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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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
1% 23 Oct 2019
Maturity Date
2019-10-23T00:00:00.000
Interest Rate
2.17317
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1012520.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
12520.00
Base Accrued Interest
4104.88
Local Market Value
1012520.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
12520.00
Local Accrued Interest
4104.88
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
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
3.5% 16 Nov 2026
Maturity Date
2026-11-16T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
940000.00
Base Market Value
935018.00
Base Total Cost
937565.40
Base Unrealized Gain Loss
-2547.40
Base Accrued Interest
4112.50
Local Market Value
935018.00
Local Total Cost Amount
937565.40
Local Unrealized Gain Loss
-2547.40
Local Accrued Interest
4112.50
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
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
3.85% 26 Jan 2027
Maturity Date
2027-01-26T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
860000.00
Base Market Value
874886.60
Base Total Cost
859019.10
Base Unrealized Gain Loss
15867.50
Base Accrued Interest
14255.69
Local Market Value
874886.60
Local Total Cost Amount
859019.10
Local Unrealized Gain Loss
15867.50
Local Accrued Interest
14255.69
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
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
2.375% 22 Jan 2018
Maturity Date
2018-01-22T00:00:00.000
Interest Rate
2.375
Original Face
0.00
Shares Par Value
784000.00
Base Market Value
787480.96
Base Total Cost
783670.72
Base Unrealized Gain Loss
3810.24
Base Accrued Interest
8223.83
Local Market Value
787480.96
Local Total Cost Amount
783670.72
Local Unrealized Gain Loss
3810.24
Local Accrued Interest
8223.83
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
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
6.25% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
610000.00
Base Market Value
796836.90
Base Total Cost
664822.51
Base Unrealized Gain Loss
132014.39
Base Accrued Interest
15885.42
Local Market Value
796836.90
Local Total Cost Amount
664822.51
Local Unrealized Gain Loss
132014.39
Local Accrued Interest
15885.42
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
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
610000.00
Base Market Value
640988.00
Base Total Cost
610000.00
Base Unrealized Gain Loss
30988.00
Base Accrued Interest
4644.90
Local Market Value
640988.00
Local Total Cost Amount
610000.00
Local Unrealized Gain Loss
30988.00
Local Accrued Interest
4644.90
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
FINANCE
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
630480.00
Base Total Cost
597249.99
Base Unrealized Gain Loss
33230.01
Base Accrued Interest
4568.75
Local Market Value
630480.00
Local Total Cost Amount
597249.99
Local Unrealized Gain Loss
33230.01
Local Accrued Interest
4568.75
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
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
4.25% 21 Oct 2025
Maturity Date
2025-10-21T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
585000.00
Base Market Value
604691.10
Base Total Cost
567748.35
Base Unrealized Gain Loss
36942.75
Base Accrued Interest
4834.38
Local Market Value
604691.10
Local Total Cost Amount
567748.35
Local Unrealized Gain Loss
36942.75
Local Accrued Interest
4834.38
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
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
6.15% 01 Apr 2018
Maturity Date
2018-04-01T00:00:00.000
Interest Rate
6.15
Original Face
0.00
Shares Par Value
560000.00
Base Market Value
577970.40
Base Total Cost
581952.00
Base Unrealized Gain Loss
-3981.60
Base Accrued Interest
8610.00
Local Market Value
577970.40
Local Total Cost Amount
581952.00
Local Unrealized Gain Loss
-3981.60
Local Accrued Interest
8610.00
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
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
0.01
Base Market Value
0.01
Base Total Cost
0.01
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.01
Local Total Cost Amount
0.01
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
2.625% 25 Apr 2021
Maturity Date
2021-04-25T00:00:00.000
Interest Rate
2.625
Original Face
0.00
Shares Par Value
545000.00
Base Market Value
546079.10
Base Total Cost
544645.75
Base Unrealized Gain Loss
1433.35
Base Accrued Interest
2622.81
Local Market Value
546079.10
Local Total Cost Amount
