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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: FHLMC TBA 30 YR 6
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 6
Security Description
6% 13 Jul 2047
Maturity Date
2047-07-13T00:00:00.000
Interest Rate
6
Original Face
1000000.00
Shares Par Value
-1000000.00
Base Market Value
-1123560.00
Base Total Cost
-1132031.25
Base Unrealized Gain Loss
8471.25
Base Accrued Interest
2000.00
Local Market Value
-1123560.00
Local Total Cost Amount
-1132031.25
Local Unrealized Gain Loss
8471.25
Local Accrued Interest
2000.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FHLMC TBA 30 YR 6
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FHLMC TBA 30 YR 6
Security Description
6% 14 Aug 2047
Maturity Date
2047-08-14T00:00:00.000
Interest Rate
6
Original Face
1000000.00
Shares Par Value
-1000000.00
Base Market Value
-1123010.00
Base Total Cost
-1127031.25
Base Unrealized Gain Loss
4021.25
Base Accrued Interest
2166.67
Local Market Value
-1123010.00
Local Total Cost Amount
-1127031.25
Local Unrealized Gain Loss
4021.25
Local Accrued Interest
2166.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FHLMC
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIDELITY NATIONAL INFORM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIDELITY NATIONAL INFORM
Security Description
3.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
3808000.00
Base Market Value
3956854.72
Base Total Cost
3538694.05
Base Unrealized Gain Loss
418160.67
Base Accrued Interest
28136.89
Local Market Value
3956854.72
Local Total Cost Amount
3538694.05
Local Unrealized Gain Loss
418160.67
Local Accrued Interest
28136.89
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
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: FIDELITY NATIONAL INFORM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIDELITY NATIONAL INFORM
Security Description
3.625% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
1180000.00
Base Market Value
1236097.20
Base Total Cost
1178454.20
Base Unrealized Gain Loss
57643.00
Base Accrued Interest
9030.28
Local Market Value
1236097.20
Local Total Cost Amount
1178454.20
Local Unrealized Gain Loss
57643.00
Local Accrued Interest
9030.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: FIDELITY NATIONAL INFORM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIDELITY NATIONAL INFORM
Security Description
5% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
975000.00
Base Market Value
1088763.00
Base Total Cost
1003967.25
Base Unrealized Gain Loss
84795.75
Base Accrued Interest
10291.67
Local Market Value
1088763.00
Local Total Cost Amount
1003967.25
Local Unrealized Gain Loss
84795.75
Local Accrued Interest
10291.67
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
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: FIDELITY NATIONAL INFORM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIDELITY NATIONAL INFORM
Security Description
2.85% 15 Oct 2018
Maturity Date
2018-10-15T00:00:00.000
Interest Rate
2.85
Original Face
0.00
Shares Par Value
885000.00
Base Market Value
895443.00
Base Total Cost
884628.30
Base Unrealized Gain Loss
10814.70
Base Accrued Interest
5324.75
Local Market Value
895443.00
Local Total Cost Amount
884628.30
Local Unrealized Gain Loss
10814.70
Local Accrued Interest
5324.75
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: FIDELITY NATIONAL INFORM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIDELITY NATIONAL INFORM
Security Description
4.5% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
385000.00
Base Market Value
418329.45
Base Total Cost
384295.45
Base Unrealized Gain Loss
34034.00
Base Accrued Interest
3657.50
Local Market Value
418329.45
Local Total Cost Amount
384295.45
Local Unrealized Gain Loss
34034.00
Local Accrued Interest
3657.50
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
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: FIELDWOOD ENERGY LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIELDWOOD ENERGY LLC
Security Description
1% 30 Sep 2020
Maturity Date
2020-09-30T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
1060000.00
Base Market Value
596250.00
Base Total Cost
1032317.43
Base Unrealized Gain Loss
-436067.43
Base Accrued Interest
0
Local Market Value
596250.00
Local Total Cost Amount
1032317.43
Local Unrealized Gain Loss
-436067.43
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIFTH THIRD BANCORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIFTH THIRD BANCORP
Security Description
4.3% 16 Jan 2024
Maturity Date
2024-01-16T00:00:00.000
Interest Rate
4.3
Original Face
0.00
Shares Par Value
725000.00
Base Market Value
770029.75
Base Total Cost
723042.50
Base Unrealized Gain Loss
46987.25
Base Accrued Interest
14288.54
Local Market Value
770029.75
Local Total Cost Amount
723042.50
Local Unrealized Gain Loss
46987.25
Local Accrued Interest
14288.54
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
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: FIFTH THIRD BANCORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIFTH THIRD BANCORP
Security Description
8.25% 01 Mar 2038
Maturity Date
2038-03-01T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
560000.00
Base Market Value
835111.20
Base Total Cost
626236.10
Base Unrealized Gain Loss
208875.10
Base Accrued Interest
15400.00
Local Market Value
835111.20
Local Total Cost Amount
626236.10
Local Unrealized Gain Loss
208875.10
Local Accrued Interest
15400.00
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
BANKS
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: FILTRATION GROUP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FILTRATION GROUP CORP
Security Description
1% 21 Nov 2020
Maturity Date
2020-11-21T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
912230.67
Base Market Value
915651.54
Base Total Cost
917918.89
Base Unrealized Gain Loss
-2267.35
Base Accrued Interest
0
Local Market Value
915651.54
Local Total Cost Amount
917918.89
Local Unrealized Gain Loss
-2267.35
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: FINISAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FINISAR CORP
Security Description
0.5% 15 Dec 2036
Maturity Date
2036-12-15T00:00:00.000
Interest Rate
0.5
Original Face
0.00
Shares Par Value
1899000.00
Base Market Value
1853898.75
Base Total Cost
1906989.39
Base Unrealized Gain Loss
-53090.64
Base Accrued Interest
421.99
Local Market Value
1853898.75
Local Total Cost Amount
1906989.39
Local Unrealized Gain Loss
-53090.64
Local Accrued Interest
421.99
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: FINISAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FINISAR CORP
Security Description
0.5% 15 Dec 2033
Maturity Date
2033-12-15T00:00:00.000
Interest Rate
0.5
Original Face
0.00
Shares Par Value
448000.00
Base Market Value
498122.24
Base Total Cost
473286.42
Base Unrealized Gain Loss
24835.82
Base Accrued Interest
99.56
Local Market Value
498122.24
Local Total Cost Amount
473286.42
Local Unrealized Gain Loss
24835.82
Local Accrued Interest
99.56
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: FINISAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FINISAR CORP
Security Description
0.5% 15 Dec 2036
Maturity Date
2036-12-15T00:00:00.000
Interest Rate
0.5
Original Face
0.00
Shares Par Value
85000.00
Base Market Value
82981.25
Base Total Cost
78110.67
Base Unrealized Gain Loss
4870.58
Base Accrued Interest
18.89
Local Market Value
82981.25
Local Total Cost Amount
78110.67
Local Unrealized Gain Loss
4870.58
Local Accrued Interest
18.89
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: FIREEYE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIREEYE INC
Security Description
1.625% 01 Jun 2035
Maturity Date
2035-06-01T00:00:00.000
Interest Rate
1.625
Original Face
0.00
Shares Par Value
1955000.00
Base Market Value
1780281.65
Base Total Cost
1851164.31
Base Unrealized Gain Loss
-70882.66
Base Accrued Interest
2647.39
Local Market Value
1780281.65
Local Total Cost Amount
1851164.31
Local Unrealized Gain Loss
-70882.66
Local Accrued Interest
2647.39
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: FIREEYE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIREEYE INC
Security Description
1% 01 Jun 2035
Maturity Date
2035-06-01T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
948000.00
Base Market Value
893490.00
Base Total Cost
874311.13
Base Unrealized Gain Loss
19178.87
Base Accrued Interest
790.01
Local Market Value
893490.00
Local Total Cost Amount
874311.13
Local Unrealized Gain Loss
19178.87
Local Accrued Interest
790.01
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: FIRST AMERICAN FINANCIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST AMERICAN FINANCIAL
Security Description
4.6% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
4.6
Original Face
0.00
Shares Par Value
4280000.00
Base Market Value
4377755.20
Base Total Cost
4346335.15
Base Unrealized Gain Loss
31420.05
Base Accrued Interest
25156.88
Local Market Value
4377755.20
Local Total Cost Amount
4346335.15
Local Unrealized Gain Loss
31420.05
Local Accrued Interest
25156.88
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
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: FIRST DATA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORP
Security Description
1% 08 Jul 2022
Maturity Date
2022-07-08T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
1369859.74
Base Market Value
1369113.17
Base Total Cost
1370801.30
Base Unrealized Gain Loss
-1688.13
Base Accrued Interest
0
Local Market Value
1369113.17
Local Total Cost Amount
1370801.30
Local Unrealized Gain Loss
-1688.13
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: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
7% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
5365000.00
Base Market Value
5727137.50
Base Total Cost
5505166.11
Base Unrealized Gain Loss
221971.39
Base Accrued Interest
31295.84
Local Market Value
5727137.50
Local Total Cost Amount
5505166.11
Local Unrealized Gain Loss
221971.39
Local Accrued Interest
31295.84
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
5.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
2395000.00
Base Market Value
2487806.25
Base Total Cost
2484125.00
Base Unrealized Gain Loss
3681.25
Base Accrued Interest
63500.74
Local Market Value
2487806.25
Local Total Cost Amount
2484125.00
Local Unrealized Gain Loss
3681.25
Local Accrued Interest
63500.74
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
5% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
840000.00
Base Market Value
863881.20
Base Total Cost
849950.00
Base Unrealized Gain Loss
13931.20
Base Accrued Interest
19370.83
Local Market Value
863881.20
Local Total Cost Amount
849950.00
Local Unrealized Gain Loss
13931.20
Local Accrued Interest
19370.83
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
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: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
5% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
763000.00
Base Market Value
784692.09
Base Total Cost
767927.50
Base Unrealized Gain Loss
16764.59
Base Accrued Interest
17591.39
Local Market Value
784692.09
Local Total Cost Amount
767927.50
Local Unrealized Gain Loss
16764.59
Local Accrued Interest
17591.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
7% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
735000.00
Base Market Value
784612.50
Base Total Cost
744854.55
Base Unrealized Gain Loss
39757.95
Base Accrued Interest
4293.34
Local Market Value
784612.50
Local Total Cost Amount
744854.55
Local Unrealized Gain Loss
39757.95
Local Accrued Interest
4293.34
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
7% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
575000.00
Base Market Value
613812.50
Base Total Cost
582802.27
Base Unrealized Gain Loss
31010.23
Base Accrued Interest
3354.17
Local Market Value
613812.50
Local Total Cost Amount
582802.27
Local Unrealized Gain Loss
31010.23
Local Accrued Interest
3354.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
5% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
560000.00
Base Market Value
575920.80
Base Total Cost
568400.00
Base Unrealized Gain Loss
7520.80
Base Accrued Interest
12911.11
Local Market Value
575920.80
Local Total Cost Amount
568400.00
Local Unrealized Gain Loss
7520.80
Local Accrued Interest
12911.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
2.31
Base Market Value
2.31
Base Total Cost
2.31
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
2.31
Local Total Cost Amount
2.31
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: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
5.375% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
334000.00
Base Market Value
349030.00
Base Total Cost
340680.00
Base Unrealized Gain Loss
8350.00
Base Accrued Interest
6782.05
Local Market Value
349030.00
Local Total Cost Amount
340680.00
Local Unrealized Gain Loss
8350.00
Local Accrued Interest
6782.05
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
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: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
7% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
190000.00
Base Market Value
202825.00
Base Total Cost
202112.50
Base Unrealized Gain Loss
712.50
Base Accrued Interest
1108.33
Local Market Value
202825.00
Local Total Cost Amount
202112.50
Local Unrealized Gain Loss
712.50
Local Accrued Interest
1108.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRST QUALITY FINANCE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUALITY FINANCE CO
Security Description
4.625% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
920000.00
Base Market Value
928050.00
Base Total Cost
922300.00
Base Unrealized Gain Loss
5750.00
Base Accrued Interest
5436.94
Local Market Value
928050.00
Local Total Cost Amount
922300.00
Local Unrealized Gain Loss
5750.00
Local Accrued Interest
5436.94
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
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: FIRST QUALITY FINANCE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUALITY FINANCE CO
Security Description
5% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
366000.00
Base Market Value
373320.00
Base Total Cost
366000.00
Base Unrealized Gain Loss
7320.00
Base Accrued Interest
203.33
Local Market Value
373320.00
Local Total Cost Amount
366000.00
Local Unrealized Gain Loss
7320.00
Local Accrued Interest
203.33
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
FINANCE
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: FIRST QUALITY FINANCE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUALITY FINANCE CO
Security Description
5% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
190000.00
Base Market Value
193800.00
Base Total Cost
190000.00
Base Unrealized Gain Loss
3800.00
Base Accrued Interest
105.56
Local Market Value
193800.00
Local Total Cost Amount
190000.00
Local Unrealized Gain Loss
3800.00
Local Accrued Interest
105.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
7.25% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
1520000.00
Base Market Value
1554200.00
Base Total Cost
1508750.00
Base Unrealized Gain Loss
45450.00
Base Accrued Interest
14081.12
Local Market Value
1554200.00
Local Total Cost Amount
1508750.00
Local Unrealized Gain Loss
45450.00
Local Accrued Interest
14081.12
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
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: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
7% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
1505000.00
Base Market Value
1542625.00
Base Total Cost
1415530.27
Base Unrealized Gain Loss
127094.73
Base Accrued Interest
39756.11
Local Market Value
1542625.00
Local Total Cost Amount
1415530.27
Local Unrealized Gain Loss
127094.73
Local Accrued Interest
39756.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
7.25% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
1070000.00
Base Market Value
1094075.00
Base Total Cost
1088131.25
Base Unrealized Gain Loss
5943.75
Base Accrued Interest
9912.36
Local Market Value
1094075.00
Local Total Cost Amount
1088131.25
Local Unrealized Gain Loss
5943.75
Local Accrued Interest
9912.36
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
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: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
7.25% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
1040000.00
Base Market Value
1063400.00
Base Total Cost
1053837.50
Base Unrealized Gain Loss
9562.50
Base Accrued Interest
9640.49
Local Market Value
1063400.00
Local Total Cost Amount
1053837.50
Local Unrealized Gain Loss
9562.50
Local Accrued Interest
9640.49
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
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: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
7.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
210000.00
Base Market Value
205275.00
Base Total Cost
212625.00
Base Unrealized Gain Loss
-7350.00
Base Accrued Interest
4186.87
Local Market Value
205275.00
Local Total Cost Amount
212625.00
Local Unrealized Gain Loss
-7350.00
Local Accrued Interest
4186.87
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
(P)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: FIRSTCASH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTCASH INC
Security Description
5.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
505000.00
Base Market Value
527093.75
Base Total Cost
506522.50
Base Unrealized Gain Loss
20571.25
Base Accrued Interest
2337.38
Local Market Value
527093.75
Local Total Cost Amount
506522.50
Local Unrealized Gain Loss
20571.25
Local Accrued Interest
2337.38
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
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: FIRSTCASH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTCASH INC
Security Description
5.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
78281.25
Base Total Cost
75000.00
Base Unrealized Gain Loss
3281.25
Base Accrued Interest
347.13
Local Market Value
78281.25
Local Total Cost Amount
75000.00
Local Unrealized Gain Loss
3281.25
Local Accrued Interest
347.13
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRSTENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTENERGY CORP
Security Description
4.85% 15 Jul 2047
Maturity Date
2047-07-15T00:00:00.000
Interest Rate
4.85
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
228264.75
Base Total Cost
223580.25
Base Unrealized Gain Loss
4684.50
Base Accrued Interest
303.13
Local Market Value
228264.75
Local Total Cost Amount
223580.25
Local Unrealized Gain Loss
4684.50
Local Accrued Interest
303.13
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
Baa3
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: FIRSTENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTENERGY CORP
Security Description
2.75% 15 Mar 2018
Maturity Date
2018-03-15T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
201276.00
Base Total Cost
199980.00
Base Unrealized Gain Loss
1296.00
Base Accrued Interest
1619.44
Local Market Value
201276.00
Local Total Cost Amount
199980.00
Local Unrealized Gain Loss
1296.00
Local Accrued Interest
1619.44
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
ELECTRIC/GAS
Moody S Quality Rating
Baa3
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: FIRSTENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTENERGY CORP
Security Description
2.75% 15 Mar 2018
Maturity Date
2018-03-15T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
153000.00
Base Market Value
153976.14
Base Total Cost
153641.84
Base Unrealized Gain Loss
334.30
Base Accrued Interest
1238.88
Local Market Value
153976.14
Local Total Cost Amount
153641.84
Local Unrealized Gain Loss
334.30
Local Accrued Interest
1238.88
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
ELECTRIC/GAS
Moody S Quality Rating
Baa3
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: FIRSTENERGY TRANSMISSION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTENERGY TRANSMISSION
Security Description
4.35% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
1610000.00
Base Market Value
1682337.30
Base Total Cost
1609855.10
Base Unrealized Gain Loss
72482.20
Base Accrued Interest
32293.92
Local Market Value
1682337.30
Local Total Cost Amount
1609855.10
Local Unrealized Gain Loss
72482.20
Local Accrued Interest
32293.92
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
Baa2
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: FIRSTENERGY TRANSMISSION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTENERGY TRANSMISSION
Security Description
5.45% 15 Jul 2044
Maturity Date
2044-07-15T00:00:00.000
Interest Rate
5.45
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
257006.25
Base Total Cost
224010.00
Base Unrealized Gain Loss
32996.25
Base Accrued Interest
5654.38
Local Market Value
257006.25
Local Total Cost Amount
224010.00
Local Unrealized Gain Loss
32996.25
Local Accrued Interest
5654.38
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
ELECTRIC/GAS
Moody S Quality Rating
Baa2
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: FISERV INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FISERV INC
Security Description
3.5% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
355000.00
Base Market Value
367236.85
Base Total Cost
353363.45
Base Unrealized Gain Loss
13873.40
Base Accrued Interest
3106.25
Local Market Value
367236.85
Local Total Cost Amount
353363.45
Local Unrealized Gain Loss
13873.40
Local Accrued Interest
3106.25
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: FLEX ACQUISITION CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEX ACQUISITION CO INC
Security Description
1% 29 Dec 2023
Maturity Date
2023-12-29T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
870000.00
Base Market Value
873445.20
Base Total Cost
877318.75
Base Unrealized Gain Loss
-3873.55
Base Accrued Interest
0
Local Market Value
873445.20
Local Total Cost Amount
877318.75
Local Unrealized Gain Loss
-3873.55
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: FLEX ACQUISITION CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEX ACQUISITION CO INC
Security Description
6.875% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
470000.00
Base Market Value
488800.00
Base Total Cost
477260.90
Base Unrealized Gain Loss
11539.10
Base Accrued Interest
14720.14
Local Market Value
488800.00
Local Total Cost Amount
477260.90
Local Unrealized Gain Loss
11539.10
Local Accrued Interest
14720.14
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FLEX ACQUISITION CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEX ACQUISITION CO INC
Security Description
6.875% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
380000.00
Base Market Value
395200.00
Base Total Cost
380600.00
Base Unrealized Gain Loss
14600.00
Base Accrued Interest
11901.39
Local Market Value
395200.00
Local Total Cost Amount
380600.00
Local Unrealized Gain Loss
14600.00
Local Accrued Interest
11901.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FLEX ACQUISITION CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEX ACQUISITION CO INC
Security Description
6.875% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
364000.00
Base Total Cost
351750.00
Base Unrealized Gain Loss
12250.00
Base Accrued Interest
10961.80
Local Market Value
364000.00
Local Total Cost Amount
351750.00
Local Unrealized Gain Loss
12250.00
Local Accrued Interest
10961.80
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
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: FLEXI VAN LEASNG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEXI VAN LEASNG
Security Description
7.875% 15 Aug 2018
Maturity Date
2018-08-15T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
1055000.00
Base Market Value
1044450.00
Base Total Cost
1029017.10
Base Unrealized Gain Loss
15432.90
Base Accrued Interest
31386.25
Local Market Value
1044450.00
Local Total Cost Amount
1029017.10
Local Unrealized Gain Loss
15432.90
Local Accrued Interest
31386.25
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
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: FLORIDA GAS TRANSMISSION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLORIDA GAS TRANSMISSION
Security Description
4.35% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
875000.00
Base Market Value
922626.25
Base Total Cost
873031.25
Base Unrealized Gain Loss
49595.00
Base Accrued Interest
17551.04
Local Market Value
922626.25
Local Total Cost Amount
873031.25
Local Unrealized Gain Loss
49595.00
Local Accrued Interest
17551.04
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
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
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