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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: KINDRED HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDRED HEALTHCARE INC
Security Description
8.75% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
1100000.00
Base Market Value
1156375.00
Base Total Cost
1100000.00
Base Unrealized Gain Loss
56375.00
Base Accrued Interest
44381.94
Local Market Value
1156375.00
Local Total Cost Amount
1100000.00
Local Unrealized Gain Loss
56375.00
Local Accrued Interest
44381.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: KINDRED HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDRED HEALTHCARE INC
Security Description
8% 15 Jan 2020
Maturity Date
2020-01-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
660000.00
Base Market Value
693000.00
Base Total Cost
626525.00
Base Unrealized Gain Loss
66475.00
Base Accrued Interest
24346.66
Local Market Value
693000.00
Local Total Cost Amount
626525.00
Local Unrealized Gain Loss
66475.00
Local Accrued Interest
24346.66
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
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: KINDRED HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDRED HEALTHCARE INC
Security Description
8% 15 Jan 2020
Maturity Date
2020-01-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
420000.00
Base Total Cost
407703.12
Base Unrealized Gain Loss
12296.88
Base Accrued Interest
14755.55
Local Market Value
420000.00
Local Total Cost Amount
407703.12
Local Unrealized Gain Loss
12296.88
Local Accrued Interest
14755.55
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
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: KINDRED HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDRED HEALTHCARE INC
Security Description
8% 15 Jan 2020
Maturity Date
2020-01-15T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
171000.00
Base Market Value
179550.00
Base Total Cost
171000.00
Base Unrealized Gain Loss
8550.00
Base Accrued Interest
6308.00
Local Market Value
179550.00
Local Total Cost Amount
171000.00
Local Unrealized Gain Loss
8550.00
Local Accrued Interest
6308.00
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: KINETIC CONCEPT/KCI USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINETIC CONCEPT/KCI USA
Security Description
12.5% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
12.5
Original Face
0.00
Shares Par Value
505000.00
Base Market Value
568125.00
Base Total Cost
562300.00
Base Unrealized Gain Loss
5825.00
Base Accrued Interest
10520.84
Local Market Value
568125.00
Local Total Cost Amount
562300.00
Local Unrealized Gain Loss
5825.00
Local Accrued Interest
10520.84
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: KINROSS GOLD CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINROSS GOLD CORP
Security Description
4.5% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
132000.00
Base Market Value
131670.00
Base Total Cost
132000.00
Base Unrealized Gain Loss
-330.00
Base Accrued Interest
0
Local Market Value
131670.00
Local Total Cost Amount
132000.00
Local Unrealized Gain Loss
-330.00
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
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: KINROSS GOLD CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINROSS GOLD CORP
Security Description
4.5% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
79800.00
Base Total Cost
80000.00
Base Unrealized Gain Loss
-200.00
Base Accrued Interest
0
Local Market Value
79800.00
Local Total Cost Amount
80000.00
Local Unrealized Gain Loss
-200.00
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
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: KISSNER HLD / MILL / BSC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KISSNER HLD / MILL / BSC
Security Description
8.375% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
8.375
Original Face
0.00
Shares Par Value
1685000.00
Base Market Value
1748187.50
Base Total Cost
1732337.50
Base Unrealized Gain Loss
15850.00
Base Accrued Interest
11759.90
Local Market Value
1748187.50
Local Total Cost Amount
1732337.50
Local Unrealized Gain Loss
15850.00
Local Accrued Interest
11759.90
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
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: KKR GROUP FIN CO II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KKR GROUP FIN CO II
Security Description
5.5% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
553690.00
Base Total Cost
473475.00
Base Unrealized Gain Loss
80215.00
Base Accrued Interest
11458.33
Local Market Value
553690.00
Local Total Cost Amount
473475.00
Local Unrealized Gain Loss
80215.00
Local Accrued Interest
11458.33
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
FINANCE
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: KKR GROUP FINANCE CO III
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KKR GROUP FINANCE CO III
Security Description
5.125% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
528985.00
Base Total Cost
505310.00
Base Unrealized Gain Loss
23675.00
Base Accrued Interest
2135.42
Local Market Value
528985.00
Local Total Cost Amount
505310.00
Local Unrealized Gain Loss
23675.00
Local Accrued Interest
2135.42
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
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: KLA TENCOR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KLA TENCOR CORP
Security Description
4.65% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
4.65
Original Face
0.00
Shares Par Value
77000.00
Base Market Value
83156.92
Base Total Cost
83358.66
Base Unrealized Gain Loss
-201.74
Base Accrued Interest
596.75
Local Market Value
83156.92
Local Total Cost Amount
83358.66
Local Unrealized Gain Loss
-201.74
Local Accrued Interest
596.75
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
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: KLX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KLX INC
Security Description
5.875% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
675000.00
Base Market Value
708750.00
Base Total Cost
679040.00
Base Unrealized Gain Loss
29710.00
Base Accrued Interest
3304.69
Local Market Value
708750.00
Local Total Cost Amount
679040.00
Local Unrealized Gain Loss
29710.00
Local Accrued Interest
3304.69
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: KLX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KLX INC
Security Description
5.875% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
682500.00
Base Total Cost
669125.00
Base Unrealized Gain Loss
13375.00
Base Accrued Interest
3182.29
Local Market Value
682500.00
Local Total Cost Amount
669125.00
Local Unrealized Gain Loss
13375.00
Local Accrued Interest
3182.29
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: KOHL S CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOHL S CORPORATION
Security Description
4.25% 17 Jul 2025
Maturity Date
2025-07-17T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
70000.00
Base Market Value
68845.70
Base Total Cost
69615.52
Base Unrealized Gain Loss
-769.82
Base Accrued Interest
1355.28
Local Market Value
68845.70
Local Total Cost Amount
69615.52
Local Unrealized Gain Loss
-769.82
Local Accrued Interest
1355.28
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: KONINKIJKE AHOLD DLHAIZE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KONINKIJKE AHOLD DLHAIZE
Security Description
5.7% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
5.7
Original Face
0.00
Shares Par Value
239000.00
Base Market Value
278860.42
Base Total Cost
219039.84
Base Unrealized Gain Loss
59820.58
Base Accrued Interest
3405.75
Local Market Value
278860.42
Local Total Cost Amount
219039.84
Local Unrealized Gain Loss
59820.58
Local Accrued Interest
3405.75
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: KONINKLIJKE PHILIPS NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KONINKLIJKE PHILIPS NV
Security Description
6.875% 11 Mar 2038
Maturity Date
2038-03-11T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
533516.00
Base Total Cost
449732.00
Base Unrealized Gain Loss
83784.00
Base Accrued Interest
8402.78
Local Market Value
533516.00
Local Total Cost Amount
449732.00
Local Unrealized Gain Loss
83784.00
Local Accrued Interest
8402.78
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: KOPPERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOPPERS INC
Security Description
6% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
1060000.00
Base Market Value
1126250.00
Base Total Cost
1086625.00
Base Unrealized Gain Loss
39625.00
Base Accrued Interest
27560.00
Local Market Value
1126250.00
Local Total Cost Amount
1086625.00
Local Unrealized Gain Loss
39625.00
Local Accrued Interest
27560.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KOPPERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOPPERS INC
Security Description
6% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
106250.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
6250.00
Base Accrued Interest
2600.00
Local Market Value
106250.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
6250.00
Local Accrued Interest
2600.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KOREA HOUSING FINANCE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOREA HOUSING FINANCE CO
Security Description
2.5% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
249675.00
Base Total Cost
248722.50
Base Unrealized Gain Loss
952.50
Base Accrued Interest
798.61
Local Market Value
249675.00
Local Total Cost Amount
248722.50
Local Unrealized Gain Loss
952.50
Local Accrued Interest
798.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Aa1
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KOSMOS ENERGY LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOSMOS ENERGY LTD
Security Description
7.875% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
2270000.00
Base Market Value
2315400.00
Base Total Cost
2317512.50
Base Unrealized Gain Loss
-2112.50
Base Accrued Interest
74484.38
Local Market Value
2315400.00
Local Total Cost Amount
2317512.50
Local Unrealized Gain Loss
-2112.50
Local Accrued Interest
74484.38
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
ELECTRIC/GAS
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: KOSMOS ENERGY LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOSMOS ENERGY LTD
Security Description
7.875% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
1855000.00
Base Market Value
1892100.00
Base Total Cost
1800925.00
Base Unrealized Gain Loss
91175.00
Base Accrued Interest
60867.20
Local Market Value
1892100.00
Local Total Cost Amount
1800925.00
Local Unrealized Gain Loss
91175.00
Local Accrued Interest
60867.20
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
5.375% 10 Feb 2020
Maturity Date
2020-02-10T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
811000.00
Base Market Value
874079.58
Base Total Cost
883892.16
Base Unrealized Gain Loss
-9812.58
Base Accrued Interest
17073.23
Local Market Value
874079.58
Local Total Cost Amount
883892.16
Local Unrealized Gain Loss
-9812.58
Local Accrued Interest
17073.23
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
5.2% 15 Jul 2045
Maturity Date
2045-07-15T00:00:00.000
Interest Rate
5.2
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
703189.50
Base Total Cost
647439.00
Base Unrealized Gain Loss
55750.50
Base Accrued Interest
15585.55
Local Market Value
703189.50
Local Total Cost Amount
647439.00
Local Unrealized Gain Loss
55750.50
Local Accrued Interest
15585.55
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
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: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
2.8% 02 Jul 2020
Maturity Date
2020-07-02T00:00:00.000
Interest Rate
2.8
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
507480.00
Base Total Cost
505715.00
Base Unrealized Gain Loss
1765.00
Base Accrued Interest
6961.11
Local Market Value
507480.00
Local Total Cost Amount
505715.00
Local Unrealized Gain Loss
1765.00
Local Accrued Interest
6961.11
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
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: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
4.375% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
440698.50
Base Total Cost
407907.00
Base Unrealized Gain Loss
32791.50
Base Accrued Interest
1640.63
Local Market Value
440698.50
Local Total Cost Amount
407907.00
Local Unrealized Gain Loss
32791.50
Local Accrued Interest
1640.63
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
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: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
4.375% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
445000.00
Base Market Value
435801.85
Base Total Cost
443593.80
Base Unrealized Gain Loss
-7791.95
Base Accrued Interest
1622.39
Local Market Value
435801.85
Local Total Cost Amount
443593.80
Local Unrealized Gain Loss
-7791.95
Local Accrued Interest
1622.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
3.95% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
3.95
Original Face
0.00
Shares Par Value
410000.00
Base Market Value
421590.70
Base Total Cost
409454.70
Base Unrealized Gain Loss
12136.00
Base Accrued Interest
7467.69
Local Market Value
421590.70
Local Total Cost Amount
409454.70
Local Unrealized Gain Loss
12136.00
Local Accrued Interest
7467.69
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
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
5% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
270000.00
Base Market Value
280800.00
Base Total Cost
255150.00
Base Unrealized Gain Loss
25650.00
Base Accrued Interest
2250.00
Local Market Value
280800.00
Local Total Cost Amount
255150.00
Local Unrealized Gain Loss
25650.00
Local Accrued Interest
2250.00
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: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
4.375% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
391732.00
Base Total Cost
398736.00
Base Unrealized Gain Loss
-7004.00
Base Accrued Interest
1458.33
Local Market Value
391732.00
Local Total Cost Amount
398736.00
Local Unrealized Gain Loss
-7004.00
Local Accrued Interest
1458.33
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
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: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
4.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
120000.00
Base Market Value
128614.80
Base Total Cost
128550.00
Base Unrealized Gain Loss
64.80
Base Accrued Interest
2210.00
Local Market Value
128614.80
Local Total Cost Amount
128550.00
Local Unrealized Gain Loss
64.80
Local Accrued Interest
2210.00
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: KRATON POLYMERS LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRATON POLYMERS LLC/CAP
Security Description
10.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
10.5
Original Face
0.00
Shares Par Value
1470000.00
Base Market Value
1697850.00
Base Total Cost
1427237.50
Base Unrealized Gain Loss
270612.50
Base Accrued Interest
32585.00
Local Market Value
1697850.00
Local Total Cost Amount
1427237.50
Local Unrealized Gain Loss
270612.50
Local Accrued Interest
32585.00
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: KRATON POLYMERS LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRATON POLYMERS LLC/CAP
Security Description
7% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
790000.00
Base Market Value
829500.00
Base Total Cost
808050.00
Base Unrealized Gain Loss
21450.00
Base Accrued Interest
14900.27
Local Market Value
829500.00
Local Total Cost Amount
808050.00
Local Unrealized Gain Loss
21450.00
Local Accrued Interest
14900.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: KRATON POLYMERS LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRATON POLYMERS LLC/CAP
Security Description
7% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
315000.00
Base Market Value
330750.00
Base Total Cost
315000.00
Base Unrealized Gain Loss
15750.00
Base Accrued Interest
5941.25
Local Market Value
330750.00
Local Total Cost Amount
315000.00
Local Unrealized Gain Loss
15750.00
Local Accrued Interest
5941.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KROGER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KROGER CO
Security Description
3.3% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
3.3
Original Face
0.00
Shares Par Value
1875000.00
Base Market Value
1916681.25
Base Total Cost
1870406.25
Base Unrealized Gain Loss
46275.00
Base Accrued Interest
28531.25
Local Market Value
1916681.25
Local Total Cost Amount
1870406.25
Local Unrealized Gain Loss
46275.00
Local Accrued Interest
28531.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: KROGER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KROGER CO
Security Description
4.45% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
1250000.00
Base Market Value
1204887.50
Base Total Cost
1223802.50
Base Unrealized Gain Loss
-18915.00
Base Accrued Interest
24258.68
Local Market Value
1204887.50
Local Total Cost Amount
1223802.50
Local Unrealized Gain Loss
-18915.00
Local Accrued Interest
24258.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: KROGER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KROGER CO
Security Description
5.15% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
5.15
Original Face
0.00
Shares Par Value
220000.00
Base Market Value
228956.20
Base Total Cost
219263.00
Base Unrealized Gain Loss
9693.20
Base Accrued Interest
4720.83
Local Market Value
228956.20
Local Total Cost Amount
219263.00
Local Unrealized Gain Loss
9693.20
Local Accrued Interest
4720.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: KRONOS ACQUISITION HOLDI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRONOS ACQUISITION HOLDI
Security Description
9% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
9
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
399000.00
Base Total Cost
405625.00
Base Unrealized Gain Loss
-6625.00
Base Accrued Interest
13600.00
Local Market Value
399000.00
Local Total Cost Amount
405625.00
Local Unrealized Gain Loss
-6625.00
Local Accrued Interest
13600.00
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
CANADIAN
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: KRONOS ACQUISITION HOLDI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRONOS ACQUISITION HOLDI
Security Description
9% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
9
Original Face
0.00
Shares Par Value
145000.00
Base Market Value
144637.50
Base Total Cost
144275.00
Base Unrealized Gain Loss
362.50
Base Accrued Interest
4937.50
Local Market Value
144637.50
Local Total Cost Amount
144275.00
Local Unrealized Gain Loss
362.50
Local Accrued Interest
4937.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: L BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L BRANDS INC
Security Description
6.75% 01 Jul 2036
Maturity Date
2036-07-01T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
2110000.00
Base Market Value
2025600.00
Base Total Cost
2110000.00
Base Unrealized Gain Loss
-84400.00
Base Accrued Interest
0
Local Market Value
2025600.00
Local Total Cost Amount
2110000.00
Local Unrealized Gain Loss
-84400.00
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
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: L BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L BRANDS INC
Security Description
7.6% 15 Jul 2037
Maturity Date
2037-07-15T00:00:00.000
Interest Rate
7.6
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
997500.00
Base Total Cost
1009671.25
Base Unrealized Gain Loss
-12171.25
Base Accrued Interest
35044.44
Local Market Value
997500.00
Local Total Cost Amount
1009671.25
Local Unrealized Gain Loss
-12171.25
Local Accrued Interest
35044.44
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: L BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L BRANDS INC
Security Description
6.875% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
815000.00
Base Market Value
786475.00
Base Total Cost
818343.75
Base Unrealized Gain Loss
-31868.75
Base Accrued Interest
9338.54
Local Market Value
786475.00
Local Total Cost Amount
818343.75
Local Unrealized Gain Loss
-31868.75
Local Accrued Interest
9338.54
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
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: L BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L BRANDS INC
Security Description
5.625% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
743000.00
Base Market Value
795010.00
Base Total Cost
756068.51
Base Unrealized Gain Loss
38941.49
Base Accrued Interest
15788.75
Local Market Value
795010.00
Local Total Cost Amount
756068.51
Local Unrealized Gain Loss
38941.49
Local Accrued Interest
15788.75
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
INDUSTRIAL
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: L BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L BRANDS INC
Security Description
5.625% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
160125.00
Base Total Cost
158568.75
Base Unrealized Gain Loss
1556.25
Base Accrued Interest
1785.94
Local Market Value
160125.00
Local Total Cost Amount
158568.75
Local Unrealized Gain Loss
1556.25
Local Accrued Interest
1785.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: L3 TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L3 TECHNOLOGIES INC
Security Description
3.95% 28 May 2024
Maturity Date
2024-05-28T00:00:00.000
Interest Rate
3.95
Original Face
0.00
Shares Par Value
187000.00
Base Market Value
192277.14
Base Total Cost
185962.15
Base Unrealized Gain Loss
6314.99
Base Accrued Interest
677.10
Local Market Value
192277.14
Local Total Cost Amount
185962.15
Local Unrealized Gain Loss
6314.99
Local Accrued Interest
677.10
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
TELEPHONE
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: L3 TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L3 TECHNOLOGIES INC
Security Description
3.85% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
77313.75
Base Total Cost
74616.75
Base Unrealized Gain Loss
2697.00
Base Accrued Interest
128.33
Local Market Value
77313.75
Local Total Cost Amount
74616.75
Local Unrealized Gain Loss
2697.00
Local Accrued Interest
128.33
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
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: LABORATORY CORP OF AMER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LABORATORY CORP OF AMER
Security Description
3.2% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
3.2
Original Face
0.00
Shares Par Value
170000.00
Base Market Value
173495.20
Base Total Cost
170125.90
Base Unrealized Gain Loss
3369.30
Base Accrued Interest
2266.67
Local Market Value
173495.20
Local Total Cost Amount
170125.90
Local Unrealized Gain Loss
3369.30
Local Accrued Interest
2266.67
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: LADDER CAP FIN LLLP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LADDER CAP FIN LLLP/CORP
Security Description
5.875% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
495000.00
Base Market Value
506137.50
Base Total Cost
499900.00
Base Unrealized Gain Loss
6237.50
Base Accrued Interest
12117.18
Local Market Value
506137.50
Local Total Cost Amount
499900.00
Local Unrealized Gain Loss
6237.50
Local Accrued Interest
12117.18
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
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: LAM RESEARCH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAM RESEARCH CORP
Security Description
1.25% 15 May 2018
Maturity Date
2018-05-15T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
1810000.00
Base Market Value
4224087.50
Base Total Cost
1919582.49
Base Unrealized Gain Loss
2304505.01
Base Accrued Interest
2890.97
Local Market Value
4224087.50
Local Total Cost Amount
1919582.49
Local Unrealized Gain Loss
2304505.01
Local Accrued Interest
2890.97
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
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: LAM RESEARCH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAM RESEARCH CORP
Security Description
3.8% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.8
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
153157.50
Base Total Cost
148944.80
Base Unrealized Gain Loss
4212.70
Base Accrued Interest
1678.34
Local Market Value
153157.50
Local Total Cost Amount
148944.80
Local Unrealized Gain Loss
4212.70
Local Accrued Interest
1678.34
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
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
5.75% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1045000.00
Base Market Value
1125987.50
Base Total Cost
1079075.00
Base Unrealized Gain Loss
46912.50
Base Accrued Interest
25036.46
Local Market Value
1125987.50
Local Total Cost Amount
1079075.00
Local Unrealized Gain Loss
46912.50
Local Accrued Interest
25036.46
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
Ba1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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