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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: GRAY TELEVISION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAY TELEVISION INC
Security Description
5.125% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
101000.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
1000.00
Base Accrued Interest
1081.94
Local Market Value
101000.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
1000.00
Local Accrued Interest
1081.94
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
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GRAY TELEVISION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAY TELEVISION INC
Security Description
5.875% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
102000.00
Base Total Cost
103000.00
Base Unrealized Gain Loss
-1000.00
Base Accrued Interest
2709.03
Local Market Value
102000.00
Local Total Cost Amount
103000.00
Local Unrealized Gain Loss
-1000.00
Local Accrued Interest
2709.03
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
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GREAT PLAINS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREAT PLAINS ENERGY INC
Security Description
1% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
5.292
Original Face
0.00
Shares Par Value
980000.00
Base Market Value
1072933.40
Base Total Cost
1002451.80
Base Unrealized Gain Loss
70481.60
Base Accrued Interest
2304.96
Local Market Value
1072933.40
Local Total Cost Amount
1002451.80
Local Unrealized Gain Loss
70481.60
Local Accrued Interest
2304.96
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
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: GREAT PLAINS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREAT PLAINS ENERGY INC
Security Description
4.85% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.85
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
346346.00
Base Total Cost
324688.00
Base Unrealized Gain Loss
21658.00
Base Accrued Interest
1313.54
Local Market Value
346346.00
Local Total Cost Amount
324688.00
Local Unrealized Gain Loss
21658.00
Local Accrued Interest
1313.54
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
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: GREAT PLAINS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREAT PLAINS ENERGY INC
Security Description
4.85% 01 Apr 2047
Maturity Date
2047-04-01T00:00:00.000
Interest Rate
4.85
Original Face
0.00
Shares Par Value
215000.00
Base Market Value
221232.85
Base Total Cost
214720.50
Base Unrealized Gain Loss
6512.35
Base Accrued Interest
3244.11
Local Market Value
221232.85
Local Total Cost Amount
214720.50
Local Unrealized Gain Loss
6512.35
Local Accrued Interest
3244.11
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
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: GREAT PLAINS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREAT PLAINS ENERGY INC
Security Description
3.9% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
3.9
Original Face
0.00
Shares Par Value
176000.00
Base Market Value
178046.88
Base Total Cost
180019.10
Base Unrealized Gain Loss
-1972.22
Base Accrued Interest
2135.45
Local Market Value
178046.88
Local Total Cost Amount
180019.10
Local Unrealized Gain Loss
-1972.22
Local Accrued Interest
2135.45
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: GREAT PLAINS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREAT PLAINS ENERGY INC
Security Description
3.15% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
170000.00
Base Market Value
171796.90
Base Total Cost
169870.80
Base Unrealized Gain Loss
1926.10
Base Accrued Interest
1666.00
Local Market Value
171796.90
Local Total Cost Amount
169870.80
Local Unrealized Gain Loss
1926.10
Local Accrued Interest
1666.00
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
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: GREAT PLAINS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREAT PLAINS ENERGY INC
Security Description
2.5% 09 Mar 2020
Maturity Date
2020-03-09T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
40373.20
Base Total Cost
39968.80
Base Unrealized Gain Loss
404.40
Base Accrued Interest
311.11
Local Market Value
40373.20
Local Total Cost Amount
39968.80
Local Unrealized Gain Loss
404.40
Local Accrued Interest
311.11
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
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: 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
2516840.20
Base Market Value
2516840.20
Base Total Cost
2516840.20
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
2516840.20
Local Total Cost Amount
2516840.20
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: GREENEDEN US HLDGS II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREENEDEN US HLDGS II LLC
Security Description
1% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
223875.00
Base Market Value
224938.41
Base Total Cost
220899.96
Base Unrealized Gain Loss
