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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
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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: UNITED AIR 2014 2 B PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED AIR 2014 2 B PTT
Security Description
4.625% 03 Mar 2024
Maturity Date
2024-03-03T00:00:00.000
Interest Rate
4.625
Original Face
33000.00
Shares Par Value
28301.69
Base Market Value
29150.74
Base Total Cost
28301.69
Base Unrealized Gain Loss
849.05
Base Accrued Interest
429.04
Local Market Value
29150.74
Local Total Cost Amount
28301.69
Local Unrealized Gain Loss
849.05
Local Accrued Interest
429.04
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
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
5.375% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
280000.00
Base Market Value
304500.00
Base Total Cost
296975.00
Base Unrealized Gain Loss
7525.00
Base Accrued Interest
2508.33
Local Market Value
304500.00
Local Total Cost Amount
296975.00
Local Unrealized Gain Loss
7525.00
Local Accrued Interest
2508.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: TEGNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEGNA INC
Security Description
4.875% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
135000.00
Base Market Value
138712.50
Base Total Cost
134015.89
Base Unrealized Gain Loss
4696.61
Base Accrued Interest
840.94
Local Market Value
138712.50
Local Total Cost Amount
134015.89
Local Unrealized Gain Loss
4696.61
Local Accrued Interest
840.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
6.25% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
617000.00
Base Market Value
550672.50
Base Total Cost
544500.00
Base Unrealized Gain Loss
6172.50
Base Accrued Interest
11354.52
Local Market Value
550672.50
Local Total Cost Amount
544500.00
Local Unrealized Gain Loss
6172.50
Local Accrued Interest
11354.52
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: TEGNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEGNA INC
Security Description
5.5% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
173000.00
Base Market Value
178190.00
Base Total Cost
178838.75
Base Unrealized Gain Loss
-648.75
Base Accrued Interest
1215.81
Local Market Value
178190.00
Local Total Cost Amount
178838.75
Local Unrealized Gain Loss
-648.75
Local Accrued Interest
1215.81
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
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
571000.00
Base Market Value
604363.53
Base Total Cost
584515.00
Base Unrealized Gain Loss
19848.53
Base Accrued Interest
11420.00
Local Market Value
604363.53
Local Total Cost Amount
584515.00
Local Unrealized Gain Loss
19848.53
Local Accrued Interest
11420.00
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
TELEPHONE
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: AMSTED INDUSTRIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMSTED INDUSTRIES
Security Description
5.375% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
211000.00
Base Market Value
218385.00
Base Total Cost
211000.00
Base Unrealized Gain Loss
7385.00
Base Accrued Interest
3339.36
Local Market Value
218385.00
Local Total Cost Amount
211000.00
Local Unrealized Gain Loss
7385.00
Local Accrued Interest
3339.36
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AK STEEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AK STEEL CORP
Security Description
7.625% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
479000.00
Base Market Value
498313.28
Base Total Cost
496962.50
Base Unrealized Gain Loss
1350.78
Base Accrued Interest
9130.93
Local Market Value
498313.28
Local Total Cost Amount
496962.50
Local Unrealized Gain Loss
1350.78
Local Accrued Interest
9130.93
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: ARCONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC INC
Security Description
5.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
458000.00
Base Market Value
475175.00
Base Total Cost
448267.50
Base Unrealized Gain Loss
26907.50
Base Accrued Interest
5868.12
Local Market Value
475175.00
Local Total Cost Amount
448267.50
Local Unrealized Gain Loss
26907.50
Local Accrued Interest
5868.12
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
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANIXTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANIXTER INC
Security Description
5.125% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
328000.00
Base Market Value
349320.00
Base Total Cost
328000.00
Base Unrealized Gain Loss
21320.00
Base Accrued Interest
4202.50
Local Market Value
349320.00
Local Total Cost Amount
328000.00
Local Unrealized Gain Loss
21320.00
Local Accrued Interest
4202.50
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
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
6.75% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1276000.00
Base Market Value
1416360.00
Base Total Cost
1297812.97
Base Unrealized Gain Loss
118547.03
Base Accrued Interest
7177.50
Local Market Value
1416360.00
Local Total Cost Amount
1297812.97
Local Unrealized Gain Loss
118547.03
Local Accrued Interest
7177.50
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
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
5.875% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
314000.00
Base Market Value
347755.00
Base Total Cost
337550.00
Base Unrealized Gain Loss
10205.00
Base Accrued Interest
6969.05
Local Market Value
347755.00
Local Total Cost Amount
337550.00
Local Unrealized Gain Loss
10205.00
Local Accrued Interest
6969.05
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
FINANCE
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: INTELSAT JACKSON HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT JACKSON HLDG
Security Description
7.5% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
192000.00
Base Market Value
177120.00
Base Total Cost
200693.03
Base Unrealized Gain Loss
-23573.03
Base Accrued Interest
3600.00
Local Market Value
177120.00
Local Total Cost Amount
200693.03
Local Unrealized Gain Loss
-23573.03
Local Accrued Interest
3600.00
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
Caa2
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: L BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L BRANDS INC
Security Description
5.625% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
768000.00
Base Market Value
821760.00
Base Total Cost
784401.66
Base Unrealized Gain Loss
37358.34
Base Accrued Interest
16320.00
Local Market Value
821760.00
Local Total Cost Amount
784401.66
Local Unrealized Gain Loss
37358.34
Local Accrued Interest
16320.00
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
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: VEREIT OPERATING PARTNER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VEREIT OPERATING PARTNER
Security Description
4.6% 06 Feb 2024
Maturity Date
2024-02-06T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
562000.00
Base Market Value
586975.28
Base Total Cost
545430.00
Base Unrealized Gain Loss
41545.28
Base Accrued Interest
10412.61
Local Market Value
586975.28
Local Total Cost Amount
545430.00
Local Unrealized Gain Loss
41545.28
Local Accrued Interest
10412.61
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
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: 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 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
590000.00
Base Market Value
567875.00
Base Total Cost
587895.00
Base Unrealized Gain Loss
-20020.00
Base Accrued Interest
15303.13
Local Market Value
567875.00
Local Total Cost Amount
587895.00
Local Unrealized Gain Loss
-20020.00
Local Accrued Interest
15303.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.25% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
302000.00
Base Market Value
309927.50
Base Total Cost
307215.00
Base Unrealized Gain Loss
2712.50
Base Accrued Interest
8703.47
Local Market Value
309927.50
Local Total Cost Amount
307215.00
Local Unrealized Gain Loss
2712.50
Local Accrued Interest
8703.47
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: STANDARD INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STANDARD INDUSTRIES INC
Security Description
5.375% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
538000.00
Base Market Value
566917.50
Base Total Cost
540025.00
Base Unrealized Gain Loss
26892.50
Base Accrued Interest
3695.02
Local Market Value
566917.50
Local Total Cost Amount
540025.00
Local Unrealized Gain Loss
26892.50
Local Accrued Interest
3695.02
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
348000.00
Base Market Value
377145.00
Base Total Cost
367530.00
Base Unrealized Gain Loss
9615.00
Base Accrued Interest
2612.42
Local Market Value
377145.00
Local Total Cost Amount
367530.00
Local Unrealized Gain Loss
9615.00
Local Accrued Interest
2612.42
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5% 26 Oct 2020
Maturity Date
2020-10-26T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
406000.00
Base Market Value
421225.00
Base Total Cost
397502.90
Base Unrealized Gain Loss
23722.10
Base Accrued Interest
3665.28
Local Market Value
421225.00
Local Total Cost Amount
397502.90
Local Unrealized Gain Loss
23722.10
Local Accrued Interest
3665.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BLUE RACER MID LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUE RACER MID LLC/FINAN
Security Description
6.125% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
671000.00
Base Market Value
676032.50
Base Total Cost
626566.96
Base Unrealized Gain Loss
49465.54
Base Accrued Interest
5251.51
Local Market Value
676032.50
Local Total Cost Amount
626566.96
Local Unrealized Gain Loss
49465.54
Local Accrued Interest
5251.51
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
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: SPRINT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CORP
Security Description
7.125% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
2354000.00
Base Market Value
2618825.00
Base Total Cost
2498152.78
Base Unrealized Gain Loss
120672.22
Base Accrued Interest
7454.34
Local Market Value
2618825.00
Local Total Cost Amount
2498152.78
Local Unrealized Gain Loss
120672.22
Local Accrued Interest
7454.34
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: EQUINIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUINIX INC
Security Description
5.375% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
329000.00
Base Market Value
347095.00
Base Total Cost
334757.50
Base Unrealized Gain Loss
12337.50
Base Accrued Interest
0
Local Market Value
347095.00
Local Total Cost Amount
334757.50
Local Unrealized Gain Loss
12337.50
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MULTI COLOR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MULTI COLOR CORP
Security Description
6.125% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
334000.00
Base Market Value
350700.00
Base Total Cost
334000.00
Base Unrealized Gain Loss
16700.00
Base Accrued Interest
1704.79
Local Market Value
350700.00
Local Total Cost Amount
334000.00
Local Unrealized Gain Loss
16700.00
Local Accrued Interest
1704.79
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
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: MOOG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOOG INC
Security Description
5.25% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
93000.00
Base Market Value
96720.00
Base Total Cost
95325.00
Base Unrealized Gain Loss
1395.00
Base Accrued Interest
406.88
Local Market Value
96720.00
Local Total Cost Amount
95325.00
Local Unrealized Gain Loss
1395.00
Local Accrued Interest
406.88
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
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: 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
Shares Par Value
557000.00
Base Market Value
560481.25
Base Total Cost
559385.00
Base Unrealized Gain Loss
1096.25
Base Accrued Interest
2494.89
Local Market Value
560481.25
Local Total Cost Amount
559385.00
Local Unrealized Gain Loss
1096.25
Local Accrued Interest
2494.89
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1304000.00
Base Market Value
1437660.00
Base Total Cost
1416648.75
Base Unrealized Gain Loss
21011.25
Base Accrued Interest
23037.33
Local Market Value
1437660.00
Local Total Cost Amount
1416648.75
Local Unrealized Gain Loss
21011.25
Local Accrued Interest
23037.33
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
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: KLX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KLX INC
Security Description
5.875% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
808000.00
Base Market Value
848400.00
Base Total Cost
814017.50
Base Unrealized Gain Loss
34382.50
Base Accrued Interest
3955.83
Local Market Value
848400.00
Local Total Cost Amount
814017.50
Local Unrealized Gain Loss
34382.50
Local Accrued Interest
3955.83
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
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5.5% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
808000.00
Base Market Value
873900.48
Base Total Cost
840522.50
Base Unrealized Gain Loss
33377.98
Base Accrued Interest
3703.34
Local Market Value
873900.48
Local Total Cost Amount
840522.50
Local Unrealized Gain Loss
33377.98
Local Accrued Interest
3703.34
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: ONEMAIN FIN HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEMAIN FIN HOLDINGS INC
Security Description
7.25% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
885000.00
Base Market Value
932126.25
Base Total Cost
932568.75
Base Unrealized Gain Loss
-442.50
Base Accrued Interest
2851.67
Local Market Value
932126.25
Local Total Cost Amount
932568.75
Local Unrealized Gain Loss
-442.50
Local Accrued Interest
2851.67
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
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
5.5% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
274000.00
Base Market Value
298660.00
Base Total Cost
285516.25
Base Unrealized Gain Loss
13143.75
Base Accrued Interest
5693.11
Local Market Value
298660.00
Local Total Cost Amount
285516.25
Local Unrealized Gain Loss
13143.75
Local Accrued Interest
5693.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1565000.00
Base Market Value
1650762.00
Base Total Cost
1574627.00
Base Unrealized Gain Loss
76135.00
Base Accrued Interest
35049.48
Local Market Value
1650762.00
Local Total Cost Amount
1574627.00
Local Unrealized Gain Loss
76135.00
Local Accrued Interest
35049.48
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
EUR
Local Currency Code: EUR • Trade Country Name: ITALY • Security Name: BPER BANCA
Local Currency Code
EUR
Trade Country Name
ITALY
Security Name
BPER BANCA
Security Description
COMMON STOCK EUR3.0
Maturity Date
1899-12-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
0
Base Market Value
0
Base Total Cost
0
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0
Local Total Cost Amount
0
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
BANKS
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Group Trust
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1011000.00
Base Market Value
858076.14
Base Total Cost
1014828.12
Base Unrealized Gain Loss
-156751.98
Base Accrued Interest
18535.00
Local Market Value
858076.14
Local Total Cost Amount
1014828.12
Local Unrealized Gain Loss
-156751.98
Local Accrued Interest
18535.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SOUTHWESTERN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHWESTERN ENERGY CO
Security Description
6.7% 23 Jan 2025
Maturity Date
2025-01-23T00:00:00.000
Interest Rate
6.7
Original Face
0
Shares Par Value
1357000.00
Base Market Value
1326467.50
Base Total Cost
1357000.00
Base Unrealized Gain Loss
-30532.50
Base Accrued Interest
39903.34
Local Market Value
1326467.50
Local Total Cost Amount
1357000.00
Local Unrealized Gain Loss
-30532.50
Local Accrued Interest
39903.34
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.25% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
642000.00
Base Market Value
648420.00
Base Total Cost
642000.00
Base Unrealized Gain Loss
6420.00
Base Accrued Interest
6687.50
Local Market Value
648420.00
Local Total Cost Amount
642000.00
Local Unrealized Gain Loss
6420.00
Local Accrued Interest
6687.50
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
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
6.625% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1437000.00
Base Market Value
1524570.78
Base Total Cost
1462677.50
Base Unrealized Gain Loss
61893.28
Base Accrued Interest
23800.30
Local Market Value
1524570.78
Local Total Cost Amount
1462677.50
Local Unrealized Gain Loss
61893.28
Local Accrued Interest
23800.30
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
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: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
6.875% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
508000.00
Base Market Value
504190.00
Base Total Cost
300072.50
Base Unrealized Gain Loss
204117.50
Base Accrued Interest
7373.05
Local Market Value
504190.00
Local Total Cost Amount
300072.50
Local Unrealized Gain Loss
204117.50
Local Accrued Interest
7373.05
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
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: CREDIT ACCEPTANC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT ACCEPTANC
Security Description
6.125% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
153000.00
Base Market Value
156825.00
Base Total Cost
153000.00
Base Unrealized Gain Loss
3825.00
Base Accrued Interest
3540.25
Local Market Value
156825.00
Local Total Cost Amount
153000.00
Local Unrealized Gain Loss
3825.00
Local Accrued Interest
3540.25
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
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: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
5.125% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
488000.00
Base Market Value
483730.00
Base Total Cost
476131.25
Base Unrealized Gain Loss
7598.75
Base Accrued Interest
9448.22
Local Market Value
483730.00
Local Total Cost Amount
476131.25
Local Unrealized Gain Loss
7598.75
Local Accrued Interest
9448.22
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: 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
3265.88
Base Market Value
3265.88
Base Total Cost
3265.88
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
3265.88
Local Total Cost Amount
3265.88
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: ENVISION HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENVISION HEALTHCARE CORP
Security Description
5.625% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
492000.00
Base Market Value
509835.00
Base Total Cost
512910.00
Base Unrealized Gain Loss
-3075.00
Base Accrued Interest
12761.25
Local Market Value
509835.00
Local Total Cost Amount
512910.00
Local Unrealized Gain Loss
-3075.00
Local Accrued Interest
12761.25
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
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: SPRINT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CORP
Security Description
7.625% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
810000.00
Base Market Value
932512.50
Base Total Cost
809160.00
Base Unrealized Gain Loss
123352.50
Base Accrued Interest
23332.50
Local Market Value
932512.50
Local Total Cost Amount
809160.00
Local Unrealized Gain Loss
123352.50
Local Accrued Interest
23332.50
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
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
201000.00
Base Market Value
209291.25
Base Total Cost
201000.00
Base Unrealized Gain Loss
8291.25
Base Accrued Interest
3350.00
Local Market Value
209291.25
Local Total Cost Amount
201000.00
Local Unrealized Gain Loss
8291.25
Local Accrued Interest
3350.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
7.5% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
203000.00
Base Market Value
210612.50
Base Total Cost
203000.00
Base Unrealized Gain Loss
7612.50
Base Accrued Interest
4482.92
Local Market Value
210612.50
Local Total Cost Amount
203000.00
Local Unrealized Gain Loss
7612.50
Local Accrued Interest
4482.92
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: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
5.75% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
133000.00
Base Market Value
145136.25
Base Total Cost
133000.00
Base Unrealized Gain Loss
12136.25
Base Accrued Interest
2549.17
Local Market Value
145136.25
Local Total Cost Amount
133000.00
Local Unrealized Gain Loss
12136.25
Local Accrued Interest
2549.17
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
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: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
5.375% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
432000.00
Base Market Value
446580.00
Base Total Cost
432000.00
Base Unrealized Gain Loss
14580.00
Base Accrued Interest
4902.00
Local Market Value
446580.00
Local Total Cost Amount
432000.00
Local Unrealized Gain Loss
14580.00
Local Accrued Interest
4902.00
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: UNITED RENTALS NORTH AM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED RENTALS NORTH AM
Security Description
4.625% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
936000.00
Base Market Value
971802.00
Base Total Cost
963253.75
Base Unrealized Gain Loss
8548.25
Base Accrued Interest
19961.49
Local Market Value
971802.00
Local Total Cost Amount
963253.75
Local Unrealized Gain Loss
8548.25
Local Accrued Interest
19961.49
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.1
Original Face
0
Shares Par Value
867000.00
Base Market Value
941865.45
Base Total Cost
902763.75
Base Unrealized Gain Loss
39101.70
Base Accrued Interest
15278.47
Local Market Value
941865.45
Local Total Cost Amount
902763.75
Local Unrealized Gain Loss
39101.70
Local Accrued Interest
15278.47
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: CIMPRESS NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIMPRESS NV
Security Description
7% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1119000.00
Base Market Value
1158165.00
Base Total Cost
1160741.25
Base Unrealized Gain Loss
-2576.25
Base Accrued Interest
19582.50
Local Market Value
1158165.00
Local Total Cost Amount
1160741.25
Local Unrealized Gain Loss
-2576.25
Local Accrued Interest
19582.50
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
Ba3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
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