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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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.125% 30 Mar 2020
Maturity Date
2020-03-30T00:00:00.000
Interest Rate
4.125
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
205500.00
Base Total Cost
204000.00
Base Unrealized Gain Loss
1500.00
Base Accrued Interest
2085.42
Local Market Value
205500.00
Local Total Cost Amount
204000.00
Local Unrealized Gain Loss
1500.00
Local Accrued Interest
2085.42
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
FINANCE
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.625% 30 Mar 2025
Maturity Date
2025-03-30T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
204836.00
Base Total Cost
194251.25
Base Unrealized Gain Loss
10584.75
Base Accrued Interest
2338.19
Local Market Value
204836.00
Local Total Cost Amount
194251.25
Local Unrealized Gain Loss
10584.75
Local Accrued Interest
2338.19
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
5.125% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
180000.00
Base Market Value
189885.60
Base Total Cost
181787.50
Base Unrealized Gain Loss
8098.10
Base Accrued Interest
2331.86
Local Market Value
189885.60
Local Total Cost Amount
181787.50
Local Unrealized Gain Loss
8098.10
Local Accrued Interest
2331.86
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.75% 10 Sep 2018
Maturity Date
2018-09-10T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
102750.00
Base Total Cost
103125.00
Base Unrealized Gain Loss
-375.00
Base Accrued Interest
1464.58
Local Market Value
102750.00
Local Total Cost Amount
103125.00
Local Unrealized Gain Loss
-375.00
Local Accrued Interest
1464.58
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
8% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
113750.00
Base Total Cost
109125.00
Base Unrealized Gain Loss
4625.00
Base Accrued Interest
2355.56
Local Market Value
113750.00
Local Total Cost Amount
109125.00
Local Unrealized Gain Loss
4625.00
Local Accrued Interest
2355.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.125% 13 Feb 2022
Maturity Date
2022-02-13T00:00:00.000
Interest Rate
4.125
Original Face
0.00
Shares Par Value
12000.00
Base Market Value
12300.00
Base Total Cost
11791.20
Base Unrealized Gain Loss
508.80
Base Accrued Interest
189.75
Local Market Value
12300.00
Local Total Cost Amount
11791.20
Local Unrealized Gain Loss
508.80
Local Accrued Interest
189.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: ALPHA 3 BV / US BIDCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALPHA 3 BV / US BIDCO
Security Description
6.25% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
810000.00
Base Market Value
833287.50
Base Total Cost
825412.50
Base Unrealized Gain Loss
7875.00
Base Accrued Interest
21093.74
Local Market Value
833287.50
Local Total Cost Amount
825412.50
Local Unrealized Gain Loss
7875.00
Local Accrued Interest
21093.74
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
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALPHA 3 BV / US BIDCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALPHA 3 BV / US BIDCO
Security Description
6.25% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
128593.75
Base Total Cost
125000.00
Base Unrealized Gain Loss
3593.75
Base Accrued Interest
3255.21
Local Market Value
128593.75
Local Total Cost Amount
125000.00
Local Unrealized Gain Loss
3593.75
Local Accrued Interest
3255.21
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
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALPINE FINANCE MERGER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALPINE FINANCE MERGER
Security Description
6.875% 01 Aug 2025
Maturity Date
2025-08-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
130000.00
Base Market Value
132275.00
Base Total Cost
130000.00
Base Unrealized Gain Loss
2275.00
Base Accrued Interest
0
Local Market Value
132275.00
Local Total Cost Amount
130000.00
Local Unrealized Gain Loss
2275.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: 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
358680.05
Base Market Value
358680.05
Base Total Cost
358680.05
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
358680.05
Local Total Cost Amount
358680.05
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: ALTABA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTABA INC
Security Description
0.01% 01 Dec 2018
Maturity Date
2018-12-01T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
2363000.00
Base Market Value
2686447.44
Base Total Cost
2448146.46
Base Unrealized Gain Loss
238300.98
Base Accrued Interest
0
Local Market Value
2686447.44
Local Total Cost Amount
2448146.46
Local Unrealized Gain Loss
238300.98
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
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
7.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
2020000.00
Base Market Value
2242200.00
Base Total Cost
2150318.75
Base Unrealized Gain Loss
91881.25
Base Accrued Interest
69858.35
Local Market Value
2242200.00
Local Total Cost Amount
2150318.75
Local Unrealized Gain Loss
91881.25
Local Accrued Interest
69858.35
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
TELEPHONE
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
6.625% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
1109000.00
Base Market Value
1176582.46
Base Total Cost
1109000.00
Base Unrealized Gain Loss
67582.46
Base Accrued Interest
18367.81
Local Market Value
1176582.46
Local Total Cost Amount
1109000.00
Local Unrealized Gain Loss
67582.46
Local Accrued Interest
18367.81
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
TELEPHONE
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
6.625% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
873000.00
Base Market Value
926200.62
Base Total Cost
890490.00
Base Unrealized Gain Loss
35710.62
Base Accrued Interest
14459.05
Local Market Value
926200.62
Local Total Cost Amount
890490.00
Local Unrealized Gain Loss
35710.62
Local Accrued Interest
14459.05
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
TELEPHONE
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
6.5% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
679250.00
Base Total Cost
650000.00
Base Unrealized Gain Loss
29250.00
Base Accrued Interest
19481.94
Local Market Value
679250.00
Local Total Cost Amount
650000.00
Local Unrealized Gain Loss
29250.00
Local Accrued Interest
19481.94
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
TELEPHONE
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
7.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
474000.00
Base Market Value
526140.00
Base Total Cost
474000.00
Base Unrealized Gain Loss
52140.00
Base Accrued Interest
16392.50
Local Market Value
526140.00
Local Total Cost Amount
474000.00
Local Unrealized Gain Loss
52140.00
Local Accrued Interest
16392.50
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
TELEPHONE
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
6.625% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
291758.50
Base Total Cost
275000.00
Base Unrealized Gain Loss
16758.50
Base Accrued Interest
4554.68
Local Market Value
291758.50
Local Total Cost Amount
275000.00
Local Unrealized Gain Loss
16758.50
Local Accrued Interest
4554.68
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
TELEPHONE
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
7.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
277500.00
Base Total Cost
250000.00
Base Unrealized Gain Loss
27500.00
Base Accrued Interest
8645.83
Local Market Value
277500.00
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
27500.00
Local Accrued Interest
8645.83
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
TELEPHONE
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: ALTICE FINCO SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINCO SA
Security Description
8.125% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
1040000.00
Base Market Value
1131000.00
Base Total Cost
1071400.00
Base Unrealized Gain Loss
59600.00
Base Accrued Interest
38963.87
Local Market Value
1131000.00
Local Total Cost Amount
1071400.00
Local Unrealized Gain Loss
59600.00
Local Accrued Interest
38963.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: ALTICE LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE LUXEMBOURG SA
Security Description
7.625% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
6785000.00
Base Market Value
7438056.25
Base Total Cost
7210529.87
Base Unrealized Gain Loss
227526.38
Base Accrued Interest
129990.35
Local Market Value
7438056.25
Local Total Cost Amount
7210529.87
Local Unrealized Gain Loss
227526.38
Local Accrued Interest
129990.35
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
TELEPHONE
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: ALTICE LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE LUXEMBOURG SA
Security Description
7.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
1375000.00
Base Market Value
1459218.75
Base Total Cost
1393370.79
Base Unrealized Gain Loss
65847.96
Base Accrued Interest
39573.43
Local Market Value
1459218.75
Local Total Cost Amount
1393370.79
Local Unrealized Gain Loss
65847.96
Local Accrued Interest
39573.43
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
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: ALTICE LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE LUXEMBOURG SA
Security Description
7.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
840000.00
Base Market Value
891450.00
Base Total Cost
856460.03
Base Unrealized Gain Loss
34989.97
Base Accrued Interest
24593.33
Local Market Value
891450.00
Local Total Cost Amount
856460.03
Local Unrealized Gain Loss
34989.97
Local Accrued Interest
