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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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
5.375% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
155000.00
Base Market Value
144925.00
Base Total Cost
73300.68
Base Unrealized Gain Loss
71624.32
Base Accrued Interest
370.28
Local Market Value
144925.00
Local Total Cost Amount
73300.68
Local Unrealized Gain Loss
71624.32
Local Accrued Interest
370.28
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
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
5.375% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
135000.00
Base Market Value
126225.00
Base Total Cost
128925.00
Base Unrealized Gain Loss
-2700.00
Base Accrued Interest
322.50
Local Market Value
126225.00
Local Total Cost Amount
128925.00
Local Unrealized Gain Loss
-2700.00
Local Accrued Interest
322.50
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
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
1% 23 Aug 2021
Maturity Date
2021-08-23T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
106225.00
Base Total Cost
103264.92
Base Unrealized Gain Loss
2960.08
Base Accrued Interest
0
Local Market Value
106225.00
Local Total Cost Amount
103264.92
Local Unrealized Gain Loss
2960.08
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: 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
75000.00
Base Market Value
73687.50
Base Total Cost
74981.25
Base Unrealized Gain Loss
-1293.75
Base Accrued Interest
416.67
Local Market Value
73687.50
Local Total Cost Amount
74981.25
Local Unrealized Gain Loss
-1293.75
Local Accrued Interest
416.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
5.875% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
19400.00
Base Total Cost
20000.00
Base Unrealized Gain Loss
-600.00
Base Accrued Interest
0
Local Market Value
19400.00
Local Total Cost Amount
20000.00
Local Unrealized Gain Loss
-600.00
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
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
5.75% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
65000.00
Base Market Value
58500.00
Base Total Cost
61262.50
Base Unrealized Gain Loss
-2762.50
Base Accrued Interest
1100.49
Local Market Value
58500.00
Local Total Cost Amount
61262.50
Local Unrealized Gain Loss
-2762.50
Local Accrued Interest
1100.49
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
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
5.375% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
18700.00
Base Total Cost
20031.50
Base Unrealized Gain Loss
-1331.50
Base Accrued Interest
47.78
Local Market Value
18700.00
Local Total Cost Amount
20031.50
Local Unrealized Gain Loss
-1331.50
Local Accrued Interest
47.78
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
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: CHOBANI LLC/FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHOBANI LLC/FINANCE CORP
Security Description
7.5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
2025000.00
Base Market Value
2138906.25
Base Total Cost
2039662.50
Base Unrealized Gain Loss
99243.75
Base Accrued Interest
32906.25
Local Market Value
2138906.25
Local Total Cost Amount
2039662.50
Local Unrealized Gain Loss
99243.75
Local Accrued Interest
32906.25
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
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: CHOBANI LLC/FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHOBANI LLC/FINANCE CORP
Security Description
7.5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
1325000.00
Base Market Value
1399531.25
Base Total Cost
1328125.00
Base Unrealized Gain Loss
71406.25
Base Accrued Interest
21531.25
Local Market Value
1399531.25
Local Total Cost Amount
1328125.00
Local Unrealized Gain Loss
71406.25
Local Accrued Interest
21531.25
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.875% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
1840000.00
Base Market Value
1607700.00
Base Total Cost
1553350.00
Base Unrealized Gain Loss
54350.00
Base Accrued Interest
52708.31
Local Market Value
1607700.00
Local Total Cost Amount
1553350.00
Local Unrealized Gain Loss
54350.00
Local Accrued Interest
52708.31
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
Caa1
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.875% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
1800000.00
Base Market Value
1572750.00
Base Total Cost
1848091.39
Base Unrealized Gain Loss
-275341.39
Base Accrued Interest
51562.50
Local Market Value
1572750.00
Local Total Cost Amount
1848091.39
Local Unrealized Gain Loss
-275341.39
Local Accrued Interest
51562.50
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
Caa1
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.25% 31 Mar 2023
Maturity Date
2023-03-31T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1730000.00
Base Market Value
1785965.50
Base Total Cost
1745750.00
Base Unrealized Gain Loss
40215.50
Base Accrued Interest
31536.45
Local Market Value
1785965.50
Local Total Cost Amount
1745750.00
Local Unrealized Gain Loss
40215.50
Local Accrued Interest
31536.45
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
8% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
1210000.00
Base Market Value
1216050.00
Base Total Cost
1176725.00
Base Unrealized Gain Loss
39325.00
Base Accrued Interest
12368.89
Local Market Value
1216050.00
Local Total Cost Amount
1176725.00
Local Unrealized Gain Loss
39325.00
Local Accrued Interest
12368.89
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
Caa1
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.875% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
955000.00
Base Market Value
834431.25
Base Total Cost
810966.25
Base Unrealized Gain Loss
23465.00
Base Accrued Interest
27356.74
Local Market Value
834431.25
Local Total Cost Amount
810966.25
Local Unrealized Gain Loss
23465.00
Local Accrued Interest
27356.74
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
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.25% 31 Mar 2023
Maturity Date
2023-03-31T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
798000.00
Base Market Value
823815.30
Base Total Cost
804020.00
Base Unrealized Gain Loss
19795.30
Base Accrued Interest
14546.88
Local Market Value
823815.30
Local Total Cost Amount
804020.00
Local Unrealized Gain Loss
19795.30
Local Accrued Interest
14546.88
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.25% 31 Mar 2023
Maturity Date
2023-03-31T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
765000.00
Base Market Value
789747.75
Base Total Cost
765425.00
Base Unrealized Gain Loss
24322.75
Base Accrued Interest
13945.31
Local Market Value
789747.75
Local Total Cost Amount
765425.00
Local Unrealized Gain Loss
24322.75
Local Accrued Interest
13945.31
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
5.125% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
620000.00
Base Market Value
627750.00
Base Total Cost
585900.00
Base Unrealized Gain Loss
41850.00
Base Accrued Interest
13239.59
Local Market Value
627750.00
Local Total Cost Amount
585900.00
Local Unrealized Gain Loss
41850.00
Local Accrued Interest
13239.59
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.875% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
505000.00
Base Market Value
441243.75
Base Total Cost
444293.75
Base Unrealized Gain Loss
-3050.00
Base Accrued Interest
14473.77
Local Market Value
441243.75
Local Total Cost Amount
444293.75
Local Unrealized Gain Loss
-3050.00
Local Accrued Interest
14473.77
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
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.25% 31 Mar 2023
Maturity Date
2023-03-31T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
445000.00
Base Market Value
459395.75
Base Total Cost
455893.75
Base Unrealized Gain Loss
3502.00
Base Accrued Interest
8111.98
Local Market Value
459395.75
Local Total Cost Amount
455893.75
Local Unrealized Gain Loss
3502.00
Local Accrued Interest
8111.98
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.25% 31 Mar 2023
Maturity Date
2023-03-31T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
412940.00
Base Total Cost
402187.50
Base Unrealized Gain Loss
10752.50
Base Accrued Interest
7291.67
Local Market Value
412940.00
Local Total Cost Amount
402187.50
Local Unrealized Gain Loss
10752.50
Local Accrued Interest
7291.67
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
7.125% 15 Jul 2020
Maturity Date
2020-07-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
160000.00
Base Market Value
155800.00
Base Total Cost
152775.00
Base Unrealized Gain Loss
3025.00
Base Accrued Interest
5262.59
Local Market Value
155800.00
Local Total Cost Amount
152775.00
Local Unrealized Gain Loss
3025.00
Local Accrued Interest
5262.59
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
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHUBB CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB CORP
Security Description
5.75% 15 May 2018
Maturity Date
2018-05-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1860000.00
Base Market Value
1926829.80
Base Total Cost
1965499.20
Base Unrealized Gain Loss
-38669.40
Base Accrued Interest
13665.83
Local Market Value
1926829.80
Local Total Cost Amount
1965499.20
Local Unrealized Gain Loss
-38669.40
Local Accrued Interest
