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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: 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
500000.00
Base Market Value
512500.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
12500.00
Base Accrued Interest
7104.17
Local Market Value
512500.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
12500.00
Local Accrued Interest
7104.17
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
5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
288000.00
Base Market Value
310320.00
Base Total Cost
292506.74
Base Unrealized Gain Loss
17813.26
Base Accrued Interest
5440.00
Local Market Value
310320.00
Local Total Cost Amount
292506.74
Local Unrealized Gain Loss
17813.26
Local Accrued Interest
5440.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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
5.5% 15 Feb 2019
Maturity Date
2019-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
137000.00
Base Market Value
143850.00
Base Total Cost
145466.54
Base Unrealized Gain Loss
-1616.54
Base Accrued Interest
2851.13
Local Market Value
143850.00
Local Total Cost Amount
145466.54
Local Unrealized Gain Loss
-1616.54
Local Accrued Interest
2851.13
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
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
5.5% 15 Feb 2019
Maturity Date
2019-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
67000.00
Base Market Value
70350.00
Base Total Cost
72527.50
Base Unrealized Gain Loss
-2177.50
Base Accrued Interest
1392.11
Local Market Value
70350.00
Local Total Cost Amount
72527.50
Local Unrealized Gain Loss
-2177.50
Local Accrued Interest
1392.11
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
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
5.375% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
25000.00
Base Market Value
26906.25
Base Total Cost
25501.70
Base Unrealized Gain Loss
1404.55
Base Accrued Interest
171.70
Local Market Value
26906.25
Local Total Cost Amount
25501.70
Local Unrealized Gain Loss
1404.55
Local Accrued Interest
171.70
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
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: CITGO PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITGO PETROLEUM CORP
Security Description
6.25% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1440000.00
Base Market Value
1461600.00
Base Total Cost
1451175.00
Base Unrealized Gain Loss
10425.00
Base Accrued Interest
34000.00
Local Market Value
1461600.00
Local Total Cost Amount
1451175.00
Local Unrealized Gain Loss
10425.00
Local Accrued Interest
34000.00
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
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: CITIBANK NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIBANK NA
Security Description
2.1% 12 Jun 2020
Maturity Date
2020-06-12T00:00:00.000
Interest Rate
2.1
Original Face
0.00
Shares Par Value
2695000.00
Base Market Value
2695862.40
Base Total Cost
2693487.50
Base Unrealized Gain Loss
2374.90
Base Accrued Interest
2986.96
Local Market Value
2695862.40
Local Total Cost Amount
2693487.50
Local Unrealized Gain Loss
2374.90
Local Accrued Interest
2986.96
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: 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
-87.73
Base Market Value
-87.73
Base Total Cost
-87.73
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-87.73
Local Total Cost Amount
-87.73
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: CITIGROUP COMMERCIAL MORTGAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP COMMERCIAL MORTGAGE
Security Description
2.935% 10 Apr 2048
Maturity Date
2048-04-10T00:00:00.000
Interest Rate
2.899
Original Face
2400000.00
Shares Par Value
2400000.00
Base Market Value
2379965.76
Base Total Cost
2423938.80
Base Unrealized Gain Loss
-43973.04
Base Accrued Interest
0
Local Market Value
2379965.76
Local Total Cost Amount
2423938.80
Local Unrealized Gain Loss
-43973.04
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
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 10 Jan 2028
Maturity Date
2028-01-10T00:00:00.000
Interest Rate
3.887
Original Face
0.00
Shares Par Value
6600000.00
Base Market Value
6707316.00
Base Total Cost
6643144.65
Base Unrealized Gain Loss
64171.35
Base Accrued Interest
121857.44
Local Market Value
6707316.00
Local Total Cost Amount
6643144.65
Local Unrealized Gain Loss
64171.35
Local Accrued Interest
121857.44
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
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.6% 09 Mar 2026
Maturity Date
2026-03-09T00:00:00.000
Interest Rate
4.6
Original Face
0.00
Shares Par Value
3685000.00
Base Market Value
3866817.90
Base Total Cost
3677703.70
Base Unrealized Gain Loss
189114.20
Base Accrued Interest
52736.44
Local Market Value
3866817.90
Local Total Cost Amount
3677703.70
Local Unrealized Gain Loss
189114.20
Local Accrued Interest
52736.44
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
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
3.2% 21 Oct 2026
Maturity Date
2026-10-21T00:00:00.000
Interest Rate
3.2
Original Face
0.00
Shares Par Value
2240000.00
Base Market Value
2178444.80
Base Total Cost
2234432.80
Base Unrealized Gain Loss
-55988.00
Base Accrued Interest
13937.78
Local Market Value
2178444.80
Local Total Cost Amount
2234432.80
Local Unrealized Gain Loss
-55988.00
Local Accrued Interest
13937.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.45% 29 Sep 2027
Maturity Date
2027-09-29T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
1920000.00
Base Market Value
1996838.40
Base Total Cost
1933602.74
Base Unrealized Gain Loss
63235.66
Base Accrued Interest
21834.66
Local Market Value
1996838.40
Local Total Cost Amount
1933602.74
Local Unrealized Gain Loss
63235.66
Local Accrued Interest
21834.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
3.7% 12 Jan 2026
Maturity Date
2026-01-12T00:00:00.000
Interest Rate
3.7
Original Face
0.00
Shares Par Value
1675000.00
Base Market Value
1694078.25
Base Total Cost
1672772.25
Base Unrealized Gain Loss
21306.00
Base Accrued Interest
29093.82
Local Market Value
1694078.25
Local Total Cost Amount
1672772.25
Local Unrealized Gain Loss
21306.00
Local Accrued Interest
29093.82
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
2.63178
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1018570.00
Base Total Cost
996840.00
Base Unrealized Gain Loss
21730.00
Base Accrued Interest
2193.15
Local Market Value
1018570.00
Local Total Cost Amount
996840.00
Local Unrealized Gain Loss
21730.00
Local Accrued Interest
2193.15
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
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.95
Original Face
0.00
Shares Par Value
955000.00
Base Market Value
1004870.10
Base Total Cost
955000.00
Base Unrealized Gain Loss
49870.10
Base Accrued Interest
21466.27
Local Market Value
1004870.10
Local Total Cost Amount
955000.00
Local Unrealized Gain Loss
49870.10
Local Accrued Interest
21466.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
646000.00
Base Market Value
694450.00
Base Total Cost
647453.50
Base Unrealized Gain Loss
46996.50
Base Accrued Interest
5055.84
Local Market Value
694450.00
Local Total Cost Amount
647453.50
Local Unrealized Gain Loss
46996.50
Local Accrued Interest
5055.84
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
615000.00
Base Market Value
661125.00
Base Total Cost
615000.00
Base Unrealized Gain Loss
46125.00
Base Accrued Interest
4813.23
Local Market Value
661125.00
Local Total Cost Amount
615000.00
Local Unrealized Gain Loss
46125.00
Local Accrued Interest
4813.23
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
FINANCE
Moody S Quality Rating
Ba2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.75% 18 May 2046
Maturity Date
2046-05-18T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
580000.00
Base Market Value
608826.00
Base Total Cost
578503.60
Base Unrealized Gain Loss
30322.40
Base Accrued Interest
3290.69
Local Market Value
608826.00
Local Total Cost Amount
578503.60
Local Unrealized Gain Loss
30322.40
Local Accrued Interest
3290.69
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
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
2.15% 30 Jul 2018
Maturity Date
2018-07-30T00:00:00.000
Interest Rate
2.15
Original Face
0.00
Shares Par Value
530000.00
Base Market Value
531664.20
Base Total Cost
529862.20
Base Unrealized Gain Loss
1802.00
Base Accrued Interest
4779.57
Local Market Value
531664.20
Local Total Cost Amount
529862.20
Local Unrealized Gain Loss
1802.00
Local Accrued Interest
4779.57
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
8.125% 15 Jul 2039
Maturity Date
2039-07-15T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
501000.00
Base Market Value
769205.34
Base Total Cost
729676.44
Base Unrealized Gain Loss
39528.90
Base Accrued Interest
18770.10
Local Market Value
769205.34
Local Total Cost Amount
729676.44
Local Unrealized Gain Loss
39528.90
Local Accrued Interest
18770.10
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
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.95
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
428612.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
28612.00
Base Accrued Interest
3041.11
Local Market Value
428612.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
28612.00
Local Accrued Interest
3041.11
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
BANKS
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 24 Apr 2048
Maturity Date
2048-04-24T00:00:00.000
Interest Rate
4.281
Original Face
0.00
Shares Par Value
340000.00
Base Market Value
347864.20
Base Total Cost
340000.00
Base Unrealized Gain Loss
7864.20
Base Accrued Interest
2668.49
Local Market Value
347864.20
Local Total Cost Amount
340000.00
Local Unrealized Gain Loss
7864.20
Local Accrued Interest
2668.49
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
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
8.125% 15 Jul 2039
Maturity Date
2039-07-15T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
307068.00
Base Total Cost
195942.00
Base Unrealized Gain Loss
111126.00
Base Accrued Interest
7493.05
Local Market Value
307068.00
Local Total Cost Amount
195942.00
Local Unrealized Gain Loss
111126.00
Local Accrued Interest
7493.05
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.4% 10 Jun 2025
Maturity Date
2025-06-10T00:00:00.000
Interest Rate
4.4
Original Face
0.00
Shares Par Value
192000.00
Base Market Value
200044.80
Base Total Cost
191216.64
Base Unrealized Gain Loss
8828.16
Base Accrued Interest
492.80
Local Market Value
200044.80
Local Total Cost Amount
191216.64
Local Unrealized Gain Loss
8828.16
Local Accrued Interest
492.80
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.5% 14 Jan 2022
Maturity Date
2022-01-14T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
173000.00
Base Market Value
186028.63
Base Total Cost
192232.41
Base Unrealized Gain Loss
-6203.78
Base Accrued Interest
3611.38
Local Market Value
186028.63
Local Total Cost Amount
192232.41
Local Unrealized Gain Loss
-6203.78
Local Accrued Interest
3611.38
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
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.95
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
160729.50
Base Total Cost
147750.00
Base Unrealized Gain Loss
12979.50
Base Accrued Interest
1140.41
Local Market Value
160729.50
Local Total Cost Amount
147750.00
Local Unrealized Gain Loss
12979.50
Local Accrued Interest
1140.41
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
BANKS
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
5.5% 13 Sep 2025
Maturity Date
2025-09-13T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
135000.00
Base Market Value
150122.70
Base Total Cost
135329.22
Base Unrealized Gain Loss
14793.48
Base Accrued Interest
2227.50
Local Market Value
150122.70
Local Total Cost Amount
135329.22
Local Unrealized Gain Loss
14793.48
Local Accrued Interest
2227.50
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
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
6.675% 13 Sep 2043
Maturity Date
2043-09-13T00:00:00.000
Interest Rate
6.675
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
106756.80
Base Total Cost
80000.00
Base Unrealized Gain Loss
26756.80
Base Accrued Interest
1602.00
Local Market Value
106756.80
Local Total Cost Amount
80000.00
Local Unrealized Gain Loss
26756.80
Local Accrued Interest
1602.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.05% 30 Jul 2022
Maturity Date
2022-07-30T00:00:00.000
Interest Rate
4.05
Original Face
0.00
Shares Par Value
64000.00
Base Market Value
66904.96
Base Total Cost
64000.00
Base Unrealized Gain Loss
2904.96
Base Accrued Interest
1087.20
Local Market Value
66904.96
Local Total Cost Amount
64000.00
Local Unrealized Gain Loss
2904.96
Local Accrued Interest
1087.20
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
3.2% 21 Oct 2026
Maturity Date
2026-10-21T00:00:00.000
Interest Rate
3.2
Original Face
0.00
Shares Par Value
30000.00
Base Market Value
29175.60
Base Total Cost
29169.60
Base Unrealized Gain Loss
6.00
Base Accrued Interest
186.67
Local Market Value
29175.60
Local Total Cost Amount
29169.60
Local Unrealized Gain Loss
6.00
Local Accrued Interest
186.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.3
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
21300.00
Base Total Cost
20457.35
Base Unrealized Gain Loss
842.65
Base Accrued Interest
161.00
Local Market Value
21300.00
Local Total Cost Amount
20457.35
Local Unrealized Gain Loss
842.65
Local Accrued Interest
161.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: CITIZENS FINANCIAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIZENS FINANCIAL GROUP
Security Description
4.35% 01 Aug 2025
Maturity Date
2025-08-01T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
933000.00
Base Market Value
967894.20
Base Total Cost
933000.00
Base Unrealized Gain Loss
34894.20
Base Accrued Interest
16910.63
Local Market Value
967894.20
Local Total Cost Amount
933000.00
Local Unrealized Gain Loss
34894.20
Local Accrued Interest
16910.63
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
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: CITIZENS FINANCIAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIZENS FINANCIAL GROUP
Security Description
4.15% 28 Sep 2022
Maturity Date
2022-09-28T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
208530.00
Base Total Cost
204308.00
Base Unrealized Gain Loss
4222.00
Base Accrued Interest
2144.17
Local Market Value
208530.00
Local Total Cost Amount
204308.00
Local Unrealized Gain Loss
4222.00
Local Accrued Interest
2144.17
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
OTHER YANKEE
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: CITRIX SYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITRIX SYSTEMS INC
Security Description
0.5% 15 Apr 2019
Maturity Date
2019-04-15T00:00:00.000
Interest Rate
0.5
Original Face
0.00
Shares Par Value
192000.00
Base Market Value
230520.96
Base Total Cost
203519.93
Base Unrealized Gain Loss
27001.03
Base Accrued Interest
202.67
Local Market Value
230520.96
Local Total Cost Amount
203519.93
Local Unrealized Gain Loss
27001.03
Local Accrued Interest
202.67
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
NR
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CLARKE AMERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLARKE AMERN CORP
Security Description
1% 09 Feb 2022
Maturity Date
2022-02-09T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
546666.66
Base Market Value
548579.99
Base Total Cost
547124.51
Base Unrealized Gain Loss
1455.48
Base Accrued Interest
0
Local Market Value
548579.99
Local Total Cost Amount
547124.51
Local Unrealized Gain Loss
1455.48
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: CLEAN HARBORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAN HARBORS INC
Security Description
5.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1360000.00
Base Market Value
1388900.00
Base Total Cost
1377125.00
Base Unrealized Gain Loss
11775.00
Base Accrued Interest
5808.33
Local Market Value
1388900.00
Local Total Cost Amount
1377125.00
Local Unrealized Gain Loss
11775.00
Local Accrued Interest
5808.33
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: CLEAN HARBORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAN HARBORS INC
Security Description
5.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
39000.00
Base Market Value
39828.75
Base Total Cost
39975.00
Base Unrealized Gain Loss
-146.25
Base Accrued Interest
166.56
Local Market Value
39828.75
Local Total Cost Amount
39975.00
Local Unrealized Gain Loss
-146.25
Local Accrued Interest
166.56
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
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: CLEAR CHANNEL WORLDWIDE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAR CHANNEL WORLDWIDE
Security Description
7.625% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
1380000.00
Base Market Value
1359300.00
Base Total Cost
1380000.00
Base Unrealized Gain Loss
-20700.00
Base Accrued Interest
30982.92
Local Market Value
1359300.00
Local Total Cost Amount
1380000.00
Local Unrealized Gain Loss
-20700.00
Local Accrued Interest
30982.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CLEAR CHANNEL WORLDWIDE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAR CHANNEL WORLDWIDE
Security Description
7.625% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
398000.00
Base Total Cost
414500.00
Base Unrealized Gain Loss
-16500.00
Base Accrued Interest
8980.56
Local Market Value
398000.00
Local Total Cost Amount
414500.00
Local Unrealized Gain Loss
-16500.00
Local Accrued Interest
8980.56
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
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: CLEAR CHANNEL WORLDWIDE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAR CHANNEL WORLDWIDE
Security Description
7.625% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
49250.00
Base Total Cost
50000.00
Base Unrealized Gain Loss
-750.00
Base Accrued Interest
1122.57
Local Market Value
49250.00
Local Total Cost Amount
50000.00
Local Unrealized Gain Loss
-750.00
Local Accrued Interest
1122.57
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: CLEAVER BROOKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAVER BROOKS INC
Security Description
8.75% 15 Dec 2019
Maturity Date
2019-12-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
1145000.00
Base Market Value
1180781.25
Base Total Cost
1194998.99
Base Unrealized Gain Loss
-14217.74
Base Accrued Interest
4452.77
Local Market Value
1180781.25
Local Total Cost Amount
1194998.99
Local Unrealized Gain Loss
-14217.74
Local Accrued Interest
4452.77
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CLEAVER BROOKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAVER BROOKS INC
Security Description
8.75% 15 Dec 2019
Maturity Date
2019-12-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
265000.00
Base Market Value
273281.25
Base Total Cost
263306.65
Base Unrealized Gain Loss
9974.60
Base Accrued Interest
1030.56
Local Market Value
273281.25
Local Total Cost Amount
263306.65
Local Unrealized Gain Loss
9974.60
Local Accrued Interest
1030.56
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CLECO CORPORATE HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLECO CORPORATE HOLDINGS
Security Description
3.743% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
3.743
Original Face
0.00
Shares Par Value
237000.00
Base Market Value
237692.04
Base Total Cost
237000.00
Base Unrealized Gain Loss
692.04
Base Accrued Interest
1478.48
Local Market Value
237692.04
Local Total Cost Amount
237000.00
Local Unrealized Gain Loss
692.04
Local Accrued Interest
1478.48
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CLEVELAND CLIFFS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEVELAND CLIFFS INC
Security Description
8.25% 31 Mar 2020
Maturity Date
2020-03-31T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
761000.00
Base Market Value
829490.00
Base Total Cost
800001.25
Base Unrealized Gain Loss
29488.75
Base Accrued Interest
15695.62
Local Market Value
829490.00
Local Total Cost Amount
800001.25
Local Unrealized Gain Loss
29488.75
Local Accrued Interest
15695.62
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: CLEVELAND ELECTRIC ILLUM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEVELAND ELECTRIC ILLUM
Security Description
5.5% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
286435.00
Base Total Cost
248665.00
Base Unrealized Gain Loss
37770.00
Base Accrued Interest
5194.44
Local Market Value
286435.00
Local Total Cost Amount
248665.00
Local Unrealized Gain Loss
37770.00
Local Accrued Interest
5194.44
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
UNCLASSIFIED
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CLOROX COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLOROX COMPANY
Security Description
3.05% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
3.05
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
640893.75
Base Total Cost
623018.75
Base Unrealized Gain Loss
17875.00
Base Accrued Interest
5612.85
Local Market Value
640893.75
Local Total Cost Amount
623018.75
Local Unrealized Gain Loss
17875.00
Local Accrued Interest
5612.85
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CLUBCORP CLUB OPERATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLUBCORP CLUB OPERATIONS
Security Description
8.25% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
280000.00
Base Market Value
305200.00
Base Total Cost
294935.87
Base Unrealized Gain Loss
10264.13
Base Accrued Interest
1026.67
Local Market Value
305200.00
Local Total Cost Amount
294935.87
Local Unrealized Gain Loss
10264.13
Local Accrued Interest
1026.67
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
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: CMS ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CMS ENERGY CORP
Security Description
2.95% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
675000.00
Base Market Value
647304.75
Base Total Cost
672937.15
Base Unrealized Gain Loss
-25632.40
Base Accrued Interest
7522.49
Local Market Value
647304.75
Local Total Cost Amount
672937.15
Local Unrealized Gain Loss
-25632.40
Local Accrued Interest
7522.49
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
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CMS ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CMS ENERGY CORP
Security Description
3% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
555000.00
Base Market Value
543006.45
Base Total Cost
552902.10
Base Unrealized Gain Loss
-9895.65
Base Accrued Interest
2127.50
Local Market Value
543006.45
Local Total Cost Amount
552902.10
Local Unrealized Gain Loss
-9895.65
Local Accrued Interest
2127.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
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