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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: PARSLEY ENERGY LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARSLEY ENERGY LLC/FINAN
Security Description
6.25% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
787500.00
Base Total Cost
785625.00
Base Unrealized Gain Loss
1875.00
Base Accrued Interest
3906.25
Local Market Value
787500.00
Local Total Cost Amount
785625.00
Local Unrealized Gain Loss
1875.00
Local Accrued Interest
3906.25
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
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: PARTY CITY HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARTY CITY HOLDINGS INC
Security Description
6.125% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
1225000.00
Base Market Value
1267875.00
Base Total Cost
1266943.75
Base Unrealized Gain Loss
931.25
Base Accrued Interest
28345.12
Local Market Value
1267875.00
Local Total Cost Amount
1266943.75
Local Unrealized Gain Loss
931.25
Local Accrued Interest
28345.12
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
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: PATHEON HOLDINGS I BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PATHEON HOLDINGS I BV
Security Description
7.5% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
345312.50
Base Total Cost
327187.50
Base Unrealized Gain Loss
18125.00
Base Accrued Interest
10156.25
Local Market Value
345312.50
Local Total Cost Amount
327187.50
Local Unrealized Gain Loss
18125.00
Local Accrued Interest
10156.25
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
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: PDC ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PDC ENERGY INC
Security Description
6.125% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
626000.00
Base Market Value
635390.00
Base Total Cost
635007.50
Base Unrealized Gain Loss
382.50
Base Accrued Interest
11289.74
Local Market Value
635390.00
Local Total Cost Amount
635007.50
Local Unrealized Gain Loss
382.50
Local Accrued Interest
11289.74
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
ELECTRIC/GAS
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: PDC ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PDC ENERGY INC
Security Description
6.125% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
315000.00
Base Market Value
319725.00
Base Total Cost
317756.25
Base Unrealized Gain Loss
1968.75
Base Accrued Interest
5680.94
Local Market Value
319725.00
Local Total Cost Amount
317756.25
Local Unrealized Gain Loss
1968.75
Local Accrued Interest
5680.94
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
ELECTRIC/GAS
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: PDC ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PDC ENERGY INC
Security Description
6.125% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
295000.00
Base Market Value
299425.00
Base Total Cost
304737.50
Base Unrealized Gain Loss
-5312.50
Base Accrued Interest
5320.24
Local Market Value
299425.00
Local Total Cost Amount
304737.50
Local Unrealized Gain Loss
-5312.50
Local Accrued Interest
5320.24
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
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: PEARSON FUNDING FOUR PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEARSON FUNDING FOUR PLC
Security Description
3.75% 08 May 2022
Maturity Date
2022-05-08T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
200826.00
Base Total Cost
199090.00
Base Unrealized Gain Loss
1736.00
Base Accrued Interest
1104.17
Local Market Value
200826.00
Local Total Cost Amount
199090.00
Local Unrealized Gain Loss
1736.00
Local Accrued Interest
1104.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PENNSYLVANIA ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENNSYLVANIA ELECTRIC CO
Security Description
6.15% 01 Oct 2038
Maturity Date
2038-10-01T00:00:00.000
Interest Rate
6.15
Original Face
0.00
Shares Par Value
910000.00
Base Market Value
1102273.90
Base Total Cost
908043.50
Base Unrealized Gain Loss
194230.40
Base Accrued Interest
13991.25
Local Market Value
1102273.90
Local Total Cost Amount
908043.50
Local Unrealized Gain Loss
194230.40
Local Accrued Interest
13991.25
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
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: PENSKE AUTO GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE AUTO GROUP INC
Security Description
5.75% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
154875.00
Base Total Cost
150562.50
Base Unrealized Gain Loss
4312.50
Base Accrued Interest
2156.25
Local Market Value
154875.00
Local Total Cost Amount
150562.50
Local Unrealized Gain Loss
4312.50
Local Accrued Interest
2156.25
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PENSKE AUTO GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE AUTO GROUP INC
Security Description
5.75% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
26000.00
Base Market Value
26845.00
Base Total Cost
27462.50
Base Unrealized Gain Loss
-617.50
Base Accrued Interest
373.75
Local Market Value
26845.00
Local Total Cost Amount
27462.50
Local Unrealized Gain Loss
-617.50
Local Accrued Interest
373.75
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PENSKE AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE AUTOMOTIVE GROUP
Security Description
5.375% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
273000.00
Base Market Value
274706.25
Base Total Cost
273000.00
Base Unrealized Gain Loss
1706.25
Base Accrued Interest
1222.81
Local Market Value
274706.25
Local Total Cost Amount
273000.00
Local Unrealized Gain Loss
1706.25
Local Accrued Interest
1222.81
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PENSKE AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE AUTOMOTIVE GROUP
Security Description
5.375% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
245000.00
Base Market Value
246531.25
Base Total Cost
247937.50
Base Unrealized Gain Loss
-1406.25
Base Accrued Interest
1101.88
Local Market Value
246531.25
Local Total Cost Amount
247937.50
Local Unrealized Gain Loss
-1406.25
Local Accrued Interest
1101.88
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
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PENSKE AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE AUTOMOTIVE GROUP
Security Description
5.375% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
201250.00
Base Total Cost
199000.00
Base Unrealized Gain Loss
2250.00
Base Accrued Interest
895.83
Local Market Value
201250.00
Local Total Cost Amount
199000.00
Local Unrealized Gain Loss
2250.00
Local Accrued Interest
895.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PENSKE TRUCK LEASING/PTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE TRUCK LEASING/PTL
Security Description
2.875% 17 Jul 2018
Maturity Date
2018-07-17T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
1625000.00
Base Market Value
1641298.75
Base Total Cost
1644597.50
Base Unrealized Gain Loss
-3298.75
Base Accrued Interest
21282.98
Local Market Value
1641298.75
Local Total Cost Amount
1644597.50
Local Unrealized Gain Loss
-3298.75
Local Accrued Interest
21282.98
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: PENSKE TRUCK LEASING/PTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE TRUCK LEASING/PTL
Security Description
2.5% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
845000.00
Base Market Value
849301.05
Base Total Cost
837462.60
Base Unrealized Gain Loss
11838.45
Base Accrued Interest
938.89
Local Market Value
849301.05
Local Total Cost Amount
837462.60
Local Unrealized Gain Loss
11838.45
Local Accrued Interest
938.89
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
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: PENSKE TRUCK LEASING/PTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE TRUCK LEASING/PTL
Security Description
3.375% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
3.375
Original Face
0.00
Shares Par Value
420000.00
Base Market Value
430239.60
Base Total Cost
419819.40
Base Unrealized Gain Loss
10420.20
Base Accrued Interest
5906.25
Local Market Value
430239.60
Local Total Cost Amount
419819.40
Local Unrealized Gain Loss
10420.20
Local Accrued Interest
5906.25
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
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: PENSKE TRUCK LEASING/PTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE TRUCK LEASING/PTL
Security Description
3.4% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
3.4
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
196534.00
Base Total Cost
199845.17
Base Unrealized Gain Loss
-3311.17
Base Accrued Interest
868.90
Local Market Value
196534.00
Local Total Cost Amount
199845.17
Local Unrealized Gain Loss
-3311.17
Local Accrued Interest
868.90
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
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: PENTAIR FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENTAIR FINANCE SA
Security Description
2.65% 01 Dec 2019
Maturity Date
2019-12-01T00:00:00.000
Interest Rate
2.65
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
251895.00
Base Total Cost
249412.50
Base Unrealized Gain Loss
2482.50
Base Accrued Interest
552.08
Local Market Value
251895.00
Local Total Cost Amount
249412.50
Local Unrealized Gain Loss
2482.50
Local Accrued Interest
552.08
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
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: PEOPLES UNITED BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEOPLES UNITED BANK
Security Description
4% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
327876.25
Base Total Cost
323079.25
Base Unrealized Gain Loss
4797.00
Base Accrued Interest
5994.44
Local Market Value
327876.25
Local Total Cost Amount
323079.25
Local Unrealized Gain Loss
4797.00
Local Accrued Interest
5994.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: PEPSICO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEPSICO INC
Security Description
2.375% 06 Oct 2026
Maturity Date
2026-10-06T00:00:00.000
Interest Rate
2.375
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
476210.00
Base Total Cost
497050.00
Base Unrealized Gain Loss
-20840.00
Base Accrued Interest
2803.82
Local Market Value
476210.00
Local Total Cost Amount
497050.00
Local Unrealized Gain Loss
-20840.00
Local Accrued Interest
2803.82
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
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: PEPSICO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEPSICO INC
Security Description
1% 30 Apr 2018
Maturity Date
2018-04-30T00:00:00.000
Interest Rate
1.34178
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
500545.00
Base Total Cost
500418.33
Base Unrealized Gain Loss
126.67
Base Accrued Interest
1192.70
Local Market Value
500545.00
Local Total Cost Amount
500418.33
Local Unrealized Gain Loss
126.67
Local Accrued Interest
1192.70
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
BEVERAGES
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: PERFORMANCE FOOD GROUP I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PERFORMANCE FOOD GROUP I
Security Description
5.5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1105000.00
Base Market Value
1140912.50
Base Total Cost
1150300.00
Base Unrealized Gain Loss
-9387.50
Base Accrued Interest
5064.58
Local Market Value
1140912.50
Local Total Cost Amount
1150300.00
Local Unrealized Gain Loss
-9387.50
Local Accrued Interest
5064.58
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: PERFORMANCE FOOD GROUP I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PERFORMANCE FOOD GROUP I
Security Description
5.5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
470000.00
Base Market Value
485275.00
Base Total Cost
484100.00
Base Unrealized Gain Loss
1175.00
Base Accrued Interest
2154.17
Local Market Value
485275.00
Local Total Cost Amount
484100.00
Local Unrealized Gain Loss
1175.00
Local Accrued Interest
2154.17
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
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: PERFORMANCE FOOD GROUP I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PERFORMANCE FOOD GROUP I
Security Description
5.5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
184000.00
Base Market Value
189980.00
Base Total Cost
190440.00
Base Unrealized Gain Loss
-460.00
Base Accrued Interest
843.33
Local Market Value
189980.00
Local Total Cost Amount
190440.00
Local Unrealized Gain Loss
-460.00
Local Accrued Interest
843.33
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
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: PERNOD RICARD SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PERNOD RICARD SA
Security Description
4.45% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
1585000.00
Base Market Value
1699405.30
Base Total Cost
1651363.95
Base Unrealized Gain Loss
48041.35
Base Accrued Interest
32523.32
Local Market Value
1699405.30
Local Total Cost Amount
1651363.95
Local Unrealized Gain Loss
48041.35
Local Accrued Interest
32523.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PERRIGO FINANCE UNLIMITE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PERRIGO FINANCE UNLIMITE
Security Description
3.5% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1033080.00
Base Total Cost
1021890.00
Base Unrealized Gain Loss
11190.00
Base Accrued Interest
10305.56
Local Market Value
1033080.00
Local Total Cost Amount
1021890.00
Local Unrealized Gain Loss
11190.00
Local Accrued Interest
10305.56
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
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: PERRIGO FINANCE UNLIMITE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PERRIGO FINANCE UNLIMITE
Security Description
4.375% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
410000.00
Base Market Value
422849.40
Base Total Cost
413193.54
Base Unrealized Gain Loss
9655.86
Base Accrued Interest
4533.60
Local Market Value
422849.40
Local Total Cost Amount
413193.54
Local Unrealized Gain Loss
9655.86
Local Accrued Interest
4533.60
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: PETRA DIAMONDS US TREAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETRA DIAMONDS US TREAS
Security Description
7.25% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
575000.00
Base Market Value
588483.75
Base Total Cost
574959.75
Base Unrealized Gain Loss
13524.00
Base Accrued Interest
9148.09
Local Market Value
588483.75
Local Total Cost Amount
574959.75
Local Unrealized Gain Loss
13524.00
Local Accrued Interest
9148.09
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
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: PETROBRAS GLOBAL FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROBRAS GLOBAL FINANCE
Security Description
8.75% 23 May 2026
Maturity Date
2026-05-23T00:00:00.000
Interest Rate
8.75
Original Face
0.00
Shares Par Value
830000.00
Base Market Value
954500.00
Base Total Cost
932388.03
Base Unrealized Gain Loss
22111.97
Base Accrued Interest
7665.97
Local Market Value
954500.00
Local Total Cost Amount
932388.03
Local Unrealized Gain Loss
22111.97
Local Accrued Interest
7665.97
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
FINANCE
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: PETROBRAS GLOBAL FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROBRAS GLOBAL FINANCE
Security Description
8.375% 23 May 2021
Maturity Date
2021-05-23T00:00:00.000
Interest Rate
8.375
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
783566.00
Base Total Cost
717071.00
Base Unrealized Gain Loss
66495.00
Base Accrued Interest
6188.20
Local Market Value
783566.00
Local Total Cost Amount
717071.00
Local Unrealized Gain Loss
66495.00
Local Accrued Interest
6188.20
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: PETROBRAS GLOBAL FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROBRAS GLOBAL FINANCE
Security Description
7.375% 17 Jan 2027
Maturity Date
2027-01-17T00:00:00.000
Interest Rate
7.375
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
84640.00
Base Total Cost
84800.00
Base Unrealized Gain Loss
-160.00
Base Accrued Interest
2687.78
Local Market Value
84640.00
Local Total Cost Amount
84800.00
Local Unrealized Gain Loss
-160.00
Local Accrued Interest
2687.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
3.5% 18 Jul 2018
Maturity Date
2018-07-18T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
1350000.00
Base Market Value
1366335.00
Base Total Cost
1343817.00
Base Unrealized Gain Loss
22518.00
Base Accrued Interest
21393.75
Local Market Value
1366335.00
Local Total Cost Amount
1343817.00
Local Unrealized Gain Loss
22518.00
Local Accrued Interest
21393.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
5.75% 01 Mar 2018
Maturity Date
2018-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1175000.00
Base Market Value
1202436.25
Base Total Cost
1130296.66
Base Unrealized Gain Loss
72139.59
Base Accrued Interest
22520.83
Local Market Value
1202436.25
Local Total Cost Amount
1130296.66
Local Unrealized Gain Loss
72139.59
Local Accrued Interest
22520.83
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
4.625% 21 Sep 2023
Maturity Date
2023-09-21T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
755000.00
Base Market Value
764060.00
Base Total Cost
755000.00
Base Unrealized Gain Loss
9060.00
Base Accrued Interest
9699.65
Local Market Value
764060.00
Local Total Cost Amount
755000.00
Local Unrealized Gain Loss
9060.00
Local Accrued Interest
9699.65
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
5.625% 23 Jan 2046
Maturity Date
2046-01-23T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
664875.00
Base Total Cost
744555.00
Base Unrealized Gain Loss
-79680.00
Base Accrued Interest
18515.63
Local Market Value
664875.00
Local Total Cost Amount
744555.00
Local Unrealized Gain Loss
-79680.00
Local Accrued Interest
18515.63
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
5.5% 27 Jun 2044
Maturity Date
2044-06-27T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
663000.00
Base Total Cost
671250.00
Base Unrealized Gain Loss
-8250.00
Base Accrued Interest
458.33
Local Market Value
663000.00
Local Total Cost Amount
671250.00
Local Unrealized Gain Loss
-8250.00
Local Accrued Interest
458.33
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
6.375% 04 Feb 2021
Maturity Date
2021-02-04T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
710000.00
Base Market Value
768433.00
Base Total Cost
710000.00
Base Unrealized Gain Loss
58433.00
Base Accrued Interest
18482.19
Local Market Value
768433.00
Local Total Cost Amount
710000.00
Local Unrealized Gain Loss
58433.00
Local Accrued Interest
18482.19
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
6.875% 04 Aug 2026
Maturity Date
2026-08-04T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
540000.00
Base Market Value
598320.00
Base Total Cost
539001.00
Base Unrealized Gain Loss
59319.00
Base Accrued Interest
15159.38
Local Market Value
598320.00
Local Total Cost Amount
539001.00
Local Unrealized Gain Loss
59319.00
Local Accrued Interest
15159.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
6.5% 13 Mar 2027
Maturity Date
2027-03-13T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
524000.00
Base Market Value
562907.00
Base Total Cost
519252.56
Base Unrealized Gain Loss
43654.44
Base Accrued Interest
10218.00
Local Market Value
562907.00
Local Total Cost Amount
519252.56
Local Unrealized Gain Loss
43654.44
Local Accrued Interest
10218.00
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
5.5% 27 Jun 2044
Maturity Date
2044-06-27T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
353600.00
Base Total Cost
308400.00
Base Unrealized Gain Loss
45200.00
Base Accrued Interest
244.44
Local Market Value
353600.00
Local Total Cost Amount
308400.00
Local Unrealized Gain Loss
45200.00
Local Accrued Interest
244.44
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
6% 05 Mar 2020
Maturity Date
2020-03-05T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
305000.00
Base Market Value
326960.00
Base Total Cost
301303.40
Base Unrealized Gain Loss
25656.60
Base Accrued Interest
5896.67
Local Market Value
326960.00
Local Total Cost Amount
301303.40
Local Unrealized Gain Loss
25656.60
Local Accrued Interest
5896.67
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
5.375% 13 Mar 2022
Maturity Date
2022-03-13T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
255000.00
Base Market Value
268451.25
Base Total Cost
253587.30
Base Unrealized Gain Loss
14863.95
Base Accrued Interest
4111.87
Local Market Value
268451.25
Local Total Cost Amount
253587.30
Local Unrealized Gain Loss
14863.95
Local Accrued Interest
4111.87
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
6.375% 23 Jan 2045
Maturity Date
2045-01-23T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
243750.00
Base Total Cost
248130.00
Base Unrealized Gain Loss
-4380.00
Base Accrued Interest
6994.79
Local Market Value
243750.00
Local Total Cost Amount
248130.00
Local Unrealized Gain Loss
-4380.00
Local Accrued Interest
6994.79
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
6.5% 02 Jun 2041
Maturity Date
2041-06-02T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
223425.00
Base Total Cost
225843.75
Base Unrealized Gain Loss
-2418.75
Base Accrued Interest
1178.13
Local Market Value
223425.00
Local Total Cost Amount
225843.75
Local Unrealized Gain Loss
-2418.75
Local Accrued Interest
1178.13
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
3.5% 18 Jul 2018
Maturity Date
2018-07-18T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
168000.00
Base Market Value
170032.80
Base Total Cost
167901.77
Base Unrealized Gain Loss
2131.03
Base Accrued Interest
2662.33
Local Market Value
170032.80
Local Total Cost Amount
167901.77
Local Unrealized Gain Loss
2131.03
Local Accrued Interest
2662.33
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
5.375% 13 Mar 2022
Maturity Date
2022-03-13T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
105000.00
Base Market Value
110538.75
Base Total Cost
104418.30
Base Unrealized Gain Loss
6120.45
Base Accrued Interest
1693.12
Local Market Value
110538.75
Local Total Cost Amount
104418.30
Local Unrealized Gain Loss
6120.45
Local Accrued Interest
1693.12
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: PETROLEOS MEXICANOS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROLEOS MEXICANOS
Security Description
6.5% 13 Mar 2027
Maturity Date
2027-03-13T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
107425.00
Base Total Cost
99094.00
Base Unrealized Gain Loss
8331.00
Base Accrued Interest
1950.00
Local Market Value
107425.00
Local Total Cost Amount
99094.00
Local Unrealized Gain Loss
8331.00
Local Accrued Interest
1950.00
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: PETSMART INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETSMART INC
Security Description
7.125% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
855000.00
Base Market Value
760950.00
Base Total Cost
898256.25
Base Unrealized Gain Loss
-137306.25
Base Accrued Interest
17937.18
Local Market Value
760950.00
Local Total Cost Amount
898256.25
Local Unrealized Gain Loss
-137306.25
Local Accrued Interest
17937.18
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: PETSMART INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETSMART INC
Security Description
7.125% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
580000.00
Base Market Value
516200.00
Base Total Cost
586906.24
Base Unrealized Gain Loss
-70706.24
Base Accrued Interest
12167.93
Local Market Value
516200.00
Local Total Cost Amount
586906.24
Local Unrealized Gain Loss
-70706.24
Local Accrued Interest
12167.93
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: PETSMART INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETSMART INC
Security Description
7.125% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
445000.00
Base Total Cost
499250.00
Base Unrealized Gain Loss
-54250.00
Base Accrued Interest
10489.58
Local Market Value
445000.00
Local Total Cost Amount
499250.00
Local Unrealized Gain Loss
-54250.00
Local Accrued Interest
10489.58
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
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