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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: IMPERIAL BRANDS FIN PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IMPERIAL BRANDS FIN PLC
Security Description
2.05% 20 Jul 2018
Maturity Date
2018-07-20T00:00:00.000
Interest Rate
2.05
Original Face
0.00
Shares Par Value
415000.00
Base Market Value
415157.70
Base Total Cost
413049.50
Base Unrealized Gain Loss
2108.20
Base Accrued Interest
3804.74
Local Market Value
415157.70
Local Total Cost Amount
413049.50
Local Unrealized Gain Loss
2108.20
Local Accrued Interest
3804.74
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: INDIANA MICHIGAN POWER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INDIANA MICHIGAN POWER
Security Description
4.55% 15 Mar 2046
Maturity Date
2046-03-15T00:00:00.000
Interest Rate
4.55
Original Face
0.00
Shares Par Value
240000.00
Base Market Value
262536.00
Base Total Cost
239176.80
Base Unrealized Gain Loss
23359.20
Base Accrued Interest
3215.33
Local Market Value
262536.00
Local Total Cost Amount
239176.80
Local Unrealized Gain Loss
23359.20
Local Accrued Interest
3215.33
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
ELECTRIC/GAS
Moody S Quality Rating
Baa1
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: INEOS GROUP HOLDINGS SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INEOS GROUP HOLDINGS SA
Security Description
5.625% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1050000.00
Base Market Value
1082812.50
Base Total Cost
1056562.50
Base Unrealized Gain Loss
26250.00
Base Accrued Interest
24609.38
Local Market Value
1082812.50
Local Total Cost Amount
1056562.50
Local Unrealized Gain Loss
26250.00
Local Accrued Interest
24609.38
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: GERMANY • Security Name: INEOS STYROLUTION GROUP GMBH
Local Currency Code
USD
Trade Country Name
GERMANY
Security Name
INEOS STYROLUTION GROUP GMBH
Security Description
1% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
702990.04
Base Market Value
708701.83
Base Total Cost
702990.04
Base Unrealized Gain Loss
5711.79
Base Accrued Interest
0
Local Market Value
708701.83
Local Total Cost Amount
702990.04
Local Unrealized Gain Loss
5711.79
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: INFOR SOFTWARE PARENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INFOR SOFTWARE PARENT
Security Description
7.125% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
775000.00
Base Market Value
798250.00
Base Total Cost
674997.73
Base Unrealized Gain Loss
123252.27
Base Accrued Interest
9209.05
Local Market Value
798250.00
Local Total Cost Amount
674997.73
Local Unrealized Gain Loss
123252.27
Local Accrued Interest
9209.05
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: INFOR SOFTWARE PARENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INFOR SOFTWARE PARENT
Security Description
7.125% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
103000.00
Base Total Cost
101500.00
Base Unrealized Gain Loss
1500.00
Base Accrued Interest
1187.50
Local Market Value
103000.00
Local Total Cost Amount
101500.00
Local Unrealized Gain Loss
1500.00
Local Accrued Interest
1187.50
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
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: INFOR US INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INFOR US INC
Security Description
6.5% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
465750.00
Base Total Cost
459625.00
Base Unrealized Gain Loss
6125.00
Base Accrued Interest
3737.51
Local Market Value
465750.00
Local Total Cost Amount
459625.00
Local Unrealized Gain Loss
6125.00
Local Accrued Interest
3737.51
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
Caa1
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: INFORMATICA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INFORMATICA LLC
Security Description
7.125% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
76336.50
Base Total Cost
75937.50
Base Unrealized Gain Loss
399.00
Base Accrued Interest
2464.07
Local Market Value
76336.50
Local Total Cost Amount
75937.50
Local Unrealized Gain Loss
399.00
Local Accrued Interest
2464.07
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
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: ING BANK NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ING BANK NV
Security Description
2.5% 01 Oct 2019
Maturity Date
2019-10-01T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
629256.25
Base Total Cost
621625.00
Base Unrealized Gain Loss
7631.25
Base Accrued Interest
3906.25
Local Market Value
629256.25
Local Total Cost Amount
621625.00
Local Unrealized Gain Loss
7631.25
Local Accrued Interest
3906.25
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
A1
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: ING GROEP NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ING GROEP NV
Security Description
3.15% 29 Mar 2022
Maturity Date
2022-03-29T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
980000.00
Base Market Value
998669.00
Base Total Cost
977044.60
Base Unrealized Gain Loss
21624.40
Base Accrued Interest
7889.00
Local Market Value
998669.00
Local Total Cost Amount
977044.60
Local Unrealized Gain Loss
21624.40
Local Accrued Interest
7889.00
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
Baa1
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: ING GROEP NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ING GROEP NV
Security Description
1% 29 Mar 2022
Maturity Date
2022-03-29T00:00:00.000
Interest Rate
2.44506
Original Face
0.00
Shares Par Value
520000.00
Base Market Value
528574.80
Base Total Cost
520000.00
Base Unrealized Gain Loss
8574.80
Base Accrued Interest
70.64
Local Market Value
528574.80
Local Total Cost Amount
520000.00
Local Unrealized Gain Loss
8574.80
Local Accrued Interest
70.64
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INGERSOLL RAND GL HLD CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INGERSOLL RAND GL HLD CO
Security Description
5.75% 15 Jun 2043
Maturity Date
2043-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
94487.25
Base Total Cost
74692.50
Base Unrealized Gain Loss
19794.75
Base Accrued Interest
191.67
Local Market Value
94487.25
Local Total Cost Amount
74692.50
Local Unrealized Gain Loss
19794.75
Local Accrued Interest
191.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INGERSOLL RAND GL HLD CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INGERSOLL RAND GL HLD CO
Security Description
5.75% 15 Jun 2043
Maturity Date
2043-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
94487.25
Base Total Cost
74183.47
Base Unrealized Gain Loss
20303.78
Base Accrued Interest
191.67
Local Market Value
94487.25
Local Total Cost Amount
74183.47
Local Unrealized Gain Loss
20303.78
Local Accrued Interest
191.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INGERSOLL RAND GL HLD CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INGERSOLL RAND GL HLD CO
Security Description
2.875% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
15000.00
Base Market Value
15218.70
Base Total Cost
14977.50
Base Unrealized Gain Loss
241.20
Base Accrued Interest
198.85
Local Market Value
15218.70
Local Total Cost Amount
14977.50
Local Unrealized Gain Loss
241.20
Local Accrued Interest
198.85
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: INGERSOLL RAND LUX FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INGERSOLL RAND LUX FINAN
Security Description
4.65% 01 Nov 2044
Maturity Date
2044-11-01T00:00:00.000
Interest Rate
4.65
Original Face
0.00
Shares Par Value
105000.00
Base Market Value
113235.15
Base Total Cost
104377.35
Base Unrealized Gain Loss
8857.80
Base Accrued Interest
813.75
Local Market Value
113235.15
Local Total Cost Amount
104377.35
Local Unrealized Gain Loss
8857.80
Local Accrued Interest
813.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: INGLES MARKETS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INGLES MARKETS INC
Security Description
5.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1410000.00
Base Market Value
1387087.50
Base Total Cost
1423996.11
Base Unrealized Gain Loss
-36908.61
Base Accrued Interest
3603.34
Local Market Value
1387087.50
Local Total Cost Amount
1423996.11
Local Unrealized Gain Loss
-36908.61
Local Accrued Interest
3603.34
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: INGLES MARKETS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INGLES MARKETS INC
Security Description
5.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
859000.00
Base Market Value
845041.25
Base Total Cost
859000.00
Base Unrealized Gain Loss
-13958.75
Base Accrued Interest
2195.22
Local Market Value
845041.25
Local Total Cost Amount
859000.00
Local Unrealized Gain Loss
-13958.75
Local Accrued Interest
2195.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: INGLES MARKETS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INGLES MARKETS INC
Security Description
5.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
196750.00
Base Total Cost
202000.00
Base Unrealized Gain Loss
-5250.00
Base Accrued Interest
511.11
Local Market Value
196750.00
Local Total Cost Amount
202000.00
Local Unrealized Gain Loss
-5250.00
Local Accrued Interest
511.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INMARSAT FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INMARSAT FINANCE PLC
Security Description
6.5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
775000.00
Base Market Value
827312.50
Base Total Cost
775000.00
Base Unrealized Gain Loss
52312.50
Base Accrued Interest
12593.75
Local Market Value
827312.50
Local Total Cost Amount
775000.00
Local Unrealized Gain Loss
52312.50
Local Accrued Interest
12593.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: INMARSAT FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INMARSAT FINANCE PLC
Security Description
4.875% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
253750.00
Base Total Cost
245875.00
Base Unrealized Gain Loss
7875.00
Base Accrued Interest
1557.30
Local Market Value
253750.00
Local Total Cost Amount
245875.00
Local Unrealized Gain Loss
7875.00
Local Accrued Interest
1557.30
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
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: INMARSAT FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INMARSAT FINANCE PLC
Security Description
6.5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
240187.50
Base Total Cost
225000.00
Base Unrealized Gain Loss
15187.50
Base Accrued Interest
3656.25
Local Market Value
240187.50
Local Total Cost Amount
225000.00
Local Unrealized Gain Loss
15187.50
Local Accrued Interest
3656.25
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INPHI CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INPHI CORP
Security Description
0.75% 01 Sep 2021
Maturity Date
2021-09-01T00:00:00.000
Interest Rate
0.75
Original Face
0.00
Shares Par Value
1103000.00
Base Market Value
1063711.14
Base Total Cost
1089991.79
Base Unrealized Gain Loss
-26280.65
Base Accrued Interest
2770.46
Local Market Value
1063711.14
Local Total Cost Amount
1089991.79
Local Unrealized Gain Loss
-26280.65
Local Accrued Interest
2770.46
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INSULET CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INSULET CORPORATION
Security Description
2% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
807000.00
Base Market Value
979496.25
Base Total Cost
810533.67
Base Unrealized Gain Loss
168962.58
Base Accrued Interest
717.36
Local Market Value
979496.25
Local Total Cost Amount
810533.67
Local Unrealized Gain Loss
168962.58
Local Accrued Interest
717.36
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INSULET CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INSULET CORPORATION
Security Description
1.25% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
605000.00
Base Market Value
663987.50
Base Total Cost
559152.27
Base Unrealized Gain Loss
104835.23
Base Accrued Interest
2226.73
Local Market Value
663987.50
Local Total Cost Amount
559152.27
Local Unrealized Gain Loss
104835.23
Local Accrued Interest
2226.73
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTEGRATED DEVICE TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTEGRATED DEVICE TECH
Security Description
0.875% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
0.875
Original Face
0.00
Shares Par Value
1069000.00
Base Market Value
1131803.75
Base Total Cost
1064533.08
Base Unrealized Gain Loss
67270.67
Base Accrued Interest
1195.20
Local Market Value
1131803.75
Local Total Cost Amount
1064533.08
Local Unrealized Gain Loss
67270.67
Local Accrued Interest
1195.20
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTEL CORP
Security Description
3.25% 01 Aug 2039
Maturity Date
2039-08-01T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
3820000.00
Base Market Value
6312550.00
Base Total Cost
4570126.29
Base Unrealized Gain Loss
1742423.71
Base Accrued Interest
51729.16
Local Market Value
6312550.00
Local Total Cost Amount
4570126.29
Local Unrealized Gain Loss
1742423.71
Local Accrued Interest
51729.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTEL CORP
Security Description
2.875% 11 May 2024
Maturity Date
2024-05-11T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
3730000.00
Base Market Value
3744136.70
Base Total Cost
3729067.50
Base Unrealized Gain Loss
15069.20
Base Accrued Interest
14894.10
Local Market Value
3744136.70
Local Total Cost Amount
3729067.50
Local Unrealized Gain Loss
15069.20
Local Accrued Interest
14894.10
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
A1
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: INTELSAT JACKSON HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT JACKSON HLDG
Security Description
8% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
980000.00
Base Market Value
1055950.00
Base Total Cost
1007862.50
Base Unrealized Gain Loss
48087.50
Base Accrued Interest
29617.78
Local Market Value
1055950.00
Local Total Cost Amount
1007862.50
Local Unrealized Gain Loss
48087.50
Local Accrued Interest
29617.78
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
B1
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: INTELSAT JACKSON HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT JACKSON HLDG
Security Description
8% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
525000.00
Base Market Value
565687.50
Base Total Cost
520818.31
Base Unrealized Gain Loss
44869.19
Base Accrued Interest
15866.66
Local Market Value
565687.50
Local Total Cost Amount
520818.31
Local Unrealized Gain Loss
44869.19
Local Accrued Interest
15866.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTELSAT JACKSON HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT JACKSON HLDG
Security Description
7.5% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
433000.00
Base Market Value
399442.50
Base Total Cost
437809.66
Base Unrealized Gain Loss
-38367.16
Base Accrued Interest
8118.75
Local Market Value
399442.50
Local Total Cost Amount
437809.66
Local Unrealized Gain Loss
-38367.16
Local Accrued Interest
8118.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: INTELSAT JACKSON HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT JACKSON HLDG
Security Description
9.5% 30 Sep 2022
Maturity Date
2022-09-30T00:00:00.000
Interest Rate
9.5
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
478000.00
Base Total Cost
445000.00
Base Unrealized Gain Loss
33000.00
Base Accrued Interest
9500.00
Local Market Value
478000.00
Local Total Cost Amount
445000.00
Local Unrealized Gain Loss
33000.00
Local Accrued Interest
9500.00
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
FINANCE
Moody S Quality Rating
B1
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: INTELSAT JACKSON HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT JACKSON HLDG
Security Description
5.5% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
248250.00
Base Total Cost
250156.25
Base Unrealized Gain Loss
-1906.25
Base Accrued Interest
6875.00
Local Market Value
248250.00
Local Total Cost Amount
250156.25
Local Unrealized Gain Loss
-1906.25
Local Accrued Interest
6875.00
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
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: INTELSAT JACKSON HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT JACKSON HLDG
Security Description
8% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
269375.00
Base Total Cost
257312.50
Base Unrealized Gain Loss
12062.50
Base Accrued Interest
7555.55
Local Market Value
269375.00
Local Total Cost Amount
257312.50
Local Unrealized Gain Loss
12062.50
Local Accrued Interest
7555.55
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
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: INTELSAT JACKSON HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT JACKSON HLDG
Security Description
7.5% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
92250.00
Base Total Cost
80000.00
Base Unrealized Gain Loss
12250.00
Base Accrued Interest
1875.00
Local Market Value
92250.00
Local Total Cost Amount
80000.00
Local Unrealized Gain Loss
12250.00
Local Accrued Interest
1875.00
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
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: INTELSAT LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT LUXEMBOURG SA
Security Description
7.75% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
1120000.00
Base Market Value
616000.00
Base Total Cost
1059287.50
Base Unrealized Gain Loss
-443287.50
Base Accrued Interest
7233.33
Local Market Value
616000.00
Local Total Cost Amount
1059287.50
Local Unrealized Gain Loss
-443287.50
Local Accrued Interest
7233.33
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
Ca
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: INTELSAT LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT LUXEMBOURG SA
Security Description
8.125% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
795000.00
Base Market Value
419362.50
Base Total Cost
710186.47
Base Unrealized Gain Loss
-290823.97
Base Accrued Interest
5382.80
Local Market Value
419362.50
Local Total Cost Amount
710186.47
Local Unrealized Gain Loss
-290823.97
Local Accrued Interest
5382.80
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
OTHER YANKEE
Moody S Quality Rating
Ca
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: INTERCEPT PHARMAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERCEPT PHARMAS
Security Description
3.25% 01 Jul 2023
Maturity Date
2023-07-01T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
235000.00
Base Market Value
228537.50
Base Total Cost
235000.00
Base Unrealized Gain Loss
-6462.50
Base Accrued Interest
0
Local Market Value
228537.50
Local Total Cost Amount
235000.00
Local Unrealized Gain Loss
-6462.50
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
6.5% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
2385000.00
Base Market Value
2617537.50
Base Total Cost
2576981.25
Base Unrealized Gain Loss
40556.25
Base Accrued Interest
58564.99
Local Market Value
2617537.50
Local Total Cost Amount
2576981.25
Local Unrealized Gain Loss
40556.25
Local Accrued Interest
58564.99
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
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
6.25% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1554000.00
Base Market Value
1697745.00
Base Total Cost
1635618.75
Base Unrealized Gain Loss
62126.25
Base Accrued Interest
36691.66
Local Market Value
1697745.00
Local Total Cost Amount
1635618.75
Local Unrealized Gain Loss
62126.25
Local Accrued Interest
36691.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
6.25% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
768000.00
Base Market Value
839040.00
Base Total Cost
814617.50
Base Unrealized Gain Loss
24422.50
Base Accrued Interest
18133.33
Local Market Value
839040.00
Local Total Cost Amount
814617.50
Local Unrealized Gain Loss
24422.50
Local Accrued Interest
18133.33
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
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: JC PENNEY CORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JC PENNEY CORP INC
Security Description
7.4% 01 Apr 2037
Maturity Date
2037-04-01T00:00:00.000
Interest Rate
7.4
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
568125.00
Base Total Cost
627625.94
Base Unrealized Gain Loss
-59500.94
Base Accrued Interest
13875.00
Local Market Value
568125.00
Local Total Cost Amount
627625.94
Local Unrealized Gain Loss
-59500.94
Local Accrued Interest
13875.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
6.25% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
315000.00
Base Market Value
344137.50
Base Total Cost
343900.00
Base Unrealized Gain Loss
237.50
Base Accrued Interest
7456.60
Local Market Value
344137.50
Local Total Cost Amount
343900.00
Local Unrealized Gain Loss
237.50
Local Accrued Interest
7456.60
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
5.625% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
15000.00
Base Market Value
15947.25
Base Total Cost
16050.00
Base Unrealized Gain Loss
-102.75
Base Accrued Interest
323.44
Local Market Value
15947.25
Local Total Cost Amount
16050.00
Local Unrealized Gain Loss
-102.75
Local Accrued Interest
323.44
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
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: INTERNATIONAL PAPER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL PAPER CO
Security Description
3.65% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
3.65
Original Face
0.00
Shares Par Value
2850000.00
Base Market Value
2937780.00
Base Total Cost
2839341.00
Base Unrealized Gain Loss
98439.00
Base Accrued Interest
4623.33
Local Market Value
2937780.00
Local Total Cost Amount
2839341.00
Local Unrealized Gain Loss
98439.00
Local Accrued Interest
4623.33
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
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: INTERNATIONAL PAPER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL PAPER CO
Security Description
7.95% 15 Jun 2018
Maturity Date
2018-06-15T00:00:00.000
Interest Rate
7.95
Original Face
0.00
Shares Par Value
961000.00
Base Market Value
1016055.69
Base Total Cost
1139902.52
Base Unrealized Gain Loss
-123846.83
Base Accrued Interest
3395.54
Local Market Value
1016055.69
Local Total Cost Amount
1139902.52
Local Unrealized Gain Loss
-123846.83
Local Accrued Interest
3395.54
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: INTERNATIONAL PAPER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL PAPER CO
Security Description
8.7% 15 Jun 2038
Maturity Date
2038-06-15T00:00:00.000
Interest Rate
8.7
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
734900.00
Base Total Cost
450443.33
Base Unrealized Gain Loss
284456.67
Base Accrued Interest
1933.33
Local Market Value
734900.00
Local Total Cost Amount
450443.33
Local Unrealized Gain Loss
284456.67
Local Accrued Interest
1933.33
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
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: INTERNATIONAL PAPER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL PAPER CO
Security Description
5% 15 Sep 2035
Maturity Date
2035-09-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
475000.00
Base Market Value
519483.75
Base Total Cost
471622.75
Base Unrealized Gain Loss
47861.00
Base Accrued Interest
6993.06
Local Market Value
519483.75
Local Total Cost Amount
471622.75
Local Unrealized Gain Loss
47861.00
Local Accrued Interest
6993.06
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: INTERNATIONAL PAPER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL PAPER CO
Security Description
6% 15 Nov 2041
Maturity Date
2041-11-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
390000.00
Base Market Value
475605.00
Base Total Cost
441561.90
Base Unrealized Gain Loss
34043.10
Base Accrued Interest
2990.00
Local Market Value
475605.00
Local Total Cost Amount
441561.90
Local Unrealized Gain Loss
34043.10
Local Accrued Interest
2990.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTERPUBLIC GROUP COS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERPUBLIC GROUP COS
Security Description
4.2% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
4.2
Original Face
0.00
Shares Par Value
3845000.00
Base Market Value
4048861.90
Base Total Cost
4020630.41
Base Unrealized Gain Loss
28231.49
Base Accrued Interest
34092.33
Local Market Value
4048861.90
Local Total Cost Amount
4020630.41
Local Unrealized Gain Loss
28231.49
Local Accrued Interest
34092.33
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
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: INTERPUBLIC GROUP COS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERPUBLIC GROUP COS
Security Description
4% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
2600000.00
Base Market Value
2726464.00
Base Total Cost
2612461.15
Base Unrealized Gain Loss
114002.85
Base Accrued Interest
30622.22
Local Market Value
2726464.00
Local Total Cost Amount
2612461.15
Local Unrealized Gain Loss
114002.85
Local Accrued Interest
30622.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
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