Ask NYC Browse All Data Public Safety Transportation Health Buildings

Office of The Comptroller: Police Retirement System Holdings Data

This dataset sets forth the Police 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 dy3p-ay2d 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: 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
0.00
Shares Par Value
955000.00
Base Market Value
1010800.65
Base Total Cost
966172.58
Base Unrealized Gain Loss
44628.07
Base Accrued Interest
18991.67
Local Market Value
1010800.65
Local Total Cost Amount
966172.58
Local Unrealized Gain Loss
44628.07
Local Accrued Interest
18991.67
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
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: 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% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
712000.00
Base Market Value
761840.00
Base Total Cost
735705.00
Base Unrealized Gain Loss
26135.00
Base Accrued Interest
9018.66
Local Market Value
761840.00
Local Total Cost Amount
735705.00
Local Unrealized Gain Loss
26135.00
Local Accrued Interest
9018.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
695000.00
Base Market Value
743650.00
Base Total Cost
695000.00
Base Unrealized Gain Loss
48650.00
Base Accrued Interest
8803.33
Local Market Value
743650.00
Local Total Cost Amount
695000.00
Local Unrealized Gain Loss
48650.00
Local Accrued Interest
8803.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
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
6.375% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
675000.00
Base Market Value
729843.75
Base Total Cost
705625.00
Base Unrealized Gain Loss
24218.75
Base Accrued Interest
14343.75
Local Market Value
729843.75
Local Total Cost Amount
705625.00
Local Unrealized Gain Loss
24218.75
Local Accrued Interest
14343.75
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
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
475167.00
Base Market Value
475167.00
Base Total Cost
475167.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
475167.00
Local Total Cost Amount
475167.00
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: 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
0.00
Shares Par Value
624000.00
Base Market Value
660460.32
Base Total Cost
640830.00
Base Unrealized Gain Loss
19630.32
Base Accrued Interest
12480.00
Local Market Value
660460.32
Local Total Cost Amount
640830.00
Local Unrealized Gain Loss
19630.32
Local Accrued Interest
12480.00
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: 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
0.00
Shares Par Value
400000.00
Base Market Value
441500.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
41500.00
Base Accrued Interest
11988.89
Local Market Value
441500.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
41500.00
Local Accrued Interest
11988.89
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
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: 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
0.00
Shares Par Value
350000.00
Base Market Value
367829.00
Base Total Cost
368187.50
Base Unrealized Gain Loss
-358.50
Base Accrued Interest
9885.06
Local Market Value
367829.00
Local Total Cost Amount
368187.50
Local Unrealized Gain Loss
-358.50
Local Accrued Interest
9885.06
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
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.375% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
216250.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
16250.00
Base Accrued Interest
4250.00
Local Market Value
216250.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
16250.00
Local Accrued Interest
4250.00
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: 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
0.00
Shares Par Value
167000.00
Base Market Value
175506.98
Base Total Cost
167000.00
Base Unrealized Gain Loss
8506.98
Base Accrued Interest
4716.58
Local Market Value
175506.98
Local Total Cost Amount
167000.00
Local Unrealized Gain Loss
8506.98
Local Accrued Interest
4716.58
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
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
5.375% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
53625.00
Base Total Cost
50000.00
Base Unrealized Gain Loss
3625.00
Base Accrued Interest
783.85
Local Market Value
53625.00
Local Total Cost Amount
50000.00
Local Unrealized Gain Loss
3625.00
Local Accrued Interest
783.85
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
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
5.125% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
52500.00
Base Total Cost
50000.00
Base Unrealized Gain Loss
2500.00
Base Accrued Interest
747.39
Local Market Value
52500.00
Local Total Cost Amount
50000.00
Local Unrealized Gain Loss
2500.00
Local Accrued Interest
747.39
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
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: 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
0.00
Shares Par Value
1990000.00
Base Market Value
1512400.00
Base Total Cost
