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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: INTERPUBLIC GROUP COS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERPUBLIC GROUP COS
Security Description
3.75% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
940000.00
Base Market Value
975889.20
Base Total Cost
919631.55
Base Unrealized Gain Loss
56257.65
Base Accrued Interest
13316.67
Local Market Value
975889.20
Local Total Cost Amount
919631.55
Local Unrealized Gain Loss
56257.65
Local Accrued Interest
13316.67
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: INTERVAL ACQUISITION COR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERVAL ACQUISITION COR
Security Description
5.625% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1255000.00
Base Market Value
1298925.00
Base Total Cost
1270125.00
Base Unrealized Gain Loss
28800.00
Base Accrued Interest
14903.13
Local Market Value
1298925.00
Local Total Cost Amount
1270125.00
Local Unrealized Gain Loss
28800.00
Local Accrued Interest
14903.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: INTESA SANPAOLO SPA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTESA SANPAOLO SPA
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
7.7
Original Face
0.00
Shares Par Value
1765000.00
Base Market Value
1833393.75
Base Total Cost
1766281.25
Base Unrealized Gain Loss
67112.50
Base Accrued Interest
39261.45
Local Market Value
1833393.75
Local Total Cost Amount
1766281.25
Local Unrealized Gain Loss
67112.50
Local Accrued Interest
39261.45
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
Ba3
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: INTESA SANPAOLO SPA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTESA SANPAOLO SPA
Security Description
5.017% 26 Jun 2024
Maturity Date
2024-06-26T00:00:00.000
Interest Rate
5.017
Original Face
0.00
Shares Par Value
748000.00
Base Market Value
758591.68
Base Total Cost
748000.00
Base Unrealized Gain Loss
10591.68
Base Accrued Interest
521.21
Local Market Value
758591.68
Local Total Cost Amount
748000.00
Local Unrealized Gain Loss
10591.68
Local Accrued Interest
521.21
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
Ba1
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: INTESA SANPAOLO SPA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTESA SANPAOLO SPA
Security Description
5.71% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.71
Original Face
0.00
Shares Par Value
445000.00
Base Market Value
469844.35
Base Total Cost
445000.00
Base Unrealized Gain Loss
24844.35
Base Accrued Interest
11716.60
Local Market Value
469844.35
Local Total Cost Amount
445000.00
Local Unrealized Gain Loss
24844.35
Local Accrued Interest
11716.60
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
Ba1
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: INTESA SANPAOLO SPA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTESA SANPAOLO SPA
Security Description
5.71% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.71
Original Face
0.00
Shares Par Value
287000.00
Base Market Value
303023.21
Base Total Cost
287000.00
Base Unrealized Gain Loss
16023.21
Base Accrued Interest
7556.55
Local Market Value
303023.21
Local Total Cost Amount
287000.00
Local Unrealized Gain Loss
16023.21
Local Accrued Interest
7556.55
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
Ba1
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: INTESA SANPAOLO SPA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTESA SANPAOLO SPA
Security Description
5.25% 12 Jan 2024
Maturity Date
2024-01-12T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
30000.00
Base Market Value
33140.70
Base Total Cost
32812.50
Base Unrealized Gain Loss
328.20
Base Accrued Interest
739.38
Local Market Value
33140.70
Local Total Cost Amount
32812.50
Local Unrealized Gain Loss
328.20
Local Accrued Interest
739.38
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
Baa1
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: INTL BK RECON + DEV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL BK RECON + DEV
Security Description
0.01% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
3000000.00
Base Market Value
2309220.00
Base Total Cost
727490.01
Base Unrealized Gain Loss
1581729.99
Base Accrued Interest
0
Local Market Value
2309220.00
Local Total Cost Amount
727490.01
Local Unrealized Gain Loss
1581729.99
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
SUPRANATIONAL
Moody S Quality Rating
Aaa
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: INTL BK RECON + DEVELOP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL BK RECON + DEVELOP
Security Description
7.625% 19 Jan 2023
Maturity Date
2023-01-19T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
897134.00
Base Total Cost
892062.50
Base Unrealized Gain Loss
5071.50
Base Accrued Interest
24018.75
Local Market Value
897134.00
Local Total Cost Amount
892062.50
Local Unrealized Gain Loss
5071.50
Local Accrued Interest
24018.75
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
SUPRANATIONAL
Moody S Quality Rating
Aaa
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: INTL BK RECON + DEVELOP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL BK RECON + DEVELOP
Security Description
1% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
1.35
Original Face
0.00
Shares Par Value
130000.00
Base Market Value
129918.10
Base Total Cost
130000.00
Base Unrealized Gain Loss
-81.90
Base Accrued Interest
516.75
Local Market Value
129918.10
Local Total Cost Amount
130000.00
Local Unrealized Gain Loss
-81.90
Local Accrued Interest
516.75
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
Aaa
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: INTL FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL FINANCE CORP
Security Description
1% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
1.42556
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
50243.00
Base Total Cost
50000.00
Base Unrealized Gain Loss
243.00
Base Accrued Interest
31.68
Local Market Value
50243.00
Local Total Cost Amount
50000.00
Local Unrealized Gain Loss
243.00
Local Accrued Interest
31.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTL LEASE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL LEASE FINANCE CORP
Security Description
3.875% 15 Apr 2018
Maturity Date
2018-04-15T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
875000.00
Base Market Value
888317.50
Base Total Cost
874965.00
Base Unrealized Gain Loss
13352.50
Base Accrued Interest
7157.98
Local Market Value
888317.50
Local Total Cost Amount
874965.00
Local Unrealized Gain Loss
13352.50
Local Accrued Interest
7157.98
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
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: INTREPID AVIATION GRP HL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTREPID AVIATION GRP HL
Security Description
6.875% 15 Feb 2019
Maturity Date
2019-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
1030000.00
Base Market Value
999100.00
Base Total Cost
942275.00
Base Unrealized Gain Loss
56825.00
Base Accrued Interest
26751.37
Local Market Value
999100.00
Local Total Cost Amount
942275.00
Local Unrealized Gain Loss
56825.00
Local Accrued Interest
26751.37
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INVENTIV GRP HLDGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INVENTIV GRP HLDGS INC
Security Description
7.5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
325500.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
25500.00
Base Accrued Interest
5625.00
Local Market Value
325500.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
25500.00
Local Accrued Interest
5625.00
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: INVISTA FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INVISTA FINANCE LLC
Security Description
4.25% 15 Oct 2019
Maturity Date
2019-10-15T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
2815000.00
Base Market Value
2900013.00
Base Total Cost
2815000.00
Base Unrealized Gain Loss
85013.00
Base Accrued Interest
25256.80
Local Market Value
2900013.00
Local Total Cost Amount
2815000.00
Local Unrealized Gain Loss
85013.00
Local Accrued Interest
25256.80
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
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
-136.50
Base Market Value
-136.50
Base Total Cost
-136.50
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-136.50
Local Total Cost Amount
-136.50
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: IONIS PHARMACEUTICALS IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IONIS PHARMACEUTICALS IN
Security Description
1% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
832000.00
Base Market Value
882444.16
Base Total Cost
822726.01
Base Unrealized Gain Loss
59718.15
Base Accrued Interest
1063.10
Local Market Value
882444.16
Local Total Cost Amount
822726.01
Local Unrealized Gain Loss
59718.15
Local Accrued Interest
1063.10
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: IPALCO ENTERPRISES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IPALCO ENTERPRISES INC
Security Description
3.45% 15 Jul 2020
Maturity Date
2020-07-15T00:00:00.000
Interest Rate
3.45
Original Face
0.00
Shares Par Value
4360000.00
Base Market Value
4414500.00
Base Total Cost
4356904.40
Base Unrealized Gain Loss
57595.60
Base Accrued Interest
69360.33
Local Market Value
4414500.00
Local Total Cost Amount
4356904.40
Local Unrealized Gain Loss
57595.60
Local Accrued Interest
69360.33
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
Baa3
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: IPALCO ENTERPRISES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IPALCO ENTERPRISES INC
Security Description
5% 01 May 2018
Maturity Date
2018-05-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
870000.00
Base Market Value
884137.50
Base Total Cost
903429.21
Base Unrealized Gain Loss
-19291.71
Base Accrued Interest
7249.99
Local Market Value
884137.50
Local Total Cost Amount
903429.21
Local Unrealized Gain Loss
-19291.71
Local Accrued Interest
7249.99
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
Baa3
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: IPALCO ENTERPRISES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IPALCO ENTERPRISES INC
Security Description
3.45% 15 Jul 2020
Maturity Date
2020-07-15T00:00:00.000
Interest Rate
3.45
Original Face
0.00
Shares Par Value
306000.00
Base Market Value
309825.00
Base Total Cost
305782.74
Base Unrealized Gain Loss
4042.26
Base Accrued Interest
4867.95
Local Market Value
309825.00
Local Total Cost Amount
305782.74
Local Unrealized Gain Loss
4042.26
Local Accrued Interest
4867.95
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
Baa3
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
6% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
945000.00
Base Market Value
1004062.50
Base Total Cost
1007087.50
Base Unrealized Gain Loss
-3025.00
Base Accrued Interest
21425.00
Local Market Value
1004062.50
Local Total Cost Amount
1007087.50
Local Unrealized Gain Loss
-3025.00
Local Accrued Interest
21425.00
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5.75% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
680000.00
Base Market Value
693600.00
Base Total Cost
676876.52
Base Unrealized Gain Loss
16723.48
Base Accrued Interest
14780.69
Local Market Value
693600.00
Local Total Cost Amount
676876.52
Local Unrealized Gain Loss
16723.48
Local Accrued Interest
14780.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: IRON MOUNTAIN US HLDNGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN US HLDNGS
Security Description
5.375% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
157500.00
Base Total Cost
157293.75
Base Unrealized Gain Loss
206.25
Base Accrued Interest
676.36
Local Market Value
157500.00
Local Total Cost Amount
157293.75
Local Unrealized Gain Loss
206.25
Local Accrued Interest
676.36
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: ISTAR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ISTAR INC
Security Description
5% 01 Jul 2019
Maturity Date
2019-07-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
1250000.00
Base Market Value
1262500.00
Base Total Cost
1243875.00
Base Unrealized Gain Loss
18625.00
Base Accrued Interest
0
Local Market Value
1262500.00
Local Total Cost Amount
1243875.00
Local Unrealized Gain Loss
18625.00
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
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ITC HOLDINGS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ITC HOLDINGS CORP
Security Description
3.25% 30 Jun 2026
Maturity Date
2026-06-30T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
639398.50
Base Total Cost
649122.50
Base Unrealized Gain Loss
-9724.00
Base Accrued Interest
58.68
Local Market Value
639398.50
Local Total Cost Amount
649122.50
Local Unrealized Gain Loss
-9724.00
Local Accrued Interest
58.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: ITC HOLDINGS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ITC HOLDINGS CORP
Security Description
5.5% 15 Jan 2020
Maturity Date
2020-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
40000.00
Base Market Value
42776.00
Base Total Cost
44047.20
Base Unrealized Gain Loss
-1271.20
Base Accrued Interest
1014.44
Local Market Value
42776.00
Local Total Cost Amount
44047.20
Local Unrealized Gain Loss
-1271.20
Local Accrued Interest
1014.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
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: J.B. POINDEXTER + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
J.B. POINDEXTER + CO
Security Description
9% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
9
Original Face
0.00
Shares Par Value
589000.00
Base Market Value
617713.75
Base Total Cost
589000.00
Base Unrealized Gain Loss
28713.75
Base Accrued Interest
13252.50
Local Market Value
617713.75
Local Total Cost Amount
589000.00
Local Unrealized Gain Loss
28713.75
Local Accrued Interest
13252.50
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
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: J2 CLOUD LLC/GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
J2 CLOUD LLC/GLOBAL INC
Security Description
6% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
0.01
Original Face
0.00
Shares Par Value
480000.00
Base Market Value
494400.00
Base Total Cost
485093.75
Base Unrealized Gain Loss
9306.25
Base Accrued Interest
15.52
Local Market Value
494400.00
Local Total Cost Amount
485093.75
Local Unrealized Gain Loss
9306.25
Local Accrued Interest
15.52
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: J2 CLOUD LLC/GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
J2 CLOUD LLC/GLOBAL INC
Security Description
6% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
0.01
Original Face
0.00
Shares Par Value
131000.00
Base Market Value
134930.00
Base Total Cost
131000.00
Base Unrealized Gain Loss
3930.00
Base Accrued Interest
0.15
Local Market Value
134930.00
Local Total Cost Amount
131000.00
Local Unrealized Gain Loss
3930.00
Local Accrued Interest
0.15
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: J2 CLOUD LLC/GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
J2 CLOUD LLC/GLOBAL INC
Security Description
6% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
0.01
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
103000.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
3000.00
Base Accrued Interest
0
Local Market Value
103000.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
3000.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: JABIL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JABIL INC
Security Description
4.7% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
4.7
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
292140.75
Base Total Cost
283250.00
Base Unrealized Gain Loss
8890.75
Base Accrued Interest
3805.69
Local Market Value
292140.75
Local Total Cost Amount
283250.00
Local Unrealized Gain Loss
8890.75
Local Accrued Interest
3805.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: JACOBS ENTERTAINMENT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JACOBS ENTERTAINMENT INC
Security Description
7.875% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
1270000.00
Base Market Value
1377950.00
Base Total Cost
1300312.50
Base Unrealized Gain Loss
77637.50
Base Accrued Interest
40005.00
Local Market Value
1377950.00
Local Total Cost Amount
1300312.50
Local Unrealized Gain Loss
77637.50
Local Accrued Interest
40005.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JAGUAR HL / PPDI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR HL / PPDI
Security Description
6.375% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
920000.00
Base Market Value
969450.00
Base Total Cost
920000.00
Base Unrealized Gain Loss
49450.00
Base Accrued Interest
24437.50
Local Market Value
969450.00
Local Total Cost Amount
920000.00
Local Unrealized Gain Loss
49450.00
Local Accrued Interest
24437.50
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
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: JAGUAR HL / PPDI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR HL / PPDI
Security Description
6.375% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
345000.00
Base Market Value
363543.75
Base Total Cost
345918.75
Base Unrealized Gain Loss
17625.00
Base Accrued Interest
9169.38
Local Market Value
363543.75
Local Total Cost Amount
345918.75
Local Unrealized Gain Loss
17625.00
Local Accrued Interest
9169.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: JAGUAR HL / PPDI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR HL / PPDI
Security Description
6.375% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
210750.00
Base Total Cost
203333.33
Base Unrealized Gain Loss
7416.67
Base Accrued Interest
5312.49
Local Market Value
210750.00
Local Total Cost Amount
203333.33
Local Unrealized Gain Loss
7416.67
Local Accrued Interest
5312.49
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
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: JAGUAR HLDG CO II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR HLDG CO II
Security Description
1% 18 Aug 2022
Maturity Date
2022-08-18T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
311444.14
Base Market Value
311945.57
Base Total Cost
310174.12
Base Unrealized Gain Loss
1771.45
Base Accrued Interest
0
Local Market Value
311945.57
Local Total Cost Amount
310174.12
Local Unrealized Gain Loss
1771.45
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: JAMES HARDIE INTL FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAMES HARDIE INTL FIN
Security Description
5.875% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
1250000.00
Base Market Value
1309375.00
Base Total Cost
1300000.00
Base Unrealized Gain Loss
9375.00
Base Accrued Interest
27743.05
Local Market Value
1309375.00
Local Total Cost Amount
1300000.00
Local Unrealized Gain Loss
9375.00
Local Accrued Interest
27743.05
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
OTHER YANKEE
Moody S Quality Rating
Ba1
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: JANUS CAPITAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JANUS CAPITAL GROUP INC
Security Description
0.75% 15 Jul 2018
Maturity Date
2018-07-15T00:00:00.000
Interest Rate
0.75
Original Face
0.00
Shares Par Value
1630000.00
Base Market Value
2380826.90
Base Total Cost
1934260.52
Base Unrealized Gain Loss
446566.38
Base Accrued Interest
5637.09
Local Market Value
2380826.90
Local Total Cost Amount
1934260.52
Local Unrealized Gain Loss
446566.38
Local Accrued Interest
5637.09
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
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: JAZZ INVESTMENTS I LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAZZ INVESTMENTS I LTD
Security Description
1.875% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
1.875
Original Face
0.00
Shares Par Value
2094000.00
Base Market Value
2290312.50
Base Total Cost
2150989.55
Base Unrealized Gain Loss
139322.95
Base Accrued Interest
14832.48
Local Market Value
2290312.50
Local Total Cost Amount
2150989.55
Local Unrealized Gain Loss
139322.95
Local Accrued Interest
14832.48
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: JBS USA LLC/JBS USA FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JBS USA LLC/JBS USA FINA
Security Description
5.875% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
940000.00
Base Market Value
881250.00
Base Total Cost
940000.00
Base Unrealized Gain Loss
-58750.00
Base Accrued Interest
25464.86
Local Market Value
881250.00
Local Total Cost Amount
940000.00
Local Unrealized Gain Loss
-58750.00
Local Accrued Interest
25464.86
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: JBS USA LUX/JBS USA FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JBS USA LUX/JBS USA FIN
Security Description
8.25% 01 Feb 2020
Maturity Date
2020-02-01T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
80000.00
Base Total Cost
80200.00
Base Unrealized Gain Loss
-200.00
Base Accrued Interest
2750.00
Local Market Value
80000.00
Local Total Cost Amount
80200.00
Local Unrealized Gain Loss
-200.00
Local Accrued Interest
2750.00
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: JC PENNEY CORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JC PENNEY CORP INC
Security Description
6.375% 15 Oct 2036
Maturity Date
2036-10-15T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
505000.00
Base Market Value
362968.75
Base Total Cost
447246.08
Base Unrealized Gain Loss
-84277.33
Base Accrued Interest
6796.46
Local Market Value
362968.75
Local Total Cost Amount
447246.08
Local Unrealized Gain Loss
-84277.33
Local Accrued Interest
6796.46
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
1363300.62
Base Market Value
1363300.62
Base Total Cost
1363300.62
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1363300.62
Local Total Cost Amount
1363300.62
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JC PENNEY CORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JC PENNEY CORP INC
Security Description
5.875% 01 Jul 2023
Maturity Date
2023-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
339000.00
Base Market Value
336457.50
Base Total Cost
341373.00
Base Unrealized Gain Loss
-4915.50
Base Accrued Interest
0
Local Market Value
336457.50
Local Total Cost Amount
341373.00
Local Unrealized Gain Loss
-4915.50
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
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
5.65% 01 Jun 2020
Maturity Date
2020-06-01T00:00:00.000
Interest Rate
5.65
Original Face
0.00
Shares Par Value
255000.00
Base Market Value
250856.25
Base Total Cost
241612.50
Base Unrealized Gain Loss
9243.75
Base Accrued Interest
1200.63
Local Market Value
250856.25
Local Total Cost Amount
241612.50
Local Unrealized Gain Loss
9243.75
Local Accrued Interest
1200.63
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: JC PENNEY CORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JC PENNEY CORP INC
Security Description
8.125% 01 Oct 2019
Maturity Date
2019-10-01T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
163875.00
Base Total Cost
149123.67
Base Unrealized Gain Loss
14751.33
Base Accrued Interest
3046.87
Local Market Value
163875.00
Local Total Cost Amount
149123.67
Local Unrealized Gain Loss
14751.33
Local Accrued Interest
3046.87
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
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: JC PENNEY CORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JC PENNEY CORP INC
Security Description
5.75% 15 Feb 2018
Maturity Date
2018-02-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
136000.00
Base Market Value
137870.00
Base Total Cost
127866.41
Base Unrealized Gain Loss
10003.59
Base Accrued Interest
2954.21
Local Market Value
137870.00
Local Total Cost Amount
127866.41
Local Unrealized Gain Loss
10003.59
Local Accrued Interest
2954.21
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: JEFFERIES GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES GROUP LLC
Security Description
3.875% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
3850000.00
Base Market Value
3864437.50
Base Total Cost
3881069.82
Base Unrealized Gain Loss
-16632.32
Base Accrued Interest
24864.58
Local Market Value
3864437.50
Local Total Cost Amount
3881069.82
Local Unrealized Gain Loss
-16632.32
Local Accrued Interest
24864.58
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
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: JEFFERIES GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES GROUP LLC
Security Description
3.875% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
1352000.00
Base Market Value
1357070.00
Base Total Cost
1462467.92
Base Unrealized Gain Loss
-105397.92
Base Accrued Interest
8731.66
Local Market Value
1357070.00
Local Total Cost Amount
1462467.92
Local Unrealized Gain Loss
-105397.92
Local Accrued Interest
8731.66
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
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: JEFFERIES GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES GROUP LLC
Security Description
6.25% 15 Jan 2036
Maturity Date
2036-01-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1090070.00
Base Total Cost
1006300.00
Base Unrealized Gain Loss
83770.00
Base Accrued Interest
28819.44
Local Market Value
1090070.00
Local Total Cost Amount
1006300.00
Local Unrealized Gain Loss
83770.00
Local Accrued Interest
28819.44
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
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
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