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: SANCHEZ ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANCHEZ ENERGY CORP
Security Description
7.75% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
510000.00
Base Market Value
461550.00
Base Total Cost
487550.00
Base Unrealized Gain Loss
-26000.00
Base Accrued Interest
1778.20
Local Market Value
461550.00
Local Total Cost Amount
487550.00
Local Unrealized Gain Loss
-26000.00
Local Accrued Interest
1778.20
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
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: 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
1560000.00
Base Market Value
1696500.00
Base Total Cost
1616225.00
Base Unrealized Gain Loss
80275.00
Base Accrued Interest
13985.46
Local Market Value
1696500.00
Local Total Cost Amount
1616225.00
Local Unrealized Gain Loss
80275.00
Local Accrued Interest
13985.46
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
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: 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
4.375% 01 Nov 2018
Maturity Date
2018-11-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1630000.00
Base Market Value
1666675.00
Base Total Cost
1693625.00
Base Unrealized Gain Loss
-26950.00
Base Accrued Interest
11885.41
Local Market Value
1666675.00
Local Total Cost Amount
1693625.00
Local Unrealized Gain Loss
-26950.00
Local Accrued Interest
11885.41
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
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
5.125% 15 Jul 2020
Maturity Date
2020-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1080000.00
Base Market Value
1107000.00
Base Total Cost
1066229.80
Base Unrealized Gain Loss
40770.20
Base Accrued Interest
25522.50
Local Market Value
1107000.00
Local Total Cost Amount
1066229.80
Local Unrealized Gain Loss
40770.20
Local Accrued Interest
25522.50
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
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: 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
4.875% 01 Nov 2020
Maturity Date
2020-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
2805000.00
Base Market Value
2990831.25
Base Total Cost
2875243.57
Base Unrealized Gain Loss
115587.68
Base Accrued Interest
22801.47
Local Market Value
2990831.25
Local Total Cost Amount
2875243.57
Local Unrealized Gain Loss
115587.68
Local Accrued Interest
22801.47
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
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: ADVANTAGE SALES + MARKETING I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANTAGE SALES + MARKETING I
Security Description
1% 25 Jul 2022
Maturity Date
2022-07-25T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
3193266.00
Base Market Value
3073518.53
Base Total Cost
3132255.72
Base Unrealized Gain Loss
-58737.19
Base Accrued Interest
0
Local Market Value
3073518.53
Local Total Cost Amount
3132255.72
Local Unrealized Gain Loss
-58737.19
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: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
2095000.00
Base Market Value
2032150.00
Base Total Cost
1992279.79
Base Unrealized Gain Loss
39870.21
Base Accrued Interest
42426.36
Local Market Value
2032150.00
Local Total Cost Amount
1992279.79
Local Unrealized Gain Loss
39870.21
Local Accrued Interest
42426.36
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
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
6.75% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1980000.00
Base Market Value
1861200.00
Base Total Cost
1976289.76
Base Unrealized Gain Loss
-115089.76
Base Accrued Interest
61627.51
Local Market Value
1861200.00
Local Total Cost Amount
1976289.76
Local Unrealized Gain Loss
-115089.76
Local Accrued Interest
61627.51
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
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: WPX ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WPX ENERGY INC
Security Description
5.25% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1330000.00
Base Total Cost
1371593.75
Base Unrealized Gain Loss
-41593.75
Base Accrued Interest
21674.50
Local Market Value
1330000.00
Local Total Cost Amount
1371593.75
Local Unrealized Gain Loss
-41593.75
Local Accrued Interest
21674.50
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
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: 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
2040000.00
Base Market Value
2159197.20
Base Total Cost
2092087.03
Base Unrealized Gain Loss
67110.17
Base Accrued Interest
40815.00
Local Market Value
2159197.20
Local Total Cost Amount
2092087.03
Local Unrealized Gain Loss
67110.17
Local Accrued Interest
40815.00
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
3.8% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
1680000.00
Base Market Value
1538241.60
Base Total Cost
1421374.75
Base Unrealized Gain Loss
116866.85
Base Accrued Interest
5346.39
Local Market Value
1538241.60
Local Total Cost Amount
1421374.75
Local Unrealized Gain Loss
116866.85
Local Accrued Interest
5346.39
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
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.9% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
765000.00
Base Market Value
638775.00
Base Total Cost
665997.14
Base Unrealized Gain Loss
-27222.14
Base Accrued Interest
3123.74
Local Market Value
638775.00
Local Total Cost Amount
665997.14
Local Unrealized Gain Loss
-27222.14
Local Accrued Interest
3123.74
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: WR GRACE + CO CONN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WR GRACE + CO CONN
Security Description
5.625% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
345000.00
Base Market Value
368718.75
Base Total Cost
368675.00
Base Unrealized Gain Loss
43.75
Base Accrued Interest
4873.44
Local Market Value
368718.75
Local Total Cost Amount
368675.00
Local Unrealized Gain Loss
43.75
Local Accrued Interest
4873.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
4% 31 Dec 2018
Maturity Date
2018-12-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
685000.00
Base Market Value
702125.00
Base Total Cost
702056.25
Base Unrealized Gain Loss
68.75
Base Accrued Interest
85.00
Local Market Value
702125.00
Local Total Cost Amount
702056.25
Local Unrealized Gain Loss
68.75
Local Accrued Interest
85.00
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
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: ENERGY TRANSFER EQUITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER EQUITY
Security Description
5.875% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1690000.00
Base Market Value
1791400.00
Base Total Cost
1725993.75
Base Unrealized Gain Loss
65406.25
Base Accrued Interest
45795.61
Local Market Value
1791400.00
Local Total Cost Amount
1725993.75
Local Unrealized Gain Loss
65406.25
Local Accrued Interest
45795.61
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
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
6.75% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
725000.00
Base Market Value
780738.00
Base Total Cost
734875.00
Base Unrealized Gain Loss
45863.00
Base Accrued Interest
4093.13
Local Market Value
780738.00
Local Total Cost Amount
734875.00
Local Unrealized Gain Loss
45863.00
Local Accrued Interest
4093.13
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
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.125% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
3055000.00
Base Market Value
3210621.70
Base Total Cost
3193866.10
Base Unrealized Gain Loss
16755.60
Base Accrued Interest
86311.45
Local Market Value
3210621.70
Local Total Cost Amount
3193866.10
Local Unrealized Gain Loss
16755.60
Local Accrued Interest
86311.45
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
8.125% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
665000.00
Base Market Value
705731.25
Base Total Cost
693527.98
Base Unrealized Gain Loss
12203.27
Base Accrued Interest
13543.91
Local Market Value
705731.25
Local Total Cost Amount
693527.98
Local Unrealized Gain Loss
12203.27
Local Accrued Interest
13543.91
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
4.625% 15 Dec 2018
Maturity Date
2018-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
2965000.00
Base Market Value
3060473.00
Base Total Cost
3098066.33
Base Unrealized Gain Loss
-37593.33
Base Accrued Interest
6104.99
Local Market Value
3060473.00
Local Total Cost Amount
3098066.33
Local Unrealized Gain Loss
-37593.33
Local Accrued Interest
6104.99
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: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
7.75% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
675000.00
Base Market Value
755156.25
Base Total Cost
754812.50
Base Unrealized Gain Loss
343.75
Base Accrued Interest
13095.35
Local Market Value
755156.25
Local Total Cost Amount
754812.50
Local Unrealized Gain Loss
343.75
Local Accrued Interest
13095.35
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: SAIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAIA INC
Security Description
COMMON STOCK USD.001
Interest Rate
0
Original Face
0
Shares Par Value
5626.00
Base Market Value
288613.80
Base Total Cost
145440.80
Base Unrealized Gain Loss
143173.00
Base Accrued Interest
0
Local Market Value
288613.80
Local Total Cost Amount
145440.80
Local Unrealized Gain Loss
143173.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
INDUSTRIALS
Minor Industry Name
ROAD & RAIL
Moody S Quality Rating
NA
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
4.875% 17 Jun 2019
Maturity Date
2019-06-17T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
5230000.00
Base Market Value
5439200.00
Base Total Cost
5216199.47
Base Unrealized Gain Loss
223000.53
Base Accrued Interest
9926.04
Local Market Value
5439200.00
Local Total Cost Amount
5216199.47
Local Unrealized Gain Loss
223000.53
Local Accrued Interest
9926.04
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
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
1.12176
Original Face
0
Shares Par Value
29291187.88
Base Market Value
29291187.88
Base Total Cost
29291187.88
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
29291187.88
Local Total Cost Amount
29291187.88
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
7.625% 15 Jul 2018
Maturity Date
2018-07-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1195000.00
Base Market Value
1260725.00
Base Total Cost
1330525.00
Base Unrealized Gain Loss
-69800.00
Base Accrued Interest
42032.79
Local Market Value
1260725.00
Local Total Cost Amount
1330525.00
Local Unrealized Gain Loss
-69800.00
Local Accrued Interest
42032.79
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: LIBERTY INTERACTIVE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY INTERACTIVE LLC
Security Description
8.5% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
1205000.00
Base Market Value
1340562.50
Base Total Cost
1347912.50
Base Unrealized Gain Loss
-7350.00
Base Accrued Interest
47229.31
Local Market Value
1340562.50
Local Total Cost Amount
1347912.50
Local Unrealized Gain Loss
-7350.00
Local Accrued Interest
47229.31
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
7.69% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7.69
Original Face
0
Shares Par Value
1735000.00
Base Market Value
2012600.00
Base Total Cost
1978125.00
Base Unrealized Gain Loss
34475.00
Base Accrued Interest
5929.85
Local Market Value
2012600.00
Local Total Cost Amount
1978125.00
Local Unrealized Gain Loss
34475.00
Local Accrued Interest
5929.85
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: 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
2224.78
Base Market Value
2224.78
Base Total Cost
2224.78
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
2224.78
Local Total Cost Amount
2224.78
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: QWEST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QWEST CORP
Security Description
6.875% 15 Sep 2033
Maturity Date
2033-09-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
2711000.00
Base Market Value
2667596.89
Base Total Cost
2704972.74
Base Unrealized Gain Loss
-37375.85
Base Accrued Interest
54878.91
Local Market Value
2667596.89
Local Total Cost Amount
2704972.74
Local Unrealized Gain Loss
-37375.85
Local Accrued Interest
54878.91
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
8.125% 16 Aug 2030
Maturity Date
2030-08-16T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
670000.00
Base Market Value
788925.00
Base Total Cost
708693.75
Base Unrealized Gain Loss
80231.25
Base Accrued Interest
20414.04
Local Market Value
788925.00
Local Total Cost Amount
708693.75
Local Unrealized Gain Loss
80231.25
Local Accrued Interest
20414.04
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
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: WILLIAMS COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAMS COMPANIES INC
Security Description
7.5% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
925000.00
Base Market Value
1096125.00
Base Total Cost
1014503.47
Base Unrealized Gain Loss
81621.53
Base Accrued Interest
31989.58
Local Market Value
1096125.00
Local Total Cost Amount
1014503.47
Local Unrealized Gain Loss
81621.53
Local Accrued Interest
31989.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
9% 15 Aug 2031
Maturity Date
2031-08-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
4600000.00
Base Market Value
3691500.00
Base Total Cost
4366467.55
Base Unrealized Gain Loss
-674967.55
Base Accrued Interest
156400.00
Local Market Value
3691500.00
Local Total Cost Amount
4366467.55
Local Unrealized Gain Loss
-674967.55
Local Accrued Interest
156400.00
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
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
6.875% 15 Nov 2031
Maturity Date
2031-11-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
500000.00
Base Market Value
460000.00
Base Total Cost
481077.63
Base Unrealized Gain Loss
-21077.63
Base Accrued Interest
4392.38
Local Market Value
460000.00
Local Total Cost Amount
481077.63
Local Unrealized Gain Loss
-21077.63
Local Accrued Interest
4392.38
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: ONEOK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEOK INC
Security Description
6% 15 Jun 2035
Maturity Date
2035-06-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1100000.00
Base Market Value
1183930.00
Base Total Cost
1082187.50
Base Unrealized Gain Loss
101742.50
Base Accrued Interest
2933.33
Local Market Value
1183930.00
Local Total Cost Amount
1082187.50
Local Unrealized Gain Loss
101742.50
Local Accrued Interest
2933.33
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
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: TELECOM ITALIA CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELECOM ITALIA CAPITAL
Security Description
6% 30 Sep 2034
Maturity Date
2034-09-30T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
2595000.00
Base Market Value
2743849.20
Base Total Cost
2605226.38
Base Unrealized Gain Loss
138622.82
Base Accrued Interest
39357.50
Local Market Value
2743849.20
Local Total Cost Amount
2605226.38
Local Unrealized Gain Loss
138622.82
Local Accrued Interest
39357.50
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
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: EMBARQ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMBARQ CORP
Security Description
7.995% 01 Jun 2036
Maturity Date
2036-06-01T00:00:00.000
Interest Rate
7.995
Original Face
0
Shares Par Value
5855000.00
Base Market Value
5913550.00
Base Total Cost
6065085.61
Base Unrealized Gain Loss
-151535.61
Base Accrued Interest
39026.71
Local Market Value
5913550.00
Local Total Cost Amount
6065085.61
Local Unrealized Gain Loss
-151535.61
Local Accrued Interest
39026.71
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
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
4.25% 01 Apr 2018
Maturity Date
2018-04-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1245000.00
Base Market Value
1260960.90
Base Total Cost
1282350.00
Base Unrealized Gain Loss
-21389.10
Base Accrued Interest
13228.12
Local Market Value
1260960.90
Local Total Cost Amount
1282350.00
Local Unrealized Gain Loss
-21389.10
Local Accrued Interest
13228.12
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
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
4.5% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1320000.00
Base Market Value
1340169.60
Base Total Cost
1353871.20
Base Unrealized Gain Loss
-13701.60
Base Accrued Interest
14850.00
Local Market Value
1340169.60
Local Total Cost Amount
1353871.20
Local Unrealized Gain Loss
-13701.60
Local Accrued Interest
14850.00
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
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: LENNAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LENNAR CORP
Security Description
4.75% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
2340000.00
Base Market Value
2486250.00
Base Total Cost
2306098.62
Base Unrealized Gain Loss
180151.38
Base Accrued Interest
14213.06
Local Market Value
2486250.00
Local Total Cost Amount
2306098.62
Local Unrealized Gain Loss
180151.38
Local Accrued Interest
14213.06
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.75% 10 Sep 2018
Maturity Date
2018-09-10T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
7185000.00
Base Market Value
7382587.50
Base Total Cost
7418512.50
Base Unrealized Gain Loss
-35925.00
Base Accrued Interest
105230.31
Local Market Value
7382587.50
Local Total Cost Amount
7418512.50
Local Unrealized Gain Loss
-35925.00
Local Accrued Interest
105230.31
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: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
5.75% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1690000.00
Base Market Value
1588600.00
Base Total Cost
1582881.25
Base Unrealized Gain Loss
5718.75
Base Accrued Interest
28627.03
Local Market Value
1588600.00
Local Total Cost Amount
1582881.25
Local Unrealized Gain Loss
5718.75
Local Accrued Interest
28627.03
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
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: MIURA CO LTD
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
MIURA CO LTD
Security Description
COMMON STOCK
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
INDUSTRIALS
Minor Industry Name
MACHINERY
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: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
5% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1025000.00
Base Market Value
1018593.75
Base Total Cost
785276.75
Base Unrealized Gain Loss
233317.00
Base Accrued Interest
15101.38
Local Market Value
1018593.75
Local Total Cost Amount
785276.75
Local Unrealized Gain Loss
233317.00
Local Accrued Interest
15101.38
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANDEAVOR LOGIS LP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANDEAVOR LOGIS LP/CORP
Security Description
6.125% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1040000.00
Base Market Value
1081600.00
Base Total Cost
1088875.00
Base Unrealized Gain Loss
-7275.00
Base Accrued Interest
13483.51
Local Market Value
1081600.00
Local Total Cost Amount
1088875.00
Local Unrealized Gain Loss
-7275.00
Local Accrued Interest
13483.51
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.5% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
555000.00
Base Market Value
577893.75
Base Total Cost
556794.90
Base Unrealized Gain Loss
21098.85
Base Accrued Interest
14087.64
Local Market Value
577893.75
Local Total Cost Amount
556794.90
Local Unrealized Gain Loss
21098.85
Local Accrued Interest
14087.64
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
5.45% 15 Mar 2043
Maturity Date
2043-03-15T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
1465000.00
Base Market Value
1263269.50
Base Total Cost
1261800.00
Base Unrealized Gain Loss
1469.50
Base Accrued Interest
23524.32
Local Market Value
1263269.50
Local Total Cost Amount
1261800.00
Local Unrealized Gain Loss
1469.50
Local Accrued Interest
23524.32
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
3.875% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
2700000.00
Base Market Value
2511000.00
Base Total Cost
2407239.72
Base Unrealized Gain Loss
103760.28
Base Accrued Interest
30815.92
Local Market Value
2511000.00
Local Total Cost Amount
2407239.72
Local Unrealized Gain Loss
103760.28
Local Accrued Interest
30815.92
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: 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 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
365000.00
Base Market Value
389637.50
Base Total Cost
385925.00
Base Unrealized Gain Loss
3712.50
Base Accrued Interest
4346.88
Local Market Value
389637.50
Local Total Cost Amount
385925.00
Local Unrealized Gain Loss
3712.50
Local Accrued Interest
4346.88
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
6% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
2415000.00
Base Market Value
2496506.25
Base Total Cost
2542937.50
Base Unrealized Gain Loss
-46431.25
Base Accrued Interest
66828.33
Local Market Value
2496506.25
Local Total Cost Amount
2542937.50
Local Unrealized Gain Loss
-46431.25
Local Accrued Interest
66828.33
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
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: RR DONNELLEY + SONS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RR DONNELLEY + SONS CO
Security Description
6.5% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
484000.00
Base Market Value
482790.00
Base Total Cost
484378.41
Base Unrealized Gain Loss
-1588.41
Base Accrued Interest
4034.34
Local Market Value
482790.00
Local Total Cost Amount
484378.41
Local Unrealized Gain Loss
-1588.41
Local Accrued Interest
4034.34
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
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: SABRA HEALTH/CAPTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABRA HEALTH/CAPTL CORP
Security Description
5.5% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2265000.00
Base Market Value
2355600.00
Base Total Cost
2357950.00
Base Unrealized Gain Loss
-2350.00
Base Accrued Interest
51906.26
Local Market Value
2355600.00
Local Total Cost Amount
2357950.00
Local Unrealized Gain Loss
-2350.00
Local Accrued Interest
51906.26
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface