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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: SOUTHERN CAL EDISON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CAL EDISON
Security Description
5.95% 01 Feb 2038
Maturity Date
2038-02-01T00:00:00.000
Interest Rate
5.95
Original Face
0.00
Shares Par Value
60000.00
Base Market Value
77429.40
Base Total Cost
59724.00
Base Unrealized Gain Loss
17705.40
Base Accrued Interest
1487.50
Local Market Value
77429.40
Local Total Cost Amount
59724.00
Local Unrealized Gain Loss
17705.40
Local Accrued Interest
1487.50
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
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 CALIF GAS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CALIF GAS CO
Security Description
1.55% 15 Jun 2018
Maturity Date
2018-06-15T00:00:00.000
Interest Rate
1.55
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
999960.00
Base Total Cost
999970.00
Base Unrealized Gain Loss
-10.00
Base Accrued Interest
688.89
Local Market Value
999960.00
Local Total Cost Amount
999970.00
Local Unrealized Gain Loss
-10.00
Local Accrued Interest
688.89
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: SOUTHERN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO
Security Description
4.4% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
4.4
Original Face
0.00
Shares Par Value
3395000.00
Base Market Value
3456687.15
Base Total Cost
3377413.90
Base Unrealized Gain Loss
79273.25
Base Accrued Interest
0
Local Market Value
3456687.15
Local Total Cost Amount
3377413.90
Local Unrealized Gain Loss
79273.25
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
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 CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO
Security Description
4.25% 01 Jul 2036
Maturity Date
2036-07-01T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
2815000.00
Base Market Value
2865585.55
Base Total Cost
2803148.85
Base Unrealized Gain Loss
62436.70
Base Accrued Interest
0
Local Market Value
2865585.55
Local Total Cost Amount
2803148.85
Local Unrealized Gain Loss
62436.70
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
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: 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
-1552227.16
Base Market Value
-1552227.16
Base Total Cost
-1552227.16
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-1552227.16
Local Total Cost Amount
-1552227.16
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: SOUTHERN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO
Security Description
2.95% 01 Jul 2023
Maturity Date
2023-07-01T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
1575000.00
Base Market Value
1564904.25
Base Total Cost
1573661.25
Base Unrealized Gain Loss
-8757.00
Base Accrued Interest
0
Local Market Value
1564904.25
Local Total Cost Amount
1573661.25
Local Unrealized Gain Loss
-8757.00
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
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 CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO
Security Description
1.55% 01 Jul 2018
Maturity Date
2018-07-01T00:00:00.000
Interest Rate
1.55
Original Face
0.00
Shares Par Value
1277000.00
Base Market Value
1273641.49
Base Total Cost
1276093.33
Base Unrealized Gain Loss
-2451.84
Base Accrued Interest
0
Local Market Value
1273641.49
Local Total Cost Amount
1276093.33
Local Unrealized Gain Loss
-2451.84
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
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 CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO
Security Description
1.85% 01 Jul 2019
Maturity Date
2019-07-01T00:00:00.000
Interest Rate
1.85
Original Face
0.00
Shares Par Value
1276000.00
Base Market Value
1271049.12
Base Total Cost
1275757.56
Base Unrealized Gain Loss
-4708.44
Base Accrued Interest
0
Local Market Value
1271049.12
Local Total Cost Amount
1275757.56
Local Unrealized Gain Loss
-4708.44
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
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 CO GAS CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO GAS CAPITAL
Security Description
2.45% 01 Oct 2023
Maturity Date
2023-10-01T00:00:00.000
Interest Rate
2.45
Original Face
0.00
Shares Par Value
880000.00
Base Market Value
853705.60
Base Total Cost
879313.60
Base Unrealized Gain Loss
-25608.00
Base Accrued Interest
5390.00
Local Market Value
853705.60
Local Total Cost Amount
879313.60
Local Unrealized Gain Loss
-25608.00
Local Accrued Interest
5390.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SOUTHERN CO GAS CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO GAS CAPITAL
Security Description
4.4% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
4.4
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
457488.00
Base Total Cost
448281.00
Base Unrealized Gain Loss
9207.00
Base Accrued Interest
1650.00
Local Market Value
457488.00
Local Total Cost Amount
448281.00
Local Unrealized Gain Loss
9207.00
Local Accrued Interest
1650.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SOUTHERN CO GAS CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN CO GAS CAPITAL
Security Description
2.45% 01 Oct 2023
Maturity Date
2023-10-01T00:00:00.000
Interest Rate
2.45
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
97012.00
Base Total Cost
99922.00
Base Unrealized Gain Loss
-2910.00
Base Accrued Interest
612.50
Local Market Value
97012.00
Local Total Cost Amount
99922.00
Local Unrealized Gain Loss
-2910.00
Local Accrued Interest
612.50
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
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: SOUTHERN COPPER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN COPPER CORP
Security Description
5.25% 08 Nov 2042
Maturity Date
2042-11-08T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
2585000.00
Base Market Value
2570162.10
Base Total Cost
2164817.13
Base Unrealized Gain Loss
405344.97
Base Accrued Interest
19979.90
Local Market Value
2570162.10
Local Total Cost Amount
2164817.13
Local Unrealized Gain Loss
405344.97
Local Accrued Interest
19979.90
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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 COPPER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN COPPER CORP
Security Description
6.75% 16 Apr 2040
Maturity Date
2040-04-16T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
850000.00
Base Market Value
979013.00
Base Total Cost
834520.50
Base Unrealized Gain Loss
144492.50
Base Accrued Interest
11953.13
Local Market Value
979013.00
Local Total Cost Amount
834520.50
Local Unrealized Gain Loss
144492.50
Local Accrued Interest
11953.13
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
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 COPPER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN COPPER CORP
Security Description
5.25% 08 Nov 2042
Maturity Date
2042-11-08T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
497130.00
Base Total Cost
469455.00
Base Unrealized Gain Loss
27675.00
Base Accrued Interest
3864.58
Local Market Value
497130.00
Local Total Cost Amount
469455.00
Local Unrealized Gain Loss
27675.00
Local Accrued Interest
3864.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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 COPPER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN COPPER CORP
Security Description
7.5% 27 Jul 2035
Maturity Date
2035-07-27T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
339490.25
Base Total Cost
295581.00
Base Unrealized Gain Loss
43909.25
Base Accrued Interest
8822.92
Local Market Value
339490.25
Local Total Cost Amount
295581.00
Local Unrealized Gain Loss
43909.25
Local Accrued Interest
8822.92
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
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 COPPER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN COPPER CORP
Security Description
5.875% 23 Apr 2045
Maturity Date
2045-04-23T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
190000.00
Base Market Value
203127.10
Base Total Cost
187782.70
Base Unrealized Gain Loss
15344.40
Base Accrued Interest
2108.47
Local Market Value
203127.10
Local Total Cost Amount
187782.70
Local Unrealized Gain Loss
15344.40
Local Accrued Interest
2108.47
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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 COPPER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN COPPER CORP
Security Description
5.875% 23 Apr 2045
Maturity Date
2045-04-23T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
80181.75
Base Total Cost
74124.75
Base Unrealized Gain Loss
6057.00
Base Accrued Interest
832.29
Local Market Value
80181.75
Local Total Cost Amount
74124.75
Local Unrealized Gain Loss
6057.00
Local Accrued Interest
832.29
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 NAT GAS/ISSUING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN NAT GAS/ISSUING
Security Description
4.4% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
4.4
Original Face
0.00
Shares Par Value
36000.00
Base Market Value
38104.56
Base Total Cost
35967.96
Base Unrealized Gain Loss
2136.60
Base Accrued Interest
70.40
Local Market Value
38104.56
Local Total Cost Amount
35967.96
Local Unrealized Gain Loss
2136.60
Local Accrued Interest
70.40
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
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 NATURAL GAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN NATURAL GAS
Security Description
4.8% 15 Mar 2047
Maturity Date
2047-03-15T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
240000.00
Base Market Value
253975.20
Base Total Cost
239318.40
Base Unrealized Gain Loss
14656.80
Base Accrued Interest
3424.00
Local Market Value
253975.20
Local Total Cost Amount
239318.40
Local Unrealized Gain Loss
14656.80
Local Accrued Interest
3424.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SOUTHERN POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHERN POWER CO
Security Description
5.15% 15 Sep 2041
Maturity Date
2041-09-15T00:00:00.000
Interest Rate
5.15
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
394830.00
Base Total Cost
394166.25
Base Unrealized Gain Loss
663.75
Base Accrued Interest
5686.46
Local Market Value
394830.00
Local Total Cost Amount
394166.25
Local Unrealized Gain Loss
663.75
Local Accrued Interest
5686.46
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
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: SOUTHWEST AIRLINES CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHWEST AIRLINES CO
Security Description
3% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
4900000.00
Base Market Value
4752412.00
Base Total Cost
4862172.00
Base Unrealized Gain Loss
-109760.00
Base Accrued Interest
18783.33
Local Market Value
4752412.00
Local Total Cost Amount
4862172.00
Local Unrealized Gain Loss
-109760.00
Local Accrued Interest
18783.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SOUTHWESTERN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHWESTERN ENERGY CO
Security Description
6.7% 23 Jan 2025
Maturity Date
2025-01-23T00:00:00.000
Interest Rate
6.7
Original Face
0.00
Shares Par Value
1490000.00
Base Market Value
1456475.00
Base Total Cost
1496718.75
Base Unrealized Gain Loss
-40243.75
Base Accrued Interest
43814.29
Local Market Value
1456475.00
Local Total Cost Amount
1496718.75
Local Unrealized Gain Loss
-40243.75
Local Accrued Interest
43814.29
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: SOUTHWESTERN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHWESTERN ENERGY CO
Security Description
6.7% 23 Jan 2025
Maturity Date
2025-01-23T00:00:00.000
Interest Rate
6.7
Original Face
0.00
Shares Par Value
966000.00
Base Market Value
944265.00
Base Total Cost
966000.00
Base Unrealized Gain Loss
-21735.00
Base Accrued Interest
28405.77
Local Market Value
944265.00
Local Total Cost Amount
966000.00
Local Unrealized Gain Loss
-21735.00
Local Accrued Interest
28405.77
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: SOUTHWESTERN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHWESTERN ENERGY CO
Security Description
4.1% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
4.1
Original Face
0.00
Shares Par Value
805000.00
Base Market Value
750163.40
Base Total Cost
653618.75
Base Unrealized Gain Loss
96544.65
Base Accrued Interest
9718.13
Local Market Value
750163.40
Local Total Cost Amount
653618.75
Local Unrealized Gain Loss
96544.65
Local Accrued Interest
9718.13
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
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: SOUTHWESTERN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHWESTERN ENERGY CO
Security Description
6.7% 23 Jan 2025
Maturity Date
2025-01-23T00:00:00.000
Interest Rate
6.7
Original Face
0.00
Shares Par Value
335000.00
Base Market Value
327462.50
Base Total Cost
317650.00
Base Unrealized Gain Loss
9812.50
Base Accrued Interest
9850.86
Local Market Value
327462.50
Local Total Cost Amount
317650.00
Local Unrealized Gain Loss
9812.50
Local Accrued Interest
9850.86
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: SOUTHWESTERN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHWESTERN ENERGY CO
Security Description
6.7% 23 Jan 2025
Maturity Date
2025-01-23T00:00:00.000
Interest Rate
6.7
Original Face
0.00
Shares Par Value
115000.00
Base Market Value
112412.50
Base Total Cost
109592.26
Base Unrealized Gain Loss
2820.24
Base Accrued Interest
3381.64
Local Market Value
112412.50
Local Total Cost Amount
109592.26
Local Unrealized Gain Loss
2820.24
Local Accrued Interest
3381.64
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
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: SOUTHWESTERN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHWESTERN ENERGY CO
Security Description
6.7% 23 Jan 2025
Maturity Date
2025-01-23T00:00:00.000
Interest Rate
6.7
Original Face
0.00
Shares Par Value
30000.00
Base Market Value
29325.00
Base Total Cost
29212.50
Base Unrealized Gain Loss
112.50
Base Accrued Interest
882.17
Local Market Value
29325.00
Local Total Cost Amount
29212.50
Local Unrealized Gain Loss
112.50
Local Accrued Interest
882.17
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: SP FINCO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SP FINCO LLC
Security Description
6.75% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
305000.00
Base Market Value
308812.50
Base Total Cost
305000.00
Base Unrealized Gain Loss
3812.50
Base Accrued Interest
57.19
Local Market Value
308812.50
Local Total Cost Amount
305000.00
Local Unrealized Gain Loss
3812.50
Local Accrued Interest
57.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPCM SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPCM SA
Security Description
4.875% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
765000.00
Base Total Cost
750000.00
Base Unrealized Gain Loss
15000.00
Base Accrued Interest
7210.94
Local Market Value
765000.00
Local Total Cost Amount
750000.00
Local Unrealized Gain Loss
15000.00
Local Accrued Interest
7210.94
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
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: SPRINT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CAPITAL CORP
Security Description
8.75% 15 Mar 2032
Maturity Date
2032-03-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
715000.00
Base Market Value
900900.00
Base Total Cost
543244.56
Base Unrealized Gain Loss
357655.44
Base Accrued Interest
18421.18
Local Market Value
900900.00
Local Total Cost Amount
543244.56
Local Unrealized Gain Loss
357655.44
Local Accrued Interest
18421.18
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
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: SPECTRA ENERGY CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRA ENERGY CAPITAL
Security Description
5.65% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
5.65
Original Face
0.00
Shares Par Value
1123000.00
Base Market Value
1206652.27
Base Total Cost
1134517.90
Base Unrealized Gain Loss
72134.37
Base Accrued Interest
21149.83
Local Market Value
1206652.27
Local Total Cost Amount
1134517.90
Local Unrealized Gain Loss
72134.37
Local Accrued Interest
21149.83
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
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: SPECTRA ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRA ENERGY PARTNERS
Security Description
3.375% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
3.375
Original Face
0.00
Shares Par Value
2430000.00
Base Market Value
2375252.10
Base Total Cost
2363314.08
Base Unrealized Gain Loss
11938.02
Base Accrued Interest
17313.77
Local Market Value
2375252.10
Local Total Cost Amount
2363314.08
Local Unrealized Gain Loss
11938.02
Local Accrued Interest
17313.77
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPECTRA ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRA ENERGY PARTNERS
Security Description
3.375% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
3.375
Original Face
0.00
Shares Par Value
751000.00
Base Market Value
734079.97
Base Total Cost
749986.15
Base Unrealized Gain Loss
-15906.18
Base Accrued Interest
5350.88
Local Market Value
734079.97
Local Total Cost Amount
749986.15
Local Unrealized Gain Loss
-15906.18
Local Accrued Interest
5350.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPECTRA ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRA ENERGY PARTNERS
Security Description
4.75% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
805837.50
Base Total Cost
813187.50
Base Unrealized Gain Loss
-7350.00
Base Accrued Interest
10489.58
Local Market Value
805837.50
Local Total Cost Amount
813187.50
Local Unrealized Gain Loss
-7350.00
Local Accrued Interest
10489.58
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
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPECTRA ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRA ENERGY PARTNERS
Security Description
5.95% 25 Sep 2043
Maturity Date
2043-09-25T00:00:00.000
Interest Rate
5.95
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
173089.50
Base Total Cost
149812.50
Base Unrealized Gain Loss
23277.00
Base Accrued Interest
2380.00
Local Market Value
173089.50
Local Total Cost Amount
149812.50
Local Unrealized Gain Loss
23277.00
Local Accrued Interest
2380.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
5.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1605000.00
Base Market Value
1721523.00
Base Total Cost
1662890.39
Base Unrealized Gain Loss
58632.61
Base Accrued Interest
42554.78
Local Market Value
1721523.00
Local Total Cost Amount
1662890.39
Local Unrealized Gain Loss
58632.61
Local Accrued Interest
42554.78
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
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: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
5.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
825000.00
Base Market Value
884895.00
Base Total Cost
844862.30
Base Unrealized Gain Loss
40032.70
Base Accrued Interest
21873.96
Local Market Value
884895.00
Local Total Cost Amount
844862.30
Local Unrealized Gain Loss
40032.70
Local Accrued Interest
21873.96
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
6.125% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
642750.00
Base Total Cost
606650.00
Base Unrealized Gain Loss
36100.00
Base Accrued Interest
1633.33
Local Market Value
642750.00
Local Total Cost Amount
606650.00
Local Unrealized Gain Loss
36100.00
Local Accrued Interest
1633.33
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
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: ALLEGIANT TRAVEL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGIANT TRAVEL CO
Security Description
COMMON STOCK USD.001
Interest Rate
0
Original Face
0.00
Shares Par Value
2791.00
Base Market Value
378459.60
Base Total Cost
105196.48
Base Unrealized Gain Loss
273263.12
Base Accrued Interest
0
Local Market Value
378459.60
Local Total Cost Amount
105196.48
Local Unrealized Gain Loss
273263.12
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
INDUSTRIALS
Minor Industry Name
AIRLINES
Moody S Quality Rating
NA
S And P Quality Rating
NR
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
6.625% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
340437.50
Base Total Cost
327937.50
Base Unrealized Gain Loss
12500.00
Base Accrued Interest
2751.21
Local Market Value
340437.50
Local Total Cost Amount
327937.50
Local Unrealized Gain Loss
12500.00
Local Accrued Interest
2751.21
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
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: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
5.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
294965.00
Base Total Cost
289931.25
Base Unrealized Gain Loss
5033.75
Base Accrued Interest
7296.11
Local Market Value
294965.00
Local Total Cost Amount
289931.25
Local Unrealized Gain Loss
5033.75
Local Accrued Interest
7296.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
6.125% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
64000.00
Base Market Value
68560.00
Base Total Cost
68160.00
Base Unrealized Gain Loss
400.00
Base Accrued Interest
174.22
Local Market Value
68560.00
Local Total Cost Amount
68160.00
Local Unrealized Gain Loss
400.00
Local Accrued Interest
174.22
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
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: SPIRIT AEROSYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPIRIT AEROSYSTEMS INC
Security Description
3.85% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
100944.00
Base Total Cost
100603.50
Base Unrealized Gain Loss
340.50
Base Accrued Interest
171.12
Local Market Value
100944.00
Local Total Cost Amount
100603.50
Local Unrealized Gain Loss
340.50
Local Accrued Interest
171.12
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: SPIRIT REALTY CAPITAL IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPIRIT REALTY CAPITAL IN
Security Description
3.75% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
2870000.00
Base Market Value
2848475.00
Base Total Cost
3063950.88
Base Unrealized Gain Loss
-215475.88
Base Accrued Interest
13752.10
Local Market Value
2848475.00
Local Total Cost Amount
3063950.88
Local Unrealized Gain Loss
-215475.88
Local Accrued Interest
13752.10
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: SPIRIT REALTY CAPITAL IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPIRIT REALTY CAPITAL IN
Security Description
2.875% 15 May 2019
Maturity Date
2019-05-15T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
965000.00
Base Market Value
955957.95
Base Total Cost
1001354.08
Base Unrealized Gain Loss
-45396.13
Base Accrued Interest
3545.02
Local Market Value
955957.95
Local Total Cost Amount
1001354.08
Local Unrealized Gain Loss
-45396.13
Local Accrued Interest
3545.02
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: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
5.25% 15 Dec 2019
Maturity Date
2019-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
605000.00
Base Market Value
629260.50
Base Total Cost
591387.50
Base Unrealized Gain Loss
37873.00
Base Accrued Interest
1411.67
Local Market Value
629260.50
Local Total Cost Amount
591387.50
Local Unrealized Gain Loss
37873.00
Local Accrued Interest
1411.67
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
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: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
6.125% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
555000.00
Base Market Value
585525.00
Base Total Cost
555862.50
Base Unrealized Gain Loss
29662.50
Base Accrued Interest
4348.75
Local Market Value
585525.00
Local Total Cost Amount
555862.50
Local Unrealized Gain Loss
29662.50
Local Accrued Interest
4348.75
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
FINANCE
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: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
7.75% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
559375.00
Base Total Cost
529750.00
Base Unrealized Gain Loss
29625.00
Base Accrued Interest
9687.50
Local Market Value
559375.00
Local Total Cost Amount
529750.00
Local Unrealized Gain Loss
29625.00
Local Accrued Interest
9687.50
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
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: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
8.25% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
449000.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
49000.00
Base Accrued Interest
1466.67
Local Market Value
449000.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
49000.00
Local Accrued Interest
1466.67
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
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: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
6.5% 15 Sep 2017
Maturity Date
2017-09-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
302625.00
Base Total Cost
257250.00
Base Unrealized Gain Loss
45375.00
Base Accrued Interest
5741.67
Local Market Value
302625.00
Local Total Cost Amount
257250.00
Local Unrealized Gain Loss
45375.00
Local Accrued Interest
5741.67
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
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