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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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.25% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
610000.00
Base Market Value
622261.00
Base Total Cost
587125.00
Base Unrealized Gain Loss
35136.00
Base Accrued Interest
2668.75
Local Market Value
622261.00
Local Total Cost Amount
587125.00
Local Unrealized Gain Loss
35136.00
Local Accrued Interest
2668.75
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
7.625% 15 Jul 2018
Maturity Date
2018-07-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
610000.00
Base Market Value
643550.00
Base Total Cost
679318.75
Base Unrealized Gain Loss
-35768.75
Base Accrued Interest
21453.78
Local Market Value
643550.00
Local Total Cost Amount
679318.75
Local Unrealized Gain Loss
-35768.75
Local Accrued Interest
21453.78
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
10.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
10.125
Original Face
0.00
Shares Par Value
505000.00
Base Market Value
585800.00
Base Total Cost
584537.50
Base Unrealized Gain Loss
1262.50
Base Accrued Interest
23577.19
Local Market Value
585800.00
Local Total Cost Amount
584537.50
Local Unrealized Gain Loss
1262.50
Local Accrued Interest
23577.19
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.25% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
420000.00
Base Market Value
428442.00
Base Total Cost
401625.00
Base Unrealized Gain Loss
26817.00
Base Accrued Interest
1837.50
Local Market Value
428442.00
Local Total Cost Amount
401625.00
Local Unrealized Gain Loss
26817.00
Local Accrued Interest
1837.50
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.25% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
357035.00
Base Total Cost
342687.50
Base Unrealized Gain Loss
14347.50
Base Accrued Interest
1531.25
Local Market Value
357035.00
Local Total Cost Amount
342687.50
Local Unrealized Gain Loss
14347.50
Local Accrued Interest
1531.25
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
6.75% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
332250.00
Base Total Cost
300600.00
Base Unrealized Gain Loss
31650.00
Base Accrued Interest
2587.50
Local Market Value
332250.00
Local Total Cost Amount
300600.00
Local Unrealized Gain Loss
31650.00
Local Accrued Interest
2587.50
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.5% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
285000.00
Base Market Value
301387.50
Base Total Cost
286225.00
Base Unrealized Gain Loss
15162.50
Base Accrued Interest
3315.27
Local Market Value
301387.50
Local Total Cost Amount
286225.00
Local Unrealized Gain Loss
15162.50
Local Accrued Interest
3315.27
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
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: CSG SYSTEMS INTERNATIONA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSG SYSTEMS INTERNATIONA
Security Description
4.25% 15 Mar 2036
Maturity Date
2036-03-15T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
1456000.00
Base Market Value
1569757.28
Base Total Cost
1527604.58
Base Unrealized Gain Loss
42152.70
Base Accrued Interest
18220.23
Local Market Value
1569757.28
Local Total Cost Amount
1527604.58
Local Unrealized Gain Loss
42152.70
Local Accrued Interest
18220.23
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: CST BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CST BRANDS INC
Security Description
5% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
367570.00
Base Total Cost
348409.09
Base Unrealized Gain Loss
19160.91
Base Accrued Interest
2916.67
Local Market Value
367570.00
Local Total Cost Amount
348409.09
Local Unrealized Gain Loss
19160.91
Local Accrued Interest
2916.67
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
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: CTR PARTNERSHIP/CARETRST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CTR PARTNERSHIP/CARETRST
Security Description
5.25% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
103000.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
3000.00
Base Accrued Interest
539.58
Local Market Value
103000.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
3000.00
Local Accrued Interest
539.58
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: CTRIP.COM INTL LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CTRIP.COM INTL LTD
Security Description
1.25% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
1195000.00
Base Market Value
1288365.35
Base Total Cost
1304212.62
Base Unrealized Gain Loss
-15847.27
Base Accrued Interest
4398.27
Local Market Value
1288365.35
Local Total Cost Amount
1304212.62
Local Unrealized Gain Loss
-15847.27
Local Accrued Interest
4398.27
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: CUMBERLAND FARMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CUMBERLAND FARMS
Security Description
6.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
410000.00
Base Market Value
431525.00
Base Total Cost
410000.00
Base Unrealized Gain Loss
21525.00
Base Accrued Interest
5381.25
Local Market Value
431525.00
Local Total Cost Amount
410000.00
Local Unrealized Gain Loss
21525.00
Local Accrued Interest
5381.25
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
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: CUMBERLAND FARMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CUMBERLAND FARMS
Security Description
6.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
135000.00
Base Market Value
142087.50
Base Total Cost
136440.00
Base Unrealized Gain Loss
5647.50
Base Accrued Interest
1771.88
Local Market Value
142087.50
Local Total Cost Amount
136440.00
Local Unrealized Gain Loss
5647.50
Local Accrued Interest
1771.88
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
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: CVR PARTNERS/CVR NITROGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVR PARTNERS/CVR NITROGE
Security Description
9.25% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
9.25
Original Face
0.00
Shares Par Value
1365000.00
Base Market Value
1428131.25
Base Total Cost
1436062.50
Base Unrealized Gain Loss
-7931.25
Base Accrued Interest
5611.67
Local Market Value
1428131.25
Local Total Cost Amount
1436062.50
Local Unrealized Gain Loss
-7931.25
Local Accrued Interest
5611.67
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: CVR PARTNERS/CVR NITROGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVR PARTNERS/CVR NITROGE
Security Description
9.25% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
9.25
Original Face
0.00
Shares Par Value
520000.00
Base Market Value
544050.00
Base Total Cost
506994.80
Base Unrealized Gain Loss
37055.20
Base Accrued Interest
2137.78
Local Market Value
544050.00
Local Total Cost Amount
506994.80
Local Unrealized Gain Loss
37055.20
Local Accrued Interest
2137.78
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
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: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
5.125% 20 Jul 2045
Maturity Date
2045-07-20T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
2655000.00
Base Market Value
3043692.00
Base Total Cost
2645309.25
Base Unrealized Gain Loss
398382.75
Base Accrued Interest
60852.97
Local Market Value
3043692.00
Local Total Cost Amount
2645309.25
Local Unrealized Gain Loss
398382.75
Local Accrued Interest
60852.97
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
2.75% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
1004000.00
Base Market Value
1005255.00
Base Total Cost
992730.30
Base Unrealized Gain Loss
12524.70
Base Accrued Interest
2300.83
Local Market Value
1005255.00
Local Total Cost Amount
992730.30
Local Unrealized Gain Loss
12524.70
Local Accrued Interest
2300.83
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
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
4.875% 20 Jul 2035
Maturity Date
2035-07-20T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
950000.00
Base Market Value
1055184.00
Base Total Cost
935208.50
Base Unrealized Gain Loss
119975.50
Base Accrued Interest
20711.98
Local Market Value
1055184.00
Local Total Cost Amount
935208.50
Local Unrealized Gain Loss
119975.50
Local Accrued Interest
20711.98
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
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: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
3.875% 20 Jul 2025
Maturity Date
2025-07-20T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
731000.00
Base Market Value
760057.25
Base Total Cost
752498.71
Base Unrealized Gain Loss
7558.54
Base Accrued Interest
12668.12
Local Market Value
760057.25
Local Total Cost Amount
752498.71
Local Unrealized Gain Loss
7558.54
Local Accrued Interest
12668.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
2.875% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
515000.00
Base Market Value
499081.35
Base Total Cost
510565.85
Base Unrealized Gain Loss
-11484.50
Base Accrued Interest
1233.85
Local Market Value
499081.35
Local Total Cost Amount
510565.85
Local Unrealized Gain Loss
-11484.50
Local Accrued Interest
1233.85
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
2.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
2.125
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
493905.00
Base Total Cost
509315.00
Base Unrealized Gain Loss
-15410.00
Base Accrued Interest
885.42
Local Market Value
493905.00
Local Total Cost Amount
509315.00
Local Unrealized Gain Loss
-15410.00
Local Accrued Interest
885.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
2.25% 05 Dec 2018
Maturity Date
2018-12-05T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
503090.00
Base Total Cost
512195.00
Base Unrealized Gain Loss
-9105.00
Base Accrued Interest
812.50
Local Market Value
503090.00
Local Total Cost Amount
512195.00
Local Unrealized Gain Loss
-9105.00
Local Accrued Interest
812.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
5.125% 20 Jul 2045
Maturity Date
2045-07-20T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
280000.00
Base Market Value
320992.00
Base Total Cost
278978.00
Base Unrealized Gain Loss
42014.00
Base Accrued Interest
6417.64
Local Market Value
320992.00
Local Total Cost Amount
278978.00
Local Unrealized Gain Loss
42014.00
Local Accrued Interest
6417.64
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
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: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
4% 05 Dec 2023
Maturity Date
2023-12-05T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
128000.00
Base Market Value
135207.68
Base Total Cost
127436.80
Base Unrealized Gain Loss
7770.88
Base Accrued Interest
369.78
Local Market Value
135207.68
Local Total Cost Amount
127436.80
Local Unrealized Gain Loss
7770.88
Local Accrued Interest
369.78
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
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CVS PASS THROUGH TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS PASS THROUGH TRUST
Security Description
6.036% 10 Dec 2028
Maturity Date
2028-12-10T00:00:00.000
Interest Rate
6.036
Original Face
1605000.00
Shares Par Value
359190.71
Base Market Value
405185.08
Base Total Cost
359191.05
Base Unrealized Gain Loss
45994.03
Base Accrued Interest
1264.71
Local Market Value
405185.08
Local Total Cost Amount
359191.05
Local Unrealized Gain Loss
45994.03
Local Accrued Interest
1264.71
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
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: CVS PASS THROUGH TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS PASS THROUGH TRUST
Security Description
6.036% 10 Dec 2028
Maturity Date
2028-12-10T00:00:00.000
Interest Rate
6.036
Original Face
470000.00
Shares Par Value
318527.62
Base Market Value
359315.08
Base Total Cost
318527.91
Base Unrealized Gain Loss
40787.17
Base Accrued Interest
1121.53
Local Market Value
359315.08
Local Total Cost Amount
318527.91
Local Unrealized Gain Loss
40787.17
Local Accrued Interest
1121.53
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CYRUSONE LP/CYRUSONE FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CYRUSONE LP/CYRUSONE FIN
Security Description
5% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
515000.00
Base Total Cost
501450.00
Base Unrealized Gain Loss
13550.00
Base Accrued Interest
7222.22
Local Market Value
515000.00
Local Total Cost Amount
501450.00
Local Unrealized Gain Loss
13550.00
Local Accrued Interest
7222.22
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
TELEPHONE
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: CYRUSONE LP/CYRUSONE FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CYRUSONE LP/CYRUSONE FIN
Security Description
5% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
485000.00
Base Market Value
499550.00
Base Total Cost
495757.50
Base Unrealized Gain Loss
3792.50
Base Accrued Interest
7017.77
Local Market Value
499550.00
Local Total Cost Amount
495757.50
Local Unrealized Gain Loss
3792.50
Local Accrued Interest
7017.77
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
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: CYRUSONE LP/CYRUSONE FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CYRUSONE LP/CYRUSONE FIN
Security Description
5.375% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
154000.00
Base Market Value
160352.50
Base Total Cost
154000.00
Base Unrealized Gain Loss
6352.50
Base Accrued Interest
2391.28
Local Market Value
160352.50
Local Total Cost Amount
154000.00
Local Unrealized Gain Loss
6352.50
Local Accrued Interest
2391.28
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
TELEPHONE
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: CYRUSONE LP/CYRUSONE FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CYRUSONE LP/CYRUSONE FIN
Security Description
5% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
95000.00
Base Market Value
97850.00
Base Total Cost
95000.00
Base Unrealized Gain Loss
2850.00
Base Accrued Interest
1372.22
Local Market Value
97850.00
Local Total Cost Amount
95000.00
Local Unrealized Gain Loss
2850.00
Local Accrued Interest
1372.22
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
TELEPHONE
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: CYRUSONE LP/CYRUSONE FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CYRUSONE LP/CYRUSONE FIN
Security Description
5.375% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
65000.00
Base Market Value
67681.25
Base Total Cost
65000.00
Base Unrealized Gain Loss
2681.25
Base Accrued Interest
1009.31
Local Market Value
67681.25
Local Total Cost Amount
65000.00
Local Unrealized Gain Loss
2681.25
Local Accrued Interest
1009.31
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: D.R. HORTON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
D.R. HORTON INC
Security Description
3.625% 15 Feb 2018
Maturity Date
2018-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
350000.00
Base Market Value
352173.50
Base Total Cost
350000.00
Base Unrealized Gain Loss
2173.50
Base Accrued Interest
4793.05
Local Market Value
352173.50
Local Total Cost Amount
350000.00
Local Unrealized Gain Loss
2173.50
Local Accrued Interest
4793.05
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
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: DAIMLER FINANCE NA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAIMLER FINANCE NA LLC
Security Description
1.875% 11 Jan 2018
Maturity Date
2018-01-11T00:00:00.000
Interest Rate
1.875
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1501755.00
Base Total Cost
1499175.00
Base Unrealized Gain Loss
2580.00
Base Accrued Interest
13281.25
Local Market Value
1501755.00
Local Total Cost Amount
1499175.00
Local Unrealized Gain Loss
2580.00
Local Accrued Interest
13281.25
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
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: DAIMLER FINANCE NA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAIMLER FINANCE NA LLC
Security Description
2.875% 10 Mar 2021
Maturity Date
2021-03-10T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
1384000.00
Base Market Value
1403791.20
Base Total Cost
1381384.24
Base Unrealized Gain Loss
22406.96
Base Accrued Interest
12268.58
Local Market Value
1403791.20
Local Total Cost Amount
1381384.24
Local Unrealized Gain Loss
22406.96
Local Accrued Interest
12268.58
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
FINANCE
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: DAIMLER FINANCE NA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAIMLER FINANCE NA LLC
Security Description
2.25% 02 Mar 2020
Maturity Date
2020-03-02T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1001040.00
Base Total Cost
982840.00
Base Unrealized Gain Loss
18200.00
Base Accrued Interest
7437.50
Local Market Value
1001040.00
Local Total Cost Amount
982840.00
Local Unrealized Gain Loss
18200.00
Local Accrued Interest
7437.50
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
FINANCE
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: DAIMLER FINANCE NA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAIMLER FINANCE NA LLC
Security Description
1% 06 Jan 2020
Maturity Date
2020-01-06T00:00:00.000
Interest Rate
1.77983
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
753637.50
Base Total Cost
750000.00
Base Unrealized Gain Loss
3637.50
Base Accrued Interest
3188.87
Local Market Value
753637.50
Local Total Cost Amount
750000.00
Local Unrealized Gain Loss
3637.50
Local Accrued Interest
3188.87
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
FINANCE
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: DAIRY MART CONVENIENCE STORES,
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAIRY MART CONVENIENCE STORES,
Security Description
10.25% 15 Mar 2004
Maturity Date
2004-03-15T00:00:00.000
Interest Rate
10.25
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
0.00
Base Total Cost
0.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DANA FINANCING LUX SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA FINANCING LUX SARL
Security Description
6.5% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
1505000.00
Base Market Value
1601891.90
Base Total Cost
1555506.25
Base Unrealized Gain Loss
46385.65
Base Accrued Interest
4347.79
Local Market Value
1601891.90
Local Total Cost Amount
1555506.25
Local Unrealized Gain Loss
46385.65
Local Accrued Interest
4347.79
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
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: DANA FINANCING LUX SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA FINANCING LUX SARL
Security Description
5.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
328000.00
Base Market Value
339480.00
Base Total Cost
328000.00
Base Unrealized Gain Loss
11480.00
Base Accrued Interest
4557.83
Local Market Value
339480.00
Local Total Cost Amount
328000.00
Local Unrealized Gain Loss
11480.00
Local Accrued Interest
4557.83
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
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: DANA FINANCING LUX SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA FINANCING LUX SARL
Security Description
5.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
320000.00
Base Market Value
331200.00
Base Total Cost
334000.00
Base Unrealized Gain Loss
-2800.00
Base Accrued Interest
4446.66
Local Market Value
331200.00
Local Total Cost Amount
334000.00
Local Unrealized Gain Loss
-2800.00
Local Accrued Interest
4446.66
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
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: DANA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA INC
Security Description
5.5% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
875000.00
Base Market Value
907812.50
Base Total Cost
837812.50
Base Unrealized Gain Loss
70000.00
Base Accrued Interest
2138.89
Local Market Value
907812.50
Local Total Cost Amount
837812.50
Local Unrealized Gain Loss
70000.00
Local Accrued Interest
2138.89
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: 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
257105.09
Base Market Value
257105.09
Base Total Cost
257105.09
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
257105.09
Local Total Cost Amount
257105.09
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: DANA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA INC
Security Description
5.5% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
259375.00
Base Total Cost
249750.00
Base Unrealized Gain Loss
9625.00
Base Accrued Interest
611.11
Local Market Value
259375.00
Local Total Cost Amount
249750.00
Local Unrealized Gain Loss
9625.00
Local Accrued Interest
611.11
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
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: DANA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA INC
Security Description
6% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
78187.50
Base Total Cost
80062.50
Base Unrealized Gain Loss
-1875.00
Base Accrued Interest
1325.00
Local Market Value
78187.50
Local Total Cost Amount
80062.50
Local Unrealized Gain Loss
-1875.00
Local Accrued Interest
1325.00
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
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: DANAHER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANAHER CORP
Security Description
4.375% 15 Sep 2045
Maturity Date
2045-09-15T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
4145000.00
Base Market Value
4529282.95
Base Total Cost
4154224.45
Base Unrealized Gain Loss
375058.50
Base Accrued Interest
53395.65
Local Market Value
4529282.95
Local Total Cost Amount
4154224.45
Local Unrealized Gain Loss
375058.50
Local Accrued Interest
53395.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: DANAHER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANAHER CORP
Security Description
0.01% 22 Jan 2021
Maturity Date
2021-01-22T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
570000.00
Base Market Value
1837537.50
Base Total Cost
820601.61
Base Unrealized Gain Loss
1016935.89
Base Accrued Interest
0
Local Market Value
1837537.50
Local Total Cost Amount
820601.61
Local Unrealized Gain Loss
1016935.89
Local Accrued Interest
0
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
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: DANONE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANONE SA
Security Description
2.589% 02 Nov 2023
Maturity Date
2023-11-02T00:00:00.000
Interest Rate
2.589
Original Face
0.00
Shares Par Value
5825000.00
Base Market Value
5683336.00
Base Total Cost
5825000.00
Base Unrealized Gain Loss
-141664.00
Base Accrued Interest
24715.96
Local Market Value
5683336.00
Local Total Cost Amount
5825000.00
Local Unrealized Gain Loss
-141664.00
Local Accrued Interest
24715.96
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DARLING INGREDIENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DARLING INGREDIENTS INC
Security Description
5.375% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
1595000.00
Base Market Value
1658800.00
Base Total Cost
1629313.31
Base Unrealized Gain Loss
29486.69
Base Accrued Interest
39531.64
Local Market Value
1658800.00
Local Total Cost Amount
1629313.31
Local Unrealized Gain Loss
29486.69
Local Accrued Interest
39531.64
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
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5.125% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1900000.00
Base Market Value
1928500.00
Base Total Cost
1924070.62
Base Unrealized Gain Loss
4429.38
Base Accrued Interest
44900.67
Local Market Value
1928500.00
Local Total Cost Amount
1924070.62
Local Unrealized Gain Loss
4429.38
Local Accrued Interest
44900.67
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
Ba3
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1350000.00
Base Market Value
1353375.00
Base Total Cost
1328031.25
Base Unrealized Gain Loss
25343.75
Base Accrued Interest
11249.99
Local Market Value
1353375.00
Local Total Cost Amount
1328031.25
Local Unrealized Gain Loss
25343.75
Local Accrued Interest
11249.99
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
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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