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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: MSCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MSCI INC
Security Description
5.25% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
344500.00
Base Total Cost
342062.50
Base Unrealized Gain Loss
2437.50
Base Accrued Interest
2180.21
Local Market Value
344500.00
Local Total Cost Amount
342062.50
Local Unrealized Gain Loss
2437.50
Local Accrued Interest
2180.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: MULTI COLOR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MULTI COLOR CORP
Security Description
6.125% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
304000.00
Base Market Value
319200.00
Base Total Cost
304000.00
Base Unrealized Gain Loss
15200.00
Base Accrued Interest
1551.67
Local Market Value
319200.00
Local Total Cost Amount
304000.00
Local Unrealized Gain Loss
15200.00
Local Accrued Interest
1551.67
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
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: MURPHY OIL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL CORP
Security Description
4.7% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
4.7
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
482750.00
Base Total Cost
445325.00
Base Unrealized Gain Loss
37425.00
Base Accrued Interest
1958.33
Local Market Value
482750.00
Local Total Cost Amount
445325.00
Local Unrealized Gain Loss
37425.00
Local Accrued Interest
1958.33
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
B1
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: MURPHY OIL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL CORP
Security Description
6.875% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
495000.00
Base Market Value
517275.00
Base Total Cost
518502.60
Base Unrealized Gain Loss
-1227.60
Base Accrued Interest
12856.23
Local Market Value
517275.00
Local Total Cost Amount
518502.60
Local Unrealized Gain Loss
-1227.60
Local Accrued Interest
12856.23
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
ELECTRIC/GAS
Moody S Quality Rating
B1
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: MURPHY OIL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL CORP
Security Description
6.875% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
415000.00
Base Market Value
433675.00
Base Total Cost
420325.00
Base Unrealized Gain Loss
13350.00
Base Accrued Interest
10778.46
Local Market Value
433675.00
Local Total Cost Amount
420325.00
Local Unrealized Gain Loss
13350.00
Local Accrued Interest
10778.46
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
ELECTRIC/GAS
Moody S Quality Rating
B1
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: MURPHY OIL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL CORP
Security Description
6.875% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
360000.00
Base Market Value
376200.00
Base Total Cost
362120.93
Base Unrealized Gain Loss
14079.07
Base Accrued Interest
9349.99
Local Market Value
376200.00
Local Total Cost Amount
362120.93
Local Unrealized Gain Loss
14079.07
Local Accrued Interest
9349.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
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: MURPHY OIL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL CORP
Security Description
4.7% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
4.7
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
193100.00
Base Total Cost
160750.00
Base Unrealized Gain Loss
32350.00
Base Accrued Interest
783.33
Local Market Value
193100.00
Local Total Cost Amount
160750.00
Local Unrealized Gain Loss
32350.00
Local Accrued Interest
783.33
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
B1
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: MURPHY OIL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL CORP
Security Description
6.875% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
120000.00
Base Market Value
125400.00
Base Total Cost
126375.00
Base Unrealized Gain Loss
-975.00
Base Accrued Interest
3116.66
Local Market Value
125400.00
Local Total Cost Amount
126375.00
Local Unrealized Gain Loss
-975.00
Local Accrued Interest
3116.66
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
ELECTRIC/GAS
Moody S Quality Rating
B1
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: MURPHY OIL USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL USA INC
Security Description
5.625% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
650000.00
Base Total Cost
629006.25
Base Unrealized Gain Loss
20993.75
Base Accrued Interest
6445.31
Local Market Value
650000.00
Local Total Cost Amount
629006.25
Local Unrealized Gain Loss
20993.75
Local Accrued Interest
6445.31
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
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: MURPHY OIL USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL USA INC
Security Description
5.625% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
206000.00
Base Market Value
214240.00
Base Total Cost
206735.00
Base Unrealized Gain Loss
7505.00
Base Accrued Interest
2124.38
Local Market Value
214240.00
Local Total Cost Amount
206735.00
Local Unrealized Gain Loss
7505.00
Local Accrued Interest
2124.38
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
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: MYLAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN INC
Security Description
2.55% 28 Mar 2019
Maturity Date
2019-03-28T00:00:00.000
Interest Rate
2.55
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
176263.50
Base Total Cost
174569.50
Base Unrealized Gain Loss
1694.00
Base Accrued Interest
1152.81
Local Market Value
176263.50
Local Total Cost Amount
174569.50
Local Unrealized Gain Loss
1694.00
Local Accrued Interest
1152.81
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MYLAN NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN NV
Security Description
3.15% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
1105000.00
Base Market Value
1124160.70
Base Total Cost
1106973.42
Base Unrealized Gain Loss
17187.28
Base Accrued Interest
1547.00
Local Market Value
1124160.70
Local Total Cost Amount
1106973.42
Local Unrealized Gain Loss
17187.28
Local Accrued Interest
1547.00
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
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: MYLAN NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN NV
Security Description
3.15% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
3.15
Original Face
0.00
Shares Par Value
630000.00
Base Market Value
640924.20
Base Total Cost
629269.20
Base Unrealized Gain Loss
11655.00
Base Accrued Interest
882.00
Local Market Value
640924.20
Local Total Cost Amount
629269.20
Local Unrealized Gain Loss
11655.00
Local Accrued Interest
882.00
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
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: MYLAN NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN NV
Security Description
3.95% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.95
Original Face
0.00
Shares Par Value
135000.00
Base Market Value
136787.40
Base Total Cost
133961.85
Base Unrealized Gain Loss
2825.55
Base Accrued Interest
237.00
Local Market Value
136787.40
Local Total Cost Amount
133961.85
Local Unrealized Gain Loss
2825.55
Local Accrued Interest
237.00
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
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: MYLAN NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN NV
Security Description
5.25% 15 Jun 2046
Maturity Date
2046-06-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
54695.00
Base Total Cost
49992.00
Base Unrealized Gain Loss
4703.00
Base Accrued Interest
116.67
Local Market Value
54695.00
Local Total Cost Amount
49992.00
Local Unrealized Gain Loss
4703.00
Local Accrued Interest
116.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NA DEVELOPMENT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NA DEVELOPMENT BANK
Security Description
4.375% 11 Feb 2020
Maturity Date
2020-02-11T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
4300000.00
Base Market Value
4544885.00
Base Total Cost
4383463.00
Base Unrealized Gain Loss
161422.00
Base Accrued Interest
73159.72
Local Market Value
4544885.00
Local Total Cost Amount
4383463.00
Local Unrealized Gain Loss
161422.00
Local Accrued Interest
73159.72
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
Aa1
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
0.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
0.75
Original Face
0.00
Shares Par Value
2565000.00
Base Market Value
2040790.95
Base Total Cost
2530820.00
Base Unrealized Gain Loss
-490029.05
Base Accrued Interest
8977.50
Local Market Value
2040790.95
Local Total Cost Amount
2530820.00
Local Unrealized Gain Loss
-490029.05
Local Accrued Interest
8977.50
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
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
0.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
0.75
Original Face
0.00
Shares Par Value
2339000.00
Base Market Value
1860978.57
Base Total Cost
2265164.60
Base Unrealized Gain Loss
-404186.03
Base Accrued Interest
8186.50
Local Market Value
1860978.57
Local Total Cost Amount
2265164.60
Local Unrealized Gain Loss
-404186.03
Local Accrued Interest
8186.50
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
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
4.625% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
1200000.00
Base Market Value
1139760.00
Base Total Cost
1195848.00
Base Unrealized Gain Loss
-56088.00
Base Accrued Interest
16341.67
Local Market Value
1139760.00
Local Total Cost Amount
1195848.00
Local Unrealized Gain Loss
-56088.00
Local Accrued Interest
16341.67
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
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
6.15% 15 Feb 2018
Maturity Date
2018-02-15T00:00:00.000
Interest Rate
6.15
Original Face
0.00
Shares Par Value
665000.00
Base Market Value
671650.00
Base Total Cost
711636.45
Base Unrealized Gain Loss
-39986.45
Base Accrued Interest
15450.17
Local Market Value
671650.00
Local Total Cost Amount
711636.45
Local Unrealized Gain Loss
-39986.45
Local Accrued Interest
15450.17
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
PRIVATE PLACEMENT
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: NATIONAL CINEMEDIA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONAL CINEMEDIA LLC
Security Description
5.75% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1075000.00
Base Market Value
1042750.00
Base Total Cost
1089062.50
Base Unrealized Gain Loss
-46312.50
Base Accrued Interest
23351.39
Local Market Value
1042750.00
Local Total Cost Amount
1089062.50
Local Unrealized Gain Loss
-46312.50
Local Accrued Interest
23351.39
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
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: NATIONAL HEALTH INVESTOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONAL HEALTH INVESTOR
Security Description
3.25% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
1038000.00
Base Market Value
1209923.94
Base Total Cost
1038000.00
Base Unrealized Gain Loss
171923.94
Base Accrued Interest
8433.75
Local Market Value
1209923.94
Local Total Cost Amount
1038000.00
Local Unrealized Gain Loss
171923.94
Local Accrued Interest
8433.75
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: NATIONAL OILWELL VARCO I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONAL OILWELL VARCO I
Security Description
1.35% 01 Dec 2017
Maturity Date
2017-12-01T00:00:00.000
Interest Rate
1.35
Original Face
0.00
Shares Par Value
327000.00
Base Market Value
326561.82
Base Total Cost
326682.81
Base Unrealized Gain Loss
-120.99
Base Accrued Interest
367.88
Local Market Value
326561.82
Local Total Cost Amount
326682.81
Local Unrealized Gain Loss
-120.99
Local Accrued Interest
367.88
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
ELECTRIC/GAS
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: NATIONAL RURAL UTIL COOP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONAL RURAL UTIL COOP
Security Description
1.65% 08 Feb 2019
Maturity Date
2019-02-08T00:00:00.000
Interest Rate
1.65
Original Face
0.00
Shares Par Value
595000.00
Base Market Value
593649.35
Base Total Cost
594291.95
Base Unrealized Gain Loss
-642.60
Base Accrued Interest
3899.73
Local Market Value
593649.35
Local Total Cost Amount
594291.95
Local Unrealized Gain Loss
-642.60
Local Accrued Interest
3899.73
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
FINANCE
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: NATURAL RESRCE PART LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATURAL RESRCE PART LP
Security Description
10.5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
10.5
Original Face
0.00
Shares Par Value
997000.00
Base Market Value
1065543.75
Base Total Cost
981387.96
Base Unrealized Gain Loss
84155.79
Base Accrued Interest
34604.21
Local Market Value
1065543.75
Local Total Cost Amount
981387.96
Local Unrealized Gain Loss
84155.79
Local Accrued Interest
34604.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
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: NATURE S BOUNTY CO/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATURE S BOUNTY CO/THE
Security Description
7.625% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
1260000.00
Base Market Value
1338750.00
Base Total Cost
1292591.35
Base Unrealized Gain Loss
46158.65
Base Accrued Interest
12276.25
Local Market Value
1338750.00
Local Total Cost Amount
1292591.35
Local Unrealized Gain Loss
46158.65
Local Accrued Interest
12276.25
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
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: NATURE S BOUNTY CO/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATURE S BOUNTY CO/THE
Security Description
7.625% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
7.625
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
53125.00
Base Total Cost
52312.50
Base Unrealized Gain Loss
812.50
Base Accrued Interest
487.15
Local Market Value
53125.00
Local Total Cost Amount
52312.50
Local Unrealized Gain Loss
812.50
Local Accrued Interest
487.15
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.625% 01 Aug 2033
Maturity Date
2033-08-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
3470000.00
Base Market Value
2898491.00
Base Total Cost
2657154.25
Base Unrealized Gain Loss
241336.75
Base Accrued Interest
81328.13
Local Market Value
2898491.00
Local Total Cost Amount
2657154.25
Local Unrealized Gain Loss
241336.75
Local Accrued Interest
81328.13
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
4.875% 17 Jun 2019
Maturity Date
2019-06-17T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
2190000.00
Base Market Value
2277600.00
Base Total Cost
2200960.38
Base Unrealized Gain Loss
76639.62
Base Accrued Interest
4155.94
Local Market Value
2277600.00
Local Total Cost Amount
2200960.38
Local Unrealized Gain Loss
76639.62
Local Accrued Interest
4155.94
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
8% 25 Mar 2020
Maturity Date
2020-03-25T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
1190000.00
Base Market Value
1329825.00
Base Total Cost
1289333.71
Base Unrealized Gain Loss
40491.29
Base Accrued Interest
25386.67
Local Market Value
1329825.00
Local Total Cost Amount
1289333.71
Local Unrealized Gain Loss
40491.29
Local Accrued Interest
25386.67
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
8.45% 15 Jun 2018
Maturity Date
2018-06-15T00:00:00.000
Interest Rate
8.45
Original Face
0.00
Shares Par Value
1106000.00
Base Market Value
1164618.00
Base Total Cost
1285725.00
Base Unrealized Gain Loss
-121107.00
Base Accrued Interest
4153.64
Local Market Value
1164618.00
Local Total Cost Amount
1285725.00
Local Unrealized Gain Loss
-121107.00
Local Accrued Interest
4153.64
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
4.875% 17 Jun 2019
Maturity Date
2019-06-17T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1035000.00
Base Market Value
1076400.00
Base Total Cost
1028876.45
Base Unrealized Gain Loss
47523.55
Base Accrued Interest
1962.19
Local Market Value
1076400.00
Local Total Cost Amount
1028876.45
Local Unrealized Gain Loss
47523.55
Local Accrued Interest
1962.19
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.125% 25 Mar 2024
Maturity Date
2024-03-25T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
643750.00
Base Total Cost
584375.00
Base Unrealized Gain Loss
59375.00
Base Accrued Interest
10208.33
Local Market Value
643750.00
Local Total Cost Amount
584375.00
Local Unrealized Gain Loss
59375.00
Local Accrued Interest
10208.33
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5% 26 Oct 2020
Maturity Date
2020-10-26T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
648437.50
Base Total Cost
618920.94
Base Unrealized Gain Loss
29516.56
Base Accrued Interest
5642.36
Local Market Value
648437.50
Local Total Cost Amount
618920.94
Local Unrealized Gain Loss
29516.56
Local Accrued Interest
5642.36
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.875% 25 Oct 2024
Maturity Date
2024-10-25T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
615000.00
Base Market Value
625947.00
Base Total Cost
619618.75
Base Unrealized Gain Loss
6328.25
Base Accrued Interest
6628.95
Local Market Value
625947.00
Local Total Cost Amount
619618.75
Local Unrealized Gain Loss
6328.25
Local Accrued Interest
6628.95
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.875% 25 Mar 2021
Maturity Date
2021-03-25T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
528125.00
Base Total Cost
496895.00
Base Unrealized Gain Loss
31230.00
Base Accrued Interest
7833.33
Local Market Value
528125.00
Local Total Cost Amount
496895.00
Local Unrealized Gain Loss
31230.00
Local Accrued Interest
7833.33
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.5% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
390000.00
Base Market Value
413400.00
Base Total Cost
389836.20
Base Unrealized Gain Loss
23563.80
Base Accrued Interest
8027.50
Local Market Value
413400.00
Local Total Cost Amount
389836.20
Local Unrealized Gain Loss
23563.80
Local Accrued Interest
8027.50
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
7.25% 25 Jan 2022
Maturity Date
2022-01-25T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
360000.00
Base Market Value
393300.00
Base Total Cost
353750.40
Base Unrealized Gain Loss
39549.60
Base Accrued Interest
11310.00
Local Market Value
393300.00
Local Total Cost Amount
353750.40
Local Unrealized Gain Loss
39549.60
Local Accrued Interest
11310.00
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.125% 25 Mar 2024
Maturity Date
2024-03-25T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
310000.00
Base Market Value
319300.00
Base Total Cost
315956.25
Base Unrealized Gain Loss
3343.75
Base Accrued Interest
5068.41
Local Market Value
319300.00
Local Total Cost Amount
315956.25
Local Unrealized Gain Loss
3343.75
Local Accrued Interest
5068.41
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5% 26 Oct 2020
Maturity Date
2020-10-26T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
305000.00
Base Market Value
316437.50
Base Total Cost
304313.06
Base Unrealized Gain Loss
12124.44
Base Accrued Interest
2753.47
Local Market Value
316437.50
Local Total Cost Amount
304313.06
Local Unrealized Gain Loss
12124.44
Local Accrued Interest
2753.47
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
8% 25 Mar 2020
Maturity Date
2020-03-25T00:00:00.000
Interest Rate
8
Original Face
0.00
Shares Par Value
280000.00
Base Market Value
312900.00
Base Total Cost
313193.75
Base Unrealized Gain Loss
-293.75
Base Accrued Interest
5980.01
Local Market Value
312900.00
Local Total Cost Amount
313193.75
Local Unrealized Gain Loss
-293.75
Local Accrued Interest
5980.01
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.75% 25 Jun 2025
Maturity Date
2025-06-25T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
283423.25
Base Total Cost
274972.50
Base Unrealized Gain Loss
8450.75
Base Accrued Interest
1804.69
Local Market Value
283423.25
Local Total Cost Amount
274972.50
Local Unrealized Gain Loss
8450.75
Local Accrued Interest
1804.69
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.5% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
230000.00
Base Market Value
239487.50
Base Total Cost
232301.87
Base Unrealized Gain Loss
7185.63
Base Accrued Interest
5837.64
Local Market Value
239487.50
Local Total Cost Amount
232301.87
Local Unrealized Gain Loss
7185.63
Local Accrued Interest
5837.64
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
7.25% 25 Jan 2022
Maturity Date
2022-01-25T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
245812.50
Base Total Cost
230218.75
Base Unrealized Gain Loss
15593.75
Base Accrued Interest
7068.75
Local Market Value
245812.50
Local Total Cost Amount
230218.75
Local Unrealized Gain Loss
15593.75
Local Accrued Interest
7068.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.625% 26 Jul 2021
Maturity Date
2021-07-26T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
215250.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
15250.00
Base Accrued Interest
5704.86
Local Market Value
215250.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
15250.00
Local Accrued Interest
5704.86
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5% 26 Oct 2020
Maturity Date
2020-10-26T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
145000.00
Base Market Value
150437.50
Base Total Cost
137173.75
Base Unrealized Gain Loss
13263.75
Base Accrued Interest
1309.02
Local Market Value
150437.50
Local Total Cost Amount
137173.75
Local Unrealized Gain Loss
13263.75
Local Accrued Interest
1309.02
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.5% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
132500.00
Base Total Cost
124947.50
Base Unrealized Gain Loss
7552.50
Base Accrued Interest
2572.91
Local Market Value
132500.00
Local Total Cost Amount
124947.50
Local Unrealized Gain Loss
7552.50
Local Accrued Interest
2572.91
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5% 26 Oct 2020
Maturity Date
2020-10-26T00:00:00.000
Interest Rate
5
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
902.78
Local Market Value
103750.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
3750.00
Local Accrued Interest
902.78
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.5% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
78093.75
Base Total Cost
77625.00
Base Unrealized Gain Loss
468.75
Base Accrued Interest
1902.08
Local Market Value
78093.75
Local Total Cost Amount
77625.00
Local Unrealized Gain Loss
468.75
Local Accrued Interest
1902.08
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
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: NAVISTAR INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVISTAR INTL CORP
Security Description
8.25% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
8.25
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
101000.00
Base Total Cost
101000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
1375.00
Local Market Value
101000.00
Local Total Cost Amount
101000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
1375.00
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
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
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