Ask NYC Browse All Data Public Safety Transportation Health Buildings

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
DOWNLOAD CSV
Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.625% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
1.625
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
950390.00
Base Total Cost
1010273.44
Base Unrealized Gain Loss
-59883.44
Base Accrued Interest
6104.97
Local Market Value
950390.00
Local Total Cost Amount
1010273.44
Local Unrealized Gain Loss
-59883.44
Local Accrued Interest
6104.97
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.125% 29 Feb 2024
Maturity Date
2024-02-29T00:00:00.000
Interest Rate
2.125
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1001210.00
Base Total Cost
1008242.19
Base Unrealized Gain Loss
-7032.19
Base Accrued Interest
7102.58
Local Market Value
1001210.00
Local Total Cost Amount
1008242.19
Local Unrealized Gain Loss
-7032.19
Local Accrued Interest
7102.58
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.125% 15 Feb 2042
Maturity Date
2042-02-15T00:00:00.000
Interest Rate
3.125
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1058950.00
Base Total Cost
972315.31
Base Unrealized Gain Loss
86634.69
Base Accrued Interest
11740.33
Local Market Value
1058950.00
Local Total Cost Amount
972315.31
Local Unrealized Gain Loss
86634.69
Local Accrued Interest
11740.33
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.5% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1026290.00
Base Total Cost
1013828.13
Base Unrealized Gain Loss
12461.87
Base Accrued Interest
9392.26
Local Market Value
1026290.00
Local Total Cost Amount
1013828.13
Local Unrealized Gain Loss
12461.87
Local Accrued Interest
9392.26
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.5% 31 Jan 2022
Maturity Date
2022-01-31T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
984840.00
Base Total Cost
979218.75
Base Unrealized Gain Loss
5621.25
Base Accrued Interest
6256.91
Local Market Value
984840.00
Local Total Cost Amount
979218.75
Local Unrealized Gain Loss
5621.25
Local Accrued Interest
6256.91
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
5.5% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
980000.00
Base Market Value
1281389.20
Base Total Cost
1343660.39
Base Unrealized Gain Loss
-62271.19
Base Accrued Interest
20249.72
Local Market Value
1281389.20
Local Total Cost Amount
1343660.39
Local Unrealized Gain Loss
-62271.19
Local Accrued Interest
20249.72
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.625% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
1.625
Original Face
0.00
Shares Par Value
950000.00
Base Market Value
934192.00
Base Total Cost
921429.58
Base Unrealized Gain Loss
12762.42
Base Accrued Interest
1971.64
Local Market Value
934192.00
Local Total Cost Amount
921429.58
Local Unrealized Gain Loss
12762.42
Local Accrued Interest
1971.64
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.5% 15 Feb 2045
Maturity Date
2045-02-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
935000.00
Base Market Value
872579.40
Base Total Cost
833627.66
Base Unrealized Gain Loss
38951.74
Base Accrued Interest
8781.77
Local Market Value
872579.40
Local Total Cost Amount
833627.66
Local Unrealized Gain Loss
38951.74
Local Accrued Interest
8781.77
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.125% 15 Aug 2044
Maturity Date
2044-08-15T00:00:00.000
Interest Rate
3.125
Original Face
0.00
Shares Par Value
862300.00
Base Market Value
911037.20
Base Total Cost
876949.76
Base Unrealized Gain Loss
34087.44
Base Accrued Interest
10123.69
Local Market Value
911037.20
Local Total Cost Amount
876949.76
Local Unrealized Gain Loss
34087.44
Local Accrued Interest
10123.69
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
5.5% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
855000.00
Base Market Value
1117946.70
Base Total Cost
1143362.11
Base Unrealized Gain Loss
-25415.41
Base Accrued Interest
17666.85
Local Market Value
1117946.70
Local Total Cost Amount
1143362.11
Local Unrealized Gain Loss
-25415.41
Local Accrued Interest
17666.85
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
4.625% 15 Feb 2040
Maturity Date
2040-02-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
790000.00
Base Market Value
1041686.10
Base Total Cost
1004534.38
Base Unrealized Gain Loss
37151.72
Base Accrued Interest
13726.80
Local Market Value
1041686.10
Local Total Cost Amount
1004534.38
Local Unrealized Gain Loss
37151.72
Local Accrued Interest
13726.80
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.25% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
750172.50
Base Total Cost
736464.85
Base Unrealized Gain Loss
13707.65
Base Accrued Interest
2155.23
Local Market Value
750172.50
Local Total Cost Amount
736464.85
Local Unrealized Gain Loss
13707.65
Local Accrued Interest
2155.23
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.25% 30 Jun 2019
Maturity Date
2019-06-30T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
747952.50
Base Total Cost
748037.10
Base Unrealized Gain Loss
-84.60
Base Accrued Interest
76.43
Local Market Value
747952.50
Local Total Cost Amount
748037.10
Local Unrealized Gain Loss
-84.60
Local Accrued Interest
76.43
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
0.625% 30 Jun 2018
Maturity Date
2018-06-30T00:00:00.000
Interest Rate
0.625
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
621018.75
Base Total Cost
621704.10
Base Unrealized Gain Loss
-685.35
Base Accrued Interest
-105.73
Local Market Value
621018.75
Local Total Cost Amount
621704.10
Local Unrealized Gain Loss
-685.35
Local Accrued Interest
-105.73
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
6% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
777870.00
Base Total Cost
775335.94
Base Unrealized Gain Loss
2534.06
Base Accrued Interest
13524.86
Local Market Value
777870.00
Local Total Cost Amount
775335.94
Local Unrealized Gain Loss
2534.06
Local Accrued Interest
13524.86
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
6.25% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
746694.00
Base Total Cost
749718.75
Base Unrealized Gain Loss
-3024.75
Base Accrued Interest
14088.40
Local Market Value
746694.00
Local Total Cost Amount
749718.75
Local Unrealized Gain Loss
-3024.75
Local Accrued Interest
14088.40
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
8% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
756120.00
Base Total Cost
765703.12
Base Unrealized Gain Loss
-9583.12
Base Accrued Interest
6130.43
Local Market Value
756120.00
Local Total Cost Amount
765703.12
Local Unrealized Gain Loss
-9583.12
Local Accrued Interest
6130.43
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.5% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
535000.00
Base Market Value
534245.65
Base Total Cost
535451.21
Base Unrealized Gain Loss
-1205.56
Base Accrued Interest
350.82
Local Market Value
534245.65
Local Total Cost Amount
535451.21
Local Unrealized Gain Loss
-1205.56
Local Accrued Interest
350.82
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3% 15 May 2042
Maturity Date
2042-05-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
510000.00
Base Market Value
528150.90
Base Total Cost
493623.07
Base Unrealized Gain Loss
34527.83
Base Accrued Interest
1954.08
Local Market Value
528150.90
Local Total Cost Amount
493623.07
Local Unrealized Gain Loss
34527.83
Local Accrued Interest
1954.08
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
4.75% 15 Feb 2037
Maturity Date
2037-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
475000.00
Base Market Value
632828.25
Base Total Cost
675567.69
Base Unrealized Gain Loss
-42739.44
Base Accrued Interest
8476.52
Local Market Value
632828.25
Local Total Cost Amount
675567.69
Local Unrealized Gain Loss
-42739.44
Local Accrued Interest
8476.52
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.5% 15 Feb 2046
Maturity Date
2046-02-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
460000.00
Base Market Value
428158.80
Base Total Cost
413044.53
Base Unrealized Gain Loss
15114.27
Base Accrued Interest
4320.45
Local Market Value
428158.80
Local Total Cost Amount
413044.53
Local Unrealized Gain Loss
15114.27
Local Accrued Interest
4320.45
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.875% 15 Nov 2046
Maturity Date
2046-11-15T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
402204.00
Base Total Cost
397179.69
Base Unrealized Gain Loss
5024.31
Base Accrued Interest
1468.76
Local Market Value
402204.00
Local Total Cost Amount
397179.69
Local Unrealized Gain Loss
5024.31
Local Accrued Interest
1468.76
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.75% 15 Aug 2042
Maturity Date
2042-08-15T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
326000.00
Base Market Value
322433.56
Base Total Cost
324009.70
Base Unrealized Gain Loss
-1576.14
Base Accrued Interest
3368.07
Local Market Value
322433.56
Local Total Cost Amount
324009.70
Local Unrealized Gain Loss
-1576.14
Local Accrued Interest
3368.07
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
6.5% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
407310.00
Base Total Cost
405738.29
Base Unrealized Gain Loss
1571.71
Base Accrued Interest
2490.49
Local Market Value
407310.00
Local Total Cost Amount
405738.29
Local Unrealized Gain Loss
1571.71
Local Accrued Interest
2490.49
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.875% 15 May 2043
Maturity Date
2043-05-15T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
180000.00
Base Market Value
181744.20
Base Total Cost
177532.03
Base Unrealized Gain Loss
4212.17
Base Accrued Interest
660.94
Local Market Value
181744.20
Local Total Cost Amount
177532.03
Local Unrealized Gain Loss
4212.17
Local Accrued Interest
660.94
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.75% 31 May 2022
Maturity Date
2022-05-31T00:00:00.000
Interest Rate
1.75
Original Face
0.00
Shares Par Value
5000.00
Base Market Value
4970.70
Base Total Cost
4997.08
Base Unrealized Gain Loss
-26.38
Base Accrued Interest
-375.11
Local Market Value
4970.70
Local Total Cost Amount
4997.08
Local Unrealized Gain Loss
-26.38
Local Accrued Interest
-375.11
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.75% 15 Nov 2042
Maturity Date
2042-11-15T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
3000.00
Base Market Value
2964.39
Base Total Cost
2807.48
Base Unrealized Gain Loss
156.91
Base Accrued Interest
10.54
Local Market Value
2964.39
Local Total Cost Amount
2807.48
Local Unrealized Gain Loss
156.91
Local Accrued Interest
10.54
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: USG CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
USG CORP
Security Description
5.5% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
780000.00
Base Market Value
828750.00
Base Total Cost
786671.53
Base Unrealized Gain Loss
42078.47
Base Accrued Interest
14300.00
Local Market Value
828750.00
Local Total Cost Amount
786671.53
Local Unrealized Gain Loss
42078.47
Local Accrued Interest
14300.00
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
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: USG CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
USG CORP
Security Description
5.5% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
330000.00
Base Market Value
350625.00
Base Total Cost
337875.00
Base Unrealized Gain Loss
12750.00
Base Accrued Interest
6059.17
Local Market Value
350625.00
Local Total Cost Amount
337875.00
Local Unrealized Gain Loss
12750.00
Local Accrued Interest
6059.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: USG CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
USG CORP
Security Description
4.875% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
102875.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
2875.00
Base Accrued Interest
622.92
Local Market Value
102875.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
2875.00
Local Accrued Interest
622.92
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
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: USIS MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
USIS MERGER SUB INC
Security Description
6.875% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
279812.50
Base Total Cost
275000.00
Base Unrealized Gain Loss
4812.50
Base Accrued Interest
3833.77
Local Market Value
279812.50
Local Total Cost Amount
275000.00
Local Unrealized Gain Loss
4812.50
Local Accrued Interest
3833.77
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: USIS MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
USIS MERGER SUB INC
Security Description
6.875% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
260000.00
Base Market Value
264550.00
Base Total Cost
263250.00
Base Unrealized Gain Loss
1300.00
Base Accrued Interest
3624.65
Local Market Value
264550.00
Local Total Cost Amount
263250.00
Local Unrealized Gain Loss
1300.00
Local Accrued Interest
3624.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: VALE OVERSEAS LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE OVERSEAS LIMITED
Security Description
5.875% 10 Jun 2021
Maturity Date
2021-06-10T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
3620000.00
Base Market Value
3886070.00
Base Total Cost
3894831.25
Base Unrealized Gain Loss
-8761.25
Base Accrued Interest
12406.04
Local Market Value
3886070.00
Local Total Cost Amount
3894831.25
Local Unrealized Gain Loss
-8761.25
Local Accrued Interest
12406.04
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
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALE OVERSEAS LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE OVERSEAS LIMITED
Security Description
6.875% 21 Nov 2036
Maturity Date
2036-11-21T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1072500.00
Base Total Cost
996950.00
Base Unrealized Gain Loss
75550.00
Base Accrued Interest
7638.89
Local Market Value
1072500.00
Local Total Cost Amount
996950.00
Local Unrealized Gain Loss
75550.00
Local Accrued Interest
7638.89
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
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALE OVERSEAS LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE OVERSEAS LIMITED
Security Description
6.25% 10 Aug 2026
Maturity Date
2026-08-10T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
647250.00
Base Total Cost
603101.70
Base Unrealized Gain Loss
44148.30
Base Accrued Interest
14687.49
Local Market Value
647250.00
Local Total Cost Amount
603101.70
Local Unrealized Gain Loss
44148.30
Local Accrued Interest
14687.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALE OVERSEAS LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE OVERSEAS LIMITED
Security Description
5.875% 10 Jun 2021
Maturity Date
2021-06-10T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
566000.00
Base Market Value
607601.00
Base Total Cost
566850.00
Base Unrealized Gain Loss
40751.00
Base Accrued Interest
1939.73
Local Market Value
607601.00
Local Total Cost Amount
566850.00
Local Unrealized Gain Loss
40751.00
Local Accrued Interest
1939.73
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALCOA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALCOA CORP
Security Description
COMMON STOCK USD.01
Interest Rate
0
Original Face
0.00
Shares Par Value
57363.00
Base Market Value
1872901.95
Base Total Cost
1839543.98
Base Unrealized Gain Loss
33357.97
Base Accrued Interest
0
Local Market Value
1872901.95
Local Total Cost Amount
1839543.98
Local Unrealized Gain Loss
33357.97
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
MATERIALS
Minor Industry Name
METALS & MINING
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALE OVERSEAS LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE OVERSEAS LIMITED
Security Description
6.25% 10 Aug 2026
Maturity Date
2026-08-10T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
185000.00
Base Market Value
199568.75
Base Total Cost
199417.05
Base Unrealized Gain Loss
151.70
Base Accrued Interest
4528.65
Local Market Value
199568.75
Local Total Cost Amount
199417.05
Local Unrealized Gain Loss
151.70
Local Accrued Interest
4528.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALE OVERSEAS LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE OVERSEAS LIMITED
Security Description
6.875% 21 Nov 2036
Maturity Date
2036-11-21T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
42900.00
Base Total Cost
38500.00
Base Unrealized Gain Loss
4400.00
Base Accrued Interest
305.56
Local Market Value
42900.00
Local Total Cost Amount
38500.00
Local Unrealized Gain Loss
4400.00
Local Accrued Interest
305.56
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
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
HKD
Local Currency Code: HKD • Trade Country Name: HONG KONG • Security Name: HONG KONG DOLLAR
Local Currency Code
HKD
Trade Country Name
HONG KONG
Security Name
HONG KONG DOLLAR
Security Description
0
Maturity Date
1899-12-31T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
42148.00
Base Market Value
5399.13
Base Total Cost
5403.84
Base Unrealized Gain Loss
-4.71
Base Accrued Interest
0
Local Market Value
42148.00
Local Total Cost Amount
42148.00
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
Moody S Quality Rating
0
S And P Quality Rating
0
Direct Group Trust Holding
Group Trust
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALE OVERSEAS LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE OVERSEAS LIMITED
Security Description
6.875% 10 Nov 2039
Maturity Date
2039-11-10T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
28000.00
Base Market Value
30030.00
Base Total Cost
29890.00
Base Unrealized Gain Loss
140.00
Base Accrued Interest
272.71
Local Market Value
30030.00
Local Total Cost Amount
29890.00
Local Unrealized Gain Loss
140.00
Local Accrued Interest
272.71
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE SA
Security Description
5.625% 11 Sep 2042
Maturity Date
2042-09-11T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
950000.00
Base Total Cost
991980.00
Base Unrealized Gain Loss
-41980.00
Base Accrued Interest
17187.50
Local Market Value
950000.00
Local Total Cost Amount
991980.00
Local Unrealized Gain Loss
-41980.00
Local Accrued Interest
17187.50
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
OTHER YANKEE
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
2815000.00
Base Market Value
2413862.50
Base Total Cost
2411228.04
Base Unrealized Gain Loss
2634.46
Base Accrued Interest
20897.05
Local Market Value
2413862.50
Local Total Cost Amount
2411228.04
Local Unrealized Gain Loss
2634.46
Local Accrued Interest
20897.05
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
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
2800000.00
Base Market Value
2376472.00
Base Total Cost
2376462.50
Base Unrealized Gain Loss
9.50
Base Accrued Interest
51333.31
Local Market Value
2376472.00
Local Total Cost Amount
2376462.50
Local Unrealized Gain Loss
9.50
Local Accrued Interest
51333.31
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
7.5% 15 Jul 2021
Maturity Date
2021-07-15T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
2665000.00
Base Market Value
2581718.75
Base Total Cost
2589837.50
Base Unrealized Gain Loss
-8118.75
Base Accrued Interest
93794.79
Local Market Value
2581718.75
Local Total Cost Amount
2589837.50
Local Unrealized Gain Loss
-8118.75
Local Accrued Interest
93794.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
6.375% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
1985000.00
Base Market Value
1922968.75
Base Total Cost
1888099.11
Base Unrealized Gain Loss
34869.64
Base Accrued Interest
26714.81
Local Market Value
1922968.75
Local Total Cost Amount
1888099.11
Local Unrealized Gain Loss
34869.64
Local Accrued Interest
26714.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
1725000.00
Base Market Value
1479187.50
Base Total Cost
1635075.00
Base Unrealized Gain Loss
-155887.50
Base Accrued Interest
12949.49
Local Market Value
1479187.50
Local Total Cost Amount
1635075.00
Local Unrealized Gain Loss
-155887.50
Local Accrued Interest
12949.49
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
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
1665000.00
Base Market Value
1427737.50
Base Total Cost
1460495.77
Base Unrealized Gain Loss
-32758.27
Base Accrued Interest
12499.07
Local Market Value
1427737.50
Local Total Cost Amount
1460495.77
Local Unrealized Gain Loss
-32758.27
Local Accrued Interest
12499.07
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
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1388000.00
Base Market Value
1178051.12
Base Total Cost
1392388.18
Base Unrealized Gain Loss
-214337.06
Base Accrued Interest
25446.67
Local Market Value
1178051.12
Local Total Cost Amount
1392388.18
Local Unrealized Gain Loss
-214337.06
Local Accrued Interest
25446.67
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
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
6.5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
1370000.00
Base Market Value
1436787.50
Base Total Cost
1401006.25
Base Unrealized Gain Loss
35781.25
Base Accrued Interest
25282.29
Local Market Value
1436787.50
Local Total Cost Amount
1401006.25
Local Unrealized Gain Loss
35781.25
Local Accrued Interest
25282.29
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface