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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: COMMSCOPE TECH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMSCOPE TECH LLC
Security Description
5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
324187.50
Base Total Cost
325000.00
Base Unrealized Gain Loss
-812.50
Base Accrued Interest
4875.00
Local Market Value
324187.50
Local Total Cost Amount
325000.00
Local Unrealized Gain Loss
-812.50
Local Accrued Interest
4875.00
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: COMMSCOPE TECH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMSCOPE TECH LLC
Security Description
6% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
30000.00
Base Market Value
32025.00
Base Total Cost
30000.00
Base Unrealized Gain Loss
2025.00
Base Accrued Interest
80.00
Local Market Value
32025.00
Local Total Cost Amount
30000.00
Local Unrealized Gain Loss
2025.00
Local Accrued Interest
80.00
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: COMPASS BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMPASS BANK
Security Description
2.875% 29 Jun 2022
Maturity Date
2022-06-29T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
249047.50
Base Total Cost
249617.50
Base Unrealized Gain Loss
-570.00
Base Accrued Interest
39.93
Local Market Value
249047.50
Local Total Cost Amount
249617.50
Local Unrealized Gain Loss
-570.00
Local Accrued Interest
39.93
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
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: CONCHO RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONCHO RESOURCES INC
Security Description
4.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
2000000.00
Base Market Value
2040000.00
Base Total Cost
1995000.00
Base Unrealized Gain Loss
45000.00
Base Accrued Interest
44479.16
Local Market Value
2040000.00
Local Total Cost Amount
1995000.00
Local Unrealized Gain Loss
45000.00
Local Accrued Interest
44479.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: CONCHO RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONCHO RESOURCES INC
Security Description
5.5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1050000.00
Base Market Value
1078875.00
Base Total Cost
1053646.46
Base Unrealized Gain Loss
25228.54
Base Accrued Interest
14437.50
Local Market Value
1078875.00
Local Total Cost Amount
1053646.46
Local Unrealized Gain Loss
25228.54
Local Accrued Interest
14437.50
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
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: CONCHO RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONCHO RESOURCES INC
Security Description
5.5% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
461812.50
Base Total Cost
445218.75
Base Unrealized Gain Loss
16593.75
Base Accrued Interest
6187.50
Local Market Value
461812.50
Local Total Cost Amount
445218.75
Local Unrealized Gain Loss
16593.75
Local Accrued Interest
6187.50
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
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: CONCHO RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONCHO RESOURCES INC
Security Description
5.5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
345000.00
Base Market Value
354487.50
Base Total Cost
322177.55
Base Unrealized Gain Loss
32309.95
Base Accrued Interest
4748.33
Local Market Value
354487.50
Local Total Cost Amount
322177.55
Local Unrealized Gain Loss
32309.95
Local Accrued Interest
4748.33
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
ELECTRIC/GAS
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: CONNECTICUT LIGHT + PWR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONNECTICUT LIGHT + PWR
Security Description
4.15% 01 Jun 2045
Maturity Date
2045-06-01T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
415000.00
Base Market Value
439028.50
Base Total Cost
407783.15
Base Unrealized Gain Loss
31245.35
Base Accrued Interest
1435.21
Local Market Value
439028.50
Local Total Cost Amount
407783.15
Local Unrealized Gain Loss
31245.35
Local Accrued Interest
1435.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: CONOCOPHILLIPS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS
Security Description
5.75% 01 Feb 2019
Maturity Date
2019-02-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
122000.00
Base Market Value
129130.90
Base Total Cost
150677.32
Base Unrealized Gain Loss
-21546.42
Base Accrued Interest
2922.92
Local Market Value
129130.90
Local Total Cost Amount
150677.32
Local Unrealized Gain Loss
-21546.42
Local Accrued Interest
2922.92
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
Baa2
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: CONOCOPHILLIPS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS
Security Description
6.5% 01 Feb 2039
Maturity Date
2039-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
110000.00
Base Market Value
144431.10
Base Total Cost
130583.41
Base Unrealized Gain Loss
13847.69
Base Accrued Interest
