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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
5.875% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1730000.00
Base Market Value
1812175.00
Base Total Cost
1799274.92
Base Unrealized Gain Loss
12900.08
Base Accrued Interest
4530.29
Local Market Value
1812175.00
Local Total Cost Amount
1799274.92
Local Unrealized Gain Loss
12900.08
Local Accrued Interest
4530.29
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: 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
Shares Par Value
1965000.00
Base Market Value
2041143.75
Base Total Cost
1991831.25
Base Unrealized Gain Loss
49312.50
Base Accrued Interest
46448.15
Local Market Value
2041143.75
Local Total Cost Amount
1991831.25
Local Unrealized Gain Loss
49312.50
Local Accrued Interest
46448.15
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CRESTWOOD MIDSTREAM PART
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRESTWOOD MIDSTREAM PART
Security Description
6.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
2480000.00
Base Market Value
2517200.00
Base Total Cost
2562523.20
Base Unrealized Gain Loss
-45323.20
Base Accrued Interest
38750.00
Local Market Value
2517200.00
Local Total Cost Amount
2562523.20
Local Unrealized Gain Loss
-45323.20
Local Accrued Interest
38750.00
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
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.625% 20 May 2024
Maturity Date
2024-05-20T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1184500.00
Base Total Cost
1186243.75
Base Unrealized Gain Loss
-1743.75
Base Accrued Interest
7412.50
Local Market Value
1184500.00
Local Total Cost Amount
1186243.75
Local Unrealized Gain Loss
-1743.75
Local Accrued Interest
7412.50
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
Ba3
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXTRACTION OIL+GAS INC/
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXTRACTION OIL+GAS INC/
Security Description
7.875% 15 Jul 2021
Maturity Date
2021-07-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1120000.00
Base Market Value
1150800.00
Base Total Cost
1151924.09
Base Unrealized Gain Loss
-1124.09
Base Accrued Interest
40670.01
Local Market Value
1150800.00
Local Total Cost Amount
1151924.09
Local Unrealized Gain Loss
-1124.09
Local Accrued Interest
40670.01
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
ELECTRIC/GAS
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
5.25% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1960000.00
Base Market Value
2037596.40
Base Total Cost
1987451.79
Base Unrealized Gain Loss
50144.61
Base Accrued Interest
42886.65
Local Market Value
2037596.40
Local Total Cost Amount
1987451.79
Local Unrealized Gain Loss
50144.61
Local Accrued Interest
42886.65
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DOLLAR TREE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOLLAR TREE INC
Security Description
5.75% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2545000.00
Base Market Value
2685738.50
Base Total Cost
2598000.00
Base Unrealized Gain Loss
87738.50
Base Accrued Interest
48791.94
Local Market Value
2685738.50
Local Total Cost Amount
2598000.00
Local Unrealized Gain Loss
87738.50
Local Accrued Interest
48791.94
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
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: IHS MARKIT LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IHS MARKIT LTD
Security Description
5% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
3179000.00
Base Market Value
3431317.23
Base Total Cost
3274537.95
Base Unrealized Gain Loss
156779.28
Base Accrued Interest
26515.97
Local Market Value
3431317.23
Local Total Cost Amount
3274537.95
Local Unrealized Gain Loss
156779.28
Local Accrued Interest
26515.97
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
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: J C PENNEY CORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
J C PENNEY CORP INC
Security Description
1% 23 Jun 2023
Maturity Date
2023-06-23T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
0.01
Base Market Value
0.01
Base Total Cost
0.01
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.01
Local Total Cost Amount
0.01
Local Unrealized Gain Loss
0
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
5.75% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
520000.00
Base Market Value
560300.00
Base Total Cost
537731.25
Base Unrealized Gain Loss
22568.75
Base Accrued Interest
12469.51
Local Market Value
560300.00
Local Total Cost Amount
537731.25
Local Unrealized Gain Loss
22568.75
Local Accrued Interest
12469.51
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