1367127.14
Base Unrealized Gain Loss
145272.86
Base Accrued Interest
4068.45
Local Market Value
1512400.00
Local Total Cost Amount
1367127.14
Local Unrealized Gain Loss
145272.86
Local Accrued Interest
4068.45
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
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: 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
0.00
Shares Par Value
550000.00
Base Market Value
387750.00
Base Total Cost
508970.93
Base Unrealized Gain Loss
-121220.93
Base Accrued Interest
2988.19
Local Market Value
387750.00
Local Total Cost Amount
508970.93
Local Unrealized Gain Loss
-121220.93
Local Accrued Interest
2988.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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
0.00
Shares Par Value
450000.00
Base Market Value
317250.00
Base Total Cost
403915.18
Base Unrealized Gain Loss
-86665.18
Base Accrued Interest
2437.49
Local Market Value
317250.00
Local Total Cost Amount
403915.18
Local Unrealized Gain Loss
-86665.18
Local Accrued Interest
2437.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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
0.00
Shares Par Value
250000.00
Base Market Value
215000.00
Base Total Cost
216250.00
Base Unrealized Gain Loss
-1250.00
Base Accrued Interest
5145.83
Local Market Value
215000.00
Local Total Cost Amount
216250.00
Local Unrealized Gain Loss
-1250.00
Local Accrued Interest
5145.83
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
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: 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
0.00
Shares Par Value
195000.00
Base Market Value
167700.00
Base Total Cost
170255.89
Base Unrealized Gain Loss
-2555.89
Base Accrued Interest
4024.29
Local Market Value
167700.00
Local Total Cost Amount
170255.89
Local Unrealized Gain Loss
-2555.89
Local Accrued Interest
4024.29
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
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: TALLGRASS NRG PRTNR/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TALLGRASS NRG PRTNR/FIN
Security Description
5.5% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
1980000.00
Base Market Value
2004750.00
Base Total Cost
1982775.00
Base Unrealized Gain Loss
21975.00
Base Accrued Interest
32065.00
Local Market Value
2004750.00
Local Total Cost Amount
1982775.00
Local Unrealized Gain Loss
21975.00
Local Accrued Interest
32065.00
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: TALLGRASS NRG PRTNR/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TALLGRASS NRG PRTNR/FIN
Security Description
5.5% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
815000.00
Base Market Value
825187.50
Base Total Cost
815000.00
Base Unrealized Gain Loss
10187.50
Base Accrued Interest
13198.47
Local Market Value
825187.50
Local Total Cost Amount
815000.00
Local Unrealized Gain Loss
10187.50
Local Accrued Interest
13198.47
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TALLGRASS NRG PRTNR/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TALLGRASS NRG PRTNR/FIN
Security Description
5.5% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
303750.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
3750.00
Base Accrued Interest
4858.33
Local Market Value
303750.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
3750.00
Local Accrued Interest
4858.33
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
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: TAMPA ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TAMPA ELECTRIC CO
Security Description
4.2% 15 May 2045
Maturity Date
2045-05-15T00:00:00.000
Interest Rate
4.2
Original Face
0.00
Shares Par Value
165000.00
Base Market Value
165734.25
Base Total Cost
164693.10
Base Unrealized Gain Loss
1041.15
Base Accrued Interest
885.50
Local Market Value
165734.25
Local Total Cost Amount
164693.10
Local Unrealized Gain Loss
1041.15
Local Accrued Interest
885.50
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
A3
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
6.75% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
1575000.00
Base Market Value
1693125.00
Base Total Cost
1654656.25
Base Unrealized Gain Loss
38468.75
Base Accrued Interest
31303.13
Local Market Value
1693125.00
Local Total Cost Amount
1654656.25
Local Unrealized Gain Loss
38468.75
Local Accrued Interest
31303.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
5.125% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
1490000.00
Base Market Value
1534700.00
Base Total Cost
1509462.50
Base Unrealized Gain Loss
25237.50
Base Accrued Interest
31817.71
Local Market Value
1534700.00
Local Total Cost Amount
1509462.50
Local Unrealized Gain Loss
25237.50
Local Accrued Interest
31817.71
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
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
5.25% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
1160000.00
Base Market Value
1189000.00
Base Total Cost
1169487.50
Base Unrealized Gain Loss
19512.50
Base Accrued Interest
10150.00
Local Market Value
1189000.00
Local Total Cost Amount
1169487.50
