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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: 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
335000.00
Base Market Value
355937.50
Base Total Cost
355250.00
Base Unrealized Gain Loss
687.50
Base Accrued Interest
4071.32
Local Market Value
355937.50
Local Total Cost Amount
355250.00
Local Unrealized Gain Loss
687.50
Local Accrued Interest
4071.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: HEALTHCARE REALTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHCARE REALTY TRUST
Security Description
3.75% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
2250000.00
Base Market Value
2288745.00
Base Total Cost
2231527.50
Base Unrealized Gain Loss
57217.50
Base Accrued Interest
17812.50
Local Market Value
2288745.00
Local Total Cost Amount
2231527.50
Local Unrealized Gain Loss
57217.50
Local Accrued Interest
17812.50
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
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: HEALTHCARE REALTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHCARE REALTY TRUST
Security Description
5.75% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1355000.00
Base Market Value
1484050.20
Base Total Cost
1344160.00
Base Unrealized Gain Loss
139890.20
Base Accrued Interest
35926.32
Local Market Value
1484050.20
Local Total Cost Amount
1344160.00
Local Unrealized Gain Loss
139890.20
Local Accrued Interest
35926.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: HEALTHCARE TRUST OF AMER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHCARE TRUST OF AMER
Security Description
2.95% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
263000.00
Base Market Value
263078.90
Base Total Cost
262836.94
Base Unrealized Gain Loss
241.96
Base Accrued Interest
495.68
Local Market Value
263078.90
Local Total Cost Amount
262836.94
Local Unrealized Gain Loss
241.96
Local Accrued Interest
495.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: HEALTHSOUTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHSOUTH CORP
Security Description
5.75% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1105000.00
Base Market Value
1134006.25
Base Total Cost
1113583.19
Base Unrealized Gain Loss
20423.06
Base Accrued Interest
10589.58
Local Market Value
1134006.25
Local Total Cost Amount
1113583.19
Local Unrealized Gain Loss
20423.06
Local Accrued Interest
10589.58
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: HEALTHSOUTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHSOUTH CORP
Security Description
5.75% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
730000.00
Base Market Value
749162.50
Base Total Cost
730929.55
Base Unrealized Gain Loss
18232.95
Base Accrued Interest
6995.84
Local Market Value
749162.50
Local Total Cost Amount
730929.55
Local Unrealized Gain Loss
18232.95
Local Accrued Interest
6995.84
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
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: HEALTHSOUTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHSOUTH CORP
Security Description
5.125% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
690000.00
Base Market Value
710700.00
Base Total Cost
686762.50
Base Unrealized Gain Loss
23937.50
Base Accrued Interest
10412.27
Local Market Value
710700.00
Local Total Cost Amount
686762.50
Local Unrealized Gain Loss
23937.50
Local Accrued Interest
10412.27
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
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: HEALTHSOUTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHSOUTH CORP
Security Description
5.75% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
673000.00
Base Market Value
690666.25
Base Total Cost
687307.50
Base Unrealized Gain Loss
3358.75
Base Accrued Interest
6449.58
Local Market Value
690666.25
Local Total Cost Amount
687307.50
Local Unrealized Gain Loss
3358.75
Local Accrued Interest
6449.58
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: 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: HEATHROW FUNDING LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEATHROW FUNDING LTD
Security Description
4.875% 15 Jul 2021
Maturity Date
2021-07-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
2605000.00
Base Market Value
2798759.90
Base Total Cost
2583899.50
Base Unrealized Gain Loss
214860.40
Base Accrued Interest
58558.22
Local Market Value
2798759.90
Local Total Cost Amount
2583899.50
Local Unrealized Gain Loss
214860.40
Local Accrued Interest
58558.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: HECLA MINING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HECLA MINING CO
Security Description
6.875% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
985000.00
Base Market Value
1021937.50
Base Total Cost
958656.25
Base Unrealized Gain Loss
63281.25
Base Accrued Interest
11286.46
Local Market Value
1021937.50
Local Total Cost Amount
958656.25
Local Unrealized Gain Loss
63281.25
Local Accrued Interest
11286.46
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
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: HEINEKEN NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEINEKEN NV
Security Description
4% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
26000.00
Base Market Value
25739.48
Base Total Cost
25545.26
Base Unrealized Gain Loss
194.22
Base Accrued Interest
260.00
Local Market Value
25739.48
Local Total Cost Amount
25545.26
Local Unrealized Gain Loss
194.22
Local Accrued Interest
260.00
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: HELMERICH + PAYNE INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HELMERICH + PAYNE INTL
Security Description
4.65% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
4.65
Original Face
0.00
Shares Par Value
800000.00
Base Market Value
838912.00
Base Total Cost
823696.00
Base Unrealized Gain Loss
15216.00
Base Accrued Interest
10953.33
Local Market Value
838912.00
Local Total Cost Amount
823696.00
Local Unrealized Gain Loss
15216.00
Local Accrued Interest
10953.33
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
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: 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
1964951.76
Base Market Value
1964951.76
Base Total Cost
1964951.76
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1964951.76
Local Total Cost Amount
1964951.76
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: HERBALIFE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERBALIFE LTD
Security Description
2% 15 Aug 2019
Maturity Date
2019-08-15T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
1447000.00
Base Market Value
1504880.00
Base Total Cost
1227952.10
Base Unrealized Gain Loss
276927.90
Base Accrued Interest
10932.90
Local Market Value
1504880.00
Local Total Cost Amount
1227952.10
Local Unrealized Gain Loss
276927.90
Local Accrued Interest
10932.90
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: HERC RENTALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERC RENTALS INC
Security Description
7.5% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
245000.00
Base Market Value
258475.00
Base Total Cost
246531.25
Base Unrealized Gain Loss
11943.75
Base Accrued Interest
1531.25
Local Market Value
258475.00
Local Total Cost Amount
246531.25
Local Unrealized Gain Loss
11943.75
Local Accrued Interest
1531.25
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
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: HERCULES LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERCULES LLC
Security Description
6.5% 30 Jun 2029
Maturity Date
2029-06-30T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
2535000.00
Base Market Value
2547675.00
Base Total Cost
1982095.89
Base Unrealized Gain Loss
565579.11
Base Accrued Interest
457.71
Local Market Value
2547675.00
Local Total Cost Amount
1982095.89
Local Unrealized Gain Loss
565579.11
Local Accrued Interest
457.71
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: HERTZ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERTZ CORP
Security Description
5.5% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1885000.00
Base Market Value
1545700.00
Base Total Cost
1699250.00
Base Unrealized Gain Loss
-153550.00
Base Accrued Interest
21893.02
Local Market Value
1545700.00
Local Total Cost Amount
1699250.00
Local Unrealized Gain Loss
-153550.00
Local Accrued Interest
21893.02
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: HERTZ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERTZ CORP
Security Description
7.625% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
1430000.00
Base Market Value
1426568.00
Base Total Cost
1431350.00
Base Unrealized Gain Loss
-4782.00
Base Accrued Interest
7572.05
Local Market Value
1426568.00
Local Total Cost Amount
1431350.00
Local Unrealized Gain Loss
-4782.00
Local Accrued Interest
7572.05
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
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: HERTZ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERTZ CORP
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
659000.00
Base Market Value
574977.50
Base Total Cost
661723.75
Base Unrealized Gain Loss
-86746.25
Base Accrued Interest
8695.14
Local Market Value
574977.50
Local Total Cost Amount
661723.75
Local Unrealized Gain Loss
-86746.25
Local Accrued Interest
8695.14
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
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: HERTZ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERTZ CORP
Security Description
7.625% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
399040.00
Base Total Cost
397000.00
Base Unrealized Gain Loss
2040.00
Base Accrued Interest
2118.06
Local Market Value
399040.00
Local Total Cost Amount
397000.00
Local Unrealized Gain Loss
2040.00
Local Accrued Interest
2118.06
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: HERTZ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERTZ CORP
Security Description
6.75% 15 Apr 2019
Maturity Date
2019-04-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
364000.00
Base Market Value
364000.00
Base Total Cost
361267.50
Base Unrealized Gain Loss
2732.50
Base Accrued Interest
5187.00
Local Market Value
364000.00
Local Total Cost Amount
361267.50
Local Unrealized Gain Loss
2732.50
Local Accrued Interest
5187.00
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
WR
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: HERTZ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERTZ CORP
Security Description
7.625% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
329000.00
Base Market Value
328210.40
Base Total Cost
329000.00
Base Unrealized Gain Loss
-789.60
Base Accrued Interest
1742.10
Local Market Value
328210.40
Local Total Cost Amount
329000.00
Local Unrealized Gain Loss
-789.60
Local Accrued Interest
1742.10
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
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: HESS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HESS CORP
Security Description
7.875% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
785908.50
Base Total Cost
662954.07
Base Unrealized Gain Loss
122954.43
Base Accrued Interest
12796.88
Local Market Value
785908.50
Local Total Cost Amount
662954.07
Local Unrealized Gain Loss
122954.43
Local Accrued Interest
12796.88
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: JAFCO CO LTD
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
JAFCO CO LTD
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
1800
Base Market Value
65908.67
Base Total Cost
64214.37
Base Unrealized Gain Loss
1694.3
Base Accrued Interest
0
Local Market Value
7101000
Local Total Cost Amount
7121825
Local Unrealized Gain Loss
-20825
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
CAPITAL MARKETS
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HEXCEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEXCEL CORP
Security Description
3.95% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
3.95
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
76801.50
Base Total Cost
74669.25
Base Unrealized Gain Loss
2132.25
Base Accrued Interest
1110.94
Local Market Value
76801.50
Local Total Cost Amount
74669.25
Local Unrealized Gain Loss
2132.25
Local Accrued Interest
1110.94
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
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: HEXION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEXION INC
Security Description
7.875% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
3020000.00
Base Market Value
1834650.00
Base Total Cost
2146651.30
Base Unrealized Gain Loss
-312001.30
Base Accrued Interest
89845.00
Local Market Value
1834650.00
Local Total Cost Amount
2146651.30
Local Unrealized Gain Loss
-312001.30
Local Accrued Interest
89845.00
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
C
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: HEXION INC/HEXION NOVA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEXION INC/HEXION NOVA
Security Description
9% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
9
Original Face
0.00
Shares Par Value
310000.00
Base Market Value
211575.00
Base Total Cost
265300.00
Base Unrealized Gain Loss
-53725.00
Base Accrued Interest
3565.00
Local Market Value
211575.00
Local Total Cost Amount
265300.00
Local Unrealized Gain Loss
-53725.00
Local Accrued Interest
3565.00
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
FINANCE
Moody S Quality Rating
Ca
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: HIGHWOODS REALTY LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HIGHWOODS REALTY LP
Security Description
3.625% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
2350000.00
Base Market Value
2375920.50
Base Total Cost
2313457.50
Base Unrealized Gain Loss
62463.00
Base Accrued Interest
39280.90
Local Market Value
2375920.50
Local Total Cost Amount
2313457.50
Local Unrealized Gain Loss
62463.00
Local Accrued Interest
39280.90
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: HILAND PART LP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILAND PART LP/CORP
Security Description
5.5% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
83556.80
Base Total Cost
73000.00
Base Unrealized Gain Loss
10556.80
Base Accrued Interest
562.22
Local Market Value
83556.80
Local Total Cost Amount
73000.00
Local Unrealized Gain Loss
10556.80
Local Accrued Interest
562.22
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
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: HILCORP ENERGY I/HILCORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILCORP ENERGY I/HILCORP
Security Description
5.75% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
377000.00
Base Total Cost
378000.00
Base Unrealized Gain Loss
-1000.00
Base Accrued Interest
5750.00
Local Market Value
377000.00
Local Total Cost Amount
378000.00
Local Unrealized Gain Loss
-1000.00
Local Accrued Interest
5750.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILCORP ENERGY I/HILCORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILCORP ENERGY I/HILCORP
Security Description
5% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
322000.00
Base Total Cost
293467.50
Base Unrealized Gain Loss
28532.50
Base Accrued Interest
1458.34
Local Market Value
322000.00
Local Total Cost Amount
293467.50
Local Unrealized Gain Loss
28532.50
Local Accrued Interest
1458.34
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
ELECTRIC/GAS
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILL ROM HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILL ROM HOLDINGS INC
Security Description
5% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1075000.00
Base Market Value
1096500.00
Base Total Cost
1077700.00
Base Unrealized Gain Loss
18800.00
Base Accrued Interest
20454.86
Local Market Value
1096500.00
Local Total Cost Amount
1077700.00
Local Unrealized Gain Loss
18800.00
Local Accrued Interest
20454.86
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
HEALTH CARE EQUIPMENT & SUPPLI
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: HILL ROM HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILL ROM HOLDINGS INC
Security Description
5.75% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
425000.00
Base Market Value
447312.50
Base Total Cost
441468.75
Base Unrealized Gain Loss
5843.75
Base Accrued Interest
8145.83
Local Market Value
447312.50
Local Total Cost Amount
441468.75
Local Unrealized Gain Loss
5843.75
Local Accrued Interest
8145.83
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
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: HILL ROM HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILL ROM HOLDINGS INC
Security Description
5.75% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
210500.00
Base Total Cost
201326.00
Base Unrealized Gain Loss
9174.00
Base Accrued Interest
3833.33
Local Market Value
210500.00
Local Total Cost Amount
201326.00
Local Unrealized Gain Loss
9174.00
Local Accrued Interest
3833.33
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILL ROM HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILL ROM HOLDINGS INC
Security Description
5% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
102000.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
2000.00
Base Accrued Interest
1902.78
Local Market Value
102000.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
2000.00
Local Accrued Interest
1902.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
HEALTH CARE EQUIPMENT & SUPPLI
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: HILL ROM HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILL ROM HOLDINGS INC
Security Description
5% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
30000.00
Base Market Value
30600.00
Base Total Cost
30000.00
Base Unrealized Gain Loss
600.00
Base Accrued Interest
570.84
Local Market Value
30600.00
Local Total Cost Amount
30000.00
Local Unrealized Gain Loss
600.00
Local Accrued Interest
570.84
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
HEALTH CARE EQUIPMENT & SUPPLI
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: 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
-136.17
Base Market Value
-136.17
Base Total Cost
-136.17
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-136.17
Local Total Cost Amount
-136.17
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: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4.25% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
3100000.00
Base Market Value
3142625.00
Base Total Cost
3100000.00
Base Unrealized Gain Loss
42625.00
Base Accrued Interest
43916.67
Local Market Value
3142625.00
Local Total Cost Amount
3100000.00
Local Unrealized Gain Loss
42625.00
Local Accrued Interest
43916.67
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
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: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4.25% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
1005000.00
Base Market Value
1018818.75
Base Total Cost
999318.75
Base Unrealized Gain Loss
19500.00
Base Accrued Interest
14237.50
Local Market Value
1018818.75
Local Total Cost Amount
999318.75
Local Unrealized Gain Loss
19500.00
Local Accrued Interest
14237.50
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
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: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4.25% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
