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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: NUSTAR LOGISTICS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUSTAR LOGISTICS LP
Security Description
5.625% 28 Apr 2027
Maturity Date
2027-04-28T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
710000.00
Base Market Value
745500.00
Base Total Cost
712712.50
Base Unrealized Gain Loss
32787.50
Base Accrued Interest
6989.06
Local Market Value
745500.00
Local Total Cost Amount
712712.50
Local Unrealized Gain Loss
32787.50
Local Accrued Interest
6989.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NUSTAR LOGISTICS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUSTAR LOGISTICS LP
Security Description
5.625% 28 Apr 2027
Maturity Date
2027-04-28T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
395000.00
Base Market Value
414750.00
Base Total Cost
400943.75
Base Unrealized Gain Loss
13806.25
Base Accrued Interest
3892.98
Local Market Value
414750.00
Local Total Cost Amount
400943.75
Local Unrealized Gain Loss
13806.25
Local Accrued Interest
3892.98
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
INDUSTRIAL
Moody S Quality Rating
Ba1
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: NUSTAR LOGISTICS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUSTAR LOGISTICS LP
Security Description
6.75% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
283000.00
Base Market Value
308470.00
Base Total Cost
299830.00
Base Unrealized Gain Loss
8640.00
Base Accrued Interest
7959.38
Local Market Value
308470.00
Local Total Cost Amount
299830.00
Local Unrealized Gain Loss
8640.00
Local Accrued Interest
7959.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
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: NUSTAR LOGISTICS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUSTAR LOGISTICS LP
Security Description
4.8% 01 Sep 2020
Maturity Date
2020-09-01T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
270000.00
Base Market Value
280800.00
Base Total Cost
284343.75
Base Unrealized Gain Loss
-3543.75
Base Accrued Interest
4324.00
Local Market Value
280800.00
Local Total Cost Amount
284343.75
Local Unrealized Gain Loss
-3543.75
Local Accrued Interest
4324.00
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
Ba1
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: NUSTAR LOGISTICS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUSTAR LOGISTICS LP
Security Description
4.8% 01 Sep 2020
Maturity Date
2020-09-01T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
211000.00
Base Market Value
219440.00
Base Total Cost
203351.25
Base Unrealized Gain Loss
16088.75
Base Accrued Interest
3376.00
Local Market Value
219440.00
Local Total Cost Amount
203351.25
Local Unrealized Gain Loss
16088.75
Local Accrued Interest
3376.00
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
Ba1
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: NUSTAR LOGISTICS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUSTAR LOGISTICS LP
Security Description
4.8% 01 Sep 2020
Maturity Date
2020-09-01T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
140000.00
Base Market Value
145600.00
Base Total Cost
130531.25
Base Unrealized Gain Loss
15068.75
Base Accrued Interest
2240.00
Local Market Value
145600.00
Local Total Cost Amount
130531.25
Local Unrealized Gain Loss
15068.75
Local Accrued Interest
2240.00
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
Ba1
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: NUVEEN FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUVEEN FINANCE LLC
Security Description
2.95% 01 Nov 2019
Maturity Date
2019-11-01T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
940000.00
Base Market Value
953432.60
Base Total Cost
955000.50
Base Unrealized Gain Loss
-1567.90
Base Accrued Interest
4621.67
Local Market Value
953432.60
Local Total Cost Amount
955000.50
Local Unrealized Gain Loss
-1567.90
Local Accrued Interest
4621.67
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
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: NUVEEN FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUVEEN FINANCE LLC
Security Description
4.125% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
4.125
Original Face
0.00
Shares Par Value
78000.00
Base Market Value
80698.80
Base Total Cost
77911.08
Base Unrealized Gain Loss
2787.72
Base Accrued Interest
536.25
Local Market Value
80698.80
Local Total Cost Amount
77911.08
Local Unrealized Gain Loss
2787.72
Local Accrued Interest
536.25
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
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: NVIDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NVIDIA CORP
Security Description
2.2% 16 Sep 2021
Maturity Date
2021-09-16T00:00:00.000
Interest Rate
2.2
Original Face
0.00
Shares Par Value
930000.00
Base Market Value
919630.50
Base Total Cost
928158.60
Base Unrealized Gain Loss
-8528.10
Base Accrued Interest
5967.50
Local Market Value
919630.50
Local Total Cost Amount
928158.60
Local Unrealized Gain Loss
-8528.10
Local Accrued Interest
5967.50
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
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: NVIDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NVIDIA CORP
Security Description
3.2% 16 Sep 2026
Maturity Date
2026-09-16T00:00:00.000
Interest Rate
3.2
Original Face
0.00
Shares Par Value
800000.00
Base Market Value
793224.00
Base Total Cost
797336.48
Base Unrealized Gain Loss
-4112.48
Base Accrued Interest
7466.68
Local Market Value
793224.00
Local Total Cost Amount
797336.48
Local Unrealized Gain Loss
-4112.48
Local Accrued Interest
7466.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NVIDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NVIDIA CORP
Security Description
1% 01 Dec 2018
Maturity Date
2018-12-01T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
609000.00
Base Market Value
4371097.50
Base Total Cost
1896208.36
Base Unrealized Gain Loss
2474889.14
Base Accrued Interest
507.51
Local Market Value
4371097.50
Local Total Cost Amount
1896208.36
Local Unrealized Gain Loss
2474889.14
Local Accrued Interest
507.51
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NXP BV/NXP FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NXP BV/NXP FUNDING LLC
Security Description
4.625% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
3460000.00
Base Market Value
3732475.00
Base Total Cost
3517500.00
Base Unrealized Gain Loss
214975.00
Base Accrued Interest
13335.41
Local Market Value
3732475.00
Local Total Cost Amount
3517500.00
Local Unrealized Gain Loss
214975.00
Local Accrued Interest
13335.41
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
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: NXP BV/NXP FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NXP BV/NXP FUNDING LLC
Security Description
4.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.125
Original Face
0.00
Shares Par Value
2200000.00
Base Market Value
2316600.00
Base Total Cost
2200000.00
Base Unrealized Gain Loss
116600.00
Base Accrued Interest
7562.50
Local Market Value
2316600.00
Local Total Cost Amount
2200000.00
Local Unrealized Gain Loss
116600.00
Local Accrued Interest
7562.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: NXP BV/NXP FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NXP BV/NXP FUNDING LLC
Security Description
4.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.125
Original Face
0.00
Shares Par Value
485000.00
Base Market Value
510705.00
Base Total Cost
494600.00
Base Unrealized Gain Loss
16105.00
Base Accrued Interest
1670.62
Local Market Value
510705.00
Local Total Cost Amount
494600.00
Local Unrealized Gain Loss
16105.00
Local Accrued Interest
1670.62
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
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: NXP BV/NXP FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NXP BV/NXP FUNDING LLC
Security Description
4.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.125
Original Face
0.00
Shares Par Value
478000.00
Base Market Value
503334.00
Base Total Cost
486962.50
Base Unrealized Gain Loss
16371.50
Base Accrued Interest
1643.12
Local Market Value
503334.00
Local Total Cost Amount
486962.50
Local Unrealized Gain Loss
16371.50
Local Accrued Interest
1643.12
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
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: NXP SEMICONDUCTOR NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NXP SEMICONDUCTOR NV
Security Description
1% 01 Dec 2019
Maturity Date
2019-12-01T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
1029000.00
Base Market Value
1227082.50
Base Total Cost
1112513.02
Base Unrealized Gain Loss
114569.48
Base Accrued Interest
857.50
Local Market Value
1227082.50
Local Total Cost Amount
1112513.02
Local Unrealized Gain Loss
114569.48
Local Accrued Interest
857.50
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
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: NY + PRESBYTERIAN HOSPIT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NY + PRESBYTERIAN HOSPIT
Security Description
3.563% 01 Aug 2036
Maturity Date
2036-08-01T00:00:00.000
Interest Rate
3.563
Original Face
0.00
Shares Par Value
550000.00
Base Market Value
533797.00
Base Total Cost
549983.50
Base Unrealized Gain Loss
-16186.50
Base Accrued Interest
8165.21
Local Market Value
533797.00
Local Total Cost Amount
549983.50
Local Unrealized Gain Loss
-16186.50
Local Accrued Interest
8165.21
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NYU HOSPITALS CENTER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NYU HOSPITALS CENTER
Security Description
5.75% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
775000.00
Base Market Value
976143.50
Base Total Cost
775000.00
Base Unrealized Gain Loss
201143.50
Base Accrued Interest
0
Local Market Value
976143.50
Local Total Cost Amount
775000.00
Local Unrealized Gain Loss
201143.50
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
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: O REILLY AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
O REILLY AUTOMOTIVE INC
Security Description
3.55% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
3.55
Original Face
0.00
Shares Par Value
2435000.00
Base Market Value
2451704.10
Base Total Cost
2430909.20
Base Unrealized Gain Loss
20794.90
Base Accrued Interest
25452.51
Local Market Value
2451704.10
Local Total Cost Amount
2430909.20
Local Unrealized Gain Loss
20794.90
Local Accrued Interest
25452.51
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: O REILLY AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
O REILLY AUTOMOTIVE INC
Security Description
4.875% 14 Jan 2021
Maturity Date
2021-01-14T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1940000.00
Base Market Value
2086373.00
Base Total Cost
1926361.80
Base Unrealized Gain Loss
160011.20
Base Accrued Interest
43872.29
Local Market Value
2086373.00
Local Total Cost Amount
1926361.80
Local Unrealized Gain Loss
160011.20
Local Accrued Interest
43872.29
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: O REILLY AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
O REILLY AUTOMOTIVE INC
Security Description
3.85% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
1495000.00
Base Market Value
1561437.80
Base Total Cost
1494880.40
Base Unrealized Gain Loss
66557.40
Base Accrued Interest
2558.11
Local Market Value
1561437.80
Local Total Cost Amount
1494880.40
Local Unrealized Gain Loss
66557.40
Local Accrued Interest
2558.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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
-7353.52
Base Market Value
-7353.52
Base Total Cost
-7353.52
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-7353.52
Local Total Cost Amount
-7353.52
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: O REILLY AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
O REILLY AUTOMOTIVE INC
Security Description
3.8% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
505000.00
Base Market Value
530936.80
Base Total Cost
503116.35
Base Unrealized Gain Loss
27820.45
Base Accrued Interest
6396.67
Local Market Value
530936.80
Local Total Cost Amount
503116.35
Local Unrealized Gain Loss
27820.45
Local Accrued Interest
6396.67
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: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
1610000.00
Base Market Value
1561700.00
Base Total Cost
1564162.50
Base Unrealized Gain Loss
-2462.50
Base Accrued Interest
32591.31
Local Market Value
1561700.00
Local Total Cost Amount
1564162.50
Local Unrealized Gain Loss
-2462.50
Local Accrued Interest
32591.31
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
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: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
880000.00
Base Market Value
853600.00
Base Total Cost
838485.42
Base Unrealized Gain Loss
15114.58
Base Accrued Interest
17821.49
Local Market Value
853600.00
Local Total Cost Amount
838485.42
Local Unrealized Gain Loss
15114.58
Local Accrued Interest
17821.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
725000.00
Base Market Value
703250.00
Base Total Cost
732806.25
Base Unrealized Gain Loss
-29556.25
Base Accrued Interest
14676.21
Local Market Value
703250.00
Local Total Cost Amount
732806.25
Local Unrealized Gain Loss
-29556.25
Local Accrued Interest
14676.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.875% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
483750.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
-16250.00
Base Accrued Interest
15850.69
Local Market Value
483750.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
-16250.00
Local Accrued Interest
15850.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.5% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
266750.00
Base Total Cost
284430.50
Base Unrealized Gain Loss
-17680.50
Base Accrued Interest
2979.16
Local Market Value
266750.00
Local Total Cost Amount
284430.50
Local Unrealized Gain Loss
-17680.50
Local Accrued Interest
2979.16
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
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: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.5% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
195000.00
Base Market Value
189150.00
Base Total Cost
196543.75
Base Unrealized Gain Loss
-7393.75
Base Accrued Interest
2112.50
Local Market Value
189150.00
Local Total Cost Amount
196543.75
Local Unrealized Gain Loss
-7393.75
Local Accrued Interest
2112.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.875% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
115000.00
Base Market Value
111262.50
Base Total Cost
81496.67
Base Unrealized Gain Loss
29765.83
Base Accrued Interest
3645.65
Local Market Value
111262.50
Local Total Cost Amount
81496.67
Local Unrealized Gain Loss
29765.83
Local Accrued Interest
3645.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: OHIO NAT FINANCIAL SRVS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OHIO NAT FINANCIAL SRVS
Security Description
6.375% 30 Apr 2020
Maturity Date
2020-04-30T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
492282.00
Base Total Cost
447601.50
Base Unrealized Gain Loss
44680.50
Base Accrued Interest
4860.94
Local Market Value
492282.00
Local Total Cost Amount
447601.50
Local Unrealized Gain Loss
44680.50
Local Accrued Interest
4860.94
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
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: OHIO POWER COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OHIO POWER COMPANY
Security Description
6.6% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
6.6
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
477292.50
Base Total Cost
475912.50
Base Unrealized Gain Loss
1380.00
Base Accrued Interest
8250.00
Local Market Value
477292.50
Local Total Cost Amount
475912.50
Local Unrealized Gain Loss
1380.00
Local Accrued Interest
8250.00
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
ELECTRIC/GAS
Moody S Quality Rating
A2
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: OHIO POWER COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OHIO POWER COMPANY
Security Description
6.6% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
6.6
Original Face
0.00
Shares Par Value
220000.00
Base Market Value
280011.60
Base Total Cost
279950.00
Base Unrealized Gain Loss
61.60
Base Accrued Interest
4840.00
Local Market Value
280011.60
Local Total Cost Amount
279950.00
Local Unrealized Gain Loss
61.60
Local Accrued Interest
4840.00
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
ELECTRIC/GAS
Moody S Quality Rating
A2
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: OIL INSURANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OIL INSURANCE LTD
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
4.13422
Original Face
0.00
Shares Par Value
15000.00
Base Market Value
13575.00
Base Total Cost
12918.75
Base Unrealized Gain Loss
656.25
Base Accrued Interest
1.72
Local Market Value
13575.00
Local Total Cost Amount
12918.75
Local Unrealized Gain Loss
656.25
Local Accrued Interest
1.72
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: OKLAHOMA G+E CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OKLAHOMA G+E CO
Security Description
5.85% 01 Jun 2040
Maturity Date
2040-06-01T00:00:00.000
Interest Rate
5.85
Original Face
0.00
Shares Par Value
255000.00
Base Market Value
320795.10
Base Total Cost
253362.90
Base Unrealized Gain Loss
67432.20
Base Accrued Interest
1243.13
Local Market Value
320795.10
Local Total Cost Amount
253362.90
Local Unrealized Gain Loss
67432.20
Local Accrued Interest
1243.13
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
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: OLD REPUBLIC INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OLD REPUBLIC INTL CORP
Security Description
3.75% 15 Mar 2018
Maturity Date
2018-03-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
2630000.00
Base Market Value
3328606.90
Base Total Cost
3216715.72
Base Unrealized Gain Loss
111891.18
Base Accrued Interest
29039.59
Local Market Value
3328606.90
Local Total Cost Amount
3216715.72
Local Unrealized Gain Loss
111891.18
Local Accrued Interest
29039.59
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OLEODUCTO CENTRAL SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OLEODUCTO CENTRAL SA
Security Description
4% 07 May 2021
Maturity Date
2021-05-07T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
259375.00
Base Total Cost
248417.50
Base Unrealized Gain Loss
10957.50
Base Accrued Interest
1500.00
Local Market Value
259375.00
Local Total Cost Amount
248417.50
Local Unrealized Gain Loss
10957.50
Local Accrued Interest
1500.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: OLIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OLIN CORP
Security Description
5.125% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
510000.00
Base Market Value
525300.00
Base Total Cost
510000.00
Base Unrealized Gain Loss
15300.00
Base Accrued Interest
8131.66
Local Market Value
525300.00
Local Total Cost Amount
510000.00
Local Unrealized Gain Loss
15300.00
Local Accrued Interest
8131.66
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
INDUSTRIAL
Moody S Quality Rating
Ba1
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: OMEGA HLTHCARE INVESTORS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OMEGA HLTHCARE INVESTORS
Security Description
4.95% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
4.95
Original Face
0.00
Shares Par Value
618000.00
Base Market Value
647280.84
Base Total Cost
637090.02
Base Unrealized Gain Loss
10190.82
Base Accrued Interest
7647.75
Local Market Value
647280.84
Local Total Cost Amount
637090.02
Local Unrealized Gain Loss
10190.82
Local Accrued Interest
7647.75
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
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: OMNICOM GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OMNICOM GROUP INC
Security Description
3.625% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
2175000.00
Base Market Value
2270156.25
Base Total Cost
2277116.25
Base Unrealized Gain Loss
-6960.00
Base Accrued Interest
13140.62
Local Market Value
2270156.25
Local Total Cost Amount
2277116.25
Local Unrealized Gain Loss
-6960.00
Local Accrued Interest
13140.62
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
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: OMNICOM GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OMNICOM GROUP INC
Security Description
3.65% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
3.65
Original Face
0.00
Shares Par Value
1880000.00
Base Market Value
1927902.40
Base Total Cost
1896521.30
Base Unrealized Gain Loss
31381.10
Base Accrued Interest
11436.66
Local Market Value
1927902.40
Local Total Cost Amount
1896521.30
Local Unrealized Gain Loss
31381.10
Local Accrued Interest
11436.66
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
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: ON SEMICONDUCTOR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ON SEMICONDUCTOR CORP
Security Description
1% 01 Dec 2020
Maturity Date
2020-12-01T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
1970000.00
Base Market Value
2043875.00
Base Total Cost
1998883.51
Base Unrealized Gain Loss
44991.49
Base Accrued Interest
1641.67
Local Market Value
2043875.00
Local Total Cost Amount
1998883.51
Local Unrealized Gain Loss
44991.49
Local Accrued Interest
1641.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ON SEMICONDUCTOR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ON SEMICONDUCTOR CORP
Security Description
1% 01 Dec 2020
Maturity Date
2020-12-01T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
670000.00
Base Market Value
695125.00
Base Total Cost
737917.72
Base Unrealized Gain Loss
-42792.72
Base Accrued Interest
558.34
Local Market Value
695125.00
Local Total Cost Amount
737917.72
Local Unrealized Gain Loss
-42792.72
Local Accrued Interest
558.34
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: ONCOR ELECTRIC DELIVERY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONCOR ELECTRIC DELIVERY
Security Description
7% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
240000.00
Base Market Value
288914.40
Base Total Cost
307842.20
Base Unrealized Gain Loss
-18927.80
Base Accrued Interest
5600.00
Local Market Value
288914.40
Local Total Cost Amount
307842.20
Local Unrealized Gain Loss
-18927.80
Local Accrued Interest
5600.00
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
ELECTRIC/GAS
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: ONCOR ELECTRIC DELIVERY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONCOR ELECTRIC DELIVERY
Security Description
5.3% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
5.3
Original Face
0.00
Shares Par Value
170000.00
Base Market Value
205164.50
Base Total Cost
186879.93
Base Unrealized Gain Loss
18284.57
Base Accrued Interest
750.83
Local Market Value
205164.50
Local Total Cost Amount
186879.93
Local Unrealized Gain Loss
18284.57
Local Accrued Interest
750.83
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
ELECTRIC/GAS
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: ONEMAIN FIN HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEMAIN FIN HOLDINGS INC
Security Description
7.25% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
1055000.00
Base Market Value
1111178.75
Base Total Cost
1079487.50
Base Unrealized Gain Loss
31691.25
Base Accrued Interest
3399.45
Local Market Value
1111178.75
Local Total Cost Amount
1079487.50
Local Unrealized Gain Loss
31691.25
Local Accrued Interest
3399.45
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
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
-20322.15
Base Market Value
-20322.15
Base Total Cost
-20322.15
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-20322.15
Local Total Cost Amount
-20322.15
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: ONEMAIN FIN HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEMAIN FIN HOLDINGS INC
Security Description
7.25% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
632000.00
Base Market Value
665654.00
Base Total Cost
665970.00
Base Unrealized Gain Loss
-316.00
Base Accrued Interest
2036.45
Local Market Value
665654.00
Local Total Cost Amount
665970.00
Local Unrealized Gain Loss
-316.00
Local Accrued Interest
2036.45
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
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ONEMAIN FIN HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEMAIN FIN HOLDINGS INC
Security Description
7.25% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
620000.00
Base Market Value
653015.00
Base Total Cost
652441.25
Base Unrealized Gain Loss
573.75
Base Accrued Interest
2114.59
Local Market Value
653015.00
Local Total Cost Amount
652441.25
Local Unrealized Gain Loss
573.75
Local Accrued Interest
2114.59
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
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ONEOK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEOK INC
Security Description
7.5% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
1150000.00
Base Market Value
1371375.00
Base Total Cost
1319812.50
Base Unrealized Gain Loss
51562.50
Base Accrued Interest
28750.00
Local Market Value
1371375.00
Local Total Cost Amount
1319812.50
Local Unrealized Gain Loss
51562.50
Local Accrued Interest
28750.00
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
ELECTRIC/GAS
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
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