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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: BHP BILLITON FIN USA LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BHP BILLITON FIN USA LTD
Security Description
5% 30 Sep 2043
Maturity Date
2043-09-30T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
260000.00
Base Market Value
300869.40
Base Total Cost
259961.00
Base Unrealized Gain Loss
40908.40
Base Accrued Interest
3286.11
Local Market Value
300869.40
Local Total Cost Amount
259961.00
Local Unrealized Gain Loss
40908.40
Local Accrued Interest
3286.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BHP BILLITON FIN USA LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BHP BILLITON FIN USA LTD
Security Description
1% 19 Oct 2075
Maturity Date
2075-10-19T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
218000.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
18000.00
Base Accrued Interest
2500.00
Local Market Value
218000.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
18000.00
Local Accrued Interest
2500.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
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: BHP BILLITON FIN USA LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BHP BILLITON FIN USA LTD
Security Description
1% 19 Oct 2075
Maturity Date
2075-10-19T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
228518.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
28518.00
Base Accrued Interest
2700.00
Local Market Value
228518.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
28518.00
Local Accrued Interest
2700.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
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: BILL BARRETT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BILL BARRETT CORP
Security Description
7% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
731000.00
Base Market Value
617695.00
Base Total Cost
699630.00
Base Unrealized Gain Loss
-81935.00
Base Accrued Interest
10802.53
Local Market Value
617695.00
Local Total Cost Amount
699630.00
Local Unrealized Gain Loss
-81935.00
Local Accrued Interest
10802.53
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
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: BILL BARRETT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BILL BARRETT CORP
Security Description
8.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
105000.00
Base Market Value
88200.00
Base Total Cost
100275.00
Base Unrealized Gain Loss
-12075.00
Base Accrued Interest
1607.81
Local Market Value
88200.00
Local Total Cost Amount
100275.00
Local Unrealized Gain Loss
-12075.00
Local Accrued Interest
1607.81
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
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: BIOGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIOGEN INC
Security Description
3.625% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
1495000.00
Base Market Value
1563560.70
Base Total Cost
1493804.00
Base Unrealized Gain Loss
69756.70
Base Accrued Interest
15957.04
Local Market Value
1563560.70
Local Total Cost Amount
1493804.00
Local Unrealized Gain Loss
69756.70
Local Accrued Interest
15957.04
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
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: BIOGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIOGEN INC
Security Description
2.9% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
2.9
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1020050.00
Base Total Cost
1001580.00
Base Unrealized Gain Loss
18470.00
Base Accrued Interest
8538.89
Local Market Value
1020050.00
Local Total Cost Amount
1001580.00
Local Unrealized Gain Loss
18470.00
Local Accrued Interest
8538.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: BIOGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIOGEN INC
Security Description
4.05% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
4.05
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
105579.00
Base Total Cost
99764.00
Base Unrealized Gain Loss
5815.00
Base Accrued Interest
1192.50
Local Market Value
105579.00
Local Total Cost Amount
99764.00
Local Unrealized Gain Loss
5815.00
Local Accrued Interest
1192.50
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
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: BIOMARIN PHARMACEUTICAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIOMARIN PHARMACEUTICAL
Security Description
0.75% 15 Oct 2018
Maturity Date
2018-10-15T00:00:00.000
Interest Rate
0.75
Original Face
0.00
Shares Par Value
2097000.00
Base Market Value
2323748.61
Base Total Cost
2291503.42
Base Unrealized Gain Loss
32245.19
Base Accrued Interest
3320.23
Local Market Value
2323748.61
Local Total Cost Amount
2291503.42
Local Unrealized Gain Loss
32245.19
Local Accrued Interest
3320.23
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: BIOMARIN PHARMACEUTICAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIOMARIN PHARMACEUTICAL
Security Description
1.5% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
105000.00
Base Market Value
124884.90
Base Total Cost
105000.00
Base Unrealized Gain Loss
19884.90
Base Accrued Interest
332.50
Local Market Value
124884.90
Local Total Cost Amount
105000.00
Local Unrealized Gain Loss
19884.90
Local Accrued Interest
332.50
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: BIOMARIN PHARMACEUTICAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIOMARIN PHARMACEUTICAL
Security Description
0.75% 15 Oct 2018
Maturity Date
2018-10-15T00:00:00.000
Interest Rate
0.75
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
83109.75
Base Total Cost
75000.00
Base Unrealized Gain Loss
8109.75
Base Accrued Interest
118.75
Local Market Value
83109.75
Local Total Cost Amount
75000.00
Local Unrealized Gain Loss
8109.75
Local Accrued Interest
118.75
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: BJS WHOLESALE CLUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BJS WHOLESALE CLUB INC
Security Description
1% 03 Feb 2024
Maturity Date
2024-02-03T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
570000.00
Base Market Value
553849.05
Base Total Cost
567000.00
Base Unrealized Gain Loss
-13150.95
Base Accrued Interest
0
Local Market Value
553849.05
Local Total Cost Amount
567000.00
Local Unrealized Gain Loss
-13150.95
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: BLACK HILLS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACK HILLS CORP
Security Description
2.5% 11 Jan 2019
Maturity Date
2019-01-11T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
575000.00
Base Market Value
578076.25
Base Total Cost
574292.75
Base Unrealized Gain Loss
3783.50
Base Accrued Interest
6788.19
Local Market Value
578076.25
Local Total Cost Amount
574292.75
Local Unrealized Gain Loss
3783.50
Local Accrued Interest
6788.19
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
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: BLACKROCK CAPITAL INVEST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKROCK CAPITAL INVEST
Security Description
5.5% 15 Feb 2018
Maturity Date
2018-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1900000.00
Base Market Value
1938000.00
Base Total Cost
1969112.50
Base Unrealized Gain Loss
-31112.50
Base Accrued Interest
39477.77
Local Market Value
1938000.00
Local Total Cost Amount
1969112.50
Local Unrealized Gain Loss
-31112.50
Local Accrued Interest
39477.77
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
FINANCIALS
Minor Industry Name
DIVERSIFIED FINANCIAL SERVICES
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: BLACKROCK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKROCK INC
Security Description
3.375% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
3.375
Original Face
0.00
Shares Par Value
111000.00
Base Market Value
115801.86
Base Total Cost
110578.57
Base Unrealized Gain Loss
5223.29
Base Accrued Interest
312.19
Local Market Value
115801.86
Local Total Cost Amount
110578.57
Local Unrealized Gain Loss
5223.29
Local Accrued Interest
312.19
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
FINANCE
Moody S Quality Rating
A1
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: BLACKSTONE MORTGAGE TR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE MORTGAGE TR
Security Description
4.375% 05 May 2022
Maturity Date
2022-05-05T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
614000.00
Base Market Value
625131.82
Base Total Cost
607926.25
Base Unrealized Gain Loss
17205.57
Base Accrued Interest
4178.61
Local Market Value
625131.82
Local Total Cost Amount
607926.25
Local Unrealized Gain Loss
17205.57
Local Accrued Interest
4178.61
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
6.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
1065000.00
Base Market Value
1142212.50
Base Total Cost
1096787.50
Base Unrealized Gain Loss
45425.00
Base Accrued Interest
27457.02
Local Market Value
1142212.50
Local Total Cost Amount
1096787.50
Local Unrealized Gain Loss
45425.00
Local Accrued Interest
27457.02
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
COMMUNICATIONS EQUIPMENT
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
6.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
385000.00
Base Market Value
412912.50
Base Total Cost
385000.00
Base Unrealized Gain Loss
27912.50
Base Accrued Interest
9925.78
Local Market Value
412912.50
Local Total Cost Amount
385000.00
Local Unrealized Gain Loss
27912.50
Local Accrued Interest
9925.78
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
COMMUNICATIONS EQUIPMENT
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
6.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
186000.00
Base Market Value
199485.00
Base Total Cost
186000.00
Base Unrealized Gain Loss
13485.00
Base Accrued Interest
4795.31
Local Market Value
199485.00
Local Total Cost Amount
186000.00
Local Unrealized Gain Loss
13485.00
Local Accrued Interest
4795.31
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
COMMUNICATIONS EQUIPMENT
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
6.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
160875.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
10875.00
Base Accrued Interest
3867.18
Local Market Value
160875.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
10875.00
Local Accrued Interest
3867.18
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
COMMUNICATIONS EQUIPMENT
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: BLOUNT INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOUNT INTL INC
Security Description
1% 12 Apr 2023
Maturity Date
2023-04-12T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
759884.36
Base Market Value
774132.19
Base Total Cost
758410.38
Base Unrealized Gain Loss
15721.81
Base Accrued Interest
0
Local Market Value
774132.19
Local Total Cost Amount
758410.38
Local Unrealized Gain Loss
15721.81
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: BLUE RACER MID LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUE RACER MID LLC/FINAN
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
450000.00
Base Market Value
453375.00
Base Total Cost
443029.50
Base Unrealized Gain Loss
10345.50
Base Accrued Interest
3521.88
Local Market Value
453375.00
Local Total Cost Amount
443029.50
Local Unrealized Gain Loss
10345.50
Local Accrued Interest
3521.88
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
FINANCE
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: BLUE RACER MID LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUE RACER MID LLC/FINAN
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
100000.00
Base Market Value
100750.00
Base Total Cost
102250.00
Base Unrealized Gain Loss
-1500.00
Base Accrued Interest
782.64
Local Market Value
100750.00
Local Total Cost Amount
102250.00
Local Unrealized Gain Loss
-1500.00
Local Accrued Interest
782.64
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
FINANCE
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: BLUELINE RENTAL CRP / LL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUELINE RENTAL CRP / LL
Security Description
9.25% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
9.25
Original Face
0.00
Shares Par Value
1205000.00
Base Market Value
1253200.00
Base Total Cost
1242000.00
Base Unrealized Gain Loss
11200.00
Base Accrued Interest
32509.89
Local Market Value
1253200.00
Local Total Cost Amount
1242000.00
Local Unrealized Gain Loss
11200.00
Local Accrued Interest
32509.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: BLUESCOPE STEEL LTD/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUESCOPE STEEL LTD/FIN
Security Description
6.5% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
815000.00
Base Market Value
859825.00
Base Total Cost
844671.59
Base Unrealized Gain Loss
15153.41
Base Accrued Interest
6769.03
Local Market Value
859825.00
Local Total Cost Amount
844671.59
Local Unrealized Gain Loss
15153.41
Local Accrued Interest
6769.03
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BLUESCOPE STEEL LTD/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUESCOPE STEEL LTD/FIN
Security Description
6.5% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
158250.00
Base Total Cost
159187.50
Base Unrealized Gain Loss
-937.50
Base Accrued Interest
1245.84
Local Market Value
158250.00
Local Total Cost Amount
159187.50
Local Unrealized Gain Loss
-937.50
Local Accrued Interest
1245.84
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BMC EAST LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BMC EAST LLC
Security Description
5.5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
455000.00
Base Market Value
475475.00
Base Total Cost
455000.00
Base Unrealized Gain Loss
20475.00
Base Accrued Interest
6256.25
Local Market Value
475475.00
Local Total Cost Amount
455000.00
Local Unrealized Gain Loss
20475.00
Local Accrued Interest
6256.25
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
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: 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
-36.67
Base Market Value
-36.67
Base Total Cost
-36.67
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-36.67
Local Total Cost Amount
-36.67
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: BMW US CAPITAL LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BMW US CAPITAL LLC
Security Description
1.85% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
1.85
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
98196.00
Base Total Cost
99670.00
Base Unrealized Gain Loss
-1474.00
Base Accrued Interest
544.72
Local Market Value
98196.00
Local Total Cost Amount
99670.00
Local Unrealized Gain Loss
-1474.00
Local Accrued Interest
544.72
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A1
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: BNP PARIBAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BNP PARIBAS
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
830000.00
Base Market Value
923375.00
Base Total Cost
903437.50
Base Unrealized Gain Loss
19937.50
Base Accrued Interest
22444.58
Local Market Value
923375.00
Local Total Cost Amount
903437.50
Local Unrealized Gain Loss
19937.50
Local Accrued Interest
22444.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BNP PARIBAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BNP PARIBAS
Security Description
2.95% 23 May 2022
Maturity Date
2022-05-23T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
585000.00
Base Market Value
590826.60
Base Total Cost
584268.75
Base Unrealized Gain Loss
6557.85
Base Accrued Interest
1821.63
Local Market Value
590826.60
Local Total Cost Amount
584268.75
Local Unrealized Gain Loss
6557.85
Local Accrued Interest
1821.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: BNP PARIBAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BNP PARIBAS
Security Description
3.8% 10 Jan 2024
Maturity Date
2024-01-10T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
310000.00
Base Market Value
322840.20
Base Total Cost
309057.60
Base Unrealized Gain Loss
13782.60
Base Accrued Interest
5595.50
Local Market Value
322840.20
Local Total Cost Amount
309057.60
Local Unrealized Gain Loss
13782.60
Local Accrued Interest
5595.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: BNP PARIBAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BNP PARIBAS
Security Description
4.625% 13 Mar 2027
Maturity Date
2027-03-13T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
230000.00
Base Market Value
242537.30
Base Total Cost
229781.50
Base Unrealized Gain Loss
12755.80
Base Accrued Interest
3191.25
Local Market Value
242537.30
Local Total Cost Amount
229781.50
Local Unrealized Gain Loss
12755.80
Local Accrued Interest
3191.25
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
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: BNSF RAILWAY CO 2015 1 P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BNSF RAILWAY CO 2015 1 P
Security Description
3.442% 16 Jun 2028
Maturity Date
2028-06-16T00:00:00.000
Interest Rate
3.442
Original Face
0.00
Shares Par Value
138716.12
Base Market Value
140277.26
Base Total Cost
138716.12
Base Unrealized Gain Loss
1561.14
Base Accrued Interest
198.94
Local Market Value
140277.26
Local Total Cost Amount
138716.12
Local Unrealized Gain Loss
1561.14
Local Accrued Interest
198.94
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
Aa2
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: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
4.95% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
4.95
Original Face
0.00
Shares Par Value
2605000.00
Base Market Value
2759684.90
Base Total Cost
2574261.00
Base Unrealized Gain Loss
185423.90
Base Accrued Interest
5731.00
Local Market Value
2759684.90
Local Total Cost Amount
2574261.00
Local Unrealized Gain Loss
185423.90
Local Accrued Interest
5731.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
4.95% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
4.95
Original Face
0.00
Shares Par Value
680000.00
Base Market Value
720378.40
Base Total Cost
678313.60
Base Unrealized Gain Loss
42064.80
Base Accrued Interest
1496.00
Local Market Value
720378.40
Local Total Cost Amount
678313.60
Local Unrealized Gain Loss
42064.80
Local Accrued Interest
1496.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
4.45% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
610000.00
Base Market Value
624530.20
Base Total Cost
607919.90
Base Unrealized Gain Loss
16610.30
Base Accrued Interest
12743.07
Local Market Value
624530.20
Local Total Cost Amount
607919.90
Local Unrealized Gain Loss
16610.30
Local Accrued Interest
12743.07
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
5.95% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.95
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
250539.75
Base Total Cost
222435.00
Base Unrealized Gain Loss
28104.75
Base Accrued Interest
1115.63
Local Market Value
250539.75
Local Total Cost Amount
222435.00
Local Unrealized Gain Loss
28104.75
Local Accrued Interest
1115.63
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
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: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
4.45% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
40952.80
Base Total Cost
40621.40
Base Unrealized Gain Loss
331.40
Base Accrued Interest
835.60
Local Market Value
40952.80
Local Total Cost Amount
40621.40
Local Unrealized Gain Loss
331.40
Local Accrued Interest
835.60
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
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: BOISE CASCADE COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOISE CASCADE COMPANY
Security Description
5.625% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1185000.00
Base Market Value
1220550.00
Base Total Cost
1197356.25
Base Unrealized Gain Loss
23193.75
Base Accrued Interest
22218.75
Local Market Value
1220550.00
Local Total Cost Amount
1197356.25
Local Unrealized Gain Loss
23193.75
Local Accrued Interest
22218.75
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
8.75% 01 Dec 2021
Maturity Date
2021-12-01T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
2055000.00
Base Market Value
2281050.00
Base Total Cost
2174422.75
Base Unrealized Gain Loss
106627.25
Base Accrued Interest
14984.38
Local Market Value
2281050.00
Local Total Cost Amount
2174422.75
Local Unrealized Gain Loss
106627.25
Local Accrued Interest
14984.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
6% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
395000.00
Base Market Value
395000.00
Base Total Cost
395000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
5003.33
Local Market Value
395000.00
Local Total Cost Amount
395000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
5003.33
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
CANADIAN
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
8.75% 01 Dec 2021
Maturity Date
2021-12-01T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
222000.00
Base Total Cost
198002.00
Base Unrealized Gain Loss
23998.00
Base Accrued Interest
1458.33
Local Market Value
222000.00
Local Total Cost Amount
198002.00
Local Unrealized Gain Loss
23998.00
Local Accrued Interest
1458.33
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
CANADIAN
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
6% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
200000.00
Base Total Cost
198625.00
Base Unrealized Gain Loss
1375.00
Base Accrued Interest
2533.33
Local Market Value
200000.00
Local Total Cost Amount
198625.00
Local Unrealized Gain Loss
1375.00
Local Accrued Interest
2533.33
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
CANADIAN
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
7.5% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
191000.00
Base Market Value
198162.50
Base Total Cost
191000.00
Base Unrealized Gain Loss
7162.50
Base Accrued Interest
4217.92
Local Market Value
198162.50
Local Total Cost Amount
191000.00
Local Unrealized Gain Loss
7162.50
Local Accrued Interest
4217.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: BOOZ ALLEN HAMILTON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOOZ ALLEN HAMILTON INC
Security Description
5.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
785000.00
Base Market Value
771262.50
Base Total Cost
782600.00
Base Unrealized Gain Loss
-11337.50
Base Accrued Interest
7375.73
Local Market Value
771262.50
Local Total Cost Amount
782600.00
Local Unrealized Gain Loss
-11337.50
Local Accrued Interest
7375.73
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BOOZ ALLEN HAMILTON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOOZ ALLEN HAMILTON INC
Security Description
5.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
207000.00
Base Market Value
203377.50
Base Total Cost
207000.00
Base Unrealized Gain Loss
-3622.50
Base Accrued Interest
1944.94
Local Market Value
203377.50
Local Total Cost Amount
207000.00
Local Unrealized Gain Loss
-3622.50
Local Accrued Interest
1944.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BORGWARNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BORGWARNER INC
Security Description
3.375% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.375
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
150681.00
Base Total Cost
149463.00
Base Unrealized Gain Loss
1218.00
Base Accrued Interest
1490.63
Local Market Value
150681.00
Local Total Cost Amount
149463.00
Local Unrealized Gain Loss
1218.00
Local Accrued Interest
1490.63
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
INDUSTRIAL
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: BOSTON GAS COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOSTON GAS COMPANY
Security Description
4.487% 15 Feb 2042
Maturity Date
2042-02-15T00:00:00.000
Interest Rate
4.487
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
641406.00
Base Total Cost
600000.00
Base Unrealized Gain Loss
41406.00
Base Accrued Interest
10170.53
Local Market Value
641406.00
Local Total Cost Amount
600000.00
Local Unrealized Gain Loss
41406.00
Local Accrued Interest
10170.53
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
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: BOSTON PROPERTIES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOSTON PROPERTIES LP
Security Description
5.625% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
448000.00
Base Market Value
491890.56
Base Total Cost
507373.44
Base Unrealized Gain Loss
-15482.88
Base Accrued Interest
3220.00
Local Market Value
491890.56
Local Total Cost Amount
507373.44
Local Unrealized Gain Loss
-15482.88
Local Accrued Interest
3220.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
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