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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: RIO TINTO FIN USA LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RIO TINTO FIN USA LTD
Security Description
3.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
1745000.00
Base Market Value
1836682.30
Base Total Cost
1733360.85
Base Unrealized Gain Loss
103321.45
Base Accrued Interest
2908.33
Local Market Value
1836682.30
Local Total Cost Amount
1733360.85
Local Unrealized Gain Loss
103321.45
Local Accrued Interest
2908.33
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
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: RIO TINTO FIN USA LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RIO TINTO FIN USA LTD
Security Description
7.125% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
149000.00
Base Market Value
198082.09
Base Total Cost
201924.80
Base Unrealized Gain Loss
-3842.71
Base Accrued Interest
4895.27
Local Market Value
198082.09
Local Total Cost Amount
201924.80
Local Unrealized Gain Loss
-3842.71
Local Accrued Interest
4895.27
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
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: RITCHIE BROS AUCTIONEERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RITCHIE BROS AUCTIONEERS
Security Description
5.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
725000.00
Base Market Value
755812.50
Base Total Cost
725000.00
Base Unrealized Gain Loss
30812.50
Base Accrued Interest
20566.84
Local Market Value
755812.50
Local Total Cost Amount
725000.00
Local Unrealized Gain Loss
30812.50
Local Accrued Interest
20566.84
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
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
-539535.28
Base Market Value
-539535.28
Base Total Cost
-539535.28
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-539535.28
Local Total Cost Amount
-539535.28
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: RITE AID CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RITE AID CORP
Security Description
6.125% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
515000.00
Base Market Value
505668.20
Base Total Cost
514624.48
Base Unrealized Gain Loss
-8956.28
Base Accrued Interest
13070.91
Local Market Value
505668.20
Local Total Cost Amount
514624.48
Local Unrealized Gain Loss
-8956.28
Local Accrued Interest
13070.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RITE AID CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RITE AID CORP
Security Description
6.125% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
434000.00
Base Market Value
426135.92
Base Total Cost
430745.00
Base Unrealized Gain Loss
-4609.08
Base Accrued Interest
11445.24
Local Market Value
426135.92
Local Total Cost Amount
430745.00
Local Unrealized Gain Loss
-4609.08
Local Accrued Interest
11445.24
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: RITE AID CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RITE AID CORP
Security Description
6.125% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
295000.00
Base Market Value
289654.60
Base Total Cost
298102.75
Base Unrealized Gain Loss
-8448.15
Base Accrued Interest
7528.64
Local Market Value
289654.60
Local Total Cost Amount
298102.75
Local Unrealized Gain Loss
-8448.15
Local Accrued Interest
7528.64
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RIVERBED TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RIVERBED TECHNOLOGY INC
Security Description
8.875% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
8.875
Original Face
0.00
Shares Par Value
490000.00
Base Market Value
497962.50
Base Total Cost
492537.50
Base Unrealized Gain Loss
5425.00
Base Accrued Interest
14503.24
Local Market Value
497962.50
Local Total Cost Amount
492537.50
Local Unrealized Gain Loss
5425.00
Local Accrued Interest
14503.24
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RIVERS PITTSBURGH LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RIVERS PITTSBURGH LP/FIN
Security Description
6.125% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
1145000.00
Base Market Value
1162175.00
Base Total Cost
1153550.00
Base Unrealized Gain Loss
8625.00
Base Accrued Interest
26494.03
Local Market Value
1162175.00
Local Total Cost Amount
1153550.00
Local Unrealized Gain Loss
8625.00
Local Accrued Interest
26494.03
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ROCHE HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCHE HOLDINGS INC
Security Description
2.875% 29 Sep 2021
Maturity Date
2021-09-29T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
1935000.00
Base Market Value
1978885.80
Base Total Cost
1929640.05
Base Unrealized Gain Loss
49245.75
Base Accrued Interest
14216.88
Local Market Value
1978885.80
Local Total Cost Amount
1929640.05
Local Unrealized Gain Loss
49245.75
Local Accrued Interest
14216.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A1
S And P Quality Rating
AA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ROCKIES EXPRESS PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKIES EXPRESS PIPELINE
Security Description
5.625% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
950000.00
Base Market Value
1009375.00
Base Total Cost
989481.25
Base Unrealized Gain Loss
19893.75
Base Accrued Interest
11285.96
Local Market Value
1009375.00
Local Total Cost Amount
989481.25
Local Unrealized Gain Loss
19893.75
Local Accrued Interest
11285.96
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
ELECTRIC/GAS
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: ROCKIES EXPRESS PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKIES EXPRESS PIPELINE
Security Description
6.875% 15 Apr 2040
Maturity Date
2040-04-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
610000.00
Base Market Value
664900.00
Base Total Cost
621064.05
Base Unrealized Gain Loss
43835.95
Base Accrued Interest
8853.48
Local Market Value
664900.00
Local Total Cost Amount
621064.05
Local Unrealized Gain Loss
43835.95
Local Accrued Interest
8853.48
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
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ROCKIES EXPRESS PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKIES EXPRESS PIPELINE
Security Description
7.5% 15 Jul 2038
Maturity Date
2038-07-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
310000.00
Base Market Value
349525.00
Base Total Cost
359025.00
Base Unrealized Gain Loss
-9500.00
Base Accrued Interest
10720.83
Local Market Value
349525.00
Local Total Cost Amount
359025.00
Local Unrealized Gain Loss
-9500.00
Local Accrued Interest
10720.83
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
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: ROCKIES EXPRESS PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKIES EXPRESS PIPELINE
Security Description
6% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
78187.50
Base Total Cost
78750.00
Base Unrealized Gain Loss
-562.50
Base Accrued Interest
2075.00
Local Market Value
78187.50
Local Total Cost Amount
78750.00
Local Unrealized Gain Loss
-562.50
Local Accrued Interest
2075.00
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
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: ROCKIES EXPRESS PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKIES EXPRESS PIPELINE
Security Description
6% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
52125.00
Base Total Cost
48750.00
Base Unrealized Gain Loss
3375.00
Base Accrued Interest
1383.33
Local Market Value
52125.00
Local Total Cost Amount
48750.00
Local Unrealized Gain Loss
3375.00
Local Accrued Interest
1383.33
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
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: ROCKWELL COLLINS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKWELL COLLINS INC
Security Description
3.2% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
3.2
Original Face
0.00
Shares Par Value
290000.00
Base Market Value
293958.50
Base Total Cost
289164.80
Base Unrealized Gain Loss
4793.70
Base Accrued Interest
2088.00
Local Market Value
293958.50
Local Total Cost Amount
289164.80
Local Unrealized Gain Loss
4793.70
Local Accrued Interest
2088.00
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
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: ROCKWELL COLLINS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKWELL COLLINS INC
Security Description
3.5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
278861.00
Base Total Cost
274546.25
Base Unrealized Gain Loss
4314.75
Base Accrued Interest
2165.63
Local Market Value
278861.00
Local Total Cost Amount
274546.25
Local Unrealized Gain Loss
4314.75
Local Accrued Interest
2165.63
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: ROCKWELL COLLINS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKWELL COLLINS INC
Security Description
4.35% 15 Apr 2047
Maturity Date
2047-04-15T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
130727.50
Base Total Cost
124458.75
Base Unrealized Gain Loss
6268.75
Base Accrued Interest
1223.44
Local Market Value
130727.50
Local Total Cost Amount
124458.75
Local Unrealized Gain Loss
6268.75
Local Accrued Interest
1223.44
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
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: ROCKWELL COLLINS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKWELL COLLINS INC
Security Description
1.95% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
1.95
Original Face
0.00
Shares Par Value
95000.00
Base Market Value
95139.65
Base Total Cost
94908.80
Base Unrealized Gain Loss
230.85
Base Accrued Interest
416.81
Local Market Value
95139.65
Local Total Cost Amount
94908.80
Local Unrealized Gain Loss
230.85
Local Accrued Interest
416.81
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
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: ROGERS COMMUNICATIONS IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROGERS COMMUNICATIONS IN
Security Description
4.1% 01 Oct 2023
Maturity Date
2023-10-01T00:00:00.000
Interest Rate
4.1
Original Face
0.00
Shares Par Value
747000.00
Base Market Value
792342.90
Base Total Cost
745603.11
Base Unrealized Gain Loss
46739.79
Base Accrued Interest
7656.75
Local Market Value
792342.90
Local Total Cost Amount
745603.11
Local Unrealized Gain Loss
46739.79
Local Accrued Interest
7656.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: ROGERS COMMUNICATIONS IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROGERS COMMUNICATIONS IN
Security Description
6.8% 15 Aug 2018
Maturity Date
2018-08-15T00:00:00.000
Interest Rate
6.8
Original Face
0.00
Shares Par Value
395000.00
Base Market Value
416685.50
Base Total Cost
442016.85
Base Unrealized Gain Loss
-25331.35
Base Accrued Interest
10147.11
Local Market Value
416685.50
Local Total Cost Amount
442016.85
Local Unrealized Gain Loss
-25331.35
Local Accrued Interest
10147.11
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
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: ROMANIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROMANIA
Security Description
4.875% 22 Jan 2024
Maturity Date
2024-01-22T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1600000.00
Base Market Value
1744000.00
Base Total Cost
1786000.00
Base Unrealized Gain Loss
-42000.00
Base Accrued Interest
34450.00
Local Market Value
1744000.00
Local Total Cost Amount
1786000.00
Local Unrealized Gain Loss
-42000.00
Local Accrued Interest
34450.00
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
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: ROPER TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROPER TECHNOLOGIES INC
Security Description
3.8% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
2140000.00
Base Market Value
2198743.00
Base Total Cost
2139657.60
Base Unrealized Gain Loss
59085.40
Base Accrued Interest
3614.22
Local Market Value
2198743.00
Local Total Cost Amount
2139657.60
Local Unrealized Gain Loss
59085.40
Local Accrued Interest
3614.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ROPER TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROPER TECHNOLOGIES INC
Security Description
3.85% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
1450000.00
Base Market Value
1492905.50
Base Total Cost
1447593.00
Base Unrealized Gain Loss
45312.50
Base Accrued Interest
2481.11
Local Market Value
1492905.50
Local Total Cost Amount
1447593.00
Local Unrealized Gain Loss
45312.50
Local Accrued Interest
2481.11
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
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: ROPER TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROPER TECHNOLOGIES INC
Security Description
1.85% 15 Nov 2017
Maturity Date
2017-11-15T00:00:00.000
Interest Rate
1.85
Original Face
0.00
Shares Par Value
765000.00
Base Market Value
765550.80
Base Total Cost
764311.50
Base Unrealized Gain Loss
1239.30
Base Accrued Interest
1808.38
Local Market Value
765550.80
Local Total Cost Amount
764311.50
Local Unrealized Gain Loss
1239.30
Local Accrued Interest
1808.38
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
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: ROPER TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROPER TECHNOLOGIES INC
Security Description
2.05% 01 Oct 2018
Maturity Date
2018-10-01T00:00:00.000
Interest Rate
2.05
Original Face
0.00
Shares Par Value
727000.00
Base Market Value
728424.92
Base Total Cost
725746.85
Base Unrealized Gain Loss
2678.07
Base Accrued Interest
3725.87
Local Market Value
728424.92
Local Total Cost Amount
725746.85
Local Unrealized Gain Loss
2678.07
Local Accrued Interest
3725.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ROPER TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROPER TECHNOLOGIES INC
Security Description
3.8% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
299000.00
Base Market Value
307207.55
Base Total Cost
298952.16
Base Unrealized Gain Loss
8255.39
Base Accrued Interest
504.98
Local Market Value
307207.55
Local Total Cost Amount
298952.16
Local Unrealized Gain Loss
8255.39
Local Accrued Interest
504.98
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
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: ROPER TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROPER TECHNOLOGIES INC
Security Description
2.8% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
2.8
Original Face
0.00
Shares Par Value
289000.00
Base Market Value
291459.39
Base Total Cost
288546.27
Base Unrealized Gain Loss
2913.12
Base Accrued Interest
359.64
Local Market Value
291459.39
Local Total Cost Amount
288546.27
Local Unrealized Gain Loss
2913.12
Local Accrued Interest
359.64
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: ROVI CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROVI CORP
Security Description
0.5% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
0.5
Original Face
0.00
Shares Par Value
1075000.00
Base Market Value
1055521.00
Base Total Cost
986273.10
Base Unrealized Gain Loss
69247.90
Base Accrued Interest
1791.66
Local Market Value
1055521.00
Local Total Cost Amount
986273.10
Local Unrealized Gain Loss
69247.90
Local Accrued Interest
1791.66
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: ROWAN COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROWAN COMPANIES INC
Security Description
7.375% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
1759000.00
Base Market Value
1640267.50
Base Total Cost
1770271.25
Base Unrealized Gain Loss
-130003.75
Base Accrued Interest
5765.62
Local Market Value
1640267.50
Local Total Cost Amount
1770271.25
Local Unrealized Gain Loss
-130003.75
Local Accrued Interest
5765.62
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
ELECTRIC/GAS
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: ROWAN COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROWAN COMPANIES INC
Security Description
7.375% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
1020000.00
Base Market Value
951150.00
Base Total Cost
1033003.85
Base Unrealized Gain Loss
-81853.85
Base Accrued Interest
3286.99
Local Market Value
951150.00
Local Total Cost Amount
1033003.85
Local Unrealized Gain Loss
-81853.85
Local Accrued Interest
3286.99
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
ELECTRIC/GAS
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: ROWAN COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROWAN COMPANIES INC
Security Description
7.875% 01 Aug 2019
Maturity Date
2019-08-01T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
895000.00
Base Market Value
935275.00
Base Total Cost
955412.50
Base Unrealized Gain Loss
-20137.50
Base Accrued Interest
29367.19
Local Market Value
935275.00
Local Total Cost Amount
955412.50
Local Unrealized Gain Loss
-20137.50
Local Accrued Interest
29367.19
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
ELECTRIC/GAS
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: ROYAL BANK OF CANADA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL BANK OF CANADA
Security Description
1.2% 19 Sep 2017
Maturity Date
2017-09-19T00:00:00.000
Interest Rate
1.2
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
49980.00
Base Total Cost
50085.00
Base Unrealized Gain Loss
-105.00
Base Accrued Interest
170.00
Local Market Value
49980.00
Local Total Cost Amount
50085.00
Local Unrealized Gain Loss
-105.00
Local Accrued Interest
170.00
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
CANADIAN
Moody S Quality Rating
Aaa
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: ROYAL BK SCOTLND GRP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL BK SCOTLND GRP PLC
Security Description
6.125% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
977000.00
Base Market Value
1069658.68
Base Total Cost
986321.11
Base Unrealized Gain Loss
83337.57
Base Accrued Interest
2659.61
Local Market Value
1069658.68
Local Total Cost Amount
986321.11
Local Unrealized Gain Loss
83337.57
Local Accrued Interest
2659.61
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ROYAL BK SCOTLND GRP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL BK SCOTLND GRP PLC
Security Description
6% 19 Dec 2023
Maturity Date
2023-12-19T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
949000.00
Base Market Value
1045295.03
Base Total Cost
954997.68
Base Unrealized Gain Loss
90297.35
Base Accrued Interest
1898.00
Local Market Value
1045295.03
Local Total Cost Amount
954997.68
Local Unrealized Gain Loss
90297.35
Local Accrued Interest
1898.00
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
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: ROYAL BK SCOTLND GRP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL BK SCOTLND GRP PLC
Security Description
5.125% 28 May 2024
Maturity Date
2024-05-28T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
941000.00
Base Market Value
988492.27
Base Total Cost
937742.74
Base Unrealized Gain Loss
50749.53
Base Accrued Interest
4420.73
Local Market Value
988492.27
Local Total Cost Amount
937742.74
Local Unrealized Gain Loss
50749.53
Local Accrued Interest
4420.73
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ROYAL BK SCOTLND GRP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL BK SCOTLND GRP PLC
Security Description
4.7% 03 Jul 2018
Maturity Date
2018-07-03T00:00:00.000
Interest Rate
4.7
Original Face
0.00
Shares Par Value
660000.00
Base Market Value
675648.60
Base Total Cost
465300.00
Base Unrealized Gain Loss
210348.60
Base Accrued Interest
15337.67
Local Market Value
675648.60
Local Total Cost Amount
465300.00
Local Unrealized Gain Loss
210348.60
Local Accrued Interest
15337.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: ROYAL BK SCOTLND GRP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL BK SCOTLND GRP PLC
Security Description
1% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
2.65178
Original Face
0.00
Shares Par Value
595000.00
Base Market Value
599819.50
Base Total Cost
595000.00
Base Unrealized Gain Loss
4819.50
Base Accrued Interest
2059.92
Local Market Value
599819.50
Local Total Cost Amount
595000.00
Local Unrealized Gain Loss
4819.50
Local Accrued Interest
2059.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: ROYAL BK SCOTLND GRP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL BK SCOTLND GRP PLC
Security Description
1% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
3.498
Original Face
0.00
Shares Par Value
365000.00
Base Market Value
367368.85
Base Total Cost
365000.00
Base Unrealized Gain Loss
2368.85
Base Accrued Interest
1631.43
Local Market Value
367368.85
Local Total Cost Amount
365000.00
Local Unrealized Gain Loss
2368.85
Local Accrued Interest
1631.43
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
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: ROYAL BK SCOTLND GRP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL BK SCOTLND GRP PLC
Security Description
6% 19 Dec 2023
Maturity Date
2023-12-19T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
330441.00
Base Total Cost
307417.63
Base Unrealized Gain Loss
23023.37
Base Accrued Interest
600.00
Local Market Value
330441.00
Local Total Cost Amount
307417.63
Local Unrealized Gain Loss
23023.37
Local Accrued Interest
600.00
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
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: ROYAL GOLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL GOLD INC
Security Description
2.875% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
1498000.00
Base Market Value
1615038.74
Base Total Cost
1512905.53
Base Unrealized Gain Loss
102133.21
Base Accrued Interest
1914.11
Local Market Value
1615038.74
Local Total Cost Amount
1512905.53
Local Unrealized Gain Loss
102133.21
Local Accrued Interest
1914.11
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: RP CROWN PARENT LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RP CROWN PARENT LLC
Security Description
7.375% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
468000.00
Base Total Cost
453750.00
Base Unrealized Gain Loss
14250.00
Base Accrued Interest
7006.25
Local Market Value
468000.00
Local Total Cost Amount
453750.00
Local Unrealized Gain Loss
14250.00
Local Accrued Interest
7006.25
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
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RPM INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RPM INTERNATIONAL INC
Security Description
2.25% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
2455000.00
Base Market Value
2896900.00
Base Total Cost
2813106.21
Base Unrealized Gain Loss
83793.79
Base Accrued Interest
2455.00
Local Market Value
2896900.00
Local Total Cost Amount
2813106.21
Local Unrealized Gain Loss
83793.79
Local Accrued Interest
2455.00
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
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: RR DONNELLEY + SONS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RR DONNELLEY + SONS CO
Security Description
6.5% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
2650000.00
Base Market Value
2643375.00
Base Total Cost
2650000.00
Base Unrealized Gain Loss
-6625.00
Base Accrued Interest
22009.72
Local Market Value
2643375.00
Local Total Cost Amount
2650000.00
Local Unrealized Gain Loss
-6625.00
Local Accrued Interest
22009.72
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: RR DONNELLEY + SONS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RR DONNELLEY + SONS CO
Security Description
7.875% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
1035000.00
Base Market Value
1120387.50
Base Total Cost
1069955.10
Base Unrealized Gain Loss
50432.40
Base Accrued Interest
23999.07
Local Market Value
1120387.50
Local Total Cost Amount
1069955.10
Local Unrealized Gain Loss
50432.40
Local Accrued Interest
23999.07
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: RR DONNELLEY + SONS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RR DONNELLEY + SONS CO
Security Description
6% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
352000.00
Base Market Value
342760.00
Base Total Cost
334429.83
Base Unrealized Gain Loss
8330.17
Base Accrued Interest
5280.00
Local Market Value
342760.00
Local Total Cost Amount
334429.83
Local Unrealized Gain Loss
8330.17
Local Accrued Interest
5280.00
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
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: RR DONNELLEY + SONS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RR DONNELLEY + SONS CO
Security Description
6.5% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
224437.50
Base Total Cost
224750.00
Base Unrealized Gain Loss
-312.50
Base Accrued Interest
1868.75
Local Market Value
224437.50
Local Total Cost Amount
224750.00
Local Unrealized Gain Loss
-312.50
Local Accrued Interest
1868.75
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
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: RR DONNELLEY + SONS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RR DONNELLEY + SONS CO
Security Description
6.5% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
219000.00
Base Market Value
218452.50
Base Total Cost
219167.93
Base Unrealized Gain Loss
-715.43
Base Accrued Interest
1824.33
Local Market Value
218452.50
Local Total Cost Amount
219167.93
Local Unrealized Gain Loss
-715.43
Local Accrued Interest
1824.33
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
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: RSI HOME PRODUCTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RSI HOME PRODUCTS INC
Security Description
6.5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
1005000.00
Base Market Value
1057762.50
Base Total Cost
1030125.00
Base Unrealized Gain Loss
27637.50
Base Accrued Interest
19234.58
Local Market Value
1057762.50
Local Total Cost Amount
1030125.00
Local Unrealized Gain Loss
27637.50
Local Accrued Interest
19234.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RSI HOME PRODUCTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RSI HOME PRODUCTS INC
Security Description
6.5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
910000.00
Base Market Value
957775.00
Base Total Cost
910000.00
Base Unrealized Gain Loss
47775.00
Base Accrued Interest
17416.39
Local Market Value
957775.00
Local Total Cost Amount
910000.00
Local Unrealized Gain Loss
47775.00
Local Accrued Interest
17416.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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