Ask NYC Browse All Data Public Safety Transportation Health Buildings

Office of The Comptroller: Teachers Retirement System Holdings Data

This dataset sets forth the Teachers 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 5u2d-n46s 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: CASCADES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC
Security Description
5.5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
715000.00
Base Market Value
729300.00
Base Total Cost
715000.00
Base Unrealized Gain Loss
14300.00
Base Accrued Interest
18133.19
Local Market Value
729300.00
Local Total Cost Amount
715000.00
Local Unrealized Gain Loss
14300.00
Local Accrued Interest
18133.19
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
CANADIAN
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SONIC AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SONIC AUTOMOTIVE INC
Security Description
6.125% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
502000.00
Base Market Value
499490.00
Base Total Cost
505281.25
Base Unrealized Gain Loss
-5791.25
Base Accrued Interest
9480.49
Local Market Value
499490.00
Local Total Cost Amount
505281.25
Local Unrealized Gain Loss
-5791.25
Local Accrued Interest
9480.49
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: EQUINIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUINIX INC
Security Description
5.375% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
26000.00
Base Market Value
27722.50
Base Total Cost
26000.00
Base Unrealized Gain Loss
1722.50
Base Accrued Interest
178.57
Local Market Value
27722.50
Local Total Cost Amount
26000.00
Local Unrealized Gain Loss
1722.50
Local Accrued Interest
178.57
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COTT HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COTT HOLDINGS INC
Security Description
5.5% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
570000.00
Base Market Value
581400.00
Base Total Cost
570000.00
Base Unrealized Gain Loss
11400.00
Base Accrued Interest
8621.25
Local Market Value
581400.00
Local Total Cost Amount
570000.00
Local Unrealized Gain Loss
11400.00
Local Accrued Interest
8621.25
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
CANADIAN
Moody S Quality Rating
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMGROUP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP CORP
Security Description
6.375% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
583000.00
Base Market Value
564052.50
Base Total Cost
574062.61
Base Unrealized Gain Loss
-10010.11
Base Accrued Interest
10943.39
Local Market Value
564052.50
Local Total Cost Amount
574062.61
Local Unrealized Gain Loss
-10010.11
Local Accrued Interest
10943.39
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
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: NEW HOME CO INC/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW HOME CO INC/THE
Security Description
7.25% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
438000.00
Base Market Value
453330.00
Base Total Cost
433449.18
Base Unrealized Gain Loss
19880.82
Base Accrued Interest
9173.67
Local Market Value
453330.00
Local Total Cost Amount
433449.18
Local Unrealized Gain Loss
19880.82
Local Accrued Interest
9173.67
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
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: KRATON POLYMERS LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRATON POLYMERS LLC/CAP
Security Description
7% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
441000.00
Base Market Value
463050.00
Base Total Cost
441000.00
Base Unrealized Gain Loss
22050.00
Base Accrued Interest
8317.75
Local Market Value
463050.00
Local Total Cost Amount
441000.00
Local Unrealized Gain Loss
22050.00
Local Accrued Interest
8317.75
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
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: DANA FINANCING LUX SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA FINANCING LUX SARL
Security Description
5.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
459000.00
Base Market Value
475065.00
Base Total Cost
459000.00
Base Unrealized Gain Loss
16065.00
Base Accrued Interest
6378.19
Local Market Value
475065.00
Local Total Cost Amount
459000.00
Local Unrealized Gain Loss
16065.00
Local Accrued Interest
6378.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
158000.00
Base Market Value
158197.50
Base Total Cost
158000.00
Base Unrealized Gain Loss
197.50
Base Accrued Interest
4826.68
Local Market Value
158197.50
Local Total Cost Amount
158000.00
Local Unrealized Gain Loss
197.50
Local Accrued Interest
4826.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: B+G FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
B+G FOODS INC
Security Description
5.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
170000.00
Base Market Value
173400.00
Base Total Cost
170000.00
Base Unrealized Gain Loss
3400.00
Base Accrued Interest
2181.67
Local Market Value
173400.00
Local Total Cost Amount
170000.00
Local Unrealized Gain Loss
3400.00
Local Accrued Interest
2181.67
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
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: CARDTRONICS INC / USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDTRONICS INC / USA
Security Description
5.5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
503000.00
Base Market Value
518090.00
Base Total Cost
503000.00
Base Unrealized Gain Loss
15090.00
Base Accrued Interest
6685.71
Local Market Value
518090.00
Local Total Cost Amount
503000.00
Local Unrealized Gain Loss
15090.00
Local Accrued Interest
6685.71
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXTERRAN NRG SOLUTIONS/F
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXTERRAN NRG SOLUTIONS/F
Security Description
8.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
519000.00
Base Market Value
529380.00
Base Total Cost
519000.00
Base Unrealized Gain Loss
10380.00
Base Accrued Interest
10190.78
Local Market Value
529380.00
Local Total Cost Amount
519000.00
Local Unrealized Gain Loss
10380.00
Local Accrued Interest
10190.78
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
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: VIDEOTRON LTD / LTEE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIDEOTRON LTD / LTEE
Security Description
5.125% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
372000.00
Base Market Value
382230.00
Base Total Cost
372000.00
Base Unrealized Gain Loss
10230.00
Base Accrued Interest
4130.75
Local Market Value
382230.00
Local Total Cost Amount
372000.00
Local Unrealized Gain Loss
10230.00
Local Accrued Interest
4130.75
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
CANADIAN
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: ULTRA RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ULTRA RESOURCES INC
Security Description
7.125% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
962000.00
Base Market Value
948772.50
Base Total Cost
952399.97
Base Unrealized Gain Loss
-3627.47
Base Accrued Interest
15041.27
Local Market Value
948772.50
Local Total Cost Amount
952399.97
Local Unrealized Gain Loss
-3627.47
Local Accrued Interest
15041.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: ULTRA RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ULTRA RESOURCES INC
Security Description
6.875% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
288000.00
Base Market Value
285840.00
Base Total Cost
288000.00
Base Unrealized Gain Loss
-2160.00
Base Accrued Interest
4345.00
Local Market Value
285840.00
Local Total Cost Amount
288000.00
Local Unrealized Gain Loss
-2160.00
Local Accrued Interest
4345.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.375% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
176000.00
Base Market Value
185680.00
Base Total Cost
176000.00
Base Unrealized Gain Loss
9680.00
Base Accrued Interest
2049.66
Local Market Value
185680.00
Local Total Cost Amount
176000.00
Local Unrealized Gain Loss
9680.00
Local Accrued Interest
2049.66
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
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: CUMBERLAND FARMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CUMBERLAND FARMS
Security Description
6.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
189000.00
Base Market Value
198922.50
Base Total Cost
191010.00
Base Unrealized Gain Loss
7912.50
Base Accrued Interest
2480.63
Local Market Value
198922.50
Local Total Cost Amount
191010.00
Local Unrealized Gain Loss
7912.50
Local Accrued Interest
2480.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: BOOZ ALLEN HAMILTON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOOZ ALLEN HAMILTON INC
Security Description
5.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
290000.00
Base Market Value
284925.00
Base Total Cost
290000.00
Base Unrealized Gain Loss
-5075.00
Base Accrued Interest
2724.79
Local Market Value
284925.00
Local Total Cost Amount
290000.00
Local Unrealized Gain Loss
-5075.00
Local Accrued Interest
2724.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: 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
Shares Par Value
289000.00
Base Market Value
300560.00
Base Total Cost
290032.50
Base Unrealized Gain Loss
10527.50
Base Accrued Interest
2980.32
Local Market Value
300560.00
Local Total Cost Amount
290032.50
Local Unrealized Gain Loss
10527.50
Local Accrued Interest
2980.32
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: EW SCRIPPS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EW SCRIPPS CO
Security Description
5.125% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
849000.00
Base Market Value
874470.00
Base Total Cost
860440.00
Base Unrealized Gain Loss
14030.00
Base Accrued Interest
7614.46
Local Market Value
874470.00
Local Total Cost Amount
860440.00
Local Unrealized Gain Loss
14030.00
Local Accrued Interest
7614.46
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
INDUSTRIAL
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: SCOTTS MIRACLE GRO CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCOTTS MIRACLE GRO CO
Security Description
5.25% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
366000.00
Base Market Value
383385.00
Base Total Cost
366000.00
Base Unrealized Gain Loss
17385.00
Base Accrued Interest
854.00
Local Market Value
383385.00
Local Total Cost Amount
366000.00
Local Unrealized Gain Loss
17385.00
Local Accrued Interest
854.00
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
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: STEEL DYNAMICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STEEL DYNAMICS INC
Security Description
5% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
578000.00
Base Market Value
593172.50
Base Total Cost
578000.00
Base Unrealized Gain Loss
15172.50
Base Accrued Interest
1284.44
Local Market Value
593172.50
Local Total Cost Amount
578000.00
Local Unrealized Gain Loss
15172.50
Local Accrued Interest
1284.44
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
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
4.25% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
498000.00
Base Market Value
494857.62
Base Total Cost
498000.00
Base Unrealized Gain Loss
-3142.38
Base Accrued Interest
2586.84
Local Market Value
494857.62
Local Total Cost Amount
498000.00
Local Unrealized Gain Loss
-3142.38
Local Accrued Interest
2586.84
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
445000.00
Base Market Value
474481.25
Base Total Cost
445000.00
Base Unrealized Gain Loss
29481.25
Base Accrued Interest
72.62
Local Market Value
474481.25
Local Total Cost Amount
445000.00
Local Unrealized Gain Loss
29481.25
Local Accrued Interest
72.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1083000.00
Base Market Value
1164225.00
Base Total Cost
1112718.00
Base Unrealized Gain Loss
51507.00
Base Accrued Interest
8603.60
Local Market Value
1164225.00
Local Total Cost Amount
1112718.00
Local Unrealized Gain Loss
51507.00
Local Accrued Interest
8603.60
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
FINANCE
Moody S Quality Rating
Ba2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NCL CORPORATION LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL CORPORATION LTD
Security Description
4.625% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
425000.00
Base Market Value
436292.25
Base Total Cost
425000.00
Base Unrealized Gain Loss
11292.25
Base Accrued Interest
2511.63
Local Market Value
436292.25
Local Total Cost Amount
425000.00
Local Unrealized Gain Loss
11292.25
Local Accrued Interest
2511.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
5% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1125000.00
Base Market Value
1156983.75
Base Total Cost
1132562.75
Base Unrealized Gain Loss
24421.00
Base Accrued Interest
25937.49
Local Market Value
1156983.75
Local Total Cost Amount
1132562.75
Local Unrealized Gain Loss
24421.00
Local Accrued Interest
25937.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
-0.02
Base Market Value
-0.02
Base Total Cost
-0.02
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-0.02
Local Total Cost Amount
-0.02
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
5.75% 20 Nov 2025
Maturity Date
2025-11-20T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
222000.00
Base Market Value
233655.00
Base Total Cost
219924.30
Base Unrealized Gain Loss
13730.70
Base Accrued Interest
1453.79
Local Market Value
233655.00
Local Total Cost Amount
219924.30
Local Unrealized Gain Loss
13730.70
Local Accrued Interest
1453.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: ZAYO GROUP LLC/ZAYO CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZAYO GROUP LLC/ZAYO CAP
Security Description
6% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
529000.00
Base Market Value
556772.50
Base Total Cost
555251.25
Base Unrealized Gain Loss
1521.25
Base Accrued Interest
7984.33
Local Market Value
556772.50
Local Total Cost Amount
555251.25
Local Unrealized Gain Loss
1521.25
Local Accrued Interest
7984.33
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
TELEPHONE
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ABC SUPPLY CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABC SUPPLY CO INC
Security Description
5.75% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
216000.00
Base Market Value
228420.00
Base Total Cost
223402.50
Base Unrealized Gain Loss
5017.50
Base Accrued Interest
552.00
Local Market Value
228420.00
Local Total Cost Amount
223402.50
Local Unrealized Gain Loss
5017.50
Local Accrued Interest
552.00
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
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: SEMGROUP/ROSE ROCK FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP/ROSE ROCK FIN
Security Description
5.625% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
639000.00
Base Market Value
607050.00
Base Total Cost
628187.05
Base Unrealized Gain Loss
-21137.05
Base Accrued Interest
4592.82
Local Market Value
607050.00
Local Total Cost Amount
628187.05
Local Unrealized Gain Loss
-21137.05
Local Accrued Interest
4592.82
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
FINANCE
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: TREEHOUSE FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TREEHOUSE FOODS INC
Security Description
6% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
708000.00
Base Market Value
754020.00
Base Total Cost
731253.75
Base Unrealized Gain Loss
22766.25
Base Accrued Interest
16048.00
Local Market Value
754020.00
Local Total Cost Amount
731253.75
Local Unrealized Gain Loss
22766.25
Local Accrued Interest
16048.00
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
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
5.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1010000.00
Base Market Value
1118575.00
Base Total Cost
1027824.93
Base Unrealized Gain Loss
90750.07
Base Accrued Interest
12526.80
Local Market Value
1118575.00
Local Total Cost Amount
1027824.93
Local Unrealized Gain Loss
90750.07
Local Accrued Interest
12526.80
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: AV HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AV HOMES INC
Security Description
6.625% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
233000.00
Base Market Value
240281.25
Base Total Cost
233000.00
Base Unrealized Gain Loss
7281.25
Base Accrued Interest
1843.77
Local Market Value
240281.25
Local Total Cost Amount
233000.00
Local Unrealized Gain Loss
7281.25
Local Accrued Interest
1843.77
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: CENTURY COMMUNITIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURY COMMUNITIES
Security Description
5.875% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
582000.00
Base Market Value
579090.00
Base Total Cost
582000.00
Base Unrealized Gain Loss
-2910.00
Base Accrued Interest
4653.98
Local Market Value
579090.00
Local Total Cost Amount
582000.00
Local Unrealized Gain Loss
-2910.00
Local Accrued Interest
4653.98
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
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: CDK GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDK GLOBAL INC
Security Description
4.875% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
561000.00
Base Market Value
576427.50
Base Total Cost
561000.00
Base Unrealized Gain Loss
15427.50
Base Accrued Interest
3494.56
Local Market Value
576427.50
Local Total Cost Amount
561000.00
Local Unrealized Gain Loss
15427.50
Local Accrued Interest
3494.56
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
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: FIRSTCASH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTCASH INC
Security Description
5.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
706000.00
Base Market Value
736887.50
Base Total Cost
708135.00
Base Unrealized Gain Loss
28752.50
Base Accrued Interest
3267.70
Local Market Value
736887.50
Local Total Cost Amount
708135.00
Local Unrealized Gain Loss
28752.50
Local Accrued Interest
3267.70
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELEK LOGISTICS PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELEK LOGISTICS PARTNERS
Security Description
6.75% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
606000.00
Base Market Value
612060.00
Base Total Cost
601424.70
Base Unrealized Gain Loss
10635.30
Base Accrued Interest
4317.75
Local Market Value
612060.00
Local Total Cost Amount
601424.70
Local Unrealized Gain Loss
10635.30
Local Accrued Interest
4317.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: HERTZ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERTZ CORP
Security Description
7.625% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
461000.00
Base Market Value
459893.60
Base Total Cost
461000.00
Base Unrealized Gain Loss
-1106.40
Base Accrued Interest
2441.06
Local Market Value
459893.60
Local Total Cost Amount
461000.00
Local Unrealized Gain Loss
-1106.40
Local Accrued Interest
2441.06
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
BB-
Direct Group Trust Holding
Direct
ILS
Local Currency Code: ILS • Trade Country Name: ISRAEL • Security Name: NEW ISRAELI SHEQEL
Local Currency Code
ILS
Trade Country Name
ISRAEL
Security Name
NEW ISRAELI SHEQEL
Interest Rate
0
Original Face
0
Shares Par Value
829.03
Base Market Value
237.56
Base Total Cost
230.48
Base Unrealized Gain Loss
7.08
Base Accrued Interest
0
Local Market Value
829.03
Local Total Cost Amount
829.03
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NOKIA OYJ
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOKIA OYJ
Security Description
3.375% 12 Jun 2022
Maturity Date
2022-06-12T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
313000.00
Base Market Value
315378.80
Base Total Cost
311431.87
Base Unrealized Gain Loss
3946.93
Base Accrued Interest
557.53
Local Market Value
315378.80
Local Total Cost Amount
311431.87
Local Unrealized Gain Loss
3946.93
Local Accrued Interest
557.53
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
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: NOKIA OYJ
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOKIA OYJ
Security Description
4.375% 12 Jun 2027
Maturity Date
2027-06-12T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
313000.00
Base Market Value
318674.69
Base Total Cost
311719.83
Base Unrealized Gain Loss
6954.86
Base Accrued Interest
722.73
Local Market Value
318674.69
Local Total Cost Amount
311719.83
Local Unrealized Gain Loss
6954.86
Local Accrued Interest
722.73
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
TELEPHONE
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
5.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
611000.00
Base Market Value
613291.25
Base Total Cost
611000.00
Base Unrealized Gain Loss
2291.25
Base Accrued Interest
1478.70
Local Market Value
613291.25
Local Total Cost Amount
611000.00
Local Unrealized Gain Loss
2291.25
Local Accrued Interest
1478.70
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
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: FIRST QUALITY FINANCE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUALITY FINANCE CO
Security Description
5% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
514000.00
Base Market Value
524280.00
Base Total Cost
514000.00
Base Unrealized Gain Loss
10280.00
Base Accrued Interest
285.56
Local Market Value
524280.00
Local Total Cost Amount
514000.00
Local Unrealized Gain Loss
10280.00
Local Accrued Interest
285.56
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
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: J2 CLOUD LLC/GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
J2 CLOUD LLC/GLOBAL INC
Security Description
6% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
183000.00
Base Market Value
188490.00
Base Total Cost
183000.00
Base Unrealized Gain Loss
5490.00
Base Accrued Interest
0.20
Local Market Value
188490.00
Local Total Cost Amount
183000.00
Local Unrealized Gain Loss
5490.00
Local Accrued Interest
0.20
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KINROSS GOLD CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINROSS GOLD CORP
Security Description
4.5% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
186000.00
Base Market Value
185535.00
Base Total Cost
186000.00
Base Unrealized Gain Loss
-465.00
Base Accrued Interest
0
Local Market Value
185535.00
Local Total Cost Amount
186000.00
Local Unrealized Gain Loss
-465.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: QEP RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QEP RESOURCES INC
Security Description
5.375% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
858000.00
Base Market Value
825825.00
Base Total Cost
847087.50
Base Unrealized Gain Loss
-21262.50
Base Accrued Interest
11529.36
Local Market Value
825825.00
Local Total Cost Amount
847087.50
Local Unrealized Gain Loss
-21262.50
Local Accrued Interest
11529.36
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
ELECTRIC/GAS
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
5.8% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.8
Original Face
0
Shares Par Value
1382000.00
Base Market Value
1437280.00
Base Total Cost
1439904.33
Base Unrealized Gain Loss
-2624.33
Base Accrued Interest
23601.49
Local Market Value
1437280.00
Local Total Cost Amount
1439904.33
Local Unrealized Gain Loss
-2624.33
Local Accrued Interest
23601.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
261757.11
Base Market Value
261757.11
Base Total Cost
261757.11
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
261757.11
Local Total Cost Amount
261757.11
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface