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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: LION INDUSTRIAL TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LION INDUSTRIAL TRUST
Interest Rate
0
Original Face
0.00
Shares Par Value
40000000.00
Base Market Value
40000000.00
Base Total Cost
40000000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
40000000.00
Local Total Cost Amount
40000000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
LMTD PARTNRSHIP UNTS
Major Industry Name
VENTURE CAPITAL
Minor Industry Name
VENTURE CAPITAL
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WELLTOWER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLTOWER INC
Security Description
2.25% 15 Mar 2018
Maturity Date
2018-03-15T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
62000.00
Base Market Value
62163.06
Base Total Cost
62062.17
Base Unrealized Gain Loss
100.89
Base Accrued Interest
410.75
Local Market Value
62163.06
Local Total Cost Amount
62062.17
Local Unrealized Gain Loss
100.89
Local Accrued Interest
410.75
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
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: WESCO DISTRIBUTION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESCO DISTRIBUTION INC
Security Description
5.375% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
521875.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
21875.00
Base Accrued Interest
1194.44
Local Market Value
521875.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
21875.00
Local Accrued Interest
1194.44
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
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: WEST FRASER TIMBER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEST FRASER TIMBER CO
Security Description
4.35% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
4070000.00
Base Market Value
3931090.90
Base Total Cost
4070000.00
Base Unrealized Gain Loss
-138909.10
Base Accrued Interest
37376.17
Local Market Value
3931090.90
Local Total Cost Amount
4070000.00
Local Unrealized Gain Loss
-138909.10
Local Accrued Interest
37376.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
10.5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
10.5
Original Face
0.00
Shares Par Value
3965000.00
Base Market Value
4677431.20
Base Total Cost
4385878.37
Base Unrealized Gain Loss
291552.83
Base Accrued Interest
104081.25
Local Market Value
4677431.20
Local Total Cost Amount
4385878.37
Local Unrealized Gain Loss
291552.83
Local Accrued Interest
104081.25
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
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: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
10.5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
10.5
Original Face
0.00
Shares Par Value
1395000.00
Base Market Value
1645653.60
Base Total Cost
1512042.18
Base Unrealized Gain Loss
133611.42
Base Accrued Interest
36627.50
Local Market Value
1645653.60
Local Total Cost Amount
1512042.18
Local Unrealized Gain Loss
133611.42
Local Accrued Interest
36627.50
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
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: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
10.5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
10.5
Original Face
0.00
Shares Par Value
1015000.00
Base Market Value
1197375.20
Base Total Cost
1012260.20
Base Unrealized Gain Loss
185115.00
Base Accrued Interest
26643.75
Local Market Value
1197375.20
Local Total Cost Amount
1012260.20
Local Unrealized Gain Loss
185115.00
Local Accrued Interest
26643.75
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
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: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
7.375% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
685000.00
Base Market Value
752643.75
Base Total Cost
685000.00
Base Unrealized Gain Loss
67643.75
Base Accrued Interest
12629.68
Local Market Value
752643.75
Local Total Cost Amount
685000.00
Local Unrealized Gain Loss
67643.75
Local Accrued Interest
12629.68
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
10.5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
10.5
Original Face
0.00
Shares Par Value
451000.00
Base Market Value
532035.68
Base Total Cost
451000.00
Base Unrealized Gain Loss
81035.68
Base Accrued Interest
11838.75
Local Market Value
532035.68
Local Total Cost Amount
451000.00
Local Unrealized Gain Loss
81035.68
Local Accrued Interest
11838.75
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
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: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
7.375% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
167000.00
Base Market Value
183491.25
Base Total Cost
167000.00
Base Unrealized Gain Loss
16491.25
Base Accrued Interest
3079.06
Local Market Value
183491.25
Local Total Cost Amount
167000.00
Local Unrealized Gain Loss
16491.25
Local Accrued Interest
3079.06
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
10.5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
10.5
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
94374.40
Base Total Cost
80105.00
Base Unrealized Gain Loss
14269.40
Base Accrued Interest
2100.00
Local Market Value
94374.40
Local Total Cost Amount
80105.00
Local Unrealized Gain Loss
14269.40
Local Accrued Interest
2100.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WESTERN GAS PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN GAS PARTNERS
Security Description
4% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
2075000.00
Base Market Value
2127061.75
Base Total Cost
2107008.20
Base Unrealized Gain Loss
20053.55
Base Accrued Interest
0
Local Market Value
2127061.75
Local Total Cost Amount
2107008.20
Local Unrealized Gain Loss
20053.55
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
ELECTRIC/GAS
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WESTERN GAS PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN GAS PARTNERS
Security Description
2.6% 15 Aug 2018
Maturity Date
2018-08-15T00:00:00.000
Interest Rate
2.6
Original Face
0.00
Shares Par Value
1075000.00
Base Market Value
1077977.75
Base Total Cost
1090738.00
Base Unrealized Gain Loss
-12760.25
Base Accrued Interest
10558.89
Local Market Value
1077977.75
Local Total Cost Amount
1090738.00
Local Unrealized Gain Loss
-12760.25
Local Accrued Interest
10558.89
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WESTERN GAS PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN GAS PARTNERS
Security Description
5.375% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
583000.00
Base Market Value
625867.99
Base Total Cost
575943.74
Base Unrealized Gain Loss
49924.25
Base Accrued Interest
2611.35
Local Market Value
625867.99
Local Total Cost Amount
575943.74
Local Unrealized Gain Loss
49924.25
Local Accrued Interest
2611.35
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
ELECTRIC/GAS
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WESTERN GAS PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN GAS PARTNERS
Security Description
5.375% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
475000.00
Base Market Value
509926.75
Base Total Cost
514885.75
Base Unrealized Gain Loss
-4959.00
Base Accrued Interest
2127.60
Local Market Value
509926.75
Local Total Cost Amount
514885.75
Local Unrealized Gain Loss
-4959.00
Local Accrued Interest
2127.60
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WESTERN GAS PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN GAS PARTNERS
Security Description
5.375% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
402573.75
Base Total Cost
370417.50
Base Unrealized Gain Loss
32156.25
Base Accrued Interest
1679.69
Local Market Value
402573.75
Local Total Cost Amount
370417.50
Local Unrealized Gain Loss
32156.25
Local Accrued Interest
1679.69
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WESTERN GAS PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN GAS PARTNERS
Security Description
2.6% 15 Aug 2018
Maturity Date
2018-08-15T00:00:00.000
Interest Rate
2.6
Original Face
0.00
Shares Par Value
145000.00
Base Market Value
145401.65
Base Total Cost
144824.55
Base Unrealized Gain Loss
577.10
Base Accrued Interest
1424.22
Local Market Value
145401.65
Local Total Cost Amount
144824.55
Local Unrealized Gain Loss
577.10
Local Accrued Interest
1424.22
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
ELECTRIC/GAS
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WESTERN UNION CO/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN UNION CO/THE
Security Description
2.875% 10 Dec 2017
Maturity Date
2017-12-10T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
168000.00
Base Market Value
168624.96
Base Total Cost
171305.01
Base Unrealized Gain Loss
-2680.05
Base Accrued Interest
281.74
Local Market Value
168624.96
Local Total Cost Amount
171305.01
Local Unrealized Gain Loss
-2680.05
Local Accrued Interest
281.74
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
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: WESTPAC BANKING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTPAC BANKING CORP
Security Description
1% 19 Aug 2019
Maturity Date
2019-08-19T00:00:00.000
Interest Rate
1.73839
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
502080.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
2080.00
Base Accrued Interest
1038.20
Local Market Value
502080.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
2080.00
Local Accrued Interest
1038.20
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
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: WESTROCK RKT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTROCK RKT CO
Security Description
3.5% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
460000.00
Base Market Value
472525.80
Base Total Cost
467364.60
