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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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
1% 23 Jul 2019
Maturity Date
2019-07-23T00:00:00.000
Interest Rate
1.89317
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1510575.00
Base Total Cost
1492005.00
Base Unrealized Gain Loss
18570.00
Base Accrued Interest
5363.98
Local Market Value
1510575.00
Local Total Cost Amount
1492005.00
Local Unrealized Gain Loss
18570.00
Local Accrued Interest
5363.98
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
4.875% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1254000.00
Base Market Value
1361530.50
Base Total Cost
1288957.35
Base Unrealized Gain Loss
72573.15
Base Accrued Interest
10188.76
Local Market Value
1361530.50
Local Total Cost Amount
1288957.35
Local Unrealized Gain Loss
72573.15
Local Accrued Interest
10188.76
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
1% 01 Feb 2019
Maturity Date
2019-02-01T00:00:00.000
Interest Rate
2.54456
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1015140.00
Base Total Cost
1017840.00
Base Unrealized Gain Loss
-2700.00
Base Accrued Interest
4311.61
Local Market Value
1015140.00
Local Total Cost Amount
1017840.00
Local Unrealized Gain Loss
-2700.00
Local Accrued Interest
4311.61
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
FINANCE
Moody S Quality Rating
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
5.95% 28 Dec 2017
Maturity Date
2017-12-28T00:00:00.000
Interest Rate
5.95
Original Face
0.00
Shares Par Value
945000.00
Base Market Value
964287.45
Base Total Cost
974041.90
Base Unrealized Gain Loss
-9754.45
Base Accrued Interest
468.56
Local Market Value
964287.45
Local Total Cost Amount
974041.90
Local Unrealized Gain Loss
-9754.45
Local Accrued Interest
468.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
DKK
Local Currency Code: DKK • Trade Country Name: DENMARK • Security Name: DANISH KRONE
Local Currency Code
DKK
Trade Country Name
DENMARK
Security Name
DANISH KRONE
Interest Rate
0
Original Face
0
Shares Par Value
455.6
Base Market Value
68.66
Base Total Cost
68.34
Base Unrealized Gain Loss
0.32
Base Accrued Interest
0
Local Market Value
455.6
Local Total Cost Amount
455.6
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2020-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2021-01-29T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
6.625% 01 Apr 2018
Maturity Date
2018-04-01T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
935000.00
Base Market Value
968201.85
Base Total Cost
988575.50
Base Unrealized Gain Loss
-20373.65
Base Accrued Interest
15485.93
Local Market Value
968201.85
Local Total Cost Amount
988575.50
Local Unrealized Gain Loss
-20373.65
Local Accrued Interest
15485.93
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
3.875% 27 Jan 2026
Maturity Date
2026-01-27T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
920000.00
Base Market Value
947121.60
Base Total Cost
918114.00
Base Unrealized Gain Loss
29007.60
Base Accrued Interest
15250.28
Local Market Value
947121.60
Local Total Cost Amount
918114.00
Local Unrealized Gain Loss
29007.60
Local Accrued Interest
15250.28
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
FINANCE
Moody S Quality Rating
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
3.125% 27 Jul 2026
Maturity Date
2026-07-27T00:00:00.000
Interest Rate
3.125
Original Face
0.00
Shares Par Value
755000.00
Base Market Value
734048.75
Base Total Cost
749866.00
Base Unrealized Gain Loss
-15817.25
Base Accrued Interest
10092.88
Local Market Value
734048.75
Local Total Cost Amount
749866.00
Local Unrealized Gain Loss
-15817.25
Local Accrued Interest
10092.88
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
FINANCE
Moody S Quality Rating
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
3.7% 23 Oct 2024
Maturity Date
2024-10-23T00:00:00.000
Interest Rate
3.7
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
641412.50
Base Total Cost
623912.50
Base Unrealized Gain Loss
17500.00
Base Accrued Interest
4368.06
Local Market Value
641412.50
Local Total Cost Amount
623912.50
Local Unrealized Gain Loss
17500.00
Local Accrued Interest
4368.06
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
FINANCE
Moody S Quality Rating
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
6.625% 01 Apr 2018
Maturity Date
2018-04-01T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
595000.00
Base Market Value
616128.45
Base Total Cost
548958.90
Base Unrealized Gain Loss
67169.55
Base Accrued Interest
9854.69
Local Market Value
616128.45
Local Total Cost Amount
548958.90
Local Unrealized Gain Loss
67169.55
Local Accrued Interest
9854.69
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
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
6.625% 01 Apr 2018
Maturity Date
2018-04-01T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
575000.00
Base Market Value
595418.25
Base Total Cost
569859.45
Base Unrealized Gain Loss
25558.80
Base Accrued Interest
9523.43
Local Market Value
595418.25
Local Total Cost Amount
569859.45
Local Unrealized Gain Loss
25558.80
Local Accrued Interest
9523.43
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
5.5% 28 Jul 2021
Maturity Date
2021-07-28T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
550000.00
Base Market Value
609873.00
Base Total Cost
619226.50
Base Unrealized Gain Loss
-9353.50
Base Accrued Interest
12856.25
Local Market Value
609873.00
Local Total Cost Amount
619226.50
Local Unrealized Gain Loss
-9353.50
Local Accrued Interest
12856.25
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
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
3.875% 27 Jan 2026
Maturity Date
2026-01-27T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
535000.00
Base Market Value
550771.80
Base Total Cost
533903.25
Base Unrealized Gain Loss
16868.55
Base Accrued Interest
8868.36
Local Market Value
550771.80
Local Total Cost Amount
533903.25
Local Unrealized Gain Loss
16868.55
Local Accrued Interest
8868.36
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
6.375% 24 Jul 2042
Maturity Date
2042-07-24T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
505000.00
Base Market Value
671296.50
Base Total Cost
566414.61
Base Unrealized Gain Loss
104881.89
Base Accrued Interest
14040.05
Local Market Value
671296.50
Local Total Cost Amount
566414.61
Local Unrealized Gain Loss
104881.89
Local Accrued Interest
14040.05
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
FINANCE
Moody S Quality Rating
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
5.5% 28 Jul 2021
Maturity Date
2021-07-28T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
456000.00
Base Market Value
505640.16
Base Total Cost
444791.12
Base Unrealized Gain Loss
60849.04
Base Accrued Interest
10659.00
Local Market Value
505640.16
Local Total Cost Amount
444791.12
Local Unrealized Gain Loss
60849.04
Local Accrued Interest
10659.00
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
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
4% 23 Jul 2025
Maturity Date
2025-07-23T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
455000.00
Base Market Value
474901.70
Base Total Cost
454626.90
Base Unrealized Gain Loss
20274.80
Base Accrued Interest
7987.78
Local Market Value
474901.70
Local Total Cost Amount
454626.90
Local Unrealized Gain Loss
20274.80
Local Accrued Interest
7987.78
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
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
4.375% 22 Jan 2047
Maturity Date
2047-01-22T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
435000.00
Base Market Value
453792.00
Base Total Cost
432050.70
Base Unrealized Gain Loss
21741.30
Base Accrued Interest
8511.19
Local Market Value
453792.00
Local Total Cost Amount
432050.70
Local Unrealized Gain Loss
21741.30
Local Accrued Interest
8511.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
3.75% 25 Feb 2023
Maturity Date
2023-02-25T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
245000.00
Base Market Value
254753.45
Base Total Cost
244110.65
Base Unrealized Gain Loss
10642.80
Base Accrued Interest
3215.62
Local Market Value
254753.45
Local Total Cost Amount
244110.65
Local Unrealized Gain Loss
10642.80
Local Accrued Interest
3215.62
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
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
7.3% 13 May 2019
Maturity Date
2019-05-13T00:00:00.000
Interest Rate
7.3
Original Face
0.00
Shares Par Value
185000.00
Base Market Value
202254.95
Base Total Cost
195963.10
Base Unrealized Gain Loss
6291.85
Base Accrued Interest
1800.67
Local Market Value
202254.95
Local Total Cost Amount
195963.10
Local Unrealized Gain Loss
6291.85
Local Accrued Interest
1800.67
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
FINANCE
Moody S Quality Rating
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
4.3% 27 Jan 2045
Maturity Date
2045-01-27T00:00:00.000
Interest Rate
4.3
Original Face
0.00
Shares Par Value
166000.00
Base Market Value
171663.92
Base Total Cost
164755.00
Base Unrealized Gain Loss
6908.92
Base Accrued Interest
3053.48
Local Market Value
171663.92
Local Total Cost Amount
164755.00
Local Unrealized Gain Loss
6908.92
Local Accrued Interest
3053.48
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
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY BAML TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY BAML TRUST
Security Description
1% 15 May 2049
Maturity Date
2049-05-15T00:00:00.000
Interest Rate
1.81098
Original Face
3700000.00
Shares Par Value
3667031.74
Base Market Value
386694.00
Base Total Cost
422637.87
Base Unrealized Gain Loss
-35943.87
Base Accrued Interest
0
Local Market Value
386694.00
Local Total Cost Amount
422637.87
Local Unrealized Gain Loss
-35943.87
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: MORGAN STANLEY BAML TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY BAML TRUST
Security Description
2.79% 15 Feb 2048
Maturity Date
2048-02-15T00:00:00.000
Interest Rate
2.79
Original Face
3000000.00
Shares Par Value
3000000.00
Base Market Value
3036782.70
Base Total Cost
3089916.30
Base Unrealized Gain Loss
-53133.60
Base Accrued Interest
0
Local Market Value
3036782.70
Local Total Cost Amount
3089916.30
Local Unrealized Gain Loss
-53133.60
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: MORGAN STANLEY BAML TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY BAML TRUST
Security Description
3.96% 15 Aug 2046
Maturity Date
2046-08-15T00:00:00.000
Interest Rate
3.96
Original Face
2400000.00
Shares Par Value
2400000.00
Base Market Value
2545039.92
Base Total Cost
2427553.92
Base Unrealized Gain Loss
117486.00
Base Accrued Interest
0
Local Market Value
2545039.92
Local Total Cost Amount
2427553.92
Local Unrealized Gain Loss
117486.00
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: MORGAN STANLEY BAML TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY BAML TRUST
Security Description
1% 15 Oct 2047
Maturity Date
2047-10-15T00:00:00.000
Interest Rate
1.08901
Original Face
2400000.00
Shares Par Value
2323417.37
Base Market Value
77790.34
Base Total Cost
134856.38
Base Unrealized Gain Loss
-57066.04
Base Accrued Interest
0
Local Market Value
77790.34
Local Total Cost Amount
134856.38
Local Unrealized Gain Loss
-57066.04
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: MORGAN STANLEY BAML TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY BAML TRUST
Security Description
2.916% 15 Feb 2047
Maturity Date
2047-02-15T00:00:00.000
Interest Rate
2.916
Original Face
1200000.00
Shares Par Value
1200000.00
Base Market Value
1218192.36
Base Total Cost
1235991.24
Base Unrealized Gain Loss
-17798.88
Base Accrued Interest
0
Local Market Value
1218192.36
Local Total Cost Amount
1235991.24
Local Unrealized Gain Loss
-17798.88
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: MOSAIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOSAIC CO
Security Description
5.625% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
310000.00
Base Market Value
316494.50
Base Total Cost
320933.68
Base Unrealized Gain Loss
-4439.18
Base Accrued Interest
2228.13
Local Market Value
316494.50
Local Total Cost Amount
320933.68
Local Unrealized Gain Loss
-4439.18
Local Accrued Interest
2228.13
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
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: MOTIVA ENTERPRISES LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOTIVA ENTERPRISES LLC
Security Description
5.75% 15 Jan 2020
Maturity Date
2020-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
588000.00
Base Market Value
629271.72
Base Total Cost
608154.52
Base Unrealized Gain Loss
21117.20
Base Accrued Interest
15590.17
Local Market Value
629271.72
Local Total Cost Amount
608154.52
Local Unrealized Gain Loss
21117.20
Local Accrued Interest
15590.17
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
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: MOTIVA ENTERPRISES LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOTIVA ENTERPRISES LLC
Security Description
6.85% 15 Jan 2040
Maturity Date
2040-01-15T00:00:00.000
Interest Rate
6.85
Original Face
0.00
Shares Par Value
56000.00
Base Market Value
67616.64
Base Total Cost
58078.30
Base Unrealized Gain Loss
9538.34
Base Accrued Interest
1768.82
Local Market Value
67616.64
Local Total Cost Amount
58078.30
Local Unrealized Gain Loss
9538.34
Local Accrued Interest
1768.82
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MOTOROLA SOLUTIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOTOROLA SOLUTIONS INC
Security Description
5.5% 01 Sep 2044
Maturity Date
2044-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
506185.00
Base Total Cost
499405.00
Base Unrealized Gain Loss
6780.00
Base Accrued Interest
9166.67
Local Market Value
506185.00
Local Total Cost Amount
499405.00
Local Unrealized Gain Loss
6780.00
Local Accrued Interest
9166.67
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
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: MPH ACQUISITION HLDGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HLDGS LLC
Security Description
1% 07 Jun 2023
Maturity Date
2023-06-07T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
307584.11
Base Market Value
308016.27
Base Total Cost
306195.66
Base Unrealized Gain Loss
1820.61
Base Accrued Interest
0
Local Market Value
308016.27
Local Total Cost Amount
306195.66
Local Unrealized Gain Loss
1820.61
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: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
7.125% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
1255000.00
Base Market Value
1338143.75
Base Total Cost
1281075.00
Base Unrealized Gain Loss
57068.75
Base Accrued Interest
7451.57
Local Market Value
1338143.75
Local Total Cost Amount
1281075.00
Local Unrealized Gain Loss
57068.75
Local Accrued Interest
7451.57
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
7.125% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
800000.00
Base Market Value
853000.00
Base Total Cost
828000.00
Base Unrealized Gain Loss
25000.00
Base Accrued Interest
4750.00
Local Market Value
853000.00
Local Total Cost Amount
828000.00
Local Unrealized Gain Loss
25000.00
Local Accrued Interest
4750.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
7.125% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
445000.00
Base Market Value
474481.25
Base Total Cost
446106.25
Base Unrealized Gain Loss
28375.00
Base Accrued Interest
2648.12
Local Market Value
474481.25
Local Total Cost Amount
446106.25
Local Unrealized Gain Loss
28375.00
Local Accrued Interest
2648.12
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
INDUSTRIAL
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: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
7.125% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
346531.25
Base Total Cost
325000.00
Base Unrealized Gain Loss
21531.25
Base Accrued Interest
1929.69
Local Market Value
346531.25
Local Total Cost Amount
325000.00
Local Unrealized Gain Loss
21531.25
Local Accrued Interest
1929.69
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
INDUSTRIAL
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: MPLX LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPLX LP
Security Description
5.2% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
5.2
Original Face
0.00
Shares Par Value
55000.00
Base Market Value
56643.40
Base Total Cost
54617.20
Base Unrealized Gain Loss
2026.20
Base Accrued Interest
1120.16
Local Market Value
56643.40
Local Total Cost Amount
54617.20
Local Unrealized Gain Loss
2026.20
Local Accrued Interest
1120.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: MPM ESCROW LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPM ESCROW LLC
Security Description
8.875% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
8.875
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
0.00
Base Total Cost
0.31
Base Unrealized Gain Loss
-0.31
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.31
Local Unrealized Gain Loss
-0.31
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
5.5% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1105000.00
Base Market Value
1154725.00
Base Total Cost
1149801.01
Base Unrealized Gain Loss
4923.99
Base Accrued Interest
10136.80
Local Market Value
1154725.00
Local Total Cost Amount
1149801.01
Local Unrealized Gain Loss
4923.99
Local Accrued Interest
10136.80
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
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
6.375% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
1035000.00
Base Market Value
1125697.05
Base Total Cost
1060731.25
Base Unrealized Gain Loss
64965.80
Base Accrued Interest
21993.75
Local Market Value
1125697.05
Local Total Cost Amount
1060731.25
Local Unrealized Gain Loss
64965.80
Local Accrued Interest
21993.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: 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
907629.49
Base Market Value
907629.49
Base Total Cost
907629.49
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
907629.49
Local Total Cost Amount
907629.49
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
6.375% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
904000.00
Base Market Value
933380.00
Base Total Cost
938141.60
Base Unrealized Gain Loss
-4761.60
Base Accrued Interest
21771.34
Local Market Value
933380.00
Local Total Cost Amount
938141.60
Local Unrealized Gain Loss
-4761.60
Local Accrued Interest
21771.34
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
FINANCE
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
6.375% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
870000.00
Base Market Value
946238.10
Base Total Cost
909825.00
Base Unrealized Gain Loss
36413.10
Base Accrued Interest
18492.81
Local Market Value
946238.10
Local Total Cost Amount
909825.00
Local Unrealized Gain Loss
36413.10
Local Accrued Interest
18492.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
5.25% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
820000.00
Base Market Value
852463.80
Base Total Cost
831639.45
Base Unrealized Gain Loss
20824.35
Base Accrued Interest
17941.84
Local Market Value
852463.80
Local Total Cost Amount
831639.45
Local Unrealized Gain Loss
20824.35
Local Accrued Interest
17941.84
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
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
5.25% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
610000.00
Base Market Value
634149.90
Base Total Cost
610000.00
Base Unrealized Gain Loss
24149.90
Base Accrued Interest
13343.75
Local Market Value
634149.90
Local Total Cost Amount
610000.00
Local Unrealized Gain Loss
24149.90
Local Accrued Interest
13343.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
6.375% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
543815.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
43815.00
Base Accrued Interest
10625.00
Local Market Value
543815.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
43815.00
Local Accrued Interest
10625.00
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
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
5.25% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
320000.00
Base Market Value
332668.80
Base Total Cost
318006.25
Base Unrealized Gain Loss
14662.55
Base Accrued Interest
6999.99
Local Market Value
332668.80
Local Total Cost Amount
318006.25
Local Unrealized Gain Loss
14662.55
Local Accrued Interest
6999.99
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
FINANCE
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
6.375% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
105000.00
Base Market Value
114201.15
Base Total Cost
114975.00
Base Unrealized Gain Loss
-773.85
Base Accrued Interest
2231.25
Local Market Value
114201.15
Local Total Cost Amount
114975.00
Local Unrealized Gain Loss
-773.85
Local Accrued Interest
2231.25
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
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: MSCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MSCI INC
Security Description
5.75% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
695000.00
Base Market Value
752768.40
Base Total Cost
696312.50
Base Unrealized Gain Loss
56455.90
Base Accrued Interest
15101.74
Local Market Value
752768.40
Local Total Cost Amount
696312.50
Local Unrealized Gain Loss
56455.90
Local Accrued Interest
15101.74
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
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: MSCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MSCI INC
Security Description
5.25% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
685000.00
Base Market Value
726100.00
Base Total Cost
709837.50
Base Unrealized Gain Loss
16262.50
Base Accrued Interest
4599.61
Local Market Value
726100.00
Local Total Cost Amount
709837.50
Local Unrealized Gain Loss
16262.50
Local Accrued Interest
4599.61
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
FINANCE
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: MSCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MSCI INC
Security Description
4.75% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
505000.00
Base Market Value
519039.00
Base Total Cost
522437.50
Base Unrealized Gain Loss
-3398.50
Base Accrued Interest
9994.79
Local Market Value
519039.00
Local Total Cost Amount
522437.50
Local Unrealized Gain Loss
-3398.50
Local Accrued Interest
9994.79
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
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: MSCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MSCI INC
Security Description
5.75% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
335000.00
Base Market Value
362845.20
Base Total Cost
358450.00
Base Unrealized Gain Loss
4395.20
Base Accrued Interest
7276.94
Local Market Value
362845.20
Local Total Cost Amount
358450.00
Local Unrealized Gain Loss
4395.20
Local Accrued Interest
7276.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
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