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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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5.125% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1290000.00
Base Market Value
1309350.00
Base Total Cost
1275550.00
Base Unrealized Gain Loss
33800.00
Base Accrued Interest
30485.18
Local Market Value
1309350.00
Local Total Cost Amount
1275550.00
Local Unrealized Gain Loss
33800.00
Local Accrued Interest
30485.18
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5.75% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
770625.00
Base Total Cost
755625.00
Base Unrealized Gain Loss
15000.00
Base Accrued Interest
16291.66
Local Market Value
770625.00
Local Total Cost Amount
755625.00
Local Unrealized Gain Loss
15000.00
Local Accrued Interest
16291.66
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
Ba3
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5.75% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
462375.00
Base Total Cost
463443.75
Base Unrealized Gain Loss
-1068.75
Base Accrued Interest
9775.00
Local Market Value
462375.00
Local Total Cost Amount
463443.75
Local Unrealized Gain Loss
-1068.75
Local Accrued Interest
9775.00
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5.125% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
430000.00
Base Market Value
436450.00
Base Total Cost
429419.32
Base Unrealized Gain Loss
7030.68
Base Accrued Interest
10166.00
Local Market Value
436450.00
Local Total Cost Amount
429419.32
Local Unrealized Gain Loss
7030.68
Local Accrued Interest
10166.00
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
95000.00
Base Market Value
95237.50
Base Total Cost
91612.50
Base Unrealized Gain Loss
3625.00
Base Accrued Interest
791.66
Local Market Value
95237.50
Local Total Cost Amount
91612.50
Local Unrealized Gain Loss
3625.00
Local Accrued Interest
791.66
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
Ba3
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: DB MASTER FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DB MASTER FINANCE LLC
Security Description
3.98% 20 Feb 2045
Maturity Date
2045-02-20T00:00:00.000
Interest Rate
3.98
Original Face
4445000.00
Shares Par Value
4344987.50
Base Market Value
4455089.48
Base Total Cost
4344987.50
Base Unrealized Gain Loss
110101.98
Base Accrued Interest
19694.86
Local Market Value
4455089.48
Local Total Cost Amount
4344987.50
Local Unrealized Gain Loss
110101.98
Local Accrued Interest
19694.86
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: DBP HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DBP HOLDING CORP
Security Description
7.75% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
1400000.00
Base Market Value
787500.00
Base Total Cost
1301209.51
Base Unrealized Gain Loss
-513709.51
Base Accrued Interest
22905.55
Local Market Value
787500.00
Local Total Cost Amount
1301209.51
Local Unrealized Gain Loss
-513709.51
Local Accrued Interest
22905.55
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
Caa3
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
1% 21 May 2043
Maturity Date
2043-05-21T00:00:00.000
Interest Rate
5.85
Original Face
0.00
Shares Par Value
1515000.00
Base Market Value
1401375.00
Base Total Cost
1406187.50
Base Unrealized Gain Loss
-4812.50
Base Accrued Interest
9847.50
Local Market Value
1401375.00
Local Total Cost Amount
1406187.50
Local Unrealized Gain Loss
-4812.50
Local Accrued Interest
9847.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
-128.09
Base Market Value
-128.09
Base Total Cost
-128.09
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-128.09
Local Total Cost Amount
-128.09
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
2.5% 01 Dec 2017
Maturity Date
2017-12-01T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
1300000.00
Base Market Value
1298375.00
Base Total Cost
1294250.00
Base Unrealized Gain Loss
4125.00
Base Accrued Interest
2708.33
Local Market Value
1298375.00
Local Total Cost Amount
1294250.00
Local Unrealized Gain Loss
4125.00
Local Accrued Interest
2708.33
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.35% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
5.35
Original Face
0.00
Shares Par Value
1246000.00
Base Market Value
1295840.00
Base Total Cost
1195771.92
Base Unrealized Gain Loss
100068.08
Base Accrued Interest
19627.96
Local Market Value
1295840.00
Local Total Cost Amount
1195771.92
Local Unrealized Gain Loss
100068.08
Local Accrued Interest
19627.96
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
6.75% 15 Sep 2037
Maturity Date
2037-09-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
670000.00
Base Market Value
720250.00
Base Total Cost
708031.25
Base Unrealized Gain Loss
12218.75
Base Accrued Interest
13316.27
Local Market Value
720250.00
Local Total Cost Amount
708031.25
Local Unrealized Gain Loss
12218.75
Local Accrued Interest
13316.27
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
1% 21 May 2043
Maturity Date
2043-05-21T00:00:00.000
Interest Rate
5.85
Original Face
0.00
Shares Par Value
665000.00
Base Market Value
615125.00
Base Total Cost
600887.50
Base Unrealized Gain Loss
14237.50
Base Accrued Interest
4329.00
Local Market Value
615125.00
Local Total Cost Amount
600887.50
Local Unrealized Gain Loss
14237.50
Local Accrued Interest
4329.00
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
4.95% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
4.95
Original Face
0.00
Shares Par Value
615000.00
Base Market Value
624225.00
Base Total Cost
612140.25
Base Unrealized Gain Loss
12084.75
Base Accrued Interest
7610.63
Local Market Value
624225.00
Local Total Cost Amount
612140.25
Local Unrealized Gain Loss
12084.75
Local Accrued Interest
7610.63
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.35% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
5.35
Original Face
0.00
Shares Par Value
475000.00
Base Market Value
494000.00
Base Total Cost
496867.00
Base Unrealized Gain Loss
-2867.00
Base Accrued Interest
7482.57
Local Market Value
494000.00
Local Total Cost Amount
496867.00
Local Unrealized Gain Loss
-2867.00
Local Accrued Interest
7482.57
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
8.125% 16 Aug 2030
Maturity Date
2030-08-16T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
471000.00
Base Total Cost
530540.00
Base Unrealized Gain Loss
-59540.00
Base Accrued Interest
12187.50
Local Market Value
471000.00
Local Total Cost Amount
530540.00
Local Unrealized Gain Loss
-59540.00
Local Accrued Interest
12187.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
4.75% 30 Sep 2021
Maturity Date
2021-09-30T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
408000.00
Base Total Cost
399804.00
Base Unrealized Gain Loss
8196.00
Base Accrued Interest
4802.78
Local Market Value
408000.00
Local Total Cost Amount
399804.00
Local Unrealized Gain Loss
8196.00
Local Accrued Interest
4802.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
6.45% 03 Nov 2036
Maturity Date
2036-11-03T00:00:00.000
Interest Rate
6.45
Original Face
0.00
Shares Par Value
365000.00
Base Market Value
385075.00
Base Total Cost
379237.50
Base Unrealized Gain Loss
5837.50
Base Accrued Interest
3792.96
Local Market Value
385075.00
Local Total Cost Amount
379237.50
Local Unrealized Gain Loss
5837.50
Local Accrued Interest
3792.96
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.6% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
5.6
Original Face
0.00
Shares Par Value
360000.00
Base Market Value
339300.00
Base Total Cost
328397.73
Base Unrealized Gain Loss
10902.27
Base Accrued Interest
5040.00
Local Market Value
339300.00
Local Total Cost Amount
328397.73
Local Unrealized Gain Loss
10902.27
Local Accrued Interest
5040.00
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
8.125% 16 Aug 2030
Maturity Date
2030-08-16T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
320000.00
Base Market Value
376800.00
Base Total Cost
338225.00
Base Unrealized Gain Loss
38575.00
Base Accrued Interest
9750.00
Local Market Value
376800.00
Local Total Cost Amount
338225.00
Local Unrealized Gain Loss
38575.00
Local Accrued Interest
9750.00
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
4.75% 30 Sep 2021
Maturity Date
2021-09-30T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
285000.00
Base Market Value
290700.00
Base Total Cost
284537.50
Base Unrealized Gain Loss
6162.50
Base Accrued Interest
3425.93
Local Market Value
290700.00
Local Total Cost Amount
284537.50
Local Unrealized Gain Loss
6162.50
Local Accrued Interest
3425.93
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.35% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
5.35
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
286000.00
Base Total Cost
285887.50
Base Unrealized Gain Loss
112.50
Base Accrued Interest
4336.47
Local Market Value
286000.00
Local Total Cost Amount
285887.50
Local Unrealized Gain Loss
112.50
Local Accrued Interest
4336.47
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
9.75% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
9.75
Original Face
0.00
Shares Par Value
245000.00
Base Market Value
273787.50
Base Total Cost
272262.50
Base Unrealized Gain Loss
1525.00
Base Accrued Interest
7033.55
Local Market Value
273787.50
Local Total Cost Amount
272262.50
Local Unrealized Gain Loss
1525.00
Local Accrued Interest
7033.55
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
9.75% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
9.75
Original Face
0.00
Shares Par Value
215000.00
Base Market Value
240262.50
Base Total Cost
241300.00
Base Unrealized Gain Loss
-1037.50
Base Accrued Interest
6180.42
Local Market Value
240262.50
Local Total Cost Amount
241300.00
Local Unrealized Gain Loss
-1037.50
Local Accrued Interest
6180.42
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
6.45% 03 Nov 2036
Maturity Date
2036-11-03T00:00:00.000
Interest Rate
6.45
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
211000.00
Base Total Cost
192625.00
Base Unrealized Gain Loss
18375.00
Base Accrued Interest
2078.33
Local Market Value
211000.00
Local Total Cost Amount
192625.00
Local Unrealized Gain Loss
18375.00
Local Accrued Interest
2078.33
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
8.125% 16 Aug 2030
Maturity Date
2030-08-16T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
165000.00
Base Market Value
194287.50
Base Total Cost
171362.50
Base Unrealized Gain Loss
22925.00
Base Accrued Interest
5027.32
Local Market Value
194287.50
Local Total Cost Amount
171362.50
Local Unrealized Gain Loss
22925.00
Local Accrued Interest
5027.32
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
4.75% 30 Sep 2021
Maturity Date
2021-09-30T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
115000.00
Base Market Value
117300.00
Base Total Cost
114943.65
Base Unrealized Gain Loss
2356.35
Base Accrued Interest
1380.80
Local Market Value
117300.00
Local Total Cost Amount
114943.65
Local Unrealized Gain Loss
2356.35
Local Accrued Interest
1380.80
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.6% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
5.6
Original Face
0.00
Shares Par Value
87000.00
Base Market Value
81997.50
Base Total Cost
86135.22
Base Unrealized Gain Loss
-4137.72
Base Accrued Interest
1218.00
Local Market Value
81997.50
Local Total Cost Amount
86135.22
Local Unrealized Gain Loss
-4137.72
Local Accrued Interest
1218.00
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
2.5% 01 Dec 2017
Maturity Date
2017-12-01T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
71000.00
Base Market Value
70911.25
Base Total Cost
70559.09
Base Unrealized Gain Loss
352.16
Base Accrued Interest
147.92
Local Market Value
70911.25
Local Total Cost Amount
70559.09
Local Unrealized Gain Loss
352.16
Local Accrued Interest
147.92
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
3.875% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
44000.00
Base Market Value
42460.00
Base Total Cost
43435.92
Base Unrealized Gain Loss
-975.92
Base Accrued Interest
502.03
Local Market Value
42460.00
Local Total Cost Amount
43435.92
Local Unrealized Gain Loss
-975.92
Local Accrued Interest
502.03
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
2.7% 01 Apr 2019
Maturity Date
2019-04-01T00:00:00.000
Interest Rate
2.7
Original Face
0.00
Shares Par Value
16000.00
Base Market Value
15860.00
Base Total Cost
15905.60
Base Unrealized Gain Loss
-45.60
Base Accrued Interest
108.00
Local Market Value
15860.00
Local Total Cost Amount
15905.60
Local Unrealized Gain Loss
-45.60
Local Accrued Interest
108.00
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: DDR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DDR CORP
Security Description
4.7% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.7
Original Face
0.00
Shares Par Value
1990000.00
Base Market Value
1991174.10
Base Total Cost
1986358.30
Base Unrealized Gain Loss
4815.80
Base Accrued Interest
9093.19
Local Market Value
1991174.10
Local Total Cost Amount
1986358.30
Local Unrealized Gain Loss
4815.80
Local Accrued Interest
9093.19
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: DDR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DDR CORP
Security Description
4.625% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
94000.00
Base Market Value
98418.94
Base Total Cost
97666.07
Base Unrealized Gain Loss
752.87
Base Accrued Interest
2004.68
Local Market Value
98418.94
Local Total Cost Amount
97666.07
Local Unrealized Gain Loss
752.87
Local Accrued Interest
2004.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.51% 30 Sep 2021
Maturity Date
2021-09-30T00:00:00.000
Interest Rate
1.51
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
97342.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
-2658.00
Base Accrued Interest
381.69
Local Market Value
97342.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
-2658.00
Local Accrued Interest
381.69
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: DEAN FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEAN FOODS CO
Security Description
6.5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
1355000.00
Base Market Value
1429525.00
Base Total Cost
1377006.71
Base Unrealized Gain Loss
52518.29
Base Accrued Interest
25933.18
Local Market Value
1429525.00
Local Total Cost Amount
1377006.71
Local Unrealized Gain Loss
52518.29
Local Accrued Interest
25933.18
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DEAN FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEAN FOODS CO
Security Description
6.5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
1295000.00
Base Market Value
1366225.00
Base Total Cost
1356850.00
Base Unrealized Gain Loss
9375.00
Base Accrued Interest
24784.86
Local Market Value
1366225.00
Local Total Cost Amount
1356850.00
Local Unrealized Gain Loss
9375.00
Local Accrued Interest
24784.86
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DEERE + COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEERE + COMPANY
Security Description
2.6% 08 Jun 2022
Maturity Date
2022-06-08T00:00:00.000
Interest Rate
2.6
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
632975.00
Base Total Cost
623412.50
Base Unrealized Gain Loss
9562.50
Base Accrued Interest
1038.19
Local Market Value
632975.00
Local Total Cost Amount
623412.50
Local Unrealized Gain Loss
9562.50
Local Accrued Interest
1038.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELEK LOGISTICS PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELEK LOGISTICS PARTNERS
Security Description
6.75% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
434000.00
Base Market Value
438340.00
Base Total Cost
430723.30
Base Unrealized Gain Loss
7616.70
Base Accrued Interest
3092.25
Local Market Value
438340.00
Local Total Cost Amount
430723.30
Local Unrealized Gain Loss
7616.70
Local Accrued Interest
3092.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
4.42% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
4.42
Original Face
0.00
Shares Par Value
1440000.00
Base Market Value
1518076.80
Base Total Cost
1499490.83
Base Unrealized Gain Loss
18585.97
Base Accrued Interest
2828.80
Local Market Value
1518076.80
Local Total Cost Amount
1499490.83
Local Unrealized Gain Loss
18585.97
Local Accrued Interest
2828.80
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
6.02% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.02
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1101510.00
Base Total Cost
1074441.15
Base Unrealized Gain Loss
27068.85
Base Accrued Interest
2675.54
Local Market Value
1101510.00
Local Total Cost Amount
1074441.15
Local Unrealized Gain Loss
27068.85
Local Accrued Interest
2675.54
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
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
5.45% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.45
Original Face
