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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: 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
1250000.00
Base Market Value
1156250.00
Base Total Cost
1104112.50
Base Unrealized Gain Loss
52137.50
Base Accrued Interest
18954.86
Local Market Value
1156250.00
Local Total Cost Amount
1104112.50
Local Unrealized Gain Loss
52137.50
Local Accrued Interest
18954.86
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
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: 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
685000.00
Base Market Value
633625.00
Base Total Cost
717684.78
Base Unrealized Gain Loss
-84059.78
Base Accrued Interest
10387.27
Local Market Value
633625.00
Local Total Cost Amount
717684.78
Local Unrealized Gain Loss
-84059.78
Local Accrued Interest
10387.27
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
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
3.45% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
3.45
Original Face
0.00
Shares Par Value
631000.00
Base Market Value
596295.00
Base Total Cost
601348.75
Base Unrealized Gain Loss
-5053.75
Base Accrued Interest
1814.12
Local Market Value
596295.00
Local Total Cost Amount
601348.75
Local Unrealized Gain Loss
-5053.75
Local Accrued Interest
1814.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
7.125% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
550000.00
Base Market Value
607750.00
Base Total Cost
594000.00
Base Unrealized Gain Loss
13750.00
Base Accrued Interest
6531.25
Local Market Value
607750.00
Local Total Cost Amount
594000.00
Local Unrealized Gain Loss
13750.00
Local Accrued Interest
6531.25
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
7.125% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
385000.00
Base Market Value
425425.00
Base Total Cost
464695.00
Base Unrealized Gain Loss
-39270.00
Base Accrued Interest
4571.87
Local Market Value
425425.00
Local Total Cost Amount
464695.00
Local Unrealized Gain Loss
-39270.00
Local Accrued Interest
4571.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
5.375% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
380000.00
Base Market Value
339150.00
Base Total Cost
335812.50
Base Unrealized Gain Loss
3337.50
Base Accrued Interest
6020.00
Local Market Value
339150.00
Local Total Cost Amount
335812.50
Local Unrealized Gain Loss
3337.50
Local Accrued Interest
6020.00
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
5.375% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
355000.00
Base Market Value
316837.50
Base Total Cost
315525.00
Base Unrealized Gain Loss
1312.50
Base Accrued Interest
5618.38
Local Market Value
316837.50
Local Total Cost Amount
315525.00
Local Unrealized Gain Loss
1312.50
Local Accrued Interest
5618.38
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
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
6.875% 01 May 2018
Maturity Date
2018-05-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
103875.00
Base Total Cost
104375.00
Base Unrealized Gain Loss
-500.00
Base Accrued Interest
1145.83
Local Market Value
103875.00
Local Total Cost Amount
104375.00
Local Unrealized Gain Loss
-500.00
Local Accrued Interest
1145.83
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
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: CFCRE COMMERCIAL MORTGAGE TRUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CFCRE COMMERCIAL MORTGAGE TRUS
Security Description
1% 10 May 2058
Maturity Date
2058-05-10T00:00:00.000
Interest Rate
1.9235
Original Face
5976500.00
Shares Par Value
5912816.57
Base Market Value
671390.86
Base Total Cost
730144.75
Base Unrealized Gain Loss
-58753.89
Base Accrued Interest
0
Local Market Value
671390.86
Local Total Cost Amount
730144.75
Local Unrealized Gain Loss
-58753.89
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
WHOLE LOAN CMOS
Moody S Quality Rating
NR
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
876.28
Base Market Value
876.28
Base Total Cost
876.28
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
876.28
Local Total Cost Amount
876.28
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: CHANGE HEALTH / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHANGE HEALTH / FIN INC
Security Description
5.75% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1015000.00
Base Market Value
1035300.00
Base Total Cost
1017312.50
Base Unrealized Gain Loss
17987.50
Base Accrued Interest
22048.05
Local Market Value
1035300.00
Local Total Cost Amount
1017312.50
Local Unrealized Gain Loss
17987.50
Local Accrued Interest
22048.05
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
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: CHANGE HEALTH / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHANGE HEALTH / FIN INC
Security Description
5.75% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
670000.00
Base Market Value
683400.00
Base Total Cost
673431.25
Base Unrealized Gain Loss
9968.75
Base Accrued Interest
14553.88
Local Market Value
683400.00
Local Total Cost Amount
673431.25
Local Unrealized Gain Loss
9968.75
Local Accrued Interest
14553.88
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
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: CHANGE HEALTH / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHANGE HEALTH / FIN INC
Security Description
5.75% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
229500.00
Base Total Cost
225000.00
Base Unrealized Gain Loss
4500.00
Base Accrued Interest
4887.50
Local Market Value
229500.00
Local Total Cost Amount
225000.00
Local Unrealized Gain Loss
4500.00
Local Accrued Interest
4887.50
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
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: CHARLES SCHWAB CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARLES SCHWAB CORP
Security Description
2.2% 25 Jul 2018
Maturity Date
2018-07-25T00:00:00.000
Interest Rate
2.2
Original Face
0.00
Shares Par Value
552000.00
Base Market Value
554831.76
Base Total Cost
551845.44
Base Unrealized Gain Loss
2986.32
Base Accrued Interest
5262.40
Local Market Value
554831.76
Local Total Cost Amount
551845.44
Local Unrealized Gain Loss
2986.32
Local Accrued Interest
5262.40
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
FINANCE
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.484% 23 Oct 2045
Maturity Date
2045-10-23T00:00:00.000
Interest Rate
6.484
Original Face
0.00
Shares Par Value
7315000.00
Base Market Value
8779536.15
Base Total Cost
8557608.31
Base Unrealized Gain Loss
221927.84
Base Accrued Interest
89590.87
Local Market Value
8779536.15
Local Total Cost Amount
8557608.31
Local Unrealized Gain Loss
221927.84
Local Accrued Interest
89590.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
4.908% 23 Jul 2025
Maturity Date
2025-07-23T00:00:00.000
Interest Rate
4.908
Original Face
0.00
Shares Par Value
1805000.00
Base Market Value
1949977.60
Base Total Cost
1808817.51
Base Unrealized Gain Loss
141160.09
Base Accrued Interest
38880.90
Local Market Value
1949977.60
Local Total Cost Amount
1808817.51
Local Unrealized Gain Loss
141160.09
Local Accrued Interest
38880.90
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.484% 23 Oct 2045
Maturity Date
2045-10-23T00:00:00.000
Interest Rate
6.484
Original Face
0.00
Shares Par Value
1003000.00
Base Market Value
1203810.63
Base Total Cost
1098878.16
Base Unrealized Gain Loss
104932.47
Base Accrued Interest
12284.30
Local Market Value
1203810.63
Local Total Cost Amount
1098878.16
Local Unrealized Gain Loss
104932.47
Local Accrued Interest
12284.30
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.484% 23 Oct 2045
Maturity Date
2045-10-23T00:00:00.000
Interest Rate
6.484
Original Face
0.00
Shares Par Value
895000.00
Base Market Value
1074187.95
Base Total Cost
1051061.06
Base Unrealized Gain Loss
23126.89
Base Accrued Interest
10961.56
Local Market Value
1074187.95
Local Total Cost Amount
1051061.06
Local Unrealized Gain Loss
23126.89
Local Accrued Interest
10961.56
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.384% 23 Oct 2035
Maturity Date
2035-10-23T00:00:00.000
Interest Rate
6.384
Original Face
0.00
Shares Par Value
685000.00
Base Market Value
811964.75
Base Total Cost
685000.00
Base Unrealized Gain Loss
126964.75
Base Accrued Interest
8260.19
Local Market Value
811964.75
Local Total Cost Amount
685000.00
Local Unrealized Gain Loss
126964.75
Local Accrued Interest
8260.19
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.384% 23 Oct 2035
Maturity Date
2035-10-23T00:00:00.000
Interest Rate
6.384
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
474140.00
Base Total Cost
405884.64
Base Unrealized Gain Loss
68255.36
Base Accrued Interest
4823.47
Local Market Value
474140.00
Local Total Cost Amount
405884.64
Local Unrealized Gain Loss
68255.36
Local Accrued Interest
4823.47
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.834% 23 Oct 2055
Maturity Date
2055-10-23T00:00:00.000
Interest Rate
6.834
Original Face
0.00
Shares Par Value
343000.00
Base Market Value
418062.12
Base Total Cost
346413.23
Base Unrealized Gain Loss
71648.89
Base Accrued Interest
4427.67
Local Market Value
418062.12
Local Total Cost Amount
346413.23
Local Unrealized Gain Loss
71648.89
Local Accrued Interest
4427.67
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
4.464% 23 Jul 2022
Maturity Date
2022-07-23T00:00:00.000
Interest Rate
4.464
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
266367.50
Base Total Cost
251045.00
Base Unrealized Gain Loss
15322.50
Base Accrued Interest
4898.00
Local Market Value
266367.50
Local Total Cost Amount
251045.00
Local Unrealized Gain Loss
15322.50
Local Accrued Interest
4898.00
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
5.375% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
210000.00
Base Market Value
222167.40
Base Total Cost
209932.80
Base Unrealized Gain Loss
12234.60
Base Accrued Interest
2226.14
Local Market Value
222167.40
Local Total Cost Amount
209932.80
Local Unrealized Gain Loss
12234.60
Local Accrued Interest
2226.14
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.384% 23 Oct 2035
Maturity Date
2035-10-23T00:00:00.000
Interest Rate
6.384
Original Face
0.00
Shares Par Value
197000.00
Base Market Value
233513.95
Base Total Cost
202425.38
Base Unrealized Gain Loss
31088.57
Base Accrued Interest
2375.56
Local Market Value
233513.95
Local Total Cost Amount
202425.38
Local Unrealized Gain Loss
31088.57
Local Accrued Interest
2375.56
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
3.75% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
147786.00
Base Total Cost
148749.00
Base Unrealized Gain Loss
-963.00
Base Accrued Interest
0
Local Market Value
147786.00
Local Total Cost Amount
148749.00
Local Unrealized Gain Loss
-963.00
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHEMOURS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHEMOURS CO
Security Description
5.375% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
455000.00
Base Market Value
469737.45
Base Total Cost
453838.34
Base Unrealized Gain Loss
15899.11
Base Accrued Interest
2581.49
Local Market Value
469737.45
Local Total Cost Amount
453838.34
Local Unrealized Gain Loss
15899.11
Local Accrued Interest
2581.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHEMOURS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHEMOURS CO
Security Description
6.625% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
42300.00
Base Total Cost
39983.60
Base Unrealized Gain Loss
2316.40
Base Accrued Interest
338.61
Local Market Value
42300.00
Local Total Cost Amount
39983.60
Local Unrealized Gain Loss
2316.40
Local Accrued Interest
338.61
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
7% 30 Jun 2024
Maturity Date
2024-06-30T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
3400000.00
Base Market Value
3782500.00
Base Total Cost
3583968.75
Base Unrealized Gain Loss
198531.25
Base Accrued Interest
661.11
Local Market Value
3782500.00
Local Total Cost Amount
3583968.75
Local Unrealized Gain Loss
198531.25
Local Accrued Interest
661.11
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
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.125% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1985000.00
Base Market Value
2034625.00
Base Total Cost
1998406.25
Base Unrealized Gain Loss
36218.75
Base Accrued Interest
11868.65
Local Market Value
2034625.00
Local Total Cost Amount
1998406.25
Local Unrealized Gain Loss
36218.75
Local Accrued Interest
11868.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
840000.00
Base Market Value
895650.00
Base Total Cost
882212.50
Base Unrealized Gain Loss
13437.50
Base Accrued Interest
141.98
Local Market Value
895650.00
Local Total Cost Amount
882212.50
Local Unrealized Gain Loss
13437.50
Local Accrued Interest
141.98
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
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.125% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
655000.00
Base Market Value
671375.00
Base Total Cost
658212.50
Base Unrealized Gain Loss
13162.50
Base Accrued Interest
3920.63
Local Market Value
671375.00
Local Total Cost Amount
658212.50
Local Unrealized Gain Loss
13162.50
Local Accrued Interest
3920.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
475000.00
Base Market Value
506468.75
Base Total Cost
475000.00
Base Unrealized Gain Loss
31468.75
Base Accrued Interest
77.52
Local Market Value
506468.75
Local Total Cost Amount
475000.00
Local Unrealized Gain Loss
31468.75
Local Accrued Interest
77.52
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
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
7% 30 Jun 2024
Maturity Date
2024-06-30T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
445000.00
Base Market Value
495062.50
Base Total Cost
445000.00
Base Unrealized Gain Loss
50062.50
Base Accrued Interest
86.53
Local Market Value
495062.50
Local Total Cost Amount
445000.00
Local Unrealized Gain Loss
50062.50
Local Accrued Interest
86.53
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
3.25% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
201000.00
Base Market Value
201783.90
Base Total Cost
200702.52
Base Unrealized Gain Loss
1081.38
Base Accrued Interest
1379.08
Local Market Value
201783.90
Local Total Cost Amount
200702.52
Local Unrealized Gain Loss
1081.38
Local Accrued Interest
1379.08
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
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
320000.00
Base Market Value
341200.00
Base Total Cost
320000.00
Base Unrealized Gain Loss
21200.00
Base Accrued Interest
52.22
Local Market Value
341200.00
Local Total Cost Amount
320000.00
Local Unrealized Gain Loss
21200.00
Local Accrued Interest
52.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.125% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
256250.00
Base Total Cost
250000.00
Base Unrealized Gain Loss
6250.00
Base Accrued Interest
1494.79
Local Market Value
256250.00
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
6250.00
Local Accrued Interest
1494.79
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
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
205000.00
Base Market Value
218581.25
Base Total Cost
205000.00
Base Unrealized Gain Loss
13581.25
Base Accrued Interest
33.45
Local Market Value
218581.25
Local Total Cost Amount
205000.00
Local Unrealized Gain Loss
13581.25
Local Accrued Interest
33.45
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
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
213250.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
13250.00
Base Accrued Interest
32.64
Local Market Value
213250.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
13250.00
Local Accrued Interest
32.64
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.125% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
45000.00
Base Market Value
46125.00
Base Total Cost
45000.00
Base Unrealized Gain Loss
1125.00
Base Accrued Interest
269.06
Local Market Value
46125.00
Local Total Cost Amount
45000.00
Local Unrealized Gain Loss
1125.00
Local Accrued Interest
269.06
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
ELECTRIC/GAS
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
5.5% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1676000.00
Base Market Value
1567060.00
Base Total Cost
1618911.99
Base Unrealized Gain Loss
-51851.99
Base Accrued Interest
27141.88
Local Market Value
1567060.00
Local Total Cost Amount
1618911.99
Local Unrealized Gain Loss
-51851.99
Local Accrued Interest
27141.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Moody S Quality Rating
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
5.5% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1335000.00
Base Market Value
1248225.00
Base Total Cost
1300745.60
Base Unrealized Gain Loss
-52520.60
Base Accrued Interest
21619.63
Local Market Value
1248225.00
Local Total Cost Amount
1300745.60
Local Unrealized Gain Loss
-52520.60
Local Accrued Interest
21619.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Moody S Quality Rating
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
8% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
1315000.00
Base Market Value
1301850.00
Base Total Cost
1324894.20
Base Unrealized Gain Loss
-23044.20
Base Accrued Interest
55814.43
Local Market Value
1301850.00
Local Total Cost Amount
1324894.20
Local Unrealized Gain Loss
-23044.20
Local Accrued Interest
55814.43
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
4.875% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1095000.00
Base Market Value
1018350.00
Base Total Cost
984749.92
Base Unrealized Gain Loss
33600.08
Base Accrued Interest
11269.38
Local Market Value
1018350.00
Local Total Cost Amount
984749.92
Local Unrealized Gain Loss
33600.08
Local Accrued Interest
11269.38
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
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
4.875% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1030000.00
Base Market Value
957900.00
Base Total Cost
956706.25
Base Unrealized Gain Loss
1193.75
Base Accrued Interest
10600.42
Local Market Value
957900.00
Local Total Cost Amount
956706.25
Local Unrealized Gain Loss
1193.75
Local Accrued Interest
10600.42
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
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
8% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
640000.00
Base Market Value
633600.00
Base Total Cost
626637.20
Base Unrealized Gain Loss
6962.80
Base Accrued Interest
27164.44
Local Market Value
633600.00
Local Total Cost Amount
626637.20
Local Unrealized Gain Loss
6962.80
Local Accrued Interest
27164.44
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
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
8% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
610000.00
Base Market Value
603900.00
Base Total Cost
600984.20
Base Unrealized Gain Loss
2915.80
Base Accrued Interest
25891.11
Local Market Value
603900.00
Local Total Cost Amount
600984.20
Local Unrealized Gain Loss
2915.80
Local Accrued Interest
25891.11
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
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
8% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
517000.00
Base Market Value
546727.50
Base Total Cost
507762.43
Base Unrealized Gain Loss
38965.07
Base Accrued Interest
1838.23
Local Market Value
546727.50
Local Total Cost Amount
507762.43
Local Unrealized Gain Loss
38965.07
Local Accrued Interest
1838.23
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
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
6.125% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
330000.00
Base Market Value
323400.00
Base Total Cost
213773.22
Base Unrealized Gain Loss
109626.78
Base Accrued Interest
7635.82
Local Market Value
323400.00
Local Total Cost Amount
213773.22
Local Unrealized Gain Loss
109626.78
Local Accrued Interest
7635.82
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
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
8% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
190000.00
Base Market Value
186675.00
Base Total Cost
190000.00
Base Unrealized Gain Loss
-3325.00
Base Accrued Interest
1055.56
Local Market Value
186675.00
Local Total Cost Amount
190000.00
Local Unrealized Gain Loss
-3325.00
Local Accrued Interest
1055.56
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
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
8% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
168000.00
Base Market Value
177660.00
Base Total Cost
163620.00
Base Unrealized Gain Loss
14040.00
Base Accrued Interest
597.34
Local Market Value
177660.00
Local Total Cost Amount
163620.00
Local Unrealized Gain Loss
14040.00
Local Accrued Interest
597.34
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
ELECTRIC/GAS
Moody S Quality Rating
Caa1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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