24593.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
PLN
Local Currency Code: PLN • Trade Country Name: POLAND • Security Name: POLISH ZLOTY
Local Currency Code
PLN
Trade Country Name
POLAND
Security Name
POLISH ZLOTY
Security Description
0
Maturity Date
1899-12-31T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
131131.22
Base Market Value
35361.55
Base Total Cost
35334.03
Base Unrealized Gain Loss
27.52
Base Accrued Interest
0
Local Market Value
131131.22
Local Total Cost Amount
131131.22
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
Moody S Quality Rating
0
S And P Quality Rating
0
Direct Group Trust Holding
Group Trust
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE LUXEMBOURG SA
Security Description
7.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
815000.00
Base Market Value
864918.75
Base Total Cost
829033.62
Base Unrealized Gain Loss
35885.13
Base Accrued Interest
23861.38
Local Market Value
864918.75
Local Total Cost Amount
829033.62
Local Unrealized Gain Loss
35885.13
Local Accrued Interest
23861.38
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
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: ALTICE LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE LUXEMBOURG SA
Security Description
7.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
742875.00
Base Total Cost
719500.00
Base Unrealized Gain Loss
23375.00
Base Accrued Interest
20494.43
Local Market Value
742875.00
Local Total Cost Amount
719500.00
Local Unrealized Gain Loss
23375.00
Local Accrued Interest
20494.43
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
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: ALTICE LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE LUXEMBOURG SA
Security Description
7.625% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
605000.00
Base Market Value
663231.25
Base Total Cost
609706.92
Base Unrealized Gain Loss
53524.33
Base Accrued Interest
11539.16
Local Market Value
663231.25
Local Total Cost Amount
609706.92
Local Unrealized Gain Loss
53524.33
Local Accrued Interest
11539.16
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
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: ALTICE US FINANCE I CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE US FINANCE I CORP
Security Description
5.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1650000.00
Base Market Value
1732500.00
Base Total Cost
1703493.75
Base Unrealized Gain Loss
29006.25
Base Accrued Interest
11947.23
Local Market Value
1732500.00
Local Total Cost Amount
1703493.75
Local Unrealized Gain Loss
29006.25
Local Accrued Interest
11947.23
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
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: ALTICE US FINANCE I CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE US FINANCE I CORP
Security Description
5.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
795000.00
Base Market Value
834750.00
Base Total Cost
795000.00
Base Unrealized Gain Loss
39750.00
Base Accrued Interest
5587.08
Local Market Value
834750.00
Local Total Cost Amount
795000.00
Local Unrealized Gain Loss
39750.00
Local Accrued Interest
5587.08
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
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: ALTICE US FINANCE I CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE US FINANCE I CORP
Security Description
5.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
505000.00
Base Market Value
530250.00
Base Total Cost
506912.50
Base Unrealized Gain Loss
23337.50
Base Accrued Interest
3555.14
Local Market Value
530250.00
Local Total Cost Amount
506912.50
Local Unrealized Gain Loss
23337.50
Local Accrued Interest
3555.14
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
TELEPHONE
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: ALTICE US FINANCE I CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE US FINANCE I CORP
Security Description
5.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
330000.00
Base Market Value
346500.00
Base Total Cost
330000.00
Base Unrealized Gain Loss
16500.00
Base Accrued Interest
2319.17
Local Market Value
346500.00
Local Total Cost Amount
330000.00
Local Unrealized Gain Loss
16500.00
Local Accrued Interest
2319.17
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
TELEPHONE
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: ALTICE US FINANCE I CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE US FINANCE I CORP
Security Description
5.375% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
261000.00
Base Market Value
271604.43
Base Total Cost
261000.00
Base Unrealized Gain Loss
10604.43
Base Accrued Interest
6468.82
Local Market Value
271604.43
Local Total Cost Amount
261000.00
Local Unrealized Gain Loss
10604.43
Local Accrued Interest
6468.82
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: ALTRIA GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTRIA GROUP INC
Security Description
2.85% 09 Aug 2022
Maturity Date
2022-08-09T00:00:00.000
Interest Rate
2.85
Original Face
0.00
Shares Par Value
1010000.00
Base Market Value
1025756.00
Base Total Cost
1009141.50
Base Unrealized Gain Loss
16614.50
Base Accrued Interest
11354.08
Local Market Value
1025756.00
Local Total Cost Amount
1009141.50
Local Unrealized Gain Loss
16614.50
Local Accrued Interest
11354.08
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: ALTRIA GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTRIA GROUP INC
Security Description
2.85% 09 Aug 2022
Maturity Date
2022-08-09T00:00:00.000
Interest Rate
2.85
Original Face
0.00
Shares Par Value
690000.00
Base Market Value
700764.00
Base Total Cost
690855.60
Base Unrealized Gain Loss
9908.40
Base Accrued Interest
7756.75
Local Market Value
700764.00
Local Total Cost Amount
690855.60
Local Unrealized Gain Loss
9908.40
Local Accrued Interest
7756.75
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
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: ALTRIA GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTRIA GROUP INC
Security Description
5.375% 31 Jan 2044
Maturity Date
2044-01-31T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
455000.00
Base Market Value
548475.20
Base Total Cost
453061.70
Base Unrealized Gain Loss
95413.50
Base Accrued Interest
10190.10
Local Market Value
548475.20
Local Total Cost Amount
453061.70
Local Unrealized Gain Loss
95413.50
Local Accrued Interest
10190.10
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
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: ALTRIA GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTRIA GROUP INC
Security Description
9.25% 06 Aug 2019
Maturity Date
2019-08-06T00:00:00.000
Interest Rate
9.25
Original Face
0.00
Shares Par Value
169000.00
Base Market Value
194006.93
Base Total Cost
202722.26
Base Unrealized Gain Loss
-8715.33
Base Accrued Interest
6296.42
Local Market Value
194006.93
Local Total Cost Amount
202722.26
Local Unrealized Gain Loss
-8715.33
Local Accrued Interest
6296.42
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
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: ALZA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALZA CORP
Security Description
0.01% 28 Jul 2020
Maturity Date
2020-07-28T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
1745000.00
Base Market Value
3168274.35
Base Total Cost
1781845.31
Base Unrealized Gain Loss
1386429.04
Base Accrued Interest
0
Local Market Value
3168274.35
Local Total Cost Amount
1781845.31
Local Unrealized Gain Loss
1386429.04
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
Moody S Quality Rating
Aa1
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMAYA HLDGS B V
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMAYA HLDGS B V
Security Description
1% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
591823.10
Base Market Value
593539.39
Base Total Cost
568650.68
Base Unrealized Gain Loss
24888.71
Base Accrued Interest
0
Local Market Value
593539.39
Local Total Cost Amount
568650.68
Local Unrealized Gain Loss
24888.71
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: NETHERLANDS (THE) • Security Name: AMAYA HLDGS B V
Local Currency Code
USD
Trade Country Name
NETHERLANDS (THE)
Security Name
AMAYA HLDGS B V
Security Description
1% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
65625.00
Base Market Value
66026.95
Base Total Cost
65086.54
Base Unrealized Gain Loss
940.41
Base Accrued Interest
0
Local Market Value
66026.95
Local Total Cost Amount
65086.54
Local Unrealized Gain Loss
940.41
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: AMAZON.COM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMAZON.COM INC
Security Description
2.5% 29 Nov 2022
Maturity Date
2022-11-29T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1512015.00
Base Total Cost
1543800.00
Base Unrealized Gain Loss
-31785.00
Base Accrued Interest
3333.33
Local Market Value
1512015.00
Local Total Cost Amount
1543800.00
Local Unrealized Gain Loss
-31785.00
Local Accrued Interest
3333.33
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
Baa1
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMAZON.COM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMAZON.COM INC
Security Description
4.8% 05 Dec 2034
Maturity Date
2034-12-05T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
929000.00
Base Market Value
1069464.80
Base Total Cost
921335.75
Base Unrealized Gain Loss
148129.05
Base Accrued Interest
3220.53
Local Market Value
1069464.80
Local Total Cost Amount
921335.75
Local Unrealized Gain Loss
148129.05
Local Accrued Interest
3220.53
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMC ENTERTAINMENT HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HOLDIN
Security Description
5.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
4000000.00
Base Market Value
4160000.00
Base Total Cost
4052180.56
Base Unrealized Gain Loss
107819.44
Base Accrued Interest
10222.22
Local Market Value
4160000.00
Local Total Cost Amount
4052180.56
Local Unrealized Gain Loss
107819.44
Local Accrued Interest
10222.22
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: AMC ENTERTAINMENT HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HOLDIN
Security Description
5.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1475000.00
Base Market Value
1534000.00
Base Total Cost
1473918.75
Base Unrealized Gain Loss
60081.25
Base Accrued Interest
3769.45
Local Market Value
1534000.00
Local Total Cost Amount
1473918.75
Local Unrealized Gain Loss
60081.25
Local Accrued Interest
3769.45
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
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: AMC ENTERTAINMENT HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HOLDIN
Security Description
5.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
665000.00
Base Market Value
691600.00
Base Total Cost
675959.84
Base Unrealized Gain Loss
15640.16
Base Accrued Interest
1704.24
Local Market Value
691600.00
Local Total Cost Amount
675959.84
Local Unrealized Gain Loss
15640.16
Local Accrued Interest
1704.24
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
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: AMC ENTERTAINMENT HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HOLDIN
Security Description
6.125% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
535000.00
Base Market Value
564590.85
Base Total Cost
541775.00
Base Unrealized Gain Loss
22815.85
Base Accrued Interest
9466.53
Local Market Value
564590.85
Local Total Cost Amount
541775.00
Local Unrealized Gain Loss
22815.85
Local Accrued Interest
9466.53
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AMC ENTERTAINMENT HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HOLDIN
Security Description
5.875% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
521875.00
Base Total Cost
503000.00
Base Unrealized Gain Loss
18875.00
Base Accrued Interest
3753.47
Local Market Value
521875.00
Local Total Cost Amount
503000.00
Local Unrealized Gain Loss
18875.00
Local Accrued Interest
3753.47
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
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: AMC ENTERTAINMENT HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HOLDIN
Security Description
5.875% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
418000.00
Base Market Value
436287.50
Base Total Cost
419425.00
Base Unrealized Gain Loss
16862.50
Base Accrued Interest
3137.90
Local Market Value
436287.50
Local Total Cost Amount
419425.00
Local Unrealized Gain Loss
16862.50
Local Accrued Interest
3137.90
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
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
4.75% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
1935000.00
Base Market Value
1996533.00
Base Total Cost
1944637.50
Base Unrealized Gain Loss
51895.50
Base Accrued Interest
4085.00
Local Market Value
1996533.00
Local Total Cost Amount
1944637.50
Local Unrealized Gain Loss
51895.50
Local Accrued Interest
4085.00
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
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1735000.00
Base Market Value
1776206.25
Base Total Cost
1737943.75
Base Unrealized Gain Loss
38262.50
Base Accrued Interest
21687.50
Local Market Value
1776206.25
Local Total Cost Amount
1737943.75
Local Unrealized Gain Loss
38262.50
Local Accrued Interest
21687.50
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
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: AMER AIRLINE 16 1 AA PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLINE 16 1 AA PTT
Security Description
3.575% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
3.575
Original Face
80000.00
Shares Par Value
77976.72
Base Market Value
79770.18
Base Total Cost
79044.03
Base Unrealized Gain Loss
726.15
Base Accrued Interest
1285.44
Local Market Value
79770.18
Local Total Cost Amount
79044.03
Local Unrealized Gain Loss
726.15
Local Accrued Interest
1285.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Aa3
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMER AIRLINE 17 1B PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLINE 17 1B PTT
Security Description
4.95% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
4.95
Original Face
0.00
Shares Par Value
1935000.00
Base Market Value
1993050.00
Base Total Cost
1935000.00
Base Unrealized Gain Loss
58050.00
Base Accrued Interest
44698.50
Local Market Value
1993050.00
Local Total Cost Amount
1935000.00
Local Unrealized Gain Loss
58050.00
Local Accrued Interest
44698.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
Direct Group Trust Holding
Direct
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