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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: 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
-109498.50
Base Market Value
-109498.50
Base Total Cost
-109498.50
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-109498.50
Local Total Cost Amount
-109498.50
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: PROSPECT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PROSPECT CAPITAL CORP
Security Description
4.95% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
4.95
Original Face
0.00
Shares Par Value
1710000.00
Base Market Value
1703587.50
Base Total Cost
1687744.00
Base Unrealized Gain Loss
15843.50
Base Accrued Interest
18810.00
Local Market Value
1703587.50
Local Total Cost Amount
1687744.00
Local Unrealized Gain Loss
15843.50
Local Accrued Interest
18810.00
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: PROSPECT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PROSPECT CAPITAL CORP
Security Description
5.875% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
1305000.00
Base Market Value
1347412.50
Base Total Cost
1366735.00
Base Unrealized Gain Loss
-19322.50
Base Accrued Interest
35352.80
Local Market Value
1347412.50
Local Total Cost Amount
1366735.00
Local Unrealized Gain Loss
-19322.50
Local Accrued Interest
35352.80
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: PROVIDENT FDG/PFG FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PROVIDENT FDG/PFG FIN
Security Description
6.375% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
860000.00
Base Market Value
881500.00
Base Total Cost
860000.00
Base Unrealized Gain Loss
21500.00
Base Accrued Interest
3502.71
Local Market Value
881500.00
Local Total Cost Amount
860000.00
Local Unrealized Gain Loss
21500.00
Local Accrued Interest
3502.71
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: CANADA • Security Name: PROVINCE OF SASKATCHEWAN
Local Currency Code
USD
Trade Country Name
CANADA
Security Name
PROVINCE OF SASKATCHEWAN
Security Description
8.5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
8.5
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
220738.00
Base Total Cost
194011.13
Base Unrealized Gain Loss
26726.87
Base Accrued Interest
6859.03
Local Market Value
220738.00
Local Total Cost Amount
194011.13
Local Unrealized Gain Loss
26726.87
Local Accrued Interest
6859.03
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Aaa
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: PRUDENTIAL FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRUDENTIAL FINANCIAL INC
Security Description
1% 15 May 2045
Maturity Date
2045-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
3400000.00
Base Market Value
3680500.00
Base Total Cost
3561500.00
Base Unrealized Gain Loss
119000.00
Base Accrued Interest
23351.40
Local Market Value
3680500.00
Local Total Cost Amount
3561500.00
Local Unrealized Gain Loss
119000.00
Local Accrued Interest
23351.40
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: PRUDENTIAL FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRUDENTIAL FINANCIAL INC
Security Description
2.35% 15 Aug 2019
Maturity Date
2019-08-15T00:00:00.000
Interest Rate
2.35
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
754477.50
Base Total Cost
749400.00
Base Unrealized Gain Loss
5077.50
Base Accrued Interest
6658.33
Local Market Value
754477.50
Local Total Cost Amount
749400.00
Local Unrealized Gain Loss
5077.50
Local Accrued Interest
6658.33
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
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PRUDENTIAL FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRUDENTIAL FINANCIAL INC
Security Description
5.625% 12 May 2041
Maturity Date
2041-05-12T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
724242.00
Base Total Cost
575934.00
Base Unrealized Gain Loss
148308.00
Base Accrued Interest
4593.75
Local Market Value
724242.00
Local Total Cost Amount
575934.00
Local Unrealized Gain Loss
148308.00
Local Accrued Interest
4593.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PSEG POWER LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PSEG POWER LLC
Security Description
3% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
609222.00
Base Total Cost
598914.00
Base Unrealized Gain Loss
10308.00
Base Accrued Interest
800.00
Local Market Value
609222.00
Local Total Cost Amount
598914.00
Local Unrealized Gain Loss
10308.00
Local Accrued Interest
800.00
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
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: PTC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PTC INC
Security Description
6% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
565000.00
Base Market Value
611612.50
Base Total Cost
574650.00
Base Unrealized Gain Loss
36962.50
Base Accrued Interest
4331.66
Local Market Value
611612.50
Local Total Cost Amount
574650.00
Local Unrealized Gain Loss
36962.50
Local Accrued Interest
4331.66
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
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: PTC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PTC INC
Security Description
6% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
545000.00
Base Market Value
589962.50
Base Total Cost
583831.25
Base Unrealized Gain Loss
6131.25
Base Accrued Interest
4178.33
Local Market Value
589962.50
Local Total Cost Amount
583831.25
Local Unrealized Gain Loss
6131.25
Local Accrued Interest
4178.33
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
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: PUBLIC SERVICE COLORADO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE COLORADO
Security Description
3.2% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
3.2
Original Face
0.00
Shares Par Value
525000.00
Base Market Value
541369.50
Base Total Cost
522863.25
Base Unrealized Gain Loss
18506.25
Base Accrued Interest
2146.67
Local Market Value
541369.50
Local Total Cost Amount
522863.25
Local Unrealized Gain Loss
18506.25
Local Accrued Interest
2146.67
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
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: PUBLIC SERVICE ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE ELECTRIC
Security Description
3% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
900000.00
Base Market Value
901818.00
Base Total Cost
897363.00
Base Unrealized Gain Loss
4455.00
Base Accrued Interest
4200.00
Local Market Value
901818.00
Local Total Cost Amount
897363.00
Local Unrealized Gain Loss
4455.00
Local Accrued Interest
4200.00
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
Aa3
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: PUBLIC SERVICE OKLAHOMA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE OKLAHOMA
Security Description
4.4% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
4.4
Original Face
0.00
Shares Par Value
765000.00
Base Market Value
812498.85
Base Total Cost
759231.90
Base Unrealized Gain Loss
53266.95
Base Accrued Interest
14025.00
Local Market Value
812498.85
Local Total Cost Amount
759231.90
Local Unrealized Gain Loss
53266.95
Local Accrued Interest
14025.00
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: 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
-5.16
Base Market Value
-5.16
Base Total Cost
-5.16
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-5.16
Local Total Cost Amount
-5.16
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: PUGET ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUGET ENERGY INC
Security Description
5.625% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
698231.25
Base Total Cost
686786.62
Base Unrealized Gain Loss
11444.63
Base Accrued Interest
16210.94
Local Market Value
698231.25
Local Total Cost Amount
686786.62
Local Unrealized Gain Loss
11444.63
Local Accrued Interest
16210.94
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
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: PUGET ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUGET ENERGY INC
Security Description
3.65% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
3.65
Original Face
0.00
Shares Par Value
458000.00
Base Market Value
458833.56
Base Total Cost
457390.86
Base Unrealized Gain Loss
1442.70
Base Accrued Interest
2136.06
Local Market Value
458833.56
Local Total Cost Amount
457390.86
Local Unrealized Gain Loss
1442.70
Local Accrued Interest
2136.06
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
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: PUGET ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUGET ENERGY INC
Security Description
6% 01 Sep 2021
Maturity Date
2021-09-01T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
112302.00
Base Total Cost
108037.00
Base Unrealized Gain Loss
4265.00
Base Accrued Interest
2000.00
Local Market Value
112302.00
Local Total Cost Amount
108037.00
Local Unrealized Gain Loss
4265.00
Local Accrued Interest
2000.00
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PUGET SOUND ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUGET SOUND ENERGY INC
Security Description
4.434% 15 Nov 2041
Maturity Date
2041-11-15T00:00:00.000
Interest Rate
4.434
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
800722.50
Base Total Cost
750000.00
Base Unrealized Gain Loss
50722.50
Base Accrued Interest
4249.25
Local Market Value
800722.50
Local Total Cost Amount
750000.00
Local Unrealized Gain Loss
50722.50
Local Accrued Interest
4249.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: PULTE GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PULTE GROUP INC
Security Description
6.375% 15 May 2033
Maturity Date
2033-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
1925000.00
Base Market Value
2011625.00
Base Total Cost
1447043.75
Base Unrealized Gain Loss
564581.25
Base Accrued Interest
15680.73
Local Market Value
2011625.00
Local Total Cost Amount
1447043.75
Local Unrealized Gain Loss
564581.25
Local Accrued Interest
15680.73
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
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: PULTE GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PULTE GROUP INC
Security Description
6% 15 Feb 2035
Maturity Date
2035-02-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
560000.00
Base Market Value
561400.00
Base Total Cost
399042.55
Base Unrealized Gain Loss
162357.45
Base Accrued Interest
12693.33
Local Market Value
561400.00
Local Total Cost Amount
399042.55
Local Unrealized Gain Loss
162357.45
Local Accrued Interest
12693.33
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
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: PULTE GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PULTE GROUP INC
Security Description
7.875% 15 Jun 2032
Maturity Date
2032-06-15T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
365000.00
Base Market Value
425225.00
Base Total Cost
341481.25
Base Unrealized Gain Loss
83743.75
Base Accrued Interest
1277.50
Local Market Value
425225.00
Local Total Cost Amount
341481.25
Local Unrealized Gain Loss
83743.75
Local Accrued Interest
1277.50
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
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: PULTEGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PULTEGROUP INC
Security Description
4.25% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
455000.00
Base Market Value
474337.50
Base Total Cost
470350.00
Base Unrealized Gain Loss
3987.50
Base Accrued Interest
6456.46
Local Market Value
474337.50
Local Total Cost Amount
470350.00
Local Unrealized Gain Loss
3987.50
Local Accrued Interest
6456.46
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: PULTEGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PULTEGROUP INC
Security Description
5.5% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
209000.00
Base Market Value
222585.00
Base Total Cost
209000.00
Base Unrealized Gain Loss
13585.00
Base Accrued Interest
3831.67
Local Market Value
222585.00
Local Total Cost Amount
209000.00
Local Unrealized Gain Loss
13585.00
Local Accrued Interest
3831.67
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
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: QEP RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QEP RESOURCES INC
Security Description
6.875% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
2960000.00
Base Market Value
3071000.00
Base Total Cost
3100156.25
Base Unrealized Gain Loss
-29156.25
Base Accrued Interest
67833.28
Local Market Value
3071000.00
Local Total Cost Amount
3100156.25
Local Unrealized Gain Loss
-29156.25
Local Accrued Interest
67833.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: QEP RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QEP RESOURCES INC
Security Description
5.375% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
1605000.00
Base Market Value
1544812.50
Base Total Cost
1604068.75
Base Unrealized Gain Loss
-59256.25
Base Accrued Interest
21567.16
Local Market Value
1544812.50
Local Total Cost Amount
1604068.75
Local Unrealized Gain Loss
-59256.25
Local Accrued Interest
21567.16
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
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: QEP RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QEP RESOURCES INC
Security Description
5.375% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
344000.00
Base Market Value
331100.00
Base Total Cost
340242.50
Base Unrealized Gain Loss
-9142.50
Base Accrued Interest
4622.49
Local Market Value
331100.00
Local Total Cost Amount
340242.50
Local Unrealized Gain Loss
-9142.50
Local Accrued Interest
4622.49
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
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: QEP RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QEP RESOURCES INC
Security Description
6.8% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
6.8
Original Face
0.00
Shares Par Value
266000.00
Base Market Value
276640.00
Base Total Cost
280105.00
Base Unrealized Gain Loss
-3465.00
Base Accrued Interest
6029.33
Local Market Value
276640.00
Local Total Cost Amount
280105.00
Local Unrealized Gain Loss
-3465.00
Local Accrued Interest
6029.33
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
ELECTRIC/GAS
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: QEP RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QEP RESOURCES INC
Security Description
5.25% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
180000.00
Base Market Value
170100.00
Base Total Cost
171772.63
Base Unrealized Gain Loss
-1672.63
Base Accrued Interest
1575.00
Local Market Value
170100.00
Local Total Cost Amount
171772.63
Local Unrealized Gain Loss
-1672.63
Local Accrued Interest
1575.00
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
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: QEP RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QEP RESOURCES INC
Security Description
6.875% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
103750.00
Base Total Cost
106125.00
Base Unrealized Gain Loss
-2375.00
Base Accrued Interest
2291.67
Local Market Value
103750.00
Local Total Cost Amount
106125.00
Local Unrealized Gain Loss
-2375.00
Local Accrued Interest
2291.67
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
ELECTRIC/GAS
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: QUAD GRAPHICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUAD GRAPHICS INC
Security Description
7% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
292000.00
Base Market Value
297352.36
Base Total Cost
286160.00
Base Unrealized Gain Loss
11192.36
Base Accrued Interest
3406.67
Local Market Value
297352.36
Local Total Cost Amount
286160.00
Local Unrealized Gain Loss
11192.36
Local Accrued Interest
3406.67
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
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: QUALCOMM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUALCOMM INC
Security Description
2.9% 20 May 2024
Maturity Date
2024-05-20T00:00:00.000
Interest Rate
2.9
Original Face
0.00
Shares Par Value
1815000.00
Base Market Value
1811297.40
Base Total Cost
1809772.80
Base Unrealized Gain Loss
1524.60
Base Accrued Interest
5117.29
Local Market Value
1811297.40
Local Total Cost Amount
1809772.80
Local Unrealized Gain Loss
1524.60
Local Accrued Interest
5117.29
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
TELEPHONE
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: QUALCOMM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUALCOMM INC
Security Description
4.8% 20 May 2045
Maturity Date
2045-05-20T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1097530.00
Base Total Cost
1027470.00
Base Unrealized Gain Loss
70060.00
Base Accrued Interest
5466.67
Local Market Value
1097530.00
Local Total Cost Amount
1027470.00
Local Unrealized Gain Loss
70060.00
Local Accrued Interest
5466.67
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
TELEPHONE
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: QUALCOMM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUALCOMM INC
Security Description
1% 20 May 2019
Maturity Date
2019-05-20T00:00:00.000
Interest Rate
1.55761
Original Face
0.00
Shares Par Value
520000.00
Base Market Value
521627.60
Base Total Cost
520000.00
Base Unrealized Gain Loss
1627.60
Base Accrued Interest
809.96
Local Market Value
521627.60
Local Total Cost Amount
520000.00
Local Unrealized Gain Loss
1627.60
Local Accrued Interest
809.96
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: QUALCOMM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUALCOMM INC
Security Description
1% 20 May 2020
Maturity Date
2020-05-20T00:00:00.000
Interest Rate
1.64761
Original Face
0.00
Shares Par Value
220000.00
Base Market Value
220992.20
Base Total Cost
220000.00
Base Unrealized Gain Loss
992.20
Base Accrued Interest
362.48
Local Market Value
220992.20
Local Total Cost Amount
220000.00
Local Unrealized Gain Loss
992.20
Local Accrued Interest
362.48
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
TELEPHONE
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: QUEBECOR MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEBECOR MEDIA INC
Security Description
5.75% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1055000.00
Base Market Value
1113025.00
Base Total Cost
1053163.55
Base Unrealized Gain Loss
59861.45
Base Accrued Interest
2696.12
Local Market Value
1113025.00
Local Total Cost Amount
1053163.55
Local Unrealized Gain Loss
59861.45
Local Accrued Interest
2696.12
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
CANADIAN
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: QUEBECOR MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEBECOR MEDIA INC
Security Description
5.75% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
430000.00
Base Market Value
453650.00
Base Total Cost
430000.00
Base Unrealized Gain Loss
23650.00
Base Accrued Interest
1098.89
Local Market Value
453650.00
Local Total Cost Amount
430000.00
Local Unrealized Gain Loss
23650.00
Local Accrued Interest
1098.89
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
CANADIAN
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: QUEBECOR MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEBECOR MEDIA INC
Security Description
5.75% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
369250.00
Base Total Cost
350000.00
Base Unrealized Gain Loss
19250.00
Base Accrued Interest
894.44
Local Market Value
369250.00
Local Total Cost Amount
350000.00
Local Unrealized Gain Loss
19250.00
Local Accrued Interest
894.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: QUEST DIAGNOSTICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEST DIAGNOSTICS INC
Security Description
3.5% 30 Mar 2025
Maturity Date
2025-03-30T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
900000.00
Base Market Value
914076.00
Base Total Cost
900362.92
Base Unrealized Gain Loss
13713.08
Base Accrued Interest
7962.50
Local Market Value
914076.00
Local Total Cost Amount
900362.92
Local Unrealized Gain Loss
13713.08
Local Accrued Interest
7962.50
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
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
-7361374.57
Base Market Value
-7361374.57
Base Total Cost
-7361374.57
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-7361374.57
Local Total Cost Amount
-7361374.57
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: QUEST DIAGNOSTICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEST DIAGNOSTICS INC
Security Description
3.45% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
3.45
Original Face
0.00
Shares Par Value
590000.00
Base Market Value
591126.90
Base Total Cost
589081.20
Base Unrealized Gain Loss
2045.70
Base Accrued Interest
1696.25
Local Market Value
591126.90
Local Total Cost Amount
589081.20
Local Unrealized Gain Loss
2045.70
Local Accrued Interest
1696.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: QUEST DIAGNOSTICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEST DIAGNOSTICS INC
Security Description
3.5% 30 Mar 2025
Maturity Date
2025-03-30T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
152346.00
Base Total Cost
145054.80
Base Unrealized Gain Loss
7291.20
Base Accrued Interest
1327.09
Local Market Value
152346.00
Local Total Cost Amount
145054.80
Local Unrealized Gain Loss
7291.20
Local Accrued Interest
1327.09
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: QUICKEN LOANS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUICKEN LOANS INC
Security Description
5.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1015000.00
Base Market Value
1047987.50
Base Total Cost
994898.96
Base Unrealized Gain Loss
53088.54
Base Accrued Interest
9727.09
Local Market Value
1047987.50
Local Total Cost Amount
994898.96
Local Unrealized Gain Loss
53088.54
Local Accrued Interest
9727.09
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: QUICKEN LOANS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUICKEN LOANS INC
Security Description
5.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
622000.00
Base Market Value
642215.00
Base Total Cost
612520.00
Base Unrealized Gain Loss
29695.00
Base Accrued Interest
5960.83
Local Market Value
642215.00
Local Total Cost Amount
612520.00
Local Unrealized Gain Loss
29695.00
Local Accrued Interest
5960.83
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
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: QUICKEN LOANS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUICKEN LOANS INC
Security Description
5.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
387187.50
Base Total Cost
375059.06
Base Unrealized Gain Loss
12128.44
Base Accrued Interest
3593.75
Local Market Value
387187.50
Local Total Cost Amount
375059.06
Local Unrealized Gain Loss
12128.44
Local Accrued Interest
3593.75
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
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: QUICKEN LOANS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUICKEN LOANS INC
Security Description
5.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
315000.00
Base Market Value
325237.50
Base Total Cost
313700.00
Base Unrealized Gain Loss
11537.50
Base Accrued Interest
3018.74
Local Market Value
325237.50
Local Total Cost Amount
313700.00
Local Unrealized Gain Loss
11537.50
Local Accrued Interest
3018.74
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: QUIDEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUIDEL CORP
Security Description
3.25% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
759000.00
Base Market Value
841541.25
Base Total Cost
742501.07
Base Unrealized Gain Loss
99040.18
Base Accrued Interest
1096.34
Local Market Value
841541.25
Local Total Cost Amount
742501.07
Local Unrealized Gain Loss
99040.18
Local Accrued Interest
1096.34
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: QUIKSILVER INC/QS WHOLES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUIKSILVER INC/QS WHOLES
Security Description
10% 01 Aug 2020
Maturity Date
2020-08-01T00:00:00.000
Interest Rate
10
Original Face
0.00
Shares Par Value
360000.00
Base Market Value
0.00
Base Total Cost
347636.49
Base Unrealized Gain Loss
-347636.49
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
347636.49
Local Unrealized Gain Loss
-347636.49
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
WR
S And P Quality Rating
NR
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: QUINTILES IMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUINTILES IMS INC
Security Description
5% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1160000.00
Base Market Value
1196250.00
Base Total Cost
1162800.00
Base Unrealized Gain Loss
33450.00
Base Accrued Interest
12244.44
Local Market Value
1196250.00
Local Total Cost Amount
1162800.00
Local Unrealized Gain Loss
33450.00
Local Accrued Interest
12244.44
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
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: QUINTILES IMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUINTILES IMS INC
Security Description
5% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
217000.00
Base Market Value
223781.25
Base Total Cost
217000.00
Base Unrealized Gain Loss
6781.25
Base Accrued Interest
2290.55
Local Market Value
223781.25
Local Total Cost Amount
217000.00
Local Unrealized Gain Loss
6781.25
Local Accrued Interest
2290.55
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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