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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: TRANSALTA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSALTA CORP
Security Description
4.5% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
30000.00
Base Market Value
30240.00
Base Total Cost
29680.80
Base Unrealized Gain Loss
559.20
Base Accrued Interest
172.50
Local Market Value
30240.00
Local Total Cost Amount
29680.80
Local Unrealized Gain Loss
559.20
Local Accrued Interest
172.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Ba1
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: TRANSCANADA PIPELINES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSCANADA PIPELINES
Security Description
9.875% 01 Jan 2021
Maturity Date
2021-01-01T00:00:00.000
Interest Rate
9.875
Original Face
0.00
Shares Par Value
900000.00
Base Market Value
1116855.00
Base Total Cost
1259199.00
Base Unrealized Gain Loss
-142344.00
Base Accrued Interest
0
Local Market Value
1116855.00
Local Total Cost Amount
1259199.00
Local Unrealized Gain Loss
-142344.00
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
ELECTRIC/GAS
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRANSCANADA TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSCANADA TRUST
Security Description
1% 15 Aug 2076
Maturity Date
2076-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
395000.00
Base Market Value
428654.00
Base Total Cost
395000.00
Base Unrealized Gain Loss
33654.00
Base Accrued Interest
8766.80
Local Market Value
428654.00
Local Total Cost Amount
395000.00
Local Unrealized Gain Loss
33654.00
Local Accrued Interest
8766.80
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: TRANSCANADA TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSCANADA TRUST
Security Description
1% 20 May 2075
Maturity Date
2075-05-20T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
205000.00
Base Market Value
216543.55
Base Total Cost
205000.00
Base Unrealized Gain Loss
11543.55
Base Accrued Interest
1313.28
Local Market Value
216543.55
Local Total Cost Amount
205000.00
Local Unrealized Gain Loss
11543.55
Local Accrued Interest
1313.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: TRANSCANADA TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSCANADA TRUST
Security Description
1% 15 Mar 2077
Maturity Date
2077-03-15T00:00:00.000
Interest Rate
5.3
Original Face
0.00
Shares Par Value
45000.00
Base Market Value
46260.00
Base Total Cost
45337.50
Base Unrealized Gain Loss
922.50
Base Accrued Interest
788.39
Local Market Value
46260.00
Local Total Cost Amount
45337.50
Local Unrealized Gain Loss
922.50
Local Accrued Interest
788.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: TRANSDIGM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSDIGM INC
Security Description
6.5% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
660000.00
Base Market Value
671550.00
Base Total Cost
669900.00
Base Unrealized Gain Loss
1650.00
Base Accrued Interest
5481.67
Local Market Value
671550.00
Local Total Cost Amount
669900.00
Local Unrealized Gain Loss
1650.00
Local Accrued Interest
5481.67
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
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: TRANSDIGM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSDIGM INC
Security Description
6.375% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
228375.00
Base Total Cost
225000.00
Base Unrealized Gain Loss
3375.00
Base Accrued Interest
637.50
Local Market Value
228375.00
Local Total Cost Amount
225000.00
Local Unrealized Gain Loss
3375.00
Local Accrued Interest
637.50
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
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: TRANSDIGM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSDIGM INC
Security Description
6% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
103000.00
Base Total Cost
103250.00
Base Unrealized Gain Loss
-250.00
Base Accrued Interest
2766.67
Local Market Value
103000.00
Local Total Cost Amount
103250.00
Local Unrealized Gain Loss
-250.00
Local Accrued Interest
2766.67
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
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: TRANSDIGM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSDIGM INC
Security Description
6% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
51500.00
Base Total Cost
49500.00
Base Unrealized Gain Loss
2000.00
Base Accrued Interest
1383.33
Local Market Value
51500.00
Local Total Cost Amount
49500.00
Local Unrealized Gain Loss
2000.00
Local Accrued Interest
1383.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TRANSOCEAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSOCEAN INC
Security Description
6.8% 15 Mar 2038
Maturity Date
2038-03-15T00:00:00.000
Interest Rate
6.8
Original Face
0.00
Shares Par Value
1835000.00
Base Market Value
1339550.00
Base Total Cost
1484525.00
Base Unrealized Gain Loss
-144975.00
Base Accrued Interest
36740.78
Local Market Value
1339550.00
Local Total Cost Amount
1484525.00
Local Unrealized Gain Loss
-144975.00
Local Accrued Interest
36740.78
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
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: TRANSOCEAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSOCEAN INC
Security Description
9% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
9
Original Face
0.00
Shares Par Value
1330000.00
Base Market Value
1379875.00
Base Total Cost
1378290.61
Base Unrealized Gain Loss
1584.39
Base Accrued Interest
55195.00
Local Market Value
1379875.00
Local Total Cost Amount
1378290.61
Local Unrealized Gain Loss
1584.39
Local Accrued Interest
55195.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: TRANSOCEAN PHOENIX 2 LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSOCEAN PHOENIX 2 LTD
Security Description
7.75% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
629850.00
Base Market Value
669215.63
Base Total Cost
659767.87
Base Unrealized Gain Loss
9447.76
Base Accrued Interest
10305.04
Local Market Value
669215.63
Local Total Cost Amount
659767.87
Local Unrealized Gain Loss
9447.76
Local Accrued Interest
10305.04
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
ELECTRIC/GAS
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: TRANSOCEAN PROTEUS LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSOCEAN PROTEUS LTD
Security Description
6.25% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
6.25
Original Face
1990000.00
Shares Par Value
1890500.00
Base Market Value
1928310.00
Base Total Cost
1862142.50
Base Unrealized Gain Loss
66167.50
Base Accrued Interest
9846.35
Local Market Value
1928310.00
Local Total Cost Amount
1862142.50
Local Unrealized Gain Loss
66167.50
Local Accrued Interest
9846.35
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: TREASURY BILL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TREASURY BILL
Security Description
0.01% 13 Jul 2017
Maturity Date
2017-07-13T00:00:00.000
Interest Rate
0.01
Original Face
0.00
Shares Par Value
4100000.00
Base Market Value
4099114.40
Base Total Cost
4097258.13
Base Unrealized Gain Loss
1856.27
Base Accrued Interest
0
Local Market Value
4099114.40
Local Total Cost Amount
4097258.13
Local Unrealized Gain Loss
1856.27
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
GOVERNMENT ISSUES
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: TREASURY BILL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TREASURY BILL
Security Description
0.01% 21 Sep 2017
Maturity Date
2017-09-21T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
-26520000.00
Base Market Value
-26462838.79
Base Total Cost
-26461059.30
Base Unrealized Gain Loss
-1779.49
Base Accrued Interest
0
Local Market Value
-26462838.79
Local Total Cost Amount
-26461059.30
Local Unrealized Gain Loss
-1779.49
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
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: TREEHOUSE FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TREEHOUSE FOODS INC
Security Description
6% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
970000.00
Base Market Value
1033050.00
Base Total Cost
995650.00
Base Unrealized Gain Loss
37400.00
Base Accrued Interest
21986.67
Local Market Value
1033050.00
Local Total Cost Amount
995650.00
Local Unrealized Gain Loss
37400.00
Local Accrued Interest
21986.67
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: TREEHOUSE FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TREEHOUSE FOODS INC
Security Description
6% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
501000.00
Base Market Value
533565.00
Base Total Cost
517575.00
Base Unrealized Gain Loss
15990.00
Base Accrued Interest
11356.00
Local Market Value
533565.00
Local Total Cost Amount
517575.00
Local Unrealized Gain Loss
15990.00
Local Accrued Interest
11356.00
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
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: TREEHOUSE FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TREEHOUSE FOODS INC
Security Description
4.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
82000.00
Base Market Value
84665.00
Base Total Cost
79161.12
Base Unrealized Gain Loss
5503.88
Base Accrued Interest
1177.04
Local Market Value
84665.00
Local Total Cost Amount
79161.12
Local Unrealized Gain Loss
5503.88
Local Accrued Interest
1177.04
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: TRI POINTE GROUP / HOMES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRI POINTE GROUP / HOMES
Security Description
5.875% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
1450000.00
Base Market Value
1529750.00
Base Total Cost
1423175.00
Base Unrealized Gain Loss
106575.00
Base Accrued Interest
3786.11
Local Market Value
1529750.00
Local Total Cost Amount
1423175.00
Local Unrealized Gain Loss
106575.00
Local Accrued Interest
3786.11
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
REAL ESTATE
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: TRI POINTE GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRI POINTE GROUP INC
Security Description
4.875% 01 Jul 2021
Maturity Date
2021-07-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1960000.00
Base Market Value
2062900.00
Base Total Cost
1948965.20
Base Unrealized Gain Loss
113934.80
Base Accrued Interest
0
Local Market Value
2062900.00
Local Total Cost Amount
1948965.20
Local Unrealized Gain Loss
113934.80
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
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: TRI POINTE GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRI POINTE GROUP INC
Security Description
5.25% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
125312.50
Base Total Cost
125000.00
Base Unrealized Gain Loss
312.50
Base Accrued Interest
419.27
Local Market Value
125312.50
Local Total Cost Amount
125000.00
Local Unrealized Gain Loss
312.50
Local Accrued Interest
419.27
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
HOUSEHOLD DURABLES
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: TRIBUNE MEDIA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRIBUNE MEDIA CO
Security Description
5.875% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
2035000.00
Base Market Value
2131662.50
Base Total Cost
2038925.00
Base Unrealized Gain Loss
92737.50
Base Accrued Interest
55128.70
Local Market Value
2131662.50
Local Total Cost Amount
2038925.00
Local Unrealized Gain Loss
92737.50
Local Accrued Interest
55128.70
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: TRIBUNE MEDIA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRIBUNE MEDIA CO
Security Description
5.875% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
1345000.00
Base Market Value
1408887.50
Base Total Cost
1372323.10
Base Unrealized Gain Loss
36564.40
Base Accrued Interest
36436.43
Local Market Value
1408887.50
Local Total Cost Amount
1372323.10
Local Unrealized Gain Loss
36564.40
Local Accrued Interest
36436.43
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TRIBUNE MEDIA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRIBUNE MEDIA CO
Security Description
5.875% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
628500.00
Base Total Cost
600000.00
Base Unrealized Gain Loss
28500.00
Base Accrued Interest
16254.16
Local Market Value
628500.00
Local Total Cost Amount
600000.00
Local Unrealized Gain Loss
28500.00
Local Accrued Interest
16254.16
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: TRIMBLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRIMBLE INC
Security Description
4.75% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
15000.00
Base Market Value
16017.15
Base Total Cost
15373.95
Base Unrealized Gain Loss
643.20
Base Accrued Interest
59.37
Local Market Value
16017.15
Local Total Cost Amount
15373.95
Local Unrealized Gain Loss
643.20
Local Accrued Interest
59.37
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
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: TRINIDAD DRILLING LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRINIDAD DRILLING LTD
Security Description
6.625% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
142500.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
-7500.00
Base Accrued Interest
3947.40
Local Market Value
142500.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
-7500.00
Local Accrued Interest
3947.40
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Caa1
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: TRINITY ACQUISITION PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRINITY ACQUISITION PLC
Security Description
3.5% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
1550000.00
Base Market Value
1587246.50
Base Total Cost
1548016.00
Base Unrealized Gain Loss
39230.50
Base Accrued Interest
15973.61
Local Market Value
1587246.50
Local Total Cost Amount
1548016.00
Local Unrealized Gain Loss
39230.50
Local Accrued Interest
15973.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: TRINITY ACQUISITION PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRINITY ACQUISITION PLC
Security Description
6.125% 15 Aug 2043
Maturity Date
2043-08-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
877590.00
Base Total Cost
747037.50
Base Unrealized Gain Loss
130552.50
Base Accrued Interest
17354.17
Local Market Value
877590.00
Local Total Cost Amount
747037.50
Local Unrealized Gain Loss
130552.50
Local Accrued Interest
17354.17
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: TRINITY INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRINITY INDUSTRIES INC
Security Description
4.55% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
4.55
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1009480.00
Base Total Cost
998880.00
Base Unrealized Gain Loss
10600.00
Base Accrued Interest
11375.00
Local Market Value
1009480.00
Local Total Cost Amount
998880.00
Local Unrealized Gain Loss
10600.00
Local Accrued Interest
11375.00
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
Ba1
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: TRINITY INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRINITY INDUSTRIES INC
Security Description
3.875% 01 Jun 2036
Maturity Date
2036-06-01T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
670000.00
Base Market Value
839597.10
Base Total Cost
523042.37
Base Unrealized Gain Loss
316554.73
Base Accrued Interest
2163.54
Local Market Value
839597.10
Local Total Cost Amount
523042.37
Local Unrealized Gain Loss
316554.73
Local Accrued Interest
2163.54
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
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRINSEO OP / TRINSEO FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRINSEO OP / TRINSEO FIN
Security Description
6.75% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
1335000.00
Base Market Value
1415100.00
Base Total Cost
1357700.00
Base Unrealized Gain Loss
57400.00
Base Accrued Interest
15018.75
Local Market Value
1415100.00
Local Total Cost Amount
1357700.00
Local Unrealized Gain Loss
57400.00
Local Accrued Interest
15018.75
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
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRISTATE GEN+TRANS ASSN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRISTATE GEN+TRANS ASSN
Security Description
4.25% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
345000.00
Base Market Value
339959.55
Base Total Cost
342219.30
Base Unrealized Gain Loss
-2259.75
Base Accrued Interest
1221.87
Local Market Value
339959.55
Local Total Cost Amount
342219.30
Local Unrealized Gain Loss
-2259.75
Local Accrued Interest
1221.87
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
ELECTRIC/GAS
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRONOX FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRONOX FINANCE LLC
Security Description
6.375% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
795000.00
Base Market Value
796987.50
Base Total Cost
756477.09
Base Unrealized Gain Loss
40510.41
Base Accrued Interest
19146.23
Local Market Value
796987.50
Local Total Cost Amount
756477.09
Local Unrealized Gain Loss
40510.41
Local Accrued Interest
19146.23
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: TRONOX FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRONOX FINANCE LLC
Security Description
7.5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
555000.00
Base Market Value
571650.00
Base Total Cost
561300.00
Base Unrealized Gain Loss
10350.00
Base Accrued Interest
12256.25
Local Market Value
571650.00
Local Total Cost Amount
561300.00
Local Unrealized Gain Loss
10350.00
Local Accrued Interest
12256.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRONOX FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRONOX FINANCE LLC
Security Description
6.375% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
485000.00
Base Market Value
486212.50
Base Total Cost
484518.75
Base Unrealized Gain Loss
1693.75
Base Accrued Interest
11680.39
Local Market Value
486212.50
Local Total Cost Amount
484518.75
Local Unrealized Gain Loss
1693.75
Local Accrued Interest
11680.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: TRONOX FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRONOX FINANCE LLC
Security Description
7.5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
206000.00
Base Total Cost
190342.50
Base Unrealized Gain Loss
15657.50
Base Accrued Interest
4416.66
Local Market Value
206000.00
Local Total Cost Amount
190342.50
Local Unrealized Gain Loss
15657.50
Local Accrued Interest
4416.66
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
FINANCE
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: TRONOX FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRONOX FINANCE LLC
Security Description
6.375% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
100250.00
Base Total Cost
82750.00
Base Unrealized Gain Loss
17500.00
Base Accrued Interest
2408.33
Local Market Value
100250.00
Local Total Cost Amount
82750.00
Local Unrealized Gain Loss
17500.00
Local Accrued Interest
2408.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: NETHERLANDS (THE) • Security Name: TRONOX PIGMENTS (NETHERLANDS)
Local Currency Code
USD
Trade Country Name
NETHERLANDS (THE)
Security Name
TRONOX PIGMENTS (NETHERLANDS)
Security Description
1% 19 Mar 2020
Maturity Date
2020-03-19T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
295384.62
Base Market Value
297415.39
Base Total Cost
267841.71
Base Unrealized Gain Loss
29573.68
Base Accrued Interest
0
Local Market Value
297415.39
Local Total Cost Amount
267841.71
Local Unrealized Gain Loss
29573.68
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: TRU TAJ LLC / FINANCE IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRU TAJ LLC / FINANCE IN
Security Description
12% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
12
Original Face
0.00
Shares Par Value
1877000.00
Base Market Value
1750302.50
Base Total Cost
1905155.00
Base Unrealized Gain Loss
-154852.50
Base Accrued Interest
85090.67
Local Market Value
1750302.50
Local Total Cost Amount
1905155.00
Local Unrealized Gain Loss
-154852.50
Local Accrued Interest
85090.67
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
FINANCE
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: TRU TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRU TRUST
Security Description
1% 15 Nov 2030
Maturity Date
2030-11-15T00:00:00.000
Interest Rate
3.37711
Original Face
200000.00
Shares Par Value
197182.46
Base Market Value
197344.90
Base Total Cost
197182.46
Base Unrealized Gain Loss
162.44
Base Accrued Interest
295.96
Local Market Value
197344.90
Local Total Cost Amount
197182.46
Local Unrealized Gain Loss
162.44
Local Accrued Interest
295.96
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TSY INFL IX N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TSY INFL IX N/B
Security Description
1.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
1.75
Original Face
5200000.00
Shares Par Value
6068816.00
Base Market Value
6764363.00
Base Total Cost
6986028.05
Base Unrealized Gain Loss
-221665.05
Base Accrued Interest
48994.79
Local Market Value
6764363.00
Local Total Cost Amount
6986028.05
Local Unrealized Gain Loss
-221665.05
Local Accrued Interest
48994.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TSY INFL IX N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TSY INFL IX N/B
Security Description
0.375% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
0.375
Original Face
2994000.00
Shares Par Value
3030436.98
Base Market Value
2976313.38
Base Total Cost
3018259.71
Base Unrealized Gain Loss
-41946.33
Base Accrued Interest
5242.57
Local Market Value
2976313.38
Local Total Cost Amount
3018259.71
Local Unrealized Gain Loss
-41946.33
Local Accrued Interest
5242.57
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TSY INFL IX N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TSY INFL IX N/B
Security Description
1% 15 Feb 2046
Maturity Date
2046-02-15T00:00:00.000
Interest Rate
1
Original Face
1950000.00
Shares Par Value
2012185.50
Base Market Value
2010374.53
Base Total Cost
2061722.77
Base Unrealized Gain Loss
-51348.24
Base Accrued Interest
7559.59
Local Market Value
2010374.53
Local Total Cost Amount
2061722.77
Local Unrealized Gain Loss
-51348.24
Local Accrued Interest
7559.59
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TSY INFL IX N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TSY INFL IX N/B
Security Description
1.375% 15 Feb 2044
Maturity Date
2044-02-15T00:00:00.000
Interest Rate
1.375
Original Face
430000.00
Shares Par Value
451108.70
Base Market Value
490711.53
Base Total Cost
488656.96
Base Unrealized Gain Loss
2054.57
Base Accrued Interest
2330.31
Local Market Value
490711.53
Local Total Cost Amount
488656.96
Local Unrealized Gain Loss
2054.57
Local Accrued Interest
2330.31
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TULLOW OIL PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TULLOW OIL PLC
Security Description
6.25% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
812000.00
Base Market Value
739935.00
Base Total Cost
769390.00
Base Unrealized Gain Loss
-29455.00
Base Accrued Interest
10713.89
Local Market Value
739935.00
Local Total Cost Amount
769390.00
Local Unrealized Gain Loss
-29455.00
Local Accrued Interest
10713.89
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
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: TULLOW OIL PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TULLOW OIL PLC
Security Description
6% 01 Nov 2020
Maturity Date
2020-11-01T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
155000.00
Base Market Value
147250.00
Base Total Cost
114312.50
Base Unrealized Gain Loss
32937.50
Base Accrued Interest
1550.00
Local Market Value
147250.00
Local Total Cost Amount
114312.50
Local Unrealized Gain Loss
32937.50
Local Accrued Interest
1550.00
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
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: TUPPERWARE BRANDS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TUPPERWARE BRANDS CORP
Security Description
4.75% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
3370000.00
Base Market Value
3593363.60
Base Total Cost
3518258.73
Base Unrealized Gain Loss
75104.87
Base Accrued Interest
13339.58
Local Market Value
3593363.60
Local Total Cost Amount
3518258.73
Local Unrealized Gain Loss
75104.87
Local Accrued Interest
13339.58
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: TURK TELEKOMUNIKASYON AS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TURK TELEKOMUNIKASYON AS
Security Description
4.875% 19 Jun 2024
Maturity Date
2024-06-19T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
200954.00
Base Total Cost
198000.00
Base Unrealized Gain Loss
2954.00
Base Accrued Interest
325.00
Local Market Value
200954.00
Local Total Cost Amount
198000.00
Local Unrealized Gain Loss
2954.00
Local Accrued Interest
325.00
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
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: TWITTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TWITTER INC
Security Description
0.25% 15 Sep 2019
Maturity Date
2019-09-15T00:00:00.000
Interest Rate
0.25
Original Face
0.00
Shares Par Value
2224000.00
Base Market Value
2100301.12
Base Total Cost
2137273.72
Base Unrealized Gain Loss
-36972.60
Base Accrued Interest
1637.11
Local Market Value
2100301.12
Local Total Cost Amount
2137273.72
Local Unrealized Gain Loss
-36972.60
Local Accrued Interest
1637.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: TWITTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TWITTER INC
Security Description
1% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
1283000.00
Base Market Value
1173945.00
Base Total Cost
1130453.28
Base Unrealized Gain Loss
43491.72
Base Accrued Interest
3777.73
Local Market Value
1173945.00
Local Total Cost Amount
1130453.28
Local Unrealized Gain Loss
43491.72
Local Accrued Interest
3777.73
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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