Ask NYC Browse All Data Public Safety Transportation Health Buildings

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
DOWNLOAD CSV
Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RENT A CENTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RENT A CENTER INC
Security Description
4.75% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
1260000.00
Base Market Value
1140300.00
Base Total Cost
1095437.50
Base Unrealized Gain Loss
44862.50
Base Accrued Interest
9975.01
Local Market Value
1140300.00
Local Total Cost Amount
1095437.50
Local Unrealized Gain Loss
44862.50
Local Accrued Interest
9975.01
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
INDUSTRIAL
Moody S Quality Rating
B3
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: REPUBLIC OF COLOMBIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF COLOMBIA
Security Description
4% 26 Feb 2024
Maturity Date
2024-02-26T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
2275000.00
Base Market Value
2361450.00
Base Total Cost
2246750.66
Base Unrealized Gain Loss
114699.34
Base Accrued Interest
31597.22
Local Market Value
2361450.00
Local Total Cost Amount
2246750.66
Local Unrealized Gain Loss
114699.34
Local Accrued Interest
31597.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: REPUBLIC OF COLOMBIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF COLOMBIA
Security Description
5.625% 26 Feb 2044
Maturity Date
2044-02-26T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
765100.00
Base Total Cost
697739.00
Base Unrealized Gain Loss
67361.00
Base Accrued Interest
13671.88
Local Market Value
765100.00
Local Total Cost Amount
697739.00
Local Unrealized Gain Loss
67361.00
Local Accrued Interest
13671.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: REPUBLIC OF COLOMBIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF COLOMBIA
Security Description
4.375% 12 Jul 2021
Maturity Date
2021-07-12T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
638400.00
Base Total Cost
597594.00
Base Unrealized Gain Loss
40806.00
Base Accrued Interest
12322.92
Local Market Value
638400.00
Local Total Cost Amount
597594.00
Local Unrealized Gain Loss
40806.00
Local Accrued Interest
12322.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: REPUBLIC OF COLOMBIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF COLOMBIA
Security Description
5% 15 Jun 2045
Maturity Date
2045-06-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
315000.00
Base Market Value
316890.00
Base Total Cost
289327.50
Base Unrealized Gain Loss
27562.50
Base Accrued Interest
700.00
Local Market Value
316890.00
Local Total Cost Amount
289327.50
Local Unrealized Gain Loss
27562.50
Local Accrued Interest
700.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: REPUBLIC OF INDONESIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF INDONESIA
Security Description
4.125% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.125
Original Face
0.00
Shares Par Value
1725000.00
Base Market Value
1778613.00
Base Total Cost
1717453.89
Base Unrealized Gain Loss
61159.11
Base Accrued Interest
32810.93
Local Market Value
1778613.00
Local Total Cost Amount
1717453.89
Local Unrealized Gain Loss
61159.11
Local Accrued Interest
32810.93
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: REPUBLIC OF INDONESIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF INDONESIA
Security Description
3.375% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
3.375
Original Face
0.00
Shares Par Value
1050000.00
Base Market Value
1054305.00
Base Total Cost
925858.50
Base Unrealized Gain Loss
128446.50
Base Accrued Interest
7481.25
Local Market Value
1054305.00
Local Total Cost Amount
925858.50
Local Unrealized Gain Loss
128446.50
Local Accrued Interest
7481.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: REPUBLIC OF INDONESIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF INDONESIA
Security Description
4.875% 05 May 2021
Maturity Date
2021-05-05T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
900000.00
Base Market Value
966609.00
Base Total Cost
927000.00
Base Unrealized Gain Loss
39609.00
Base Accrued Interest
6825.00
Local Market Value
966609.00
Local Total Cost Amount
927000.00
Local Unrealized Gain Loss
39609.00
Local Accrued Interest
6825.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
FOREIGN
Minor Industry Name
SOVEREIGN
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: REPUBLIC OF PANAMA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF PANAMA
Security Description
3.875% 17 Mar 2028
Maturity Date
2028-03-17T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
2175000.00
Base Market Value
2229375.00
Base Total Cost
2153576.25
Base Unrealized Gain Loss
75798.75
Base Accrued Interest
24347.91
Local Market Value
2229375.00
Local Total Cost Amount
2153576.25
Local Unrealized Gain Loss
75798.75
Local Accrued Interest
24347.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: REPUBLIC OF PANAMA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF PANAMA
Security Description
3.75% 16 Mar 2025
Maturity Date
2025-03-16T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
1150000.00
Base Market Value
1184500.00
Base Total Cost
1136855.50
Base Unrealized Gain Loss
47644.50
Base Accrued Interest
12578.12
Local Market Value
1184500.00
Local Total Cost Amount
1136855.50
Local Unrealized Gain Loss
47644.50
Local Accrued Interest
12578.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
FOREIGN
Minor Industry Name
SOVEREIGN
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: REPUBLIC OF PARAGUAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF PARAGUAY
Security Description
5% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
279000.00
Base Market Value
294693.75
Base Total Cost
278991.63
Base Unrealized Gain Loss
15702.12
Base Accrued Interest
2945.00
Local Market Value
294693.75
Local Total Cost Amount
278991.63
Local Unrealized Gain Loss
15702.12
Local Accrued Interest
2945.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: REPUBLIC OF PERU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF PERU
Security Description
5.625% 18 Nov 2050
Maturity Date
2050-11-18T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
333162.50
Base Total Cost
328772.71
Base Unrealized Gain Loss
4389.79
Base Accrued Interest
1847.66
Local Market Value
333162.50
Local Total Cost Amount
328772.71
Local Unrealized Gain Loss
4389.79
Local Accrued Interest
1847.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: REPUBLIC OF POLAND
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF POLAND
Security Description
3.25% 06 Apr 2026
Maturity Date
2026-04-06T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
670000.00
Base Market Value
681725.00
Base Total Cost
664968.30
Base Unrealized Gain Loss
16756.70
Base Accrued Interest
5141.32
Local Market Value
681725.00
Local Total Cost Amount
664968.30
Local Unrealized Gain Loss
16756.70
Local Accrued Interest
5141.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A2
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: REPUBLICA ORIENT URUGUAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLICA ORIENT URUGUAY
Security Description
5.1% 18 Jun 2050
Maturity Date
2050-06-18T00:00:00.000
Interest Rate
5.1
Original Face
350000.00
Shares Par Value
350000.00
Base Market Value
356300.00
Base Total Cost
354879.00
Base Unrealized Gain Loss
1421.00
Base Accrued Interest
644.58
Local Market Value
356300.00
Local Total Cost Amount
354879.00
Local Unrealized Gain Loss
1421.00
Local Accrued Interest
644.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: RESOLUTION FUNDING STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESOLUTION FUNDING STRIP
Security Description
0.01% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
2200000.00
Base Market Value
1532674.00
Base Total Cost
1341428.00
Base Unrealized Gain Loss
191246.00
Base Accrued Interest
0
Local Market Value
1532674.00
Local Total Cost Amount
1341428.00
Local Unrealized Gain Loss
191246.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RESOLUTION FUNDING STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESOLUTION FUNDING STRIP
Security Description
0.01% 15 Oct 2028
Maturity Date
2028-10-15T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
1310000.00
Base Market Value
943697.80
Base Total Cost
901150.31
Base Unrealized Gain Loss
42547.49
Base Accrued Interest
0
Local Market Value
943697.80
Local Total Cost Amount
901150.31
Local Unrealized Gain Loss
42547.49
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RESOLUTION FUNDING STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESOLUTION FUNDING STRIP
Security Description
0.01% 15 Oct 2028
Maturity Date
2028-10-15T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
360190.00
Base Total Cost
315169.53
Base Unrealized Gain Loss
45020.47
Base Accrued Interest
0
Local Market Value
360190.00
Local Total Cost Amount
315169.53
Local Unrealized Gain Loss
45020.47
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: REVLON CONSUMER PRODS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REVLON CONSUMER PRODS
Security Description
5.75% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
565000.00
Base Market Value
519800.00
Base Total Cost
555400.00
Base Unrealized Gain Loss
-35600.00
Base Accrued Interest
12273.05
Local Market Value
519800.00
Local Total Cost Amount
555400.00
Local Unrealized Gain Loss
-35600.00
Local Accrued Interest
12273.05
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: REVLON CONSUMER PRODUCTS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REVLON CONSUMER PRODUCTS
Security Description
6.25% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
940000.00
Base Market Value
817800.00
Base Total Cost
952406.25
Base Unrealized Gain Loss
-134606.25
Base Accrued Interest
24479.17
Local Market Value
817800.00
Local Total Cost Amount
952406.25
Local Unrealized Gain Loss
-134606.25
Local Accrued Interest
24479.17
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
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
4.45% 12 Jun 2025
Maturity Date
2025-06-12T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
3170000.00
Base Market Value
3396179.50
Base Total Cost
3160394.90
Base Unrealized Gain Loss
235784.60
Base Accrued Interest
7445.10
Local Market Value
3396179.50
Local Total Cost Amount
3160394.90
Local Unrealized Gain Loss
235784.60
Local Accrued Interest
7445.10
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
4% 12 Jun 2022
Maturity Date
2022-06-12T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
1170000.00
Base Market Value
1239802.20
Base Total Cost
1168373.70
Base Unrealized Gain Loss
71428.50
Base Accrued Interest
2470.00
Local Market Value
1239802.20
Local Total Cost Amount
1168373.70
Local Unrealized Gain Loss
71428.50
Local Accrued Interest
2470.00
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
8.125% 23 Jun 2019
Maturity Date
2019-06-23T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1115320.00
Base Total Cost
1182996.00
Base Unrealized Gain Loss
-67676.00
Base Accrued Interest
1805.56
Local Market Value
1115320.00
Local Total Cost Amount
1182996.00
Local Unrealized Gain Loss
-67676.00
Local Accrued Interest
1805.56
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
5.85% 15 Aug 2045
Maturity Date
2045-08-15T00:00:00.000
Interest Rate
5.85
Original Face
0.00
Shares Par Value
751000.00
Base Market Value
919824.80
Base Total Cost
851251.26
Base Unrealized Gain Loss
68573.54
Base Accrued Interest
16597.10
Local Market Value
919824.80
Local Total Cost Amount
851251.26
Local Unrealized Gain Loss
68573.54
Local Accrued Interest
16597.10
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
2.3% 12 Jun 2018
Maturity Date
2018-06-12T00:00:00.000
Interest Rate
2.3
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
753270.00
Base Total Cost
760747.50
Base Unrealized Gain Loss
-7477.50
Base Accrued Interest
910.42
Local Market Value
753270.00
Local Total Cost Amount
760747.50
Local Unrealized Gain Loss
-7477.50
Local Accrued Interest
910.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
1% 04 Aug 2041
Maturity Date
2041-08-04T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
627465.00
Base Total Cost
577754.00
Base Unrealized Gain Loss
49711.00
Base Accrued Interest
14291.66
Local Market Value
627465.00
Local Total Cost Amount
577754.00
Local Unrealized Gain Loss
49711.00
Local Accrued Interest
14291.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
4% 12 Jun 2022
Maturity Date
2022-06-12T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
265000.00
Base Market Value
280809.90
Base Total Cost
264631.65
Base Unrealized Gain Loss
16178.25
Base Accrued Interest
559.44
Local Market Value
280809.90
Local Total Cost Amount
264631.65
Local Unrealized Gain Loss
16178.25
Local Accrued Interest
559.44
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
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
8.125% 01 May 2040
Maturity Date
2040-05-01T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
349487.50
Base Total Cost
319921.75
Base Unrealized Gain Loss
29565.75
Base Accrued Interest
3385.42
Local Market Value
349487.50
Local Total Cost Amount
319921.75
Local Unrealized Gain Loss
29565.75
Local Accrued Interest
3385.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
6.875% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
180000.00
Base Market Value
202467.60
Base Total Cost
209083.32
Base Unrealized Gain Loss
-6615.72
Base Accrued Interest
2062.50
Local Market Value
202467.60
Local Total Cost Amount
209083.32
Local Unrealized Gain Loss
-6615.72
Local Accrued Interest
2062.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: RITE AID CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RITE AID CORP
Security Description
6.125% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
1100000.00
Base Market Value
1080068.00
Base Total Cost
1106341.75
Base Unrealized Gain Loss
-26273.75
Base Accrued Interest
28072.87
Local Market Value
1080068.00
Local Total Cost Amount
1106341.75
Local Unrealized Gain Loss
-26273.75
Local Accrued Interest
28072.87
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
5.7% 15 Aug 2035
Maturity Date
2035-08-15T00:00:00.000
Interest Rate
5.7
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
207375.00
Base Total Cost
220172.75
Base Unrealized Gain Loss
-12797.75
Base Accrued Interest
3768.33
Local Market Value
207375.00
Local Total Cost Amount
220172.75
Local Unrealized Gain Loss
-12797.75
Local Accrued Interest
3768.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
8.125% 23 Jun 2019
Maturity Date
2019-06-23T00:00:00.000
Interest Rate
8.125
Original Face
0.00
Shares Par Value
105000.00
Base Market Value
117108.60
Base Total Cost
124214.58
Base Unrealized Gain Loss
-7105.98
Base Accrued Interest
189.58
Local Market Value
117108.60
Local Total Cost Amount
124214.58
Local Unrealized Gain Loss
-7105.98
Local Accrued Interest
189.58
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
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
4.45% 12 Jun 2025
Maturity Date
2025-06-12T00:00:00.000
Interest Rate
4.45
Original Face
0.00
Shares Par Value
93000.00
Base Market Value
99635.55
Base Total Cost
92718.21
Base Unrealized Gain Loss
6917.34
Base Accrued Interest
218.42
Local Market Value
99635.55
Local Total Cost Amount
92718.21
Local Unrealized Gain Loss
6917.34
Local Accrued Interest
218.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
4% 12 Jun 2022
Maturity Date
2022-06-12T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
58000.00
Base Market Value
61460.28
Base Total Cost
57919.38
Base Unrealized Gain Loss
3540.90
Base Accrued Interest
122.44
Local Market Value
61460.28
Local Total Cost Amount
57919.38
Local Unrealized Gain Loss
3540.90
Local Accrued Interest
122.44
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
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
5.7% 15 Aug 2035
Maturity Date
2035-08-15T00:00:00.000
Interest Rate
5.7
Original Face
0.00
Shares Par Value
48000.00
Base Market Value
56880.00
Base Total Cost
47787.84
Base Unrealized Gain Loss
9092.16
Base Accrued Interest
1033.60
Local Market Value
56880.00
Local Total Cost Amount
47787.84
Local Unrealized Gain Loss
9092.16
Local Accrued Interest
1033.60
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
3.25% 12 Jun 2020
Maturity Date
2020-06-12T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
39000.00
Base Market Value
40152.06
Base Total Cost
38992.98
Base Unrealized Gain Loss
1159.08
Base Accrued Interest
66.90
Local Market Value
40152.06
Local Total Cost Amount
38992.98
Local Unrealized Gain Loss
1159.08
Local Accrued Interest
66.90
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
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: REYNOLDS GROUP HLDGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GROUP HLDGS INC
Security Description
1% 05 Feb 2023
Maturity Date
2023-02-05T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
1165371.54
Base Market Value
1168156.78
Base Total Cost
1165550.57
Base Unrealized Gain Loss
2606.21
Base Accrued Interest
0
Local Market Value
1168156.78
Local Total Cost Amount
1165550.57
Local Unrealized Gain Loss
2606.21
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
5.75% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
2225000.00
Base Market Value
2276931.50
Base Total Cost
2305354.17
Base Unrealized Gain Loss
-28422.67
Base Accrued Interest
27009.03
Local Market Value
2276931.50
Local Total Cost Amount
2305354.17
Local Unrealized Gain Loss
-28422.67
Local Accrued Interest
27009.03
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
5.75% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
1125000.00
Base Market Value
1151257.50
Base Total Cost
1140468.75
Base Unrealized Gain Loss
10788.75
Base Accrued Interest
13656.25
Local Market Value
1151257.50
Local Total Cost Amount
1140468.75
Local Unrealized Gain Loss
10788.75
Local Accrued Interest
13656.25
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
5.75% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
985000.00
Base Market Value
1007989.90
Base Total Cost
1015783.39
Base Unrealized Gain Loss
-7793.49
Base Accrued Interest
11961.60
Local Market Value
1007989.90
Local Total Cost Amount
1015783.39
Local Unrealized Gain Loss
-7793.49
Local Accrued Interest
11961.60
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
5.125% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
820000.00
Base Market Value
851775.00
Base Total Cost
831706.25
Base Unrealized Gain Loss
20068.75
Base Accrued Interest
19382.44
Local Market Value
851775.00
Local Total Cost Amount
831706.25
Local Unrealized Gain Loss
20068.75
Local Accrued Interest
19382.44
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
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
7% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
780000.00
Base Market Value
836721.60
Base Total Cost
844350.00
Base Unrealized Gain Loss
-7628.40
Base Accrued Interest
25176.67
Local Market Value
836721.60
Local Total Cost Amount
844350.00
Local Unrealized Gain Loss
-7628.40
Local Accrued Interest
25176.67
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
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
7% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
500000.00
Base Market Value
536360.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
36360.00
Base Accrued Interest
16138.89
Local Market Value
536360.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
36360.00
Local Accrued Interest
16138.89
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
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
6.875% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
278698.27
Base Market Value
286362.47
Base Total Cost
301342.50
Base Unrealized Gain Loss
-14980.03
Base Accrued Interest
7238.41
Local Market Value
286362.47
Local Total Cost Amount
301342.50
Local Unrealized Gain Loss
-14980.03
Local Accrued Interest
7238.41
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
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
7% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
268180.00
Base Total Cost
250000.00
Base Unrealized Gain Loss
18180.00
Base Accrued Interest
8069.44
Local Market Value
268180.00
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
18180.00
Local Accrued Interest
8069.44
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
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
5.75% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
115000.00
Base Market Value
117684.10
Base Total Cost
116725.00
Base Unrealized Gain Loss
959.10
Base Accrued Interest
1395.97
Local Market Value
117684.10
Local Total Cost Amount
116725.00
Local Unrealized Gain Loss
959.10
Local Accrued Interest
1395.97
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
5.125% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
105000.00
Base Market Value
109068.75
Base Total Cost
108675.00
Base Unrealized Gain Loss
393.75
Base Accrued Interest
2481.35
Local Market Value
109068.75
Local Total Cost Amount
108675.00
Local Unrealized Gain Loss
393.75
Local Accrued Interest
2481.35
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
5.75% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
102334.00
Base Total Cost
102875.00
Base Unrealized Gain Loss
-541.00
Base Accrued Interest
1213.89
Local Market Value
102334.00
Local Total Cost Amount
102875.00
Local Unrealized Gain Loss
-541.00
Local Accrued Interest
1213.89
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
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: RFCSP STRIP PRINCIPAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RFCSP STRIP PRINCIPAL
Security Description
0.01% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
0.01
Original Face
0.00
Shares Par Value
2405000.00
Base Market Value
1655121.00
Base Total Cost
1400735.08
Base Unrealized Gain Loss
254385.92
Base Accrued Interest
0
Local Market Value
1655121.00
Local Total Cost Amount
1400735.08
Local Unrealized Gain Loss
254385.92
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RH
Security Description
0.01% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
0.01
Original Face
0.00
Shares Par Value
1170000.00
Base Market Value
1064700.00
Base Total Cost
941254.00
Base Unrealized Gain Loss
123446.00
Base Accrued Interest
0
Local Market Value
1064700.00
Local Total Cost Amount
941254.00
Local Unrealized Gain Loss
123446.00
Local Accrued Interest
0
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: RHP HOTEL PPTY/RHP FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RHP HOTEL PPTY/RHP FINAN
Security Description
5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
840000.00
Base Market Value
858900.00
Base Total Cost
846650.00
Base Unrealized Gain Loss
12250.00
Base Accrued Interest
8866.67
Local Market Value
858900.00
Local Total Cost Amount
846650.00
Local Unrealized Gain Loss
12250.00
Local Accrued Interest
8866.67
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
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface