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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: HARLAND CLARKE HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARLAND CLARKE HOLDINGS
Security Description
6.875% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
345000.00
Base Market Value
356212.50
Base Total Cost
344787.50
Base Unrealized Gain Loss
11425.00
Base Accrued Interest
7906.24
Local Market Value
356212.50
Local Total Cost Amount
344787.50
Local Unrealized Gain Loss
11425.00
Local Accrued Interest
7906.24
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
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: 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
280000.00
Base Market Value
298200.00
Base Total Cost
295225.00
Base Unrealized Gain Loss
2975.00
Base Accrued Interest
9321.85
Local Market Value
298200.00
Local Total Cost Amount
295225.00
Local Unrealized Gain Loss
2975.00
Local Accrued Interest
9321.85
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HARLEY DAVIDSON FINL SER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARLEY DAVIDSON FINL SER
Security Description
2.85% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
2.85
Original Face
0.00
Shares Par Value
2175000.00
Base Market Value
2200512.75
Base Total Cost
2172564.00
Base Unrealized Gain Loss
27948.75
Base Accrued Interest
28583.13
Local Market Value
2200512.75
Local Total Cost Amount
2172564.00
Local Unrealized Gain Loss
27948.75
Local Accrued Interest
28583.13
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
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: HARLEY DAVIDSON FINL SER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARLEY DAVIDSON FINL SER
Security Description
2.55% 09 Jun 2022
Maturity Date
2022-06-09T00:00:00.000
Interest Rate
2.55
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
297369.00
Base Total Cost
299523.00
Base Unrealized Gain Loss
-2154.00
Base Accrued Interest
467.50
Local Market Value
297369.00
Local Total Cost Amount
299523.00
Local Unrealized Gain Loss
-2154.00
Local Accrued Interest
467.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HARLEY DAVIDSON FINL SER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARLEY DAVIDSON FINL SER
Security Description
2.55% 09 Jun 2022
Maturity Date
2022-06-09T00:00:00.000
Interest Rate
2.55
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
123903.75
Base Total Cost
124801.25
Base Unrealized Gain Loss
-897.50
Base Accrued Interest
194.79
Local Market Value
123903.75
Local Total Cost Amount
124801.25
Local Unrealized Gain Loss
-897.50
Local Accrued Interest
194.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HARMAN INTL IND
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARMAN INTL IND
Security Description
4.15% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
155926.50
Base Total Cost
145965.00
Base Unrealized Gain Loss
9961.50
Base Accrued Interest
795.42
Local Market Value
155926.50
Local Total Cost Amount
145965.00
Local Unrealized Gain Loss
9961.50
Local Accrued Interest
795.42
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
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: HARRIS CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARRIS CORPORATION
Security Description
4.854% 27 Apr 2035
Maturity Date
2035-04-27T00:00:00.000
Interest Rate
4.854
Original Face
0.00
Shares Par Value
3010000.00
Base Market Value
3295829.60
Base Total Cost
3249050.50
Base Unrealized Gain Loss
46779.10
Base Accrued Interest
25974.30
Local Market Value
3295829.60
Local Total Cost Amount
3249050.50
Local Unrealized Gain Loss
46779.10
Local Accrued Interest
25974.30
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
TELEPHONE
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: HARRIS CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARRIS CORPORATION
Security Description
1.999% 27 Apr 2018
Maturity Date
2018-04-27T00:00:00.000
Interest Rate
1.999
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
450616.50
Base Total Cost
450000.00
Base Unrealized Gain Loss
616.50
Base Accrued Interest
1599.20
Local Market Value
450616.50
Local Total Cost Amount
450000.00
Local Unrealized Gain Loss
616.50
Local Accrued Interest
1599.20
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
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: HARTFORD FINL SVCS GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARTFORD FINL SVCS GRP
Security Description
4.3% 15 Apr 2043
Maturity Date
2043-04-15T00:00:00.000
Interest Rate
4.3
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
203374.00
Base Total Cost
198400.00
Base Unrealized Gain Loss
4974.00
Base Accrued Interest
1815.55
Local Market Value
203374.00
Local Total Cost Amount
198400.00
Local Unrealized Gain Loss
4974.00
Local Accrued Interest
1815.55
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: HARTFORD FINL SVCS GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARTFORD FINL SVCS GRP
Security Description
5.125% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
82000.00
Base Market Value
91024.92
Base Total Cost
83627.18
Base Unrealized Gain Loss
7397.74
Base Accrued Interest
887.19
Local Market Value
91024.92
Local Total Cost Amount
83627.18
Local Unrealized Gain Loss
7397.74
Local Accrued Interest
887.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA HEALTHCARE INC
Security Description
6.25% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1360000.00
Base Market Value
1485800.00
Base Total Cost
1450600.00
Base Unrealized Gain Loss
35200.00
Base Accrued Interest
32111.11
Local Market Value
1485800.00
Local Total Cost Amount
1450600.00
Local Unrealized Gain Loss
35200.00
Local Accrued Interest
32111.11
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
7.5% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
4345000.00
Base Market Value
5002181.25
Base Total Cost
4630297.87
Base Unrealized Gain Loss
371883.38
Base Accrued Interest
123108.33
Local Market Value
5002181.25
Local Total Cost Amount
4630297.87
Local Unrealized Gain Loss
371883.38
Local Accrued Interest
123108.33
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
7.75% 15 Jul 2036
Maturity Date
2036-07-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
3425000.00
Base Market Value
3870250.00
Base Total Cost
2938072.56
Base Unrealized Gain Loss
932177.44
Base Accrued Interest
122396.18
Local Market Value
3870250.00
Local Total Cost Amount
2938072.56
Local Unrealized Gain Loss
932177.44
Local Accrued Interest
122396.18
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
7.5% 06 Nov 2033
Maturity Date
2033-11-06T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
2535000.00
Base Market Value
2867718.75
Base Total Cost
2218662.50
Base Unrealized Gain Loss
649056.25
Base Accrued Interest
29046.88
Local Market Value
2867718.75
Local Total Cost Amount
2218662.50
Local Unrealized Gain Loss
649056.25
Local Accrued Interest
29046.88
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
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
1730000.00
Base Market Value
1824804.00
Base Total Cost
1754287.50
Base Unrealized Gain Loss
70516.50
Base Accrued Interest
38744.77
Local Market Value
1824804.00
Local Total Cost Amount
1754287.50
Local Unrealized Gain Loss
70516.50
Local Accrued Interest
38744.77
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
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.25% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
1625000.00
Base Market Value
1752562.50
Base Total Cost
1677245.83
Base Unrealized Gain Loss
75316.67
Base Accrued Interest
3791.67
Local Market Value
1752562.50
Local Total Cost Amount
1677245.83
Local Unrealized Gain Loss
75316.67
Local Accrued Interest
3791.67
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
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
7.05% 01 Dec 2027
Maturity Date
2027-12-01T00:00:00.000
Interest Rate
7.05
Original Face
0.00
Shares Par Value
1557000.00
Base Market Value
1743840.00
Base Total Cost
1350484.58
Base Unrealized Gain Loss
393355.42
Base Accrued Interest
9147.38
Local Market Value
1743840.00
Local Total Cost Amount
1350484.58
Local Unrealized Gain Loss
393355.42
Local Accrued Interest
9147.38
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
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
3.75% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
1530000.00
Base Market Value
1560600.00
Base Total Cost
1564425.00
Base Unrealized Gain Loss
-3825.00
Base Accrued Interest
17106.25
Local Market Value
1560600.00
Local Total Cost Amount
1564425.00
Local Unrealized Gain Loss
-3825.00
Local Accrued Interest
17106.25
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
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
1388000.00
Base Market Value
1464062.40
Base Total Cost
1407371.00
Base Unrealized Gain Loss
56691.40
Base Accrued Interest
31085.39
Local Market Value
1464062.40
Local Total Cost Amount
1407371.00
Local Unrealized Gain Loss
56691.40
Local Accrued Interest
31085.39
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1345000.00
Base Market Value
1424018.75
Base Total Cost
1389497.95
Base Unrealized Gain Loss
34520.80
Base Accrued Interest
19805.55
Local Market Value
1424018.75
Local Total Cost Amount
1389497.95
Local Unrealized Gain Loss
34520.80
Local Accrued Interest
19805.55
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
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
4.75% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
1195000.00
Base Market Value
1263712.50
Base Total Cost
1238381.89
Base Unrealized Gain Loss
25330.61
Base Accrued Interest
9464.38
Local Market Value
1263712.50
Local Total Cost Amount
1238381.89
Local Unrealized Gain Loss
25330.61
Local Accrued Interest
9464.38
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
INDUSTRIAL
Moody S Quality Rating
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.25% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
1110000.00
Base Market Value
1197135.00
Base Total Cost
1123806.25
Base Unrealized Gain Loss
73328.75
Base Accrued Interest
2589.99
Local Market Value
1197135.00
Local Total Cost Amount
1123806.25
Local Unrealized Gain Loss
73328.75
Local Accrued Interest
2589.99
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
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
885000.00
Base Market Value
981243.75
Base Total Cost
964650.00
Base Unrealized Gain Loss
16593.75
Base Accrued Interest
15309.27
Local Market Value
981243.75
Local Total Cost Amount
964650.00
Local Unrealized Gain Loss
16593.75
Local Accrued Interest
15309.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
870000.00
Base Market Value
917676.00
Base Total Cost
884612.53
Base Unrealized Gain Loss
33063.47
Base Accrued Interest
19484.36
Local Market Value
917676.00
Local Total Cost Amount
884612.53
Local Unrealized Gain Loss