Base Unrealized Gain Loss
5161.20
Base Accrued Interest
5366.67
Local Market Value
472525.80
Local Total Cost Amount
467364.60
Local Unrealized Gain Loss
5161.20
Local Accrued Interest
5366.67
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
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: WESTROCK RKT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTROCK RKT CO
Security Description
4.9% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
4.9
Original Face
0.00
Shares Par Value
120000.00
Base Market Value
130778.40
Base Total Cost
132745.20
Base Unrealized Gain Loss
-1966.80
Base Accrued Interest
1960.00
Local Market Value
130778.40
Local Total Cost Amount
132745.20
Local Unrealized Gain Loss
-1966.80
Local Accrued Interest
1960.00
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
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: WEYERHAEUSER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEYERHAEUSER CO
Security Description
4.625% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
660000.00
Base Market Value
719558.40
Base Total Cost
659326.80
Base Unrealized Gain Loss
60231.60
Base Accrued Interest
8987.92
Local Market Value
719558.40
Local Total Cost Amount
659326.80
Local Unrealized Gain Loss
60231.60
Local Accrued Interest
8987.92
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
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: WEYERHAEUSER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEYERHAEUSER CO
Security Description
7.125% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
190000.00
Base Market Value
226373.60
Base Total Cost
189524.77
Base Unrealized Gain Loss
36848.83
Base Accrued Interest
6242.29
Local Market Value
226373.60
Local Total Cost Amount
189524.77
Local Unrealized Gain Loss
36848.83
Local Accrued Interest
6242.29
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: WF RBS COMMERCIAL MORTGAGE TRU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WF RBS COMMERCIAL MORTGAGE TRU
Security Description
3.881% 15 Aug 2046
Maturity Date
2046-08-15T00:00:00.000
Interest Rate
3.881
Original Face
2400000.00
Shares Par Value
2400000.00
Base Market Value
2537777.28
Base Total Cost
2423894.40
Base Unrealized Gain Loss
113882.88
Base Accrued Interest
0
Local Market Value
2537777.28
Local Total Cost Amount
2423894.40
Local Unrealized Gain Loss
113882.88
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHIRLPOOL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHIRLPOOL CORP
Security Description
4.7% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
4.7
Original Face
0.00
Shares Par Value
850000.00
Base Market Value
925709.50
Base Total Cost
902317.50
Base Unrealized Gain Loss
23392.00
Base Accrued Interest
3329.17
Local Market Value
925709.50
Local Total Cost Amount
902317.50
Local Unrealized Gain Loss
23392.00
Local Accrued Interest
3329.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
5.75% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
2410000.00
Base Market Value
2265400.00
Base Total Cost
2164511.25
Base Unrealized Gain Loss
100888.75
Base Accrued Interest
40802.65
Local Market Value
2265400.00
Local Total Cost Amount
2164511.25
Local Unrealized Gain Loss
100888.75
Local Accrued Interest
40802.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
5% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
2150000.00
Base Market Value
2136562.50
Base Total Cost
1978950.00
Base Unrealized Gain Loss
157612.50
Base Accrued Interest
31652.77
Local Market Value
2136562.50
Local Total Cost Amount
1978950.00
Local Unrealized Gain Loss
157612.50
Local Accrued Interest
31652.77
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
1.25% 01 Apr 2020
Maturity Date
2020-04-01T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
2035000.00
Base Market Value
1719575.00
Base Total Cost
1713973.89
Base Unrealized Gain Loss
5601.11
Base Accrued Interest
6359.36
Local Market Value
1719575.00
Local Total Cost Amount
1713973.89
Local Unrealized Gain Loss
5601.11
Local Accrued Interest
6359.36
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
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
1.25% 01 Apr 2020
Maturity Date
2020-04-01T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
1555000.00
Base Market Value
1313975.00
Base Total Cost
1103966.45
Base Unrealized Gain Loss
210008.55
Base Accrued Interest
4859.37
Local Market Value
1313975.00
Local Total Cost Amount
1103966.45
Local Unrealized Gain Loss
210008.55
Local Accrued Interest
4859.37
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
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
6.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
975000.00
Base Market Value
894562.50
Base Total Cost
844880.50
Base Unrealized Gain Loss
49682.00
Base Accrued Interest
15241.28
Local Market Value
894562.50
Local Total Cost Amount
844880.50
Local Unrealized Gain Loss
49682.00
Local Accrued Interest
15241.28
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
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
5.75% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
705000.00
Base Market Value
662700.00
Base Total Cost
661212.50
Base Unrealized Gain Loss
1487.50
Base Accrued Interest
11942.44
Local Market Value
662700.00
Local Total Cost Amount
661212.50
Local Unrealized Gain Loss
1487.50
Local Accrued Interest
11942.44
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
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
5% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
475000.00
Base Market Value
472031.25
Base Total Cost
434187.50
Base Unrealized Gain Loss
37843.75
Base Accrued Interest
6993.05
Local Market Value
472031.25
Local Total Cost Amount
434187.50
Local Unrealized Gain Loss
37843.75
Local Accrued Interest
6993.05
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
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
5% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
430000.00
Base Market Value
427312.50
Base Total Cost
325233.50
Base Unrealized Gain Loss
102079.00
Base Accrued Interest
6336.13
Local Market Value
427312.50
Local Total Cost Amount
325233.50
Local Unrealized Gain Loss
102079.00
Local Accrued Interest
6336.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
5.75% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
352500.00
Base Total Cost
320420.45
Base Unrealized Gain Loss
32079.55
Base Accrued Interest
6348.96
Local Market Value
352500.00
Local Total Cost Amount
320420.45
Local Unrealized Gain Loss
32079.55
Local Accrued Interest
6348.96
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
6.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
275250.00
Base Total Cost
287625.00
Base Unrealized Gain Loss
-12375.00
Base Accrued Interest
4687.50
Local Market Value
275250.00
Local Total Cost Amount
287625.00
Local Unrealized Gain Loss
-12375.00
Local Accrued Interest
4687.50
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
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
6.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
285000.00
Base Market Value
261487.50
Base Total Cost
238262.50
Base Unrealized Gain Loss
23225.00
Base Accrued Interest
4453.11
Local Market Value
261487.50
Local Total Cost Amount
238262.50
Local Unrealized Gain Loss
23225.00
Local Accrued Interest
4453.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLERGAN PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLERGAN PLC
Security Description
COMMON STOCK USD.0033
Interest Rate
0
Original Face
0.00
Shares Par Value
51875.00
Base Market Value
12610293.75
Base Total Cost
10064950.13
Base Unrealized Gain Loss
2545343.62
Base Accrued Interest
0
Local Market Value
12610293.75
Local Total Cost Amount
10064950.13
Local Unrealized Gain Loss
2545343.62
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
HEALTH CARE
Minor Industry Name
PHARMACEUTICALS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
6.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
165000.00
Base Market Value
151387.50
Base Total Cost
153312.50
Base Unrealized Gain Loss
-1925.00
Base Accrued Interest
2578.12
Local Market Value
151387.50
Local Total Cost Amount
153312.50
Local Unrealized Gain Loss
-1925.00
Local Accrued Interest
2578.12
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
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WIDEOPENWEST FIN/CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WIDEOPENWEST FIN/CAPITAL
Security Description
10.25% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
10.25
Original Face
0.00
Shares Par Value
605000.00
Base Market Value
623150.00
Base Total Cost
633978.13
Base Unrealized Gain Loss
-10828.13
Base Accrued Interest
28594.65
Local Market Value
623150.00
Local Total Cost Amount
633978.13
Local Unrealized Gain Loss
-10828.13
Local Accrued Interest
28594.65
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
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: WIDEOPENWEST FIN/CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WIDEOPENWEST FIN/CAPITAL
Security Description
10.25% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
10.25
Original Face
0.00
Shares Par Value
460000.00
Base Market Value
473800.00
Base Total Cost
495579.41
Base Unrealized Gain Loss
-21779.41
Base Accrued Interest
21741.38
Local Market Value
473800.00
Local Total Cost Amount
495579.41
Local Unrealized Gain Loss
-21779.41
Local Accrued Interest
21741.38
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
FINANCE
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: WIDEOPENWEST FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WIDEOPENWEST FINANCE LLC
Security Description
1% 18 Aug 2023
Maturity Date
2023-08-18T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
595699.50
Base Market Value
595905.02
Base Total Cost
595666.38
Base Unrealized Gain Loss
238.64
Base Accrued Interest
0
Local Market Value
595905.02
Local Total Cost Amount
595666.38
Local Unrealized Gain Loss
238.64
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: WILDHORSE RESOURCE DEVEL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILDHORSE RESOURCE DEVEL
Security Description
6.875% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
141000.00
Base Total Cost
148866.00
Base Unrealized Gain Loss
-7866.00
Base Accrued Interest
4296.87
Local Market Value
141000.00
Local Total Cost Amount
148866.00
Local Unrealized Gain Loss
-7866.00
Local Accrued Interest
4296.87
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
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: WILLIAM CARTER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAM CARTER
Security Description
5.25% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
1550000.00
Base Market Value
1594562.50
Base Total Cost
1583218.75
Base Unrealized Gain Loss
11343.75
Base Accrued Interest
30741.67
Local Market Value
1594562.50
Local Total Cost Amount
1583218.75
Local Unrealized Gain Loss
11343.75
Local Accrued Interest
30741.67
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: WILLIAM LYON HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAM LYON HOMES INC
Security Description
7% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
1405000.00
Base Market Value
1454175.00
Base Total Cost
1422100.00
Base Unrealized Gain Loss
32075.00
Base Accrued Interest
37154.44
Local Market Value
1454175.00
Local Total Cost Amount
1422100.00
Local Unrealized Gain Loss
32075.00
Local Accrued Interest
37154.44
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
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: WILLIAM LYON HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAM LYON HOMES INC
Security Description
5.875% 31 Jan 2025
Maturity Date
2025-01-31T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
1385000.00
Base Market Value
1426550.00
Base Total Cost
1380424.25
Base Unrealized Gain Loss
46125.75
Base Accrued Interest
33903.64
Local Market Value
1426550.00
Local Total Cost Amount
1380424.25
Local Unrealized Gain Loss
46125.75
Local Accrued Interest
33903.64
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: WILLIAM LYON HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAM LYON HOMES INC
Security Description
5.875% 31 Jan 2025
Maturity Date
2025-01-31T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
271000.00
Base Market Value
279130.00
Base Total Cost
268872.65
Base Unrealized Gain Loss
10257.35
Base Accrued Interest
6633.85
Local Market Value
279130.00
Local Total Cost Amount
268872.65
Local Unrealized Gain Loss
10257.35
Local Accrued Interest
6633.85
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: WILLIAMS COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAMS COMPANIES INC
Security Description
5.75% 24 Jun 2044
Maturity Date
2044-06-24T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
919000.00
Base Market Value
948867.50
Base Total Cost
920815.72
Base Unrealized Gain Loss
28051.78
Base Accrued Interest
1027.49
Local Market Value
948867.50
Local Total Cost Amount
920815.72
Local Unrealized Gain Loss
28051.78
Local Accrued Interest
1027.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: WILLIAMS COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAMS COMPANIES INC
Security Description
5.75% 24 Jun 2044
Maturity Date
2044-06-24T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
675000.00
Base Market Value
696937.50
Base Total Cost
616127.89
Base Unrealized Gain Loss
80809.61
Base Accrued Interest
754.66
Local Market Value
696937.50
Local Total Cost Amount
616127.89
Local Unrealized Gain Loss
80809.61
Local Accrued Interest
754.66
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: WILLIAMS COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAMS COMPANIES INC
Security Description
7.5% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
385000.00
Base Market Value
456225.00
Base Total Cost
422317.86
Base Unrealized Gain Loss
33907.14
Base Accrued Interest
13314.58
Local Market Value
456225.00
Local Total Cost Amount
422317.86
Local Unrealized Gain Loss
33907.14
Local Accrued Interest
13314.58
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
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: WILLIAMS COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAMS COMPANIES INC
Security Description
4.55% 24 Jun 2024
Maturity Date
2024-06-24T00:00:00.000
Interest Rate
4.55
Original Face
0.00
Shares Par Value
355000.00
Base Market Value
364762.50
Base Total Cost
364943.75
Base Unrealized Gain Loss
-181.25
Base Accrued Interest
317.87
Local Market Value
364762.50
Local Total Cost Amount
364943.75
Local Unrealized Gain Loss
-181.25
Local Accrued Interest
317.87
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
ELECTRIC/GAS
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
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