0.00
Shares Par Value
970000.00
Base Market Value
1052614.90
Base Total Cost
995465.20
Base Unrealized Gain Loss
57149.70
Base Accrued Interest
2349.56
Local Market Value
1052614.90
Local Total Cost Amount
995465.20
Local Unrealized Gain Loss
57149.70
Local Accrued Interest
2349.56
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
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
7.125% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
751000.00
Base Market Value
825544.26
Base Total Cost
798395.00
Base Unrealized Gain Loss
27149.26
Base Accrued Interest
2378.17
Local Market Value
825544.26
Local Total Cost Amount
798395.00
Local Unrealized Gain Loss
27149.26
Local Accrued Interest
2378.17
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
6.02% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.02
Original Face
0.00
Shares Par Value
730000.00
Base Market Value
804102.30
Base Total Cost
729649.60
Base Unrealized Gain Loss
74452.70
Base Accrued Interest
1953.16
Local Market Value
804102.30
Local Total Cost Amount
729649.60
Local Unrealized Gain Loss
74452.70
Local Accrued Interest
1953.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
5.875% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
725000.00
Base Market Value
759437.50
Base Total Cost
752708.51
Base Unrealized Gain Loss
6728.99
Base Accrued Interest
1897.96
Local Market Value
759437.50
Local Total Cost Amount
752708.51
Local Unrealized Gain Loss
6728.99
Local Accrued Interest
1897.96
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
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
3.48% 01 Jun 2019
Maturity Date
2019-06-01T00:00:00.000
Interest Rate
3.48
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
716366.00
Base Total Cost
714180.46
Base Unrealized Gain Loss
2185.54
Base Accrued Interest
2030.00
Local Market Value
716366.00
Local Total Cost Amount
714180.46
Local Unrealized Gain Loss
2185.54
Local Accrued Interest
2030.00
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
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
4.42% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
4.42
Original Face
0.00
Shares Par Value
690000.00
Base Market Value
727411.80
Base Total Cost
689799.90
Base Unrealized Gain Loss
37611.90
Base Accrued Interest
1355.47
Local Market Value
727411.80
Local Total Cost Amount
689799.90
Local Unrealized Gain Loss
37611.90
Local Accrued Interest
1355.47
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
5.875% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
510000.00
Base Market Value
534225.00
Base Total Cost
522337.50
Base Unrealized Gain Loss
11887.50
Base Accrued Interest
1331.67
Local Market Value
534225.00
Local Total Cost Amount
522337.50
Local Unrealized Gain Loss
11887.50
Local Accrued Interest
1331.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
8.1% 15 Jul 2036
Maturity Date
2036-07-15T00:00:00.000
Interest Rate
8.1
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
628450.00
Base Total Cost
499635.00
Base Unrealized Gain Loss
128815.00
Base Accrued Interest
18675.00
Local Market Value
628450.00
Local Total Cost Amount
499635.00
Local Unrealized Gain Loss
128815.00
Local Accrued Interest
18675.00
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
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
7.125% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
430000.00
Base Market Value
472681.80
Base Total Cost
457093.75
Base Unrealized Gain Loss
15588.05
Base Accrued Interest
1361.67
Local Market Value
472681.80
Local Total Cost Amount
457093.75
Local Unrealized Gain Loss
15588.05
Local Accrued Interest
1361.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
3.48% 01 Jun 2019
Maturity Date
2019-06-01T00:00:00.000
Interest Rate
3.48
Original Face
0.00
Shares Par Value
205000.00
Base Market Value
209792.90
Base Total Cost
204948.75
Base Unrealized Gain Loss
4844.15
Base Accrued Interest
594.50
Local Market Value
209792.90
Local Total Cost Amount
204948.75
Local Unrealized Gain Loss
4844.15
Local Accrued Interest
594.50
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
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
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