33063.47
Local Accrued Interest
19484.36
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.875% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
800000.00
Base Market Value
864000.00
Base Total Cost
852081.25
Base Unrealized Gain Loss
11918.75
Base Accrued Interest
17760.41
Local Market Value
864000.00
Local Total Cost Amount
852081.25
Local Unrealized Gain Loss
11918.75
Local Accrued Interest
17760.41
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
792000.00
Base Market Value
878130.00
Base Total Cost
841699.48
Base Unrealized Gain Loss
36430.52
Base Accrued Interest
13700.49
Local Market Value
878130.00
Local Total Cost Amount
841699.48
Local Unrealized Gain Loss
36430.52
Local Accrued Interest
13700.49
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
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.25% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
730000.00
Base Market Value
784750.00
Base Total Cost
778953.41
Base Unrealized Gain Loss
5796.59
Base Accrued Interest
8095.22
Local Market Value
784750.00
Local Total Cost Amount
778953.41
Local Unrealized Gain Loss
5796.59
Local Accrued Interest
8095.22
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
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
7.69% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7.69
Original Face
0.00
Shares Par Value
730000.00
Base Market Value
846800.00
Base Total Cost
819075.00
Base Unrealized Gain Loss
27725.00
Base Accrued Interest
2494.97
Local Market Value
846800.00
Local Total Cost Amount
819075.00
Local Unrealized Gain Loss
27725.00
Local Accrued Interest
2494.97
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
620000.00
Base Market Value
653976.00
Base Total Cost
637415.63
Base Unrealized Gain Loss
16560.37
Base Accrued Interest
13889.88
Local Market Value
653976.00
Local Total Cost Amount
637415.63
Local Unrealized Gain Loss
16560.37
Local Accrued Interest
13889.88
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
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.875% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
555000.00
Base Market Value
604256.25
Base Total Cost
588637.50
Base Unrealized Gain Loss
15618.75
Base Accrued Interest
5434.38
Local Market Value
604256.25
Local Total Cost Amount
588637.50
Local Unrealized Gain Loss
15618.75
Local Accrued Interest
5434.38
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
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
4.5% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
550000.00
Base Market Value
565812.50
Base Total Cost
551687.50
Base Unrealized Gain Loss
14125.00
Base Accrued Interest
9350.00
Local Market Value
565812.50
Local Total Cost Amount
551687.50
Local Unrealized Gain Loss
14125.00
Local Accrued Interest
9350.00
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
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.5% 15 Jun 2047
Maturity Date
2047-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
540000.00
Base Market Value
558900.00
Base Total Cost
544812.50
Base Unrealized Gain Loss
14087.50
Base Accrued Interest
742.50
Local Market Value
558900.00
Local Total Cost Amount
544812.50
Local Unrealized Gain Loss
14087.50
Local Accrued Interest
742.50
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
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.875% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
525000.00
Base Market Value
571593.75
Base Total Cost
543375.00
Base Unrealized Gain Loss
28218.75
Base Accrued Interest
5140.62
Local Market Value
571593.75
Local Total Cost Amount
543375.00
Local Unrealized Gain Loss
28218.75
Local Accrued Interest
5140.62
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
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
4.5% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
520000.00
Base Market Value
534950.00
Base Total Cost
520506.25
Base Unrealized Gain Loss
14443.75
Base Accrued Interest
8843.75
Local Market Value
534950.00
Local Total Cost Amount
520506.25
Local Unrealized Gain Loss
14443.75
Local Accrued Interest
8843.75
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
INDUSTRIAL
Moody S Quality Rating
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.5% 15 Jun 2047
Maturity Date
2047-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
465000.00
Base Market Value
481275.00
Base Total Cost
465000.00
Base Unrealized Gain Loss
16275.00
Base Accrued Interest
639.38
Local Market Value
481275.00
Local Total Cost Amount
465000.00
Local Unrealized Gain Loss
16275.00
Local Accrued Interest
639.38
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
INDUSTRIAL
Moody S Quality Rating
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
6.5% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
436500.00
Base Total Cost
446545.57
Base Unrealized Gain Loss
-10045.57
Base Accrued Interest
9827.63
Local Market Value
436500.00
Local Total Cost Amount
446545.57
Local Unrealized Gain Loss
-10045.57
Local Accrued Interest
9827.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
6.5% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
409218.75
Base Total Cost
412500.00
Base Unrealized Gain Loss
-3281.25
Base Accrued Interest
9208.33
Local Market Value
409218.75
Local Total Cost Amount
412500.00
Local Unrealized Gain Loss
-3281.25
Local Accrued Interest
9208.33
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
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.5% 15 Jun 2047