4038.45
Base Accrued Interest
0
Local Market Value
224938.41
Local Total Cost Amount
220899.96
Local Unrealized Gain Loss
4038.45
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: GREENEDEN US HLDGS II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREENEDEN US HLDGS II LLC
Security Description
1% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
19899.99
Base Market Value
19994.51
Base Total Cost
19891.19
Base Unrealized Gain Loss
103.32
Base Accrued Interest
0
Local Market Value
19994.51
Local Total Cost Amount
19891.19
Local Unrealized Gain Loss
103.32
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: GREYSTAR REAL ESTATE PAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREYSTAR REAL ESTATE PAR
Security Description
8.25% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
765000.00
Base Market Value
824287.50
Base Total Cost
808487.50
Base Unrealized Gain Loss
15800.00
Base Accrued Interest
5259.37
Local Market Value
824287.50
Local Total Cost Amount
808487.50
Local Unrealized Gain Loss
15800.00
Local Accrued Interest
5259.37
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
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: GRIFFON CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRIFFON CORPORATION
Security Description
5.25% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
1785000.00
Base Market Value
1818468.75
Base Total Cost
1754067.25
Base Unrealized Gain Loss
64401.50
Base Accrued Interest
31237.50
Local Market Value
1818468.75
Local Total Cost Amount
1754067.25
Local Unrealized Gain Loss
64401.50
Local Accrued Interest
31237.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GRIFFON CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRIFFON CORPORATION
Security Description
5.25% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
254687.50
Base Total Cost
247375.00
Base Unrealized Gain Loss
7312.50
Base Accrued Interest
4375.00
Local Market Value
254687.50
Local Total Cost Amount
247375.00
Local Unrealized Gain Loss
7312.50
Local Accrued Interest
4375.00
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
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: GRINDING MED/MOLY COP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRINDING MED/MOLY COP
Security Description
7.375% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
1610000.00
Base Market Value
1750875.00
Base Total Cost
1664337.50
Base Unrealized Gain Loss
86537.50
Base Accrued Interest
5277.22
Local Market Value
1750875.00
Local Total Cost Amount
1664337.50
Local Unrealized Gain Loss
86537.50
Local Accrued Interest
5277.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GRINDING MED/MOLY COP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRINDING MED/MOLY COP
Security Description
7.375% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
815000.00
Base Market Value
886312.50
Base Total Cost
876125.00
Base Unrealized Gain Loss
10187.50
Base Accrued Interest
2671.39
Local Market Value
886312.50
Local Total Cost Amount
876125.00
Local Unrealized Gain Loss
10187.50
Local Accrued Interest
2671.39
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GRINDING MED/MOLY COP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRINDING MED/MOLY COP
Security Description
7.375% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
217500.00
Base Total Cost
200918.33
Base Unrealized Gain Loss
16581.67
Base Accrued Interest
655.55
Local Market Value
217500.00
Local Total Cost Amount
200918.33
Local Unrealized Gain Loss
16581.67
Local Accrued Interest
655.55
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GROUP 1 AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GROUP 1 AUTOMOTIVE INC
Security Description
5% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1530000.00
Base Market Value
1552950.00
Base Total Cost
1507050.00
Base Unrealized Gain Loss
45900.00
Base Accrued Interest
6375.00
Local Market Value
1552950.00
Local Total Cost Amount
1507050.00
Local Unrealized Gain Loss
45900.00
Local Accrued Interest
6375.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: GROUP 1 AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GROUP 1 AUTOMOTIVE INC
Security Description
5% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
530000.00
Base Market Value
537950.00
Base Total Cost
531950.00
Base Unrealized Gain Loss
6000.00
Base Accrued Interest
2208.33
Local Market Value
537950.00
Local Total Cost Amount
531950.00
Local Unrealized Gain Loss
6000.00
Local Accrued Interest
2208.33
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: GROUP 1 AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GROUP 1 AUTOMOTIVE INC
Security Description
5% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
355250.00
Base Total Cost
344750.00
Base Unrealized Gain Loss
10500.00
Base Accrued Interest
1458.33
Local Market Value
355250.00
Local Total Cost Amount
344750.00
Local Unrealized Gain Loss
10500.00
Local Accrued Interest
1458.33
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: GROUP 1 AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GROUP 1 AUTOMOTIVE INC
Security Description
5.25% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
202000.00
Base Total Cost
202500.00
Base Unrealized Gain Loss
-500.00
Base Accrued Interest
466.67
Local Market Value
202000.00
Local Total Cost Amount
202500.00
Local Unrealized Gain Loss
-500.00
Local Accrued Interest
466.67
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: GRUPO TELEVISA SAB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRUPO TELEVISA SAB
Security Description
6.125% 31 Jan 2046
Maturity Date
2046-01-31T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
470000.00
Base Market Value
522268.70
Base Total Cost
468481.90
Base Unrealized Gain Loss
53786.80
Base Accrued Interest
11994.79
Local Market Value
522268.70
Local Total Cost Amount
468481.90
Local Unrealized Gain Loss
53786.80
Local Accrued Interest
11994.79
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
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: GRUPO TELEVISA SAB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRUPO TELEVISA SAB
Security Description
5% 13 May 2045
Maturity Date
2045-05-13T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
240495.00
Base Total Cost
241335.00
Base Unrealized Gain Loss
-840.00
Base Accrued Interest
1666.67
Local Market Value
240495.00
Local Total Cost Amount
241335.00
Local Unrealized Gain Loss
-840.00
Local Accrued Interest
1666.67
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
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: GS MORTGAGE SECURITIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE SECURITIES TRUST
Security Description
1% 10 Apr 2047
Maturity Date
2047-04-10T00:00:00.000
Interest Rate
1.1699
Original Face
1500000.00
Shares Par Value
1307088.62
Base Market Value
68688.16
Base Total Cost
89076.89
Base Unrealized Gain Loss
-20388.73
Base Accrued Interest
0
Local Market Value
68688.16
Local Total Cost Amount
89076.89
Local Unrealized Gain Loss
-20388.73
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GS MORTGAGE SECURITIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GS MORTGAGE SECURITIES TRUST
Security Description
3.68% 10 Apr 2047
Maturity Date
2047-04-10T00:00:00.000
Interest Rate
3.68
Original Face
1250000.00
Shares Par Value
1169055.34
Base Market Value
1203760.97
Base Total Cost
1204113.43
Base Unrealized Gain Loss
-352.46
Base Accrued Interest
0
Local Market Value
1203760.97
Local Total Cost Amount
1204113.43
Local Unrealized Gain Loss
-352.46
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GULFPORT ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFPORT ENERGY CORP
Security Description
6.625% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
970000.00
Base Market Value
972425.00
Base Total Cost
914183.21
Base Unrealized Gain Loss
58241.79
Base Accrued Interest
10710.42
Local Market Value
972425.00
Local Total Cost Amount
914183.21
Local Unrealized Gain Loss
58241.79
Local Accrued Interest
10710.42
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
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GULFPORT ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFPORT ENERGY CORP
Security Description
6.375% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
894000.00
Base Market Value
880590.00
Base Total Cost
889080.00
Base Unrealized Gain Loss
-8490.00
Base Accrued Interest
7282.37
Local Market Value
880590.00
Local Total Cost Amount
889080.00
Local Unrealized Gain Loss
-8490.00
Local Accrued Interest
7282.37
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
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GULFPORT ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFPORT ENERGY CORP
Security Description
6.625% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
755000.00
Base Market Value
756887.50
Base Total Cost
768704.04
Base Unrealized Gain Loss
-11816.54
Base Accrued Interest
8336.46
Local Market Value
756887.50
Local Total Cost Amount
768704.04
Local Unrealized Gain Loss
-11816.54
Local Accrued Interest
8336.46
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GULFPORT ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFPORT ENERGY CORP
Security Description
6% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
260000.00
Base Market Value
252850.00
Base Total Cost
260000.00
Base Unrealized Gain Loss
-7150.00
Base Accrued Interest
3293.33
Local Market Value
252850.00
Local Total Cost Amount
260000.00
Local Unrealized Gain Loss
-7150.00
Local Accrued Interest
3293.33
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
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
1968458.39
Base Market Value
1968458.39
Base Total Cost
1968458.39
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1968458.39
Local Total Cost Amount
1968458.39
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: GULFPORT ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFPORT ENERGY CORP
Security Description
6% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
121562.50
Base Total Cost
125000.00
Base Unrealized Gain Loss
-3437.50
Base Accrued Interest
1583.33
Local Market Value
121562.50
Local Total Cost Amount
125000.00
Local Unrealized Gain Loss
-3437.50
Local Accrued Interest
1583.33
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
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GULFSTREAM NATURAL GAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFSTREAM NATURAL GAS
Security Description
5.95% 15 Oct 2045
Maturity Date
2045-10-15T00:00:00.000
Interest Rate
5.95
Original Face
0.00
Shares Par Value
475000.00
Base Market Value
558281.75
Base Total Cost
531078.50
Base Unrealized Gain Loss
27203.25
Base Accrued Interest
5966.53
Local Market Value
558281.75
Local Total Cost Amount
531078.50
Local Unrealized Gain Loss
27203.25
Local Accrued Interest
5966.53
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
ELECTRIC/GAS
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: GW HONOS SECURITY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GW HONOS SECURITY CORP
Security Description
8.75% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
130781.25
Base Total Cost
124097.50
Base Unrealized Gain Loss
6683.75
Base Accrued Interest
1610.24
Local Market Value
130781.25
Local Total Cost Amount
124097.50
Local Unrealized Gain Loss
6683.75
Local Accrued Interest
1610.24
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
Caa2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: H.B. FULLER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
H.B. FULLER CO
Security Description
4% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
51057.50
Base Total Cost
49775.50
Base Unrealized Gain Loss
1282.00
Base Accrued Interest
761.11
Local Market Value
51057.50
Local Total Cost Amount
49775.50
Local Unrealized Gain Loss
1282.00
Local Accrued Interest
761.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
0.01
Base Market Value
0.01
Base Total Cost
0.01
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.01
Local Total Cost Amount
0.01
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: H+E EQUIPMENT SERVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
H+E EQUIPMENT SERVICES
Security Description
7% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
728000.00
Base Total Cost
711062.50
Base Unrealized Gain Loss
16937.50
Base Accrued Interest
16333.33
Local Market Value
728000.00
Local Total Cost Amount
711062.50
Local Unrealized Gain Loss
16937.50
Local Accrued Interest
16333.33
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: H+E EQUIPMENT SERVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
H+E EQUIPMENT SERVICES
Security Description
7% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
260000.00
Base Total Cost
245000.00
Base Unrealized Gain Loss
15000.00
Base Accrued Interest
5833.33
Local Market Value
260000.00
Local Total Cost Amount
245000.00
Local Unrealized Gain Loss
15000.00
Local Accrued Interest
5833.33
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HALCON RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALCON RESOURCES CORP
Security Description
6.75% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
835000.00
Base Market Value
751500.00
Base Total Cost
808387.50
Base Unrealized Gain Loss
-56887.50
Base Accrued Interest
21135.94
Local Market Value
751500.00
Local Total Cost Amount
808387.50
Local Unrealized Gain Loss
-56887.50
Local Accrued Interest
21135.94
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
OIL, GAS & CONSUMABLE FUELS
Moody S Quality Rating
Caa1
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: HALCON RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALCON RESOURCES CORP
Security Description
6.75% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
785000.00
Base Market Value
706500.00
Base Total Cost
739706.25
Base Unrealized Gain Loss
-33206.25
Base Accrued Interest
19870.35
Local Market Value
706500.00
Local Total Cost Amount
739706.25
Local Unrealized Gain Loss
-33206.25
Local Accrued Interest
19870.35
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
OIL, GAS & CONSUMABLE FUELS
Moody S Quality Rating
Caa1
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: HALCON RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALCON RESOURCES CORP
Security Description
6.75% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
675000.00
Base Market Value
607500.00
Base Total Cost
662993.75
Base Unrealized Gain Loss
-55493.75
Base Accrued Interest
17085.93
Local Market Value
607500.00
Local Total Cost Amount
662993.75
Local Unrealized Gain Loss
-55493.75
Local Accrued Interest
17085.93
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
OIL, GAS & CONSUMABLE FUELS
Moody S Quality Rating
Caa1
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: HALCON RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALCON RESOURCES CORP
Security Description
