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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: 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
150000.00
Base Market Value
155437.50
Base Total Cost
150000.00
Base Unrealized Gain Loss
5437.50
Base Accrued Interest
0
Local Market Value
155437.50
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
5437.50
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COTT HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COTT HOLDINGS INC
Security Description
5.5% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1050000.00
Base Market Value
1071000.00
Base Total Cost
1050000.00
Base Unrealized Gain Loss
21000.00
Base Accrued Interest
15881.25
Local Market Value
1071000.00
Local Total Cost Amount
1050000.00
Local Unrealized Gain Loss
21000.00
Local Accrued Interest
15881.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: COTT HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COTT HOLDINGS INC
Security Description
5.5% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
406000.00
Base Market Value
414120.00
Base Total Cost
406000.00
Base Unrealized Gain Loss
8120.00
Base Accrued Interest
6140.75
Local Market Value
414120.00
Local Total Cost Amount
406000.00
Local Unrealized Gain Loss
8120.00
Local Accrued Interest
6140.75
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
CANADIAN
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: 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
1190000.00
Base Market Value
1154300.00
Base Total Cost
1195168.75
Base Unrealized Gain Loss
-40868.75
Base Accrued Interest
0
Local Market Value
1154300.00
Local Total Cost Amount
1195168.75
Local Unrealized Gain Loss
-40868.75
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
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: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
6.375% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
1160000.00
Base Market Value
1194800.00
Base Total Cost
1196075.00
Base Unrealized Gain Loss
-1275.00
Base Accrued Interest
18487.48
Local Market Value
1194800.00
Local Total Cost Amount
1196075.00
Local Unrealized Gain Loss
-1275.00
Local Accrued Interest
18487.48
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
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: 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
505000.00
Base Market Value
489850.00
Base Total Cost
497875.00
Base Unrealized Gain Loss
-8025.00
Base Accrued Interest
0
Local Market Value
489850.00
Local Total Cost Amount
497875.00
Local Unrealized Gain Loss
-8025.00
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: 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 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
10000.00
Base Market Value
9750.00
Base Total Cost
10225.00
Base Unrealized Gain Loss
-475.00
Base Accrued Interest
195.83
Local Market Value
9750.00
Local Total Cost Amount
10225.00
Local Unrealized Gain Loss
-475.00
Local Accrued Interest
195.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: COVENTRY HEALTH CARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVENTRY HEALTH CARE INC
Security Description
5.45% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.45
Original Face
0.00
Shares Par Value
745000.00
Base Market Value
821898.90
Base Total Cost
800940.00
Base Unrealized Gain Loss
20958.90
Base Accrued Interest
1804.55
Local Market Value
821898.90
Local Total Cost Amount
800940.00
Local Unrealized Gain Loss
20958.90
Local Accrued Interest
1804.55
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: COVEY PARK ENERGY LLC/FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVEY PARK ENERGY LLC/FI
Security Description
7.5% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
1310000.00
Base Market Value
1310000.00
Base Total Cost
1324468.75
Base Unrealized Gain Loss
-14468.75
Base Accrued Interest
15829.16
Local Market Value
1310000.00
Local Total Cost Amount
1324468.75
Local Unrealized Gain Loss
-14468.75
Local Accrued Interest
15829.16
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
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: COVIDIEN INTL FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVIDIEN INTL FINANCE SA
Security Description
4.2% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
4.2
Original Face
0.00
Shares Par Value
616000.00
Base Market Value
653194.08
Base Total Cost
632742.88
Base Unrealized Gain Loss
20451.20
Base Accrued Interest
1149.87
Local Market Value
653194.08
Local Total Cost Amount
632742.88
Local Unrealized Gain Loss
20451.20
Local Accrued Interest
1149.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: 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
309950.00
Base Market Value
309950.00
Base Total Cost
309950.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
309950.00
Local Total Cost Amount
309950.00
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: COWLITZ TRIBAL GAMINGAUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COWLITZ TRIBAL GAMINGAUTHORITY
Security Description
1% 04 Dec 2021
Maturity Date
2021-12-04T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
725000.00
Base Market Value
812000.00
Base Total Cost
678659.44
Base Unrealized Gain Loss
133340.56
Base Accrued Interest
0
Local Market Value
812000.00
Local Total Cost Amount
678659.44
Local Unrealized Gain Loss
133340.56
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: COX COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COX COMMUNICATIONS INC
Security Description
6.25% 01 Jun 2018
Maturity Date
2018-06-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
550000.00
Base Market Value
570273.00
Base Total Cost
634150.00
Base Unrealized Gain Loss
-63877.00
Base Accrued Interest
2864.58
Local Market Value
570273.00
Local Total Cost Amount
634150.00
Local Unrealized Gain Loss
-63877.00
Local Accrued Interest
2864.58
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
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COX COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COX COMMUNICATIONS INC
Security Description
6.95% 01 Jun 2038
Maturity Date
2038-06-01T00:00:00.000
Interest Rate
6.95
Original Face
0.00
Shares Par Value
530000.00
Base Market Value
609590.10
Base Total Cost
528680.30
Base Unrealized Gain Loss
80909.80
Base Accrued Interest
3069.58
Local Market Value
609590.10
Local Total Cost Amount
528680.30
Local Unrealized Gain Loss
80909.80
Local Accrued Interest
3069.58
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
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CPC SPE 1 HDC ELLIGIBLE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CPC SPE 1 HDC ELLIGIBLE
Security Description
1% 01 Jan 2021
Maturity Date
2021-01-01T00:00:00.000
Interest Rate
3.5505
Original Face
2197468.77
Shares Par Value
1510853.37
Base Market Value
1575842.70
Base Total Cost
1510853.37
Base Unrealized Gain Loss
64989.33
Base Accrued Interest
0
Local Market Value
1575842.70
Local Total Cost Amount
1510853.37
Local Unrealized Gain Loss
64989.33
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CPC SPE 1 HDC INELLIGIBLE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CPC SPE 1 HDC INELLIGIBLE
Security Description
1% 01 Jan 2021
Maturity Date
2021-01-01T00:00:00.000
Interest Rate
3.5505
Original Face
3252169.20
Shares Par Value
2162435.98
Base Market Value
2200316.63
Base Total Cost
2162435.98
Base Unrealized Gain Loss
37880.65
Base Accrued Interest
0
Local Market Value
2200316.63
Local Total Cost Amount
2162435.98
Local Unrealized Gain Loss
37880.65
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CR BARD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CR BARD INC
Security Description
3% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
401296.00
Base Total Cost
399928.00
Base Unrealized Gain Loss
1368.00
Base Accrued Interest
1533.33
Local Market Value
401296.00
Local Total Cost Amount
399928.00
Local Unrealized Gain Loss
1368.00
Local Accrued Interest
1533.33
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
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: CRED SUIS GP FUN LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRED SUIS GP FUN LTD
Security Description
3.125% 10 Dec 2020
Maturity Date
2020-12-10T00:00:00.000
Interest Rate
3.125
Original Face
0.00
Shares Par Value
5150000.00
Base Market Value
5246871.50
Base Total Cost
5140318.00
Base Unrealized Gain Loss
106553.50
Base Accrued Interest
9388.02
Local Market Value
5246871.50
Local Total Cost Amount
5140318.00
Local Unrealized Gain Loss
106553.50
Local Accrued Interest
9388.02
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
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CRED SUIS GP FUN LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRED SUIS GP FUN LTD
Security Description
3.8% 09 Jun 2023
Maturity Date
2023-06-09T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
1840000.00
Base Market Value
1896966.40
Base Total Cost
1834737.60
Base Unrealized Gain Loss
62228.80
Base Accrued Interest
4078.67
Local Market Value
1896966.40
Local Total Cost Amount
1834737.60
Local Unrealized Gain Loss
62228.80
Local Accrued Interest
4078.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CRED SUIS GP FUN LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRED SUIS GP FUN LTD
Security Description
3.8% 09 Jun 2023
Maturity Date
2023-06-09T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
1034000.00
Base Market Value
1066012.64
Base Total Cost
1031042.76
Base Unrealized Gain Loss
34969.88
Base Accrued Interest
2292.03
Local Market Value
1066012.64
Local Total Cost Amount
1031042.76
Local Unrealized Gain Loss
34969.88
Local Accrued Interest
2292.03
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
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CREDIT ACCEPTANC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT ACCEPTANC
Security Description
7.375% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
489000.00
Base Market Value
508560.00
Base Total Cost
485410.74
Base Unrealized Gain Loss
23149.26
Base Accrued Interest
10618.77
Local Market Value
508560.00
Local Total Cost Amount
485410.74
Local Unrealized Gain Loss
23149.26
Local Accrued Interest
10618.77
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
FINANCE
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: CREDIT ACCEPTANC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT ACCEPTANC
Security Description
6.125% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
139000.00
Base Market Value
142475.00
Base Total Cost
139000.00
Base Unrealized Gain Loss
3475.00
Base Accrued Interest
3216.30
Local Market Value
142475.00
Local Total Cost Amount
139000.00
Local Unrealized Gain Loss
3475.00
Local Accrued Interest
3216.30
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
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: CREDIT AGRICOLE LONDON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT AGRICOLE LONDON
Security Description
2.75% 10 Jun 2020
Maturity Date
2020-06-10T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
4085000.00
Base Market Value
4146234.15
Base Total Cost
4077606.15
Base Unrealized Gain Loss
68628.00
Base Accrued Interest
6553.02
Local Market Value
4146234.15
Local Total Cost Amount
4077606.15
Local Unrealized Gain Loss
68628.00
Local Accrued Interest
6553.02
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
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: CREDIT AGRICOLE LONDON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT AGRICOLE LONDON
Security Description
4.125% 10 Jan 2027
Maturity Date
2027-01-10T00:00:00.000
Interest Rate
4.125
Original Face
0.00
Shares Par Value
430000.00
Base Market Value
449556.40
Base Total Cost
427841.40
Base Unrealized Gain Loss
21715.00
Base Accrued Interest
8425.31
Local Market Value
449556.40
Local Total Cost Amount
427841.40
Local Unrealized Gain Loss
21715.00
Local Accrued Interest
8425.31
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
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CREDIT AGRICOLE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT AGRICOLE SA
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
770000.00
Base Market Value
846769.00
Base Total Cost
773637.50
Base Unrealized Gain Loss
73131.50
Base Accrued Interest
1347.50
Local Market Value
846769.00
Local Total Cost Amount
773637.50
Local Unrealized Gain Loss
73131.50
Local Accrued Interest
1347.50
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
NR
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: CREDIT SUISSE FIRST BOSTON MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE FIRST BOSTON MOR
Security Description
1% 25 Mar 2032
Maturity Date
2032-03-25T00:00:00.000
Interest Rate
1.36951
Original Face
5000000.00
Shares Par Value
42091.59
Base Market Value
39528.51
Base Total Cost
41638.38
Base Unrealized Gain Loss
-2109.87
Base Accrued Interest
0
Local Market Value
39528.51
Local Total Cost Amount
41638.38
Local Unrealized Gain Loss
-2109.87
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
WR
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CREDIT SUISSE GROUP AG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE GROUP AG
Security Description
3.574% 09 Jan 2023
Maturity Date
2023-01-09T00:00:00.000
Interest Rate
3.574
Original Face
0.00
Shares Par Value
970000.00
Base Market Value
993997.80
Base Total Cost
970000.00
Base Unrealized Gain Loss
23997.80
Base Accrued Interest
16563.50
Local Market Value
993997.80
Local Total Cost Amount
970000.00
Local Unrealized Gain Loss
23997.80
Local Accrued Interest
16563.50
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
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CREDIT SUISSE NEW YORK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE NEW YORK
Security Description
5.4% 14 Jan 2020
Maturity Date
2020-01-14T00:00:00.000
Interest Rate
5.4
Original Face
0.00
Shares Par Value
740000.00
Base Market Value
794649.00
Base Total Cost
745868.20
Base Unrealized Gain Loss
48780.80
Base Accrued Interest
18537.00
Local Market Value
794649.00
Local Total Cost Amount
745868.20
Local Unrealized Gain Loss
48780.80
Local Accrued Interest
18537.00
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
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: CREDIT SUISSE NEW YORK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE NEW YORK
Security Description
3.625% 09 Sep 2024
Maturity Date
2024-09-09T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
653000.00
Base Market Value
674549.00
Base Total Cost
649317.08
Base Unrealized Gain Loss
25231.92
Base Accrued Interest
7364.39
Local Market Value
674549.00
Local Total Cost Amount
649317.08
Local Unrealized Gain Loss
25231.92
Local Accrued Interest
7364.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CREDIT SUISSE NEW YORK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE NEW YORK
Security Description
3.625% 09 Sep 2024
Maturity Date
2024-09-09T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
619800.00
Base Total Cost
596616.00
Base Unrealized Gain Loss
23184.00
Base Accrued Interest
6766.67
Local Market Value
619800.00
Local Total Cost Amount
596616.00
Local Unrealized Gain Loss
23184.00
Local Accrued Interest
6766.67
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
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: CREDIT SUISSE NEW YORK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE NEW YORK
Security Description
6% 15 Feb 2018
Maturity Date
2018-02-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
580000.00
Base Market Value
594679.80
Base Total Cost
644901.10
Base Unrealized Gain Loss
-50221.30
Base Accrued Interest
13146.67
Local Market Value
594679.80
Local Total Cost Amount
644901.10
Local Unrealized Gain Loss
-50221.30
Local Accrued Interest
13146.67
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
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: CREDIT SUISSE NEW YORK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE NEW YORK
Security Description
3% 29 Oct 2021
Maturity Date
2021-10-29T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
290000.00
Base Market Value
295521.60
Base Total Cost
288260.00
Base Unrealized Gain Loss
7261.60
Base Accrued Interest
1498.33
Local Market Value
295521.60
Local Total Cost Amount
288260.00
Local Unrealized Gain Loss
7261.60
Local Accrued Interest
1498.33
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
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: CREDIT SUISSE NEW YORK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE NEW YORK
Security Description
5.3% 13 Aug 2019
Maturity Date
2019-08-13T00:00:00.000
Interest Rate
5.3
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
240324.75
Base Total Cost
234364.50
Base Unrealized Gain Loss
5960.25
Base Accrued Interest
4571.25
Local Market Value
240324.75
Local Total Cost Amount
234364.50
Local Unrealized Gain Loss
5960.25
Local Accrued Interest
4571.25
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
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: CRESTWOOD MID PARTNER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRESTWOOD MID PARTNER LP
Security Description
5.75% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
255000.00
Base Market Value
254362.50
Base Total Cost
255000.00
Base Unrealized Gain Loss
-637.50
Base Accrued Interest
4208.68
Local Market Value
254362.50
Local Total Cost Amount
255000.00
Local Unrealized Gain Loss
-637.50
Local Accrued Interest
4208.68
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
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: CRESTWOOD MIDSTREAM PART
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRESTWOOD MIDSTREAM PART
Security Description
6.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1485000.00
Base Market Value
1507275.00
Base Total Cost
1476500.00
Base Unrealized Gain Loss
30775.00
Base Accrued Interest
23203.07
Local Market Value
1507275.00
Local Total Cost Amount
1476500.00
Local Unrealized Gain Loss
30775.00
Local Accrued Interest
23203.07
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: CRESTWOOD MIDSTREAM PART
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRESTWOOD MIDSTREAM PART
Security Description
6.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1040000.00
Base Market Value
1055600.00
Base Total Cost
1073587.97
Base Unrealized Gain Loss
-17987.97
Base Accrued Interest
16249.99
Local Market Value
1055600.00
Local Total Cost Amount
1073587.97
Local Unrealized Gain Loss
-17987.97
Local Accrued Interest
16249.99
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
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: CROWN CASTLE INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE INTL CORP
Security Description
4.45% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
4250000.00
Base Market Value
4514222.50
Base Total Cost
4251617.78
Base Unrealized Gain Loss
262604.72
Base Accrued Interest
71447.22
Local Market Value
4514222.50
Local Total Cost Amount
4251617.78
Local Unrealized Gain Loss
262604.72
Local Accrued Interest
71447.22
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
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: CROWN CASTLE INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE INTL CORP
Security Description
5.25% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
1438000.00
Base Market Value
1597387.92
Base Total Cost
1609445.63
Base Unrealized Gain Loss
-12057.71
Base Accrued Interest
34811.58
Local Market Value
1597387.92
Local Total Cost Amount
1609445.63
Local Unrealized Gain Loss
-12057.71
Local Accrued Interest
34811.58
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
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: CROWN CASTLE INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE INTL CORP
Security Description
4.75% 15 May 2047
Maturity Date
2047-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
1360000.00
Base Market Value
1383976.80
Base Total Cost
1349215.20
Base Unrealized Gain Loss
34761.60
Base Accrued Interest
10766.67
Local Market Value
1383976.80
Local Total Cost Amount
1349215.20
Local Unrealized Gain Loss
34761.60
Local Accrued Interest
10766.67
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
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: CROWN CASTLE INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE INTL CORP
Security Description
4% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
25000.00
Base Market Value
25732.00
Base Total Cost
24894.50
Base Unrealized Gain Loss
837.50
Base Accrued Interest
413.88
Local Market Value
25732.00
Local Total Cost Amount
24894.50
Local Unrealized Gain Loss
837.50
Local Accrued Interest
413.88
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
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: CROWN CASTLE TOWERS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE TOWERS LLC
Security Description
3.663% 15 May 2045
Maturity Date
2045-05-15T00:00:00.000
Interest Rate
3.663
Original Face
0.00
Shares Par Value
2270000.00
Base Market Value
2349450.00
Base Total Cost
2270000.00
Base Unrealized Gain Loss
79450.00
Base Accrued Interest
3695.56
Local Market Value
2349450.00
Local Total Cost Amount
2270000.00
Local Unrealized Gain Loss
79450.00
Local Accrued Interest
3695.56
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
REAL ESTATE
Moody S Quality Rating
A2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CROWN CASTLE TOWERS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CASTLE TOWERS LLC
Security Description
4.883% 15 Aug 2040
Maturity Date
2040-08-15T00:00:00.000
Interest Rate
4.883
Original Face
0.00
Shares Par Value
70000.00
Base Market Value
74698.34
Base Total Cost
76125.00
Base Unrealized Gain Loss
-1426.66
Base Accrued Interest
151.91
Local Market Value
74698.34
Local Total Cost Amount
76125.00
Local Unrealized Gain Loss
-1426.66
Local Accrued Interest
151.91
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
A2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CROWN CORK + SEAL CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWN CORK + SEAL CO INC
Security Description
7.375% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
145000.00
Base Market Value
167837.50
Base Total Cost
158431.25
Base Unrealized Gain Loss
9406.25
Base Accrued Interest
475.26
Local Market Value
167837.50
Local Total Cost Amount
158431.25
Local Unrealized Gain Loss
9406.25
Local Accrued Interest
475.26
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CROWNROCK LP/CROWNROCK F
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWNROCK LP/CROWNROCK F
Security Description
7.75% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
1035000.00
Base Market Value
1091925.00
Base Total Cost
1100287.50
Base Unrealized Gain Loss
-8362.50
Base Accrued Interest
30302.48
Local Market Value
1091925.00
Local Total Cost Amount
1100287.50
Local Unrealized Gain Loss
-8362.50
Local Accrued Interest
30302.48
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
ELECTRIC/GAS
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: CROWNROCK LP/CROWNROCK F
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWNROCK LP/CROWNROCK F
Security Description
7.125% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
462375.00
Base Total Cost
452866.93
Base Unrealized Gain Loss
9508.07
Base Accrued Interest
6768.75
Local Market Value
462375.00
Local Total Cost Amount
452866.93
Local Unrealized Gain Loss
9508.07
Local Accrued Interest
6768.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
FOREIGN
Minor Industry Name
CORPORATE
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
10.875% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
10.875
Original Face
0.00
Shares Par Value
6555000.00
Base Market Value
7890581.25
Base Total Cost
7829187.50
Base Unrealized Gain Loss
61393.75
Base Accrued Interest
328705.98
Local Market Value
7890581.25
Local Total Cost Amount
7829187.50
Local Unrealized Gain Loss
61393.75
Local Accrued Interest
328705.98
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
10.875% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
10.875
Original Face
0.00
Shares Par Value
1630000.00
Base Market Value
1962112.50
Base Total Cost
1897841.95
Base Unrealized Gain Loss
64270.55
Base Accrued Interest
81746.77
Local Market Value
1962112.50
Local Total Cost Amount
1897841.95
Local Unrealized Gain Loss
64270.55
Local Accrued Interest
81746.77
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.5% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1320000.00
Base Market Value
1395900.00
Base Total Cost
1372175.00
Base Unrealized Gain Loss
23725.00
Base Accrued Interest
15326.66
Local Market Value
1395900.00
Local Total Cost Amount
1372175.00
Local Unrealized Gain Loss
23725.00
Local Accrued Interest
15326.66
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
INDUSTRIAL
Moody S Quality Rating
Ba1
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
6.625% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
800000.00
Base Market Value
880080.00
Base Total Cost
866750.00
Base Unrealized Gain Loss
13330.00
Base Accrued Interest
24438.88
Local Market Value
880080.00
Local Total Cost Amount
866750.00
Local Unrealized Gain Loss
13330.00
Local Accrued Interest
24438.88
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
Ba1
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
10.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
10.125
Original Face
0.00
Shares Par Value
657000.00
Base Market Value
762120.00
Base Total Cost
657000.00
Base Unrealized Gain Loss
105120.00
Base Accrued Interest
30673.69
Local Market Value
762120.00
Local Total Cost Amount
657000.00
Local Unrealized Gain Loss
105120.00
Local Accrued Interest
30673.69
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
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
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