710000.00
Base Market Value
719762.50
Base Total Cost
710000.00
Base Unrealized Gain Loss
9762.50
Base Accrued Interest
10058.33
Local Market Value
719762.50
Local Total Cost Amount
710000.00
Local Unrealized Gain Loss
9762.50
Local Accrued Interest
10058.33
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
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: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4.25% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
525000.00
Base Market Value
532218.75
Base Total Cost
525000.00
Base Unrealized Gain Loss
7218.75
Base Accrued Interest
7437.50
Local Market Value
532218.75
Local Total Cost Amount
525000.00
Local Unrealized Gain Loss
7218.75
Local Accrued Interest
7437.50
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
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: HILTON WORLDWIDE FIN LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON WORLDWIDE FIN LLC
Security Description
4.625% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
3725000.00
Base Market Value
3841406.25
Base Total Cost
3725000.00
Base Unrealized Gain Loss
116406.25
Base Accrued Interest
50248.70
Local Market Value
3841406.25
Local Total Cost Amount
3725000.00
Local Unrealized Gain Loss
116406.25
Local Accrued Interest
50248.70
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: HILTON WORLDWIDE FIN LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON WORLDWIDE FIN LLC
Security Description
1% 25 Oct 2023
Maturity Date
2023-10-25T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
608301.65
Base Market Value
610753.11
Base Total Cost
611055.20
Base Unrealized Gain Loss
-302.09
Base Accrued Interest
0
Local Market Value
610753.11
Local Total Cost Amount
611055.20
Local Unrealized Gain Loss
-302.09
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: HISTORIC TW INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HISTORIC TW INC
Security Description
6.625% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
226000.00
Base Market Value
283797.24
Base Total Cost
296430.64
Base Unrealized Gain Loss
-12633.40
Base Accrued Interest
1913.15
Local Market Value
283797.24
Local Total Cost Amount
296430.64
Local Unrealized Gain Loss
-12633.40
Local Accrued Interest
1913.15
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: HOLCIM US FINANCE SARL +
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLCIM US FINANCE SARL +
Security Description
6% 30 Dec 2019
Maturity Date
2019-12-30T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
2360000.00
Base Market Value
2554180.80
Base Total Cost
2402206.15
Base Unrealized Gain Loss
151974.65
Base Accrued Interest
393.33
Local Market Value
2554180.80
Local Total Cost Amount
2402206.15
Local Unrealized Gain Loss
151974.65
Local Accrued Interest
393.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HOLLY ENERGY PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLLY ENERGY PARTNERS LP
Security Description
6% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
605000.00
Base Market Value
629200.00
Base Total Cost
638275.00
Base Unrealized Gain Loss
-9075.00
Base Accrued Interest
15125.00
Local Market Value
629200.00
Local Total Cost Amount
638275.00
Local Unrealized Gain Loss
-9075.00
Local Accrued Interest
15125.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HOLLY ENERGY PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLLY ENERGY PARTNERS LP
Security Description
6% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
104000.00
Base Market Value
108160.00
Base Total Cost
104000.00
Base Unrealized Gain Loss
4160.00
Base Accrued Interest
2600.00
Local Market Value
108160.00
Local Total Cost Amount
104000.00
Local Unrealized Gain Loss
4160.00
Local Accrued Interest
2600.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HOLLYFRONTIER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLLYFRONTIER CORP
Security Description
5.875% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
326000.00
Base Market Value
345462.20
Base Total Cost
326319.48
Base Unrealized Gain Loss
19142.72
Base Accrued Interest
4788.12
Local Market Value
345462.20
Local Total Cost Amount
326319.48
Local Unrealized Gain Loss
19142.72
Local Accrued Interest
4788.12
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
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: HOLOGIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLOGIC INC
Security Description
1% 15 Dec 2043
Maturity Date
2043-12-15T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
1251000.00
Base Market Value
1577048.13
Base Total Cost
1411105.59
Base Unrealized Gain Loss
165942.54
Base Accrued Interest
0
Local Market Value
1577048.13
Local Total Cost Amount
1411105.59
Local Unrealized Gain Loss
165942.54
Local Accrued Interest
0
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
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