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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: 951 HERKIMER STREET
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
951 HERKIMER STREET
Security Description
1% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
5.02
Original Face
449999.97
Shares Par Value
397445.95
Base Market Value
462908.50
Base Total Cost
397445.95
Base Unrealized Gain Loss
65462.55
Base Accrued Interest
0
Local Market Value
462908.50
Local Total Cost Amount
397445.95
Local Unrealized Gain Loss
65462.55
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 970PROSPECT AVENUE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
970PROSPECT AVENUE
Security Description
1% 01 Apr 2038
Maturity Date
2038-04-01T00:00:00.000
Interest Rate
6.56
Original Face
660250.72
Shares Par Value
586453.50
Base Market Value
764531.06
Base Total Cost
586454.74
Base Unrealized Gain Loss
178076.32
Base Accrued Interest
0
Local Market Value
764531.06
Local Total Cost Amount
586454.74
Local Unrealized Gain Loss
178076.32
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 972 ANDERSON AVENUE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
972 ANDERSON AVENUE
Security Description
1% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
6.14
Original Face
171129.00
Shares Par Value
102394.06
Base Market Value
115011.38
Base Total Cost
102392.53
Base Unrealized Gain Loss
12618.85
Base Accrued Interest
0
Local Market Value
115011.38
Local Total Cost Amount
102392.53
Local Unrealized Gain Loss
12618.85
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ABBOTT LABORATORIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBOTT LABORATORIES
Security Description
3.4% 30 Nov 2023
Maturity Date
2023-11-30T00:00:00.000
Interest Rate
3.4
Original Face
0.00
Shares Par Value
6485000.00
Base Market Value
6638564.80
Base Total Cost
6454455.65
Base Unrealized Gain Loss
184109.15
Base Accrued Interest
18986.64
Local Market Value
6638564.80
Local Total Cost Amount
6454455.65
Local Unrealized Gain Loss
184109.15
Local Accrued Interest
18986.64
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: ABBOTT LABORATORIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBOTT LABORATORIES
Security Description
3.75% 30 Nov 2026
Maturity Date
2026-11-30T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
1335000.00
Base Market Value
1362781.35
Base Total Cost
1323990.85
Base Unrealized Gain Loss
38790.50
Base Accrued Interest
4310.94
Local Market Value
1362781.35
Local Total Cost Amount
1323990.85
Local Unrealized Gain Loss
38790.50
Local Accrued Interest
4310.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ABBOTT LABORATORIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBOTT LABORATORIES
Security Description
2.35% 22 Nov 2019
Maturity Date
2019-11-22T00:00:00.000
Interest Rate
2.35
Original Face
0.00
Shares Par Value
1040000.00
Base Market Value
1047820.80
Base Total Cost
1038980.80
Base Unrealized Gain Loss
8840.00
Base Accrued Interest
2647.67
Local Market Value
1047820.80
Local Total Cost Amount
1038980.80
Local Unrealized Gain Loss
8840.00
Local Accrued Interest
2647.67
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
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: ABBOTT LABORATORIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBOTT LABORATORIES
Security Description
2.9% 30 Nov 2021
Maturity Date
2021-11-30T00:00:00.000
Interest Rate
2.9
Original Face
0.00
Shares Par Value
880000.00
Base Market Value
889829.60
Base Total Cost
878442.40
Base Unrealized Gain Loss
11387.20
Base Accrued Interest
2197.56
Local Market Value
889829.60
Local Total Cost Amount
878442.40
Local Unrealized Gain Loss
11387.20
Local Accrued Interest
2197.56
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: ABBOTT LABORATORIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBOTT LABORATORIES
Security Description
3.875% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
95000.00
Base Market Value
97710.35
Base Total Cost
95170.72
Base Unrealized Gain Loss
2539.63
Base Accrued Interest
1083.92
Local Market Value
97710.35
Local Total Cost Amount
95170.72
Local Unrealized Gain Loss
2539.63
Local Accrued Interest
1083.92
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: ABBOTT LABORATORIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBOTT LABORATORIES
Security Description
3.75% 30 Nov 2026
Maturity Date
2026-11-30T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
76560.75
Base Total Cost
74442.00
Base Unrealized Gain Loss
2118.75
Base Accrued Interest
242.19
Local Market Value
76560.75
Local Total Cost Amount
74442.00
Local Unrealized Gain Loss
2118.75
Local Accrued Interest
242.19
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
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
3.6% 14 May 2025
Maturity Date
2025-05-14T00:00:00.000
Interest Rate
3.6
Original Face
0.00
Shares Par Value
1210000.00
Base Market Value
1234272.60
Base Total Cost
1207882.50
Base Unrealized Gain Loss
26390.10
Base Accrued Interest
5687.00
Local Market Value
1234272.60
Local Total Cost Amount
1207882.50
Local Unrealized Gain Loss
26390.10
Local Accrued Interest
5687.00
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
2.85% 14 May 2023
Maturity Date
2023-05-14T00:00:00.000
Interest Rate
2.85
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
698439.00
Base Total Cost
699909.00
Base Unrealized Gain Loss
-1470.00
Base Accrued Interest
2604.58
Local Market Value
698439.00
Local Total Cost Amount
699909.00
Local Unrealized Gain Loss
-1470.00
Local Accrued Interest
2604.58
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
Baa2
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.5% 14 May 2035
Maturity Date
2035-05-14T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
610000.00
Base Market Value
643330.40
Base Total Cost
606384.10
Base Unrealized Gain Loss
36946.30
Base Accrued Interest
3583.75
Local Market Value
643330.40
Local Total Cost Amount
606384.10
Local Unrealized Gain Loss
36946.30
Local Accrued Interest
3583.75
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
Baa2
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.5% 14 May 2035
Maturity Date
2035-05-14T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
527320.00
Base Total Cost
473285.00
Base Unrealized Gain Loss
54035.00
Base Accrued Interest
2937.50
Local Market Value
527320.00
Local Total Cost Amount
473285.00
Local Unrealized Gain Loss
54035.00
Local Accrued Interest
2937.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.3% 14 May 2036
Maturity Date
2036-05-14T00:00:00.000
Interest Rate
4.3
Original Face
0.00
Shares Par Value
390000.00
Base Market Value
396903.00
Base Total Cost
387874.50
Base Unrealized Gain Loss
9028.50
Base Accrued Interest
2189.42
Local Market Value
396903.00
Local Total Cost Amount
387874.50
Local Unrealized Gain Loss
9028.50
Local Accrued Interest
2189.42
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
Baa2
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.4% 06 Nov 2042
Maturity Date
2042-11-06T00:00:00.000
Interest Rate
4.4
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
307329.00
Base Total Cost
294291.00
Base Unrealized Gain Loss
13038.00
Base Accrued Interest
2016.67
Local Market Value
307329.00
Local Total Cost Amount
294291.00
Local Unrealized Gain Loss
13038.00
Local Accrued Interest
2016.67
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
Baa2
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
3.6% 14 May 2025
Maturity Date
2025-05-14T00:00:00.000
Interest Rate
3.6
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
153009.00
Base Total Cost
147783.00
Base Unrealized Gain Loss
5226.00
Base Accrued Interest
705.00
Local Market Value
153009.00
Local Total Cost Amount
147783.00
Local Unrealized Gain Loss
5226.00
Local Accrued Interest
705.00
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
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ABC SUPPLY CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABC SUPPLY CO INC
Security Description
5.75% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
565000.00
Base Market Value
597487.50
Base Total Cost
565000.00
Base Unrealized Gain Loss
32487.50
Base Accrued Interest
1443.89
Local Market Value
597487.50
Local Total Cost Amount
565000.00
Local Unrealized Gain Loss
32487.50
Local Accrued Interest
1443.89
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
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: ABC SUPPLY CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABC SUPPLY CO INC
Security Description
5.75% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
343687.50
Base Total Cost
332312.50
Base Unrealized Gain Loss
11375.00
Base Accrued Interest
830.56
Local Market Value
343687.50
Local Total Cost Amount
332312.50
Local Unrealized Gain Loss
11375.00
Local Accrued Interest
830.56
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: ABC SUPPLY CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABC SUPPLY CO INC
Security Description
5.75% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
154000.00
Base Market Value
162855.00
Base Total Cost
158462.50
Base Unrealized Gain Loss
4392.50
Base Accrued Interest
393.55
Local Market Value
162855.00
Local Total Cost Amount
158462.50
Local Unrealized Gain Loss
4392.50
Local Accrued Interest
393.55
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
-53.77
Base Market Value
-53.77
Base Total Cost
-53.77
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-53.77
Local Total Cost Amount
-53.77
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5.625% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1740000.00
Base Market Value
1799821.20
Base Total Cost
1731564.36
Base Unrealized Gain Loss
68256.84
Base Accrued Interest
36975.00
Local Market Value
1799821.20
Local Total Cost Amount
1731564.36
Local Unrealized Gain Loss
68256.84
Local Accrued Interest
36975.00
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5.125% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
487000.00
Base Market Value
502827.50
Base Total Cost
490652.50
Base Unrealized Gain Loss
12175.00
Base Accrued Interest
0
Local Market Value
502827.50
Local Total Cost Amount
490652.50
Local Unrealized Gain Loss
12175.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
6.5% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
160125.00
Base Total Cost
150293.25
Base Unrealized Gain Loss
9831.75
Base Accrued Interest
3250.00
Local Market Value
160125.00
Local Total Cost Amount
150293.25
Local Unrealized Gain Loss
9831.75
Local Accrued Interest
3250.00
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5.625% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
139000.00
Base Market Value
143778.82
Base Total Cost
139000.00
Base Unrealized Gain Loss
4778.82
Base Accrued Interest
2953.75
Local Market Value
143778.82
Local Total Cost Amount
139000.00
Local Unrealized Gain Loss
4778.82
Local Accrued Interest
2953.75
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
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: ACCO BRANDS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACCO BRANDS CORP
Security Description
5.25% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
935000.00
Base Market Value
971231.25
Base Total Cost
940481.25
Base Unrealized Gain Loss
30750.00
Base Accrued Interest
2181.67
Local Market Value
971231.25
Local Total Cost Amount
940481.25
Local Unrealized Gain Loss
30750.00
Local Accrued Interest
2181.67
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
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: ACCO BRANDS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACCO BRANDS CORP
Security Description
5.25% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
227000.00
Base Market Value
235796.25
Base Total Cost
227000.00
Base Unrealized Gain Loss
8796.25
Base Accrued Interest
529.67
Local Market Value
235796.25
Local Total Cost Amount
227000.00
Local Unrealized Gain Loss
8796.25
Local Accrued Interest
529.67
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
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: ACOSTA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACOSTA INC
Security Description
7.75% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
1930000.00
Base Market Value
1461975.00
Base Total Cost
1815376.06
Base Unrealized Gain Loss
-353401.06
Base Accrued Interest
37393.68
Local Market Value
1461975.00
Local Total Cost Amount
1815376.06
Local Unrealized Gain Loss
-353401.06
Local Accrued Interest
37393.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Caa2
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: ADS WASTE HLDGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADS WASTE HLDGS INC
Security Description
1% 10 Nov 2023
Maturity Date
2023-11-10T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
284039.47
Base Market Value
285384.40
Base Total Cost
284050.38
Base Unrealized Gain Loss
1334.02
Base Accrued Interest
0
Local Market Value
285384.40
Local Total Cost Amount
284050.38
Local Unrealized Gain Loss
1334.02
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: ADT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADT CORP
Security Description
4.875% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1312500.00
Base Total Cost
1363781.25
Base Unrealized Gain Loss
-51281.25
Base Accrued Interest
33718.75
Local Market Value
1312500.00
Local Total Cost Amount
1363781.25
Local Unrealized Gain Loss
-51281.25
Local Accrued Interest
33718.75
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
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: ADT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADT CORP
Security Description
6.25% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1245000.00
Base Market Value
1355493.75
Base Total Cost
1327212.50
Base Unrealized Gain Loss
28281.25
Base Accrued Interest
16427.07
Local Market Value
1355493.75
Local Total Cost Amount
1327212.50
Local Unrealized Gain Loss
28281.25
Local Accrued Interest
16427.07
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
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: ADT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADT CORP
Security Description
4.875% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
575000.00
Base Market Value
503125.00
Base Total Cost
456892.50
Base Unrealized Gain Loss
46232.50
Base Accrued Interest
12930.93
Local Market Value
503125.00
Local Total Cost Amount
456892.50
Local Unrealized Gain Loss
46232.50
Local Accrued Interest
12930.93
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: ADT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADT CORP
Security Description
4.875% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
160000.00
Base Market Value
140000.00
Base Total Cost
124155.92
Base Unrealized Gain Loss
15844.08
Base Accrued Interest
3596.67
Local Market Value
140000.00
Local Total Cost Amount
124155.92
Local Unrealized Gain Loss
15844.08
Local Accrued Interest
3596.67
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: ADVANCE AUTO PARTS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCE AUTO PARTS
Security Description
4.5% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
70000.00
Base Market Value
74291.70
Base Total Cost
74707.20
Base Unrealized Gain Loss
-415.50
Base Accrued Interest
262.50
Local Market Value
74291.70
Local Total Cost Amount
74707.20
Local Unrealized Gain Loss
-415.50
Local Accrued Interest
262.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ADVANCED DISPOSAL SRVCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED DISPOSAL SRVCES
Security Description
5.625% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
309000.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
9000.00
Base Accrued Interest
2156.25
Local Market Value
309000.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
9000.00
Local Accrued Interest
2156.25
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
Caa1
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: ADVANCED DISPOSAL SRVCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED DISPOSAL SRVCES
Security Description
5.625% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
231750.00
Base Total Cost
225000.00
Base Unrealized Gain Loss
6750.00
Base Accrued Interest
1617.19
Local Market Value
231750.00
Local Total Cost Amount
225000.00
Local Unrealized Gain Loss
6750.00
Local Accrued Interest
1617.19
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
Caa1
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: ADVANCED MICRO DEVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED MICRO DEVICES
Security Description
7% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
900000.00
Base Market Value
952875.00
Base Total Cost
930943.75
Base Unrealized Gain Loss
21931.25
Base Accrued Interest
0
Local Market Value
952875.00
Local Total Cost Amount
930943.75
Local Unrealized Gain Loss
21931.25
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
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: ADVANCED MICRO DEVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED MICRO DEVICES
Security Description
7% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
284000.00
Base Market Value
300685.00
Base Total Cost
284000.00
Base Unrealized Gain Loss
16685.00
Base Accrued Interest
0
Local Market Value
300685.00
Local Total Cost Amount
284000.00
Local Unrealized Gain Loss
16685.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
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: ADVANCED MICRO DEVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED MICRO DEVICES
Security Description
7% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
264687.50
Base Total Cost
250437.50
Base Unrealized Gain Loss
14250.00
Base Accrued Interest
0
Local Market Value
264687.50
Local Total Cost Amount
250437.50
Local Unrealized Gain Loss
14250.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
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: ADVANCED MICRO DEVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED MICRO DEVICES
Security Description
7.5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
83250.00
Base Total Cost
79000.00
Base Unrealized Gain Loss
4250.00
Base Accrued Interest
2125.00
Local Market Value
83250.00
Local Total Cost Amount
79000.00
Local Unrealized Gain Loss
4250.00
Local Accrued Interest
2125.00
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
Caa1
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: ADVANTAGE SALES + MARKETING I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANTAGE SALES + MARKETING I
Security Description
1% 25 Jul 2022
Maturity Date
2022-07-25T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
1337583.00
Base Market Value
1287423.64
Base Total Cost
1319183.32
Base Unrealized Gain Loss
-31759.68
Base Accrued Interest
0
Local Market Value
1287423.64
Local Total Cost Amount
1319183.32
Local Unrealized Gain Loss
-31759.68
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: AECOM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AECOM
Security Description
5.75% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
850000.00
Base Market Value
889312.50
Base Total Cost
849800.00
Base Unrealized Gain Loss
39512.50
Base Accrued Interest
10318.05
Local Market Value
889312.50
Local Total Cost Amount
849800.00
Local Unrealized Gain Loss
39512.50
Local Accrued Interest
10318.05
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
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: AECOM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AECOM
Security Description
5.125% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
685000.00
Base Market Value
687568.75
Base Total Cost
685000.00
Base Unrealized Gain Loss
2568.75
Base Accrued Interest
12677.26
Local Market Value
687568.75
Local Total Cost Amount
685000.00
Local Unrealized Gain Loss
2568.75
Local Accrued Interest
12677.26
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
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: AECOM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AECOM
Security Description
5.875% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
280000.00
Base Market Value
304500.00
Base Total Cost
290929.15
Base Unrealized Gain Loss
13570.85
Base Accrued Interest
3484.19
Local Market Value
304500.00
Local Total Cost Amount
290929.15
Local Unrealized Gain Loss
13570.85
Local Accrued Interest
3484.19
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
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: AECOM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AECOM
Security Description
5.125% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
150562.50
Base Total Cost
150000.00
Base Unrealized Gain Loss
562.50
Base Accrued Interest
2776.04
Local Market Value
150562.50
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
562.50
Local Accrued Interest
2776.04
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: AECOM GLOBAL II/URS FOX
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AECOM GLOBAL II/URS FOX
Security Description
5% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
687000.00
Base Market Value
705088.71
Base Total Cost
662955.00
Base Unrealized Gain Loss
42133.71
Base Accrued Interest
8587.50
Local Market Value
705088.71
Local Total Cost Amount
662955.00
Local Unrealized Gain Loss
42133.71
Local Accrued Interest
8587.50
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
WR
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: AEP TRANSMISSION CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AEP TRANSMISSION CO LLC
Security Description
3.1% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
3.1
Original Face
0.00
Shares Par Value
190000.00
Base Market Value
189460.40
Base Total Cost
189625.70
Base Unrealized Gain Loss
-165.30
Base Accrued Interest
490.83
Local Market Value
189460.40
Local Total Cost Amount
189625.70
Local Unrealized Gain Loss
-165.30
Local Accrued Interest
490.83
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
3.95% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
3.95
Original Face
0.00
Shares Par Value
1110000.00
Base Market Value
1155709.80
Base Total Cost
1147426.00
Base Unrealized Gain Loss
8283.80
Base Accrued Interest
18268.75
Local Market Value
1155709.80
Local Total Cost Amount
1147426.00
Local Unrealized Gain Loss
8283.80
Local Accrued Interest
18268.75
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
3.5% 26 May 2022
Maturity Date
2022-05-26T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
870000.00
Base Market Value
892828.80
Base Total Cost
867181.20
Base Unrealized Gain Loss
25647.60
Base Accrued Interest
2960.42
Local Market Value
892828.80
Local Total Cost Amount
867181.20
Local Unrealized Gain Loss
25647.60
Local Accrued Interest
2960.42
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
4.25% 01 Jul 2020
Maturity Date
2020-07-01T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
795000.00
Base Market Value
832134.45
Base Total Cost
795000.00
Base Unrealized Gain Loss
37134.45
Base Accrued Interest
0
Local Market Value
832134.45
Local Total Cost Amount
795000.00
Local Unrealized Gain Loss
37134.45
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
5% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
654000.00
Base Market Value
707778.42
Base Total Cost
691605.00
Base Unrealized Gain Loss
16173.42
Base Accrued Interest
8175.00
Local Market Value
707778.42
Local Total Cost Amount
691605.00
Local Unrealized Gain Loss
16173.42
Local Accrued Interest
8175.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
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