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: TECK RESOURCES LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TECK RESOURCES LIMITED
Security Description
4.75% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
730000.00
Base Market Value
755550.00
Base Total Cost
449063.35
Base Unrealized Gain Loss
306486.65
Base Accrued Interest
15989.03
Local Market Value
755550.00
Local Total Cost Amount
449063.35
Local Unrealized Gain Loss
306486.65
Local Accrued Interest
15989.03
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
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: TECK RESOURCES LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TECK RESOURCES LIMITED
Security Description
6.25% 15 Jul 2041
Maturity Date
2041-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
2020000.00
Base Market Value
2095750.00
Base Total Cost
1650629.57
Base Unrealized Gain Loss
445120.43
Base Accrued Interest
58215.27
Local Market Value
2095750.00
Local Total Cost Amount
1650629.57
Local Unrealized Gain Loss
445120.43
Local Accrued Interest
58215.27
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
6.25% 01 Dec 2017
Maturity Date
2017-12-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
3858000.00
Base Market Value
3924743.40
Base Total Cost
3946994.76
Base Unrealized Gain Loss
-22251.36
Base Accrued Interest
20093.75
Local Market Value
3924743.40
Local Total Cost Amount
3946994.76
Local Unrealized Gain Loss
-22251.36
Local Accrued Interest
20093.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
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
6.5% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
950000.00
Base Market Value
1036687.50
Base Total Cost
1060521.05
Base Unrealized Gain Loss
-23833.55
Base Accrued Interest
23340.41
Local Market Value
1036687.50
Local Total Cost Amount
1060521.05
Local Unrealized Gain Loss
-23833.55
Local Accrued Interest
23340.41
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
Ba1
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: FRESENIUS MED CARE II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESENIUS MED CARE II
Security Description
6.5% 15 Sep 2018
Maturity Date
2018-09-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
2315000.00
Base Market Value
2432185.30
Base Total Cost
2562137.50
Base Unrealized Gain Loss
-129952.20
Base Accrued Interest
44320.96
Local Market Value
2432185.30
Local Total Cost Amount
2562137.50
Local Unrealized Gain Loss
-129952.20
Local Accrued Interest
44320.96
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
4.75% 30 Sep 2021
Maturity Date
2021-09-30T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
685000.00
Base Market Value
698700.00
Base Total Cost
671918.75
Base Unrealized Gain Loss
26781.25
Base Accrued Interest
8235.30
Local Market Value
698700.00
Local Total Cost Amount
671918.75
Local Unrealized Gain Loss
26781.25
Local Accrued Interest
8235.30
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
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: 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
1874000.00
Base Market Value
2080140.00
Base Total Cost
2048387.64
Base Unrealized Gain Loss
31752.36
Base Accrued Interest
10554.39
Local Market Value
2080140.00
Local Total Cost Amount
2048387.64
Local Unrealized Gain Loss
31752.36
Local Accrued Interest
10554.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.5% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
460000.00
Base Market Value
446200.00
Base Total Cost
463818.75
Base Unrealized Gain Loss
-17618.75
Base Accrued Interest
4983.33
Local Market Value
446200.00
Local Total Cost Amount
463818.75
Local Unrealized Gain Loss
-17618.75
Local Accrued Interest
4983.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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 COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT COMMUNICATIONS
Security Description
9% 15 Nov 2018
Maturity Date
2018-11-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
1015000.00
Base Market Value
1101589.65
Base Total Cost
1114575.00
Base Unrealized Gain Loss
-12985.35
Base Accrued Interest
11692.50
Local Market Value
1101589.65
Local Total Cost Amount
1114575.00
Local Unrealized Gain Loss
-12985.35
Local Accrued Interest
11692.50
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
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: IPALCO ENTERPRISES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IPALCO ENTERPRISES INC
Security Description
5% 01 May 2018
Maturity Date
2018-05-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2080000.00
Base Market Value
2113800.00
Base Total Cost
2160089.86
Base Unrealized Gain Loss
-46289.86
Base Accrued Interest
17333.33
Local Market Value
2113800.00
Local Total Cost Amount
2160089.86
Local Unrealized Gain Loss
-46289.86
Local Accrued Interest
17333.33
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: IASIS HEALTHCARE/CAP CRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IASIS HEALTHCARE/CAP CRP
Security Description
8.375% 15 May 2019
Maturity Date
2019-05-15T00:00:00.000
Interest Rate
8.375
Original Face
0
Shares Par Value
4825000.00
Base Market Value
4849125.00
Base Total Cost
4795042.33
Base Unrealized Gain Loss
54082.67
Base Accrued Interest
51634.21
Local Market Value
4849125.00
Local Total Cost Amount
4795042.33
Local Unrealized Gain Loss
54082.67
Local Accrued Interest
51634.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
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: TALEN ENERGY SUPPLY LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TALEN ENERGY SUPPLY LLC
Security Description
4.6% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
4755000.00
Base Market Value
3613800.00
Base Total Cost
3219525.26
Base Unrealized Gain Loss
394274.74
Base Accrued Interest
9721.33
Local Market Value
3613800.00
Local Total Cost Amount
3219525.26
Local Unrealized Gain Loss
394274.74
Local Accrued Interest
9721.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: FRESENIUS MED CARE II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESENIUS MED CARE II
Security Description
5.875% 31 Jan 2022
Maturity Date
2022-01-31T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
950000.00
Base Market Value
1052125.00
Base Total Cost
1025792.47
Base Unrealized Gain Loss
26332.53
Base Accrued Interest
23283.76
Local Market Value
1052125.00
Local Total Cost Amount
1025792.47
Local Unrealized Gain Loss
26332.53
Local Accrued Interest
23283.76
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: CIT GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIT GROUP INC
Security Description
5.5% 15 Feb 2019
Maturity Date
2019-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
333000.00
Base Market Value
349650.00
Base Total Cost
353538.86
Base Unrealized Gain Loss
-3888.86
Base Accrued Interest
6931.22
Local Market Value
349650.00
Local Total Cost Amount
353538.86
Local Unrealized Gain Loss
-3888.86
Local Accrued Interest
6931.22
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
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
645000.00
Base Market Value
715143.75
Base Total Cost
705851.94
Base Unrealized Gain Loss
9291.81
Base Accrued Interest
11169.03
Local Market Value
715143.75
Local Total Cost Amount
705851.94
Local Unrealized Gain Loss
9291.81
Local Accrued Interest
11169.03
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
Ba1
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: SW ACQUISITIONS CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SW ACQUISITIONS CO INC
Security Description
1% 31 Mar 2024
Maturity Date
2024-03-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
862949.99
Base Market Value
862626.38
Base Total Cost
863006.20
Base Unrealized Gain Loss
-379.82
Base Accrued Interest
0
Local Market Value
862626.38
Local Total Cost Amount
863006.20
Local Unrealized Gain Loss
-379.82
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: 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
4385000.00
Base Market Value
4390481.25
Base Total Cost
4351056.25
Base Unrealized Gain Loss
39425.00
Base Accrued Interest
133955.64
Local Market Value
4390481.25
Local Total Cost Amount
4351056.25
Local Unrealized Gain Loss
39425.00
Local Accrued Interest
133955.64
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ASCENT RESOURCES/ARU FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASCENT RESOURCES/ARU FIN
Security Description
10% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
1515000.00
Base Market Value
1515000.00
Base Total Cost
1542275.00
Base Unrealized Gain Loss
-27275.00
Base Accrued Interest
36213.89
Local Market Value
1515000.00
Local Total Cost Amount
1542275.00
Local Unrealized Gain Loss
-27275.00
Local Accrued Interest
36213.89
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
ELECTRIC/GAS
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: CNH INDUSTRIAL CAP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNH INDUSTRIAL CAP LLC
Security Description
4.375% 05 Apr 2022
Maturity Date
2022-04-05T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1045000.00
Base Market Value
1093592.50
Base Total Cost
1054262.50
Base Unrealized Gain Loss
39330.00
Base Accrued Interest
10296.42
Local Market Value
1093592.50
Local Total Cost Amount
1054262.50
Local Unrealized Gain Loss
39330.00
Local Accrued Interest
10296.42
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
Ba1
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: TALEN ENERGY SUPPLY LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TALEN ENERGY SUPPLY LLC
Security Description
9.5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
465000.00
Base Market Value
399900.00
Base Total Cost
405990.10
Base Unrealized Gain Loss
-6090.10
Base Accrued Interest
9597.64
Local Market Value
399900.00
Local Total Cost Amount
405990.10
Local Unrealized Gain Loss
-6090.10
Local Accrued Interest
9597.64
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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
785000.00
Base Market Value
828175.00
Base Total Cost
787400.00
Base Unrealized Gain Loss
40775.00
Base Accrued Interest
9153.93
Local Market Value
828175.00
Local Total Cost Amount
787400.00
Local Unrealized Gain Loss
40775.00
Local Accrued Interest
9153.93
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
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: NUSTAR LOGISTICS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUSTAR LOGISTICS LP
Security Description
5.625% 28 Apr 2027
Maturity Date
2027-04-28T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
945000.00
Base Market Value
992250.00
Base Total Cost
959406.25
Base Unrealized Gain Loss
32843.75
Base Accrued Interest
9314.84
Local Market Value
992250.00
Local Total Cost Amount
959406.25
Local Unrealized Gain Loss
32843.75
Local Accrued Interest
9314.84
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: UNITI GRP/FIBER HLDGS/CS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITI GRP/FIBER HLDGS/CS
Security Description
7.125% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
635000.00
Base Market Value
629443.75
Base Total Cost
640000.00
Base Unrealized Gain Loss
-10556.25
Base Accrued Interest
2026.67
Local Market Value
629443.75
Local Total Cost Amount
640000.00
Local Unrealized Gain Loss
-10556.25
Local Accrued Interest
2026.67
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
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: BILL BARRETT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BILL BARRETT CORP
Security Description
8.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
250000.00
Base Market Value
210000.00
Base Total Cost
238750.00
Base Unrealized Gain Loss
-28750.00
Base Accrued Interest
3828.12
Local Market Value
210000.00
Local Total Cost Amount
238750.00
Local Unrealized Gain Loss
-28750.00
Local Accrued Interest
3828.12
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
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: 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
1170000.00
Base Market Value
1162617.30
Base Total Cost
1169637.50
Base Unrealized Gain Loss
-7020.20
Base Accrued Interest
6111.73
Local Market Value
1162617.30
Local Total Cost Amount
1169637.50
Local Unrealized Gain Loss
-7020.20
Local Accrued Interest
6111.73
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
2005000.00
Base Market Value
2137831.25
Base Total Cost
2105856.25
Base Unrealized Gain Loss
31975.00
Base Accrued Interest
340.26
Local Market Value
2137831.25
Local Total Cost Amount
2105856.25
Local Unrealized Gain Loss
31975.00
Local Accrued Interest
340.26
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
4.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
501875.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
1875.00
Base Accrued Interest
3232.64
Local Market Value
501875.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
1875.00
Local Accrued Interest
3232.64
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
5.125% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
550000.00
Base Market Value
550000.00
Base Total Cost
550300.00
Base Unrealized Gain Loss
-300.00
Base Accrued Interest
3848.02
Local Market Value
550000.00
Local Total Cost Amount
550300.00
Local Unrealized Gain Loss
-300.00
Local Accrued Interest
3848.02
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: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
6.125% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1330000.00
Base Market Value
1403150.00
Base Total Cost
1332300.00
Base Unrealized Gain Loss
70850.00
Base Accrued Interest
10422.71
Local Market Value
1403150.00
Local Total Cost Amount
1332300.00
Local Unrealized Gain Loss
70850.00
Local Accrued Interest
10422.71
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
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.125% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1575000.00
Base Market Value
1614375.00
Base Total Cost
1582850.00
Base Unrealized Gain Loss
31525.00
Base Accrued Interest
9428.58
Local Market Value
1614375.00
Local Total Cost Amount
1582850.00
Local Unrealized Gain Loss
31525.00
Local Accrued Interest
9428.58
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
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
8% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
465000.00
Base Market Value
456862.50
Base Total Cost
465000.00
Base Unrealized Gain Loss
-8137.50
Base Accrued Interest
2583.33
Local Market Value
456862.50
Local Total Cost Amount
465000.00
Local Unrealized Gain Loss
-8137.50
Local Accrued Interest
2583.33
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
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: JAGUAR HLDG CO II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR HLDG CO II
Security Description
1% 18 Aug 2022
Maturity Date
2022-08-18T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
743606.37
Base Market Value
744803.58
Base Total Cost
740654.36
Base Unrealized Gain Loss
4149.22
Base Accrued Interest
0
Local Market Value
744803.58
Local Total Cost Amount
740654.36
Local Unrealized Gain Loss
4149.22
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
4.875% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1225000.00
Base Market Value
1220406.25
Base Total Cost
1224900.00
Base Unrealized Gain Loss
-4493.75
Base Accrued Interest
3660.31
Local Market Value
1220406.25
Local Total Cost Amount
1224900.00
Local Unrealized Gain Loss
-4493.75
Local Accrued Interest
3660.31
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
5.25% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1825000.00
Base Market Value
1815875.00
Base Total Cost
1824900.00
Base Unrealized Gain Loss
-9025.00
Base Accrued Interest
5866.88
Local Market Value
1815875.00
Local Total Cost Amount
1824900.00
Local Unrealized Gain Loss
-9025.00
Local Accrued Interest
5866.88
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: PETSMART INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETSMART INC
Security Description
5.875% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
965000.00
Base Market Value
930018.75
Base Total Cost
946025.00
Base Unrealized Gain Loss
-16006.25
Base Accrued Interest
4859.10
Local Market Value
930018.75
Local Total Cost Amount
946025.00
Local Unrealized Gain Loss
-16006.25
Local Accrued Interest
4859.10
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
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
4.625% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1653000.00
Base Market Value
1655066.25
Base Total Cost
1653150.00
Base Unrealized Gain Loss
1916.25
Base Accrued Interest
3620.48
Local Market Value
1655066.25
Local Total Cost Amount
1653150.00
Local Unrealized Gain Loss
1916.25
Local Accrued Interest
3620.48
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
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: THC ESCROW CORP III
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THC ESCROW CORP III
Security Description
4.625% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
2061000.00
Base Market Value
2066564.70
Base Total Cost
2061150.00
Base Unrealized Gain Loss
5414.70
Base Accrued Interest
6778.17
Local Market Value
2066564.70
Local Total Cost Amount
2061150.00
Local Unrealized Gain Loss
5414.70
Local Accrued Interest
6778.17
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
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
800000.00
Base Market Value
802000.00
Base Total Cost
800337.50
Base Unrealized Gain Loss
1662.50
Base Accrued Interest
2456.94
Local Market Value
802000.00
Local Total Cost Amount
800337.50
Local Unrealized Gain Loss
1662.50
Local Accrued Interest
2456.94
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
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: FIRST DATA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORP
Security Description
1% 08 Jul 2022
Maturity Date
2022-07-08T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
3265070.23
Base Market Value
3263290.77
Base Total Cost
3268055.35
Base Unrealized Gain Loss
-4764.58
Base Accrued Interest
0
Local Market Value
3263290.77
Local Total Cost Amount
3268055.35
Local Unrealized Gain Loss
-4764.58
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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.5% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
770000.00
Base Market Value
812350.00
Base Total Cost
695062.50
Base Unrealized Gain Loss
117287.50
Base Accrued Interest
17658.05
Local Market Value
812350.00
Local Total Cost Amount
695062.50
Local Unrealized Gain Loss
117287.50
Local Accrued Interest
17658.05
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
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface