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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: MEG ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEG ENERGY CORP
Security Description
6.375% 30 Jan 2023
Maturity Date
2023-01-30T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
55000.00
Base Market Value
42487.50
Base Total Cost
45237.50
Base Unrealized Gain Loss
-2750.00
Base Accrued Interest
1470.67
Local Market Value
42487.50
Local Total Cost Amount
45237.50
Local Unrealized Gain Loss
-2750.00
Local Accrued Interest
1470.67
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
Caa2
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: MELCO RESORTS FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MELCO RESORTS FINANCE
Security Description
4.875% 06 Jun 2025
Maturity Date
2025-06-06T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
200142.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
142.00
Base Accrued Interest
677.08
Local Market Value
200142.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
142.00
Local Accrued Interest
677.08
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
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: MEMORIAL SLOAN KETTERING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEMORIAL SLOAN KETTERING
Security Description
4.2% 01 Jul 2055
Maturity Date
2055-07-01T00:00:00.000
Interest Rate
4.2
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
463981.50
Base Total Cost
448366.50
Base Unrealized Gain Loss
15615.00
Base Accrued Interest
0
Local Market Value
463981.50
Local Total Cost Amount
448366.50
Local Unrealized Gain Loss
15615.00
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
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: MERCER INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCER INTL INC
Security Description
7.75% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
1210000.00
Base Market Value
1296212.50
Base Total Cost
1216137.50
Base Unrealized Gain Loss
80075.00
Base Accrued Interest
7814.58
Local Market Value
1296212.50
Local Total Cost Amount
1216137.50
Local Unrealized Gain Loss
80075.00
Local Accrued Interest
7814.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MERCER INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCER INTL INC
Security Description
6.5% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
1175000.00
Base Market Value
1226923.25
Base Total Cost
1178450.00
Base Unrealized Gain Loss
48473.25
Base Accrued Interest
31398.61
Local Market Value
1226923.25
Local Total Cost Amount
1178450.00
Local Unrealized Gain Loss
48473.25
Local Accrued Interest
31398.61
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: MERCER INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCER INTL INC
Security Description
7.75% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
520000.00
Base Market Value
557050.00
Base Total Cost
537762.50
Base Unrealized Gain Loss
19287.50
Base Accrued Interest
3358.33
Local Market Value
557050.00
Local Total Cost Amount
537762.50
Local Unrealized Gain Loss
19287.50
Local Accrued Interest
3358.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MERCK + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCK + CO INC
Security Description
2.4% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
2.4
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
756082.50
Base Total Cost
749737.50
Base Unrealized Gain Loss
6345.00
Base Accrued Interest
5300.00
Local Market Value
756082.50
Local Total Cost Amount
749737.50
Local Unrealized Gain Loss
6345.00
Local Accrued Interest
5300.00
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
A1
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: MERCK + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCK + CO INC
Security Description
1% 10 Feb 2020
Maturity Date
2020-02-10T00:00:00.000
Interest Rate
1.55956
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
503560.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
3560.00
Base Accrued Interest
1126.34
Local Market Value
503560.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
3560.00
Local Accrued Interest
1126.34
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A1
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: MERCK + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCK + CO INC
Security Description
3.7% 10 Feb 2045
Maturity Date
2045-02-10T00:00:00.000
Interest Rate
3.7
Original Face
0.00
Shares Par Value
255000.00
Base Market Value
254301.30
Base Total Cost
252636.15
Base Unrealized Gain Loss
1665.15
Base Accrued Interest
3695.37
Local Market Value
254301.30
Local Total Cost Amount
252636.15
Local Unrealized Gain Loss
1665.15
Local Accrued Interest
3695.37
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
A1
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: MERITAGE HOMES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITAGE HOMES CORP
Security Description
6% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
335000.00
Base Market Value
358450.00
Base Total Cost
346443.75
Base Unrealized Gain Loss
12006.25
Base Accrued Interest
1687.50
Local Market Value
358450.00
Local Total Cost Amount
346443.75
Local Unrealized Gain Loss
12006.25
Local Accrued Interest
1687.50
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
HOUSEHOLD DURABLES
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: MERITAGE HOMES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITAGE HOMES CORP
Security Description
7.15% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
7.15
Original Face
0.00
Shares Par Value
183000.00
Base Market Value
202215.00
Base Total Cost
195259.17
Base Unrealized Gain Loss
6955.83
Base Accrued Interest
2762.28
Local Market Value
202215.00
Local Total Cost Amount
195259.17
Local Unrealized Gain Loss
6955.83
Local Accrued Interest
2762.28
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
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: MERITAGE HOMES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITAGE HOMES CORP
Security Description
7% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
85312.50
Base Total Cost
75000.00
Base Unrealized Gain Loss
10312.50
Base Accrued Interest
1312.50
Local Market Value
85312.50
Local Total Cost Amount
75000.00
Local Unrealized Gain Loss
10312.50
Local Accrued Interest
1312.50
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: MERITOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITOR INC
Security Description
1% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
894000.00
Base Market Value
931440.72
Base Total Cost
912495.54
Base Unrealized Gain Loss
18945.18
Base Accrued Interest
13509.33
Local Market Value
931440.72
Local Total Cost Amount
912495.54
Local Unrealized Gain Loss
18945.18
Local Accrued Interest
13509.33
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: MERITOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITOR INC
Security Description
6.25% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
417000.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
17000.00
Base Accrued Interest
9444.44
Local Market Value
417000.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
17000.00
Local Accrued Interest
9444.44
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
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: MERRILL LYNCH MBS INC RESTR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERRILL LYNCH MBS INC RESTR
Security Description
7.81% 01 Dec 2016
Maturity Date
2016-12-01T00:00:00.000
Interest Rate
7.81
Original Face
538303.62
Shares Par Value
355502.90
Base Market Value
0.00
Base Total Cost
353775.82
Base Unrealized Gain Loss
-353775.82
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
353775.82
Local Unrealized Gain Loss
-353775.82
Local Accrued Interest
0
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: METLIFE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METLIFE INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
629000.00
Base Market Value
653040.38
Base Total Cost
629790.00
Base Unrealized Gain Loss
23250.38
Base Accrued Interest
1467.66
Local Market Value
653040.38
Local Total Cost Amount
629790.00
Local Unrealized Gain Loss
23250.38
Local Accrued Interest
1467.66
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
INSURANCE
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: METLIFE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METLIFE INC
Security Description
10.75% 01 Aug 2069
Maturity Date
2069-08-01T00:00:00.000
Interest Rate
10.75
Original Face
0.00
Shares Par Value
620000.00
Base Market Value
1032300.00
Base Total Cost
612719.22
Base Unrealized Gain Loss
419580.78
Base Accrued Interest
27770.83
Local Market Value
1032300.00
Local Total Cost Amount
612719.22
Local Unrealized Gain Loss
419580.78
Local Accrued Interest
27770.83
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
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: METLIFE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METLIFE INC
Security Description
9.25% 08 Apr 2038
Maturity Date
2038-04-08T00:00:00.000
Interest Rate
9.25
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
447000.00
Base Total Cost
427500.00
Base Unrealized Gain Loss
19500.00
Base Accrued Interest
6397.92
Local Market Value
447000.00
Local Total Cost Amount
427500.00
Local Unrealized Gain Loss
19500.00
Local Accrued Interest
6397.92
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: 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
-645.13
Base Market Value
-645.13
Base Total Cost
-645.13
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-645.13
Local Total Cost Amount
-645.13
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: METLIFE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METLIFE INC
Security Description
9.25% 08 Apr 2038
Maturity Date
2038-04-08T00:00:00.000
Interest Rate
9.25
Original Face
0.00
Shares Par Value
115000.00
Base Market Value
171350.00
Base Total Cost
130812.50
Base Unrealized Gain Loss
40537.50
Base Accrued Interest
2452.53
Local Market Value
171350.00
Local Total Cost Amount
130812.50
Local Unrealized Gain Loss
40537.50
Local Accrued Interest
2452.53
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: METLIFE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METLIFE INC
Security Description
1.756% 15 Dec 2017
Maturity Date
2017-12-15T00:00:00.000
Interest Rate
1.756
Original Face
0.00
Shares Par Value
65000.00
Base Market Value
65049.40
Base Total Cost
65475.87
Base Unrealized Gain Loss
-426.47
Base Accrued Interest
50.73
Local Market Value
65049.40
Local Total Cost Amount
65475.87
Local Unrealized Gain Loss
-426.47
Local Accrued Interest
50.73
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
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEXICHEM SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEXICHEM SAB DE CV
Security Description
6.75% 19 Sep 2042
Maturity Date
2042-09-19T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
816562.50
Base Total Cost
694687.50
Base Unrealized Gain Loss
121875.00
Base Accrued Interest
14343.75
Local Market Value
816562.50
Local Total Cost Amount
694687.50
Local Unrealized Gain Loss
121875.00
Local Accrued Interest
14343.75
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
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: MEXICO CITY ARPT TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEXICO CITY ARPT TRUST
Security Description
5.5% 31 Oct 2046
Maturity Date
2046-10-31T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
202500.00
Base Total Cost
197262.00
Base Unrealized Gain Loss
5238.00
Base Accrued Interest
1863.89
Local Market Value
202500.00
Local Total Cost Amount
197262.00
Local Unrealized Gain Loss
5238.00
Local Accrued Interest
1863.89
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: MGIC INVESTMENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGIC INVESTMENT CORP
Security Description
5.75% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1430000.00
Base Market Value
1540825.00
Base Total Cost
1471650.00
Base Unrealized Gain Loss
69175.00
Base Accrued Interest
31062.78
Local Market Value
1540825.00
Local Total Cost Amount
1471650.00
Local Unrealized Gain Loss
69175.00
Local Accrued Interest
31062.78
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MGM GROWTH/MGM FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM GROWTH/MGM FINANCE
Security Description
5.625% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
545000.00
Base Market Value
594050.00
Base Total Cost
557556.25
Base Unrealized Gain Loss
36493.75
Base Accrued Interest
5109.38
Local Market Value
594050.00
Local Total Cost Amount
557556.25
Local Unrealized Gain Loss
36493.75
Local Accrued Interest
5109.38
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
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: MGM GROWTH/MGM FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM GROWTH/MGM FINANCE
Security Description
4.5% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
445000.00
Base Market Value
447781.25
Base Total Cost
445000.00
Base Unrealized Gain Loss
2781.25
Base Accrued Interest
6675.00
Local Market Value
447781.25
Local Total Cost Amount
445000.00
Local Unrealized Gain Loss
2781.25
Local Accrued Interest
6675.00
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
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: MGM GROWTH/MGM FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM GROWTH/MGM FINANCE
Security Description
5.625% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
330000.00
Base Market Value
359700.00
Base Total Cost
333187.50
Base Unrealized Gain Loss
26512.50
Base Accrued Interest
3098.44
Local Market Value
359700.00
Local Total Cost Amount
333187.50
Local Unrealized Gain Loss
26512.50
Local Accrued Interest
3098.44
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
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
EUR
Local Currency Code: EUR • Trade Country Name: BELGIUM • Security Name: KBC GROUP NV
Local Currency Code
EUR
Trade Country Name
BELGIUM
Security Name
KBC GROUP NV
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
1155
Base Market Value
75814.73
Base Total Cost
81141.42
Base Unrealized Gain Loss
-5326.69
Base Accrued Interest
0
Local Market Value
66574.2
Local Total Cost Amount
71214.17
Local Unrealized Gain Loss
-4639.97
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
BANKS
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MGM GROWTH/MGM FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM GROWTH/MGM FINANCE
Security Description
5.625% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
240000.00
Base Market Value
261600.00
Base Total Cost
240000.00
Base Unrealized Gain Loss
21600.00
Base Accrued Interest
2250.00
Local Market Value
261600.00
Local Total Cost Amount
240000.00
Local Unrealized Gain Loss
21600.00
Local Accrued Interest
2250.00
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
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: MGM GROWTH/MGM FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM GROWTH/MGM FINANCE
Security Description
5.625% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
230000.00
Base Market Value
250700.00
Base Total Cost
230000.00
Base Unrealized Gain Loss
20700.00
Base Accrued Interest
2156.25
Local Market Value
250700.00
Local Total Cost Amount
230000.00
Local Unrealized Gain Loss
20700.00
Local Accrued Interest
2156.25
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
FINANCE
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
2385000.00
Base Market Value
2629462.50
Base Total Cost
2502689.06
Base Unrealized Gain Loss
126773.44
Base Accrued Interest
42135.01
Local Market Value
2629462.50
Local Total Cost Amount
2502689.06
Local Unrealized Gain Loss
126773.44
Local Accrued Interest
42135.01
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6.625% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
1300000.00
Base Market Value
1459250.00
Base Total Cost
1399937.50
Base Unrealized Gain Loss
59312.50
Base Accrued Interest
3827.78
Local Market Value
1459250.00
Local Total Cost Amount
1399937.50
Local Unrealized Gain Loss
59312.50
Local Accrued Interest
3827.78
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
8.625% 01 Feb 2019
Maturity Date
2019-02-01T00:00:00.000
Interest Rate
8.625
Original Face
0.00
Shares Par Value
970000.00
Base Market Value
1067000.00
Base Total Cost
1107235.90
Base Unrealized Gain Loss
-40235.90
Base Accrued Interest
34866.56
Local Market Value
1067000.00
Local Total Cost Amount
1107235.90
Local Unrealized Gain Loss
-40235.90
Local Accrued Interest
34866.56
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
929000.00
Base Market Value
1024222.50
Base Total Cost
1009246.25
Base Unrealized Gain Loss
14976.25
Base Accrued Interest
16412.33
Local Market Value
1024222.50
Local Total Cost Amount
1009246.25
Local Unrealized Gain Loss
14976.25
Local Accrued Interest
16412.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
964855.63
Base Market Value
964855.63
Base Total Cost
964855.63
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
964855.63
Local Total Cost Amount
964855.63
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6.625% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
835000.00
Base Market Value
937287.50
Base Total Cost
894945.67
Base Unrealized Gain Loss
42341.83
Base Accrued Interest
2458.61
Local Market Value
937287.50
Local Total Cost Amount
894945.67
Local Unrealized Gain Loss
42341.83
Local Accrued Interest
2458.61
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6.75% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
553950.00
Base Total Cost
543750.00
Base Unrealized Gain Loss
10200.00
Base Accrued Interest
8437.50
Local Market Value
553950.00
Local Total Cost Amount
543750.00
Local Unrealized Gain Loss
10200.00
Local Accrued Interest
8437.50
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
4.625% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
460000.00
Base Market Value
464600.00
Base Total Cost
465750.00
Base Unrealized Gain Loss
-1150.00
Base Accrued Interest
7091.67
Local Market Value
464600.00
Local Total Cost Amount
465750.00
Local Unrealized Gain Loss
-1150.00
Local Accrued Interest
7091.67
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6.625% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
305000.00
Base Market Value
342362.50
Base Total Cost
336087.50
Base Unrealized Gain Loss
6275.00
Base Accrued Interest
903.58
Local Market Value
342362.50
Local Total Cost Amount
336087.50
Local Unrealized Gain Loss
6275.00
Local Accrued Interest
903.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
7.75% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
255000.00
Base Market Value
299306.25
Base Total Cost
301075.00
Base Unrealized Gain Loss
-1768.75
Base Accrued Interest
5825.41
Local Market Value
299306.25
Local Total Cost Amount
301075.00
Local Unrealized Gain Loss
-1768.75
Local Accrued Interest
5825.41
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6.625% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
140312.50
Base Total Cost
129177.99
Base Unrealized Gain Loss
11134.51
Base Accrued Interest
368.06
Local Market Value
140312.50
Local Total Cost Amount
129177.99
Local Unrealized Gain Loss
11134.51
Local Accrued Interest
368.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
3% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
2495000.00
Base Market Value
2806875.00
Base Total Cost
1877498.46
Base Unrealized Gain Loss
929376.54
Base Accrued Interest
9564.20
Local Market Value
2806875.00
Local Total Cost Amount
1877498.46
Local Unrealized Gain Loss
929376.54
Local Accrued Interest
9564.20
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
3% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
1498000.00
Base Market Value
1685250.00
Base Total Cost
1357723.44
Base Unrealized Gain Loss
327526.56
Base Accrued Interest
5696.08
Local Market Value
1685250.00
Local Total Cost Amount
1357723.44
Local Unrealized Gain Loss
327526.56
Local Accrued Interest
5696.08
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
3% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
1333000.00
Base Market Value
1499625.00
Base Total Cost
1354971.55
Base Unrealized Gain Loss
144653.45
Base Accrued Interest
5109.84
Local Market Value
1499625.00
Local Total Cost Amount
1354971.55
Local Unrealized Gain Loss
144653.45
Local Accrued Interest
5109.84
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.25% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
465750.00
Base Total Cost
450000.00
Base Unrealized Gain Loss
15750.00
Base Accrued Interest
10893.75
Local Market Value
465750.00
Local Total Cost Amount
450000.00
Local Unrealized Gain Loss
15750.00
Local Accrued Interest
10893.75
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
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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.25% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
440000.00
Base Market Value
456940.00
Base Total Cost
432556.25
Base Unrealized Gain Loss
24383.75
Base Accrued Interest
9624.99
Local Market Value
456940.00
Local Total Cost Amount
432556.25
Local Unrealized Gain Loss
24383.75
Local Accrued Interest
9624.99
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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.25% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
435000.00
Base Market Value
451747.50
Base Total Cost
398849.20
Base Unrealized Gain Loss
52898.30
Base Accrued Interest
9582.70
Local Market Value
451747.50
Local Total Cost Amount
398849.20
Local Unrealized Gain Loss
52898.30
Local Accrued Interest
9582.70
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.5% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
333000.00
Base Market Value
351315.00
Base Total Cost
333478.77
Base Unrealized Gain Loss
17836.23
Base Accrued Interest
7631.24
Local Market Value
351315.00
Local Total Cost Amount
333478.77
Local Unrealized Gain Loss
17836.23
Local Accrued Interest
7631.24
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.5% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
342875.00
Base Total Cost
293087.50
Base Unrealized Gain Loss
49787.50
Base Accrued Interest
7452.49
Local Market Value
342875.00
Local Total Cost Amount
293087.50
Local Unrealized Gain Loss
49787.50
Local Accrued Interest
7452.49
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
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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.625% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
270000.00
Base Market Value
280800.00
Base Total Cost
249550.00
Base Unrealized Gain Loss
31250.00
Base Accrued Interest
7003.15
Local Market Value
280800.00
Local Total Cost Amount
249550.00
Local Unrealized Gain Loss
31250.00
Local Accrued Interest
7003.15
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
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