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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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
8.35% 15 Jul 2046
Maturity Date
2046-07-15T00:00:00.000
Interest Rate
8.35
Original Face
0.00
Shares Par Value
190000.00
Base Market Value
245210.20
Base Total Cost
191774.92
Base Unrealized Gain Loss
53435.28
Base Accrued Interest
7315.53
Local Market Value
245210.20
Local Total Cost Amount
191774.92
Local Unrealized Gain Loss
53435.28
Local Accrued Interest
7315.53
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
6.02% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.02
Original Face
0.00
Shares Par Value
160000.00
Base Market Value
176241.60
Base Total Cost
163137.94
Base Unrealized Gain Loss
13103.66
Base Accrued Interest
428.09
Local Market Value
176241.60
Local Total Cost Amount
163137.94
Local Unrealized Gain Loss
13103.66
Local Accrued Interest
428.09
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
6.02% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.02
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
110151.00
Base Total Cost
107932.20
Base Unrealized Gain Loss
2218.80
Base Accrued Interest
267.55
Local Market Value
110151.00
Local Total Cost Amount
107932.20
Local Unrealized Gain Loss
2218.80
Local Accrued Interest
267.55
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
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
5.875% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
95000.00
Base Market Value
99512.50
Base Total Cost
95000.00
Base Unrealized Gain Loss
4512.50
Base Accrued Interest
248.06
Local Market Value
99512.50
Local Total Cost Amount
95000.00
Local Unrealized Gain Loss
4512.50
Local Accrued Interest
248.06
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
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
8.35% 15 Jul 2046
Maturity Date
2046-07-15T00:00:00.000
Interest Rate
8.35
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
51623.20
Base Total Cost
39968.00
Base Unrealized Gain Loss
11655.20
Base Accrued Interest
1540.11
Local Market Value
51623.20
Local Total Cost Amount
39968.00
Local Unrealized Gain Loss
11655.20
Local Accrued Interest
1540.11
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
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: DELPHI AUTOMOTIVE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELPHI AUTOMOTIVE PLC
Security Description
3.15% 19 Nov 2020
Maturity Date
2020-11-19T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
1280000.00
Base Market Value
1307571.20
Base Total Cost
1277235.20
Base Unrealized Gain Loss
30336.00
Base Accrued Interest
4704.00
Local Market Value
1307571.20
Local Total Cost Amount
1277235.20
Local Unrealized Gain Loss
30336.00
Local Accrued Interest
4704.00
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
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
EUR
Local Currency Code: EUR • Trade Country Name: INTERNATIONAL • Security Name: EURO CURRENCY
Local Currency Code
EUR
Trade Country Name
INTERNATIONAL
Security Name
EURO CURRENCY
Interest Rate
0
Original Face
0.00
Shares Par Value
-104.20
Base Market Value
-118.85
Base Total Cost
-111.45
Base Unrealized Gain Loss
-7.40
Base Accrued Interest
0
Local Market Value
-104.20
Local Total Cost Amount
-104.20
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: DELPHI CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELPHI CORP
Security Description
4.15% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
2115000.00
Base Market Value
2221046.10
Base Total Cost
2107576.35
Base Unrealized Gain Loss
113469.75
Base Accrued Interest
25844.13
Local Market Value
2221046.10
Local Total Cost Amount
2107576.35
Local Unrealized Gain Loss
113469.75
Local Accrued Interest
25844.13
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
ELECTRIC/GAS
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: DELTA AIR LINES 2007 1 A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES 2007 1 A
Security Description
6.821% 10 Feb 2024
Maturity Date
2024-02-10T00:00:00.000
Interest Rate
6.821
Original Face
0.00
Shares Par Value
590803.22
Base Market Value
677946.69
Base Total Cost
530245.88
Base Unrealized Gain Loss
147700.81
Base Accrued Interest
15783.65
Local Market Value
677946.69
Local Total Cost Amount
530245.88
Local Unrealized Gain Loss
147700.81
Local Accrued Interest
15783.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: DELTA AIR LINES 2010 1 A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES 2010 1 A
Security Description
6.2% 02 Jan 2020
Maturity Date
2020-01-02T00:00:00.000
Interest Rate
6.2
Original Face
1185000.00
Shares Par Value
516490.14
Base Market Value
536504.13
Base Total Cost
518542.16
Base Unrealized Gain Loss
17961.97
Base Accrued Interest
15922.24
Local Market Value
536504.13
Local Total Cost Amount
518542.16
Local Unrealized Gain Loss
17961.97
Local Accrued Interest
15922.24
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
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: DELTA AIR LINES 2012 1A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES 2012 1A
Security Description
4.75% 07 Nov 2021
Maturity Date
2021-11-07T00:00:00.000
Interest Rate
4.75
Original Face
550000.00
Shares Par Value
349242.21
Base Market Value
365831.21
Base Total Cost
349242.21
Base Unrealized Gain Loss
16589.00
Base Accrued Interest
2488.35
Local Market Value
365831.21
Local Total Cost Amount
349242.21
Local Unrealized Gain Loss
16589.00
Local Accrued Interest
2488.35
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: DELTA AIR LINES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES INC
Security Description
3.625% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
1605000.00
Base Market Value
1647676.95
Base Total Cost
1604775.30
Base Unrealized Gain Loss
42901.65
Base Accrued Interest
17292.76
Local Market Value
1647676.95
Local Total Cost Amount
1604775.30
Local Unrealized Gain Loss
42901.65
Local Accrued Interest
17292.76
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
AIRLINES
Moody S Quality Rating
Baa3
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: DELTA AIR LINES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES INC
Security Description
2.875% 13 Mar 2020
Maturity Date
2020-03-13T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
682000.00
Base Market Value
690920.56
Base Total Cost
680138.14
Base Unrealized Gain Loss
10782.42
Base Accrued Interest
5827.78
Local Market Value
690920.56
Local Total Cost Amount
680138.14
Local Unrealized Gain Loss
10782.42
Local Accrued Interest
5827.78
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
AIRLINES
Moody S Quality Rating
Baa3
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: DELTA AIR LINES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES INC
Security Description
2.875% 13 Mar 2020
Maturity Date
2020-03-13T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
455000.00
Base Market Value
460951.40
Base Total Cost
453757.85
Base Unrealized Gain Loss
7193.55
Base Accrued Interest
3888.04
Local Market Value
460951.40
Local Total Cost Amount
453757.85
Local Unrealized Gain Loss
7193.55
Local Accrued Interest
3888.04
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
AIRLINES
Moody S Quality Rating
Baa3
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: DENBURY RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DENBURY RESOURCES INC
Security Description
5.5% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
760000.00
Base Market Value
425600.00
Base Total Cost
760000.00
Base Unrealized Gain Loss
-334400.00
Base Accrued Interest
6966.67
Local Market Value
425600.00
Local Total Cost Amount
760000.00
Local Unrealized Gain Loss
-334400.00
Local Accrued Interest
6966.67
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
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DENBURY RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DENBURY RESOURCES INC
Security Description
9% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
9
Original Face
0.00
Shares Par Value
641000.00
Base Market Value
610552.50
Base Total Cost
827742.56
Base Unrealized Gain Loss
-217190.06
Base Accrued Interest
7371.50
Local Market Value
610552.50
Local Total Cost Amount
827742.56
Local Unrealized Gain Loss
-217190.06
Local Accrued Interest
7371.50
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
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: DENBURY RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DENBURY RESOURCES INC
Security Description
9% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
9
Original Face
0.00
Shares Par Value
490000.00
Base Market Value
466725.00
Base Total Cost
485187.50
Base Unrealized Gain Loss
-18462.50
Base Accrued Interest
5635.00
Local Market Value
466725.00
Local Total Cost Amount
485187.50
Local Unrealized Gain Loss
-18462.50
Local Accrued Interest
5635.00
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
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: DENBURY RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DENBURY RESOURCES INC
Security Description
9% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
9
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
190500.00
Base Total Cost
209750.00
Base Unrealized Gain Loss
-19250.00
Base Accrued Interest
2300.00
Local Market Value
190500.00
Local Total Cost Amount
209750.00
Local Unrealized Gain Loss
-19250.00
Local Accrued Interest
2300.00
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
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: DENBURY RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DENBURY RESOURCES INC
Security Description
4.625% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
79500.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
-70500.00
Base Accrued Interest
3198.96
Local Market Value
79500.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
-70500.00
Local Accrued Interest
3198.96
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
ELECTRIC/GAS
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DEPOMED INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEPOMED INC
Security Description
2.5% 01 Sep 2021
Maturity Date
2021-09-01T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
679000.00
Base Market Value
595822.50
Base Total Cost
610893.93
Base Unrealized Gain Loss
-15071.43
Base Accrued Interest
5658.33
Local Market Value
595822.50
Local Total Cost Amount
610893.93
Local Unrealized Gain Loss
-15071.43
Local Accrued Interest
5658.33
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: DEUTSCHE BANK AG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE BANK AG
Security Description
3.375% 12 May 2021
Maturity Date
2021-05-12T00:00:00.000
Interest Rate
3.375
Original Face
0.00
Shares Par Value
840000.00
Base Market Value
850777.20
Base Total Cost
837438.00
Base Unrealized Gain Loss
13339.20
Base Accrued Interest
3858.75
Local Market Value
850777.20
Local Total Cost Amount
837438.00
Local Unrealized Gain Loss
13339.20
Local Accrued Interest
3858.75
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
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: DEUTSCHE TELEKOM INT FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE TELEKOM INT FIN
Security Description
6.75% 20 Aug 2018
Maturity Date
2018-08-20T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
950000.00
Base Market Value
1000407.00
Base Total Cost
957742.50
Base Unrealized Gain Loss
42664.50
Base Accrued Interest
23334.38
Local Market Value
1000407.00
Local Total Cost Amount
957742.50
Local Unrealized Gain Loss
42664.50
Local Accrued Interest
23334.38
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
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: DEUTSCHE TELEKOM INT FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE TELEKOM INT FIN
Security Description
2.82% 19 Jan 2022
Maturity Date
2022-01-19T00:00:00.000
Interest Rate
2.82
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
502865.00
Base Total Cost
499560.00
Base Unrealized Gain Loss
3305.00
Base Accrued Interest
6345.00
Local Market Value
502865.00
Local Total Cost Amount
499560.00
Local Unrealized Gain Loss
3305.00
Local Accrued Interest
6345.00
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
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: DEVON ENERGY CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEVON ENERGY CORPORATION
Security Description
5% 15 Jun 2045
Maturity Date
2045-06-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
575000.00
Base Market Value
580888.00
Base Total Cost
517577.05
Base Unrealized Gain Loss
63310.95
Base Accrued Interest
1277.78
Local Market Value
580888.00
Local Total Cost Amount
517577.05
Local Unrealized Gain Loss
63310.95
Local Accrued Interest
1277.78
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
ELECTRIC/GAS
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DEVON ENERGY CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEVON ENERGY CORPORATION
Security Description
7.95% 15 Apr 2032
Maturity Date
2032-04-15T00:00:00.000
Interest Rate
7.95
Original Face
0.00
Shares Par Value
550000.00
Base Market Value
717134.00
Base Total Cost
688770.50
Base Unrealized Gain Loss
28363.50
Base Accrued Interest
9230.83
Local Market Value
717134.00
Local Total Cost Amount
688770.50
Local Unrealized Gain Loss
28363.50
Local Accrued Interest
9230.83
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
Ba1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DEVON ENERGY CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEVON ENERGY CORPORATION
Security Description
5.6% 15 Jul 2041
Maturity Date
2041-07-15T00:00:00.000
Interest Rate
5.6
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
233680.50
Base Total Cost
218973.30
Base Unrealized Gain Loss
14707.20
Base Accrued Interest
5810.00
Local Market Value
233680.50
Local Total Cost Amount
218973.30
Local Unrealized Gain Loss
14707.20
Local Accrued Interest
5810.00
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
Ba1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DEVON FINANCING CORP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEVON FINANCING CORP LLC
Security Description
7.875% 30 Sep 2031
Maturity Date
2031-09-30T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
778602.00
Base Total Cost
836034.00
Base Unrealized Gain Loss
-57432.00
Base Accrued Interest
11943.75
Local Market Value
778602.00
Local Total Cost Amount
836034.00
Local Unrealized Gain Loss
-57432.00
Local Accrued Interest
11943.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIAMOND OFFSHORE DRILL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMOND OFFSHORE DRILL
Security Description
5.7% 15 Oct 2039
Maturity Date
2039-10-15T00:00:00.000
Interest Rate
5.7
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
37750.00
Base Total Cost
40725.00
Base Unrealized Gain Loss
-2975.00
Base Accrued Interest
601.67
Local Market Value
37750.00
Local Total Cost Amount
40725.00
Local Unrealized Gain Loss
-2975.00
Local Accrued Interest
601.67
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
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: DIAMONDBACK ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMONDBACK ENERGY INC
Security Description
4.75% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
1355000.00
Base Market Value
1348225.00
Base Total Cost
1349237.50
Base Unrealized Gain Loss
-1012.50
Base Accrued Interest
10727.08
Local Market Value
1348225.00
Local Total Cost Amount
1349237.50
Local Unrealized Gain Loss
-1012.50
Local Accrued Interest
10727.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: DIEBOLD NIXDORF INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIEBOLD NIXDORF INC
Security Description
8.5% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
8.5
Original Face
0.00
Shares Par Value
705000.00
Base Market Value
788789.25
Base Total Cost
708262.50
Base Unrealized Gain Loss
80526.75
Base Accrued Interest
12650.83
Local Market Value
788789.25
Local Total Cost Amount
708262.50
Local Unrealized Gain Loss
80526.75
Local Accrued Interest
12650.83
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
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: DIEBOLD NIXDORF INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIEBOLD NIXDORF INC
Security Description
8.5% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
8.5
Original Face
0.00
Shares Par Value
622000.00
Base Market Value
695924.70
Base Total Cost
622000.00
Base Unrealized Gain Loss
73924.70
Base Accrued Interest
11161.44
Local Market Value
695924.70
Local Total Cost Amount
622000.00
Local Unrealized Gain Loss
73924.70
Local Accrued Interest
11161.44
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
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
EUR
Local Currency Code: EUR • Trade Country Name: INTERNATIONAL • Security Name: EURO CURRENCY
Local Currency Code
EUR
Trade Country Name
INTERNATIONAL
Security Name
EURO CURRENCY
Interest Rate
0
Original Face
0.00
Shares Par Value
-121.75
Base Market Value
-138.86
Base Total Cost
-136.58
Base Unrealized Gain Loss
-2.28
Base Accrued Interest
0
Local Market Value
-121.75
Local Total Cost Amount
-121.75
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: DIEBOLD NIXDORF INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIEBOLD NIXDORF INC
Security Description
8.5% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
8.5
Original Face
0.00
Shares Par Value
70000.00
Base Market Value
78319.50
Base Total Cost
69742.65
Base Unrealized Gain Loss
8576.85
Base Accrued Interest
1256.11
Local Market Value
78319.50
Local Total Cost Amount
69742.65
Local Unrealized Gain Loss
8576.85
Local Accrued Interest
1256.11
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
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: DIGICEL GROUP LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIGICEL GROUP LTD
Security Description
8.25% 30 Sep 2020
Maturity Date
2020-09-30T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
800000.00
Base Market Value
747920.00
Base Total Cost
719500.00
Base Unrealized Gain Loss
28420.00
Base Accrued Interest
16683.32
Local Market Value
747920.00
Local Total Cost Amount
719500.00
Local Unrealized Gain Loss
28420.00
Local Accrued Interest
16683.32
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
Caa1
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.55% 27 Jul 2021
Maturity Date
2021-07-27T00:00:00.000
Interest Rate
1.55
Original Face
0.00
Shares Par Value
70000.00
Base Market Value
68884.90
Base Total Cost
70000.00
Base Unrealized Gain Loss
-1115.10
Base Accrued Interest
464.14
Local Market Value
68884.90
Local Total Cost Amount
70000.00
Local Unrealized Gain Loss
-1115.10
Local Accrued Interest
464.14
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIGITAL REALTY TRUST LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIGITAL REALTY TRUST LP
Security Description
3.4% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
3.4
Original Face
0.00
Shares Par Value
435000.00
Base Market Value
446144.70
Base Total Cost
434029.95
Base Unrealized Gain Loss
12114.75
Base Accrued Interest
3697.50
Local Market Value
446144.70
Local Total Cost Amount
434029.95
Local Unrealized Gain Loss
12114.75
Local Accrued Interest
3697.50
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
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: DIGITAL REALTY TRUST LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIGITAL REALTY TRUST LP
Security Description
4.75% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
170000.00
Base Market Value
182848.60
Base Total Cost
170000.00
Base Unrealized Gain Loss
12848.60
Base Accrued Interest
2018.75
Local Market Value
182848.60
Local Total Cost Amount
170000.00
Local Unrealized Gain Loss
12848.60
Local Accrued Interest
2018.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: DILLARDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DILLARDS INC
Security Description
7.75% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
1205000.00
Base Market Value
1395570.75
Base Total Cost
1098337.50
Base Unrealized Gain Loss
297233.25
Base Accrued Interest
43062.01
Local Market Value
1395570.75
Local Total Cost Amount
1098337.50
Local Unrealized Gain Loss
297233.25
Local Accrued Interest
43062.01
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: DILLARDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DILLARDS INC
Security Description
7.13% 01 Aug 2018
Maturity Date
2018-08-01T00:00:00.000
Interest Rate
7.13
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
784837.50
Base Total Cost
585000.00
Base Unrealized Gain Loss
199837.50
Base Accrued Interest
22281.25
Local Market Value
784837.50
Local Total Cost Amount
585000.00
Local Unrealized Gain Loss
199837.50
Local Accrued Interest
22281.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DILLARDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DILLARDS INC
Security Description
7.875% 01 Jan 2023
Maturity Date
2023-01-01T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
290000.00
Base Market Value
335927.30
Base Total Cost
293437.50
Base Unrealized Gain Loss
42489.80
Base Accrued Interest
0
Local Market Value
335927.30
Local Total Cost Amount
293437.50
Local Unrealized Gain Loss
42489.80
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
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: DILLARDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DILLARDS INC
Security Description
7% 01 Dec 2028
Maturity Date
2028-12-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
110759.00
Base Total Cost
94750.00
Base Unrealized Gain Loss
16009.00
Base Accrued Interest
583.33
Local Market Value
110759.00
Local Total Cost Amount
94750.00
Local Unrealized Gain Loss
16009.00
Local Accrued Interest
583.33
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
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: DILLARDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DILLARDS INC
Security Description
7.75% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
86448.75
Base Total Cost
69562.50
Base Unrealized Gain Loss
16886.25
Base Accrued Interest
742.71
Local Market Value
86448.75
Local Total Cost Amount
69562.50
Local Unrealized Gain Loss
16886.25
Local Accrued Interest
742.71
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: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
7% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
2865000.00
Base Market Value
3180006.75
Base Total Cost
2905813.45
Base Unrealized Gain Loss
274193.30
Base Accrued Interest
42338.33
Local Market Value
3180006.75
Local Total Cost Amount
2905813.45
Local Unrealized Gain Loss
274193.30
Local Accrued Interest
42338.33
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
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
4.25% 13 Mar 2026
Maturity Date
2026-03-13T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
925000.00
Base Market Value
950095.25
Base Total Cost
922243.50
Base Unrealized Gain Loss
27851.75
Base Accrued Interest
11793.75
Local Market Value
950095.25
Local Total Cost Amount
922243.50
Local Unrealized Gain Loss
27851.75
Local Accrued Interest
11793.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
2% 21 Feb 2018
Maturity Date
2018-02-21T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
759000.00
Base Market Value
759933.57
Base Total Cost
758749.53
Base Unrealized Gain Loss
1184.04
Base Accrued Interest
5481.67
Local Market Value
759933.57
Local Total Cost Amount
758749.53
Local Unrealized Gain Loss
1184.04
Local Accrued Interest
5481.67
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: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
3.2% 09 Aug 2021
Maturity Date
2021-08-09T00:00:00.000
Interest Rate
3.2
Original Face
0.00
Shares Par Value
608000.00
Base Market Value
619241.92
Base Total Cost
606370.56
Base Unrealized Gain Loss
12871.36
Base Accrued Interest
7674.31
Local Market Value
619241.92
Local Total Cost Amount
606370.56
Local Unrealized Gain Loss
12871.36
Local Accrued Interest
7674.31
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
3.1% 04 Jun 2020
Maturity Date
2020-06-04T00:00:00.000
Interest Rate
3.1
Original Face
0.00
Shares Par Value
506000.00
Base Market Value
515634.24
Base Total Cost
505883.62
Base Unrealized Gain Loss
9750.62
Base Accrued Interest
1176.45
Local Market Value
515634.24
Local Total Cost Amount
505883.62
Local Unrealized Gain Loss
9750.62
Local Accrued Interest
1176.45
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
7% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
443980.00
Base Total Cost
407968.00
Base Unrealized Gain Loss
36012.00
Base Accrued Interest
5911.11
Local Market Value
443980.00
Local Total Cost Amount
407968.00
Local Unrealized Gain Loss
36012.00
Local Accrued Interest
5911.11
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
8.7% 18 Nov 2019
Maturity Date
2019-11-18T00:00:00.000
Interest Rate
8.7
Original Face
0.00
Shares Par Value
332000.00
Base Market Value
375133.44
Base Total Cost
417221.08
Base Unrealized Gain Loss
-42087.64
Base Accrued Interest
3450.03
Local Market Value
375133.44
Local Total Cost Amount
417221.08
Local Unrealized Gain Loss
-42087.64
Local Accrued Interest
3450.03
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DISCOVER FINANCIAL SVS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER FINANCIAL SVS
Security Description
3.95% 06 Nov 2024
Maturity Date
2024-11-06T00:00:00.000
Interest Rate
3.95
Original Face
0.00
Shares Par Value
4400000.00
Base Market Value
4468156.00
Base Total Cost
4396744.00
Base Unrealized Gain Loss
71412.00
Base Accrued Interest
26552.78
Local Market Value
4468156.00
Local Total Cost Amount
4396744.00
Local Unrealized Gain Loss
71412.00
Local Accrued Interest
26552.78
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
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