13665.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
4.35% 03 Nov 2045
Maturity Date
2045-11-03T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
1980000.00
Base Market Value
2171089.80
Base Total Cost
1975050.00
Base Unrealized Gain Loss
196039.80
Base Accrued Interest
13876.50
Local Market Value
2171089.80
Local Total Cost Amount
1975050.00
Local Unrealized Gain Loss
196039.80
Local Accrued Interest
13876.50
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
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
2.875% 03 Nov 2022
Maturity Date
2022-11-03T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
460000.00
Base Market Value
467948.80
Base Total Cost
459420.40
Base Unrealized Gain Loss
8528.40
Base Accrued Interest
2130.69
Local Market Value
467948.80
Local Total Cost Amount
459420.40
Local Unrealized Gain Loss
8528.40
Local Accrued Interest
2130.69
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
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
3.15% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
355000.00
Base Market Value
359934.50
Base Total Cost
354939.65
Base Unrealized Gain Loss
4994.85
Base Accrued Interest
3292.63
Local Market Value
359934.50
Local Total Cost Amount
354939.65
Local Unrealized Gain Loss
4994.85
Local Accrued Interest
3292.63
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
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
3.35% 03 May 2026
Maturity Date
2026-05-03T00:00:00.000
Interest Rate
3.35
Original Face
0.00
Shares Par Value
310000.00
Base Market Value
317071.10
Base Total Cost
309048.30
Base Unrealized Gain Loss
8022.80
Base Accrued Interest
1673.14
Local Market Value
317071.10
Local Total Cost Amount
309048.30
Local Unrealized Gain Loss
8022.80
Local Accrued Interest
1673.14
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
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
4.35% 03 Nov 2045
Maturity Date
2045-11-03T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
190000.00
Base Market Value
208336.90
Base Total Cost
189525.00
Base Unrealized Gain Loss
18811.90
Base Accrued Interest
1331.58
Local Market Value
208336.90
Local Total Cost Amount
189525.00
Local Unrealized Gain Loss
18811.90
Local Accrued Interest
1331.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
2.875% 03 Nov 2022
Maturity Date
2022-11-03T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
122000.00
Base Market Value
124108.16
Base Total Cost
121846.28
Base Unrealized Gain Loss
2261.88
Base Accrued Interest
565.10
Local Market Value
124108.16
Local Total Cost Amount
121846.28
Local Unrealized Gain Loss
2261.88
Local Accrued Interest
565.10
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
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
4.35% 03 Nov 2045
Maturity Date
2045-11-03T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
109651.00
Base Total Cost
99750.00
Base Unrealized Gain Loss
9901.00
Base Accrued Interest
700.83
Local Market Value
109651.00
Local Total Cost Amount
99750.00
Local Unrealized Gain Loss
9901.00
Local Accrued Interest
700.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
5.375% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
390000.00
Base Market Value
404625.00
Base Total Cost
393900.00
Base Unrealized Gain Loss
10725.00
Base Accrued Interest
931.67
Local Market Value
404625.00
Local Total Cost Amount
393900.00
Local Unrealized Gain Loss
10725.00
Local Accrued Interest
931.67
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
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: CIENA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIENA CORP
Security Description
3.75% 15 Oct 2018
Maturity Date
2018-10-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
310000.00
Base Market Value
417337.50
Base Total Cost
286685.81
Base Unrealized Gain Loss
130651.69
Base Accrued Interest
2396.87
Local Market Value
417337.50
Local Total Cost Amount
286685.81
Local Unrealized Gain Loss
130651.69
Local Accrued Interest
2396.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
S And P Quality Rating
B+
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
5.375% 15 Feb 2042
Maturity Date
2042-02-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
390776.75
Base Total Cost
324785.50
Base Unrealized Gain Loss
65991.25
Base Accrued Interest
6599.30
Local Market Value
390776.75
Local Total Cost Amount
324785.50
Local Unrealized Gain Loss
65991.25
Local Accrued Interest
6599.30
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
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
6.15% 15 Nov 2036
Maturity Date
2036-11-15T00:00:00.000
Interest Rate
6.15
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
380160.00
Base Total Cost
298368.00
Base Unrealized Gain Loss
81792.00
Base Accrued Interest
2357.50
Local Market Value
380160.00
Local Total Cost Amount
298368.00
Local Unrealized Gain Loss
81792.00
Local Accrued Interest
2357.50
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
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: CIMAREX ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIMAREX ENERGY CO
Security Description
3.9% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
3.9
Original Face
0.00
Shares Par Value
465000.00
Base Market Value
467543.55
Base Total Cost
463828.20
Base Unrealized Gain Loss
3715.35
Base Accrued Interest
4080.38
Local Market Value
467543.55
Local Total Cost Amount
463828.20
Local Unrealized Gain Loss
3715.35
Local Accrued Interest
4080.38
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
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: CIMPRESS NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIMPRESS NV
Security Description
7% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
790000.00
Base Market Value
817650.00
Base Total Cost
819895.00
Base Unrealized Gain Loss
-2245.00
Base Accrued Interest
13825.00
Local Market Value
817650.00
Local Total Cost Amount
819895.00
Local Unrealized Gain Loss
-2245.00
Local Accrued Interest
13825.00
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
OTHER YANKEE
Moody S Quality Rating
Ba3
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: CINC BELL TEL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINC BELL TEL
Security Description
6.3% 01 Dec 2028
Maturity Date
2028-12-01T00:00:00.000
Interest Rate
6.3
Original Face
0.00
Shares Par Value
1315000.00
Base Market Value
1291987.50
Base Total Cost
1176350.00
Base Unrealized Gain Loss
115637.50
Base Accrued Interest
6903.75
Local Market Value
1291987.50
Local Total Cost Amount
1176350.00
Local Unrealized Gain Loss
115637.50
Local Accrued Interest
6903.75
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
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: CINCINNATI BELL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINCINNATI BELL INC
Security Description
7% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
845000.00
Base Market Value
883194.00
Base Total Cost
845000.00
Base Unrealized Gain Loss
38194.00
Base Accrued Interest
27274.72
Local Market Value
883194.00
Local Total Cost Amount
845000.00
Local Unrealized Gain Loss
38194.00
Local Accrued Interest
27274.72
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
TELEPHONE
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: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
5.125% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1360000.00
Base Market Value
1400800.00
Base Total Cost
1374731.25
Base Unrealized Gain Loss
26068.75
Base Accrued Interest
3097.78
Local Market Value
1400800.00
Local Total Cost Amount
1374731.25
Local Unrealized Gain Loss
26068.75
Local Accrued Interest
3097.78
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
B2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
4.875% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1135000.00
Base Market Value
1159470.60
Base Total Cost
1144937.50
Base Unrealized Gain Loss
14533.10
Base Accrued Interest
4610.93
Local Market Value
1159470.60
Local Total Cost Amount
1144937.50
Local Unrealized Gain Loss
14533.10
Local Accrued Interest
4610.93
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
4.875% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
815000.00
Base Market Value
832571.40
Base Total Cost
816443.75
Base Unrealized Gain Loss
16127.65
Base Accrued Interest
3310.94
Local Market Value
832571.40
Local Total Cost Amount
816443.75
Local Unrealized Gain Loss
16127.65
Local Accrued Interest
3310.94
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
B2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
5.125% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
460000.00
Base Market Value
473800.00
Base Total Cost
451950.00
Base Unrealized Gain Loss
21850.00
Base Accrued Interest
1047.78
Local Market Value
473800.00
Local Total Cost Amount
451950.00
Local Unrealized Gain Loss
21850.00
Local Accrued Interest
1047.78
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
B2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CINTAS CORPORATION NO. 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINTAS CORPORATION NO. 2
Security Description
3.7% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
3.7
Original Face
0.00
Shares Par Value
1320000.00
Base Market Value
1361236.80
Base Total Cost
1314931.20
Base Unrealized Gain Loss
46305.60
Base Accrued Interest
14516.33
Local Market Value
1361236.80
Local Total Cost Amount
1314931.20
Local Unrealized Gain Loss
46305.60
Local Accrued Interest
14516.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CINTAS CORPORATION NO. 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINTAS CORPORATION NO. 2
Security Description
2.9% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
2.9
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
634768.75
Base Total Cost
624175.00
Base Unrealized Gain Loss
10593.75
Base Accrued Interest
5387.15
Local Market Value
634768.75
Local Total Cost Amount
624175.00
Local Unrealized Gain Loss
10593.75
Local Accrued Interest
5387.15
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
TEXTILES, APPAREL & LUXURY GOO
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CISCO SYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CISCO SYSTEMS INC
Security Description
2.9% 04 Mar 2021
Maturity Date
2021-03-04T00:00:00.000
Interest Rate
2.9
Original Face
0.00
Shares Par Value
844000.00
Base Market Value
868028.68
Base Total Cost
842463.92
Base Unrealized Gain Loss
25564.76
Base Accrued Interest
7954.70
Local Market Value
868028.68
Local Total Cost Amount
842463.92
Local Unrealized Gain Loss
25564.76
Local Accrued Interest
7954.70
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
A1
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: CISCO SYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CISCO SYSTEMS INC
Security Description
2.2% 28 Feb 2021
Maturity Date
2021-02-28T00:00:00.000
Interest Rate
2.2
Original Face
0.00
Shares Par Value
840000.00
Base Market Value
844536.00
Base Total Cost
838387.20
Base Unrealized Gain Loss
6148.80
Base Accrued Interest
6314.00
Local Market Value
844536.00
Local Total Cost Amount
838387.20
Local Unrealized Gain Loss
6148.80
Local Accrued Interest
6314.00
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
TECHNOLOGY HW, STORAGE & PERIP
Moody S Quality Rating
A1
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: CISCO SYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CISCO SYSTEMS INC
Security Description
1.85% 20 Sep 2021
Maturity Date
2021-09-20T00:00:00.000
Interest Rate
1.85
Original Face
0.00
Shares Par Value
835000.00
Base Market Value
824704.45
Base Total Cost
834883.10
Base Unrealized Gain Loss
-10178.65
Base Accrued Interest
4333.88
Local Market Value
824704.45
Local Total Cost Amount
834883.10
Local Unrealized Gain Loss
-10178.65
Local Accrued Interest
4333.88
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
A1
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: CIT GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIT GROUP INC
Security Description
5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1285000.00
Base Market Value
1384587.50
Base Total Cost
1347347.79
Base Unrealized Gain Loss
37239.71
Base Accrued Interest
24272.22
Local Market Value
1384587.50
Local Total Cost Amount
1347347.79
Local Unrealized Gain Loss
37239.71
Local Accrued Interest
24272.22
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
FINANCE
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: CIT GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIT GROUP INC
Security Description
5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1110000.00
Base Market Value
1196025.00
Base Total Cost
1094644.76
Base Unrealized Gain Loss
101380.24
Base Accrued Interest
20966.67
Local Market Value
1196025.00
Local Total Cost Amount
1094644.76
Local Unrealized Gain Loss
101380.24
Local Accrued Interest
20966.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: CIT GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIT GROUP INC
Security Description
3.875% 19 Feb 2019
Maturity Date
2019-02-19T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
835000.00
Base Market Value
855875.00
Base Total Cost
846375.00
Base Unrealized Gain Loss
9500.00
Base Accrued Interest
11867.17
Local Market Value
855875.00
Local Total Cost Amount
846375.00
Local Unrealized Gain Loss
9500.00
Local Accrued Interest
11867.17
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
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: CIT GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIT GROUP INC
Security Description
3.875% 19 Feb 2019
Maturity Date
2019-02-19T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
815000.00
Base Market Value
835375.00
Base Total Cost
815000.00
Base Unrealized Gain Loss
20375.00
Base Accrued Interest
11579.79
Local Market Value
835375.00
Local Total Cost Amount
815000.00
Local Unrealized Gain Loss
20375.00
Local Accrued Interest
11579.79
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
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
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