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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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 27 Jul 2023
Maturity Date
2023-07-27T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
99333.00
Base Total Cost
99975.00
Base Unrealized Gain Loss
-642.00
Base Accrued Interest
427.78
Local Market Value
99333.00
Local Total Cost Amount
99975.00
Local Unrealized Gain Loss
-642.00
Local Accrued Interest
427.78
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
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: CELGENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELGENE CORP
Security Description
2.875% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
766935.00
Base Total Cost
747787.50
Base Unrealized Gain Loss
19147.50
Base Accrued Interest
8145.83
Local Market Value
766935.00
Local Total Cost Amount
747787.50
Local Unrealized Gain Loss
19147.50
Local Accrued Interest
8145.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
5.7% 15 Oct 2040
Maturity Date
2040-10-15T00:00:00.000
Interest Rate
5.7
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
576265.00
Base Total Cost
499065.00
Base Unrealized Gain Loss
77200.00
Base Accrued Interest
6016.67
Local Market Value
576265.00
Local Total Cost Amount
499065.00
Local Unrealized Gain Loss
77200.00
Local Accrued Interest
6016.67
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
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
3.875% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
104435.00
Base Total Cost
99058.50
Base Unrealized Gain Loss
5376.50
Base Accrued Interest
1463.88
Local Market Value
104435.00
Local Total Cost Amount
99058.50
Local Unrealized Gain Loss
5376.50
Local Accrued Interest
1463.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CEMEX SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEMEX SAB DE CV
Security Description
3.72% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
3.72
Original Face
0.00
Shares Par Value
1273000.00
Base Market Value
1465541.25
Base Total Cost
1321082.07
Base Unrealized Gain Loss
144459.18
Base Accrued Interest
13943.60
Local Market Value
1465541.25
Local Total Cost Amount
1321082.07
Local Unrealized Gain Loss
144459.18
Local Accrued Interest
13943.60
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: CENOVUS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENOVUS ENERGY INC
Security Description
4.25% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
3710000.00
Base Market Value
3534257.30
Base Total Cost
3709369.30
Base Unrealized Gain Loss
-175112.00
Base Accrued Interest
36790.83
Local Market Value
3534257.30
Local Total Cost Amount
3709369.30
Local Unrealized Gain Loss
-175112.00
Local Accrued Interest
36790.83
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
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: CENOVUS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENOVUS ENERGY INC
Security Description
4.45% 15 Sep 2042
Maturity Date
2042-09-15T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
1025000.00
Base Market Value
834514.00
Base Total Cost
1022765.50
Base Unrealized Gain Loss
-188251.50
Base Accrued Interest
13430.35
Local Market Value
834514.00
Local Total Cost Amount
1022765.50
Local Unrealized Gain Loss
-188251.50
Local Accrued Interest
13430.35
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
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: CENOVUS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENOVUS ENERGY INC
Security Description
4.25% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
790000.00
Base Market Value
752577.70
Base Total Cost
751399.92
Base Unrealized Gain Loss
1177.78
Base Accrued Interest
7834.17
Local Market Value
752577.70
Local Total Cost Amount
751399.92
Local Unrealized Gain Loss
1177.78
Local Accrued Interest
7834.17
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
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: CENOVUS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENOVUS ENERGY INC
Security Description
5.7% 15 Oct 2019
Maturity Date
2019-10-15T00:00:00.000
Interest Rate
5.7
Original Face
0.00
Shares Par Value
575000.00
Base Market Value
606849.25
Base Total Cost
590093.75
Base Unrealized Gain Loss
16755.50
Base Accrued Interest
6919.17
Local Market Value
606849.25
Local Total Cost Amount
590093.75
Local Unrealized Gain Loss
16755.50
Local Accrued Interest
6919.17
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
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
968.80
Base Market Value
968.80
Base Total Cost
968.80
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
968.80
Local Total Cost Amount
968.80
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: CENOVUS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENOVUS ENERGY INC
Security Description
5.2% 15 Sep 2043
Maturity Date
2043-09-15T00:00:00.000
Interest Rate
5.2
Original Face
0.00
Shares Par Value
230000.00
Base Market Value
203786.90
Base Total Cost
227578.10
Base Unrealized Gain Loss
-23791.20
Base Accrued Interest
3521.56
Local Market Value
203786.90
Local Total Cost Amount
227578.10
Local Unrealized Gain Loss
-23791.20
Local Accrued Interest
3521.56
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
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: CENOVUS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENOVUS ENERGY INC
Security Description
5.7% 15 Oct 2019
Maturity Date
2019-10-15T00:00:00.000
Interest Rate
5.7
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
211078.00
Base Total Cost
221012.60
Base Unrealized Gain Loss
-9934.60
Base Accrued Interest
2406.67
Local Market Value
211078.00
Local Total Cost Amount
221012.60
Local Unrealized Gain Loss
-9934.60
Local Accrued Interest
2406.67
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
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
6.125% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
730000.00
Base Market Value
789261.40
Base Total Cost
784750.00
Base Unrealized Gain Loss
4511.40
Base Accrued Interest
16891.39
Local Market Value
789261.40
Local Total Cost Amount
784750.00
Local Unrealized Gain Loss
4511.40
Local Accrued Interest
16891.39
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
5.625% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
580000.00
Base Market Value
604650.00
Base Total Cost
592112.50
Base Unrealized Gain Loss
12537.50
Base Accrued Interest
12325.00
Local Market Value
604650.00
Local Total Cost Amount
592112.50
Local Unrealized Gain Loss
12537.50
Local Accrued Interest
12325.00
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
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
521875.00
Base Total Cost
508750.00
Base Unrealized Gain Loss
13125.00
Base Accrued Interest
3034.72
Local Market Value
521875.00
Local Total Cost Amount
508750.00
Local Unrealized Gain Loss
13125.00
Local Accrued Interest
3034.72
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
6.125% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
475000.00
Base Market Value
513560.50
Base Total Cost
475000.00
Base Unrealized Gain Loss
38560.50
Base Accrued Interest
10990.97
Local Market Value
513560.50
Local Total Cost Amount
475000.00
Local Unrealized Gain Loss
38560.50
Local Accrued Interest
10990.97
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.75% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
380000.00
Base Market Value
390450.00
Base Total Cost
380000.00
Base Unrealized Gain Loss
10450.00
Base Accrued Interest
11632.22
Local Market Value
390450.00
Local Total Cost Amount
380000.00
Local Unrealized Gain Loss
10450.00
Local Accrued Interest
11632.22
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
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
6.125% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
380000.00
Base Market Value
410848.40
Base Total Cost
380000.00
Base Unrealized Gain Loss
30848.40
Base Accrued Interest
8792.78
Local Market Value
410848.40
Local Total Cost Amount
380000.00
Local Unrealized Gain Loss
30848.40
Local Accrued Interest
8792.78
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
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.75% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
385312.50
Base Total Cost
375000.00
Base Unrealized Gain Loss
10312.50
Base Accrued Interest
11479.16
Local Market Value
385312.50
Local Total Cost Amount
375000.00
Local Unrealized Gain Loss
10312.50
Local Accrued Interest
11479.16
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
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
365312.50
Base Total Cost
356125.00
Base Unrealized Gain Loss
9187.50
Base Accrued Interest
2124.31
Local Market Value
365312.50
Local Total Cost Amount
356125.00
Local Unrealized Gain Loss
9187.50
Local Accrued Interest
2124.31
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
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
5.625% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
340000.00
Base Market Value
354450.00
Base Total Cost
340000.00
Base Unrealized Gain Loss
14450.00
Base Accrued Interest
7225.00
Local Market Value
354450.00
Local Total Cost Amount
340000.00
Local Unrealized Gain Loss
14450.00
Local Accrued Interest
7225.00
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
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
6.125% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
324354.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
24354.00
Base Accrued Interest
6941.67
Local Market Value
324354.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
24354.00
Local Accrued Interest
6941.67
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
5.625% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
208500.00
Base Total Cost
209600.00
Base Unrealized Gain Loss
-1100.00
Base Accrued Interest
4250.00
Local Market Value
208500.00
Local Total Cost Amount
209600.00
Local Unrealized Gain Loss
-1100.00
Local Accrued Interest
4250.00
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
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.75% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
133000.00
Base Market Value
136657.50
Base Total Cost
133000.00
Base Unrealized Gain Loss
3657.50
Base Accrued Interest
4071.28
Local Market Value
136657.50
Local Total Cost Amount
133000.00
Local Unrealized Gain Loss
3657.50
Local Accrued Interest
4071.28
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
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: CENTERPOINT ENER HOUSTON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTERPOINT ENER HOUSTON
Security Description
3.55% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.55
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
219901.50
Base Total Cost
224424.00
Base Unrealized Gain Loss
-4522.50
Base Accrued Interest
3328.13
Local Market Value
219901.50
Local Total Cost Amount
224424.00
Local Unrealized Gain Loss
-4522.50
Local Accrued Interest
3328.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
A1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTRAL GARDEN + PET CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTRAL GARDEN + PET CO
Security Description
6.125% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
1410000.00
Base Market Value
1501650.00
Base Total Cost
1451200.00
Base Unrealized Gain Loss
50450.00
Base Accrued Interest
11035.21
Local Market Value
1501650.00
Local Total Cost Amount
1451200.00
Local Unrealized Gain Loss
50450.00
Local Accrued Interest
11035.21
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: CENTURY COMMUNITIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURY COMMUNITIES
Security Description
5.875% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
415000.00
Base Market Value
412925.00
Base Total Cost
415000.00
Base Unrealized Gain Loss
-2075.00
Base Accrued Interest
3318.56
Local Market Value
412925.00
Local Total Cost Amount
415000.00
Local Unrealized Gain Loss
-2075.00
Local Accrued Interest
3318.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CENTURYLINK ESCROW LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK ESCROW LLC
Security Description
1% 31 Jan 2025
Maturity Date
2025-01-31T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
565000.00
Base Market Value
559389.55
Base Total Cost
562075.00
Base Unrealized Gain Loss
-2685.45
Base Accrued Interest
0
Local Market Value
559389.55
Local Total Cost Amount
562075.00
Local Unrealized Gain Loss
-2685.45
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
7.5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
3790000.00
Base Market Value
4150050.00
Base Total Cost
3958525.00
Base Unrealized Gain Loss
191525.00
Base Accrued Interest
71062.50
Local Market Value
4150050.00
Local Total Cost Amount
3958525.00
Local Unrealized Gain Loss
191525.00
Local Accrued Interest
71062.50
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
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
7.6% 15 Sep 2039
Maturity Date
2039-09-15T00:00:00.000
Interest Rate
7.6
Original Face
0.00
Shares Par Value
1930000.00
Base Market Value
1794900.00
Base Total Cost
1787175.00
Base Unrealized Gain Loss
7725.00
Base Accrued Interest
43189.11
Local Market Value
1794900.00
Local Total Cost Amount
1787175.00
Local Unrealized Gain Loss
7725.00
Local Accrued Interest
43189.11
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
TELEPHONE
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
5.8% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.8
Original Face
0.00
Shares Par Value
1530000.00
Base Market Value
1591200.00
Base Total Cost
1466887.50
Base Unrealized Gain Loss
124312.50
Base Accrued Interest
26129.00
Local Market Value
1591200.00
Local Total Cost Amount
1466887.50
Local Unrealized Gain Loss
124312.50
Local Accrued Interest
26129.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
5.625% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1350000.00
Base Market Value
1347745.50
Base Total Cost
1248750.00
Base Unrealized Gain Loss
98995.50
Base Accrued Interest
18984.38
Local Market Value
1347745.50
Local Total Cost Amount
1248750.00
Local Unrealized Gain Loss
98995.50
Local Accrued Interest
18984.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
5.8% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.8
Original Face
0.00
Shares Par Value
1053000.00
Base Market Value
1095120.00
Base Total Cost
1064015.91
Base Unrealized Gain Loss
31104.09
Base Accrued Interest
17982.90
Local Market Value
1095120.00
Local Total Cost Amount
1064015.91
Local Unrealized Gain Loss
31104.09
Local Accrued Interest
17982.90
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
5.625% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1005000.00
Base Market Value
1003321.65
Base Total Cost
978332.06
Base Unrealized Gain Loss
24989.59
Base Accrued Interest
14132.81
Local Market Value
1003321.65
Local Total Cost Amount
978332.06
Local Unrealized Gain Loss
24989.59
Local Accrued Interest
14132.81
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
TELEPHONE
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
7.65% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
7.65
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
928750.00
Base Total Cost
948275.00
Base Unrealized Gain Loss
-19525.00
Base Accrued Interest
22525.00
Local Market Value
928750.00
Local Total Cost Amount
948275.00
Local Unrealized Gain Loss
-19525.00
Local Accrued Interest
22525.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
7.65% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
7.65
Original Face
0.00
Shares Par Value
905000.00
Base Market Value
840518.75
Base Total Cost
898258.57
Base Unrealized Gain Loss
-57739.82
Base Accrued Interest
20385.13
Local Market Value
840518.75
Local Total Cost Amount
898258.57
Local Unrealized Gain Loss
-57739.82
Local Accrued Interest
20385.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
6.45% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
6.45
Original Face
0.00
Shares Par Value
856000.00
Base Market Value
924480.00
Base Total Cost
922490.58
Base Unrealized Gain Loss
1989.42
Base Accrued Interest
2459.25
Local Market Value
924480.00
Local Total Cost Amount
922490.58
Local Unrealized Gain Loss
1989.42
Local Accrued Interest
2459.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
5.625% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
610000.00
Base Market Value
608981.30
Base Total Cost
588900.00
Base Unrealized Gain Loss
20081.30
Base Accrued Interest
8578.13
Local Market Value
608981.30
Local Total Cost Amount
588900.00
Local Unrealized Gain Loss
20081.30
Local Accrued Interest
8578.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
7.6% 15 Sep 2039
Maturity Date
2039-09-15T00:00:00.000
Interest Rate
7.6
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
465000.00
Base Total Cost
504843.75
Base Unrealized Gain Loss
-39843.75
Base Accrued Interest
11188.88
Local Market Value
465000.00
Local Total Cost Amount
504843.75
Local Unrealized Gain Loss
-39843.75
Local Accrued Interest
11188.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
5.8% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.8
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
520000.00
Base Total Cost
487500.00
Base Unrealized Gain Loss
32500.00
Base Accrued Interest
8538.89
Local Market Value
520000.00
Local Total Cost Amount
487500.00
Local Unrealized Gain Loss
32500.00
Local Accrued Interest
8538.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
6.875% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
349000.00
Base Market Value
346382.50
Base Total Cost
352926.25
Base Unrealized Gain Loss
-6543.75
Base Accrued Interest
11063.78
Local Market Value
346382.50
Local Total Cost Amount
352926.25
Local Unrealized Gain Loss
-6543.75
Local Accrued Interest
11063.78
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
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
6.75% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
305000.00
Base Market Value
328448.40
Base Total Cost
307231.25
Base Unrealized Gain Loss
21217.15
Base Accrued Interest
1721.26
Local Market Value
328448.40
Local Total Cost Amount
307231.25
Local Unrealized Gain Loss
21217.15
Local Accrued Interest
1721.26
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
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
5.625% 01 Apr 2020
Maturity Date
2020-04-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
211562.00
Base Total Cost
208000.00
Base Unrealized Gain Loss
3562.00
Base Accrued Interest
2812.50
Local Market Value
211562.00
Local Total Cost Amount
208000.00
Local Unrealized Gain Loss
3562.00
Local Accrued Interest
2812.50
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
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 27 Jul 2018
Maturity Date
2018-07-27T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
99643.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
-357.00
Base Accrued Interest
427.78
Local Market Value
99643.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
-357.00
Local Accrued Interest
427.78
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
6.45% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
6.45
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
86400.00
Base Total Cost
79727.20
Base Unrealized Gain Loss
6672.80
Base Accrued Interest
229.33
Local Market Value
86400.00
Local Total Cost Amount
79727.20
Local Unrealized Gain Loss
6672.80
Local Accrued Interest
229.33
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: CEQUEL COM HLDG I/CAP CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEQUEL COM HLDG I/CAP CP
Security Description
7.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
2025000.00
Base Market Value
2237625.00
Base Total Cost
2130406.25
Base Unrealized Gain Loss
107218.75
Base Accrued Interest
72365.61
Local Market Value
2237625.00
Local Total Cost Amount
2130406.25
Local Unrealized Gain Loss
107218.75
Local Accrued Interest
72365.61
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
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: CEQUEL COM HLDG I/CAP CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEQUEL COM HLDG I/CAP CP
Security Description
5.125% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
909000.00
Base Market Value
924907.50
Base Total Cost
872048.79
Base Unrealized Gain Loss
52858.71
Base Accrued Interest
2076.19
Local Market Value
924907.50
Local Total Cost Amount
872048.79
Local Unrealized Gain Loss
52858.71
Local Accrued Interest
2076.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CEQUEL COM HLDG I/CAP CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEQUEL COM HLDG I/CAP CP
Security Description
6.375% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
788000.00
Base Market Value
803760.00
Base Total Cost
814539.04
Base Unrealized Gain Loss
-10779.04
Base Accrued Interest
14791.42
Local Market Value
803760.00
Local Total Cost Amount
814539.04
Local Unrealized Gain Loss
-10779.04
Local Accrued Interest
14791.42
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: CEQUEL COM HLDG I/CAP CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEQUEL COM HLDG I/CAP CP
Security Description
6.375% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
746000.00
Base Market Value
760920.00
Base Total Cost
769057.25
Base Unrealized Gain Loss
-8137.25
Base Accrued Interest
14010.13
Local Market Value
760920.00
Local Total Cost Amount
769057.25
Local Unrealized Gain Loss
-8137.25
Local Accrued Interest
14010.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
5.15% 15 Mar 2034
Maturity Date
2034-03-15T00:00:00.000
Interest Rate
5.15
Original Face
0.00
Shares Par Value
2020000.00
Base Market Value
1868500.00
Base Total Cost
1817268.75
Base Unrealized Gain Loss
51231.25
Base Accrued Interest
30631.07
Local Market Value
1868500.00
Local Total Cost Amount
1817268.75
Local Unrealized Gain Loss
51231.25
Local Accrued Interest
30631.07
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
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