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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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.1% 13 Sep 2018
Maturity Date
2018-09-13T00:00:00.000
Interest Rate
1.1
Original Face
0.00
Shares Par Value
180000.00
Base Market Value
179312.40
Base Total Cost
180000.00
Base Unrealized Gain Loss
-687.60
Base Accrued Interest
594.00
Local Market Value
179312.40
Local Total Cost Amount
180000.00
Local Unrealized Gain Loss
-687.60
Local Accrued Interest
594.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.375% 28 Feb 2019
Maturity Date
2019-02-28T00:00:00.000
Interest Rate
1.375
Original Face
0.00
Shares Par Value
180000.00
Base Market Value
179881.20
Base Total Cost
180000.00
Base Unrealized Gain Loss
-118.80
Base Accrued Interest
845.63
Local Market Value
179881.20
Local Total Cost Amount
180000.00
Local Unrealized Gain Loss
-118.80
Local Accrued Interest
845.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.8% 28 Apr 2020
Maturity Date
2020-04-28T00:00:00.000
Interest Rate
1.8
Original Face
0.00
Shares Par Value
180000.00
Base Market Value
179598.60
Base Total Cost
180000.00
Base Unrealized Gain Loss
-401.40
Base Accrued Interest
567.00
Local Market Value
179598.60
Local Total Cost Amount
180000.00
Local Unrealized Gain Loss
-401.40
Local Accrued Interest
567.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.8% 18 Nov 2020
Maturity Date
2020-11-18T00:00:00.000
Interest Rate
1.8
Original Face
0.00
Shares Par Value
180000.00
Base Market Value
180052.20
Base Total Cost
180000.00
Base Unrealized Gain Loss
52.20
Base Accrued Interest
387.00
Local Market Value
180052.20
Local Total Cost Amount
180000.00
Local Unrealized Gain Loss
52.20
Local Accrued Interest
387.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.01% 15 Sep 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
108000.00
Base Market Value
74002.68
Base Total Cost
64451.16
Base Unrealized Gain Loss
9551.52
Base Accrued Interest
0
Local Market Value
74002.68
Local Total Cost Amount
64451.16
Local Unrealized Gain Loss
9551.52
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.25% 26 Jul 2019
Maturity Date
2019-07-26T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
99407.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
-593.00
Base Accrued Interest
538.19
Local Market Value
99407.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
-593.00
Local Accrued Interest
538.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.25% 15 Aug 2019
Maturity Date
2019-08-15T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
99505.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
-495.00
Base Accrued Interest
472.22
Local Market Value
99505.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
-495.00
Local Accrued Interest
472.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 30 Jun 2021
Maturity Date
2021-06-30T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
79202.40
Base Total Cost
80000.00
Base Unrealized Gain Loss
-797.60
Base Accrued Interest
2.78
Local Market Value
79202.40
Local Total Cost Amount
80000.00
Local Unrealized Gain Loss
-797.60
Local Accrued Interest
2.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1% 24 Nov 2020
Maturity Date
2020-11-24T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
79998.40
Base Total Cost
79920.00
Base Unrealized Gain Loss
78.40
Base Accrued Interest
282.22
Local Market Value
79998.40
Local Total Cost Amount
79920.00
Local Unrealized Gain Loss
78.40
Local Accrued Interest
282.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
6.75% 15 Mar 2031
Maturity Date
2031-03-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
57872.40
Base Total Cost
53709.37
Base Unrealized Gain Loss
4163.03
Base Accrued Interest
795.00
Local Market Value
57872.40
Local Total Cost Amount
53709.37
Local Unrealized Gain Loss
4163.03
Local Accrued Interest
795.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.01% 15 Mar 2031
Maturity Date
2031-03-15T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
36000.00
Base Market Value
23280.84
Base Total Cost
20156.76
Base Unrealized Gain Loss
3124.08
Base Accrued Interest
0
Local Market Value
23280.84
Local Total Cost Amount
20156.76
Local Unrealized Gain Loss
3124.08
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.5% 20 Nov 2020
Maturity Date
2020-11-20T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
30000.00
Base Market Value
29604.60
Base Total Cost
29313.00
Base Unrealized Gain Loss
291.60
Base Accrued Interest
51.25
Local Market Value
29604.60
Local Total Cost Amount
29313.00
Local Unrealized Gain Loss
291.60
Local Accrued Interest
51.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
3.55% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
3.55
Original Face
0.00
Shares Par Value
2655000.00
Base Market Value
2488212.90
Base Total Cost
2511100.00
Base Unrealized Gain Loss
-22887.10
Base Accrued Interest
31527.94
Local Market Value
2488212.90
Local Total Cost Amount
2511100.00
Local Unrealized Gain Loss
-22887.10
Local Accrued Interest
31527.94
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
3.55% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
3.55
Original Face
0.00
Shares Par Value
2600000.00
Base Market Value
2436668.00
Base Total Cost
2280817.50
Base Unrealized Gain Loss
155850.50
Base Accrued Interest
30766.68
Local Market Value
2436668.00
Local Total Cost Amount
2280817.50
Local Unrealized Gain Loss
155850.50
Local Accrued Interest
30766.68
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
6.875% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
1895000.00
Base Market Value
2000399.90
Base Total Cost
1984693.75
Base Unrealized Gain Loss
15706.15
Base Accrued Interest
49217.36
Local Market Value
2000399.90
Local Total Cost Amount
1984693.75
Local Unrealized Gain Loss
15706.15
Local Accrued Interest
49217.36
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
4% 14 Nov 2021
Maturity Date
2021-11-14T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
1785000.00
Base Market Value
1744837.50
Base Total Cost
1660112.50
Base Unrealized Gain Loss
84725.00
Base Accrued Interest
9321.67
Local Market Value
1744837.50
Local Total Cost Amount
1660112.50
Local Unrealized Gain Loss
84725.00
Local Accrued Interest
9321.67
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
5.4% 14 Nov 2034
Maturity Date
2034-11-14T00:00:00.000
Interest Rate
5.4
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1346250.00
Base Total Cost
1266106.25
Base Unrealized Gain Loss
80143.75
Base Accrued Interest
10575.00
Local Market Value
1346250.00
Local Total Cost Amount
1266106.25
Local Unrealized Gain Loss
80143.75
Local Accrued Interest
10575.00
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
3.875% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
1130000.00
Base Market Value
1050900.00
Base Total Cost
1007756.25
Base Unrealized Gain Loss
43143.75
Base Accrued Interest
12897.26
Local Market Value
1050900.00
Local Total Cost Amount
1007756.25
Local Unrealized Gain Loss
43143.75
Local Accrued Interest
12897.26
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
3.55% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
3.55
Original Face
0.00
Shares Par Value
1045000.00
Base Market Value
979353.10
Base Total Cost
882597.96
Base Unrealized Gain Loss
96755.14
Base Accrued Interest
12365.83
Local Market Value
979353.10
Local Total Cost Amount
882597.96
Local Unrealized Gain Loss
96755.14
Local Accrued Interest
12365.83
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
6.75% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
1009000.00
Base Market Value
1044315.00
Base Total Cost
1038432.50
Base Unrealized Gain Loss
5882.50
Base Accrued Interest
28378.13
Local Market Value
1044315.00
Local Total Cost Amount
1038432.50
Local Unrealized Gain Loss
5882.50
Local Accrued Interest
28378.13
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
5.4% 14 Nov 2034
Maturity Date
2034-11-14T00:00:00.000
Interest Rate
5.4
Original Face
0.00
Shares Par Value
790000.00
Base Market Value
709025.00
Base Total Cost
513952.71
Base Unrealized Gain Loss
195072.29
Base Accrued Interest
5569.50
Local Market Value
709025.00
Local Total Cost Amount
513952.71
Local Unrealized Gain Loss
195072.29
Local Accrued Interest
5569.50
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
5.45% 15 Mar 2043
Maturity Date
2043-03-15T00:00:00.000
Interest Rate
5.45
Original Face
0.00
Shares Par Value
615000.00
Base Market Value
530314.50
Base Total Cost
529700.00