2979.17
Local Market Value
144431.10
Local Total Cost Amount
130583.41
Local Unrealized Gain Loss
13847.69
Local Accrued Interest
2979.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONOCOPHILLIPS COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS COMPANY
Security Description
4.2% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
4.2
Original Face
0.00
Shares Par Value
1040000.00
Base Market Value
1102660.00
Base Total Cost
1039480.00
Base Unrealized Gain Loss
63180.00
Base Accrued Interest
12861.33
Local Market Value
1102660.00
Local Total Cost Amount
1039480.00
Local Unrealized Gain Loss
63180.00
Local Accrued Interest
12861.33
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
OIL, GAS & CONSUMABLE FUELS
Moody S Quality Rating
Baa2
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: CONOCOPHILLIPS COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS COMPANY
Security Description
4.95% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
4.95
Original Face
0.00
Shares Par Value
305000.00
Base Market Value
339684.60
Base Total Cost
329540.30
Base Unrealized Gain Loss
10144.30
Base Accrued Interest
4445.38
Local Market Value
339684.60
Local Total Cost Amount
329540.30
Local Unrealized Gain Loss
10144.30
Local Accrued Interest
4445.38
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
Baa2
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: CONOCOPHILLIPS HLDG CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS HLDG CO
Security Description
6.95% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
6.95
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
577156.50
Base Total Cost
551583.00
Base Unrealized Gain Loss
25573.50
Base Accrued Interest
6602.50
Local Market Value
577156.50
Local Total Cost Amount
551583.00
Local Unrealized Gain Loss
25573.50
Local Accrued Interest
6602.50
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
Baa2
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: CONOCOPHILLIPS HLDG CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONOCOPHILLIPS HLDG CO
Security Description
6.95% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
6.95
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
256514.00
Base Total Cost
240930.00
Base Unrealized Gain Loss
15584.00
Base Accrued Interest
2934.44
Local Market Value
256514.00
Local Total Cost Amount
240930.00
Local Unrealized Gain Loss
15584.00
Local Accrued Interest
2934.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONSOLIDATED COMMUNICATI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED COMMUNICATI
Security Description
6.5% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
934000.00
Base Market Value
929330.00
Base Total Cost
877305.00
Base Unrealized Gain Loss
52025.00
Base Accrued Interest
15219.03
Local Market Value
929330.00
Local Total Cost Amount
877305.00
Local Unrealized Gain Loss
52025.00
Local Accrued Interest
15219.03
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CONSOLIDATED EDISON CO O
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED EDISON CO O
Security Description
3.85% 15 Jun 2046
Maturity Date
2046-06-15T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
4500000.00
Base Market Value
4536450.00
Base Total Cost
4493655.00
Base Unrealized Gain Loss
42795.00
Base Accrued Interest
7700.00
Local Market Value
4536450.00
Local Total Cost Amount
4493655.00
Local Unrealized Gain Loss
42795.00
Local Accrued Interest
7700.00
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
ELECTRIC/GAS
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: CONSOLIDATED EDISON CO O
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED EDISON CO O
Security Description
4.45% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
590000.00
Base Market Value
646055.90
Base Total Cost
589504.40
Base Unrealized Gain Loss
56551.50
Base Accrued Interest
7730.64
Local Market Value
646055.90
Local Total Cost Amount
589504.40
Local Unrealized Gain Loss
56551.50
Local Accrued Interest
7730.64
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
INDUSTRIAL
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: CONSOLIDATED ENERGY FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED ENERGY FIN
Security Description
6.875% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
715000.00
Base Market Value
736450.00
Base Total Cost
711425.00
Base Unrealized Gain Loss
25025.00
Base Accrued Interest
2594.36
Local Market Value
736450.00
Local Total Cost Amount
711425.00
Local Unrealized Gain Loss
25025.00
Local Accrued Interest
2594.36
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
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: CONSTELLATION BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLATION BRANDS INC
Security Description
2.7% 09 May 2022
Maturity Date
2022-05-09T00:00:00.000
Interest Rate
2.7
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
749085.00
Base Total Cost
748327.50
Base Unrealized Gain Loss
757.50
Base Accrued Interest
2925.00
Local Market Value
749085.00
Local Total Cost Amount
748327.50
Local Unrealized Gain Loss
757.50
Local Accrued Interest
2925.00
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
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: CONSTELLIUM NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLIUM NV
Security Description
8% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1545000.00
Base Total Cost
1548750.00
Base Unrealized Gain Loss
-3750.00
Base Accrued Interest
55555.54
Local Market Value
1545000.00
Local Total Cost Amount
1548750.00
Local Unrealized Gain Loss
-3750.00
Local Accrued Interest
55555.54
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
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: CONSTELLIUM NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLIUM NV
Security Description
6.625% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
905000.00
Base Market Value
866537.50
Base Total Cost
902812.50
Base Unrealized Gain Loss
-36275.00
Base Accrued Interest
22483.58
Local Market Value
866537.50
Local Total Cost Amount
902812.50
Local Unrealized Gain Loss
-36275.00
Local Accrued Interest
22483.58
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
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: CONSTELLIUM NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLIUM NV
Security Description
5.75% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
231250.00
Base Total Cost
232500.00
Base Unrealized Gain Loss
-1250.00
Base Accrued Interest
1836.81
Local Market Value
231250.00
Local Total Cost Amount
232500.00
Local Unrealized Gain Loss
-1250.00
Local Accrued Interest
1836.81
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
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: CONSTELLIUM NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLIUM NV
Security Description
8% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
257500.00
Base Total Cost
253125.00
Base Unrealized Gain Loss
4375.00
Base Accrued Interest
9222.22
Local Market Value
257500.00
Local Total Cost Amount
253125.00
Local Unrealized Gain Loss
4375.00
Local Accrued Interest
9222.22
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
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: CONSTELLIUM NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLIUM NV
Security Description
6.625% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
191500.00
Base Total Cost
192000.00
Base Unrealized Gain Loss
-500.00
Base Accrued Interest
4968.75
Local Market Value
191500.00
Local Total Cost Amount
192000.00
Local Unrealized Gain Loss
-500.00
Local Accrued Interest
4968.75
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
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: CONSUMERS ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSUMERS ENERGY CO
Security Description
3.95% 15 Jul 2047
Maturity Date
2047-07-15T00:00:00.000
Interest Rate
3.95
Original Face
0.00
Shares Par Value
165000.00
Base Market Value
170519.25
Base Total Cost
164310.30
Base Unrealized Gain Loss
6208.95
Base Accrued Interest
2335.43
Local Market Value
170519.25
Local Total Cost Amount
164310.30
Local Unrealized Gain Loss
6208.95
Local Accrued Interest
2335.43
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
Aa3
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
5% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1275000.00
Base Market Value
1251093.75
Base Total Cost
1170087.50
Base Unrealized Gain Loss
81006.25
Base Accrued Interest
18770.83
Local Market Value
1251093.75
Local Total Cost Amount
1170087.50
Local Unrealized Gain Loss
81006.25
Local Accrued Interest
18770.83
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
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.9% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
4.9
Original Face
0.00
Shares Par Value
1255000.00
Base Market Value
1047925.00
Base Total Cost
1039739.65
Base Unrealized Gain Loss
8185.35
Base Accrued Interest
5124.58
Local Market Value
1047925.00
Local Total Cost Amount
1039739.65
Local Unrealized Gain Loss
8185.35
Local Accrued Interest
5124.58
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
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
975000.00
Base Market Value
931125.00
Base Total Cost
886318.50
Base Unrealized Gain Loss
44806.50
Base Accrued Interest
9262.50
Local Market Value
931125.00
Local Total Cost Amount
886318.50
Local Unrealized Gain Loss
44806.50
Local Accrued Interest
9262.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
910000.00
Base Market Value
869050.00
Base Total Cost
850575.00
Base Unrealized Gain Loss
18475.00
Base Accrued Interest
8645.00
Local Market Value
869050.00
Local Total Cost Amount
850575.00
Local Unrealized Gain Loss
18475.00
Local Accrued Interest
8645.00
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
3.8% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
765000.00
Base Market Value
700449.30
Base Total Cost
648037.50
Base Unrealized Gain Loss
52411.80
Base Accrued Interest
2422.50
Local Market Value
700449.30
Local Total Cost Amount
648037.50
Local Unrealized Gain Loss
52411.80
Local Accrued Interest
2422.50
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
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: 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
125000.00
Base Market Value
121250.00
Base Total Cost
126150.00
Base Unrealized Gain Loss
-4900.00
Base Accrued Interest
0
Local Market Value
121250.00
Local Total Cost Amount
126150.00
Local Unrealized Gain Loss
-4900.00
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
3.8% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
705000.00
Base Market Value
645512.10
Base Total Cost
597762.40
Base Unrealized Gain Loss
47749.70
Base Accrued Interest
2243.06
Local Market Value
645512.10
Local Total Cost Amount
597762.40
Local Unrealized Gain Loss
47749.70
Local Accrued Interest
2243.06
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
559000.00
Base Market Value
533845.00
Base Total Cost
511327.50
Base Unrealized Gain Loss
22517.50
Base Accrued Interest
5310.50
Local Market Value
533845.00
Local Total Cost Amount
511327.50
Local Unrealized Gain Loss
22517.50
Local Accrued Interest
5310.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.9% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
4.9
Original Face
0.00
Shares Par Value
320000.00
Base Market Value
267200.00
Base Total Cost
278564.77
Base Unrealized Gain Loss
-11364.77
Base Accrued Interest
1306.66
Local Market Value
267200.00
Local Total Cost Amount
278564.77
Local Unrealized Gain Loss
-11364.77
Local Accrued Interest
1306.66
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
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
5% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
269843.75
Base Total Cost
260750.00
Base Unrealized Gain Loss
9093.75
Base Accrued Interest
4048.62
Local Market Value
269843.75
Local Total Cost Amount
260750.00
Local Unrealized Gain Loss
9093.75
Local Accrued Interest
4048.62
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
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
245000.00
Base Market Value
233975.00
Base Total Cost
208920.97
Base Unrealized Gain Loss
25054.03
Base Accrued Interest
2332.50
Local Market Value
233975.00
Local Total Cost Amount
208920.97
Local Unrealized Gain Loss
25054.03
Local Accrued Interest
2332.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
5% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
210000.00
Base Market Value
206062.50
Base Total Cost
202843.75
Base Unrealized Gain Loss
3218.75
Base Accrued Interest
3116.67
Local Market Value
206062.50
Local Total Cost Amount
202843.75
Local Unrealized Gain Loss
3218.75
Local Accrued Interest
3116.67
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
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: CONTL AIRLINES 1999 1
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 1999 1
Security Description
6.545% 02 Aug 2020
Maturity Date
2020-08-02T00:00:00.000
Interest Rate
6.545
Original Face
0.00
Shares Par Value
275900.73
Base Market Value
287626.51
Base Total Cost
231150.13
Base Unrealized Gain Loss
56476.38
Base Accrued Interest
7473.88
Local Market Value
287626.51
Local Total Cost Amount
231150.13
Local Unrealized Gain Loss
56476.38
Local Accrued Interest
7473.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONTL AIRLINES 1999 1
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 1999 1
Security Description
6.545% 02 Aug 2020
Maturity Date
2020-08-02T00:00:00.000
Interest Rate
6.545
Original Face
280000.00
Shares Par Value
57436.61
Base Market Value
59877.67
Base Total Cost
50302.37
Base Unrealized Gain Loss
9575.30
Base Accrued Interest
1555.90
Local Market Value
59877.67
Local Total Cost Amount
50302.37
Local Unrealized Gain Loss
9575.30
Local Accrued Interest
1555.90
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
Baa2
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: CONTL AIRLINES 1999 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 1999 2
Security Description
7.566% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
7.566
Original Face
0.00
Shares Par Value
225.08
Base Market Value
240.84
Base Total Cost
207.17
Base Unrealized Gain Loss
33.67
Base Accrued Interest
5.01
Local Market Value
240.84
Local Total Cost Amount
207.17
Local Unrealized Gain Loss
33.67
Local Accrued Interest
5.01
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
OTHER MORTGAGE
Moody S Quality Rating
Baa2
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: CONTL AIRLINES 2007 1
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 2007 1
Security Description
5.983% 19 Oct 2023
Maturity Date
2023-10-19T00:00:00.000
Interest Rate
5.983
Original Face
0.00
Shares Par Value
865555.95
Base Market Value
952111.55
Base Total Cost
770708.30
Base Unrealized Gain Loss
181403.25
Base Accrued Interest
10357.24
Local Market Value
952111.55
Local Total Cost Amount
770708.30
Local Unrealized Gain Loss
181403.25
Local Accrued Interest
10357.24
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: CONTL AIRLINES 2009 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 2009 2
Security Description
7.25% 10 May 2021
Maturity Date
2021-05-10T00:00:00.000
Interest Rate
7.25
Original Face
1185000.00
Shares Par Value
771270.49
Base Market Value
854182.07
Base Total Cost
790013.99
Base Unrealized Gain Loss
64168.08
Base Accrued Interest
7921.59
Local Market Value
854182.07
Local Total Cost Amount
790013.99
Local Unrealized Gain Loss
64168.08
Local Accrued Interest
7921.59
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: CONTL AIRLINES 2010 A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 2010 A
Security Description
4.75% 12 Jul 2022
Maturity Date
2022-07-12T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
374145.42
Base Market Value
395658.78
Base Total Cost
374485.21
Base Unrealized Gain Loss
21173.57
Base Accrued Interest
8342.92
Local Market Value
395658.78
Local Total Cost Amount
374485.21
Local Unrealized Gain Loss
21173.57
Local Accrued Interest
8342.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: CONTL AIRLINES 2012 1 A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTL AIRLINES 2012 1 A
Security Description
4.15% 11 Oct 2025
Maturity Date
2025-10-11T00:00:00.000
Interest Rate
4.15
Original Face
1050000.00
Shares Par Value
843281.40
Base Market Value
885445.47
Base Total Cost
843281.40
Base Unrealized Gain Loss
42164.07
Base Accrued Interest
7776.93
Local Market Value
885445.47
Local Total Cost Amount
843281.40
Local Unrealized Gain Loss
42164.07
Local Accrued Interest
7776.93
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
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: COOPERATIEVE RABOBANK UA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COOPERATIEVE RABOBANK UA
Security Description
4.625% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
823000.00
Base Market Value
886897.72
Base Total Cost
816300.78
Base Unrealized Gain Loss
70596.94
Base Accrued Interest
3171.98
Local Market Value
886897.72
Local Total Cost Amount
816300.78
Local Unrealized Gain Loss
70596.94
Local Accrued Interest
3171.98
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
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: CORNERSTONE ONDEMAND INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORNERSTONE ONDEMAND INC
Security Description
1.5% 01 Jul 2018
Maturity Date
2018-07-01T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
1538000.00
Base Market Value
1543767.50
Base Total Cost
1617133.13
Base Unrealized Gain Loss
-73365.63
Base Accrued Interest
0
Local Market Value
1543767.50
Local Total Cost Amount
1617133.13
Local Unrealized Gain Loss
-73365.63
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CORPORATE OFFICE PROP LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORPORATE OFFICE PROP LP
Security Description
3.7% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
3.7
Original Face
0.00
Shares Par Value
121000.00
Base Market Value
123948.77
Base Total Cost
120684.19
Base Unrealized Gain Loss
3264.58
Base Accrued Interest
198.98
Local Market Value
123948.77
Local Total Cost Amount
120684.19
Local Unrealized Gain Loss
3264.58
Local Accrued Interest
198.98
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
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: CORTES NP ACQUISITION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORTES NP ACQUISITION CORP
Security Description
1% 30 Nov 2023
Maturity Date
2023-11-30T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
914450.43
Base Market Value
919594.21
Base Total Cost
914450.43
Base Unrealized Gain Loss
5143.78
Base Accrued Interest
0
Local Market Value
919594.21
Local Total Cost Amount
914450.43
Local Unrealized Gain Loss
5143.78
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: CORTES NP ACQUISITION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORTES NP ACQUISITION CORP
Security Description
1% 30 Nov 2023
Maturity Date
2023-11-30T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
580603.45
Base Market Value
583869.34
Base Total Cost
563189.46
Base Unrealized Gain Loss
20679.88
Base Accrued Interest
0
Local Market Value
583869.34
Local Total Cost Amount
563189.46
Local Unrealized Gain Loss
20679.88
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: COTT BEVERAGES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COTT BEVERAGES INC
Security Description
5.375% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
1007000.00
Base Market Value
1043503.75
Base Total Cost
1014135.00
Base Unrealized Gain Loss
29368.75
Base Accrued Interest
0
Local Market Value
1043503.75
Local Total Cost Amount
1014135.00
Local Unrealized Gain Loss
29368.75
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
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
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