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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: ARAMARK SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARAMARK SERVICES INC
Security Description
5.125% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
367937.50
Base Total Cost
350000.00
Base Unrealized Gain Loss
17937.50
Base Accrued Interest
8271.18
Local Market Value
367937.50
Local Total Cost Amount
350000.00
Local Unrealized Gain Loss
17937.50
Local Accrued Interest
8271.18
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: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
1% 15 Oct 2039
Maturity Date
2039-10-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
2200000.00
Base Market Value
2466750.00
Base Total Cost
2135755.21
Base Unrealized Gain Loss
330994.79
Base Accrued Interest
34839.62
Local Market Value
2466750.00
Local Total Cost Amount
2135755.21
Local Unrealized Gain Loss
330994.79
Local Accrued Interest
34839.62
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
7.25% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
2075000.00
Base Market Value
2287687.50
Base Total Cost
1967892.15
Base Unrealized Gain Loss
319795.35
Base Accrued Interest
50145.83
Local Market Value
2287687.50
Local Total Cost Amount
1967892.15
Local Unrealized Gain Loss
319795.35
Local Accrued Interest
50145.83
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: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
1% 15 Oct 2039
Maturity Date
2039-10-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
1810000.00
Base Market Value
2029462.50
Base Total Cost
1764177.90
Base Unrealized Gain Loss
265284.60
Base Accrued Interest
28658.33
Local Market Value
2029462.50
Local Total Cost Amount
1764177.90
Local Unrealized Gain Loss
265284.60
Local Accrued Interest
28658.33
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
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: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
6.75% 25 Feb 2022
Maturity Date
2022-02-25T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
1410000.00
Base Market Value
1586250.00
Base Total Cost
1574137.50
Base Unrealized Gain Loss
12112.50
Base Accrued Interest
35166.26
Local Market Value
1586250.00
Local Total Cost Amount
1574137.50
Local Unrealized Gain Loss
12112.50
Local Accrued Interest
35166.26
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: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
1% 15 Oct 2039
Maturity Date
2039-10-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
728812.50
Base Total Cost
602719.00
Base Unrealized Gain Loss
126093.50
Base Accrued Interest
10291.67
Local Market Value
728812.50
Local Total Cost Amount
602719.00
Local Unrealized Gain Loss
126093.50
Local Accrued Interest
10291.67
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
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: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
5.75% 05 Aug 2020
Maturity Date
2020-08-05T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
599000.00
Base Market Value
644673.75
Base Total Cost
627076.09
Base Unrealized Gain Loss
17597.66
Base Accrued Interest
15182.99
Local Market Value
644673.75
Local Total Cost Amount
627076.09
Local Unrealized Gain Loss
17597.66
Local Accrued Interest
15182.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
6.75% 25 Feb 2022
Maturity Date
2022-02-25T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
162000.00
Base Market Value
182250.00
Base Total Cost
167584.98
Base Unrealized Gain Loss
14665.02
Base Accrued Interest
3827.25
Local Market Value
182250.00
Local Total Cost Amount
167584.98
Local Unrealized Gain Loss
14665.02
Local Accrued Interest
3827.25
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
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: ARCH CAPITAL FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCH CAPITAL FINANCE LLC
Security Description
4.011% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
4.011
Original Face
0.00
Shares Par Value
2180000.00
Base Market Value
2248800.80
Base Total Cost
2180000.00
Base Unrealized Gain Loss
68800.80
Base Accrued Interest
3886.21
Local Market Value
2248800.80
Local Total Cost Amount
2180000.00
Local Unrealized Gain Loss
68800.80
Local Accrued Interest
3886.21
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
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: ARCH CAPITAL FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCH CAPITAL FINANCE LLC
Security Description
4.011% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
4.011
Original Face
0.00
Shares Par Value
310000.00
Base Market Value
319783.60
Base Total Cost
310000.00
Base Unrealized Gain Loss
9783.60
Base Accrued Interest
552.63
Local Market Value
319783.60
Local Total Cost Amount
310000.00
Local Unrealized Gain Loss
9783.60
Local Accrued Interest
552.63
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
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: ARCH CAPITAL GRP US INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCH CAPITAL GRP US INC
Security Description
5.144% 01 Nov 2043
Maturity Date
2043-11-01T00:00:00.000
Interest Rate
5.144
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
451392.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
51392.00
Base Accrued Interest
3429.33
Local Market Value
451392.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
51392.00
Local Accrued Interest
3429.33
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: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
810000.00
Base Market Value
785700.00
Base Total Cost
790648.45
Base Unrealized Gain Loss
-4948.45
Base Accrued Interest
12150.00
Local Market Value
785700.00
Local Total Cost Amount
790648.45
Local Unrealized Gain Loss
-4948.45
Local Accrued Interest
12150.00
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
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: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
766000.00
Base Market Value
746850.00
Base Total Cost
748194.49
Base Unrealized Gain Loss
-1344.49
Base Accrued Interest
11490.00
Local Market Value
746850.00
Local Total Cost Amount
748194.49
Local Unrealized Gain Loss
-1344.49
Local Accrued Interest
11490.00
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
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: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
430000.00
Base Market Value
419250.00
Base Total Cost
406818.96
Base Unrealized Gain Loss
12431.04
Base Accrued Interest
6450.00
Local Market Value
419250.00
Local Total Cost Amount
406818.96
Local Unrealized Gain Loss
12431.04
Local Accrued Interest
6450.00
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
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: 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
-1522.62
Base Market Value
-1522.62
Base Total Cost
-1522.62
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-1522.62
Local Total Cost Amount
-1522.62
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: ARCONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC INC
Security Description
6.15% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
6.15
Original Face
0.00
Shares Par Value
3165000.00
Base Market Value
3406331.25
Base Total Cost
3386193.94
Base Unrealized Gain Loss
20137.31
Base Accrued Interest
73533.50
Local Market Value
3406331.25
Local Total Cost Amount
3386193.94
Local Unrealized Gain Loss
20137.31
Local Accrued Interest
73533.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC INC
Security Description
5.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
321000.00
Base Market Value
333037.50
Base Total Cost
316841.86
Base Unrealized Gain Loss
16195.64
Base Accrued Interest
4112.81
Local Market Value
333037.50
Local Total Cost Amount
316841.86
Local Unrealized Gain Loss
16195.64
Local Accrued Interest
4112.81
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
Ba2
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: ARCONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC INC
Security Description
5.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
311250.00
Base Total Cost
299086.90
Base Unrealized Gain Loss
12163.10
Base Accrued Interest
3848.01
Local Market Value
311250.00
Local Total Cost Amount
299086.90
Local Unrealized Gain Loss
12163.10
Local Accrued Interest
3848.01
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
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: ARCONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC INC
Security Description
5.72% 23 Feb 2019
Maturity Date
2019-02-23T00:00:00.000
Interest Rate
5.72
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
156277.50
Base Total Cost
158625.00
Base Unrealized Gain Loss
-2347.50
Base Accrued Interest
3050.67
Local Market Value
156277.50
Local Total Cost Amount
158625.00
Local Unrealized Gain Loss
-2347.50
Local Accrued Interest
3050.67
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
Ba2
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: ARCONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC INC
Security Description
5.87% 23 Feb 2022
Maturity Date
2022-02-23T00:00:00.000
Interest Rate
5.87
Original Face
0.00
Shares Par Value
108000.00
Base Market Value
115560.00
Base Total Cost
109620.00
Base Unrealized Gain Loss
5940.00
Base Accrued Interest
2254.08
Local Market Value
115560.00
Local Total Cost Amount
109620.00
Local Unrealized Gain Loss
5940.00
Local Accrued Interest
2254.08
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARD FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARD FINANCE SA
Security Description
7.125% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
1430000.00
Base Market Value
1526382.00
Base Total Cost
1430000.00
Base Unrealized Gain Loss
96382.00
Base Accrued Interest
30000.21
Local Market Value
1526382.00
Local Total Cost Amount
1430000.00
Local Unrealized Gain Loss
96382.00
Local Accrued Interest
30000.21
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
FINANCE
Moody S Quality Rating
Caa2
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: ARD FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARD FINANCE SA
Security Description
7.125% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
760000.00
Base Market Value
811224.00
Base Total Cost
767972.55
Base Unrealized Gain Loss
43251.45
Base Accrued Interest
15944.17
Local Market Value
811224.00
Local Total Cost Amount
767972.55
Local Unrealized Gain Loss
43251.45
Local Accrued Interest
15944.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Caa2
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: ARD FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARD FINANCE SA
Security Description
7.125% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
213480.00
Base Total Cost
198500.00
Base Unrealized Gain Loss
14980.00
Base Accrued Interest
4195.83
Local Market Value
213480.00
Local Total Cost Amount
198500.00
Local Unrealized Gain Loss
14980.00
Local Accrued Interest
4195.83
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
Caa2
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
7.25% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
3695000.00
Base Market Value
4041406.25
Base Total Cost
3951053.50
Base Unrealized Gain Loss
90352.75
Base Accrued Interest
35262.21
Local Market Value
4041406.25
Local Total Cost Amount
3951053.50
Local Unrealized Gain Loss
90352.75
Local Accrued Interest
35262.21
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
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
7.25% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
1395000.00
Base Market Value
1525781.25
Base Total Cost
1431162.50
Base Unrealized Gain Loss
94618.75
Base Accrued Interest
12923.12
Local Market Value
1525781.25
Local Total Cost Amount
1431162.50
Local Unrealized Gain Loss
94618.75
Local Accrued Interest
12923.12
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
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
6% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
960000.00
Base Market Value
1008000.00
Base Total Cost
962137.50
Base Unrealized Gain Loss
45862.50
Base Accrued Interest
24165.00
Local Market Value
1008000.00
Local Total Cost Amount
962137.50
Local Unrealized Gain Loss
45862.50
Local Accrued Interest
24165.00
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
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
7.25% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
690000.00
Base Market Value
754687.50
Base Total Cost
695226.49
Base Unrealized Gain Loss
59461.01
Base Accrued Interest
6392.09
Local Market Value
754687.50
Local Total Cost Amount
695226.49
Local Unrealized Gain Loss
59461.01
Local Accrued Interest
6392.09
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
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
6% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
630000.00
Base Total Cost
600000.00
Base Unrealized Gain Loss
30000.00
Base Accrued Interest
15100.00
Local Market Value
630000.00
Local Total Cost Amount
600000.00
Local Unrealized Gain Loss
30000.00
Local Accrued Interest
15100.00
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
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
4.25% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
290000.00
Base Market Value
297685.00
Base Total Cost
298356.25
Base Unrealized Gain Loss
-671.25
Base Accrued Interest
3902.92
Local Market Value
297685.00
Local Total Cost Amount
298356.25
Local Unrealized Gain Loss
-671.25
Local Accrued Interest
3902.92
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
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
7.25% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
218750.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
18750.00
Base Accrued Interest
1852.78
Local Market Value
218750.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
18750.00
Local Accrued Interest
1852.78
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
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: ARES CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARES CAPITAL CORP
Security Description
4.375% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
3030000.00
Base Market Value
3119021.40
Base Total Cost
3127940.23
Base Unrealized Gain Loss
-8918.83
Base Accrued Interest
61125.99
Local Market Value
3119021.40
Local Total Cost Amount
3127940.23
Local Unrealized Gain Loss
-8918.83
Local Accrued Interest
61125.99
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: ARES CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARES CAPITAL CORP
Security Description
4.75% 15 Jan 2018
Maturity Date
2018-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
2390000.00
Base Market Value
2422862.50
Base Total Cost
2442758.75
Base Unrealized Gain Loss
-19896.25
Base Accrued Interest
52347.64
Local Market Value
2422862.50
Local Total Cost Amount
2442758.75
Local Unrealized Gain Loss
-19896.25
Local Accrued Interest
52347.64
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: ARES CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARES CAPITAL CORP
Security Description
4.375% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
1890000.00
Base Market Value
1945528.20
Base Total Cost
1924966.83
Base Unrealized Gain Loss
20561.37
Base Accrued Interest
38128.10
Local Market Value
1945528.20
Local Total Cost Amount
1924966.83
Local Unrealized Gain Loss
20561.37
Local Accrued Interest
38128.10
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: ARES CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARES CAPITAL CORP
Security Description
3.75% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
631000.00
Base Market Value
634155.00
Base Total Cost
631000.00
Base Unrealized Gain Loss
3155.00
Base Accrued Interest
10122.29
Local Market Value
634155.00
Local Total Cost Amount
631000.00
Local Unrealized Gain Loss
3155.00
Local Accrued Interest
10122.29
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: ARIZONA PUBLIC SERVICE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARIZONA PUBLIC SERVICE
Security Description
3.15% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
2000000.00
Base Market Value
2011340.00
Base Total Cost
1989480.00
Base Unrealized Gain Loss
21860.00
Base Accrued Interest
8050.00
Local Market Value
2011340.00
Local Total Cost Amount
1989480.00
Local Unrealized Gain Loss
21860.00
Local Accrued Interest
8050.00
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: ARIZONA PUBLIC SERVICE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARIZONA PUBLIC SERVICE
Security Description
4.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
365000.00
Base Market Value
398663.95
Base Total Cost
364114.74
Base Unrealized Gain Loss
34549.21
Base Accrued Interest
4106.25
Local Market Value
398663.95
Local Total Cost Amount
364114.74
Local Unrealized Gain Loss
34549.21
Local Accrued Interest
4106.25
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
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: ARROW ELECTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARROW ELECTRONICS INC
Security Description
4.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
2920000.00
Base Market Value
3088338.00
Base Total Cost
2960916.40
Base Unrealized Gain Loss
127421.60
Base Accrued Interest
43800.00
Local Market Value
3088338.00
Local Total Cost Amount
2960916.40
Local Unrealized Gain Loss
127421.60
Local Accrued Interest
43800.00
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
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: ARROW ELECTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARROW ELECTRONICS INC
Security Description
3.5% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
1720000.00
Base Market Value
1757117.60
Base Total Cost
1706945.20
Base Unrealized Gain Loss
50172.40
Base Accrued Interest
15050.00
Local Market Value
1757117.60
Local Total Cost Amount
1706945.20
Local Unrealized Gain Loss
50172.40
Local Accrued Interest
15050.00
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
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: ARROW ELECTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARROW ELECTRONICS INC
Security Description
3% 01 Mar 2018
Maturity Date
2018-03-01T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
201428.00
Base Total Cost
198962.00
Base Unrealized Gain Loss
2466.00
Base Accrued Interest
2000.00
Local Market Value
201428.00
Local Total Cost Amount
198962.00
Local Unrealized Gain Loss
2466.00
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
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: ARROW ELECTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARROW ELECTRONICS INC
Security Description
3% 01 Mar 2018
Maturity Date
2018-03-01T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
60000.00
Base Market Value
60428.40
Base Total Cost
60616.20
Base Unrealized Gain Loss
-187.80
Base Accrued Interest
600.00
Local Market Value
60428.40
Local Total Cost Amount
60616.20
Local Unrealized Gain Loss
-187.80
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
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: ARROW ELECTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARROW ELECTRONICS INC
Security Description
3.875% 12 Jan 2028
Maturity Date
2028-01-12T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
20000.00
Base Market Value
19833.40
Base Total Cost
19915.00
Base Unrealized Gain Loss
-81.60
Base Accrued Interest
40.90
Local Market Value
19833.40
Local Total Cost Amount
19915.00
Local Unrealized Gain Loss
-81.60
Local Accrued Interest
40.90
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: ARTESYN EMBEDDED TECHNOL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARTESYN EMBEDDED TECHNOL
Security Description
9.75% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
9.75
Original Face
0.00
Shares Par Value
715000.00
Base Market Value
689975.00
Base Total Cost
726350.00
Base Unrealized Gain Loss
-36375.00
Base Accrued Interest
14717.09
Local Market Value
689975.00
Local Total Cost Amount
726350.00
Local Unrealized Gain Loss
-36375.00
Local Accrued Interest
14717.09
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
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: ARUBA INVESTMENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARUBA INVESTMENTS INC
Security Description
8.75% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
775000.00
Base Market Value
800187.50
Base Total Cost
775000.00
Base Unrealized Gain Loss
25187.50
Base Accrued Interest
25618.05
Local Market Value
800187.50
Local Total Cost Amount
775000.00
Local Unrealized Gain Loss
25187.50
Local Accrued Interest
25618.05
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
6% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
356125.00
Base Total Cost
350000.00
Base Unrealized Gain Loss
6125.00
Base Accrued Interest
933.33
Local Market Value
356125.00
Local Total Cost Amount
350000.00
Local Unrealized Gain Loss
6125.00
Local Accrued Interest
933.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ASCENA RETAIL GROUP INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASCENA RETAIL GROUP INC.
Security Description
1% 21 Aug 2022
Maturity Date
2022-08-21T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
585683.52
Base Market Value
494536.52
Base Total Cost
565164.88
Base Unrealized Gain Loss
-70628.36
Base Accrued Interest
0
Local Market Value
494536.52
Local Total Cost Amount
565164.88
Local Unrealized Gain Loss
-70628.36
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ASCENT RESOURCES/ARU FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASCENT RESOURCES/ARU FIN
Security Description
10% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
10
Original Face
0.00
Shares Par Value
635000.00
Base Market Value
635000.00
Base Total Cost
646587.50
Base Unrealized Gain Loss
-11587.50
Base Accrued Interest
15177.78
Local Market Value
635000.00
Local Total Cost Amount
646587.50
Local Unrealized Gain Loss
-11587.50
Local Accrued Interest
15177.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ASCENT RESOURCES/ARU FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASCENT RESOURCES/ARU FIN
Security Description
10% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
10
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
125000.00
Base Total Cost
125000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
2986.11
Local Market Value
125000.00
Local Total Cost Amount
125000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
2986.11
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
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: ASHLAND LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASHLAND LLC
Security Description
6.875% 15 May 2043
Maturity Date
2043-05-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
406875.00
Base Total Cost
375000.00
Base Unrealized Gain Loss
31875.00
Base Accrued Interest
3294.27
Local Market Value
406875.00
Local Total Cost Amount
375000.00
Local Unrealized Gain Loss
31875.00
Local Accrued Interest
3294.27
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: ASHTEAD CAPITAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASHTEAD CAPITAL INC
Security Description
5.625% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
230000.00
Base Market Value
247250.00
Base Total Cost
230000.00
Base Unrealized Gain Loss
17250.00
Base Accrued Interest
3234.38
Local Market Value
247250.00
Local Total Cost Amount
230000.00
Local Unrealized Gain Loss
17250.00
Local Accrued Interest
3234.38
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
Ba2
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: ASIAN DEVELOPMENT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASIAN DEVELOPMENT BANK
Security Description
5.593% 16 Jul 2018
Maturity Date
2018-07-16T00:00:00.000
Interest Rate
5.593
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
519510.00
Base Total Cost
523155.00
Base Unrealized Gain Loss
-3645.00
Base Accrued Interest
12817.29
Local Market Value
519510.00
Local Total Cost Amount
523155.00
Local Unrealized Gain Loss
-3645.00
Local Accrued Interest
12817.29
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
SUPRANATIONAL
Moody S Quality Rating
Aaa
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
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