6.75% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
180000.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
-20000.00
Base Accrued Interest
5062.50
Local Market Value
180000.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
-20000.00
Local Accrued Interest
5062.50
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
OIL, GAS & CONSUMABLE FUELS
Moody S Quality Rating
Caa1
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: HALLIBURTON CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALLIBURTON CO
Security Description
7.6% 15 Aug 2096
Maturity Date
2096-08-15T00:00:00.000
Interest Rate
7.6
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
648880.00
Base Total Cost
598225.00
Base Unrealized Gain Loss
50655.00
Base Accrued Interest
14355.55
Local Market Value
648880.00
Local Total Cost Amount
598225.00
Local Unrealized Gain Loss
50655.00
Local Accrued Interest
14355.55
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
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: HALLIBURTON CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALLIBURTON CO
Security Description
5% 15 Nov 2045
Maturity Date
2045-11-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
319194.00
Base Total Cost
331167.00
Base Unrealized Gain Loss
-11973.00
Base Accrued Interest
1916.67
Local Market Value
319194.00
Local Total Cost Amount
331167.00
Local Unrealized Gain Loss
-11973.00
Local Accrued Interest
1916.67
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
OIL, GAS & CONSUMABLE FUELS
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: HALYARD HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALYARD HEALTH INC
Security Description
6.25% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
260625.00
Base Total Cost
245625.00
Base Unrealized Gain Loss
15000.00
Base Accrued Interest
3298.61
Local Market Value
260625.00
Local Total Cost Amount
245625.00
Local Unrealized Gain Loss
15000.00
Local Accrued Interest
3298.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HANESBRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HANESBRANDS INC
Security Description
4.875% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
735000.00
Base Market Value
746025.00
Base Total Cost
739173.78
Base Unrealized Gain Loss
6851.22
Base Accrued Interest
4582.47
Local Market Value
746025.00
Local Total Cost Amount
739173.78
Local Unrealized Gain Loss
6851.22
Local Accrued Interest
4582.47
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
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: HANESBRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HANESBRANDS INC
Security Description
4.625% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
605000.00
Base Market Value
614075.00
Base Total Cost
595500.00
Base Unrealized Gain Loss
18575.00
Base Accrued Interest
3575.39
Local Market Value
614075.00
Local Total Cost Amount
595500.00
Local Unrealized Gain Loss
18575.00
Local Accrued Interest
3575.39
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
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: HANESBRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HANESBRANDS INC
Security Description
4.625% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
423000.00
Base Market Value
429345.00
Base Total Cost
425420.00
Base Unrealized Gain Loss
3925.00
Base Accrued Interest
2499.81
Local Market Value
429345.00
Local Total Cost Amount
425420.00
Local Unrealized Gain Loss
3925.00
Local Accrued Interest
2499.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: HANESBRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HANESBRANDS INC
Security Description
4.625% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
253750.00
Base Total Cost
248750.00
Base Unrealized Gain Loss
5000.00
Base Accrued Interest
1477.43
Local Market Value
253750.00
Local Total Cost Amount
248750.00
Local Unrealized Gain Loss
5000.00
Local Accrued Interest
1477.43
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: HANESBRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HANESBRANDS INC
Security Description
4.875% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
101500.00
Base Total Cost
97250.00
Base Unrealized Gain Loss
4250.00
Base Accrued Interest
622.92
Local Market Value
101500.00
Local Total Cost Amount
97250.00
Local Unrealized Gain Loss
4250.00
Local Accrued Interest
622.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: HARLAND CLARKE HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARLAND CLARKE HOLDINGS
Security Description
8.375% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
8.375
Original Face
0.00
Shares Par Value
670000.00
Base Market Value
713550.00
Base Total Cost
676931.25
Base Unrealized Gain Loss
36618.75
Base Accrued Interest
22289.12
Local Market Value
713550.00
Local Total Cost Amount
676931.25
Local Unrealized Gain Loss
36618.75
Local Accrued Interest
22289.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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