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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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
7.5% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
370000.00
Base Market Value
401376.00
Base Total Cost
394050.00
Base Unrealized Gain Loss
7326.00
Base Accrued Interest
0
Local Market Value
401376.00
Local Total Cost Amount
394050.00
Local Unrealized Gain Loss
7326.00
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
INDUSTRIAL
Moody S Quality Rating
Ba3
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
5.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
326218.75
Base Total Cost
325000.00
Base Unrealized Gain Loss
1218.75
Base Accrued Interest
786.55
Local Market Value
326218.75
Local Total Cost Amount
325000.00
Local Unrealized Gain Loss
1218.75
Local Accrued Interest
786.55
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
Ba3
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
4.5% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
305000.00
Base Market Value
309956.25
Base Total Cost
305506.25
Base Unrealized Gain Loss
4450.00
Base Accrued Interest
3431.25
Local Market Value
309956.25
Local Total Cost Amount
305506.25
Local Unrealized Gain Loss
4450.00
Local Accrued Interest
3431.25
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
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
6.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
295000.00
Base Market Value
295000.00
Base Total Cost
293812.50
Base Unrealized Gain Loss
1187.50
Base Accrued Interest
885.00
Local Market Value
295000.00
Local Total Cost Amount
293812.50
Local Unrealized Gain Loss
1187.50
Local Accrued Interest
885.00
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
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
8.125% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
291843.75
Base Total Cost
286527.21
Base Unrealized Gain Loss
5316.54
Base Accrued Interest
5599.47
Local Market Value
291843.75
Local Total Cost Amount
286527.21
Local Unrealized Gain Loss
5316.54
Local Accrued Interest
5599.47
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
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
4.5% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
266000.00
Base Market Value
270322.50
Base Total Cost
269325.00
Base Unrealized Gain Loss
997.50
Base Accrued Interest
2992.50
Local Market Value
270322.50
Local Total Cost Amount
269325.00
Local Unrealized Gain Loss
997.50
Local Accrued Interest
2992.50
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
7% 01 Aug 2025
Maturity Date
2025-08-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
224156.25
Base Total Cost
225000.00
Base Unrealized Gain Loss
-843.75
Base Accrued Interest
6562.50
Local Market Value
224156.25
Local Total Cost Amount
225000.00
Local Unrealized Gain Loss
-843.75
Local Accrued Interest
6562.50
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
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
6.875% 15 Nov 2031
Maturity Date
2031-11-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
210000.00
Base Market Value
193200.00
Base Total Cost
202044.08
Base Unrealized Gain Loss
-8844.08
Base Accrued Interest
1844.78
Local Market Value
193200.00
Local Total Cost Amount
202044.08
Local Unrealized Gain Loss
-8844.08
Local Accrued Interest
1844.78
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
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
6.25% 01 Nov 2018
Maturity Date
2018-11-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
211000.00
Base Total Cost
210375.00
Base Unrealized Gain Loss
625.00
Base Accrued Interest
2083.33
Local Market Value
211000.00
Local Total Cost Amount
210375.00
Local Unrealized Gain Loss
625.00
Local Accrued Interest
2083.33
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
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
6.25% 01 Nov 2018
Maturity Date
2018-11-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
198000.00
Base Market Value
208890.00
Base Total Cost
201457.17
Base Unrealized Gain Loss
7432.83
Base Accrued Interest
2062.50
Local Market Value
208890.00
Local Total Cost Amount
201457.17
Local Unrealized Gain Loss
7432.83
Local Accrued Interest
2062.50
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
7.5% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
186000.00
Base Market Value
201772.80
Base Total Cost
186000.00
Base Unrealized Gain Loss
15772.80
Base Accrued Interest
0
Local Market Value
201772.80
Local Total Cost Amount
186000.00
Local Unrealized Gain Loss
15772.80
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
