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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: MASONITE INTERNATIONAL C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASONITE INTERNATIONAL C
Security Description
5.625% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
522500.00
Base Total Cost
510750.00
Base Unrealized Gain Loss
11750.00
Base Accrued Interest
8281.25
Local Market Value
522500.00
Local Total Cost Amount
510750.00
Local Unrealized Gain Loss
11750.00
Local Accrued Interest
8281.25
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
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: MASONITE INTERNATIONAL C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASONITE INTERNATIONAL C
Security Description
5.625% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
395000.00
Base Market Value
412775.00
Base Total Cost
397144.73
Base Unrealized Gain Loss
15630.27
Base Accrued Interest
6542.19
Local Market Value
412775.00
Local Total Cost Amount
397144.73
Local Unrealized Gain Loss
15630.27
Local Accrued Interest
6542.19
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: MASONITE INTERNATIONAL C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASONITE INTERNATIONAL C
Security Description
5.625% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
210000.00
Base Market Value
219450.00
Base Total Cost
213675.00
Base Unrealized Gain Loss
5775.00
Base Accrued Interest
3478.13
Local Market Value
219450.00
Local Total Cost Amount
213675.00
Local Unrealized Gain Loss
5775.00
Local Accrued Interest
3478.13
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: MASS INSTITUTE OF TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASS INSTITUTE OF TECH
Security Description
4.678% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4.678
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
544300.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
44300.00
Base Accrued Interest
0
Local Market Value
544300.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
44300.00
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
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: MASS MUTUAL LIFE INS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASS MUTUAL LIFE INS CO
Security Description
5.375% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
67000.00
Base Market Value
79398.35
Base Total Cost
67189.77
Base Unrealized Gain Loss
12208.58
Base Accrued Interest
300.10
Local Market Value
79398.35
Local Total Cost Amount
67189.77
Local Unrealized Gain Loss
12208.58
Local Accrued Interest
300.10
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
FINANCE
Moody S Quality Rating
A1
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MASSACHUSETTS ST SCH BLDG AUTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASSACHUSETTS ST SCH BLDG AUTH
Security Description
5.715% 15 Aug 2039
Maturity Date
2039-08-15T00:00:00.000
Interest Rate
5.715
Original Face
0.00
Shares Par Value
480000.00
Base Market Value
609859.20
Base Total Cost
475569.60
Base Unrealized Gain Loss
134289.60
Base Accrued Interest
10363.20
Local Market Value
609859.20
Local Total Cost Amount
475569.60
Local Unrealized Gain Loss
134289.60
Local Accrued Interest
10363.20
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa2
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MASSACHUSETTS ST TRANSPRTN FUN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASSACHUSETTS ST TRANSPRTN FUN
Security Description
5.731% 01 Jun 2040
Maturity Date
2040-06-01T00:00:00.000
Interest Rate
5.731
Original Face
0.00
Shares Par Value
650000.00
Base Market Value
845403.00
Base Total Cost
650000.00
Base Unrealized Gain Loss
195403.00
Base Accrued Interest
3104.29
Local Market Value
845403.00
Local Total Cost Amount
650000.00
Local Unrealized Gain Loss
195403.00
Local Accrued Interest
3104.29
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa1
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: MASTEC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASTEC INC
Security Description
4.875% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1720000.00
Base Market Value
1715700.00
Base Total Cost
1684342.37
Base Unrealized Gain Loss
31357.63
Base Accrued Interest
24689.16
Local Market Value
1715700.00
Local Total Cost Amount
1684342.37
Local Unrealized Gain Loss
31357.63
Local Accrued Interest
24689.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MASTERCARD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASTERCARD INC
Security Description
2% 21 Nov 2021
Maturity Date
2021-11-21T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
993510.00
Base Total Cost
994290.00
Base Unrealized Gain Loss
-780.00
Base Accrued Interest
2222.22
Local Market Value
993510.00
Local Total Cost Amount
994290.00
Local Unrealized Gain Loss
-780.00
Local Accrued Interest
2222.22
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
FINANCE
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: MATADOR RESOURCES CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATADOR RESOURCES CO
Security Description
6.875% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
4155000.00
Base Market Value
4310812.50
Base Total Cost
4224114.45
Base Unrealized Gain Loss
86698.05
Base Accrued Interest
60305.17
Local Market Value
4310812.50
Local Total Cost Amount
4224114.45
Local Unrealized Gain Loss
86698.05
Local Accrued Interest
60305.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: MATCH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP INC
Security Description
6.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
1385000.00
Base Market Value
1506187.50
Base Total Cost
1462231.25
Base Unrealized Gain Loss
43956.25
Base Accrued Interest
7357.81
Local Market Value
1506187.50
Local Total Cost Amount
1462231.25
Local Unrealized Gain Loss
43956.25
Local Accrued Interest
7357.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: MATCH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP INC
Security Description
6.75% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
985000.00
Base Market Value
1024400.00
Base Total Cost
1005487.50
Base Unrealized Gain Loss
18912.50
Base Accrued Interest
2955.00
Local Market Value
1024400.00
Local Total Cost Amount
1005487.50
Local Unrealized Gain Loss
18912.50
Local Accrued Interest
2955.00
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
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: MATCH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP INC
Security Description
1% 16 Nov 2022
Maturity Date
2022-11-16T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
323261.87
Base Market Value
324878.18
Base Total Cost
319320.43
Base Unrealized Gain Loss
5557.75
Base Accrued Interest
0
Local Market Value
324878.18
Local Total Cost Amount
319320.43
Local Unrealized Gain Loss
5557.75
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
Moody S Quality Rating
BA2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MATCH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP INC
Security Description
6.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
68000.00
Base Market Value
73950.00
Base Total Cost
68000.00
Base Unrealized Gain Loss
5950.00
Base Accrued Interest
361.25
Local Market Value
73950.00
Local Total Cost Amount
68000.00
Local Unrealized Gain Loss
5950.00
Local Accrued Interest
361.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: MAXIM INTEGRATED PRODUCT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAXIM INTEGRATED PRODUCT
Security Description
3.45% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
3.45
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1491120.00
Base Total Cost
1513485.00
Base Unrealized Gain Loss
-22365.00
Base Accrued Interest
2300.00
Local Market Value
1491120.00
Local Total Cost Amount
1513485.00
Local Unrealized Gain Loss
-22365.00
Local Accrued Interest
2300.00
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
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: MAXIM INTEGRATED PRODUCT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAXIM INTEGRATED PRODUCT
Security Description
2.5% 15 Nov 2018
Maturity Date
2018-11-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
775000.00
Base Market Value
781308.50
Base Total Cost
771582.25
Base Unrealized Gain Loss
9726.25
Base Accrued Interest
2475.69
Local Market Value
781308.50
Local Total Cost Amount
771582.25
Local Unrealized Gain Loss
9726.25
Local Accrued Interest
2475.69
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
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: MAXIM INTEGRATED PRODUCT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAXIM INTEGRATED PRODUCT
Security Description
3.45% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
3.45
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
248520.00
Base Total Cost
249810.00
Base Unrealized Gain Loss
-1290.00
Base Accrued Interest
383.33
Local Market Value
248520.00
Local Total Cost Amount
249810.00
Local Unrealized Gain Loss
-1290.00
Local Accrued Interest
383.33
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
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: MCDONALD S CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDONALD S CORP
Security Description
2.1% 07 Dec 2018
Maturity Date
2018-12-07T00:00:00.000
Interest Rate
2.1
Original Face
0.00
Shares Par Value
2000000.00
Base Market Value
2011260.00
Base Total Cost
2029880.00
Base Unrealized Gain Loss
-18620.00
Base Accrued Interest
2800.00
Local Market Value
2011260.00
Local Total Cost Amount
2029880.00
Local Unrealized Gain Loss
-18620.00
Local Accrued Interest
2800.00
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
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: 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
1091095.72
Base Market Value
1091095.72
Base Total Cost
1091095.72
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1091095.72
Local Total Cost Amount
1091095.72
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: MCDONALD S CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDONALD S CORP
Security Description
2.75% 09 Dec 2020
Maturity Date
2020-12-09T00:00:00.000
Interest Rate
2.75
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1527195.00
Base Total Cost
1540545.00
Base Unrealized Gain Loss
-13350.00
Base Accrued Interest
2520.84
Local Market Value
1527195.00
Local Total Cost Amount
1540545.00
Local Unrealized Gain Loss
-13350.00
Local Accrued Interest
2520.84
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
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: MCDONALD S CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDONALD S CORP
Security Description
4.875% 09 Dec 2045
Maturity Date
2045-12-09T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1324000.00
Base Market Value
1476087.88
Base Total Cost
1356980.18
Base Unrealized Gain Loss
119107.70
Base Accrued Interest
3944.41
Local Market Value
1476087.88
Local Total Cost Amount
1356980.18
Local Unrealized Gain Loss
119107.70
Local Accrued Interest
3944.41
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: MCDONALD S CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDONALD S CORP
Security Description
4.875% 09 Dec 2045
Maturity Date
2045-12-09T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
290000.00
Base Market Value
323312.30
Base Total Cost
316064.53
Base Unrealized Gain Loss
7247.77
Base Accrued Interest
863.96
Local Market Value
323312.30
Local Total Cost Amount
316064.53
Local Unrealized Gain Loss
7247.77
Local Accrued Interest
863.96
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: MEG ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEG ENERGY CORP
Security Description
7% 31 Mar 2024
Maturity Date
2024-03-31T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
1530000.00
Base Market Value
1189575.00
Base Total Cost
1402912.50
Base Unrealized Gain Loss
-213337.50
Base Accrued Interest
26775.00
Local Market Value
1189575.00
Local Total Cost Amount
1402912.50
Local Unrealized Gain Loss
-213337.50
Local Accrued Interest
26775.00
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
Caa2
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: MCDONALD S CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDONALD S CORP
Security Description
3.7% 30 Jan 2026
Maturity Date
2026-01-30T00:00:00.000
Interest Rate
3.7
Original Face
0.00
Shares Par Value
98000.00
Base Market Value
101490.76
Base Total Cost
97682.48
Base Unrealized Gain Loss
3808.28
Base Accrued Interest
1520.91
Local Market Value
101490.76
Local Total Cost Amount
97682.48
Local Unrealized Gain Loss
3808.28
Local Accrued Interest
1520.91
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: MDC HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MDC HOLDINGS INC
Security Description
6% 15 Jan 2043
Maturity Date
2043-01-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
1325000.00
Base Market Value
1232250.00
Base Total Cost
1168484.38
Base Unrealized Gain Loss
63765.62
Base Accrued Interest
36658.33
Local Market Value
1232250.00
Local Total Cost Amount
1168484.38
Local Unrealized Gain Loss
63765.62
Local Accrued Interest
36658.33
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
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: MDC PARTNERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MDC PARTNERS INC
Security Description
6.5% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
1770000.00
Base Market Value
1765575.00
Base Total Cost
1727632.58
Base Unrealized Gain Loss
37942.42
Base Accrued Interest
19174.99
Local Market Value
1765575.00
Local Total Cost Amount
1727632.58
Local Unrealized Gain Loss
37942.42
Local Accrued Interest
19174.99
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: MDC PARTNERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MDC PARTNERS INC
Security Description
6.5% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
840000.00
Base Market Value
837900.00
Base Total Cost
814948.75
Base Unrealized Gain Loss
22951.25
Base Accrued Interest
9099.99
Local Market Value
837900.00
Local Total Cost Amount
814948.75
Local Unrealized Gain Loss
22951.25
Local Accrued Interest
9099.99
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: MDC PARTNERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MDC PARTNERS INC
Security Description
6.5% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
789000.00
Base Market Value
787027.50
Base Total Cost
777380.00
Base Unrealized Gain Loss
9647.50
Base Accrued Interest
8547.50
Local Market Value
787027.50
Local Total Cost Amount
777380.00
Local Unrealized Gain Loss
9647.50
Local Accrued Interest
8547.50
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
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: MDC PARTNERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MDC PARTNERS INC
Security Description
6.5% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
149625.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
-375.00
Base Accrued Interest
1625.00
Local Market Value
149625.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
-375.00
Local Accrued Interest
1625.00
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
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: MECCANICA HOLDINGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MECCANICA HOLDINGS USA
Security Description
7.375% 15 Jul 2039
Maturity Date
2039-07-15T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
8385000.00
Base Market Value
10062000.00
Base Total Cost
6416081.25
Base Unrealized Gain Loss
3645918.75
Base Accrued Interest
285148.22
Local Market Value
10062000.00
Local Total Cost Amount
6416081.25
Local Unrealized Gain Loss
3645918.75
Local Accrued Interest
285148.22
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
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: MECCANICA HOLDINGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MECCANICA HOLDINGS USA
Security Description
6.25% 15 Jan 2040
Maturity Date
2040-01-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
560000.00
Base Total Cost
365250.00
Base Unrealized Gain Loss
194750.00
Base Accrued Interest
14409.72
Local Market Value
560000.00
Local Total Cost Amount
365250.00
Local Unrealized Gain Loss
194750.00
Local Accrued Interest
14409.72
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: MECCANICA HOLDINGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MECCANICA HOLDINGS USA
Security Description
6.25% 15 Jan 2040
Maturity Date
2040-01-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
338000.00
Base Market Value
378560.00
Base Total Cost
379827.50
Base Unrealized Gain Loss
-1267.50
Base Accrued Interest
9740.97
Local Market Value
378560.00
Local Total Cost Amount
379827.50
Local Unrealized Gain Loss
-1267.50
Local Accrued Interest
9740.97
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: MEDIACOM BRDBND LLC/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDIACOM BRDBND LLC/CORP
Security Description
6.375% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
783667.50
Base Total Cost
750000.00
Base Unrealized Gain Loss
33667.50
Base Accrued Interest
11953.13
Local Market Value
783667.50
Local Total Cost Amount
750000.00
Local Unrealized Gain Loss
33667.50
Local Accrued Interest
11953.13
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
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: MEDIDATA SOLUTIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDIDATA SOLUTIONS INC
Security Description
1% 01 Aug 2018
Maturity Date
2018-08-01T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
475000.00
Base Market Value
663518.00
Base Total Cost
540642.28
Base Unrealized Gain Loss
122875.72
Base Accrued Interest
1979.17
Local Market Value
663518.00
Local Total Cost Amount
540642.28
Local Unrealized Gain Loss
122875.72
Local Accrued Interest
1979.17
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: MEDNAX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDNAX INC
Security Description
5.25% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
1025000.00
Base Market Value
1055750.00
Base Total Cost
1081375.00
Base Unrealized Gain Loss
-25625.00
Base Accrued Interest
4484.37
Local Market Value
1055750.00
Local Total Cost Amount
1081375.00
Local Unrealized Gain Loss
-25625.00
Local Accrued Interest
4484.37
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDNAX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDNAX INC
Security Description
5.25% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
55000.00
Base Market Value
56650.00
Base Total Cost
56925.00
Base Unrealized Gain Loss
-275.00
Base Accrued Interest
280.72
Local Market Value
56650.00
Local Total Cost Amount
56925.00
Local Unrealized Gain Loss
-275.00
Local Accrued Interest
280.72
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDTRONIC GLOBAL HLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC GLOBAL HLDINGS
Security Description
3.35% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
3.35
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
764602.50
Base Total Cost
750000.00
Base Unrealized Gain Loss
14602.50
Base Accrued Interest
6490.62
Local Market Value
764602.50
Local Total Cost Amount
750000.00
Local Unrealized Gain Loss
14602.50
Local Accrued Interest
6490.62
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
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
3.5% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
1060000.00
Base Market Value
1102675.60
Base Total Cost
1073287.53
Base Unrealized Gain Loss
29388.07
Base Accrued Interest
10923.89
Local Market Value
1102675.60
Local Total Cost Amount
1073287.53
Local Unrealized Gain Loss
29388.07
Local Accrued Interest
10923.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
4.625% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
960000.00
Base Market Value
1080422.40
Base Total Cost
1006797.10
Base Unrealized Gain Loss
73625.30
Base Accrued Interest
13073.33
Local Market Value
1080422.40
Local Total Cost Amount
1006797.10
Local Unrealized Gain Loss
73625.30
Local Accrued Interest
13073.33
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
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
3.15% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
900000.00
Base Market Value
931356.00
Base Total Cost
898119.00
Base Unrealized Gain Loss
33237.00
Base Accrued Interest
8347.50
Local Market Value
931356.00
Local Total Cost Amount
898119.00
Local Unrealized Gain Loss
33237.00
Local Accrued Interest
8347.50
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
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
1046905.04
Base Market Value
1046905.04
Base Total Cost
1046905.04
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1046905.04
Local Total Cost Amount
1046905.04
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: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
4.375% 15 Mar 2035
Maturity Date
2035-03-15T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
773000.00
Base Market Value
844324.71
Base Total Cost
766174.41
Base Unrealized Gain Loss
78150.30
Base Accrued Interest
9957.74
Local Market Value
844324.71
Local Total Cost Amount
766174.41
Local Unrealized Gain Loss
78150.30
Local Accrued Interest
9957.74
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
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
1% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
2.04556
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
762225.00
Base Total Cost
760425.00
Base Unrealized Gain Loss
1800.00
Base Accrued Interest
681.85
Local Market Value
762225.00
Local Total Cost Amount
760425.00
Local Unrealized Gain Loss
1800.00
Local Accrued Interest
681.85
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
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
-204.04
Base Market Value
-204.04
Base Total Cost
-204.04
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-204.04
Local Total Cost Amount
-204.04
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: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
3.15% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
620904.00
Base Total Cost
614592.00
Base Unrealized Gain Loss
6312.00
Base Accrued Interest
5565.00
Local Market Value
620904.00
Local Total Cost Amount
614592.00
Local Unrealized Gain Loss
6312.00
Local Accrued Interest
5565.00
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
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
6.5% 15 Mar 2039
Maturity Date
2039-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
661850.00
Base Total Cost
498750.00
Base Unrealized Gain Loss
163100.00
Base Accrued Interest
9569.44
Local Market Value
661850.00
Local Total Cost Amount
498750.00
Local Unrealized Gain Loss
163100.00
Local Accrued Interest
9569.44
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
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
3.125% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
3.125
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
206216.00
Base Total Cost
199388.00
Base Unrealized Gain Loss
6828.00
Base Accrued Interest
1840.28
Local Market Value
206216.00
Local Total Cost Amount
199388.00
Local Unrealized Gain Loss
6828.00
Local Accrued Interest
1840.28
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
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEG ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEG ENERGY CORP
Security Description
7% 31 Mar 2024
Maturity Date
2024-03-31T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
1845000.00
Base Market Value
1434487.50
Base Total Cost
1604518.75
Base Unrealized Gain Loss
-170031.25
Base Accrued Interest
32287.50
Local Market Value
1434487.50
Local Total Cost Amount
1604518.75
Local Unrealized Gain Loss
-170031.25
Local Accrued Interest
32287.50
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
Caa2
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: MEG ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEG ENERGY CORP
Security Description
6.5% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
1145000.00
Base Market Value
1041950.00
Base Total Cost
1132343.75
Base Unrealized Gain Loss
-90393.75
Base Accrued Interest
31837.37
Local Market Value
1041950.00
Local Total Cost Amount
1132343.75
Local Unrealized Gain Loss
-90393.75
Local Accrued Interest
31837.37
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Caa1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEG ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEG ENERGY CORP
Security Description
6.375% 30 Jan 2023
Maturity Date
2023-01-30T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
88000.00
Base Market Value
67980.00
Base Total Cost
93060.00
Base Unrealized Gain Loss
-25080.00
Base Accrued Interest
2353.08
Local Market Value
67980.00
Local Total Cost Amount
93060.00
Local Unrealized Gain Loss
-25080.00
Local Accrued Interest
2353.08
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
Caa2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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