Maturity Date
2047-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
388125.00
Base Total Cost
375000.00
Base Unrealized Gain Loss
13125.00
Base Accrued Interest
515.63
Local Market Value
388125.00
Local Total Cost Amount
375000.00
Local Unrealized Gain Loss
13125.00
Local Accrued Interest
515.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.875% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
359000.00
Base Market Value
390861.25
Base Total Cost
384258.75
Base Unrealized Gain Loss
6602.50
Base Accrued Interest
3515.21
Local Market Value
390861.25
Local Total Cost Amount
384258.75
Local Unrealized Gain Loss
6602.50
Local Accrued Interest
3515.21
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.25% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
337000.00
Base Market Value
363454.50
Base Total Cost
348686.25
Base Unrealized Gain Loss
14768.25
Base Accrued Interest
786.33
Local Market Value
363454.50
Local Total Cost Amount
348686.25
Local Unrealized Gain Loss
14768.25
Local Accrued Interest
786.33
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
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
4.5% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
295000.00
Base Market Value
303481.25
Base Total Cost
288887.50
Base Unrealized Gain Loss
14593.75
Base Accrued Interest
5015.00
Local Market Value
303481.25
Local Total Cost Amount
288887.50
Local Unrealized Gain Loss
14593.75
Local Accrued Interest
5015.00
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
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
270000.00
Base Market Value
299362.50
Base Total Cost
295494.64
Base Unrealized Gain Loss
3867.86
Base Accrued Interest
4675.52
Local Market Value
299362.50
Local Total Cost Amount
295494.64
Local Unrealized Gain Loss
3867.86
Local Accrued Interest
4675.52
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
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
211750.00
Base Total Cost
198338.75
Base Unrealized Gain Loss
13411.25
Base Accrued Interest
2944.45
Local Market Value
211750.00
Local Total Cost Amount
198338.75
Local Unrealized Gain Loss
13411.25
Local Accrued Interest
2944.45
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
INDUSTRIAL
Moody S Quality Rating
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
210960.00
Base Total Cost
206000.00
Base Unrealized Gain Loss
4960.00
Base Accrued Interest
4479.17
Local Market Value
210960.00
Local Total Cost Amount
206000.00
Local Unrealized Gain Loss
4960.00
Local Accrued Interest
4479.17
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
6.5% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
218250.00
Base Total Cost
220000.00
Base Unrealized Gain Loss
-1750.00
Base Accrued Interest
4911.10
Local Market Value
218250.00
Local Total Cost Amount
220000.00
Local Unrealized Gain Loss
-1750.00
Local Accrued Interest
4911.10
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
Ba1
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.25% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
160000.00
Base Market Value
172560.00
Base Total Cost
160000.00
Base Unrealized Gain Loss
12560.00
Base Accrued Interest
373.33
Local Market Value
172560.00
Local Total Cost Amount
160000.00
Local Unrealized Gain Loss
12560.00
Local Accrued Interest
373.33
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
Ba1
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: HCP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCP INC
Security Description
4% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
675000.00
Base Market Value
691436.25
Base Total Cost
669100.50
Base Unrealized Gain Loss
22335.75
Base Accrued Interest
2250.00
Local Market Value
691436.25
Local Total Cost Amount
669100.50
Local Unrealized Gain Loss
22335.75
Local Accrued Interest
2250.00
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
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: HCP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCP INC
Security Description
3.875% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
152922.00
Base Total Cost
149923.50
Base Unrealized Gain Loss
2998.50
Base Accrued Interest
2195.83
Local Market Value
152922.00
Local Total Cost Amount
149923.50
Local Unrealized Gain Loss
2998.50
Local Accrued Interest
2195.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HD SUPPLY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HD SUPPLY INC
Security Description
5.75% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1270000.00
Base Market Value
1349375.00
Base Total Cost
1333762.50
Base Unrealized Gain Loss
15612.50
Base Accrued Interest
15416.38
Local Market Value
1349375.00
Local Total Cost Amount
1333762.50
Local Unrealized Gain Loss
15612.50
Local Accrued Interest
15416.38
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
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: HD SUPPLY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HD SUPPLY INC
Security Description
5.25% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
865000.00
Base Market Value
907713.70
Base Total Cost
890512.50
Base Unrealized Gain Loss
17201.20
Base Accrued Interest
2022.72
Local Market Value
907713.70
Local Total Cost Amount
890512.50
Local Unrealized Gain Loss
17201.20
Local Accrued Interest
2022.72
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
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