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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: CBOE HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CBOE HOLDINGS INC
Security Description
3.65% 12 Jan 2027
Maturity Date
2027-01-12T00:00:00.000
Interest Rate
3.65
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
20172.00
Base Total Cost
19951.80
Base Unrealized Gain Loss
220.20
Base Accrued Interest
342.69
Local Market Value
20172.00
Local Total Cost Amount
19951.80
Local Unrealized Gain Loss
220.20
Local Accrued Interest
342.69
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: CBRE SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CBRE SERVICES INC
Security Description
5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1105000.00
Base Market Value
1151255.30
Base Total Cost
1147128.13
Base Unrealized Gain Loss
4127.17
Base Accrued Interest
16268.06
Local Market Value
1151255.30
Local Total Cost Amount
1147128.13
Local Unrealized Gain Loss
4127.17
Local Accrued Interest
16268.06
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
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: CBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CBS CORP
Security Description
2.9% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
2.9
Original Face
0.00
Shares Par Value
695000.00
Base Market Value
658262.30
Base Total Cost
683532.50
Base Unrealized Gain Loss
-25270.20
Base Accrued Interest
9293.69
Local Market Value
658262.30
Local Total Cost Amount
683532.50
Local Unrealized Gain Loss
-25270.20
Local Accrued Interest
9293.69
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: CBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CBS CORP
Security Description
1.95% 01 Jul 2017
Maturity Date
2017-07-01T00:00:00.000
Interest Rate
1.95
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
500000.00
Base Total Cost
494290.00
Base Unrealized Gain Loss
5710.00
Base Accrued Interest
0
Local Market Value
500000.00
Local Total Cost Amount
494290.00
Local Unrealized Gain Loss
5710.00
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
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: CBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CBS CORP
Security Description
4% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
82781.60
Base Total Cost
78550.40
Base Unrealized Gain Loss
4231.20
Base Accrued Interest
1475.55
Local Market Value
82781.60
Local Total Cost Amount
78550.40
Local Unrealized Gain Loss
4231.20
Local Accrued Interest
1475.55
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: CBS RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CBS RADIO INC
Security Description
7.25% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
205000.00
Base Market Value
211150.00
Base Total Cost
209200.00
Base Unrealized Gain Loss
1950.00
Base Accrued Interest
2477.08
Local Market Value
211150.00
Local Total Cost Amount
209200.00
Local Unrealized Gain Loss
1950.00
Local Accrued Interest
2477.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CCM MERGER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCM MERGER INC
Security Description
6% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
530000.00
Base Market Value
543250.00
Base Total Cost
530000.00
Base Unrealized Gain Loss
13250.00
Base Accrued Interest
9363.33
Local Market Value
543250.00
Local Total Cost Amount
530000.00
Local Unrealized Gain Loss
13250.00
Local Accrued Interest
9363.33
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
FINANCE
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.5% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
9465000.00
Base Market Value
10044731.25
Base Total Cost
9755037.50
Base Unrealized Gain Loss
289693.75
Base Accrued Interest
86762.50
Local Market Value
10044731.25
Local Total Cost Amount
9755037.50
Local Unrealized Gain Loss
289693.75
Local Accrued Interest
86762.50
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
TELEPHONE
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.75% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
3485000.00
Base Market Value
3728950.00
Base Total Cost
3606600.00
Base Unrealized Gain Loss
122350.00
Base Accrued Interest
75701.94
Local Market Value
3728950.00
Local Total Cost Amount
3606600.00
Local Unrealized Gain Loss
122350.00
Local Accrued Interest
75701.94
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.5% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
2285000.00
Base Market Value
2424956.25
Base Total Cost
2315587.50
Base Unrealized Gain Loss
109368.75
Base Accrued Interest
20945.83
Local Market Value
2424956.25
Local Total Cost Amount
2315587.50
Local Unrealized Gain Loss
109368.75
Local Accrued Interest
20945.83
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
TELEPHONE
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.875% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
1505000.00
Base Market Value
1606587.50
Base Total Cost
1610600.00
Base Unrealized Gain Loss
-4012.50
Base Accrued Interest
22104.69
Local Market Value
1606587.50
Local Total Cost Amount
1610600.00
Local Unrealized Gain Loss
-4012.50
Local Accrued Interest
22104.69
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.75% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1355000.00
Base Market Value
1449850.00
Base Total Cost
1361075.00
Base Unrealized Gain Loss
88775.00
Base Accrued Interest
29438.41
Local Market Value
1449850.00
Local Total Cost Amount
1361075.00
Local Unrealized Gain Loss
88775.00
Local Accrued Interest
29438.41
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1130000.00
Base Market Value
1190737.50
Base Total Cost
1099337.50
Base Unrealized Gain Loss
91400.00
Base Accrued Interest
29960.69
Local Market Value
1190737.50
Local Total Cost Amount
1099337.50
Local Unrealized Gain Loss
91400.00
Local Accrued Interest
29960.69
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.125% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1130000.00
Base Market Value
1155425.00
Base Total Cost
1130000.00
Base Unrealized Gain Loss
25425.00
Base Accrued Interest
23325.86
Local Market Value
1155425.00
Local Total Cost Amount
1130000.00
Local Unrealized Gain Loss
25425.00
Local Accrued Interest
23325.86
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.125% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1085000.00
Base Market Value
1139250.00
Base Total Cost
1123957.74
Base Unrealized Gain Loss
15292.26
Base Accrued Interest
9271.99
Local Market Value
1139250.00
Local Total Cost Amount
1123957.74
Local Unrealized Gain Loss
15292.26
Local Accrued Interest
9271.99
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.25% 30 Sep 2022
Maturity Date
2022-09-30T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
1060000.00
Base Market Value
1091164.00
Base Total Cost
1076537.50
Base Unrealized Gain Loss
14626.50
Base Accrued Interest
14067.09
Local Market Value
1091164.00
Local Total Cost Amount
1076537.50
Local Unrealized Gain Loss
14626.50
Local Accrued Interest
14067.09
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.75% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
888000.00
Base Market Value
950160.00
Base Total Cost
901771.30
Base Unrealized Gain Loss
48388.70
Base Accrued Interest
19289.34
Local Market Value
950160.00
Local Total Cost Amount
901771.30
Local Unrealized Gain Loss
48388.70
Local Accrued Interest
19289.34
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.875% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
795000.00
Base Market Value
849656.25
Base Total Cost
813452.07
Base Unrealized Gain Loss
36204.18
Base Accrued Interest
7789.26
Local Market Value
849656.25
Local Total Cost Amount
813452.07
Local Unrealized Gain Loss
36204.18
Local Accrued Interest
7789.26
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
705000.00
Base Market Value
742893.75
Base Total Cost
731400.00
Base Unrealized Gain Loss
11493.75
Base Accrued Interest
18692.29
Local Market Value
742893.75
Local Total Cost Amount
731400.00
Local Unrealized Gain Loss
11493.75
Local Accrued Interest
18692.29
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.125% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
613500.00
Base Total Cost
599785.71
Base Unrealized Gain Loss
13714.29
Base Accrued Interest
12385.40
Local Market Value
613500.00
Local Total Cost Amount
599785.71
Local Unrealized Gain Loss
13714.29
Local Accrued Interest
12385.40
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.125% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
503000.00
Base Market Value
514317.50
Base Total Cost
503000.00
Base Unrealized Gain Loss
11317.50
Base Accrued Interest
10383.10
Local Market Value
514317.50
Local Total Cost Amount
503000.00
Local Unrealized Gain Loss
11317.50
Local Accrued Interest
10383.10
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
TELEPHONE
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.875% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
427000.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
27000.00
Base Accrued Interest
5875.00
Local Market Value
427000.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
27000.00
Local Accrued Interest
5875.00
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.125% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
288750.00
Base Total Cost
276062.50
Base Unrealized Gain Loss
12687.50
Base Accrued Interest
2348.96
Local Market Value
288750.00
Local Total Cost Amount
276062.50
Local Unrealized Gain Loss
12687.50
Local Accrued Interest
2348.96
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.125% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
270000.00
Base Market Value
276075.00
Base Total Cost
271743.75
Base Unrealized Gain Loss
4331.25
Base Accrued Interest
5577.71
Local Market Value
276075.00
Local Total Cost Amount
271743.75
Local Unrealized Gain Loss
4331.25
Local Accrued Interest
5577.71
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
TELEPHONE
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.125% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
257970.00
Base Total Cost
245625.00
Base Unrealized Gain Loss
12345.00
Base Accrued Interest
4840.28
Local Market Value
257970.00
Local Total Cost Amount
245625.00
Local Unrealized Gain Loss
12345.00
Local Accrued Interest
4840.28
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.125% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
240000.00
Base Market Value
245400.00
Base Total Cost
241200.00
Base Unrealized Gain Loss
4200.00
Base Accrued Interest
4954.16
Local Market Value
245400.00
Local Total Cost Amount
241200.00
Local Unrealized Gain Loss
4200.00
Local Accrued Interest
4954.16
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
TELEPHONE
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.25% 30 Sep 2022
Maturity Date
2022-09-30T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
205880.00
Base Total Cost
198052.00
Base Unrealized Gain Loss
7828.00
Base Accrued Interest
2654.17
Local Market Value
205880.00
Local Total Cost Amount
198052.00
Local Unrealized Gain Loss
7828.00
Local Accrued Interest
2654.17
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.875% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
95000.00
Base Market Value
101412.50
Base Total Cost
101412.50
Base Unrealized Gain Loss
0
Base Accrued Interest
1395.31
Local Market Value
101412.50
Local Total Cost Amount
101412.50
Local Unrealized Gain Loss
0
Local Accrued Interest
1395.31
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
INDUSTRIAL
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
79031.25
Base Total Cost
78375.00
Base Unrealized Gain Loss
656.25
Base Accrued Interest
1988.54
Local Market Value
79031.25
Local Total Cost Amount
78375.00
Local Unrealized Gain Loss
656.25
Local Accrued Interest
1988.54
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.75% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
46000.00
Base Market Value
47955.00
Base Total Cost
46230.00
Base Unrealized Gain Loss
1725.00
Base Accrued Interest
881.67
Local Market Value
47955.00
Local Total Cost Amount
46230.00
Local Unrealized Gain Loss
1725.00
Local Accrued Interest
881.67
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
TELEPHONE
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.25% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
41100.00
Base Total Cost
39900.00
Base Unrealized Gain Loss
1200.00
Base Accrued Interest
618.33
Local Market Value
41100.00
Local Total Cost Amount
39900.00
Local Unrealized Gain Loss
1200.00
Local Accrued Interest
618.33
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
TELEPHONE
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: CDK GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDK GLOBAL INC
Security Description
4.875% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1865000.00
Base Market Value
1916287.50
Base Total Cost
1865000.00
Base Unrealized Gain Loss
51287.50
Base Accrued Interest
11617.40
Local Market Value
1916287.50
Local Total Cost Amount
1865000.00
Local Unrealized Gain Loss
51287.50
Local Accrued Interest
11617.40
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: CDK GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDK GLOBAL INC
Security Description
4.875% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
411000.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
11000.00
Base Accrued Interest
2491.67
Local Market Value
411000.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
11000.00
Local Accrued Interest
2491.67
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
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: CDK GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDK GLOBAL INC
Security Description
5% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
106500.00
Base Total Cost
100690.00
Base Unrealized Gain Loss
5810.00
Base Accrued Interest
1055.55
Local Market Value
106500.00
Local Total Cost Amount
100690.00
Local Unrealized Gain Loss
5810.00
Local Accrued Interest
1055.55
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
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5% 01 Sep 2025
Maturity Date
2025-09-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
674375.00
Base Total Cost
650000.00
Base Unrealized Gain Loss
24375.00
Base Accrued Interest
10743.05
Local Market Value
674375.00
Local Total Cost Amount
650000.00
Local Unrealized Gain Loss
24375.00
Local Accrued Interest
10743.05
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5.5% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
518000.00
Base Market Value
560248.08
Base Total Cost
538920.00
Base Unrealized Gain Loss
21328.08
Base Accrued Interest
2374.17
Local Market Value
560248.08
Local Total Cost Amount
538920.00
Local Unrealized Gain Loss
21328.08
Local Accrued Interest
2374.17
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
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5% 01 Sep 2025
Maturity Date
2025-09-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
510000.00
Base Market Value
529125.00
Base Total Cost
510000.00
Base Unrealized Gain Loss
19125.00
Base Accrued Interest
8429.17
Local Market Value
529125.00
Local Total Cost Amount
510000.00
Local Unrealized Gain Loss
19125.00
Local Accrued Interest
8429.17
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
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
285000.00
Base Market Value
296756.25
Base Total Cost
297793.75
Base Unrealized Gain Loss
-1037.50
Base Accrued Interest
4754.18
Local Market Value
296756.25
Local Total Cost Amount
297793.75
Local Unrealized Gain Loss
-1037.50
Local Accrued Interest
4754.18
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
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5% 01 Sep 2025
Maturity Date
2025-09-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
265000.00
Base Market Value
274937.50
Base Total Cost
265600.00
Base Unrealized Gain Loss
9337.50
Base Accrued Interest
4384.03
Local Market Value
274937.50
Local Total Cost Amount
265600.00
Local Unrealized Gain Loss
9337.50
Local Accrued Interest
4384.03
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
208250.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
8250.00
Base Accrued Interest
3333.33
Local Market Value
208250.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
8250.00
Local Accrued Interest
3333.33
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
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
182000.00
Base Market Value
189507.50
Base Total Cost
182000.00
Base Unrealized Gain Loss
7507.50
Base Accrued Interest
3033.33
Local Market Value
189507.50
Local Total Cost Amount
182000.00
Local Unrealized Gain Loss
7507.50
Local Accrued Interest
3033.33
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
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: CE GENERATION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CE GENERATION LLC
Security Description
7.416% 15 Dec 2018
Maturity Date
2018-12-15T00:00:00.000
Interest Rate
7.416
Original Face
0.00
Shares Par Value
30244.50
Base Market Value
28732.28
Base Total Cost
28127.38
Base Unrealized Gain Loss
604.90
Base Accrued Interest
99.69
Local Market Value
28732.28
Local Total Cost Amount
28127.38
Local Unrealized Gain Loss
604.90
Local Accrued Interest
99.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CEDAR FAIR LP/CANADA S W
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR LP/CANADA S W
Security Description
5.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
1995000.00
Base Market Value
2084775.00
Base Total Cost
2048743.75
Base Unrealized Gain Loss
36031.25
Base Accrued Interest
8935.94
Local Market Value
2084775.00
Local Total Cost Amount
2048743.75
Local Unrealized Gain Loss
36031.25
Local Accrued Interest
8935.94
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
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: CEDAR FAIR LP/CANADA S W
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR LP/CANADA S W
Security Description
5.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
1285000.00
Base Market Value
1342825.00
Base Total Cost
1298387.50
Base Unrealized Gain Loss
44437.50
Base Accrued Interest
5755.73
Local Market Value
1342825.00
Local Total Cost Amount
1298387.50
Local Unrealized Gain Loss
44437.50
Local Accrued Interest
5755.73
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
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.375% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
330000.00
Base Market Value
348150.00
Base Total Cost
330900.00
Base Unrealized Gain Loss
17250.00
Base Accrued Interest
3847.61
Local Market Value
348150.00
Local Total Cost Amount
330900.00
Local Unrealized Gain Loss
17250.00
Local Accrued Interest
3847.61
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
INDUSTRIAL
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.375% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
316500.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
16500.00
Base Accrued Interest
3493.75
Local Market Value
316500.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
16500.00
Local Accrued Interest
3493.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.375% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
131875.00
Base Total Cost
125000.00
Base Unrealized Gain Loss
6875.00
Base Accrued Interest
1455.73
Local Market Value
131875.00
Local Total Cost Amount
125000.00
Local Unrealized Gain Loss
6875.00
Local Accrued Interest
1455.73
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CELGENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELGENE CORP
Security Description
3.875% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
3200000.00
Base Market Value
3341920.00
Base Total Cost
3273703.56
Base Unrealized Gain Loss
68216.44
Base Accrued Interest
46844.44
Local Market Value
3341920.00
Local Total Cost Amount
3273703.56
Local Unrealized Gain Loss
68216.44
Local Accrued Interest
46844.44
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: CELGENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELGENE CORP
Security Description
3.55% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
3.55
Original Face
0.00
Shares Par Value
2175000.00
Base Market Value
2264196.75
Base Total Cost
2169105.75
Base Unrealized Gain Loss
95091.00
Base Accrued Interest
29169.17
Local Market Value
2264196.75
Local Total Cost Amount
2169105.75
Local Unrealized Gain Loss
95091.00
Local Accrued Interest
29169.17
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
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: CELGENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELGENE CORP
Security Description
4% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
795442.50
Base Total Cost
745890.00
Base Unrealized Gain Loss
49552.50
Base Accrued Interest
11333.33
Local Market Value
795442.50
Local Total Cost Amount
745890.00
Local Unrealized Gain Loss
49552.50
Local Accrued Interest
11333.33
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
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
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