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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: LG+E AND KU ENERGY LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LG+E AND KU ENERGY LLC
Security Description
3.75% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
15000.00
Base Market Value
15640.80
Base Total Cost
14882.55
Base Unrealized Gain Loss
758.25
Base Accrued Interest
71.88
Local Market Value
15640.80
Local Total Cost Amount
14882.55
Local Unrealized Gain Loss
758.25
Local Accrued Interest
71.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: LIBERTY EXPEDIA HOLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY EXPEDIA HOLD INC
Security Description
1% 30 Jun 2047
Maturity Date
2047-06-30T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
385000.00
Base Market Value
409305.05
Base Total Cost
385000.00
Base Unrealized Gain Loss
24305.05
Base Accrued Interest
192.50
Local Market Value
409305.05
Local Total Cost Amount
385000.00
Local Unrealized Gain Loss
24305.05
Local Accrued Interest
192.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LIBERTY INTERACTIVE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY INTERACTIVE LLC
Security Description
3.5% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
3.5
Original Face
1968000.00
Shares Par Value
2244000.00
Base Market Value
1206150.00
Base Total Cost
1182535.10
Base Unrealized Gain Loss
23614.90
Base Accrued Interest
36215.64
Local Market Value
1206150.00
Local Total Cost Amount
1182535.10
Local Unrealized Gain Loss
23614.90
Local Accrued Interest
36215.64
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
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: LIBERTY INTERACTIVE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY INTERACTIVE LLC
Security Description
1.75% 30 Sep 2046
Maturity Date
2046-09-30T00:00:00.000
Interest Rate
1.75
Original Face
0.00
Shares Par Value
1058000.00
Base Market Value
1209431.54
Base Total Cost
1093770.09
Base Unrealized Gain Loss
115661.45
Base Accrued Interest
51.43
Local Market Value
1209431.54
Local Total Cost Amount
1093770.09
Local Unrealized Gain Loss
115661.45
Local Accrued Interest
51.43
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
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: LIBERTY INTERACTIVE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY INTERACTIVE LLC
Security Description
3.5% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
3.5
Original Face
655000.00
Shares Par Value
655000.00
Base Market Value
352062.50
Base Total Cost
286491.45
Base Unrealized Gain Loss
65571.05
Base Accrued Interest
10570.97
Local Market Value
352062.50
Local Total Cost Amount
286491.45
Local Unrealized Gain Loss
65571.05
Local Accrued Interest
10570.97
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
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: LIBERTY INTERACTIVE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY INTERACTIVE LLC
Security Description
8.5% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
8.5
Original Face
0.00
Shares Par Value
505000.00
Base Market Value
561812.50
Base Total Cost
565262.50
Base Unrealized Gain Loss
-3450.00
Base Accrued Interest
19793.19
Local Market Value
561812.50
Local Total Cost Amount
565262.50
Local Unrealized Gain Loss
-3450.00
Local Accrued Interest
19793.19
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
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: LIBERTY MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MEDIA CORP
Security Description
2.25% 30 Sep 2046
Maturity Date
2046-09-30T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
1650000.00
Base Market Value
1775812.50
Base Total Cost
1676116.84
Base Unrealized Gain Loss
99695.66
Base Accrued Interest
103.14
Local Market Value
1775812.50
Local Total Cost Amount
1676116.84
Local Unrealized Gain Loss
99695.66
Local Accrued Interest
103.14
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LIBERTY MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MEDIA CORP
Security Description
1.375% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
1.375
Original Face
0.00
Shares Par Value
1191000.00
Base Market Value
1410024.90
Base Total Cost
1137103.07
Base Unrealized Gain Loss
272921.83
Base Accrued Interest
3457.21
Local Market Value
1410024.90
Local Total Cost Amount
1137103.07
Local Unrealized Gain Loss
272921.83
Local Accrued Interest
3457.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LIBERTY MUTUAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MUTUAL GROUP INC
Security Description
4.85% 01 Aug 2044
Maturity Date
2044-08-01T00:00:00.000
Interest Rate
4.85
Original Face
0.00
Shares Par Value
4390000.00
Base Market Value
4710074.90
Base Total Cost
4448523.73
Base Unrealized Gain Loss
261551.17
Base Accrued Interest
88714.58
Local Market Value
4710074.90
Local Total Cost Amount
4448523.73
Local Unrealized Gain Loss
261551.17
Local Accrued Interest
88714.58
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
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: LIBERTY MUTUAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MUTUAL GROUP INC
Security Description
6.5% 15 Mar 2035
Maturity Date
2035-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
875224.00
Base Total Cost
708050.00
Base Unrealized Gain Loss
167174.00
Base Accrued Interest
13397.22
Local Market Value
875224.00
Local Total Cost Amount
708050.00
Local Unrealized Gain Loss
167174.00
Local Accrued Interest
13397.22
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
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: LIBERTY MUTUAL INSURANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MUTUAL INSURANCE
Security Description
7.875% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
60000.00
Base Market Value
78399.00
Base Total Cost
75256.50
Base Unrealized Gain Loss
3142.50
Base Accrued Interest
997.50
Local Market Value
78399.00
Local Total Cost Amount
75256.50
Local Unrealized Gain Loss
3142.50
Local Accrued Interest
997.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: LIBERTY PROPERTY LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY PROPERTY LP
Security Description
4.75% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
851000.00
Base Market Value
901004.76
Base Total Cost
861448.45
Base Unrealized Gain Loss
39556.31
Base Accrued Interest
10105.62
Local Market Value
901004.76
Local Total Cost Amount
861448.45
Local Unrealized Gain Loss
39556.31
Local Accrued Interest
10105.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: LIBERTY PROPERTY LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY PROPERTY LP
Security Description
3.375% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
3.375
Original Face
0.00
Shares Par Value
207000.00
Base Market Value
208602.18
Base Total Cost
207272.81
Base Unrealized Gain Loss
1329.37
Base Accrued Interest
310.50
Local Market Value
208602.18
Local Total Cost Amount
207272.81
Local Unrealized Gain Loss
1329.37
Local Accrued Interest
310.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: LIBERTY PROPERTY LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY PROPERTY LP
Security Description
4.125% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
4.125
Original Face
0.00
Shares Par Value
60000.00
Base Market Value
62920.20
Base Total Cost
59883.00
Base Unrealized Gain Loss
3037.20
Base Accrued Interest
110.00
Local Market Value
62920.20
Local Total Cost Amount
59883.00
Local Unrealized Gain Loss
3037.20
Local Accrued Interest
110.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: LIFE TECHNOLOGIES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFE TECHNOLOGIES CORP
Security Description
6% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
3535000.00
Base Market Value
3852619.75
Base Total Cost
4017199.60
Base Unrealized Gain Loss
-164579.85
Base Accrued Interest
70700.00
Local Market Value
3852619.75
Local Total Cost Amount
4017199.60
Local Unrealized Gain Loss
-164579.85
Local Accrued Interest
70700.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
WR
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
-145.87
Base Market Value
-145.87
Base Total Cost
-145.87
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-145.87
Local Total Cost Amount
-145.87
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.375% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
1165000.00
Base Market Value
1205775.00
Base Total Cost
1171887.50
Base Unrealized Gain Loss
33887.50
Base Accrued Interest
10436.46
Local Market Value
1205775.00
Local Total Cost Amount
1171887.50
Local Unrealized Gain Loss
33887.50
Local Accrued Interest
10436.46
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.875% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
345000.00
Base Market Value
363975.00
Base Total Cost
345843.75
Base Unrealized Gain Loss
18131.25
Base Accrued Interest
1693.95
Local Market Value
363975.00
Local Total Cost Amount
345843.75
Local Unrealized Gain Loss
18131.25
Local Accrued Interest
1693.95
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.375% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
323000.00
Base Market Value
334305.00
Base Total Cost
323210.00
Base Unrealized Gain Loss
11095.00
Base Accrued Interest
2893.54
Local Market Value
334305.00
Local Total Cost Amount
323210.00
Local Unrealized Gain Loss
11095.00
Local Accrued Interest
2893.54
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.875% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
270000.00
Base Market Value
284850.00
Base Total Cost
285087.50
Base Unrealized Gain Loss
-237.50
Base Accrued Interest
1321.87
Local Market Value
284850.00
Local Total Cost Amount
285087.50
Local Unrealized Gain Loss
-237.50
Local Accrued Interest
1321.87
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
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.5% 01 Dec 2021
Maturity Date
2021-12-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
78000.00
Base Market Value
80730.00
Base Total Cost
80340.00
Base Unrealized Gain Loss
390.00
Base Accrued Interest
357.50
Local Market Value
80730.00
Local Total Cost Amount
80340.00
Local Unrealized Gain Loss
390.00
Local Accrued Interest
357.50
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.375% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
41400.00
Base Total Cost
40050.00
Base Unrealized Gain Loss
1350.00
Base Accrued Interest
358.33
Local Market Value
41400.00
Local Total Cost Amount
40050.00
Local Unrealized Gain Loss
1350.00
Local Accrued Interest
358.33
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
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: LIGHTSTONE GENERATION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIGHTSTONE GENERATION LLC
Security Description
1% 30 Jan 2024
Maturity Date
2024-01-30T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
918572.46
Base Market Value
897068.68
Base Total Cost
918572.46
Base Unrealized Gain Loss
-21503.78
Base Accrued Interest
0
Local Market Value
897068.68
Local Total Cost Amount
918572.46
Local Unrealized Gain Loss
-21503.78
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: LIGHTSTONE GENERATION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIGHTSTONE GENERATION LLC
Security Description
1% 30 Jan 2024
Maturity Date
2024-01-30T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
56811.60
Base Market Value
55481.64
Base Total Cost
56811.60
Base Unrealized Gain Loss
-1329.96
Base Accrued Interest
0
Local Market Value
55481.64
Local Total Cost Amount
56811.60
Local Unrealized Gain Loss
-1329.96
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: LIN TELEVISION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIN TELEVISION CORP
Security Description
5.875% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
1510000.00
Base Market Value
1581725.00
Base Total Cost
1520318.75
Base Unrealized Gain Loss
61406.25
Base Accrued Interest
11335.49
Local Market Value
1581725.00
Local Total Cost Amount
1520318.75
Local Unrealized Gain Loss
61406.25
Local Accrued Interest
11335.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: LIN TELEVISION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIN TELEVISION CORP
Security Description
5.875% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
1495000.00
Base Market Value
1566012.50
Base Total Cost
1533599.24
Base Unrealized Gain Loss
32413.26
Base Accrued Interest
11222.88
Local Market Value
1566012.50
Local Total Cost Amount
1533599.24
Local Unrealized Gain Loss
32413.26
Local Accrued Interest
11222.88
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
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: LIN TELEVISION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIN TELEVISION CORP
Security Description
5.875% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
523750.00
Base Total Cost
497500.00
Base Unrealized Gain Loss
26250.00
Base Accrued Interest
3753.47
Local Market Value
523750.00
Local Total Cost Amount
497500.00
Local Unrealized Gain Loss
26250.00
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
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: LIN TELEVISION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIN TELEVISION CORP
Security Description
5.875% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
55000.00
Base Market Value
57612.50
Base Total Cost
55550.00
Base Unrealized Gain Loss
2062.50
Base Accrued Interest
412.88
Local Market Value
57612.50
Local Total Cost Amount
55550.00
Local Unrealized Gain Loss
2062.50
Local Accrued Interest
412.88
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
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: LINCOLN FINANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LINCOLN FINANCE LTD
Security Description
7.375% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
2440000.00
Base Market Value
2586400.00
Base Total Cost
2567072.71
Base Unrealized Gain Loss
19327.29
Base Accrued Interest
37989.44
Local Market Value
2586400.00
Local Total Cost Amount
2567072.71
Local Unrealized Gain Loss
19327.29
Local Accrued Interest
37989.44
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
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: LINCOLN NATIONAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LINCOLN NATIONAL CORP
Security Description
3.625% 12 Dec 2026
Maturity Date
2026-12-12T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
5575000.00
Base Market Value
5598247.75
Base Total Cost
5651891.31
Base Unrealized Gain Loss
-53643.56
Base Accrued Interest
61189.49
Local Market Value
5598247.75
Local Total Cost Amount
5651891.31
Local Unrealized Gain Loss
-53643.56
Local Accrued Interest
61189.49
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
FINANCE
Moody S Quality Rating
Baa1
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: LINCOLN NATIONAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LINCOLN NATIONAL CORP
Security Description
3.625% 12 Dec 2026
Maturity Date
2026-12-12T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1004170.00
Base Total Cost
1018325.00
Base Unrealized Gain Loss
-14155.00
Base Accrued Interest
10975.69
Local Market Value
1004170.00
Local Total Cost Amount
1018325.00
Local Unrealized Gain Loss
-14155.00
Local Accrued Interest
10975.69
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
FINANCE
Moody S Quality Rating
Baa1
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
2.5% 15 May 2019
Maturity Date
2019-05-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
1226000.00
Base Market Value
1397640.00
Base Total Cost
1251689.05
Base Unrealized Gain Loss
145950.95
Base Accrued Interest
3916.39
Local Market Value
1397640.00
Local Total Cost Amount
1251689.05
Local Unrealized Gain Loss
145950.95
Local Accrued Interest
3916.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
4.875% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
190000.00
Base Market Value
192850.00
Base Total Cost
190000.00
Base Unrealized Gain Loss
2850.00
Base Accrued Interest
1543.75
Local Market Value
192850.00
Local Total Cost Amount
190000.00
Local Unrealized Gain Loss
2850.00
Local Accrued Interest
1543.75
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
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
4.875% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
40600.00
Base Total Cost
40600.00
Base Unrealized Gain Loss
0
Base Accrued Interest
325.00
Local Market Value
40600.00
Local Total Cost Amount
40600.00
Local Unrealized Gain Loss
0
Local Accrued Interest
325.00
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
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: LKQ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LKQ CORP
Security Description
4.75% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
153000.00
Base Total Cost
143250.00
Base Unrealized Gain Loss
9750.00
Base Accrued Interest
910.42
Local Market Value
153000.00
Local Total Cost Amount
143250.00
Local Unrealized Gain Loss
9750.00
Local Accrued Interest
910.42
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
Ba2
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: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
5.3% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
5.3
Original Face
0.00
Shares Par Value
5635000.00
Base Market Value
6427900.85
Base Total Cost
5744741.62
Base Unrealized Gain Loss
683159.23
Base Accrued Interest
24887.92
Local Market Value
6427900.85
Local Total Cost Amount
5744741.62
Local Unrealized Gain Loss
683159.23
Local Accrued Interest
24887.92
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: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
3.1% 06 Jul 2021
Maturity Date
2021-07-06T00:00:00.000
Interest Rate
3.1
Original Face
0.00
Shares Par Value
451000.00
Base Market Value
458112.27
Base Total Cost
450666.26
Base Unrealized Gain Loss
7446.01
Base Accrued Interest
6796.32
Local Market Value
458112.27
Local Total Cost Amount
450666.26
Local Unrealized Gain Loss
7446.01
Local Accrued Interest
6796.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
4.5% 15 May 2036
Maturity Date
2036-05-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
6720000.00
Base Market Value
7328697.60
Base Total Cost
6987366.96
Base Unrealized Gain Loss
341330.64
Base Accrued Interest
38640.00
Local Market Value
7328697.60
Local Total Cost Amount
6987366.96
Local Unrealized Gain Loss
341330.64
Local Accrued Interest
38640.00
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
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
3.8% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
2550000.00
Base Market Value
2510169.00
Base Total Cost
2552907.00
Base Unrealized Gain Loss
-42738.00
Base Accrued Interest
32838.33
Local Market Value
2510169.00
Local Total Cost Amount
2552907.00
Local Unrealized Gain Loss
-42738.00
Local Accrued Interest
32838.33
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
3.6% 01 Mar 2035
Maturity Date
2035-03-01T00:00:00.000
Interest Rate
3.6
Original Face
0.00
Shares Par Value
1680000.00
Base Market Value
1657639.20
Base Total Cost
1665518.40
Base Unrealized Gain Loss
-7879.20
Base Accrued Interest
20160.00
Local Market Value
1657639.20
Local Total Cost Amount
1665518.40
Local Unrealized Gain Loss
-7879.20
Local Accrued Interest
20160.00
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
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
4.5% 15 May 2036
Maturity Date
2036-05-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1090580.00
Base Total Cost
981240.00
Base Unrealized Gain Loss
109340.00
Base Accrued Interest
5750.00
Local Market Value
1090580.00
Local Total Cost Amount
981240.00
Local Unrealized Gain Loss
109340.00
Local Accrued Interest
5750.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
2.5% 23 Nov 2020
Maturity Date
2020-11-23T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1013730.00
Base Total Cost
1016840.00
Base Unrealized Gain Loss
-3110.00
Base Accrued Interest
2638.89
Local Market Value
1013730.00
Local Total Cost Amount
1016840.00
Local Unrealized Gain Loss
-3110.00
Local Accrued Interest
2638.89
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
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
4.07% 15 Dec 2042
Maturity Date
2042-12-15T00:00:00.000
Interest Rate
4.07
Original Face
0.00
Shares Par Value
525000.00
Base Market Value
536618.25
Base Total Cost
564260.25
Base Unrealized Gain Loss
-27642.00
Base Accrued Interest
949.67
Local Market Value
536618.25
Local Total Cost Amount
564260.25
Local Unrealized Gain Loss
-27642.00
Local Accrued Interest
949.67
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
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
4.7% 15 May 2046
Maturity Date
2046-05-15T00:00:00.000
Interest Rate
4.7
Original Face
0.00
Shares Par Value
240000.00
Base Market Value
269676.00
Base Total Cost
236445.60
Base Unrealized Gain Loss
33230.40
Base Accrued Interest
1441.33
Local Market Value
269676.00
Local Total Cost Amount
236445.60
Local Unrealized Gain Loss
33230.40
Local Accrued Interest
1441.33
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: LONG BEACH MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LONG BEACH MORTGAGE LOAN TRUST
Security Description
1% 25 Nov 2036
Maturity Date
2036-11-25T00:00:00.000
Interest Rate
1.32611
Original Face
55000.00
Shares Par Value
26106.11
Base Market Value
12683.96
Base Total Cost
13346.74
Base Unrealized Gain Loss
-662.78
Base Accrued Interest
4.81
Local Market Value
12683.96
Local Total Cost Amount
13346.74
Local Unrealized Gain Loss
-662.78
Local Accrued Interest
4.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Moody S Quality Rating
Ca
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LOUISIANA PACIFIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOUISIANA PACIFIC CORP
Security Description
4.875% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
975000.00
Base Market Value
995718.75
Base Total Cost
975312.50
Base Unrealized Gain Loss
20406.25
Base Accrued Interest
13995.31
Local Market Value
995718.75
Local Total Cost Amount
975312.50
Local Unrealized Gain Loss
20406.25
Local Accrued Interest
13995.31
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: LOUISIANA PACIFIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOUISIANA PACIFIC CORP
Security Description
4.875% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
349000.00
Base Market Value
356416.25
Base Total Cost
349000.00
Base Unrealized Gain Loss
7416.25
Base Accrued Interest
5009.60
Local Market Value
356416.25
Local Total Cost Amount
349000.00
Local Unrealized Gain Loss
7416.25
Local Accrued Interest
5009.60
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
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: LOUISVILLE GAS + ELEC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOUISVILLE GAS + ELEC
Security Description
4.375% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
80512.50
Base Total Cost
74937.75
Base Unrealized Gain Loss
5574.75
Base Accrued Interest
820.31
Local Market Value
80512.50
Local Total Cost Amount
74937.75
Local Unrealized Gain Loss
5574.75
Local Accrued Interest
820.31
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
A1
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: LPL HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LPL HOLDINGS INC
Security Description
5.75% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
775000.00
Base Market Value
806000.00
Base Total Cost
775000.00
Base Unrealized Gain Loss
31000.00
Base Accrued Interest
13740.10
Local Market Value
806000.00
Local Total Cost Amount
775000.00
Local Unrealized Gain Loss
31000.00
Local Accrued Interest
13740.10
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
FINANCE
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: LSC COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LSC COMMUNICATIONS INC
Security Description
8.75% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
589000.00
Base Market Value
614768.75
Base Total Cost
589258.75
Base Unrealized Gain Loss
25510.00
Base Accrued Interest
10880.14
Local Market Value
614768.75
Local Total Cost Amount
589258.75
Local Unrealized Gain Loss
25510.00
Local Accrued Interest
10880.14
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
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