Base Unrealized Gain Loss
614.50
Base Accrued Interest
9875.10
Local Market Value
530314.50
Local Total Cost Amount
529700.00
Local Unrealized Gain Loss
614.50
Local Accrued Interest
9875.10
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
4% 14 Nov 2021
Maturity Date
2021-11-14T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
610000.00
Base Market Value
596275.00
Base Total Cost
555722.81
Base Unrealized Gain Loss
40552.19
Base Accrued Interest
3189.99
Local Market Value
596275.00
Local Total Cost Amount
555722.81
Local Unrealized Gain Loss
40552.19
Local Accrued Interest
3189.99
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
5.45% 15 Mar 2043
Maturity Date
2043-03-15T00:00:00.000
Interest Rate
5.45
Original Face
0.00
Shares Par Value
340000.00
Base Market Value
293182.00
Base Total Cost
289049.25
Base Unrealized Gain Loss
4132.75
Base Accrued Interest
5456.07
Local Market Value
293182.00
Local Total Cost Amount
289049.25
Local Unrealized Gain Loss
4132.75
Local Accrued Interest
5456.07
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
3.875% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
186000.00
Base Total Cost
183875.00
Base Unrealized Gain Loss
2125.00
Base Accrued Interest
2281.94
Local Market Value
186000.00
Local Total Cost Amount
183875.00
Local Unrealized Gain Loss
2125.00
Local Accrued Interest
2281.94
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
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: GCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GCI INC
Security Description
6.75% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
179375.00
Base Total Cost
175918.98
Base Unrealized Gain Loss
3456.02
Base Accrued Interest
984.38
Local Market Value
179375.00
Local Total Cost Amount
175918.98
Local Unrealized Gain Loss
3456.02
Local Accrued Interest
984.38
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
B3
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: FRESENIUS MED CARE II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESENIUS MED CARE II
Security Description
6.5% 15 Sep 2018
Maturity Date
2018-09-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
1290000.00
Base Market Value
1355299.80
Base Total Cost
1425243.75
Base Unrealized Gain Loss
-69943.95
Base Accrued Interest
24694.58
Local Market Value
1355299.80
Local Total Cost Amount
1425243.75
Local Unrealized Gain Loss
-69943.95
Local Accrued Interest
24694.58
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
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: FRESENIUS MED CARE II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESENIUS MED CARE II
Security Description
5.875% 31 Jan 2022
Maturity Date
2022-01-31T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
395000.00
Base Market Value
437462.50
Base Total Cost
429176.95
Base Unrealized Gain Loss
8285.55
Base Accrued Interest
9681.51
Local Market Value
437462.50
Local Total Cost Amount
429176.95
Local Unrealized Gain Loss
8285.55
Local Accrued Interest
9681.51
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: FRESENIUS MED CARE II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESENIUS MED CARE II
Security Description
4.75% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
285000.00
Base Market Value
299250.00
Base Total Cost
292540.85
Base Unrealized Gain Loss
6709.15
Base Accrued Interest
2861.88
Local Market Value
299250.00
Local Total Cost Amount
292540.85
Local Unrealized Gain Loss
6709.15
Local Accrued Interest
2861.88
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
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: FRESENIUS MED CARE II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESENIUS MED CARE II
Security Description
5.625% 31 Jul 2019
Maturity Date
2019-07-31T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
65000.00
Base Market Value
68737.50
Base Total Cost
69306.25
Base Unrealized Gain Loss
-568.75
Base Accrued Interest
1523.44
Local Market Value
68737.50
Local Total Cost Amount
69306.25
Local Unrealized Gain Loss
-568.75
Local Accrued Interest
1523.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FRESH MARKET INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESH MARKET INC
Security Description
9.75% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
9.75
Original Face
0.00
Shares Par Value
905000.00
Base Market Value
759068.75
Base Total Cost
844293.75
Base Unrealized Gain Loss
-85225.00
Base Accrued Interest
14706.25
Local Market Value
759068.75
Local Total Cost Amount
844293.75
Local Unrealized Gain Loss
-85225.00
Local Accrued Interest
14706.25
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: 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
1.06
Base Market Value
1.06
Base Total Cost
1.06
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1.06
Local Total Cost Amount
1.06
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: FRESNILLO PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESNILLO PLC
Security Description
5.5% 13 Nov 2023
Maturity Date
2023-11-13T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1920000.00
Base Market Value
2128800.00
Base Total Cost
1905446.40
Base Unrealized Gain Loss
223353.60
Base Accrued Interest
14080.00
Local Market Value
2128800.00
Local Total Cost Amount
1905446.40
Local Unrealized Gain Loss
223353.60
Local Accrued Interest
14080.00
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
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: FRONTERA ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTERA ENERGY CORP
Security Description
10% 02 Nov 2021
Maturity Date
2021-11-02T00:00:00.000
Interest Rate
10
Original Face
0.00
Shares Par Value
2175000.00
Base Market Value
2449593.75
Base Total Cost
2449062.50
Base Unrealized Gain Loss
531.25
Base Accrued Interest
604.16
Local Market Value
2449593.75
Local Total Cost Amount
2449062.50
Local Unrealized Gain Loss
531.25
Local Accrued Interest
604.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
9% 15 Aug 2031
Maturity Date
2031-08-15T00:00:00.000
Interest Rate
9
Original Face
0.00
Shares Par Value
4590000.00
Base Market Value
3683475.00
Base Total Cost
3851150.00
Base Unrealized Gain Loss
-167675.00
Base Accrued Interest
156060.00
Local Market Value
3683475.00
Local Total Cost Amount
3851150.00
Local Unrealized Gain Loss
-167675.00
Local Accrued Interest
156060.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
7.875% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
4295000.00
Base Market Value
3199775.00
Base Total Cost
3524156.25
Base Unrealized Gain Loss
-324381.25
Base Accrued Interest
155962.19
Local Market Value
3199775.00
Local Total Cost Amount
3524156.25
Local Unrealized Gain Loss
-324381.25
Local Accrued Interest
155962.19
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
TELEPHONE
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
11% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
11
Original Face
0.00
Shares Par Value
3730000.00
Base Market Value
3459575.00
Base Total Cost
3707544.39
Base Unrealized Gain Loss
-247969.39
Base Accrued Interest
120810.59
Local Market Value
3459575.00
Local Total Cost Amount
3707544.39
Local Unrealized Gain Loss
-247969.39
Local Accrued Interest
120810.59
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
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
9% 15 Aug 2031
Maturity Date
2031-08-15T00:00:00.000
Interest Rate
9
Original Face
0.00
Shares Par Value
2085000.00
Base Market Value
1673212.50
Base Total Cost
1927987.07
Base Unrealized Gain Loss
-254774.57
Base Accrued Interest
70890.00
Local Market Value
1673212.50
Local Total Cost Amount
1927987.07
Local Unrealized Gain Loss
-254774.57
Local Accrued Interest
70890.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
9% 15 Aug 2031
Maturity Date
2031-08-15T00:00:00.000
Interest Rate
9
Original Face
0.00
Shares Par Value
1929000.00
Base Market Value
1548022.50
Base Total Cost
1850480.51
Base Unrealized Gain Loss
-302458.01
Base Accrued Interest
65586.00
Local Market Value
1548022.50
Local Total Cost Amount
1850480.51
Local Unrealized Gain Loss
-302458.01
Local Accrued Interest
65586.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
6.875% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
1330000.00
Base Market Value
1047375.00
Base Total Cost
1163275.00
Base Unrealized Gain Loss
-115900.00
Base Accrued Interest
42162.82
Local Market Value
1047375.00
Local Total Cost Amount
1163275.00
Local Unrealized Gain Loss
-115900.00
Local Accrued Interest
42162.82
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
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
7.625% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
745000.00
Base Market Value
613693.75
Base Total Cost
709605.60
Base Unrealized Gain Loss
-95911.85
Base Accrued Interest
11992.41
Local Market Value
613693.75
Local Total Cost Amount
709605.60
Local Unrealized Gain Loss
-95911.85
Local Accrued Interest
11992.41
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
7.125% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
677625.00
Base Total Cost
679375.00
Base Unrealized Gain Loss
-1750.00
Base Accrued Interest
13636.46
Local Market Value
677625.00
Local Total Cost Amount
679375.00
Local Unrealized Gain Loss
-1750.00
Local Accrued Interest
13636.46
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
7.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
580000.00
Base Market Value
482850.00
Base Total Cost
485200.00
Base Unrealized Gain Loss
-2350.00
Base Accrued Interest
19055.44
Local Market Value
482850.00
Local Total Cost Amount
485200.00
Local Unrealized Gain Loss
-2350.00
Local Accrued Interest
19055.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
8.5% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
8.5
Original Face
0.00
Shares Par Value
552000.00
Base Market Value
580290.00
Base Total Cost
595313.10
Base Unrealized Gain Loss
-15023.10
Base Accrued Interest
9905.32
Local Market Value
580290.00
Local Total Cost Amount
595313.10
Local Unrealized Gain Loss
-15023.10
Local Accrued Interest
9905.32
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
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
10.5% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
10.5
Original Face
0.00
Shares Par Value
501000.00
Base Market Value
479081.25
Base Total Cost
507640.00
Base Unrealized Gain Loss
-28558.75
Base Accrued Interest
15489.25
Local Market Value
479081.25
Local Total Cost Amount
507640.00
Local Unrealized Gain Loss
-28558.75
Local Accrued Interest
15489.25
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
TELEPHONE
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
8.75% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
443000.00
Base Market Value
398943.65
Base Total Cost
423943.14
Base Unrealized Gain Loss
-24999.49
Base Accrued Interest
8183.19
Local Market Value
398943.65
Local Total Cost Amount
423943.14
Local Unrealized Gain Loss
-24999.49
Local Accrued Interest
8183.19
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
TELEPHONE
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
7.625% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
405000.00
Base Market Value
333618.75
Base Total Cost
341350.00
Base Unrealized Gain Loss
-7731.25
Base Accrued Interest
6519.37
Local Market Value
333618.75
Local Total Cost Amount
341350.00
Local Unrealized Gain Loss
-7731.25
Local Accrued Interest
6519.37
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
6.875% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
395000.00
Base Market Value
311062.50
Base Total Cost
395000.00
Base Unrealized Gain Loss
-83937.50
Base Accrued Interest
12522.04
Local Market Value
311062.50
Local Total Cost Amount
395000.00
Local Unrealized Gain Loss
-83937.50
Local Accrued Interest
12522.04
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
TELEPHONE
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
7.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
290000.00
Base Market Value
241425.00
Base Total Cost
246900.00
Base Unrealized Gain Loss
-5475.00
Base Accrued Interest
9527.69
Local Market Value
241425.00
Local Total Cost Amount
246900.00
Local Unrealized Gain Loss
-5475.00
Local Accrued Interest
9527.69
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
8.125% 01 Oct 2018
Maturity Date
2018-10-01T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
265000.00
Base Market Value
279906.25
Base Total Cost
282750.00
Base Unrealized Gain Loss
-2843.75
Base Accrued Interest
5382.81
Local Market Value
279906.25
Local Total Cost Amount
282750.00
Local Unrealized Gain Loss
-2843.75
Local Accrued Interest
5382.81
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
TELEPHONE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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