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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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.5% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
189000.00
Base Market Value
199395.00
Base Total Cost
178112.81
Base Unrealized Gain Loss
21282.19
Base Accrued Interest
4331.25
Local Market Value
199395.00
Local Total Cost Amount
178112.81
Local Unrealized Gain Loss
21282.19
Local Accrued Interest
4331.25
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: MICROSEMI CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSEMI CORP
Security Description
9.125% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
9.125
Original Face
0.00
Shares Par Value
515000.00
Base Market Value
589675.00
Base Total Cost
594181.25
Base Unrealized Gain Loss
-4506.25
Base Accrued Interest
9920.90
Local Market Value
589675.00
Local Total Cost Amount
594181.25
Local Unrealized Gain Loss
-4506.25
Local Accrued Interest
9920.90
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: MICROSEMI CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSEMI CORP
Security Description
9.125% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
9.125
Original Face
0.00
Shares Par Value
394000.00
Base Market Value
451130.00
Base Total Cost
394000.00
Base Unrealized Gain Loss
57130.00
Base Accrued Interest
7589.97
Local Market Value
451130.00
Local Total Cost Amount
394000.00
Local Unrealized Gain Loss
57130.00
Local Accrued Interest
7589.97
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
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
ILS
Local Currency Code: ILS • Trade Country Name: ISRAEL • Security Name: NEW ISRAELI SHEQEL
Local Currency Code
ILS
Trade Country Name
ISRAEL
Security Name
NEW ISRAELI SHEQEL
Interest Rate
0
Original Face
0
Shares Par Value
991.9
Base Market Value
286.6
Base Total Cost
287.56
Base Unrealized Gain Loss
-0.96
Base Accrued Interest
0
Local Market Value
991.9
Local Total Cost Amount
991.9
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2020-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2021-01-29T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
4.2% 03 Nov 2035
Maturity Date
2035-11-03T00:00:00.000
Interest Rate
4.2
Original Face
0.00
Shares Par Value
4020000.00
Base Market Value
4392493.20
Base Total Cost
4008663.60
Base Unrealized Gain Loss
383829.60
Base Accrued Interest
27202.00
Local Market Value
4392493.20
Local Total Cost Amount
4008663.60
Local Unrealized Gain Loss
383829.60
Local Accrued Interest
27202.00
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
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
3.95% 08 Aug 2056
Maturity Date
2056-08-08T00:00:00.000
Interest Rate
3.95
Original Face
0.00
Shares Par Value
1570000.00
Base Market Value
1570219.80
Base Total Cost
1505262.51
Base Unrealized Gain Loss
64957.29
Base Accrued Interest
24633.73
Local Market Value
1570219.80
Local Total Cost Amount
1505262.51
Local Unrealized Gain Loss
64957.29
Local Accrued Interest
24633.73
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
2.875% 06 Feb 2024
Maturity Date
2024-02-06T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1016270.00
Base Total Cost
992720.00
Base Unrealized Gain Loss
23550.00
Base Accrued Interest
11579.86
Local Market Value
1016270.00
Local Total Cost Amount
992720.00
Local Unrealized Gain Loss
23550.00
Local Accrued Interest
11579.86
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
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
4.45% 03 Nov 2045
Maturity Date
2045-11-03T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1112670.00
Base Total Cost
996550.00
Base Unrealized Gain Loss
116120.00
Base Accrued Interest
7169.44
Local Market Value
1112670.00
Local Total Cost Amount
996550.00
Local Unrealized Gain Loss
116120.00
Local Accrued Interest
7169.44
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
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
3.7% 08 Aug 2046
Maturity Date
2046-08-08T00:00:00.000
Interest Rate
3.7
Original Face
0.00
Shares Par Value
997000.00
Base Market Value
986571.38
Base Total Cost
992164.55
Base Unrealized Gain Loss
-5593.17
Base Accrued Interest
14653.13
Local Market Value
986571.38
Local Total Cost Amount
992164.55
Local Unrealized Gain Loss
-5593.17
Local Accrued Interest
14653.13
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
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
4.1% 06 Feb 2037
Maturity Date
2037-02-06T00:00:00.000
Interest Rate
4.1
Original Face
0.00
Shares Par Value
860000.00
Base Market Value
926323.20
Base Total Cost
858133.80
Base Unrealized Gain Loss
68189.40
Base Accrued Interest
14201.94
Local Market Value
926323.20
Local Total Cost Amount
858133.80
Local Unrealized Gain Loss
68189.40
Local Accrued Interest
14201.94
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
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
4.45% 03 Nov 2045
Maturity Date
2045-11-03T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
834502.50
Base Total Cost
747412.50
Base Unrealized Gain Loss
87090.00
Base Accrued Interest
5377.08
Local Market Value
834502.50
Local Total Cost Amount
747412.50
Local Unrealized Gain Loss
87090.00
Local Accrued Interest
5377.08
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
3.7% 08 Aug 2046
Maturity Date
2046-08-08T00:00:00.000
Interest Rate
3.7
Original Face
0.00
Shares Par Value
230000.00
Base Market Value
227594.20
Base Total Cost
232782.07
Base Unrealized Gain Loss
-5187.87
Base Accrued Interest
3380.36
Local Market Value
227594.20
Local Total Cost Amount
232782.07
Local Unrealized Gain Loss
-5187.87
Local Accrued Interest
3380.36
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
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: MIDAMERICAN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDAMERICAN ENERGY CO
Security Description
4.25% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
2800000.00
Base Market Value
3000424.00
Base Total Cost
2796136.00
Base Unrealized Gain Loss
204288.00
Base Accrued Interest
19833.33
Local Market Value
3000424.00
Local Total Cost Amount
2796136.00
Local Unrealized Gain Loss
204288.00
Local Accrued Interest
19833.33
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
OIL, GAS & CONSUMABLE FUELS
Moody S Quality Rating
Aa2
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: MIDAMERICAN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDAMERICAN ENERGY CO
Security Description
5.8% 15 Oct 2036
Maturity Date
2036-10-15T00:00:00.000
Interest Rate
5.8
Original Face
0.00
Shares Par Value
460000.00
Base Market Value
578068.20
Base Total Cost
453843.41
Base Unrealized Gain Loss
124224.79
Base Accrued Interest
10079.11
Local Market Value
578068.20
Local Total Cost Amount
453843.41
Local Unrealized Gain Loss
124224.79
Local Accrued Interest
10079.11
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
ELECTRIC/GAS
Moody S Quality Rating
Aa2
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: MIDAMERICAN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDAMERICAN ENERGY CO
Security Description
5.8% 15 Oct 2036
Maturity Date
2036-10-15T00:00:00.000
Interest Rate
5.8
Original Face
0.00
Shares Par Value
390000.00
Base Market Value
490101.30
Base Total Cost
384780.28
Base Unrealized Gain Loss
105321.02
Base Accrued Interest
8545.33
Local Market Value
490101.30
Local Total Cost Amount
384780.28
Local Unrealized Gain Loss
105321.02
Local Accrued Interest
8545.33
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
Aa2
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: MIDAMERICAN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDAMERICAN ENERGY CO
Security Description
5.3% 15 Mar 2018
Maturity Date
2018-03-15T00:00:00.000
Interest Rate
5.3
Original Face
0.00
Shares Par Value
340000.00
Base Market Value
348806.00
Base Total Cost
329395.40
Base Unrealized Gain Loss
19410.60
Base Accrued Interest
5305.89
Local Market Value
348806.00
Local Total Cost Amount
329395.40
Local Unrealized Gain Loss
19410.60
Local Accrued Interest
5305.89
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
ELECTRIC/GAS
Moody S Quality Rating
Aa2
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: MIDAMERICAN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDAMERICAN ENERGY CO
Security Description
4.4% 15 Oct 2044
Maturity Date
2044-10-15T00:00:00.000
Interest Rate
4.4
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
218214.00
Base Total Cost
198798.00
Base Unrealized Gain Loss
19416.00
Base Accrued Interest
1857.78
Local Market Value
218214.00
Local Total Cost Amount
198798.00
Local Unrealized Gain Loss
19416.00
Local Accrued Interest
1857.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Aa2
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: MIDAMERICAN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDAMERICAN ENERGY CO
Security Description
3.95% 01 Aug 2047
Maturity Date
2047-08-01T00:00:00.000
Interest Rate
3.95
Original Face
0.00
Shares Par Value
170000.00
Base Market Value
174819.50
Base Total Cost
169760.30
Base Unrealized Gain Loss
5059.20
Base Accrued Interest
2797.92
Local Market Value
174819.50
Local Total Cost Amount
169760.30
Local Unrealized Gain Loss
5059.20
Local Accrued Interest
2797.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Aa2
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: MIDAS INT HOLDCO II/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDAS INT HOLDCO II/FIN
Security Description
7.875% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
1270000.00
Base Market Value
1308100.00
Base Total Cost
1252600.00
Base Unrealized Gain Loss
55500.00
Base Accrued Interest
25003.12
Local Market Value
1308100.00
Local Total Cost Amount
1252600.00
Local Unrealized Gain Loss
55500.00
Local Accrued Interest
25003.12
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
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: MIDAS INT HOLDCO II/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDAS INT HOLDCO II/FIN
Security Description
7.875% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
257500.00
Base Total Cost
252673.61
Base Unrealized Gain Loss
4826.39
Base Accrued Interest
4921.88
Local Market Value
257500.00
Local Total Cost Amount
252673.61
Local Unrealized Gain Loss
4826.39
Local Accrued Interest
4921.88
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
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: MIDCONTINENT COMM + FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDCONTINENT COMM + FIN
Security Description
6.875% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
445000.00
Base Market Value
479487.50
Base Total Cost
476150.00
Base Unrealized Gain Loss
3337.50
Base Accrued Interest
11557.63
Local Market Value
479487.50
Local Total Cost Amount
476150.00
Local Unrealized Gain Loss
3337.50
Local Accrued Interest
11557.63
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
TELEPHONE
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: MIDCONTINENT COMM + FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDCONTINENT COMM + FIN
Security Description
6.875% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
80812.50
Base Total Cost
79125.00
Base Unrealized Gain Loss
1687.50
Base Accrued Interest
1947.91
Local Market Value
80812.50
Local Total Cost Amount
79125.00
Local Unrealized Gain Loss
1687.50
Local Accrued Interest
1947.91
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
TELEPHONE
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: MIDSTATES PETRO INC/LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDSTATES PETRO INC/LLC
Security Description
10.75% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
10.75
Original Face
0.00
Shares Par Value
610000.00
Base Market Value
0.00
Base Total Cost
634079.30
Base Unrealized Gain Loss
-634079.30
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
634079.30
Local Unrealized Gain Loss
-634079.30
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
WR
S And P Quality Rating
NR
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MINERVA LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MINERVA LUXEMBOURG SA
Security Description
7.75% 31 Jan 2023
Maturity Date
2023-01-31T00:00:00.000
Interest Rate
7.75
Original Face
0.00
Shares Par Value
425000.00
Base Market Value
444656.25
Base Total Cost
415216.25
Base Unrealized Gain Loss
29440.00
Base Accrued Interest
13723.96
Local Market Value
444656.25
Local Total Cost Amount
415216.25
Local Unrealized Gain Loss
29440.00
Local Accrued Interest
13723.96
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
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MIZUHO BANK LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIZUHO BANK LTD
Security Description
2.45% 16 Apr 2019
Maturity Date
2019-04-16T00:00:00.000
Interest Rate
2.45
Original Face
0.00
Shares Par Value
3383000.00
Base Market Value
3401065.22
Base Total Cost
3376978.26
Base Unrealized Gain Loss
24086.96
Base Accrued Interest
17267.40
Local Market Value
3401065.22
Local Total Cost Amount
3376978.26
Local Unrealized Gain Loss
24086.96
Local Accrued Interest
17267.40
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MIZUHO BANK LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIZUHO BANK LTD
Security Description
1.55% 17 Oct 2017
Maturity Date
2017-10-17T00:00:00.000
Interest Rate
1.55
Original Face
0.00
Shares Par Value
994000.00
Base Market Value
994039.76
Base Total Cost
962768.52
Base Unrealized Gain Loss
31271.24
Base Accrued Interest
3166.99
Local Market Value
994039.76
Local Total Cost Amount
962768.52
Local Unrealized Gain Loss
31271.24
Local Accrued Interest
3166.99
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
OTHER YANKEE
Moody S Quality Rating
A1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MIZUHO BANK LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIZUHO BANK LTD
Security Description
1.85% 21 Mar 2018
Maturity Date
2018-03-21T00:00:00.000
Interest Rate
1.85
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
400536.00
Base Total Cost
399448.00
Base Unrealized Gain Loss
1088.00
Base Accrued Interest
2055.56
Local Market Value
400536.00
Local Total Cost Amount
399448.00
Local Unrealized Gain Loss
1088.00
Local Accrued Interest
2055.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MLCC MORTGAGE INVESTORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MLCC MORTGAGE INVESTORS INC
Security Description
1% 25 Apr 2035
Maturity Date
2035-04-25T00:00:00.000
Interest Rate
3.04461
Original Face
3600000.00
Shares Par Value
237512.99
Base Market Value
230332.07
Base Total Cost
230387.76
Base Unrealized Gain Loss
-55.69
Base Accrued Interest
0
Local Market Value
230332.07
Local Total Cost Amount
230387.76
Local Unrealized Gain Loss
-55.69
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Ba3
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MOBIL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOBIL CORP
Security Description
8.625% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
8.625
Original Face
0.00
Shares Par Value
110000.00
Base Market Value
136379.10
Base Total Cost
146373.70
Base Unrealized Gain Loss
-9994.60
Base Accrued Interest
3584.17
Local Market Value
136379.10
Local Total Cost Amount
146373.70
Local Unrealized Gain Loss
-9994.60
Local Accrued Interest
3584.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Aaa
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: MOBILE MINI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOBILE MINI INC
Security Description
5.875% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
2070000.00
Base Market Value
2147625.00
Base Total Cost
2129712.50
Base Unrealized Gain Loss
17912.50
Base Accrued Interest
0
Local Market Value
2147625.00
Local Total Cost Amount
2129712.50
Local Unrealized Gain Loss
17912.50
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
B2
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: MOBILE MINI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOBILE MINI INC
Security Description
5.875% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
103750.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
3750.00
Base Accrued Interest
0
Local Market Value
103750.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
3750.00
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
B2
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: MOHAWK INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOHAWK INDUSTRIES INC
Security Description
3.85% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
3.85
Original Face
0.00
Shares Par Value
2295000.00
Base Market Value
2369541.60
Base Total Cost
2324034.00
Base Unrealized Gain Loss
45507.60
Base Accrued Interest
36815.63
Local Market Value
2369541.60
Local Total Cost Amount
2324034.00
Local Unrealized Gain Loss
45507.60
Local Accrued Interest
36815.63
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
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: MOLEX ELECTRONICS TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLEX ELECTRONICS TECH
Security Description
3.9% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
3.9
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
50971.50
Base Total Cost
49047.00
Base Unrealized Gain Loss
1924.50
Base Accrued Interest
411.67
Local Market Value
50971.50
Local Total Cost Amount
49047.00
Local Unrealized Gain Loss
1924.50
Local Accrued Interest
411.67
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
5.375% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
1635000.00
Base Market Value
1731056.25
Base Total Cost
1662650.00
Base Unrealized Gain Loss
68406.25
Base Accrued Interest
11229.27
Local Market Value
1731056.25
Local Total Cost Amount
1662650.00
Local Unrealized Gain Loss
68406.25
Local Accrued Interest
11229.27
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
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
1.625% 15 Aug 2044
Maturity Date
2044-08-15T00:00:00.000
Interest Rate
1.625
Original Face
0.00
Shares Par Value
937000.00
Base Market Value
1195265.31
Base Total Cost
980934.06
Base Unrealized Gain Loss
214331.25
Base Accrued Interest
5752.14
Local Market Value
1195265.31
Local Total Cost Amount
980934.06
Local Unrealized Gain Loss
214331.25
Local Accrued Interest
5752.14
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
4.875% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
151125.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
1125.00
Base Accrued Interest
507.81
Local Market Value
151125.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
1125.00
Local Accrued Interest
507.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MOLSON COORS BREWING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLSON COORS BREWING CO
Security Description
2.25% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1000020.00
Base Total Cost
999160.00
Base Unrealized Gain Loss
860.00
Base Accrued Interest
6625.00
Local Market Value
1000020.00
Local Total Cost Amount
999160.00
Local Unrealized Gain Loss
860.00
Local Accrued Interest
6625.00
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
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: MOLSON COORS BREWING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLSON COORS BREWING CO
Security Description
3% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
330000.00
Base Market Value
317410.50
Base Total Cost
329488.50
Base Unrealized Gain Loss
-12078.00
Base Accrued Interest
4565.00
Local Market Value
317410.50
Local Total Cost Amount
329488.50
Local Unrealized Gain Loss
-12078.00
Local Accrued Interest
4565.00
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
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: MOMENTIVE PERFORMANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOMENTIVE PERFORMANCE
Security Description
3.88% 24 Oct 2021
Maturity Date
2021-10-24T00:00:00.000
Interest Rate
3.88
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
297750.00
Base Total Cost
259946.96
Base Unrealized Gain Loss
37803.04
Base Accrued Interest
2463.79
Local Market Value
297750.00
Local Total Cost Amount
259946.96
Local Unrealized Gain Loss
37803.04
Local Accrued Interest
2463.79
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: MONDELEZ INTL HLDINGS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MONDELEZ INTL HLDINGS NE
Security Description
2% 28 Oct 2021
Maturity Date
2021-10-28T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
1056000.00
Base Market Value
1028881.92
Base Total Cost
1052103.36
Base Unrealized Gain Loss
-23221.44
Base Accrued Interest
3696.00
Local Market Value
1028881.92
Local Total Cost Amount
1052103.36
Local Unrealized Gain Loss
-23221.44
Local Accrued Interest
3696.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A3
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: MONONGAHELA POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MONONGAHELA POWER CO
Security Description
5.4% 15 Dec 2043
Maturity Date
2043-12-15T00:00:00.000
Interest Rate
5.4
Original Face
0.00
Shares Par Value
3145000.00
Base Market Value
3819539.60
Base Total Cost
3461575.70
Base Unrealized Gain Loss
357963.90
Base Accrued Interest
7548.00
Local Market Value
3819539.60
Local Total Cost Amount
3461575.70
Local Unrealized Gain Loss
357963.90
Local Accrued Interest
7548.00
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
ELECTRIC/GAS
Moody S Quality Rating
A3
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: MOODY S CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOODY S CORPORATION
Security Description
5.25% 15 Jul 2044
Maturity Date
2044-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
896000.00
Base Market Value
1040497.92
Base Total Cost
910900.48
Base Unrealized Gain Loss
129597.44
Base Accrued Interest
21690.67
Local Market Value
1040497.92
Local Total Cost Amount
910900.48
Local Unrealized Gain Loss
129597.44
Local Accrued Interest
21690.67
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
FINANCE
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: MOOG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOOG INC
Security Description
5.25% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
66000.00
Base Market Value
68640.00
Base Total Cost
67650.00
Base Unrealized Gain Loss
990.00
Base Accrued Interest
288.75
Local Market Value
68640.00
Local Total Cost Amount
67650.00
Local Unrealized Gain Loss
990.00
Local Accrued Interest
288.75
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
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
2.625% 17 Nov 2021
Maturity Date
2021-11-17T00:00:00.000
Interest Rate
2.625
Original Face
0.00
Shares Par Value
5025000.00
Base Market Value
5017613.25
Base Total Cost
4999322.25
Base Unrealized Gain Loss
18291.00
Base Accrued Interest
16121.88
Local Market Value
5017613.25
Local Total Cost Amount
4999322.25
Local Unrealized Gain Loss
18291.00
Local Accrued Interest
16121.88
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
A3
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
5% 24 Nov 2025
Maturity Date
2025-11-24T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
4195000.00
Base Market Value
4561894.70
Base Total Cost
4227064.34
Base Unrealized Gain Loss
334830.36
Base Accrued Interest
21557.64
Local Market Value
4561894.70
Local Total Cost Amount
4227064.34
Local Unrealized Gain Loss
334830.36
Local Accrued Interest
21557.64
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
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
4.35% 08 Sep 2026
Maturity Date
2026-09-08T00:00:00.000
Interest Rate
4.35
Original Face
0.00
Shares Par Value
3945000.00
Base Market Value
4101379.80
Base Total Cost
3969208.28
Base Unrealized Gain Loss
132171.52
Base Accrued Interest
53865.68
Local Market Value
4101379.80
Local Total Cost Amount
3969208.28
Local Unrealized Gain Loss
132171.52
Local Accrued Interest
53865.68
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
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
4.1% 22 May 2023
Maturity Date
2023-05-22T00:00:00.000
Interest Rate
4.1
Original Face
0.00
Shares Par Value
1615000.00
Base Market Value
1685995.40
Base Total Cost
1626719.95
Base Unrealized Gain Loss
59275.45
Base Accrued Interest
7173.29
Local Market Value
1685995.40
Local Total Cost Amount
1626719.95
Local Unrealized Gain Loss
59275.45
Local Accrued Interest
7173.29
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
FINANCE
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
1% 24 Oct 2023
Maturity Date
2023-10-24T00:00:00.000
Interest Rate
2.55317
Original Face
0.00
Shares Par Value
1550000.00
Base Market Value
1576908.00
Base Total Cost
1550000.00
Base Unrealized Gain Loss
26908.00
Base Accrued Interest
7475.12
Local Market Value
1576908.00
Local Total Cost Amount
1550000.00
Local Unrealized Gain Loss
26908.00
Local Accrued Interest
7475.12
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
A3
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
-1288.23
Base Market Value
-1288.23
Base Total Cost
-1288.23
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-1288.23
Local Total Cost Amount
-1288.23
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
3.125% 27 Jul 2026
Maturity Date
2026-07-27T00:00:00.000
Interest Rate
3.125
Original Face
0.00
Shares Par Value
1535000.00
Base Market Value
1492403.75
Base Total Cost
1492603.30
Base Unrealized Gain Loss
-199.55
Base Accrued Interest
20519.96
Local Market Value
1492403.75
Local Total Cost Amount
1492603.30
Local Unrealized Gain Loss
-199.55
Local Accrued Interest
20519.96
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
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
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