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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: ANHEUSER BUSCH INBEV FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV FIN
Security Description
4.9% 01 Feb 2046
Maturity Date
2046-02-01T00:00:00.000
Interest Rate
4.9
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
282160.00
Base Total Cost
249412.50
Base Unrealized Gain Loss
32747.50
Base Accrued Interest
5104.17
Local Market Value
282160.00
Local Total Cost Amount
249412.50
Local Unrealized Gain Loss
32747.50
Local Accrued Interest
5104.17
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
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: ANHEUSER BUSCH INBEV FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV FIN
Security Description
3.65% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
3.65
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
154540.50
Base Total Cost
154700.80
Base Unrealized Gain Loss
-160.30
Base Accrued Interest
2281.25
Local Market Value
154540.50
Local Total Cost Amount
154700.80
Local Unrealized Gain Loss
-160.30
Local Accrued Interest
2281.25
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
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: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
7.75% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
815407.50
Base Total Cost
872812.50
Base Unrealized Gain Loss
-57405.00
Base Accrued Interest
26802.08
Local Market Value
815407.50
Local Total Cost Amount
872812.50
Local Unrealized Gain Loss
-57405.00
Local Accrued Interest
26802.08
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
INDUSTRIAL
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: ANIXTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANIXTER INC
Security Description
5.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
801562.50
Base Total Cost
750000.00
Base Unrealized Gain Loss
51562.50
Base Accrued Interest
13750.00
Local Market Value
801562.50
Local Total Cost Amount
750000.00
Local Unrealized Gain Loss
51562.50
Local Accrued Interest
13750.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ANIXTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANIXTER INC
Security Description
5.125% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
298000.00
Base Market Value
317370.00
Base Total Cost
298000.00
Base Unrealized Gain Loss
19370.00
Base Accrued Interest
3818.12
Local Market Value
317370.00
Local Total Cost Amount
298000.00
Local Unrealized Gain Loss
19370.00
Local Accrued Interest
3818.12
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
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: ANIXTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANIXTER INC
Security Description
5.125% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
266250.00
Base Total Cost
250625.00
Base Unrealized Gain Loss
15625.00
Base Accrued Interest
3203.12
Local Market Value
266250.00
Local Total Cost Amount
250625.00
Local Unrealized Gain Loss
15625.00
Local Accrued Interest
3203.12
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
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: ANIXTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANIXTER INC
Security Description
5.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
207000.00
Base Market Value
221231.25
Base Total Cost
207000.00
Base Unrealized Gain Loss
14231.25
Base Accrued Interest
3795.00
Local Market Value
221231.25
Local Total Cost Amount
207000.00
Local Unrealized Gain Loss
14231.25
Local Accrued Interest
3795.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ANTERO MIDSTREAM PART/FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO MIDSTREAM PART/FI
Security Description
5.375% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
865000.00
Base Market Value
884462.50
Base Total Cost
872181.25
Base Unrealized Gain Loss
12281.25
Base Accrued Interest
13694.28
Local Market Value
884462.50
Local Total Cost Amount
872181.25
Local Unrealized Gain Loss
12281.25
Local Accrued Interest
13694.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANTERO MIDSTREAM PART/FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO MIDSTREAM PART/FI
Security Description
5.375% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
780000.00
Base Market Value
797550.00
Base Total Cost
784450.00
Base Unrealized Gain Loss
13100.00
Base Accrued Interest
12344.59
Local Market Value
797550.00
Local Total Cost Amount
784450.00
Local Unrealized Gain Loss
13100.00
Local Accrued Interest
12344.59
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: ANTERO MIDSTREAM PART/FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO MIDSTREAM PART/FI
Security Description
5.375% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
102250.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
2250.00
Base Accrued Interest
1582.64
Local Market Value
102250.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
2250.00
Local Accrued Interest
1582.64
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: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.375% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
1660000.00
Base Market Value
1676600.00
Base Total Cost
1624637.50
Base Unrealized Gain Loss
51962.50
Base Accrued Interest
14870.84
Local Market Value
1676600.00
Local Total Cost Amount
1624637.50
Local Unrealized Gain Loss
51962.50
Local Accrued Interest
14870.84
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: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.125% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1210000.00
Base Market Value
1212637.80
Base Total Cost
1157818.75
Base Unrealized Gain Loss
54819.05
Base Accrued Interest
5167.70
Local Market Value
1212637.80
Local Total Cost Amount
1157818.75
Local Unrealized Gain Loss
54819.05
Local Accrued Interest
5167.70
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: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.125% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
790000.00
Base Market Value
791722.20
Base Total Cost
669447.48
Base Unrealized Gain Loss
122274.72
Base Accrued Interest
3384.63
Local Market Value
791722.20
Local Total Cost Amount
669447.48
Local Unrealized Gain Loss
122274.72
Local Accrued Interest
3384.63
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
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: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.375% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
405000.00
Base Market Value
409050.00
Base Total Cost
391572.30
Base Unrealized Gain Loss
17477.70
Base Accrued Interest
3628.10
Local Market Value
409050.00
Local Total Cost Amount
391572.30
Local Unrealized Gain Loss
17477.70
Local Accrued Interest
3628.10
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: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.625% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
220000.00
Base Market Value
222750.00
Base Total Cost
212150.00
Base Unrealized Gain Loss
10600.00
Base Accrued Interest
1031.25
Local Market Value
222750.00
Local Total Cost Amount
212150.00
Local Unrealized Gain Loss
10600.00
Local Accrued Interest
1031.25
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
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: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.375% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
90000.00
Base Market Value
90900.00
Base Total Cost
87678.95
Base Unrealized Gain Loss
3221.05
Base Accrued Interest
806.25
Local Market Value
90900.00
Local Total Cost Amount
87678.95
Local Unrealized Gain Loss
3221.05
Local Accrued Interest
806.25
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
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: ANTHEM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTHEM INC
Security Description
2.75% 15 Oct 2042
Maturity Date
2042-10-15T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
1655000.00
Base Market Value
4262667.65
Base Total Cost
1929500.39
Base Unrealized Gain Loss
2333167.26
Base Accrued Interest
9608.19
Local Market Value
4262667.65
Local Total Cost Amount
1929500.39
Local Unrealized Gain Loss
2333167.26
Local Accrued Interest
9608.19
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
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANTHEM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTHEM INC
Security Description
4.625% 15 May 2042
Maturity Date
2042-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
415000.00
Base Market Value
448025.70
Base Total Cost
412061.80
Base Unrealized Gain Loss
35963.90
Base Accrued Interest
2452.53
Local Market Value
448025.70
Local Total Cost Amount
412061.80
Local Unrealized Gain Loss
35963.90
Local Accrued Interest
2452.53
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
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: ANTHEM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTHEM INC
Security Description
3.3% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
3.3
Original Face
0.00
Shares Par Value
352000.00
Base Market Value
359004.80
Base Total Cost
353222.03
Base Unrealized Gain Loss
5782.77
Base Accrued Interest
5356.27
Local Market Value
359004.80
Local Total Cost Amount
353222.03
Local Unrealized Gain Loss
5782.77
Local Accrued Interest
5356.27
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
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANTHEM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTHEM INC
Security Description
4.65% 15 Aug 2044
Maturity Date
2044-08-15T00:00:00.000
Interest Rate
4.65
Original Face
0.00
Shares Par Value
195000.00
Base Market Value
211214.25
Base Total Cost
194592.45
Base Unrealized Gain Loss
16621.80
Base Accrued Interest
3425.50
Local Market Value
211214.25
Local Total Cost Amount
194592.45
Local Unrealized Gain Loss
16621.80
Local Accrued Interest
3425.50
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
Baa2
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: ANTHEM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTHEM INC
Security Description
1.875% 15 Jan 2018
Maturity Date
2018-01-15T00:00:00.000
Interest Rate
1.875
Original Face
0.00
Shares Par Value
78000.00
Base Market Value
78064.74
Base Total Cost
77822.16
Base Unrealized Gain Loss
242.58
Base Accrued Interest
674.38
Local Market Value
78064.74
Local Total Cost Amount
77822.16
Local Unrealized Gain Loss
242.58
Local Accrued Interest
674.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
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: AON CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AON CORP
Security Description
6.25% 30 Sep 2040
Maturity Date
2040-09-30T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
206000.00
Base Market Value
259632.10
Base Total Cost
209787.28
Base Unrealized Gain Loss
49844.82
Base Accrued Interest
3254.51
Local Market Value
259632.10
Local Total Cost Amount
209787.28
Local Unrealized Gain Loss
49844.82
Local Accrued Interest
3254.51
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
FINANCE
Moody S Quality Rating
Baa2
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: AON PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AON PLC
Security Description
4.75% 15 May 2045
Maturity Date
2045-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
1200000.00
Base Market Value
1298400.00
Base Total Cost
1196196.00
Base Unrealized Gain Loss
102204.00
Base Accrued Interest
7283.33
Local Market Value
1298400.00
Local Total Cost Amount
1196196.00
Local Unrealized Gain Loss
102204.00
Local Accrued Interest
7283.33
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
Baa2
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: APACHE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APACHE CORP
Security Description
2.625% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
2.625
Original Face
0.00
Shares Par Value
900000.00
Base Market Value
878400.00
Base Total Cost
846729.00
Base Unrealized Gain Loss
31671.00
Base Accrued Interest
10893.75
Local Market Value
878400.00
Local Total Cost Amount
846729.00
Local Unrealized Gain Loss
31671.00
Local Accrued Interest
10893.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: APACHE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APACHE CORP
Security Description
5.25% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
393078.75
Base Total Cost
375180.00
Base Unrealized Gain Loss
17898.75
Base Accrued Interest
8203.13
Local Market Value
393078.75
Local Total Cost Amount
375180.00
Local Unrealized Gain Loss
17898.75
Local Accrued Interest
8203.13
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
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: APACHE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APACHE CORP
Security Description
4.75% 15 Apr 2043
Maturity Date
2043-04-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
83000.00
Base Market Value
83242.36
Base Total Cost
82771.75
Base Unrealized Gain Loss
470.61
Base Accrued Interest
832.30
Local Market Value
83242.36
Local Total Cost Amount
82771.75
Local Unrealized Gain Loss
470.61
Local Accrued Interest
832.30
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: APEX TOOL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APEX TOOL GROUP
Security Description
7% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
1205000.00
Base Market Value
1120650.00
Base Total Cost
1239080.20
Base Unrealized Gain Loss
-118430.20
Base Accrued Interest
35145.83
Local Market Value
1120650.00
Local Total Cost Amount
1239080.20
Local Unrealized Gain Loss
-118430.20
Local Accrued Interest
35145.83
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
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: APPALACHIAN POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPALACHIAN POWER CO
Security Description
4.45% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
2510000.00
Base Market Value
2700082.30
Base Total Cost
2401040.90
Base Unrealized Gain Loss
299041.40
Base Accrued Interest
9307.92
Local Market Value
2700082.30
Local Total Cost Amount
2401040.90
Local Unrealized Gain Loss
299041.40
Local Accrued Interest
9307.92
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
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: APPALACHIAN POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPALACHIAN POWER CO
Security Description
6.375% 01 Apr 2036
Maturity Date
2036-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
725000.00
Base Market Value
923505.00
Base Total Cost
722803.25
Base Unrealized Gain Loss
200701.75
Base Accrued Interest
11554.68
Local Market Value
923505.00
Local Total Cost Amount
722803.25
Local Unrealized Gain Loss
200701.75
Local Accrued Interest
11554.68
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
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: APPALACHIAN POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPALACHIAN POWER CO
Security Description
3.3% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
3.3
Original Face
0.00
Shares Par Value
465000.00
Base Market Value
470919.45
Base Total Cost
462628.50
Base Unrealized Gain Loss
8290.95
Base Accrued Interest
2131.25
Local Market Value
470919.45
Local Total Cost Amount
462628.50
Local Unrealized Gain Loss
8290.95
Local Accrued Interest
2131.25
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
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: APPALACHIAN POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPALACHIAN POWER CO
Security Description
4.45% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
376505.50
Base Total Cost
347469.50
Base Unrealized Gain Loss
29036.00
Base Accrued Interest
1297.92
Local Market Value
376505.50
Local Total Cost Amount
347469.50
Local Unrealized Gain Loss
29036.00
Local Accrued Interest
1297.92
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
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
2.85% 11 May 2024
Maturity Date
2024-05-11T00:00:00.000
Interest Rate
2.85
Original Face
0.00
Shares Par Value
3215000.00
Base Market Value
3230592.75
Base Total Cost
3211945.75
Base Unrealized Gain Loss
18647.00
Base Accrued Interest
12726.04
Local Market Value
3230592.75
Local Total Cost Amount
3211945.75
Local Unrealized Gain Loss
18647.00
Local Accrued Interest
12726.04
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
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
1.8% 11 May 2020
Maturity Date
2020-05-11T00:00:00.000
Interest Rate
1.8
Original Face
0.00
Shares Par Value
2685000.00
Base Market Value
2683442.70
Base Total Cost
2687443.35
Base Unrealized Gain Loss
-4000.65
Base Accrued Interest
6712.50
Local Market Value
2683442.70
Local Total Cost Amount
2687443.35
Local Unrealized Gain Loss
-4000.65
Local Accrued Interest
6712.50
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
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
2.25% 23 Feb 2021
Maturity Date
2021-02-23T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1006630.00
Base Total Cost
1004894.00
Base Unrealized Gain Loss
1736.00
Base Accrued Interest
8000.00
Local Market Value
1006630.00
Local Total Cost Amount
1004894.00
Local Unrealized Gain Loss
1736.00
Local Accrued Interest
8000.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
4.375% 13 May 2045
Maturity Date
2045-05-13T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
995000.00
Base Market Value
1075754.20
Base Total Cost
991368.25
Base Unrealized Gain Loss
84385.95
Base Accrued Interest
5804.17
Local Market Value
1075754.20
Local Total Cost Amount
991368.25
Local Unrealized Gain Loss
84385.95
Local Accrued Interest
5804.17
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
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
3.2% 11 May 2027
Maturity Date
2027-05-11T00:00:00.000
Interest Rate
3.2
Original Face
0.00
Shares Par Value
990000.00
Base Market Value
1001563.20
Base Total Cost
990000.00
Base Unrealized Gain Loss
11563.20
Base Accrued Interest
4400.00
Local Market Value
1001563.20
Local Total Cost Amount
990000.00
Local Unrealized Gain Loss
11563.20
Local Accrued Interest
4400.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
3.85% 04 Aug 2046
Maturity Date
2046-08-04T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
863000.00
Base Market Value
862413.16
Base Total Cost
860713.05
Base Unrealized Gain Loss
1700.11
Base Accrued Interest
13567.08
Local Market Value
862413.16
Local Total Cost Amount
860713.05
Local Unrealized Gain Loss
1700.11
Local Accrued Interest
13567.08
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
INDUSTRIAL
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
3.85% 04 Aug 2046
Maturity Date
2046-08-04T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
840000.00
Base Market Value
839428.80
Base Total Cost
876027.60
Base Unrealized Gain Loss
-36598.80
Base Accrued Interest
13205.50
Local Market Value
839428.80
Local Total Cost Amount
876027.60
Local Unrealized Gain Loss
-36598.80
Local Accrued Interest
13205.50
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
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
3.85% 04 Aug 2046
Maturity Date
2046-08-04T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
630000.00
Base Market Value
629571.60
Base Total Cost
628330.50
Base Unrealized Gain Loss
1241.10
Base Accrued Interest
9904.13
Local Market Value
629571.60
Local Total Cost Amount
628330.50
Local Unrealized Gain Loss
1241.10
Local Accrued Interest
9904.13
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
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: 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
-68.96
Base Market Value
-68.96
Base Total Cost
-68.96
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-68.96
Local Total Cost Amount
-68.96
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
3.45% 09 Feb 2045
Maturity Date
2045-02-09T00:00:00.000
Interest Rate
3.45
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
469830.00
Base Total Cost
477980.00
Base Unrealized Gain Loss
-8150.00
Base Accrued Interest
6804.17
Local Market Value
469830.00
Local Total Cost Amount
477980.00
Local Unrealized Gain Loss
-8150.00
Local Accrued Interest
6804.17
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
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
4.25% 09 Feb 2047
Maturity Date
2047-02-09T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
424248.00
Base Total Cost
399192.00
Base Unrealized Gain Loss
25056.00
Base Accrued Interest
6705.56
Local Market Value
424248.00
Local Total Cost Amount
399192.00
Local Unrealized Gain Loss
25056.00
Local Accrued Interest
6705.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FNMA POOL AD0847
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0847
Security Description
1% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
0
Base Market Value
0.00
Base Total Cost
-0.01
Base Unrealized Gain Loss
0.01
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
-0.01
Local Unrealized Gain Loss
0.01
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
3.2% 11 May 2027
Maturity Date
2027-05-11T00:00:00.000
Interest Rate
3.2
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
227628.00
Base Total Cost
225000.00
Base Unrealized Gain Loss
2628.00
Base Accrued Interest
1000.00
Local Market Value
227628.00
Local Total Cost Amount
225000.00
Local Unrealized Gain Loss
2628.00
Local Accrued Interest
1000.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
3.2% 11 May 2027
Maturity Date
2027-05-11T00:00:00.000
Interest Rate
3.2
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
101168.00
Base Total Cost
100070.80
Base Unrealized Gain Loss
1097.20
Base Accrued Interest
444.45
Local Market Value
101168.00
Local Total Cost Amount
100070.80
Local Unrealized Gain Loss
1097.20
Local Accrued Interest
444.45
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
3% 20 Jun 2027
Maturity Date
2027-06-20T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
49749.00
Base Total Cost
49884.50
Base Unrealized Gain Loss
-135.50
Base Accrued Interest
45.83
Local Market Value
49749.00
Local Total Cost Amount
49884.50
Local Unrealized Gain Loss
-135.50
Local Accrued Interest
45.83
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
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: APPLIED MATERIALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLIED MATERIALS INC
Security Description
4.35% 01 Apr 2047
Maturity Date
2047-04-01T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
890000.00
Base Market Value
944654.90
Base Total Cost
888371.30
Base Unrealized Gain Loss
56283.60
Base Accrued Interest
9678.75
Local Market Value
944654.90
Local Total Cost Amount
888371.30
Local Unrealized Gain Loss
56283.60
Local Accrued Interest
9678.75
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
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: APPLIED MATERIALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLIED MATERIALS INC
Security Description
3.3% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
3.3
Original Face
0.00
Shares Par Value
355000.00
Base Market Value
360768.75
Base Total Cost
353739.75
Base Unrealized Gain Loss
7029.00
Base Accrued Interest
2928.75
Local Market Value
360768.75
Local Total Cost Amount
353739.75
Local Unrealized Gain Loss
7029.00
Local Accrued Interest
2928.75
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
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: APT PIPELINES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APT PIPELINES LTD
Security Description
4.25% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
2090000.00
Base Market Value
2139595.70
Base Total Cost
2075474.50
Base Unrealized Gain Loss
64121.20
Base Accrued Interest
24180.13
Local Market Value
2139595.70
Local Total Cost Amount
2075474.50
Local Unrealized Gain Loss
64121.20
Local Accrued Interest
24180.13
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
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: ARAMARK SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARAMARK SERVICES INC
Security Description
5.125% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
520000.00
Base Market Value
546650.00
Base Total Cost
541318.75
Base Unrealized Gain Loss
5331.25
Base Accrued Interest
12292.88
Local Market Value
546650.00
Local Total Cost Amount
541318.75
Local Unrealized Gain Loss
5331.25
Local Accrued Interest
12292.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
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