544645.75
Local Unrealized Gain Loss
1433.35
Local Accrued Interest
2622.81
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
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
4.8% 08 Jul 2044
Maturity Date
2044-07-08T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
525000.00
Base Market Value
582177.75
Base Total Cost
522438.00
Base Unrealized Gain Loss
59739.75
Base Accrued Interest
12110.00
Local Market Value
582177.75
Local Total Cost Amount
522438.00
Local Unrealized Gain Loss
59739.75
Local Accrued Interest
12110.00
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
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
6.75% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
410000.00
Base Market Value
532196.40
Base Total Cost
433210.10
Base Unrealized Gain Loss
98986.30
Base Accrued Interest
6918.75
Local Market Value
532196.40
Local Total Cost Amount
433210.10
Local Unrealized Gain Loss
98986.30
Local Accrued Interest
6918.75
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.3
Original Face
0.00
Shares Par Value
245000.00
Base Market Value
257250.00
Base Total Cost
245000.00
Base Unrealized Gain Loss
12250.00
Base Accrued Interest
1839.55
Local Market Value
257250.00
Local Total Cost Amount
245000.00
Local Unrealized Gain Loss
12250.00
Local Accrued Interest
1839.55
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
FINANCE
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
3.75% 25 Feb 2026
Maturity Date
2026-02-25T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
210000.00
Base Market Value
213832.50
Base Total Cost
209514.90
Base Unrealized Gain Loss
4317.60
Base Accrued Interest
2756.25
Local Market Value
213832.50
Local Total Cost Amount
209514.90
Local Unrealized Gain Loss
4317.60
Local Accrued Interest
2756.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
5.15% 22 May 2045
Maturity Date
2045-05-22T00:00:00.000
Interest Rate
5.15
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
222152.00
Base Total Cost
222110.00
Base Unrealized Gain Loss
42.00
Base Accrued Interest
1115.83
Local Market Value
222152.00
Local Total Cost Amount
222110.00
Local Unrealized Gain Loss
42.00
Local Accrued Interest
1115.83
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
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
6.25% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
133000.00
Base Market Value
173736.57
Base Total Cost
132498.59
Base Unrealized Gain Loss
41237.98
Base Accrued Interest
3463.54
Local Market Value
173736.57
Local Total Cost Amount
132498.59
Local Unrealized Gain Loss
41237.98
Local Accrued Interest
3463.54
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
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.3
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
84000.00
Base Total Cost
77000.00
Base Unrealized Gain Loss
7000.00
Base Accrued Interest
600.67
Local Market Value
84000.00
Local Total Cost Amount
77000.00
Local Unrealized Gain Loss
7000.00
Local Accrued Interest
600.67
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
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
3.85% 26 Jan 2027
Maturity Date
2027-01-26T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
76298.25
Base Total Cost
75003.00
Base Unrealized Gain Loss
1295.25
Base Accrued Interest
1243.23
Local Market Value
76298.25
Local Total Cost Amount
75003.00
Local Unrealized Gain Loss
1295.25
Local Accrued Interest
1243.23
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
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
2.35% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
2.35
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
49327.50
Base Total Cost
49416.90
Base Unrealized Gain Loss
-89.40
Base Accrued Interest
150.14
Local Market Value
49327.50
Local Total Cost Amount
49416.90
Local Unrealized Gain Loss
-89.40
Local Accrued Interest
150.14
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
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
7% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
1080000.00
Base Market Value
1190700.00
Base Total Cost
840000.00
Base Unrealized Gain Loss
350700.00
Base Accrued Interest
22260.00
Local Market Value
1190700.00
Local Total Cost Amount
840000.00
Local Unrealized Gain Loss
350700.00
Local Accrued Interest
22260.00
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
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
8.75% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
525000.00
Base Market Value
616875.00
Base Total Cost
599354.73
Base Unrealized Gain Loss
17520.27
Base Accrued Interest
17354.17
Local Market Value
616875.00
Local Total Cost Amount
599354.73
Local Unrealized Gain Loss
17520.27
Local Accrued Interest
17354.17
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
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.125% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
480000.00
Base Market Value
502800.00
Base Total Cost
487426.61
Base Unrealized Gain Loss
15373.39
Base Accrued Interest
3143.33
Local Market Value
502800.00
Local Total Cost Amount
487426.61
Local Unrealized Gain Loss
15373.39
Local Accrued Interest
3143.33
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
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
4.875% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
190000.00
Base Market Value
192850.00
Base Total Cost
190000.00
Base Unrealized Gain Loss
2850.00
Base Accrued Interest
2933.12
Local Market Value
192850.00
Local Total Cost Amount
190000.00
Local Unrealized Gain Loss
2850.00
Local Accrued Interest
2933.12
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
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
8.75% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
160000.00
Base Market Value
188000.00
Base Total Cost
171870.27
Base Unrealized Gain Loss
16129.73
Base Accrued Interest
5288.89
Local Market Value
188000.00
Local Total Cost Amount
171870.27
Local Unrealized Gain Loss
16129.73
Local Accrued Interest
5288.89
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
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.125% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
160000.00
Base Market Value
167600.00
Base Total Cost
160000.00
Base Unrealized Gain Loss
7600.00
Base Accrued Interest
1047.78
Local Market Value
167600.00
Local Total Cost Amount
160000.00
Local Unrealized Gain Loss
7600.00
Local Accrued Interest
1047.78
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
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: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Nov 2056
Maturity Date
2056-11-16T00:00:00.000
Interest Rate
0.6921
Original Face
24900000.00
Shares Par Value
24829225.73
Base Market Value
1663031.74
Base Total Cost
1639116.85
Base Unrealized Gain Loss
23914.89
Base Accrued Interest
0
Local Market Value
1663031.74
Local Total Cost Amount
1639116.85
Local Unrealized Gain Loss
23914.89
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Dec 2058
Maturity Date
2058-12-16T00:00:00.000
Interest Rate
0.681
Original Face
17000000.00
Shares Par Value
16964825.47
Base Market Value
1194432.29
Base Total Cost
1226605.22
Base Unrealized Gain Loss
-32172.93
Base Accrued Interest
0
Local Market Value
1194432.29
Local Total Cost Amount
1226605.22
Local Unrealized Gain Loss
-32172.93
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Apr 2057
Maturity Date
2057-04-16T00:00:00.000
Interest Rate
0.67648
Original Face
16085000.00
Shares Par Value
16063564.65
Base Market Value
1136508.44
Base Total Cost
1124449.53
Base Unrealized Gain Loss
12058.91
Base Accrued Interest
0
Local Market Value
1136508.44
Local Total Cost Amount
1124449.53
Local Unrealized Gain Loss
12058.91
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 May 2059
Maturity Date
2059-05-16T00:00:00.000
Interest Rate
0.71032
Original Face
14994000.00
Shares Par Value
14919859.02
Base Market Value
1051153.30
Base Total Cost
1057701.64
Base Unrealized Gain Loss
-6548.34
Base Accrued Interest
0
Local Market Value
1051153.30
Local Total Cost Amount
1057701.64
Local Unrealized Gain Loss
-6548.34
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 17 Apr 2051
Maturity Date
2051-04-17T00:00:00.000
Interest Rate
0.70155
Original Face
9170000.00
Shares Par Value
9132392.45
Base Market Value
604278.54
Base Total Cost
614296.08
Base Unrealized Gain Loss
-10017.54
Base Accrued Interest
0
Local Market Value
604278.54
Local Total Cost Amount
614296.08
Local Unrealized Gain Loss
-10017.54
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Aug 2058
Maturity Date
2058-08-16T00:00:00.000
Interest Rate
0.75922
Original Face
9170000.00
Shares Par Value
9121304.09
Base Market Value
637231.63
Base Total Cost
645261.01
Base Unrealized Gain Loss
-8029.38
Base Accrued Interest
0
Local Market Value
637231.63
Local Total Cost Amount
645261.01
Local Unrealized Gain Loss
-8029.38
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Oct 2056
Maturity Date
2056-10-16T00:00:00.000
Interest Rate
0.94974
Original Face
6200000.00
Shares Par Value
6131002.12
Base Market Value
469119.76
Base Total Cost
502933.76
Base Unrealized Gain Loss
-33814.00
Base Accrued Interest
0
Local Market Value
469119.76
Local Total Cost Amount
502933.76
Local Unrealized Gain Loss
-33814.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 May 2058
Maturity Date
2058-05-16T00:00:00.000
Interest Rate
0.93589
Original Face
6100000.00
Shares Par Value
6038049.74
Base Market Value
452902.64
Base Total Cost
490591.56
Base Unrealized Gain Loss
-37688.92
Base Accrued Interest
0
Local Market Value
452902.64
Local Total Cost Amount
490591.56
Local Unrealized Gain Loss
-37688.92
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 May 2059
Maturity Date
2059-05-16T00:00:00.000
Interest Rate
0.76546
Original Face
6045000.00
Shares Par Value
6034943.05
Base Market Value
517515.07
Base Total Cost
509198.33
Base Unrealized Gain Loss
8316.74
Base Accrued Interest
0
Local Market Value
517515.07
Local Total Cost Amount
509198.33
Local Unrealized Gain Loss
8316.74
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
0.966% 16 Oct 2056
Maturity Date
2056-10-16T00:00:00.000
Interest Rate
0.96666
Original Face
5900000.00
Shares Par Value
5509266.54
Base Market Value
436136.68
Base Total Cost
475389.45
Base Unrealized Gain Loss
-39252.77
Base Accrued Interest
0
Local Market Value
436136.68
Local Total Cost Amount
475389.45
Local Unrealized Gain Loss
-39252.77
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Nov 2057
Maturity Date
2057-11-16T00:00:00.000
Interest Rate
0.72137
Original Face
4280000.00
Shares Par Value
4268691.56
Base Market Value
312020.44
Base Total Cost
314816.00
Base Unrealized Gain Loss
-2795.56
Base Accrued Interest
0
Local Market Value
312020.44
Local Total Cost Amount
314816.00
Local Unrealized Gain Loss
-2795.56
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
1% 16 Dec 2056
Maturity Date
2056-12-16T00:00:00.000
Interest Rate
0.8651
Original Face
4195000.00
Shares Par Value
4169002.79
Base Market Value
304119.58
Base Total Cost
308115.36
Base Unrealized Gain Loss
-3995.78
Base Accrued Interest
0
Local Market Value
304119.58
Local Total Cost Amount
308115.36
Local Unrealized Gain Loss
-3995.78
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
3% 20 Jan 2044
Maturity Date
2044-01-20T00:00:00.000
Interest Rate
3
Original Face
2600000.00
Shares Par Value
2880268.53
Base Market Value
2777605.39
Base Total Cost
2432703.53
Base Unrealized Gain Loss
344901.86
Base Accrued Interest
0
Local Market Value
2777605.39
Local Total Cost Amount
2432703.53
Local Unrealized Gain Loss
344901.86
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
3% 20 Apr 2044
Maturity Date
2044-04-20T00:00:00.000
Interest Rate
3
Original Face
2200000.00
Shares Par Value
2418962.68
Base Market Value
2374024.64
Base Total Cost
2064359.63
Base Unrealized Gain Loss
309665.01
Base Accrued Interest
0
Local Market Value
2374024.64
Local Total Cost Amount
2064359.63
Local Unrealized Gain Loss
309665.01
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOVERNMENT NATIONAL MORTGAGE A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOVERNMENT NATIONAL MORTGAGE A
Security Description
2% 20 Dec 2042
Maturity Date
2042-12-20T00:00:00.000
Interest Rate
2
Original Face
150000.00
Shares Par Value
124048.97
Base Market Value
123481.76
Base Total Cost
124746.74
Base Unrealized Gain Loss
-1264.98
Base Accrued Interest
0
Local Market Value
123481.76
Local Total Cost Amount
124746.74
Local Unrealized Gain Loss
-1264.98
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GPT PROPERTY TRUST LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GPT PROPERTY TRUST LP
Security Description
3.75% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
510000.00
Base Market Value
685312.50
Base Total Cost
624135.47
Base Unrealized Gain Loss
61177.03
Base Accrued Interest
5631.25
Local Market Value
685312.50
Local Total Cost Amount
624135.47
Local Unrealized Gain Loss
61177.03
Local Accrued Interest
5631.25
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: GRAIN SPECTRUM FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAIN SPECTRUM FUNDING
Security Description
4% 10 Oct 2033
Maturity Date
2033-10-10T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
1760000.00
Base Market Value
1759077.58
Base Total Cost
1760000.00
Base Unrealized Gain Loss
-922.42
Base Accrued Interest
15840.00
Local Market Value
1759077.58
Local Total Cost Amount
1760000.00
Local Unrealized Gain Loss
-922.42
Local Accrued Interest
15840.00
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
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: GRANITE ACQUISITION INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRANITE ACQUISITION INC.
Security Description
1% 19 Dec 2021
Maturity Date
2021-12-19T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
229631.44
Base Market Value
230923.12
Base Total Cost
220452.04
Base Unrealized Gain Loss
10471.08
Base Accrued Interest
0
Local Market Value
230923.12
Local Total Cost Amount
220452.04
Local Unrealized Gain Loss
10471.08
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: GRANITE ACQUISITION INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRANITE ACQUISITION INC.
Security Description
1% 19 Dec 2021
Maturity Date
2021-12-19T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
5705.23
Base Market Value
5737.32
Base Total Cost
5477.02
Base Unrealized Gain Loss
260.30
Base Accrued Interest
0
Local Market Value
5737.32
Local Total Cost Amount
5477.02
Local Unrealized Gain Loss
260.30
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: GRAPHIC PACKAGING INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAPHIC PACKAGING INTL
Security Description
4.875% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
525000.00
Base Market Value
556500.00
Base Total Cost
525000.00
Base Unrealized Gain Loss
31500.00
Base Accrued Interest
3270.31
Local Market Value
556500.00
Local Total Cost Amount
525000.00
Local Unrealized Gain Loss
31500.00
Local Accrued Interest
3270.31
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
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: GRAY TELEVISION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAY TELEVISION INC
Security Description
5.875% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
1320000.00
Base Market Value
1346400.00
Base Total Cost
1354318.75
Base Unrealized Gain Loss
-7918.75
Base Accrued Interest
35759.13
Local Market Value
1346400.00
Local Total Cost Amount
1354318.75
Local Unrealized Gain Loss
-7918.75
Local Accrued Interest
35759.13
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
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: GRAY TELEVISION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAY TELEVISION INC
Security Description
5.125% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
540000.00
Base Market Value
545400.00
Base Total Cost
540000.00
Base Unrealized Gain Loss
5400.00
Base Accrued Interest
5842.50
Local Market Value
545400.00
Local Total Cost Amount
540000.00
Local Unrealized Gain Loss
5400.00
Local Accrued Interest
5842.50
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
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: GRAY TELEVISION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAY TELEVISION INC
Security Description
5.125% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
465000.00
Base Market Value
469650.00
Base Total Cost
462893.75
Base Unrealized Gain Loss
6756.25
Base Accrued Interest
5035.31
Local Market Value
469650.00
Local Total Cost Amount
462893.75
Local Unrealized Gain Loss
6756.25
Local Accrued Interest
5035.31
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
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: GRAY TELEVISION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAY TELEVISION INC
Security Description
5.875% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
178500.00
Base Total Cost
180181.25
Base Unrealized Gain Loss
-1681.25
Base Accrued Interest
4745.69
Local Market Value
178500.00
Local Total Cost Amount
180181.25
Local Unrealized Gain Loss
-1681.25
Local Accrued Interest
4745.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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