INDUSTRIAL
Moody S Quality Rating
Ba3
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
4.625% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
168000.00
Base Market Value
168210.00
Base Total Cost
168000.00
Base Unrealized Gain Loss
210.00
Base Accrued Interest
366.92
Local Market Value
168210.00
Local Total Cost Amount
168000.00
Local Unrealized Gain Loss
210.00
Local Accrued Interest
366.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
8.125% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
159187.50
Base Total Cost
156000.00
Base Unrealized Gain Loss
3187.50
Base Accrued Interest
3046.87
Local Market Value
159187.50
Local Total Cost Amount
156000.00
Local Unrealized Gain Loss
3187.50
Local Accrued Interest
3046.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
4.375% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
81200.00
Base Total Cost
79900.00
Base Unrealized Gain Loss
1300.00
Base Accrued Interest
0
Local Market Value
81200.00
Local Total Cost Amount
79900.00
Local Unrealized Gain Loss
1300.00
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
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
7.5% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
81360.00
Base Total Cost
75000.00
Base Unrealized Gain Loss
6360.00
Base Accrued Interest
0
Local Market Value
81360.00
Local Total Cost Amount
75000.00
Local Unrealized Gain Loss
6360.00
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
INDUSTRIAL
Moody S Quality Rating
Ba3
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
8% 01 Aug 2020
Maturity Date
2020-08-01T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
50625.00
Base Total Cost
50875.00
Base Unrealized Gain Loss
-250.00
Base Accrued Interest
1666.67
Local Market Value
50625.00
Local Total Cost Amount
50875.00
Local Unrealized Gain Loss
-250.00
Local Accrued Interest
1666.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENN VALLEY AUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENN VALLEY AUTHORITY
Security Description
2.875% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
18625000.00
Base Market Value
19061570.00
Base Total Cost
18572340.25
Base Unrealized Gain Loss
489229.75
Base Accrued Interest
209725.25
Local Market Value
19061570.00
Local Total Cost Amount
18572340.25
Local Unrealized Gain Loss
489229.75
Local Accrued Interest
209725.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
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: TENN VALLEY AUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENN VALLEY AUTHORITY
Security Description
5.25% 15 Sep 2039
Maturity Date
2039-09-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
4700000.00
Base Market Value
6157376.00
Base Total Cost
5919414.01
Base Unrealized Gain Loss
237961.99
Base Accrued Interest
72654.16
Local Market Value
6157376.00
Local Total Cost Amount
5919414.01
Local Unrealized Gain Loss
237961.99
Local Accrued Interest
72654.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
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: TENN VALLEY AUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENN VALLEY AUTHORITY
Security Description
3.5% 15 Dec 2042
Maturity Date
2042-12-15T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
4000000.00
Base Market Value
4163640.00
Base Total Cost
3903723.36
Base Unrealized Gain Loss
259916.64
Base Accrued Interest
6222.22
Local Market Value
4163640.00
Local Total Cost Amount
3903723.36
Local Unrealized Gain Loss
259916.64
Local Accrued Interest
6222.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
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: TENN VALLEY AUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENN VALLEY AUTHORITY
Security Description
5.88% 01 Apr 2036
Maturity Date
2036-04-01T00:00:00.000
Interest Rate
5.88
Original Face
0.00
Shares Par Value
3900000.00
Base Market Value
5345301.00
Base Total Cost
4649843.99
Base Unrealized Gain Loss
695457.01
Base Accrued Interest
57330.00
Local Market Value
5345301.00
Local Total Cost Amount
4649843.99
Local Unrealized Gain Loss
695457.01
Local Accrued Interest
57330.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENN VALLEY AUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENN VALLEY AUTHORITY
Security Description
7.125% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
2440000.00
Base Market Value
3534828.00
Base Total Cost
3501692.80
Base Unrealized Gain Loss
33135.20
Base Accrued Interest
28975.00
Local Market Value
3534828.00
Local Total Cost Amount
3501692.80
Local Unrealized Gain Loss
33135.20
Local Accrued Interest
28975.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
