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: 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
500000.00
Base Market Value
498125.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
-1875.00
Base Accrued Interest
1489.58
Local Market Value
498125.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
-1875.00
Local Accrued Interest
1489.58
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
200000.00
Base Market Value
199000.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
-1000.00
Base Accrued Interest
641.67
Local Market Value
199000.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
-1000.00
Local Accrued Interest
641.67
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: LEVEL 3 COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 COMMUNICATIONS
Security Description
5.75% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1556250.00
Base Total Cost
1496620.00
Base Unrealized Gain Loss
59630.00
Base Accrued Interest
28750.00
Local Market Value
1556250.00
Local Total Cost Amount
1496620.00
Local Unrealized Gain Loss
59630.00
Local Accrued Interest
28750.00
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
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: 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
650000.00
Base Market Value
645125.00
Base Total Cost
650000.00
Base Unrealized Gain Loss
-4875.00
Base Accrued Interest
9434.03
Local Market Value
645125.00
Local Total Cost Amount
650000.00
Local Unrealized Gain Loss
-4875.00
Local Accrued Interest
9434.03
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
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: 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
5.125% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
500000.00
Base Market Value
496250.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
-3750.00
Base Accrued Interest
11815.97
Local Market Value
496250.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
-3750.00
Local Accrued Interest
11815.97
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
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: AMERICAN TIRE DISTRIBUTO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN TIRE DISTRIBUTO
Security Description
10.25% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
10.25
Original Face
0
Shares Par Value
150000.00
Base Market Value
155250.00
Base Total Cost
134250.00
Base Unrealized Gain Loss
21000.00
Base Accrued Interest
5125.00
Local Market Value
155250.00
Local Total Cost Amount
134250.00
Local Unrealized Gain Loss
21000.00
Local Accrued Interest
5125.00
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
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: SUBURBAN PROPANE PARTNRS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUBURBAN PROPANE PARTNRS
Security Description
5.75% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
600000.00
Base Market Value
594000.00
Base Total Cost
600000.00
Base Unrealized Gain Loss
-6000.00
Base Accrued Interest
11500.00
Local Market Value
594000.00
Local Total Cost Amount
600000.00
Local Unrealized Gain Loss
-6000.00
Local Accrued Interest
11500.00
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.125% 13 Feb 2022
Maturity Date
2022-02-13T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1750000.00
Base Market Value
1793750.00
Base Total Cost
1715000.00
Base Unrealized Gain Loss
78750.00
Base Accrued Interest
27671.87
Local Market Value
1793750.00
Local Total Cost Amount
1715000.00
Local Unrealized Gain Loss
78750.00
Local Accrued Interest
27671.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
1300000.00
Base Market Value
1288625.00
Base Total Cost
1291750.00
Base Unrealized Gain Loss
-3125.00
Base Accrued Interest
25169.44
Local Market Value
1288625.00
Local Total Cost Amount
1291750.00
Local Unrealized Gain Loss
-3125.00
Local Accrued Interest
25169.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
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
7.125% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1475000.00
Base Market Value
1312750.00
Base Total Cost
1476249.99
Base Unrealized Gain Loss
-163499.99
Base Accrued Interest
30944.27
Local Market Value
1312750.00
Local Total Cost Amount
1476249.99
Local Unrealized Gain Loss
-163499.99
Local Accrued Interest
30944.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: SANCHEZ ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANCHEZ ENERGY CORP
Security Description
6.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1050000.00
Base Market Value
840000.00
Base Total Cost
818895.00
Base Unrealized Gain Loss
21105.00
Base Accrued Interest
29655.21
Local Market Value
840000.00
Local Total Cost Amount
818895.00
Local Unrealized Gain Loss
21105.00
Local Accrued Interest
29655.21
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
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: 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
850000.00
Base Market Value
978562.50
Base Total Cost
872187.50
Base Unrealized Gain Loss
106375.00
Base Accrued Interest
24484.72
Local Market Value
978562.50
Local Total Cost Amount
872187.50
Local Unrealized Gain Loss
106375.00
Local Accrued Interest
24484.72
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: GRANITE ACQUISITION INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRANITE ACQUISITION INC.
Security Description
1% 19 Dec 2021
Maturity Date
2021-12-19T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
459262.83
Base Market Value
461846.18
Base Total Cost
440898.19
Base Unrealized Gain Loss
20947.99
Base Accrued Interest
0
Local Market Value
461846.18
Local Total Cost Amount
440898.19
Local Unrealized Gain Loss
20947.99
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: GRANITE ACQUISITION INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRANITE ACQUISITION INC.
Security Description
1% 19 Dec 2021
Maturity Date
2021-12-19T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
11410.46
Base Market Value
11474.64
Base Total Cost
10954.04
Base Unrealized Gain Loss
520.60
Base Accrued Interest
0
Local Market Value
11474.64
Local Total Cost Amount
10954.04
Local Unrealized Gain Loss
520.60
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: KRONOS ACQUISITION HOLDI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRONOS ACQUISITION HOLDI
Security Description
9% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
700000.00
Base Market Value
698250.00
Base Total Cost
701625.00
Base Unrealized Gain Loss
-3375.00
Base Accrued Interest
23800.00
Local Market Value
698250.00
Local Total Cost Amount
701625.00
Local Unrealized Gain Loss
-3375.00
Local Accrued Interest
23800.00
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
CANADIAN
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: HALYARD HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALYARD HEALTH INC
Security Description
6.25% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1042500.00
Base Total Cost
982500.00
Base Unrealized Gain Loss
60000.00
Base Accrued Interest
13194.45
Local Market Value
1042500.00
Local Total Cost Amount
982500.00
Local Unrealized Gain Loss
60000.00
Local Accrued Interest
13194.45
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
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: UNITI GROUP/CSL CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITI GROUP/CSL CAPITAL
Security Description
8.25% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
600000.00
Base Market Value
618000.00
Base Total Cost
582330.00
Base Unrealized Gain Loss
35670.00
Base Accrued Interest
10450.00
Local Market Value
618000.00
Local Total Cost Amount
582330.00
Local Unrealized Gain Loss
35670.00
Local Accrued Interest
10450.00
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
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: SUMMIT MATERIALS LLC/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUMMIT MATERIALS LLC/FIN
Security Description
6.125% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1850000.00
Base Market Value
1937875.00
Base Total Cost
1850187.50
Base Unrealized Gain Loss
87687.50
Base Accrued Interest
52249.64
Local Market Value
1937875.00
Local Total Cost Amount
1850187.50
Local Unrealized Gain Loss
87687.50
Local Accrued Interest
52249.64
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
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: ASCENA RETAIL GROUP INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASCENA RETAIL GROUP INC.
Security Description
1% 21 Aug 2022
Maturity Date
2022-08-21T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
770948.04
Base Market Value
650969.25
Base Total Cost
739182.99
Base Unrealized Gain Loss
-88213.74
Base Accrued Interest
0
Local Market Value
650969.25
Local Total Cost Amount
739182.99
Local Unrealized Gain Loss
-88213.74
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
4.625% 30 Oct 2020
Maturity Date
2020-10-30T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
750000.00
Base Market Value
797077.50
Base Total Cost
775312.50
Base Unrealized Gain Loss
21765.00
Base Accrued Interest
5877.60
Local Market Value
797077.50
Local Total Cost Amount
775312.50
Local Unrealized Gain Loss
21765.00
Local Accrued Interest
5877.60
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
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: AECOM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AECOM
Security Description
5.75% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1046250.00
Base Total Cost
1023125.00
Base Unrealized Gain Loss
23125.00
Base Accrued Interest
12138.89
Local Market Value
1046250.00
Local Total Cost Amount
1023125.00
Local Unrealized Gain Loss
23125.00
Local Accrued Interest
12138.89
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
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
6.5% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
551875.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
51875.00
Base Accrued Interest
14986.11
Local Market Value
551875.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
51875.00
Local Accrued Interest
14986.11
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
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.125% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1047500.00
Base Total Cost
1017500.00
Base Unrealized Gain Loss
30000.00
Base Accrued Interest
6548.61
Local Market Value
1047500.00
Local Total Cost Amount
1017500.00
Local Unrealized Gain Loss
30000.00
Local Accrued Interest
6548.61
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
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: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
5.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
519375.00
Base Total Cost
493750.00
Base Unrealized Gain Loss
25625.00
Base Accrued Interest
13256.94
Local Market Value
519375.00
Local Total Cost Amount
493750.00
Local Unrealized Gain Loss
25625.00
Local Accrued Interest
13256.94
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
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.875% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
750000.00
Base Market Value
810000.00
Base Total Cost
750937.50
Base Unrealized Gain Loss
59062.50
Base Accrued Interest
16645.83
Local Market Value
810000.00
Local Total Cost Amount
750937.50
Local Unrealized Gain Loss
59062.50
Local Accrued Interest
16645.83
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
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: ZAYO GROUP LLC/ZAYO CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZAYO GROUP LLC/ZAYO CAP
Security Description
6% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1315625.00
Base Total Cost
1262500.00
Base Unrealized Gain Loss
53125.00
Base Accrued Interest
18750.00
Local Market Value
1315625.00
Local Total Cost Amount
1262500.00
Local Unrealized Gain Loss
53125.00
Local Accrued Interest
18750.00
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
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: ZAYO GROUP LLC/ZAYO CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZAYO GROUP LLC/ZAYO CAP
Security Description
6.375% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
250000.00
Base Market Value
269842.50
Base Total Cost
244400.00
Base Unrealized Gain Loss
25442.50
Base Accrued Interest
2036.46
Local Market Value
269842.50
Local Total Cost Amount
244400.00
Local Unrealized Gain Loss
25442.50
Local Accrued Interest
2036.46
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
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: GROUP 1 AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GROUP 1 AUTOMOTIVE INC
Security Description
5.25% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1010000.00
Base Total Cost
992500.00
Base Unrealized Gain Loss
17500.00
Base Accrued Interest
2333.33
Local Market Value
1010000.00
Local Total Cost Amount
992500.00
Local Unrealized Gain Loss
17500.00
Local Accrued Interest
2333.33
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
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: LIN TELEVISION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIN TELEVISION CORP
Security Description
5.875% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1361750.00
Base Total Cost
1310375.00
Base Unrealized Gain Loss
51375.00
Base Accrued Interest
9759.02
Local Market Value
1361750.00
Local Total Cost Amount
1310375.00
Local Unrealized Gain Loss
51375.00
Local Accrued Interest
9759.02
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
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: PLATFORM SPECIALTY PROD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLATFORM SPECIALTY PROD
Security Description
10.375% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
10.375
Original Face
0
Shares Par Value
200000.00
Base Market Value
221250.00
Base Total Cost
222249.99
Base Unrealized Gain Loss
-999.99
Base Accrued Interest
3458.33
Local Market Value
221250.00
Local Total Cost Amount
222249.99
Local Unrealized Gain Loss
-999.99
Local Accrued Interest
3458.33
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
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
8% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
350000.00
Base Market Value
370125.00
Base Total Cost
343218.75
Base Unrealized Gain Loss
26906.25
Base Accrued Interest
1244.45
Local Market Value
370125.00
Local Total Cost Amount
343218.75
Local Unrealized Gain Loss
26906.25
Local Accrued Interest
1244.45
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
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: SEMGROUP/ROSE ROCK FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP/ROSE ROCK FIN
Security Description
5.625% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
300000.00
Base Market Value
285000.00
Base Total Cost
261750.00
Base Unrealized Gain Loss
23250.00
Base Accrued Interest
2156.25
Local Market Value
285000.00
Local Total Cost Amount
261750.00
Local Unrealized Gain Loss
23250.00
Local Accrued Interest
2156.25
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
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: TALEN ENERGY SUPPLY LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TALEN ENERGY SUPPLY LLC
Security Description
6.5% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1800000.00
Base Market Value
1269000.00
Base Total Cost
1601755.43
Base Unrealized Gain Loss
-332755.43
Base Accrued Interest
9750.00
Local Market Value
1269000.00
Local Total Cost Amount
1601755.43
Local Unrealized Gain Loss
-332755.43
Local Accrued Interest
9750.00
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.875% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
500000.00
Base Market Value
533750.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
33750.00
Base Accrued Interest
7343.75
Local Market Value
533750.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
33750.00
Local Accrued Interest
7343.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
6.125% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
300000.00
Base Market Value
321375.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
21375.00
Base Accrued Interest
816.67
Local Market Value
321375.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
21375.00
Local Accrued Interest
816.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: PRESTIGE BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRESTIGE BRANDS INC
Security Description
6.375% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
450000.00
Base Market Value
480937.50
Base Total Cost
450000.00
Base Unrealized Gain Loss
30937.50
Base Accrued Interest
9562.50
Local Market Value
480937.50
Local Total Cost Amount
450000.00
Local Unrealized Gain Loss
30937.50
Local Accrued Interest
9562.50
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
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: FELCOR LODGING LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FELCOR LODGING LP
Security Description
5.625% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
2350000.00
Base Market Value
2438125.00
Base Total Cost
2392006.25
Base Unrealized Gain Loss
46118.75
Base Accrued Interest
44062.50
Local Market Value
2438125.00
Local Total Cost Amount
2392006.25
Local Unrealized Gain Loss
46118.75
Local Accrued Interest
44062.50
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
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: FNMA POOL 631902
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 631902
Security Description
7% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
7
Original Face
109000.00
Shares Par Value
2218.26
Base Market Value
2267.88
Base Total Cost
2313.23
Base Unrealized Gain Loss
-45.35
Base Accrued Interest
0
Local Market Value
2267.88
Local Total Cost Amount
2313.23
Local Unrealized Gain Loss
-45.35
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CLEAN HARBORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAN HARBORS INC
Security Description
5.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1531875.00
Base Total Cost
1511665.00
Base Unrealized Gain Loss
20210.00
Base Accrued Interest
6406.25
Local Market Value
1531875.00
Local Total Cost Amount
1511665.00
Local Unrealized Gain Loss
20210.00
Local Accrued Interest
6406.25
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
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: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
5.125% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
450000.00
Base Market Value
454356.00
Base Total Cost
447750.00
Base Unrealized Gain Loss
6606.00
Base Accrued Interest
2946.88
Local Market Value
454356.00
Local Total Cost Amount
447750.00
Local Unrealized Gain Loss
6606.00
Local Accrued Interest
2946.88
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
TELEPHONE
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: WIDEOPENWEST FIN/CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WIDEOPENWEST FIN/CAPITAL
Security Description
10.25% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
10.25
Original Face
0
Shares Par Value
1385000.00
Base Market Value
1426550.00
Base Total Cost
1495928.12
Base Unrealized Gain Loss
-69378.12
Base Accrued Interest
65460.48
Local Market Value
1426550.00
Local Total Cost Amount
1495928.12
Local Unrealized Gain Loss
-69378.12
Local Accrued Interest
65460.48
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
FINANCE
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
4.625% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2040000.00
Base Total Cost
1917500.00
Base Unrealized Gain Loss
122500.00
Base Accrued Interest
34944.44
Local Market Value
2040000.00
Local Total Cost Amount
1917500.00
Local Unrealized Gain Loss
122500.00
Local Accrued Interest
34944.44
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
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: EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMC CORP
Security Description
2.65% 01 Jun 2020
Maturity Date
2020-06-01T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
475000.00
Base Market Value
466084.25
Base Total Cost
459562.50
Base Unrealized Gain Loss
6521.75
Base Accrued Interest
1048.96
Local Market Value
466084.25
Local Total Cost Amount
459562.50
Local Unrealized Gain Loss
6521.75
Local Accrued Interest
1048.96
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
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: PENSKE AUTO GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE AUTO GROUP INC
Security Description
5.75% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
800000.00
Base Market Value
826000.00
Base Total Cost
803000.00
Base Unrealized Gain Loss
23000.00
Base Accrued Interest
11500.00
Local Market Value
826000.00
Local Total Cost Amount
803000.00
Local Unrealized Gain Loss
23000.00
Local Accrued Interest
11500.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SINCLAIR TELEVISION GROU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SINCLAIR TELEVISION GROU
Security Description
5.375% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1078875.00
Base Total Cost
1049137.50
Base Unrealized Gain Loss
29737.50
Base Accrued Interest
14109.37
Local Market Value
1078875.00
Local Total Cost Amount
1049137.50
Local Unrealized Gain Loss
29737.50
Local Accrued Interest
14109.37
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
7.5% 15 Jul 2021
Maturity Date
2021-07-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
242187.50
Base Total Cost
242812.50
Base Unrealized Gain Loss
-625.00
Base Accrued Interest
8750.00
Local Market Value
242187.50
Local Total Cost Amount
242812.50
Local Unrealized Gain Loss
-625.00
Local Accrued Interest
8750.00
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
CANADIAN
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
4.75% 01 Jun 2020
Maturity Date
2020-06-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
550000.00
Base Market Value
569250.00
Base Total Cost
548625.00
Base Unrealized Gain Loss
20625.00
Base Accrued Interest
2177.08
Local Market Value
569250.00
Local Total Cost Amount
548625.00
Local Unrealized Gain Loss
20625.00
Local Accrued Interest
2177.08
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: EQUINIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUINIX INC
Security Description
5.375% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
600000.00
Base Market Value
639750.00
Base Total Cost
600000.00
Base Unrealized Gain Loss
39750.00
Base Accrued Interest
4120.83
Local Market Value
639750.00
Local Total Cost Amount
600000.00
Local Unrealized Gain Loss
39750.00
Local Accrued Interest
4120.83
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
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: SEMGROUP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP CORP
Security Description
6.375% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
550000.00
Base Market Value
532125.00
Base Total Cost
541568.50
Base Unrealized Gain Loss
-9443.50
Base Accrued Interest
10323.96
Local Market Value
532125.00
Local Total Cost Amount
541568.50
Local Unrealized Gain Loss
-9443.50
Local Accrued Interest
10323.96
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
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: AMERICAN AXLE + MFG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN AXLE + MFG INC
Security Description
6.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
550000.00
Base Market Value
536250.00
Base Total Cost
543750.00
Base Unrealized Gain Loss
-7500.00
Base Accrued Interest
9357.64
Local Market Value
536250.00
Local Total Cost Amount
543750.00
Local Unrealized Gain Loss
-7500.00
Local Accrued Interest
9357.64
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
AUTO COMPONENTS
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface