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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: 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
1400000.00
Base Market Value
1365000.00
Base Total Cost
1345600.00
Base Unrealized Gain Loss
19400.00
Base Accrued Interest
15892.10
Local Market Value
1365000.00
Local Total Cost Amount
1345600.00
Local Unrealized Gain Loss
19400.00
Local Accrued Interest
15892.10
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
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
6% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
1005000.00
Base Market Value
1038918.75
Base Total Cost
1058337.50
Base Unrealized Gain Loss
-19418.75
Base Accrued Interest
27810.00
Local Market Value
1038918.75
Local Total Cost Amount
1058337.50
Local Unrealized Gain Loss
-19418.75
Local Accrued Interest
27810.00
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
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: 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
500000.00
Base Market Value
487500.00
Base Total Cost
451250.00
Base Unrealized Gain Loss
36250.00
Base Accrued Interest
5673.61
Local Market Value
487500.00
Local Total Cost Amount
451250.00
Local Unrealized Gain Loss
36250.00
Local Accrued Interest
5673.61
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
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
350000.00
Base Market Value
331625.00
Base Total Cost
350875.00
Base Unrealized Gain Loss
-19250.00
Base Accrued Interest
8020.83
Local Market Value
331625.00
Local Total Cost Amount
350875.00
Local Unrealized Gain Loss
-19250.00
Local Accrued Interest
8020.83
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
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
200000.00
Base Market Value
187500.00
Base Total Cost
200083.33
Base Unrealized Gain Loss
-12583.33
Base Accrued Interest
2427.78
Local Market Value
187500.00
Local Total Cost Amount
200083.33
Local Unrealized Gain Loss
-12583.33
Local Accrued Interest
2427.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALPINE CORP ESCROW 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP ESCROW 4
Security Description
8.5% 31 Dec 2049
Maturity Date
2049-12-31T00:00:00.000
Interest Rate
8.5
Original Face
0.00
Shares Par Value
4667000.00
Base Market Value
0.00
Base Total Cost
0.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALPINE CORP ESCROW 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP ESCROW 4
Security Description
9.875% 01 Dec 2011
Maturity Date
2011-12-01T00:00:00.000
Interest Rate
9.875
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
0.00
Base Total Cost
0.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALPINE CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORPORATION
Security Description
1% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
505585.80
Base Market Value
505178.80
Base Total Cost
507895.72
Base Unrealized Gain Loss
-2716.92
Base Accrued Interest
0
Local Market Value
505178.80
Local Total Cost Amount
507895.72
Local Unrealized Gain Loss
-2716.92
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: CALUMET SPECIALTY PROD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALUMET SPECIALTY PROD
Security Description
7.625% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
360000.00
Base Market Value
315000.00
Base Total Cost
354578.40
Base Unrealized Gain Loss
-39578.40
Base Accrued Interest
12657.50
Local Market Value
315000.00
Local Total Cost Amount
354578.40
Local Unrealized Gain Loss
-39578.40
Local Accrued Interest
12657.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: CAMDEN PROPERTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMDEN PROPERTY TRUST
Security Description
4.875% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
3205000.00
Base Market Value
3462425.60
Base Total Cost
3523185.95
Base Unrealized Gain Loss
-60760.35
Base Accrued Interest
6944.17
Local Market Value
3462425.60
Local Total Cost Amount
3523185.95
Local Unrealized Gain Loss
-60760.35
Local Accrued Interest
6944.17
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
UNCLASSIFIED
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CAMDEN PROPERTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMDEN PROPERTY TRUST
Security Description
4.25% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
137000.00
Base Market Value
143512.98
Base Total Cost
136745.18
Base Unrealized Gain Loss
6767.80
Base Accrued Interest
2684.82
Local Market Value
143512.98
Local Total Cost Amount
136745.18
Local Unrealized Gain Loss
6767.80
Local Accrued Interest
2684.82
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
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CAMELOT FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMELOT FINANCE SA
Security Description
7.875% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
310000.00
Base Market Value
334025.00
Base Total Cost
310000.00
Base Unrealized Gain Loss
24025.00
Base Accrued Interest
5153.75
Local Market Value
334025.00
Local Total Cost Amount
310000.00
Local Unrealized Gain Loss
24025.00
Local Accrued Interest
5153.75
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
Caa2
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: CAMERON INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMERON INTL CORP
Security Description
3.6% 30 Apr 2022
Maturity Date
2022-04-30T00:00:00.000
Interest Rate
3.6
Original Face
0.00
Shares Par Value
1050000.00
Base Market Value
1086393.00
Base Total Cost
1047312.00
Base Unrealized Gain Loss
39081.00
Base Accrued Interest
6405.00
Local Market Value
1086393.00
Local Total Cost Amount
1047312.00
Local Unrealized Gain Loss
39081.00
Local Accrued Interest
6405.00
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
Baa1
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: CAMERON INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMERON INTL CORP
Security Description
4.5% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
394657.50
Base Total Cost
371816.25
Base Unrealized Gain Loss
22841.25
Base Accrued Interest
1406.25
Local Market Value
394657.50
Local Total Cost Amount
371816.25
Local Unrealized Gain Loss
22841.25
Local Accrued Interest
1406.25
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
AA-
Direct Group Trust Holding
Direct
CAD
Local Currency Code: CAD • Trade Country Name: CANADA • Security Name: CANADIAN DOLLAR
Local Currency Code
CAD
Trade Country Name
CANADA
Security Name
CANADIAN DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
201.60
Base Market Value
155.23
Base Total Cost
153.75
Base Unrealized Gain Loss
1.48
Base Accrued Interest
0
Local Market Value
201.60
Local Total Cost Amount
201.60
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: CANADIAN NATL RAILWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN NATL RAILWAY
Security Description
2.95% 21 Nov 2024
Maturity Date
2024-11-21T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
1130000.00
Base Market Value
1150114.00
Base Total Cost
1117796.00
Base Unrealized Gain Loss
32318.00
Base Accrued Interest
3703.89
Local Market Value
1150114.00
Local Total Cost Amount
1117796.00
Local Unrealized Gain Loss
32318.00
Local Accrued Interest
3703.89
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
A2
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: CANADIAN NATL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN NATL RESOURCES
Security Description
4.95% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
4.95
Original Face
0.00
Shares Par Value
2515000.00
Base Market Value
2552448.35
Base Total Cost
2513038.30
Base Unrealized Gain Loss
39410.05
Base Accrued Interest
10720.19
Local Market Value
2552448.35
Local Total Cost Amount
2513038.30
Local Unrealized Gain Loss
39410.05
Local Accrued Interest
10720.19
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
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: CANADIAN NATL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN NATL RESOURCES
Security Description
6.25% 15 Mar 2038
Maturity Date
2038-03-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1211000.00
Base Market Value
1411456.83
Base Total Cost
1211199.22
Base Unrealized Gain Loss
200257.61
Base Accrued Interest
22285.76
Local Market Value
1411456.83
Local Total Cost Amount
1211199.22
Local Unrealized Gain Loss
200257.61
Local Accrued Interest
22285.76
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
CANADIAN
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: CANADIAN NATL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN NATL RESOURCES
Security Description
6.45% 30 Jun 2033
Maturity Date
2033-06-30T00:00:00.000
Interest Rate
6.45
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
577850.00
Base Total Cost
600225.00
Base Unrealized Gain Loss
-22375.00
Base Accrued Interest
89.58
Local Market Value
577850.00
Local Total Cost Amount
600225.00
Local Unrealized Gain Loss
-22375.00
Local Accrued Interest
89.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CANADIAN NATL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN NATL RESOURCES
Security Description
6.5% 15 Feb 2037
Maturity Date
2037-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
115000.00
Base Market Value
136557.90
Base Total Cost
148785.85
Base Unrealized Gain Loss
-12227.95
Base Accrued Interest
2823.89
Local Market Value
136557.90
Local Total Cost Amount
148785.85
Local Unrealized Gain Loss
-12227.95
Local Accrued Interest
2823.89
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
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: CANADIAN NATL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN NATL RESOURCES
Security Description
5.85% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5.85
Original Face
0.00
Shares Par Value
86000.00
Base Market Value
95380.02
Base Total Cost
87911.14
Base Unrealized Gain Loss
7468.88
Base Accrued Interest
2096.25
Local Market Value
95380.02
Local Total Cost Amount
87911.14
Local Unrealized Gain Loss
7468.88
Local Accrued Interest
2096.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: CANADIAN PACIFIC RR CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN PACIFIC RR CO
Security Description
6.5% 15 May 2018
Maturity Date
2018-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
457000.00
Base Market Value
475394.25
Base Total Cost
455117.16
Base Unrealized Gain Loss
20277.09
Base Accrued Interest
3795.64
Local Market Value
475394.25
Local Total Cost Amount
455117.16
Local Unrealized Gain Loss
20277.09
Local Accrued Interest
3795.64
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
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: CANTOR FITZGERALD LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANTOR FITZGERALD LP
Security Description
6.5% 17 Jun 2022
Maturity Date
2022-06-17T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
83955.75
Base Total Cost
84527.25
Base Unrealized Gain Loss
-571.50
Base Accrued Interest
189.58
Local Market Value
83955.75
Local Total Cost Amount
84527.25
Local Unrealized Gain Loss
-571.50
Local Accrued Interest
189.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: CAPITAL ONE BANK USA NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE BANK USA NA
Security Description
2.15% 21 Nov 2018
Maturity Date
2018-11-21T00:00:00.000
Interest Rate
2.15
Original Face
0.00
Shares Par Value
425000.00
Base Market Value
425573.75
Base Total Cost
424757.75
Base Unrealized Gain Loss
816.00
Base Accrued Interest
1015.28
Local Market Value
425573.75
Local Total Cost Amount
424757.75
Local Unrealized Gain Loss
816.00
Local Accrued Interest
1015.28
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
FINANCE
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
4.2% 29 Oct 2025
Maturity Date
2025-10-29T00:00:00.000
Interest Rate
4.2
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1512510.00
Base Total Cost
1499880.00
Base Unrealized Gain Loss
12630.00
Base Accrued Interest
10850.00
Local Market Value
1512510.00
Local Total Cost Amount
1499880.00
Local Unrealized Gain Loss
12630.00
Local Accrued Interest
10850.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
1% 09 Mar 2022
Maturity Date
2022-03-09T00:00:00.000
Interest Rate
2.171
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
998010.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
-1990.00
Base Accrued Interest
1270.27
Local Market Value
998010.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
-1990.00
Local Accrued Interest
1270.27
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
FINANCE
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
2.5% 12 May 2020
Maturity Date
2020-05-12T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1004330.00
Base Total Cost
998420.00
Base Unrealized Gain Loss
5910.00
Base Accrued Interest
3402.78
Local Market Value
1004330.00
Local Total Cost Amount
998420.00
Local Unrealized Gain Loss
5910.00
Local Accrued Interest
3402.78
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
FINANCE
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
3% 25 Feb 2043
Maturity Date
2043-02-25T00:00:00.000
Interest Rate
3
Original Face
7774000.00
Shares Par Value
4481357.75
Base Market Value
478767.20
Base Total Cost
517106.69
Base Unrealized Gain Loss
-38339.49
Base Accrued Interest
0
Local Market Value
478767.20
Local Total Cost Amount
517106.69
Local Unrealized Gain Loss
-38339.49
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
AGENCY CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CAPITAL ONE NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE NA
Security Description
2.4% 05 Sep 2019
Maturity Date
2019-09-05T00:00:00.000
Interest Rate
2.4
Original Face
0.00
Shares Par Value
1625000.00
Base Market Value
1630785.00
Base Total Cost
1619003.75
Base Unrealized Gain Loss
11781.25
Base Accrued Interest
12566.67
Local Market Value
1630785.00
Local Total Cost Amount
1619003.75
Local Unrealized Gain Loss
11781.25
Local Accrued Interest
12566.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: CAPITAL ONE NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE NA
Security Description
2.35% 17 Aug 2018
Maturity Date
2018-08-17T00:00:00.000
Interest Rate
2.35
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1506030.00
Base Total Cost
1498365.00
Base Unrealized Gain Loss
7665.00
Base Accrued Interest
13120.83
Local Market Value
1506030.00
Local Total Cost Amount
1498365.00
Local Unrealized Gain Loss
7665.00
Local Accrued Interest
13120.83
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
FINANCE
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: CARDINAL HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDINAL HEALTH INC
Security Description
3.41% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
3.41
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
300693.00
Base Total Cost
301494.00
Base Unrealized Gain Loss
-801.00
Base Accrued Interest
539.92
Local Market Value
300693.00
Local Total Cost Amount
301494.00
Local Unrealized Gain Loss
-801.00
Local Accrued Interest
539.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARDINAL HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDINAL HEALTH INC
Security Description
3.41% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
3.41
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
150346.50
Base Total Cost
150000.00
Base Unrealized Gain Loss
346.50
Base Accrued Interest
269.96
Local Market Value
150346.50
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
346.50
Local Accrued Interest
269.96
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CARDTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDTRONICS INC
Security Description
1% 01 Dec 2020
Maturity Date
2020-12-01T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
707000.00
Base Market Value
677397.91
Base Total Cost
681862.44
Base Unrealized Gain Loss
-4464.53
Base Accrued Interest
589.15
Local Market Value
677397.91
Local Total Cost Amount
681862.44
Local Unrealized Gain Loss
-4464.53
Local Accrued Interest
589.15
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARDTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDTRONICS INC
Security Description
5.125% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
81200.00
Base Total Cost
80000.00
Base Unrealized Gain Loss
1200.00
Base Accrued Interest
1708.33
Local Market Value
81200.00
Local Total Cost Amount
80000.00
Local Unrealized Gain Loss
1200.00
Local Accrued Interest
1708.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARDTRONICS INC / USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDTRONICS INC / USA
Security Description
5.5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
643750.00
Base Total Cost
625000.00
Base Unrealized Gain Loss
18750.00
Base Accrued Interest
8307.29
Local Market Value
643750.00
Local Total Cost Amount
625000.00
Local Unrealized Gain Loss
18750.00
Local Accrued Interest
8307.29
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CARLSON TRAVEL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARLSON TRAVEL INC
Security Description
6.75% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
203500.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
3500.00
Base Accrued Interest
600.00
Local Market Value
203500.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
3500.00
Local Accrued Interest
600.00
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
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARPENTER TECHNOLOGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARPENTER TECHNOLOGY
Security Description
5.2% 15 Jul 2021
Maturity Date
2021-07-15T00:00:00.000
Interest Rate
5.2
Original Face
0.00
Shares Par Value
2785000.00
Base Market Value
2908737.55
Base Total Cost
2780404.75
Base Unrealized Gain Loss
128332.80
Base Accrued Interest
66778.11
Local Market Value
2908737.55
Local Total Cost Amount
2780404.75
Local Unrealized Gain Loss
128332.80
Local Accrued Interest
66778.11
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
Ba2
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: CARPENTER TECHNOLOGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARPENTER TECHNOLOGY
Security Description
4.45% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
1155000.00
Base Market Value
1175801.55
Base Total Cost
1153232.85
Base Unrealized Gain Loss
22568.70
Base Accrued Interest
17132.50
Local Market Value
1175801.55
Local Total Cost Amount
1153232.85
Local Unrealized Gain Loss
22568.70
Local Accrued Interest
17132.50
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
Ba2
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: CARRIZO OIL + GAS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARRIZO OIL + GAS INC
Security Description
6.25% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
673750.00
Base Total Cost
714712.50
Base Unrealized Gain Loss
-40962.50
Base Accrued Interest
9236.11
Local Market Value
673750.00
Local Total Cost Amount
714712.50
Local Unrealized Gain Loss
-40962.50
Local Accrued Interest
9236.11
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
ELECTRIC/GAS
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: CARRIZO OIL + GAS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARRIZO OIL + GAS INC
Security Description
8.25% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
260000.00
Base Market Value
265850.00
Base Total Cost
260000.00
Base Unrealized Gain Loss
5850.00
Base Accrued Interest
0
Local Market Value
265850.00
Local Total Cost Amount
260000.00
Local Unrealized Gain Loss
5850.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: CARRIZO OIL + GAS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARRIZO OIL + GAS INC
Security Description
8.25% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
217000.00
Base Market Value
221882.50
Base Total Cost
217000.00
Base Unrealized Gain Loss
4882.50
Base Accrued Interest
0
Local Market Value
221882.50
Local Total Cost Amount
217000.00
Local Unrealized Gain Loss
4882.50
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: CARRIZO OIL + GAS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARRIZO OIL + GAS INC
Security Description
6.25% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
90000.00
Base Market Value
86625.00
Base Total Cost
85950.00
Base Unrealized Gain Loss
675.00
Base Accrued Interest
1250.00
Local Market Value
86625.00
Local Total Cost Amount
85950.00
Local Unrealized Gain Loss
675.00
Local Accrued Interest
1250.00
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
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: CASCADES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC
Security Description
5.5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1400000.00
Base Market Value
1428000.00
Base Total Cost
1402939.50
Base Unrealized Gain Loss
25060.50
Base Accrued Interest
35505.55
Local Market Value
1428000.00
Local Total Cost Amount
1402939.50
Local Unrealized Gain Loss
25060.50
Local Accrued Interest
35505.55
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
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: CASCADES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC
Security Description
5.5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1145000.00
Base Market Value
1167900.00
Base Total Cost
1135478.13
Base Unrealized Gain Loss
32421.87
Base Accrued Interest
29038.47
Local Market Value
1167900.00
Local Total Cost Amount
1135478.13
Local Unrealized Gain Loss
32421.87
Local Accrued Interest
29038.47
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
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: CASCADES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC
Security Description
5.75% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
840000.00
Base Market Value
858900.00
Base Total Cost
848400.00
Base Unrealized Gain Loss
10500.00
Base Accrued Interest
22271.67
Local Market Value
858900.00
Local Total Cost Amount
848400.00
Local Unrealized Gain Loss
10500.00
Local Accrued Interest
22271.67
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
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: CASCADES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC
Security Description
5.5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
802000.00
Base Market Value
818040.00
Base Total Cost
802000.00
Base Unrealized Gain Loss
16040.00
Base Accrued Interest
20339.61
Local Market Value
818040.00
Local Total Cost Amount
802000.00
Local Unrealized Gain Loss
16040.00
Local Accrued Interest
20339.61
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
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: CASCADES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC
Security Description
5.75% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
305000.00
Base Market Value
311862.50
Base Total Cost
312625.00
Base Unrealized Gain Loss
-762.50
Base Accrued Interest
8086.73
Local Market Value
311862.50
Local Total Cost Amount
312625.00
Local Unrealized Gain Loss
-762.50
Local Accrued Interest
8086.73
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
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: CASCADES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC
Security Description
5.5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
153000.00
Base Total Cost
153375.00
Base Unrealized Gain Loss
-375.00
Base Accrued Interest
3804.17
Local Market Value
153000.00
Local Total Cost Amount
153375.00
Local Unrealized Gain Loss
-375.00
Local Accrued Interest
3804.17
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
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: CATERPILLAR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATERPILLAR INC
Security Description
4.75% 15 May 2064
Maturity Date
2064-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
726947.00
Base Total Cost
647894.00
Base Unrealized Gain Loss
79053.00
Base Accrued Interest
3945.14
Local Market Value
726947.00
Local Total Cost Amount
647894.00
Local Unrealized Gain Loss
79053.00
Local Accrued Interest
3945.14
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: CB LEAR CORPORATION B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CB LEAR CORPORATION B
Security Description
8.75% 01 Dec 2016
Maturity Date
2016-12-01T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
430000.00
Base Market Value
0.00
Base Total Cost
0.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Direct
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