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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: DPL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DPL INC
Security Description
7.25% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
138000.00
Base Market Value
147660.00
Base Total Cost
148436.38
Base Unrealized Gain Loss
-776.38
Base Accrued Interest
2112.17
Local Market Value
147660.00
Local Total Cost Amount
148436.38
Local Unrealized Gain Loss
-776.38
Local Accrued Interest
2112.17
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
ELECTRIC/GAS
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: DTE ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DTE ELECTRIC CO
Security Description
3.9% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
3.9
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
659018.75
Base Total Cost
623343.75
Base Unrealized Gain Loss
35675.00
Base Accrued Interest
2031.25
Local Market Value
659018.75
Local Total Cost Amount
623343.75
Local Unrealized Gain Loss
35675.00
Local Accrued Interest
2031.25
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
Aa3
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: DUKE ENERGY CAROLINAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY CAROLINAS
Security Description
5.25% 15 Jan 2018
Maturity Date
2018-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
110000.00
Base Market Value
112125.20
Base Total Cost
109626.00
Base Unrealized Gain Loss
2499.20
Base Accrued Interest
2662.92
Local Market Value
112125.20
Local Total Cost Amount
109626.00
Local Unrealized Gain Loss
2499.20
Local Accrued Interest
2662.92
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
Aa2
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: DUKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY CORP
Security Description
3.75% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
2780000.00
Base Market Value
2640944.40
Base Total Cost
2778443.20
Base Unrealized Gain Loss
-137498.80
Base Accrued Interest
34750.00
Local Market Value
2640944.40
Local Total Cost Amount
2778443.20
Local Unrealized Gain Loss
-137498.80
Local Accrued Interest
34750.00
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
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: DUKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY CORP
Security Description
3.55% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
3.55
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1560915.00
Base Total Cost
1560045.00
Base Unrealized Gain Loss
870.00
Base Accrued Interest
15679.17
Local Market Value
1560915.00
Local Total Cost Amount
1560045.00
Local Unrealized Gain Loss
870.00
Local Accrued Interest
15679.17
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
ELECTRIC/GAS
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: DUKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY CORP
Security Description
4.8% 15 Dec 2045
Maturity Date
2045-12-15T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
204000.00
Base Market Value
225507.72
Base Total Cost
203314.56
Base Unrealized Gain Loss
22193.16
Base Accrued Interest
435.20
Local Market Value
225507.72
Local Total Cost Amount
203314.56
Local Unrealized Gain Loss
22193.16
Local Accrued Interest
435.20
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
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: DUKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY CORP
Security Description
2.1% 15 Jun 2018
Maturity Date
2018-06-15T00:00:00.000
Interest Rate
2.1
Original Face
0.00
Shares Par Value
78000.00
Base Market Value
78301.86
Base Total Cost
77914.98
Base Unrealized Gain Loss
386.88
Base Accrued Interest
72.80
Local Market Value
78301.86
Local Total Cost Amount
77914.98
Local Unrealized Gain Loss
386.88
Local Accrued Interest
72.80
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
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: DUKE ENERGY FLORIDA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY FLORIDA LLC
Security Description
5.9% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.9
Original Face
0.00
Shares Par Value
715000.00
Base Market Value
870190.75
Base Total Cost
702294.45
Base Unrealized Gain Loss
167896.30
Base Accrued Interest
14061.67
Local Market Value
870190.75
Local Total Cost Amount
702294.45
Local Unrealized Gain Loss
167896.30
Local Accrued Interest
14061.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DUKE ENERGY INDIANA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY INDIANA INC
Security Description
6.12% 15 Oct 2035
Maturity Date
2035-10-15T00:00:00.000
Interest Rate
6.12
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
806195.00
Base Total Cost
850317.00
Base Unrealized Gain Loss
-44122.00
Base Accrued Interest
8398.00
Local Market Value
806195.00
Local Total Cost Amount
850317.00
Local Unrealized Gain Loss
-44122.00
Local Accrued Interest
8398.00
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
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: DUKE ENERGY INDIANA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY INDIANA INC
Security Description
4.9% 15 Jul 2043
Maturity Date
2043-07-15T00:00:00.000
Interest Rate
4.9
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
405622.00
Base Total Cost
348414.50
Base Unrealized Gain Loss
57207.50
Base Accrued Interest
7908.05
Local Market Value
405622.00
Local Total Cost Amount
348414.50
Local Unrealized Gain Loss
57207.50
Local Accrued Interest
7908.05
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
Aa3
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: DUKE ENERGY PROGRESS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY PROGRESS INC
Security Description
6.3% 01 Apr 2038
Maturity Date
2038-04-01T00:00:00.000
Interest Rate
6.3
Original Face
0.00
Shares Par Value
245000.00
Base Market Value
326834.90
Base Total Cost
244561.45
Base Unrealized Gain Loss
82273.45
Base Accrued Interest
3858.75
Local Market Value
326834.90
Local Total Cost Amount
244561.45
Local Unrealized Gain Loss
82273.45
Local Accrued Interest
3858.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Aa3
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: DUPONT FABROS TECH LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUPONT FABROS TECH LP
Security Description
5.625% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
800000.00
Base Market Value
854000.00
Base Total Cost
817025.00
Base Unrealized Gain Loss
36975.00
Base Accrued Interest
2000.00
Local Market Value
854000.00
Local Total Cost Amount
817025.00
Local Unrealized Gain Loss
36975.00
Local Accrued Interest
2000.00
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
REAL ESTATE
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: DUPONT FABROS TECH LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUPONT FABROS TECH LP
Security Description
5.875% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
260312.50
Base Total Cost
255937.50
Base Unrealized Gain Loss
4375.00
Base Accrued Interest
4324.65
Local Market Value
260312.50
Local Total Cost Amount
255937.50
Local Unrealized Gain Loss
4375.00
Local Accrued Interest
4324.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: DUPONT FABROS TECH LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUPONT FABROS TECH LP
Security Description
5.625% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
85400.00
Base Total Cost
83800.00
Base Unrealized Gain Loss
1600.00
Base Accrued Interest
200.00
Local Market Value
85400.00
Local Total Cost Amount
83800.00
Local Unrealized Gain Loss
1600.00
Local Accrued Interest
200.00
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
REAL ESTATE
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: DUQUESNE LIGHT HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUQUESNE LIGHT HOLDINGS
Security Description
6.4% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
6.4
Original Face
0.00
Shares Par Value
414000.00
Base Market Value
461361.60
Base Total Cost
436583.58
Base Unrealized Gain Loss
24778.02
Base Accrued Interest
7801.60
Local Market Value
461361.60
Local Total Cost Amount
436583.58
Local Unrealized Gain Loss
24778.02
Local Accrued Interest
7801.60
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
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: DXC TECHNOLOGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DXC TECHNOLOGY CO
Security Description
4.75% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
90000.00
Base Market Value
93841.20
Base Total Cost
89904.60
Base Unrealized Gain Loss
3936.60
Base Accrued Interest
1116.25
Local Market Value
93841.20
Local Total Cost Amount
89904.60
Local Unrealized Gain Loss
3936.60
Local Accrued Interest
1116.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DYCOM INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYCOM INDUSTRIES INC
Security Description
0.75% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
0.75
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
348000.00
Base Total Cost
348745.50
Base Unrealized Gain Loss
-745.50
Base Accrued Interest
662.50
Local Market Value
348000.00
Local Total Cost Amount
348745.50
Local Unrealized Gain Loss
-745.50
Local Accrued Interest
662.50
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
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
7.375% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
1470000.00
Base Market Value
1451625.00
Base Total Cost
1450187.50
Base Unrealized Gain Loss
1437.50
Base Accrued Interest
18068.77
Local Market Value
1451625.00
Local Total Cost Amount
1450187.50
Local Unrealized Gain Loss
1437.50
Local Accrued Interest
18068.77
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
8% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
1140000.00
Base Market Value
1105800.00
Base Total Cost
1070425.00
Base Unrealized Gain Loss
35375.00
Base Accrued Interest
65866.62
Local Market Value
1105800.00
Local Total Cost Amount
1070425.00
Local Unrealized Gain Loss
35375.00
Local Accrued Interest
65866.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
7.375% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
740625.00
Base Total Cost
749062.50
Base Unrealized Gain Loss
-8437.50
Base Accrued Interest
9218.75
Local Market Value
740625.00
Local Total Cost Amount
749062.50
Local Unrealized Gain Loss
-8437.50
Local Accrued Interest
9218.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
6.75% 01 Nov 2019
Maturity Date
2019-11-01T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
773437.50
Base Total Cost
756018.28
Base Unrealized Gain Loss
17419.22
Base Accrued Interest
8437.50
Local Market Value
773437.50
Local Total Cost Amount
756018.28
Local Unrealized Gain Loss
17419.22
Local Accrued Interest
8437.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
5.875% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
480000.00
Base Market Value
448800.00
Base Total Cost
439837.50
Base Unrealized Gain Loss
8962.50
Base Accrued Interest
2350.00
Local Market Value
448800.00
Local Total Cost Amount
439837.50
Local Unrealized Gain Loss
8962.50
Local Accrued Interest
2350.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
5.875% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
420750.00
Base Total Cost
404837.50
Base Unrealized Gain Loss
15912.50
Base Accrued Interest
2203.11
Local Market Value
420750.00
Local Total Cost Amount
404837.50
Local Unrealized Gain Loss
15912.50
Local Accrued Interest
2203.11
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
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
7.625% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
435000.00
Base Market Value
421950.00
Base Total Cost
412237.50
Base Unrealized Gain Loss
9712.50
Base Accrued Interest
5528.13
Local Market Value
421950.00
Local Total Cost Amount
412237.50
Local Unrealized Gain Loss
9712.50
Local Accrued Interest
5528.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
6.75% 01 Nov 2019
Maturity Date
2019-11-01T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
355000.00
Base Market Value
366093.75
Base Total Cost
347435.50
Base Unrealized Gain Loss
18658.25
Base Accrued Interest
3993.75
Local Market Value
366093.75
Local Total Cost Amount
347435.50
Local Unrealized Gain Loss
18658.25
Local Accrued Interest
3993.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
8% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
254000.00
Base Market Value
246380.00
Base Total Cost
254000.00
Base Unrealized Gain Loss
-7620.00
Base Accrued Interest
14675.56
Local Market Value
246380.00
Local Total Cost Amount
254000.00
Local Unrealized Gain Loss
-7620.00
Local Accrued Interest
14675.56
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
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
7.625% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
205000.00
Base Market Value
198850.00
Base Total Cost
205000.00
Base Unrealized Gain Loss
-6150.00
Base Accrued Interest
2605.21
Local Market Value
198850.00
Local Total Cost Amount
205000.00
Local Unrealized Gain Loss
-6150.00
Local Accrued Interest
2605.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
7.625% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
145500.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
-4500.00
Base Accrued Interest
1906.25
Local Market Value
145500.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
-4500.00
Local Accrued Interest
1906.25
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
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
5.875% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
115000.00
Base Market Value
107525.00
Base Total Cost
107668.75
Base Unrealized Gain Loss
-143.75
Base Accrued Interest
563.02
Local Market Value
107525.00
Local Total Cost Amount
107668.75
Local Unrealized Gain Loss
-143.75
Local Accrued Interest
563.02
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
249181.16
Base Market Value
249181.16
Base Total Cost
249181.16
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
249181.16
Local Total Cost Amount
249181.16
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: E.I. DU PONT DE NEMOURS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
E.I. DU PONT DE NEMOURS
Security Description
2.2% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
2.2
Original Face
0.00
Shares Par Value
455000.00
Base Market Value
457470.65
Base Total Cost
454499.50
Base Unrealized Gain Loss
2971.15
Base Accrued Interest
1640.53
Local Market Value
457470.65
Local Total Cost Amount
454499.50
Local Unrealized Gain Loss
2971.15
Local Accrued Interest
1640.53
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: E.I. DU PONT DE NEMOURS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
E.I. DU PONT DE NEMOURS
Security Description
1% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
1.69956
Original Face
0.00
Shares Par Value
285000.00
Base Market Value
286712.85
Base Total Cost
285000.00
Base Unrealized Gain Loss
1712.85
Base Accrued Interest
807.29
Local Market Value
286712.85
Local Total Cost Amount
285000.00
Local Unrealized Gain Loss
1712.85
Local Accrued Interest
807.29
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: E.ON INTL FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
E.ON INTL FINANCE BV
Security Description
5.8% 30 Apr 2018
Maturity Date
2018-04-30T00:00:00.000
Interest Rate
5.8
Original Face
0.00
Shares Par Value
800000.00
Base Market Value
824016.00
Base Total Cost
906400.00
Base Unrealized Gain Loss
-82384.00
Base Accrued Interest
7862.22
Local Market Value
824016.00
Local Total Cost Amount
906400.00
Local Unrealized Gain Loss
-82384.00
Local Accrued Interest
7862.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EAGLE GEOPHYSICAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EAGLE GEOPHYSICAL INC
Security Description
10.75% 31 Dec 2008
Maturity Date
2008-12-31T00:00:00.000
Interest Rate
10.75
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
0.00
Base Total Cost
0.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EAGLE HOLDING CO II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EAGLE HOLDING CO II LLC
Security Description
7.625% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
390000.00
Base Market Value
401212.50
Base Total Cost
390000.00
Base Unrealized Gain Loss
11212.50
Base Accrued Interest
4130.21
Local Market Value
401212.50
Local Total Cost Amount
390000.00
Local Unrealized Gain Loss
11212.50
Local Accrued Interest
4130.21
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
Caa1
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: EAGLE HOLDING CO II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EAGLE HOLDING CO II LLC
Security Description
7.625% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
257187.50
Base Total Cost
250000.00
Base Unrealized Gain Loss
7187.50
Base Accrued Interest
2647.57
Local Market Value
257187.50
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
7187.50
Local Accrued Interest
2647.57
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
INDUSTRIAL
Moody S Quality Rating
Caa1
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: 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
128626.42
Base Market Value
128626.42
Base Total Cost
128626.42
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
128626.42
Local Total Cost Amount
128626.42
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: EAGLE MATERIALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EAGLE MATERIALS INC
Security Description
4.5% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
214000.00
Base Market Value
218815.00
Base Total Cost
214000.00
Base Unrealized Gain Loss
4815.00
Base Accrued Interest
4012.50
Local Market Value
218815.00
Local Total Cost Amount
214000.00
Local Unrealized Gain Loss
4815.00
Local Accrued Interest
4012.50
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EBAY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EBAY INC
Security Description
1% 30 Jan 2023
Maturity Date
2023-01-30T00:00:00.000
Interest Rate
2.0925
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1005320.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
5320.00
Base Accrued Interest
1453.13
Local Market Value
1005320.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
5320.00
Local Accrued Interest
1453.13
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
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: EBAY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EBAY INC
Security Description
4% 15 Jul 2042
Maturity Date
2042-07-15T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
880190.00
Base Total Cost
892486.25
Base Unrealized Gain Loss
-12296.25
Base Accrued Interest
18444.44
Local Market Value
880190.00
Local Total Cost Amount
892486.25
Local Unrealized Gain Loss
-12296.25
Local Accrued Interest
18444.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ECOLAB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ECOLAB INC
Security Description
1.45% 08 Dec 2017
Maturity Date
2017-12-08T00:00:00.000
Interest Rate
1.45
Original Face
0.00
Shares Par Value
82000.00
Base Market Value
81949.16
Base Total Cost
81933.58
Base Unrealized Gain Loss
15.58
Base Accrued Interest
75.96
Local Market Value
81949.16
Local Total Cost Amount
81933.58
Local Unrealized Gain Loss
15.58
Local Accrued Interest
75.96
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
Baa1
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: ECOPETROL SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ECOPETROL SA
Security Description
5.875% 28 May 2045
Maturity Date
2045-05-28T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
344250.00
Base Total Cost
372510.00
Base Unrealized Gain Loss
-28260.00
Base Accrued Interest
2019.53
Local Market Value
344250.00
Local Total Cost Amount
372510.00
Local Unrealized Gain Loss
-28260.00
Local Accrued Interest
2019.53
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: ECOPETROL SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ECOPETROL SA
Security Description
5.375% 26 Jun 2026
Maturity Date
2026-06-26T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
104000.00
Base Total Cost
99328.00
Base Unrealized Gain Loss
4672.00
Base Accrued Interest
74.65
Local Market Value
104000.00
Local Total Cost Amount
99328.00
Local Unrealized Gain Loss
4672.00
Local Accrued Interest
74.65
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: EDGEWELL PERSONAL CARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDGEWELL PERSONAL CARE
Security Description
4.7% 19 May 2021
Maturity Date
2021-05-19T00:00:00.000
Interest Rate
4.7
Original Face
0.00
Shares Par Value
826000.00
Base Market Value
879690.00
Base Total Cost
852920.43
Base Unrealized Gain Loss
26769.57
Base Accrued Interest
4529.24
Local Market Value
879690.00
Local Total Cost Amount
852920.43
Local Unrealized Gain Loss
26769.57
Local Accrued Interest
4529.24
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: EDGEWELL PERSONAL CARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDGEWELL PERSONAL CARE
Security Description
4.7% 24 May 2022
Maturity Date
2022-05-24T00:00:00.000
Interest Rate
4.7
Original Face
0.00
Shares Par Value
490000.00
Base Market Value
523075.00
Base Total Cost
498750.00
Base Unrealized Gain Loss
24325.00
Base Accrued Interest
2366.98
Local Market Value
523075.00
Local Total Cost Amount
498750.00
Local Unrealized Gain Loss
24325.00
Local Accrued Interest
2366.98
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: EDISON INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDISON INTERNATIONAL
Security Description
3.75% 15 Sep 2017
Maturity Date
2017-09-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
68000.00
Base Market Value
68301.24
Base Total Cost
67871.48
Base Unrealized Gain Loss
429.76
Base Accrued Interest
750.83
Local Market Value
68301.24
Local Total Cost Amount
67871.48
Local Unrealized Gain Loss
429.76
Local Accrued Interest
750.83
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
ELECTRIC/GAS
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: EDUCATION MANAGEMENT LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDUCATION MANAGEMENT LLC
Security Description
1% 02 Jul 2020
Maturity Date
2020-07-02T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
108990.99
Base Market Value
2316.06
Base Total Cost
150300.39
Base Unrealized Gain Loss
-147984.33
Base Accrued Interest
0
Local Market Value
2316.06
Local Total Cost Amount
150300.39
Local Unrealized Gain Loss
-147984.33
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: EDWARDS LIFESCIENCES COR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDWARDS LIFESCIENCES COR
Security Description
2.875% 15 Oct 2018
Maturity Date
2018-10-15T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
605604.00
Base Total Cost
605190.00
Base Unrealized Gain Loss
414.00
Base Accrued Interest
3641.67
Local Market Value
605604.00
Local Total Cost Amount
605190.00
Local Unrealized Gain Loss
414.00
Local Accrued Interest
3641.67
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
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: EIG INVESTORS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EIG INVESTORS CORP
Security Description
10.875% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
10.875
Original Face
0.00
Shares Par Value
1050000.00
Base Market Value
1170750.00
Base Total Cost
1158262.50
Base Unrealized Gain Loss
12487.50
Base Accrued Interest
47578.13
Local Market Value
1170750.00
Local Total Cost Amount
1158262.50
Local Unrealized Gain Loss
12487.50
Local Accrued Interest
47578.13
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
INTERNET SOFTWARE & SERVICES
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: ELDORADO GOLD CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELDORADO GOLD CORP
Security Description
6.125% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
525000.00
Base Market Value
537468.75
Base Total Cost
519587.50
Base Unrealized Gain Loss
17881.25
Base Accrued Interest
1429.17
Local Market Value
537468.75
Local Total Cost Amount
519587.50
Local Unrealized Gain Loss
17881.25
Local Accrued Interest
1429.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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