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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: 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
916000.00
Base Market Value
851880.00
Base Total Cost
916000.00
Base Unrealized Gain Loss
-64120.00
Base Accrued Interest
15508.39
Local Market Value
851880.00
Local Total Cost Amount
916000.00
Local Unrealized Gain Loss
-64120.00
Local Accrued Interest
15508.39
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
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: 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
905000.00
Base Market Value
898212.50
Base Total Cost
922212.50
Base Unrealized Gain Loss
-24000.00
Base Accrued Interest
2664.72
Local Market Value
898212.50
Local Total Cost Amount
922212.50
Local Unrealized Gain Loss
-24000.00
Local Accrued Interest
2664.72
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: 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
865000.00
Base Market Value
804450.00
Base Total Cost
864112.50
Base Unrealized Gain Loss
-59662.50
Base Accrued Interest
14644.93
Local Market Value
804450.00
Local Total Cost Amount
864112.50
Local Unrealized Gain Loss
-59662.50
Local Accrued Interest
14644.93
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: 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
785000.00
Base Market Value
779112.50
Base Total Cost
793775.00
Base Unrealized Gain Loss
-14662.50
Base Accrued Interest
2311.38
Local Market Value
779112.50
Local Total Cost Amount
793775.00
Local Unrealized Gain Loss
-14662.50
Local Accrued Interest
2311.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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
635000.00
Base Market Value
590550.00
Base Total Cost
634975.00
Base Unrealized Gain Loss
-44425.00
Base Accrued Interest
10750.90
Local Market Value
590550.00
Local Total Cost Amount
634975.00
Local Unrealized Gain Loss
-44425.00
Local Accrued Interest
10750.90
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: 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
450000.00
Base Market Value
418500.00
Base Total Cost
445500.00
Base Unrealized Gain Loss
-27000.00
Base Accrued Interest
7618.75
Local Market Value
418500.00
Local Total Cost Amount
445500.00
Local Unrealized Gain Loss
-27000.00
Local Accrued Interest
7618.75
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
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: 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
300000.00
Base Market Value
297750.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
-2250.00
Base Accrued Interest
883.33
Local Market Value
297750.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
-2250.00
Local Accrued Interest
883.33
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
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: 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
150000.00
Base Market Value
139500.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
-10500.00
Base Accrued Interest
2539.58
Local Market Value
139500.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
-10500.00
Local Accrued Interest
2539.58
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
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: ALCOA NEDERLAND HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALCOA NEDERLAND HOLDING
Security Description
6.75% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
975000.00
Base Market Value
1057875.00
Base Total Cost
997812.50
Base Unrealized Gain Loss
60062.50
Base Accrued Interest
16453.11
Local Market Value
1057875.00
Local Total Cost Amount
997812.50
Local Unrealized Gain Loss
60062.50
Local Accrued Interest
16453.11
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
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: ALCOA NEDERLAND HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALCOA NEDERLAND HOLDING
Security Description
6.75% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
411000.00
Base Market Value
445935.00
Base Total Cost
417330.00
Base Unrealized Gain Loss
28605.00
Base Accrued Interest
6935.63
Local Market Value
445935.00
Local Total Cost Amount
417330.00
Local Unrealized Gain Loss
28605.00
Local Accrued Interest
6935.63
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
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: ALCOA NEDERLAND HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALCOA NEDERLAND HOLDING
Security Description
7% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
265000.00
Base Market Value
290837.50
Base Total Cost
269306.25
Base Unrealized Gain Loss
21531.25
Base Accrued Interest
4637.50
Local Market Value
290837.50
Local Total Cost Amount
269306.25
Local Unrealized Gain Loss
21531.25
Local Accrued Interest
4637.50
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
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: ALCOA NEDERLAND HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALCOA NEDERLAND HOLDING
Security Description
7% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
246937.50
Base Total Cost
228850.00
Base Unrealized Gain Loss
18087.50
Base Accrued Interest
3937.50
Local Market Value
246937.50
Local Total Cost Amount
228850.00
Local Unrealized Gain Loss
18087.50
Local Accrued Interest
3937.50
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
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: ALERIS INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALERIS INTL INC
Security Description
9.5% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
9.5
Original Face
0.00
Shares Par Value
1405000.00
Base Market Value
1444747.45
Base Total Cost
1509100.00
Base Unrealized Gain Loss
-64352.55
Base Accrued Interest
33368.75
Local Market Value
1444747.45
Local Total Cost Amount
1509100.00
Local Unrealized Gain Loss
-64352.55
Local Accrued Interest
33368.75
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
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: ALIBABA GROUP HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALIBABA GROUP HOLDING
Security Description
1.625% 28 Nov 2017
Maturity Date
2017-11-28T00:00:00.000
Interest Rate
1.625
Original Face
0.00
Shares Par Value
1905000.00
Base Market Value
1903590.30
Base Total Cost
1902885.45
Base Unrealized Gain Loss
704.85
Base Accrued Interest
2837.66
Local Market Value
1903590.30
Local Total Cost Amount
1902885.45
Local Unrealized Gain Loss
704.85
Local Accrued Interest
2837.66
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
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: ALIBABA GROUP HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALIBABA GROUP HOLDING
Security Description
3.6% 28 Nov 2024
Maturity Date
2024-11-28T00:00:00.000
Interest Rate
3.6
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
205988.00
Base Total Cost
193320.00
Base Unrealized Gain Loss
12668.00
Base Accrued Interest
660.00
Local Market Value
205988.00
Local Total Cost Amount
193320.00
Local Unrealized Gain Loss
12668.00
Local Accrued Interest
660.00
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
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: ALLEGHENY TECHNOLOGIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGHENY TECHNOLOGIES
Security Description
7.875% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
870000.00
Base Market Value
909150.00
Base Total Cost
860425.00
Base Unrealized Gain Loss
48725.00
Base Accrued Interest
25882.50
Local Market Value
909150.00
Local Total Cost Amount
860425.00
Local Unrealized Gain Loss
48725.00
Local Accrued Interest
25882.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ALLEGHENY TECHNOLOGIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGHENY TECHNOLOGIES
Security Description
5.95% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
5.95
Original Face
0.00
Shares Par Value
605000.00
Base Market Value
606512.50
Base Total Cost
601800.00
Base Unrealized Gain Loss
4712.50
Base Accrued Interest
16661.64
Local Market Value
606512.50
Local Total Cost Amount
601800.00
Local Unrealized Gain Loss
4712.50
Local Accrued Interest
16661.64
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ALLEGIANT TRAVEL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGIANT TRAVEL CO
Security Description
5.5% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
260000.00
Base Market Value
269750.00
Base Total Cost
260000.00
Base Unrealized Gain Loss
9750.00
Base Accrued Interest
6593.89
Local Market Value
269750.00
Local Total Cost Amount
260000.00
Local Unrealized Gain Loss
9750.00
Local Accrued Interest
6593.89
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLEGION PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGION PLC
Security Description
5.875% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
895000.00
Base Market Value
959887.50
Base Total Cost
905747.19
Base Unrealized Gain Loss
54140.31
Base Accrued Interest
15482.25
Local Market Value
959887.50
Local Total Cost Amount
905747.19
Local Unrealized Gain Loss
54140.31
Local Accrued Interest
15482.25
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
ELECTRIC/GAS
Moody S Quality Rating
Ba2
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: ALLEGION PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGION PLC
Security Description
5.875% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
402187.50
Base Total Cost
392300.00
Base Unrealized Gain Loss
9887.50
Base Accrued Interest
6486.96
Local Market Value
402187.50
Local Total Cost Amount
392300.00
Local Unrealized Gain Loss
9887.50
Local Accrued Interest
6486.96
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
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLEGION PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGION PLC
Security Description
5.875% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
73000.00
Base Market Value
78292.50
Base Total Cost
73000.00
Base Unrealized Gain Loss
5292.50
Base Accrued Interest
1262.79
Local Market Value
78292.50
Local Total Cost Amount
73000.00
Local Unrealized Gain Loss
5292.50
Local Accrued Interest
1262.79
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
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLEGION US HOLDING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGION US HOLDING CO
Security Description
5.75% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
155000.00
Base Market Value
160812.50
Base Total Cost
163357.50
Base Unrealized Gain Loss
-2545.00
Base Accrued Interest
2228.12
Local Market Value
160812.50
Local Total Cost Amount
163357.50
Local Unrealized Gain Loss
-2545.00
Local Accrued Interest
2228.12
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
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
4.55% 15 Mar 2035
Maturity Date
2035-03-15T00:00:00.000
Interest Rate
4.55
Original Face
0.00
Shares Par Value
1910000.00
Base Market Value
2038600.30
Base Total Cost
1938188.31
Base Unrealized Gain Loss
100411.99
Base Accrued Interest
25588.70
Local Market Value
2038600.30
Local Total Cost Amount
1938188.31
Local Unrealized Gain Loss
100411.99
Local Accrued Interest
25588.70
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
4.85% 15 Jun 2044
Maturity Date
2044-06-15T00:00:00.000
Interest Rate
4.85
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1081460.00
Base Total Cost
988940.00
Base Unrealized Gain Loss
92520.00
Base Accrued Interest
2155.56
Local Market Value
1081460.00
Local Total Cost Amount
988940.00
Local Unrealized Gain Loss
92520.00
Local Accrued Interest
2155.56
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
4.55% 15 Mar 2035
Maturity Date
2035-03-15T00:00:00.000
Interest Rate
4.55
Original Face
0.00
Shares Par Value
915000.00
Base Market Value
976606.95
Base Total Cost
911065.50
Base Unrealized Gain Loss
65541.45
Base Accrued Interest
12258.46
Local Market Value
976606.95
Local Total Cost Amount
911065.50
Local Unrealized Gain Loss
65541.45
Local Accrued Interest
12258.46
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
3.45% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
3.45
Original Face
0.00
Shares Par Value
710000.00
Base Market Value
731882.20
Base Total Cost
708991.80
Base Unrealized Gain Loss
22890.40
Base Accrued Interest
7212.42
Local Market Value
731882.20
Local Total Cost Amount
708991.80
Local Unrealized Gain Loss
22890.40
Local Accrued Interest
7212.42
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
2.35% 12 Mar 2018
Maturity Date
2018-03-12T00:00:00.000
Interest Rate
2.35
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
702926.00
Base Total Cost
704718.00
Base Unrealized Gain Loss
-1792.00
Base Accrued Interest
4980.69
Local Market Value
702926.00
Local Total Cost Amount
704718.00
Local Unrealized Gain Loss
-1792.00
Local Accrued Interest
4980.69
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
4.55% 15 Mar 2035
Maturity Date
2035-03-15T00:00:00.000
Interest Rate
4.55
Original Face
0.00
Shares Par Value
620000.00
Base Market Value
661744.60
Base Total Cost
617334.00
Base Unrealized Gain Loss
44410.60
Base Accrued Interest
8306.28
Local Market Value
661744.60
Local Total Cost Amount
617334.00
Local Unrealized Gain Loss
44410.60
Local Accrued Interest
8306.28
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
4.85% 15 Jun 2044
Maturity Date
2044-06-15T00:00:00.000
Interest Rate
4.85
Original Face
0.00
Shares Par Value
415000.00
Base Market Value
448805.90
Base Total Cost
423054.14
Base Unrealized Gain Loss
25751.76
Base Accrued Interest
894.56
Local Market Value
448805.90
Local Total Cost Amount
423054.14
Local Unrealized Gain Loss
25751.76
Local Accrued Interest
894.56
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
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: ALLERGAN FUNDING SCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN FUNDING SCS
Security Description
3.8% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
82748.00
Base Total Cost
83238.20
Base Unrealized Gain Loss
-490.20
Base Accrued Interest
895.11
Local Market Value
82748.00
Local Total Cost Amount
83238.20
Local Unrealized Gain Loss
-490.20
Local Accrued Interest
895.11
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: ALLIANCE DATA SYSTEMS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLIANCE DATA SYSTEMS CO
Security Description
5.875% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
1425000.00
Base Market Value
1474875.00
Base Total Cost
1426875.00
Base Unrealized Gain Loss
48000.00
Base Accrued Interest
13953.12
Local Market Value
1474875.00
Local Total Cost Amount
1426875.00
Local Unrealized Gain Loss
48000.00
Local Accrued Interest
13953.12
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLIANCE DATA SYSTEMS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLIANCE DATA SYSTEMS CO
Security Description
6.375% 01 Apr 2020
Maturity Date
2020-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
695000.00
Base Market Value
703687.50
Base Total Cost
707043.75
Base Unrealized Gain Loss
-3356.25
Base Accrued Interest
11076.56
Local Market Value
703687.50
Local Total Cost Amount
707043.75
Local Unrealized Gain Loss
-3356.25
Local Accrued Interest
11076.56
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLIANCE DATA SYSTEMS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLIANCE DATA SYSTEMS CO
Security Description
6.375% 01 Apr 2020
Maturity Date
2020-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
405000.00
Base Total Cost
434000.00
Base Unrealized Gain Loss
-29000.00
Base Accrued Interest
6375.00
Local Market Value
405000.00
Local Total Cost Amount
434000.00
Local Unrealized Gain Loss
-29000.00
Local Accrued Interest
6375.00
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLIANCE DATA SYSTEMS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLIANCE DATA SYSTEMS CO
Security Description
5.875% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
258750.00
Base Total Cost
250000.00
Base Unrealized Gain Loss
8750.00
Base Accrued Interest
2447.92
Local Market Value
258750.00
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
8750.00
Local Accrued Interest
2447.92
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLIANT HOLDINGS INT LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLIANT HOLDINGS INT LLC
Security Description
8.25% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
425000.00
Base Total Cost
398312.50
Base Unrealized Gain Loss
26687.50
Base Accrued Interest
13750.00
Local Market Value
425000.00
Local Total Cost Amount
398312.50
Local Unrealized Gain Loss
26687.50
Local Accrued Interest
13750.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: ALLISON TRANSMISSION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLISON TRANSMISSION INC
Security Description
5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1560000.00
Base Market Value
1599000.00
Base Total Cost
1564906.25
Base Unrealized Gain Loss
34093.75
Base Accrued Interest
19500.00
Local Market Value
1599000.00
Local Total Cost Amount
1564906.25
Local Unrealized Gain Loss
34093.75
Local Accrued Interest
19500.00
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLSCRIPTS HEALTHCARE SO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLSCRIPTS HEALTHCARE SO
Security Description
1.25% 01 Jul 2020
Maturity Date
2020-07-01T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
1803000.00
Base Market Value
1827791.25
Base Total Cost
1790845.41
Base Unrealized Gain Loss
36945.84
Base Accrued Interest
0
Local Market Value
1827791.25
Local Total Cost Amount
1790845.41
Local Unrealized Gain Loss
36945.84
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLSTATE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLSTATE CORP
Security Description
1% 15 Aug 2053
Maturity Date
2053-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
665000.00
Base Market Value
728175.00
Base Total Cost
689404.46
Base Unrealized Gain Loss
38770.54
Base Accrued Interest
14445.28
Local Market Value
728175.00
Local Total Cost Amount
689404.46
Local Unrealized Gain Loss
38770.54
Local Accrued Interest
14445.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
5.75% 20 Nov 2025
Maturity Date
2025-11-20T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
3590000.00
Base Market Value
3778475.00
Base Total Cost
3668335.00
Base Unrealized Gain Loss
110140.00
Base Accrued Interest
23509.52
Local Market Value
3778475.00
Local Total Cost Amount
3668335.00
Local Unrealized Gain Loss
110140.00
Local Accrued Interest
23509.52
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.75% 10 Sep 2018
Maturity Date
2018-09-10T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
3010000.00
Base Market Value
3092775.00
Base Total Cost
3107825.00
Base Unrealized Gain Loss
-15050.00
Base Accrued Interest
44083.96
Local Market Value
3092775.00
Local Total Cost Amount
3107825.00
Local Unrealized Gain Loss
-15050.00
Local Accrued Interest
44083.96
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
8% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
2370000.00
Base Market Value
2695875.00
Base Total Cost
2741358.82
Base Unrealized Gain Loss
-45483.82
Base Accrued Interest
55833.32
Local Market Value
2695875.00
Local Total Cost Amount
2741358.82
Local Unrealized Gain Loss
-45483.82
Local Accrued Interest
55833.32
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
FINANCE
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
6.25% 01 Dec 2017
Maturity Date
2017-12-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1615000.00
Base Market Value
1642939.50
Base Total Cost
1711412.45
Base Unrealized Gain Loss
-68472.95
Base Accrued Interest
8411.46
Local Market Value
1642939.50
Local Total Cost Amount
1711412.45
Local Unrealized Gain Loss
-68472.95
Local Accrued Interest
8411.46
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
FINANCE
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
7.5% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
1543000.00
Base Market Value
1747447.50
Base Total Cost
1705603.27
Base Unrealized Gain Loss
41844.23
Base Accrued Interest
34074.59
Local Market Value
1747447.50
Local Total Cost Amount
1705603.27
Local Unrealized Gain Loss
41844.23
Local Accrued Interest
34074.59
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
6.25% 01 Dec 2017
Maturity Date
2017-12-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1400000.00
Base Market Value
1424220.00
Base Total Cost
1374128.91
Base Unrealized Gain Loss
50091.09
Base Accrued Interest
7291.67
Local Market Value
1424220.00
Local Total Cost Amount
1374128.91
Local Unrealized Gain Loss
50091.09
Local Accrued Interest
7291.67
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.625% 30 Mar 2025
Maturity Date
2025-03-30T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
945000.00
Base Market Value
967850.10
Base Total Cost
934368.75
Base Unrealized Gain Loss
33481.35
Base Accrued Interest
11047.97
Local Market Value
967850.10
Local Total Cost Amount
934368.75
Local Unrealized Gain Loss
33481.35
Local Accrued Interest
11047.97
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
8% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
761000.00
Base Market Value
932225.00
Base Total Cost
727708.19
Base Unrealized Gain Loss
204516.81
Base Accrued Interest
10146.67
Local Market Value
932225.00
Local Total Cost Amount
727708.19
Local Unrealized Gain Loss
204516.81
Local Accrued Interest
10146.67
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
8% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
725000.00
Base Market Value
888125.00
Base Total Cost
829013.59
Base Unrealized Gain Loss
59111.41
Base Accrued Interest
9666.66
Local Market Value
888125.00
Local Total Cost Amount
829013.59
Local Unrealized Gain Loss
59111.41
Local Accrued Interest
9666.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.125% 13 Feb 2022
Maturity Date
2022-02-13T00:00:00.000
Interest Rate
4.125
Original Face
0.00
Shares Par Value
615000.00
Base Market Value
630375.00
Base Total Cost
605811.90
Base Unrealized Gain Loss
24563.10
Base Accrued Interest
9724.69
Local Market Value
630375.00
Local Total Cost Amount
605811.90
Local Unrealized Gain Loss
24563.10
Local Accrued Interest
9724.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
3.5% 27 Jan 2019
Maturity Date
2019-01-27T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
506875.00
Base Total Cost
477500.00
Base Unrealized Gain Loss
29375.00
Base Accrued Interest
7486.11
Local Market Value
506875.00
Local Total Cost Amount
477500.00
Local Unrealized Gain Loss
29375.00
Local Accrued Interest
7486.11
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.625% 19 May 2022
Maturity Date
2022-05-19T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
234000.00
Base Total Cost
221370.75
Base Unrealized Gain Loss
12629.25
Base Accrued Interest
1214.06
Local Market Value
234000.00
Local Total Cost Amount
221370.75
Local Unrealized Gain Loss
12629.25
Local Accrued Interest
1214.06
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
FINANCE
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
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