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: TENN VALLEY AUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENN VALLEY AUTHORITY
Security Description
2.875% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
153516.00
Base Total Cost
147742.49
Base Unrealized Gain Loss
5773.51
Base Accrued Interest
1689.06
Local Market Value
153516.00
Local Total Cost Amount
147742.49
Local Unrealized Gain Loss
5773.51
Local Accrued Interest
1689.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
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: TENNANT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENNANT CO
Security Description
5.625% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
860000.00
Base Market Value
903000.00
Base Total Cost
860000.00
Base Unrealized Gain Loss
43000.00
Base Accrued Interest
9809.38
Local Market Value
903000.00
Local Total Cost Amount
860000.00
Local Unrealized Gain Loss
43000.00
Local Accrued Interest
9809.38
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENNECO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENNECO INC
Security Description
5% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
282000.00
Base Market Value
285172.50
Base Total Cost
282000.00
Base Unrealized Gain Loss
3172.50
Base Accrued Interest
6501.67
Local Market Value
285172.50
Local Total Cost Amount
282000.00
Local Unrealized Gain Loss
3172.50
Local Accrued Interest
6501.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEREX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEREX CORP
Security Description
5.625% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
154312.50
Base Total Cost
150000.00
Base Unrealized Gain Loss
4312.50
Base Accrued Interest
3515.63
Local Market Value
154312.50
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
4312.50
Local Accrued Interest
3515.63
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
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: TERRAFORM POWER OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TERRAFORM POWER OPERATIN
Security Description
1% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
860000.00
Base Market Value
894400.00
Base Total Cost
882140.94
Base Unrealized Gain Loss
12259.06
Base Accrued Interest
22843.74
Local Market Value
894400.00
Local Total Cost Amount
882140.94
Local Unrealized Gain Loss
12259.06
Local Accrued Interest
22843.74
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TESLA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TESLA INC
Security Description
0.25% 01 Mar 2019
Maturity Date
2019-03-01T00:00:00.000
Interest Rate
0.25
Original Face
0.00
Shares Par Value
1130000.00
Base Market Value
1291025.00
Base Total Cost
1017764.13
Base Unrealized Gain Loss
273260.87
Base Accrued Interest
940.08
Local Market Value
1291025.00
Local Total Cost Amount
1017764.13
Local Unrealized Gain Loss
273260.87
Local Accrued Interest
940.08
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
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TESLA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TESLA INC
Security Description
1.25% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
197000.00
Base Market Value
227535.00
Base Total Cost
140501.44
Base Unrealized Gain Loss
87033.56
Base Accrued Interest
820.83
Local Market Value
227535.00
Local Total Cost Amount
140501.44
Local Unrealized Gain Loss
87033.56
Local Accrued Interest
820.83
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
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
421553.67
Base Market Value
421553.67
Base Total Cost
421553.67
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
421553.67
Local Total Cost Amount
421553.67
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: TESLA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TESLA INC
Security Description
0.25% 01 Mar 2019
Maturity Date
2019-03-01T00:00:00.000
Interest Rate
0.25
Original Face
0.00
Shares Par Value
194000.00
Base Market Value
221645.00
Base Total Cost
155139.04
Base Unrealized Gain Loss
66505.96
Base Accrued Interest
161.67
Local Market Value
221645.00
Local Total Cost Amount
155139.04
Local Unrealized Gain Loss
66505.96
Local Accrued Interest
161.67
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
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEVA PHARM FIN CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARM FIN CO LLC
Security Description
0.25% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
0.25
Original Face
0.00
Shares Par Value
1955000.00
Base Market Value
2096737.50
Base Total Cost
2378193.80
Base Unrealized Gain Loss
-281456.30
Base Accrued Interest
2036.46
Local Market Value
2096737.50
Local Total Cost Amount
2378193.80
Local Unrealized Gain Loss
-281456.30
Local Accrued Interest
2036.46
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
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
2.8% 21 Jul 2023
Maturity Date
2023-07-21T00:00:00.000
Interest Rate
2.8
Original Face
0.00
Shares Par Value
2655000.00
Base Market Value
2582385.75
Base Total Cost
2646132.30
Base Unrealized Gain Loss
-63746.55
Base Accrued Interest
33040.00
Local Market Value
2582385.75
Local Total Cost Amount
2646132.30
Local Unrealized Gain Loss
-63746.55
Local Accrued Interest
33040.00
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
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
2.2% 21 Jul 2021
Maturity Date
2021-07-21T00:00:00.000
Interest Rate
2.2
Original Face
0.00
Shares Par Value
2180000.00
Base Market Value
2140018.80
Base Total Cost
2134422.80
Base Unrealized Gain Loss
5596.00
Base Accrued Interest
21315.56
Local Market Value
2140018.80
Local Total Cost Amount
2134422.80
Local Unrealized Gain Loss
5596.00
Local Accrued Interest
21315.56
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
3.15% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
1935000.00
Base Market Value
1837630.80
Base Total Cost
1780709.15
Base Unrealized Gain Loss
56921.65
Base Accrued Interest
15238.13
Local Market Value
1837630.80
Local Total Cost Amount
1780709.15
Local Unrealized Gain Loss
56921.65
Local Accrued Interest
15238.13
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
1.4% 20 Jul 2018
Maturity Date
2018-07-20T00:00:00.000
Interest Rate
1.4
Original Face
0.00
Shares Par Value
1480000.00
Base Market Value
1476522.00
Base Total Cost
1478727.20
Base Unrealized Gain Loss
-2205.20
Base Accrued Interest
9266.44
Local Market Value
1476522.00
Local Total Cost Amount
1478727.20
Local Unrealized Gain Loss
-2205.20
Local Accrued Interest
9266.44
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
2.8% 21 Jul 2023
Maturity Date
2023-07-21T00:00:00.000
Interest Rate
2.8
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
607906.25
Base Total Cost
622912.50
Base Unrealized Gain Loss
-15006.25
Base Accrued Interest
7777.78
Local Market Value
607906.25
Local Total Cost Amount
622912.50
Local Unrealized Gain Loss
-15006.25
Local Accrued Interest
7777.78
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
4.1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4.1
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
552648.00
Base Total Cost
517800.00
Base Unrealized Gain Loss
34848.00
Base Accrued Interest
6150.00
Local Market Value
552648.00
Local Total Cost Amount
517800.00
Local Unrealized Gain Loss
34848.00
Local Accrued Interest
6150.00
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
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
1.7% 19 Jul 2019
Maturity Date
2019-07-19T00:00:00.000
Interest Rate
1.7
Original Face
0.00
Shares Par Value
342000.00
Base Market Value
338939.10
Base Total Cost
341969.22
Base Unrealized Gain Loss
-3030.12
Base Accrued Interest
2616.30
Local Market Value
338939.10
Local Total Cost Amount
341969.22
Local Unrealized Gain Loss
-3030.12
Local Accrued Interest
2616.30
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
4.1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4.1
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
230270.00
Base Total Cost
247917.50
Base Unrealized Gain Loss
-17647.50
Base Accrued Interest
2562.50
Local Market Value
230270.00
Local Total Cost Amount
247917.50
Local Unrealized Gain Loss
-17647.50
Local Accrued Interest
2562.50
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
2.2% 21 Jul 2021
Maturity Date
2021-07-21T00:00:00.000
Interest Rate
2.2
Original Face
0.00
Shares Par Value
151000.00
Base Market Value
148230.66
Base Total Cost
150750.85
Base Unrealized Gain Loss
-2520.19
Base Accrued Interest
1476.44
Local Market Value
148230.66
Local Total Cost Amount
150750.85
Local Unrealized Gain Loss
-2520.19
Local Accrued Interest
1476.44
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
3.15% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
115000.00
Base Market Value
109213.20
Base Total Cost
112979.25
Base Unrealized Gain Loss
-3766.05
Base Accrued Interest
905.63
Local Market Value
109213.20
Local Total Cost Amount
112979.25
Local Unrealized Gain Loss
-3766.05
Local Accrued Interest
905.63
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: TEVA PHARMACEUTICALS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARMACEUTICALS NE
Security Description
4.1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4.1
Original Face
0.00
Shares Par Value
71000.00
Base Market Value
65396.68
Base Total Cost
70408.57
Base Unrealized Gain Loss
-5011.89
Base Accrued Interest
727.75
Local Market Value
65396.68
Local Total Cost Amount
70408.57
Local Unrealized Gain Loss
-5011.89
Local Accrued Interest
727.75
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: TEXAS COHLD TCEH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEXAS COHLD TCEH
Security Description
11.5% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
11.5
Original Face
0.00
Shares Par Value
2190000.00
Base Market Value
0.00
Base Total Cost
2.19
Base Unrealized Gain Loss
-2.19
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
2.19
Local Unrealized Gain Loss
-2.19
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
INDUSTRIAL
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEXAS COMPETITIVE ELEC HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEXAS COMPETITIVE ELEC HLDGS
Security Description
1% 14 Dec 2023
Maturity Date
2023-12-14T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
204075.00
Base Market Value
204317.85
Base Total Cost
203668.80
Base Unrealized Gain Loss
649.05
Base Accrued Interest
0
Local Market Value
204317.85
Local Total Cost Amount
203668.80
Local Unrealized Gain Loss
649.05
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: TEXAS EASTERN TRANSMISSI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEXAS EASTERN TRANSMISSI
Security Description
2.8% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
2.8
Original Face
0.00
Shares Par Value
1200000.00
Base Market Value
1177260.00
Base Total Cost
1201512.00
Base Unrealized Gain Loss
-24252.00
Base Accrued Interest
7093.33
Local Market Value
1177260.00
Local Total Cost Amount
1201512.00
Local Unrealized Gain Loss
-24252.00
Local Accrued Interest
7093.33
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEXAS HEALTH RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEXAS HEALTH RESOURCES
Security Description
4.33% 15 Nov 2055
Maturity Date
2055-11-15T00:00:00.000
Interest Rate
4.33
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
235399.50
Base Total Cost
225000.00
Base Unrealized Gain Loss
10399.50
Base Accrued Interest
1244.88
Local Market Value
235399.50
Local Total Cost Amount
225000.00
Local Unrealized Gain Loss
10399.50
Local Accrued Interest
1244.88
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
Aa2
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: TEXTRON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEXTRON INC
Security Description
4% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
1055000.00
Base Market Value
1083358.40
Base Total Cost
1047003.10
Base Unrealized Gain Loss
36355.30
Base Accrued Interest
12425.56
Local Market Value
1083358.40
Local Total Cost Amount
1047003.10
Local Unrealized Gain Loss
36355.30
Local Accrued Interest
12425.56
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
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: TEXTRON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEXTRON INC
Security Description
3.65% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
3.65
Original Face
0.00
Shares Par Value
875000.00
Base Market Value
902072.50
Base Total Cost
887460.00
Base Unrealized Gain Loss
14612.50
Base Accrued Interest
10645.83
Local Market Value
902072.50
Local Total Cost Amount
887460.00
Local Unrealized Gain Loss
14612.50
Local Accrued Interest
10645.83
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
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: TEXTRON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEXTRON INC
Security Description
7.25% 01 Oct 2019
Maturity Date
2019-10-01T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
387058.00
Base Total Cost
349121.50
Base Unrealized Gain Loss
37936.50
Base Accrued Interest
6343.75
Local Market Value
387058.00
Local Total Cost Amount
349121.50
Local Unrealized Gain Loss
37936.50
Local Accrued Interest
6343.75
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
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: THC ESCROW CORP III
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THC ESCROW CORP III
Security Description
4.625% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
1040000.00
Base Market Value
1042808.00
Base Total Cost
1041256.25
Base Unrealized Gain Loss
1551.75
Base Accrued Interest
3437.78
Local Market Value
1042808.00
Local Total Cost Amount
1041256.25
Local Unrealized Gain Loss
1551.75
Local Accrued Interest
3437.78
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
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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