5% 01 Jul 2021
Maturity Date
2021-07-01T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
170000.00
Base Market Value
152787.50
Base Total Cost
151678.16
Base Unrealized Gain Loss
1109.34
Base Accrued Interest
0
Local Market Value
152787.50
Local Total Cost Amount
151678.16
Local Unrealized Gain Loss
1109.34
Local Accrued Interest
0
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.75% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
143202.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
-6798.00
Base Accrued Interest
2981.25
Local Market Value
143202.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
-6798.00
Local Accrued Interest
2981.25
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
5% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
145000.00
Base Market Value
128325.00
Base Total Cost
132912.50
Base Unrealized Gain Loss
-4587.50
Base Accrued Interest
3343.05
Local Market Value
128325.00
Local Total Cost Amount
132912.50
Local Unrealized Gain Loss
-4587.50
Local Accrued Interest
3343.05
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.75% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
140000.00
Base Market Value
133655.20
Base Total Cost
140000.00
Base Unrealized Gain Loss
-6344.80
Base Accrued Interest
2782.50
Local Market Value
133655.20
Local Total Cost Amount
140000.00
Local Unrealized Gain Loss
-6344.80
Local Accrued Interest
2782.50
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
5.625% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
110000.00
Base Market Value
99275.00
Base Total Cost
102175.00
Base Unrealized Gain Loss
-2900.00
Base Accrued Interest
515.62
Local Market Value
99275.00
Local Total Cost Amount
102175.00
Local Unrealized Gain Loss
-2900.00
Local Accrued Interest
515.62
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.5% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
55000.00
Base Market Value
53487.50
Base Total Cost
52575.00
Base Unrealized Gain Loss
912.50
Base Accrued Interest
456.81
Local Market Value
53487.50
Local Total Cost Amount
52575.00
Local Unrealized Gain Loss
912.50
Local Accrued Interest
456.81
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: SMITHS GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SMITHS GROUP PLC
Security Description
3.625% 12 Oct 2022
Maturity Date
2022-10-12T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
50601.50
Base Total Cost
50014.50
Base Unrealized Gain Loss
587.00
Base Accrued Interest
397.74
Local Market Value
50601.50
Local Total Cost Amount
50014.50
Local Unrealized Gain Loss
587.00
Local Accrued Interest
397.74
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
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: SOFTBANK GROUP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOFTBANK GROUP CORP
Security Description
4.5% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
535000.00
Base Market Value
556180.65
Base Total Cost
552406.25
Base Unrealized Gain Loss
3774.40
Base Accrued Interest
5086.25
Local Market Value
556180.65
Local Total Cost Amount
552406.25
Local Unrealized Gain Loss
3774.40
Local Accrued Interest
5086.25
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
PEN
Local Currency Code: PEN • Trade Country Name: PERU • Security Name: SOL
Local Currency Code
PEN
Trade Country Name
PERU
Security Name
SOL
Interest Rate
0
Original Face
0.00
Shares Par Value
-34.30
Base Market Value
-10.57
Base Total Cost
-10.58
Base Unrealized Gain Loss
0.01
Base Accrued Interest
0
Local Market Value
-34.30
Local Total Cost Amount
-34.30
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: SOLENIS INTL L P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOLENIS INTL L P
Security Description
1% 31 Jul 2022
Maturity Date
2022-07-31T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
502000.00
Base Total Cost
497500.00
Base Unrealized Gain Loss
4500.00
Base Accrued Interest
0
Local Market Value
502000.00
Local Total Cost Amount
497500.00
Local Unrealized Gain Loss
4500.00
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: SOLENIS INTL L P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOLENIS INTL L P
Security Description
1% 31 Jul 2021
Maturity Date
2021-07-31T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
288939.71
Base Market Value
290354.07
Base Total Cost
287495.03
Base Unrealized Gain Loss
2859.04
Base Accrued Interest
0
Local Market Value
290354.07
Local Total Cost Amount
287495.03
Local Unrealized Gain Loss
2859.04
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: SOLVAY FINANCE (AMERICA)
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOLVAY FINANCE (AMERICA)
Security Description
3.4% 03 Dec 2020
Maturity Date
2020-12-03T00:00:00.000
Interest Rate
3.4
Original Face
0.00
Shares Par Value
1618000.00
Base Market Value
1669549.48
Base Total Cost
1617773.48
Base Unrealized Gain Loss
51776.00
Base Accrued Interest
4278.71
Local Market Value
1669549.48
Local Total Cost Amount
1617773.48
Local Unrealized Gain Loss
51776.00
Local Accrued Interest
4278.71
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: SOLVAY FINANCE (AMERICA)
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOLVAY FINANCE (AMERICA)
Security Description
4.45% 03 Dec 2025
Maturity Date
2025-12-03T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
1328000.00
Base Market Value
1413324.00
Base Total Cost
1405613.30
Base Unrealized Gain Loss
7710.70
Base Accrued Interest
4596.35
Local Market Value
1413324.00
Local Total Cost Amount
1405613.30
Local Unrealized Gain Loss
7710.70
Local Accrued Interest
4596.35
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: SONIC AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SONIC AUTOMOTIVE INC
Security Description
5% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1610000.00
Base Market Value
1531512.50
Base Total Cost
1563093.75
Base Unrealized Gain Loss
-31581.25
Base Accrued Interest
10286.11
Local Market Value
1531512.50
Local Total Cost Amount
1563093.75
Local Unrealized Gain Loss
-31581.25
Local Accrued Interest
10286.11
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SONIC AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SONIC AUTOMOTIVE INC
Security Description
6.125% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
505000.00
Base Market Value
502475.00
Base Total Cost
505000.00
Base Unrealized Gain Loss
-2525.00
Base Accrued Interest
9537.13
Local Market Value
502475.00
Local Total Cost Amount
505000.00
Local Unrealized Gain Loss
-2525.00
Local Accrued Interest
9537.13
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: SONIC AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SONIC AUTOMOTIVE INC
Security Description
6.125% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
505000.00
Base Market Value
502475.00
Base Total Cost
505000.00
Base Unrealized Gain Loss
-2525.00
Base Accrued Interest
9537.13
Local Market Value
502475.00
Local Total Cost Amount
505000.00
Local Unrealized Gain Loss
-2525.00
Local Accrued Interest
9537.13
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: SONIC AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SONIC AUTOMOTIVE INC
Security Description
6.125% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
358000.00
Base Market Value
356210.00
Base Total Cost
360345.00
Base Unrealized Gain Loss
-4135.00
Base Accrued Interest
6760.99
Local Market Value
356210.00
Local Total Cost Amount
360345.00
Local Unrealized Gain Loss
-4135.00
Local Accrued Interest
6760.99
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: SONIC AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SONIC AUTOMOTIVE INC
Security Description
5% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
151000.00
Base Market Value
143638.75
Base Total Cost
144321.25
Base Unrealized Gain Loss
-682.50
Base Accrued Interest
964.73
Local Market Value
143638.75
Local Total Cost Amount
144321.25
Local Unrealized Gain Loss
-682.50
Local Accrued Interest
964.73
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
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: SONIC AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SONIC AUTOMOTIVE INC
Security Description
6.125% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
124375.00
Base Total Cost
125000.00
Base Unrealized Gain Loss
-625.00
Base Accrued Interest
2360.68
Local Market Value
124375.00
Local Total Cost Amount
125000.00
Local Unrealized Gain Loss
-625.00
Local Accrued Interest
2360.68
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
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: SOUTH CAROLINA ELEC+GAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTH CAROLINA ELEC+GAS
Security Description
4.35% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
251837.50
Base Total Cost
249792.50
Base Unrealized Gain Loss
2045.00
Base Accrued Interest
4531.25
Local Market Value
251837.50
Local Total Cost Amount
249792.50
Local Unrealized Gain Loss
2045.00
Local Accrued Interest
4531.25
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
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: SOUTHEAST SUPPLY HEADER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHEAST SUPPLY HEADER
Security Description
4.25% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
164000.00
Base Market Value
168595.28
Base Total Cost
163801.56
Base Unrealized Gain Loss
4793.72
Base Accrued Interest
309.78
Local Market Value
168595.28
Local Total Cost Amount
163801.56
Local Unrealized Gain Loss
4793.72
Local Accrued Interest
309.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SOUTHERN CAL EDISON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CAL EDISON
Security Description
4% 01 Apr 2047
Maturity Date
2047-04-01T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
2625000.00
Base Market Value
2745408.75
Base Total Cost
2623162.50
Base Unrealized Gain Loss
122246.25
Base Accrued Interest
28291.67
Local Market Value
2745408.75
Local Total Cost Amount
2623162.50
Local Unrealized Gain Loss
122246.25
Local Accrued Interest
28291.67
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
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: SOUTHERN CAL EDISON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CAL EDISON
Security Description
1.845% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
1.845
Original Face
0.00
Shares Par Value
142857.16
Base Market Value
141058.59
Base Total Cost
143305.72
Base Unrealized Gain Loss
-2247.13
Base Accrued Interest
1098.21
Local Market Value
141058.59
Local Total Cost Amount
143305.72
Local Unrealized Gain Loss
-2247.13
Local Accrued Interest
1098.21
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
ELECTRIC/GAS
Moody S Quality Rating
Aa3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface