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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: BUNGE LTD FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BUNGE LTD FINANCE CORP
Security Description
3.5% 24 Nov 2020
Maturity Date
2020-11-24T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
4045000.00
Base Market Value
4146974.45
Base Total Cost
4041521.30
Base Unrealized Gain Loss
105453.15
Base Accrued Interest
14550.76
Local Market Value
4146974.45
Local Total Cost Amount
4041521.30
Local Unrealized Gain Loss
105453.15
Local Accrued Interest
14550.76
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: BUNGE LTD FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BUNGE LTD FINANCE CORP
Security Description
3.25% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
19109.80
Base Total Cost
19981.40
Base Unrealized Gain Loss
-871.60
Base Accrued Interest
245.55
Local Market Value
19109.80
Local Total Cost Amount
19981.40
Local Unrealized Gain Loss
-871.60
Local Accrued Interest
245.55
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
4.15% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
3325000.00
Base Market Value
3475689.00
Base Total Cost
3314127.25
Base Unrealized Gain Loss
161561.75
Base Accrued Interest
34496.87
Local Market Value
3475689.00
Local Total Cost Amount
3314127.25
Local Unrealized Gain Loss
161561.75
Local Accrued Interest
34496.87
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
5.05% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
5.05
Original Face
0.00
Shares Par Value
1660000.00
Base Market Value
1940108.40
Base Total Cost
1650430.90
Base Unrealized Gain Loss
289677.50
Base Accrued Interest
27943.33
Local Market Value
1940108.40
Local Total Cost Amount
1650430.90
Local Unrealized Gain Loss
289677.50
Local Accrued Interest
27943.33
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
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.75% 27 Jul 2018
Maturity Date
2018-07-27T00:00:00.000
Interest Rate
0.75
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
99444.00
Base Total Cost
99650.00
Base Unrealized Gain Loss
-206.00
Base Accrued Interest
320.83
Local Market Value
99444.00
Local Total Cost Amount
99650.00
Local Unrealized Gain Loss
-206.00
Local Accrued Interest
320.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
5.4% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5.4
Original Face
0.00
Shares Par Value
1450000.00
Base Market Value
1766187.00
Base Total Cost
1445476.00
Base Unrealized Gain Loss
320711.00
Base Accrued Interest
6525.00
Local Market Value
1766187.00
Local Total Cost Amount
1445476.00
Local Unrealized Gain Loss
320711.00
Local Accrued Interest
6525.00
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
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
4.9% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
4.9
Original Face
0.00
Shares Par Value
850000.00
Base Market Value
992086.00
Base Total Cost
848232.00
Base Unrealized Gain Loss
143854.00
Base Accrued Interest
10412.50
Local Market Value
992086.00
Local Total Cost Amount
848232.00
Local Unrealized Gain Loss
143854.00
Local Accrued Interest
10412.50
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
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
4.55% 01 Sep 2044
Maturity Date
2044-09-01T00:00:00.000
Interest Rate
4.55
Original Face
0.00
Shares Par Value
775000.00
Base Market Value
859056.50
Base Total Cost
770706.50
Base Unrealized Gain Loss
88350.00
Base Accrued Interest
11754.17
Local Market Value
859056.50
Local Total Cost Amount
770706.50
Local Unrealized Gain Loss
88350.00
Local Accrued Interest
11754.17
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
4.15% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
725000.00
Base Market Value
757857.00
Base Total Cost
755870.50
Base Unrealized Gain Loss
1986.50
Base Accrued Interest
7521.87
Local Market Value
757857.00
Local Total Cost Amount
755870.50
Local Unrealized Gain Loss
1986.50
Local Accrued Interest
7521.87
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: BURLINGTN NORTH SANTA FE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BURLINGTN NORTH SANTA FE
Security Description
4.7% 01 Sep 2045
Maturity Date
2045-09-01T00:00:00.000
Interest Rate
4.7
Original Face
0.00
Shares Par Value
365000.00
Base Market Value
411070.30
Base Total Cost
362901.25
Base Unrealized Gain Loss
48169.05
Base Accrued Interest
5718.33
Local Market Value
411070.30
Local Total Cost Amount
362901.25
Local Unrealized Gain Loss
48169.05
Local Accrued Interest
5718.33
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
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BWAY HOLDING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWAY HOLDING CO
Security Description
7.25% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
1660000.00
Base Market Value
1684900.00
Base Total Cost
1660000.00
Base Unrealized Gain Loss
24900.00
Base Accrued Interest
29418.89
Local Market Value
1684900.00
Local Total Cost Amount
1660000.00
Local Unrealized Gain Loss
24900.00
Local Accrued Interest
29418.89
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
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: BWAY HOLDING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWAY HOLDING CO
Security Description
5.5% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1040000.00
Base Market Value
1062100.00
Base Total Cost
1040000.00
Base Unrealized Gain Loss
22100.00
Base Accrued Interest
13982.22
Local Market Value
1062100.00
Local Total Cost Amount
1040000.00
Local Unrealized Gain Loss
22100.00
Local Accrued Interest
13982.22
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
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BWAY HOLDING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWAY HOLDING CO
Security Description
7.25% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
480000.00
Base Market Value
487200.00
Base Total Cost
480000.00
Base Unrealized Gain Loss
7200.00
Base Accrued Interest
8506.67
Local Market Value
487200.00
Local Total Cost Amount
480000.00
Local Unrealized Gain Loss
7200.00
Local Accrued Interest
8506.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: BWAY HOLDING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWAY HOLDING CO
Security Description
5.5% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
475000.00
Base Market Value
485093.75
Base Total Cost
475000.00
Base Unrealized Gain Loss
10093.75
Base Accrued Interest
6386.11
Local Market Value
485093.75
Local Total Cost Amount
475000.00
Local Unrealized Gain Loss
10093.75
Local Accrued Interest
6386.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BWAY HOLDING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWAY HOLDING CO
Security Description
5.5% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
455000.00
Base Market Value
464668.75
Base Total Cost
455393.75
Base Unrealized Gain Loss
9275.00
Base Accrued Interest
6121.81
Local Market Value
464668.75
Local Total Cost Amount
455393.75
Local Unrealized Gain Loss
9275.00
Local Accrued Interest
6121.81
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
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: CA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CA INC
Security Description
3.6% 01 Aug 2020
Maturity Date
2020-08-01T00:00:00.000
Interest Rate
3.6
Original Face
0.00
Shares Par Value
1790000.00
Base Market Value
1817494.40
Base Total Cost
1788227.90
Base Unrealized Gain Loss
29266.50
Base Accrued Interest
26850.00
Local Market Value
1817494.40
Local Total Cost Amount
1788227.90
Local Unrealized Gain Loss
29266.50
Local Accrued Interest
26850.00
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
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: CA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CA INC
Security Description
4.7% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
4.7
Original Face
0.00
Shares Par Value
60000.00
Base Market Value
61225.20
Base Total Cost
60000.00
Base Unrealized Gain Loss
1225.20
Base Accrued Interest
814.66
Local Market Value
61225.20
Local Total Cost Amount
60000.00
Local Unrealized Gain Loss
1225.20
Local Accrued Interest
814.66
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: CABLE ONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLE ONE INC
Security Description
5.75% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
830000.00
Base Market Value
872537.50
Base Total Cost
843003.07
Base Unrealized Gain Loss
29534.43
Base Accrued Interest
2121.12
Local Market Value
872537.50
Local Total Cost Amount
843003.07
Local Unrealized Gain Loss
29534.43
Local Accrued Interest
2121.12
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
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: CABLE ONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLE ONE INC
Security Description
5.75% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
795000.00
Base Market Value
835743.75
Base Total Cost
833955.00
Base Unrealized Gain Loss
1788.75
Base Accrued Interest
2031.67
Local Market Value
835743.75
Local Total Cost Amount
833955.00
Local Unrealized Gain Loss
1788.75
Local Accrued Interest
2031.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CABLE ONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLE ONE INC
Security Description
5.75% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
405000.00
Base Market Value
425756.25
Base Total Cost
408120.18
Base Unrealized Gain Loss
17636.07
Base Accrued Interest
1035.00
Local Market Value
425756.25
Local Total Cost Amount
408120.18
Local Unrealized Gain Loss
17636.07
Local Accrued Interest
1035.00
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
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: CABLE ONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLE ONE INC
Security Description
5.75% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
236531.25
Base Total Cost
235125.00
Base Unrealized Gain Loss
1406.25
Base Accrued Interest
575.00
Local Market Value
236531.25
Local Total Cost Amount
235125.00
Local Unrealized Gain Loss
1406.25
Local Accrued Interest
575.00
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
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: CABLEVISION SYSTEMS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION SYSTEMS CORP
Security Description
5.875% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
2525000.00
Base Market Value
2654406.25
Base Total Cost
2377317.28
Base Unrealized Gain Loss
277088.97
Base Accrued Interest
43638.17
Local Market Value
2654406.25
Local Total Cost Amount
2377317.28
Local Unrealized Gain Loss
277088.97
Local Accrued Interest
43638.17
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
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: CABLEVISION SYSTEMS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION SYSTEMS CORP
Security Description
8% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
427000.00
Base Market Value
475571.25
Base Total Cost
469683.63
Base Unrealized Gain Loss
5887.62
Base Accrued Interest
7211.55
Local Market Value
475571.25
Local Total Cost Amount
469683.63
Local Unrealized Gain Loss
5887.62
Local Accrued Interest
7211.55
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CABLEVISION SYSTEMS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION SYSTEMS CORP
Security Description
5.875% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
269000.00
Base Market Value
282786.25
Base Total Cost
255550.00
Base Unrealized Gain Loss
27236.25
Base Accrued Interest
4653.32
Local Market Value
282786.25
Local Total Cost Amount
255550.00
Local Unrealized Gain Loss
27236.25
Local Accrued Interest
4653.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CABLEVISION SYSTEMS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION SYSTEMS CORP
Security Description
5.875% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
262812.50
Base Total Cost
234375.00
Base Unrealized Gain Loss
28437.50
Base Accrued Interest
4324.65
Local Market Value
262812.50
Local Total Cost Amount
234375.00
Local Unrealized Gain Loss
28437.50
Local Accrued Interest
4324.65
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: CALAMP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALAMP CORP
Security Description
1.625% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
1.625
Original Face
0.00
Shares Par Value
676000.00
Base Market Value
688675.00
Base Total Cost
641287.04
Base Unrealized Gain Loss
47387.96
Base Accrued Interest
1403.64
Local Market Value
688675.00
Local Total Cost Amount
641287.04
Local Unrealized Gain Loss
47387.96
Local Accrued Interest
1403.64
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: CALAMP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALAMP CORP
Security Description
1.625% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
1.625
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
76406.25
Base Total Cost
70283.57
Base Unrealized Gain Loss
6122.68
Base Accrued Interest
155.72
Local Market Value
76406.25
Local Total Cost Amount
70283.57
Local Unrealized Gain Loss
6122.68
Local Accrued Interest
155.72
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
0.25% 01 Jun 2019
Maturity Date
2019-06-01T00:00:00.000
Interest Rate
0.25
Original Face
0.00
Shares Par Value
1910000.00
Base Market Value
1807337.50
Base Total Cost
1766412.97
Base Unrealized Gain Loss
40924.53
Base Accrued Interest
397.93
Local Market Value
1807337.50
Local Total Cost Amount
1766412.97
Local Unrealized Gain Loss
40924.53
Local Accrued Interest
397.93
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
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
0.25% 01 Jun 2019
Maturity Date
2019-06-01T00:00:00.000
Interest Rate
0.25
Original Face
0.00
Shares Par Value
1380000.00
Base Market Value
1305825.00
Base Total Cost
1296221.39
Base Unrealized Gain Loss
9603.61
Base Accrued Interest
287.50
Local Market Value
1305825.00
Local Total Cost Amount
1296221.39
Local Unrealized Gain Loss
9603.61
Local Accrued Interest
287.50
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
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
1.25% 01 Aug 2032
Maturity Date
2032-08-01T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
930000.00
Base Market Value
930000.00
Base Total Cost
930000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
4843.75
Local Market Value
930000.00
Local Total Cost Amount
930000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
4843.75
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
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
8.375% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
8.375
Original Face
0.00
Shares Par Value
445000.00
Base Market Value
526212.50
Base Total Cost
503712.50
Base Unrealized Gain Loss
22500.00
Base Accrued Interest
17192.01
Local Market Value
526212.50
Local Total Cost Amount
503712.50
Local Unrealized Gain Loss
22500.00
Local Accrued Interest
17192.01
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
335000.00
Base Market Value
335837.50
Base Total Cost
335150.00
Base Unrealized Gain Loss
687.50
Base Accrued Interest
1029.17
Local Market Value
335837.50
Local Total Cost Amount
335150.00
Local Unrealized Gain Loss
687.50
Local Accrued Interest
1029.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5.375% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
335000.00
Base Market Value
360962.50
Base Total Cost
324561.82
Base Unrealized Gain Loss
36400.68
Base Accrued Interest
4506.02
Local Market Value
360962.50
Local Total Cost Amount
324561.82
Local Unrealized Gain Loss
36400.68
Local Accrued Interest
4506.02
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
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
0.25% 01 Jun 2019
Maturity Date
2019-06-01T00:00:00.000
Interest Rate
0.25
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
283875.00
Base Total Cost
284625.00
Base Unrealized Gain Loss
-750.00
Base Accrued Interest
62.50
Local Market Value
283875.00
Local Total Cost Amount
284625.00
Local Unrealized Gain Loss
-750.00
Local Accrued Interest
62.50
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
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5.25% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
285312.50
Base Total Cost
276412.88
Base Unrealized Gain Loss
8899.62
Base Accrued Interest
1207.49
Local Market Value
285312.50
Local Total Cost Amount
276412.88
Local Unrealized Gain Loss
8899.62
Local Accrued Interest
1207.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5.375% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
241000.00
Base Market Value
259677.50
Base Total Cost
241000.00
Base Unrealized Gain Loss
18677.50
Base Accrued Interest
3238.43
Local Market Value
259677.50
Local Total Cost Amount
241000.00
Local Unrealized Gain Loss
18677.50
Local Accrued Interest
3238.43
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
206000.00
Base Market Value
223252.50
Base Total Cost
217460.00
Base Unrealized Gain Loss
5792.50
Base Accrued Interest
1546.43
Local Market Value
223252.50
Local Total Cost Amount
217460.00
Local Unrealized Gain Loss
5792.50
Local Accrued Interest
1546.43
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5.25% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
181562.50
Base Total Cost
172883.93
Base Unrealized Gain Loss
8678.57
Base Accrued Interest
765.62
Local Market Value
181562.50
Local Total Cost Amount
172883.93
Local Unrealized Gain Loss
8678.57
Local Accrued Interest
765.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
75187.50
Base Total Cost
75000.00
Base Unrealized Gain Loss
187.50
Base Accrued Interest
229.17
Local Market Value
75187.50
Local Total Cost Amount
75000.00
Local Unrealized Gain Loss
187.50
Local Accrued Interest
229.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
25000.00
Base Market Value
27093.75
Base Total Cost
26125.00
Base Unrealized Gain Loss
968.75
Base Accrued Interest
187.67
Local Market Value
27093.75
Local Total Cost Amount
26125.00
Local Unrealized Gain Loss
968.75
Local Accrued Interest
187.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CALIFORNIA RESOURCES CORPORATI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA RESOURCES CORPORATI
Security Description
1% 31 Dec 2021
Maturity Date
2021-12-31T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
318000.00
Base Total Cost
319509.35
Base Unrealized Gain Loss
-1509.35
Base Accrued Interest
0
Local Market Value
318000.00
Local Total Cost Amount
319509.35
Local Unrealized Gain Loss
-1509.35
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: CALIFORNIA RESOURCES CRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA RESOURCES CRP
Security Description
6% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
293000.00
Base Market Value
152360.00
Base Total Cost
273802.67
Base Unrealized Gain Loss
-121442.67
Base Accrued Interest
2246.33
Local Market Value
152360.00
Local Total Cost Amount
273802.67
Local Unrealized Gain Loss
-121442.67
Local Accrued Interest
2246.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ca
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALIFORNIA RESOURCES CRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA RESOURCES CRP
Security Description
5.5% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
214000.00
Base Market Value
124120.00
Base Total Cost
213682.96
Base Unrealized Gain Loss
-89562.96
Base Accrued Interest
3465.61
Local Market Value
124120.00
Local Total Cost Amount
213682.96
Local Unrealized Gain Loss
-89562.96
Local Accrued Interest
3465.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ca
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALIFORNIA RESOURCES CRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA RESOURCES CRP
Security Description
8% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
45000.00
Base Market Value
28462.50
Base Total Cost
30600.00
Base Unrealized Gain Loss
-2137.50
Base Accrued Interest
160.00
Local Market Value
28462.50
Local Total Cost Amount
30600.00
Local Unrealized Gain Loss
-2137.50
Local Accrued Interest
160.00
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
Caa3
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: CALIFORNIA ST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA ST
Security Description
7.55% 01 Apr 2039
Maturity Date
2039-04-01T00:00:00.000
Interest Rate
7.55
Original Face
0.00
Shares Par Value
1205000.00
Base Market Value
1839697.60
Base Total Cost
1899971.70
Base Unrealized Gain Loss
-60274.10
Base Accrued Interest
22744.37
Local Market Value
1839697.60
Local Total Cost Amount
1899971.70
Local Unrealized Gain Loss
-60274.10
Local Accrued Interest
22744.37
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa3
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALLON PETROLEUM CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALLON PETROLEUM CO
Security Description
6.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
655000.00
Base Market Value
666462.50
Base Total Cost
661890.63
Base Unrealized Gain Loss
4571.87
Base Accrued Interest
10029.68
Local Market Value
666462.50
Local Total Cost Amount
661890.63
Local Unrealized Gain Loss
4571.87
Local Accrued Interest
10029.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CALLON PETROLEUM CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALLON PETROLEUM CO
Security Description
6.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
265000.00
Base Market Value
269637.50
Base Total Cost
275931.25
Base Unrealized Gain Loss
-6293.75
Base Accrued Interest
4057.81
Local Market Value
269637.50
Local Total Cost Amount
275931.25
Local Unrealized Gain Loss
-6293.75
Local Accrued Interest
4057.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.375% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
2885000.00
Base Market Value
2812875.00
Base Total Cost
2896618.75
Base Unrealized Gain Loss
-83743.75
Base Accrued Interest
32736.73
Local Market Value
2812875.00
Local Total Cost Amount
2896618.75
Local Unrealized Gain Loss
-83743.75
Local Accrued Interest
32736.73
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
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.5% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
2165000.00
Base Market Value
2051337.50
Base Total Cost
2135533.93
Base Unrealized Gain Loss
-84196.43
Base Accrued Interest
49614.57
Local Market Value
2051337.50
Local Total Cost Amount
2135533.93
Local Unrealized Gain Loss
-84196.43
Local Accrued Interest
49614.57
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.75% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1420000.00
Base Market Value
1331250.00
Base Total Cost
1417465.29
Base Unrealized Gain Loss
-86215.29
Base Accrued Interest
17237.22
Local Market Value
1331250.00
Local Total Cost Amount
1417465.29
Local Unrealized Gain Loss
-86215.29
Local Accrued Interest
17237.22
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
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
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