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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: IRELAND • Security Name: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
IRELAND
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
4.625% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
535865.00
Base Total Cost
529141.00
Base Unrealized Gain Loss
6724.00
Base Accrued Interest
0
Local Market Value
535865.00
Local Total Cost Amount
529141.00
Local Unrealized Gain Loss
6724.00
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
3.75% 15 May 2019
Maturity Date
2019-05-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
425000.00
Base Market Value
436530.25
Base Total Cost
425000.00
Base Unrealized Gain Loss
11530.25
Base Accrued Interest
2036.46
Local Market Value
436530.25
Local Total Cost Amount
425000.00
Local Unrealized Gain Loss
11530.25
Local Accrued Interest
2036.46
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
4.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
2245000.00
Base Market Value
2287093.75
Base Total Cost
2189325.00
Base Unrealized Gain Loss
97768.75
Base Accrued Interest
13984.49
Local Market Value
2287093.75
Local Total Cost Amount
2189325.00
Local Unrealized Gain Loss
97768.75
Local Accrued Interest
13984.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.2% 28 Jun 2019
Maturity Date
2019-06-28T00:00:00.000
Interest Rate
1.2
Original Face
0.00
Shares Par Value
180000.00
Base Market Value
178524.00
Base Total Cost
180000.00
Base Unrealized Gain Loss
-1476.00
Base Accrued Interest
18.00
Local Market Value
178524.00
Local Total Cost Amount
180000.00
Local Unrealized Gain Loss
-1476.00
Local Accrued Interest
18.00
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
5.5% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1700000.00
Base Market Value
1770125.00
Base Total Cost
1686375.00
Base Unrealized Gain Loss
83750.00
Base Accrued Interest
27530.55
Local Market Value
1770125.00
Local Total Cost Amount
1686375.00
Local Unrealized Gain Loss
83750.00
Local Accrued Interest
27530.55
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
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
6% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
1300000.00
Base Market Value
1391000.00
Base Total Cost
1327500.00
Base Unrealized Gain Loss
63500.00
Base Accrued Interest
9966.67
Local Market Value
1391000.00
Local Total Cost Amount
1327500.00
Local Unrealized Gain Loss
63500.00
Local Accrued Interest
9966.67
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
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
6% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
840000.00
Base Market Value
898800.00
Base Total Cost
841500.00
Base Unrealized Gain Loss
57300.00
Base Accrued Interest
6440.00
Local Market Value
898800.00
Local Total Cost Amount
841500.00
Local Unrealized Gain Loss
57300.00
Local Accrued Interest
6440.00
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
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
4.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
410000.00
Base Market Value
417687.50
Base Total Cost
418712.50
Base Unrealized Gain Loss
-1025.00
Base Accrued Interest
2553.96
Local Market Value
417687.50
Local Total Cost Amount
418712.50
Local Unrealized Gain Loss
-1025.00
Local Accrued Interest
2553.96
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
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
5.5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
312000.00
Base Market Value
326430.00
Base Total Cost
308880.00
Base Unrealized Gain Loss
17550.00
Base Accrued Interest
3622.67
Local Market Value
326430.00
Local Total Cost Amount
308880.00
Local Unrealized Gain Loss
17550.00
Local Accrued Interest
3622.67
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
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
5.5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
313875.00
Base Total Cost
297500.00
Base Unrealized Gain Loss
16375.00
Base Accrued Interest
3483.33
Local Market Value
313875.00
Local Total Cost Amount
297500.00
Local Unrealized Gain Loss
16375.00
Local Accrued Interest
3483.33
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
7.375% 01 Jul 2021
Maturity Date
2021-07-01T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
257000.00
Base Market Value
294265.00
Base Total Cost
257109.18
Base Unrealized Gain Loss
37155.82
Base Accrued Interest
0
Local Market Value
294265.00
Local Total Cost Amount
257109.18
Local Unrealized Gain Loss
37155.82
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
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
1% 01 Jun 2019
Maturity Date
2019-06-01T00:00:00.000
Interest Rate
4.20178
Original Face
0.00
Shares Par Value
163000.00
Base Market Value
163000.00
Base Total Cost
162592.50
Base Unrealized Gain Loss
407.50
Base Accrued Interest
570.74
Local Market Value
163000.00
Local Total Cost Amount
162592.50
Local Unrealized Gain Loss
407.50
Local Accrued Interest
570.74
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
2.8% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
2.8
Original Face
0.00
Shares Par Value
1479000.00
Base Market Value
1476441.33
Base Total Cost
1476840.66
Base Unrealized Gain Loss
-399.33
Base Accrued Interest
1840.53
Local Market Value
1476441.33
Local Total Cost Amount
1476840.66
Local Unrealized Gain Loss
-399.33
Local Accrued Interest
1840.53
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
FINANCE
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: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
2.8% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
2.8
Original Face
0.00
Shares Par Value
415000.00
Base Market Value
414282.05
Base Total Cost
414394.10
Base Unrealized Gain Loss
-112.05
Base Accrued Interest
516.44
Local Market Value
414282.05
Local Total Cost Amount
414394.10
Local Unrealized Gain Loss
-112.05
Local Accrued Interest
516.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
4.75% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
393452.50
Base Total Cost
349160.00
Base Unrealized Gain Loss
44292.50
Base Accrued Interest
4895.14
Local Market Value
393452.50
Local Total Cost Amount
349160.00
Local Unrealized Gain Loss
44292.50
Local Accrued Interest
4895.14
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
4.75% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
294000.00
Base Market Value
330500.10
Base Total Cost
298674.60
Base Unrealized Gain Loss
31825.50
Base Accrued Interest
4111.92
Local Market Value
330500.10
Local Total Cost Amount
298674.60
Local Unrealized Gain Loss
31825.50
Local Accrued Interest
4111.92
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: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
4.125% 15 Nov 2042
Maturity Date
2042-11-15T00:00:00.000
Interest Rate
4.125
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
127271.25
Base Total Cost
118778.05
Base Unrealized Gain Loss
8493.20
Base Accrued Interest
658.85
Local Market Value
127271.25
Local Total Cost Amount
118778.05
Local Unrealized Gain Loss
8493.20
Local Accrued Interest
658.85
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
2.75% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
22000.00
Base Market Value
22077.44
Base Total Cost
21627.98
Base Unrealized Gain Loss
449.46
Base Accrued Interest
77.31
Local Market Value
22077.44
Local Total Cost Amount
21627.98
Local Unrealized Gain Loss
449.46
Local Accrued Interest
77.31
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AGRIUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AGRIUM INC
Security Description
6.125% 15 Jan 2041
Maturity Date
2041-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
570000.00
Base Market Value
691717.80
Base Total Cost
605049.30
Base Unrealized Gain Loss
86668.50
Base Accrued Interest
16098.54
Local Market Value
691717.80
Local Total Cost Amount
605049.30
Local Unrealized Gain Loss
86668.50
Local Accrued Interest
16098.54
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
CANADIAN
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: AGRIUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AGRIUM INC
Security Description
4.9% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
4.9
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
323805.00
Base Total Cost
297714.00
Base Unrealized Gain Loss
26091.00
Base Accrued Interest
1225.00
Local Market Value
323805.00
Local Total Cost Amount
297714.00
Local Unrealized Gain Loss
26091.00
Local Accrued Interest
1225.00
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
CANADIAN
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
IDR
Local Currency Code: IDR • Trade Country Name: INDONESIA • Security Name: INDONESIAN RUPIAH
Local Currency Code
IDR
Trade Country Name
INDONESIA
Security Name
INDONESIAN RUPIAH
Security Description
0
Maturity Date
1899-12-31T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
0.15
Base Market Value
0.00
Base Total Cost
0.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.15
Local Total Cost Amount
0.15
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
Moody S Quality Rating
0
S And P Quality Rating
0
Direct Group Trust Holding
Group Trust
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AIA GROUP LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIA GROUP LTD
Security Description
3.2% 11 Mar 2025
Maturity Date
2025-03-11T00:00:00.000
Interest Rate
3.2
Original Face
0.00
Shares Par Value
1095000.00
Base Market Value
1085254.50
Base Total Cost
1093609.35
Base Unrealized Gain Loss
-8354.85
Base Accrued Interest
10706.67
Local Market Value
1085254.50
Local Total Cost Amount
1093609.35
Local Unrealized Gain Loss
-8354.85
Local Accrued Interest
10706.67
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
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: 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
-26.33
Base Market Value
-26.33
Base Total Cost
-26.33
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-26.33
Local Total Cost Amount
-26.33
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: AIG GLOBAL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIG GLOBAL FUNDING
Security Description
2.15% 02 Jul 2020
Maturity Date
2020-07-02T00:00:00.000
Interest Rate
2.15
Original Face
0.00
Shares Par Value
110000.00
Base Market Value
109921.90
Base Total Cost
109930.70
Base Unrealized Gain Loss
-8.80
Base Accrued Interest
0
Local Market Value
109921.90
Local Total Cost Amount
109930.70
Local Unrealized Gain Loss
-8.80
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
FINANCE
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: AIR CANADA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR CANADA
Security Description
7.75% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
400750.00
Base Total Cost
365781.25
Base Unrealized Gain Loss
34968.75
Base Accrued Interest
5726.38
Local Market Value
400750.00
Local Total Cost Amount
365781.25
Local Unrealized Gain Loss
34968.75
Local Accrued Interest
5726.38
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
CANADIAN
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: AIR LEASE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR LEASE CORP
Security Description
3.625% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
2075000.00
Base Market Value
2075186.75
Base Total Cost
2038500.75
Base Unrealized Gain Loss
36686.00
Base Accrued Interest
23610.33
Local Market Value
2075186.75
Local Total Cost Amount
2038500.75
Local Unrealized Gain Loss
36686.00
Local Accrued Interest
23610.33
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
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: AIR LEASE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR LEASE CORP
Security Description
3.875% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
850000.00
Base Market Value
886652.00
Base Total Cost
848317.00
Base Unrealized Gain Loss
38335.00
Base Accrued Interest
8234.37
Local Market Value
886652.00
Local Total Cost Amount
848317.00
Local Unrealized Gain Loss
38335.00
Local Accrued Interest
8234.37
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
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: AIR LEASE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR LEASE CORP
Security Description
2.125% 15 Jan 2018
Maturity Date
2018-01-15T00:00:00.000
Interest Rate
2.125
Original Face
0.00
Shares Par Value
94000.00
Base Market Value
94166.38
Base Total Cost
93671.00
Base Unrealized Gain Loss
495.38
Base Accrued Interest
921.07
Local Market Value
94166.38
Local Total Cost Amount
93671.00
Local Unrealized Gain Loss
495.38
Local Accrued Interest
921.07
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
INDUSTRIAL
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: AIR LIQUIDE FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR LIQUIDE FINANCE
Security Description
2.25% 27 Sep 2023
Maturity Date
2023-09-27T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
875000.00
Base Market Value
845897.50
Base Total Cost
872803.75
Base Unrealized Gain Loss
-26906.25
Base Accrued Interest
5140.63
Local Market Value
845897.50
Local Total Cost Amount
872803.75
Local Unrealized Gain Loss
-26906.25
Local Accrued Interest
5140.63
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AIR MEDICAL GROUP HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR MEDICAL GROUP HOLDIN
Security Description
6.375% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
236875.00
Base Total Cost
250000.00
Base Unrealized Gain Loss
-13125.00
Base Accrued Interest
2036.46
Local Market Value
236875.00
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
-13125.00
Local Accrued Interest
2036.46
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AIR MEDICAL GROUP HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR MEDICAL GROUP HOLDINGS INC
Security Description
1% 28 Apr 2022
Maturity Date
2022-04-28T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
447715.74
Base Market Value
440272.47
Base Total Cost
447292.90
Base Unrealized Gain Loss
-7020.43
Base Accrued Interest
0
Local Market Value
440272.47
Local Total Cost Amount
447292.90
Local Unrealized Gain Loss
-7020.43
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
4.625% 15 Dec 2018
Maturity Date
2018-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
1265000.00
Base Market Value
1305733.00
Base Total Cost
1321693.37
Base Unrealized Gain Loss
-15960.37
Base Accrued Interest
2604.13
Local Market Value
1305733.00
Local Total Cost Amount
1321693.37
Local Unrealized Gain Loss
-15960.37
Local Accrued Interest
2604.13
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
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
5.5% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1245000.00
Base Market Value
1357050.00
Base Total Cost
1295587.50
Base Unrealized Gain Loss
61462.50
Base Accrued Interest
25868.33
Local Market Value
1357050.00
Local Total Cost Amount
1295587.50
Local Unrealized Gain Loss
61462.50
Local Accrued Interest
25868.33
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
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1170000.00
Base Market Value
1248975.00
Base Total Cost
1212412.50
Base Unrealized Gain Loss
36562.50
Base Accrued Interest
14625.00
Local Market Value
1248975.00
Local Total Cost Amount
1212412.50
Local Unrealized Gain Loss
36562.50
Local Accrued Interest
14625.00
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
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
5.125% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1035000.00
Base Market Value
1107832.95
Base Total Cost
1066112.50
Base Unrealized Gain Loss
41720.45
Base Accrued Interest
15622.70
Local Market Value
1107832.95
Local Total Cost Amount
1066112.50
Local Unrealized Gain Loss
41720.45
Local Accrued Interest
15622.70
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
6.25% 01 Dec 2019
Maturity Date
2019-12-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
489937.50
Base Total Cost
450562.50
Base Unrealized Gain Loss
39375.00
Base Accrued Interest
2343.75
Local Market Value
489937.50
Local Total Cost Amount
450562.50
Local Unrealized Gain Loss
39375.00
Local Accrued Interest
2343.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
305000.00
Base Market Value
325587.50
Base Total Cost
306143.75
Base Unrealized Gain Loss
19443.75
Base Accrued Interest
3816.67
Local Market Value
325587.50
Local Total Cost Amount
306143.75
Local Unrealized Gain Loss
19443.75
Local Accrued Interest
3816.67
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
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
5.5% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
248000.00
Base Market Value
270320.00
Base Total Cost
258423.75
Base Unrealized Gain Loss
11896.25
Base Accrued Interest
5152.88
Local Market Value
270320.00
Local Total Cost Amount
258423.75
Local Unrealized Gain Loss
11896.25
Local Accrued Interest
5152.88
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
5.5% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
240000.00
Base Market Value
261600.00
Base Total Cost
238618.75
Base Unrealized Gain Loss
22981.25
Base Accrued Interest
4991.24
Local Market Value
261600.00
Local Total Cost Amount
238618.75
Local Unrealized Gain Loss
22981.25
Local Accrued Interest
4991.24
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
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: AK STEEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AK STEEL CORP
Security Description
7.625% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
342000.00
Base Market Value
355789.44
Base Total Cost
354825.00
Base Unrealized Gain Loss
964.44
Base Accrued Interest
6519.37
Local Market Value
355789.44
Local Total Cost Amount
354825.00
Local Unrealized Gain Loss
964.44
Local Accrued Interest
6519.37
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: AK STEEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AK STEEL CORP
Security Description
7% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
103250.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
3250.00
Base Accrued Interest
1905.55
Local Market Value
103250.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
3250.00
Local Accrued Interest
1905.55
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
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: ALABAMA POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALABAMA POWER CO
Security Description
3.75% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
2990000.00
Base Market Value
2954120.00
Base Total Cost
2745148.90
Base Unrealized Gain Loss
208971.10
Base Accrued Interest
37375.00
Local Market Value
2954120.00
Local Total Cost Amount
2745148.90
Local Unrealized Gain Loss
208971.10
Local Accrued Interest
37375.00
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
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: ALABAMA POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALABAMA POWER CO
Security Description
3.55% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
3.55
Original Face
0.00
Shares Par Value
825000.00
Base Market Value
862620.00
Base Total Cost
822665.25
Base Unrealized Gain Loss
39954.75
Base Accrued Interest
2440.62
Local Market Value
862620.00
Local Total Cost Amount
822665.25
Local Unrealized Gain Loss
39954.75
Local Accrued Interest
2440.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ALABAMA POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALABAMA POWER CO
Security Description
2.8% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
2.8
Original Face
0.00
Shares Par Value
775000.00
Base Market Value
757818.25
Base Total Cost
774132.00
Base Unrealized Gain Loss
-16313.75
Base Accrued Interest
5425.00
Local Market Value
757818.25
Local Total Cost Amount
774132.00
Local Unrealized Gain Loss
-16313.75
Local Accrued Interest
5425.00
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
A1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: FRANCE • Security Name: ALBEA BEAUTY HOLDINGS S.A
Local Currency Code
USD
Trade Country Name
FRANCE
Security Name
ALBEA BEAUTY HOLDINGS S.A
Security Description
1% 09 Mar 2024
Maturity Date
2024-03-09T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
1005000.00
Base Market Value
1001542.80
Base Total Cost
999975.00
Base Unrealized Gain Loss
1567.80
Base Accrued Interest
0
Local Market Value
1001542.80
Local Total Cost Amount
999975.00
Local Unrealized Gain Loss
1567.80
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: ALBERTSONS COS LLC/SAFEW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS LLC/SAFEW
Security Description
6.625% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
1245000.00
Base Market Value
1235662.50
Base Total Cost
1275400.00
Base Unrealized Gain Loss
-39737.50
Base Accrued Interest
3665.82
Local Market Value
1235662.50
Local Total Cost Amount
1275400.00
Local Unrealized Gain Loss
-39737.50
Local Accrued Interest
3665.82
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
256000.00
Base Market Value
262080.00
Base Total Cost
256000.00
Base Unrealized Gain Loss
6080.00
Base Accrued Interest
3200.00
Local Market Value
262080.00
Local Total Cost Amount
256000.00
Local Unrealized Gain Loss
6080.00
Local Accrued Interest
3200.00
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: ALBERTSONS COS LLC/SAFEW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS LLC/SAFEW
Security Description
6.625% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
1185000.00
Base Market Value
1176112.50
Base Total Cost
1201800.00
Base Unrealized Gain Loss
-25687.50
Base Accrued Interest
3489.17
Local Market Value
1176112.50
Local Total Cost Amount
1201800.00
Local Unrealized Gain Loss
-25687.50
Local Accrued Interest
3489.17
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
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: FNMA POOL 254440
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 254440
Security Description
6% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
6
Original Face
250000.00
Shares Par Value
2299.81
Base Market Value
2585.72
Base Total Cost
2527.27
Base Unrealized Gain Loss
58.45
Base Accrued Interest
0
Local Market Value
2585.72
Local Total Cost Amount
2527.27
Local Unrealized Gain Loss
58.45
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALBERTSONS COS LLC/SAFEW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS LLC/SAFEW
Security Description
5.75% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
930000.00
Base Total Cost
989000.00
Base Unrealized Gain Loss
-59000.00
Base Accrued Interest
16930.56
Local Market Value
930000.00
Local Total Cost Amount
989000.00
Local Unrealized Gain Loss
-59000.00
Local Accrued Interest
16930.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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