Local Unrealized Gain Loss
19512.50
Local Accrued Interest
10150.00
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
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
5.125% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
910000.00
Base Market Value
937300.00
Base Total Cost
930227.07
Base Unrealized Gain Loss
7072.93
Base Accrued Interest
19436.56
Local Market Value
937300.00
Local Total Cost Amount
930227.07
Local Unrealized Gain Loss
7072.93
Local Accrued Interest
19436.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
4.25% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
865000.00
Base Market Value
844456.25
Base Total Cost
844793.75
Base Unrealized Gain Loss
-337.50
Base Accrued Interest
4702.16
Local Market Value
844456.25
Local Total Cost Amount
844793.75
Local Unrealized Gain Loss
-337.50
Local Accrued Interest
4702.16
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
6.75% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
755000.00
Base Market Value
811625.00
Base Total Cost
745767.41
Base Unrealized Gain Loss
65857.59
Base Accrued Interest
15005.63
Local Market Value
811625.00
Local Total Cost Amount
745767.41
Local Unrealized Gain Loss
65857.59
Local Accrued Interest
15005.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
6.75% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
645000.00
Base Market Value
693375.00
Base Total Cost
706725.00
Base Unrealized Gain Loss
-13350.00
Base Accrued Interest
12825.01
Local Market Value
693375.00
Local Total Cost Amount
706725.00
Local Unrealized Gain Loss
-13350.00
Local Accrued Interest
12825.01
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
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
5.375% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
525000.00
Base Market Value
543375.00
Base Total Cost
533987.50
Base Unrealized Gain Loss
9387.50
Base Accrued Interest
11762.29
Local Market Value
543375.00
Local Total Cost Amount
533987.50
Local Unrealized Gain Loss
9387.50
Local Accrued Interest
11762.29
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
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
5.125% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
310000.00
Base Market Value
319300.00
Base Total Cost
310000.00
Base Unrealized Gain Loss
9300.00
Base Accrued Interest
6619.79
Local Market Value
319300.00
Local Total Cost Amount
310000.00
Local Unrealized Gain Loss
9300.00
Local Accrued Interest
6619.79
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
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
4.25% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
70000.00
Base Market Value
68337.50
Base Total Cost
66615.10
Base Unrealized Gain Loss
1722.40
Base Accrued Interest
380.14
Local Market Value
68337.50
Local Total Cost Amount
66615.10
Local Unrealized Gain Loss
1722.40
Local Accrued Interest
380.14
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: TARGET CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGET CORP
Security Description
4% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
987810.00
Base Total Cost
1017800.00
Base Unrealized Gain Loss
-29990.00
Base Accrued Interest
0
Local Market Value
987810.00
Local Total Cost Amount
1017800.00
Local Unrealized Gain Loss
-29990.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TARGET CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGET CORP
Security Description
2.5% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
379520.00
Base Total Cost
375296.00
Base Unrealized Gain Loss
4224.00
Base Accrued Interest
2111.11
Local Market Value
379520.00
Local Total Cost Amount
375296.00
Local Unrealized Gain Loss
4224.00
Local Accrued Interest
2111.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TAYLOR MORR COMM/HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TAYLOR MORR COMM/HLDGS
Security Description
5.875% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
705000.00
Base Market Value
752587.50
Base Total Cost
740250.00
Base Unrealized Gain Loss
12337.50
Base Accrued Interest
8743.96
Local Market Value
752587.50
Local Total Cost Amount
740250.00
Local Unrealized Gain Loss
12337.50
Local Accrued Interest
8743.96
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
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: TAYLOR MORR COMM/HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TAYLOR MORR COMM/HLDGS
Security Description
5.625% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
550000.00
Base Market Value
574750.00
Base Total Cost
572287.50
Base Unrealized Gain Loss
2462.50
Base Accrued Interest
10317.19
Local Market Value
574750.00
Local Total Cost Amount
572287.50
Local Unrealized Gain Loss
2462.50
Local Accrued Interest
10317.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TBA 33 CENT CLAIMS FRN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TBA 33 CENT CLAIMS FRN
Security Description
0.01% 31 Dec 2049
Maturity Date
2049-12-31T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
69008.35
Base Market Value
1531.99
Base Total Cost
27775.86
Base Unrealized Gain Loss
-26243.87
Base Accrued Interest
0
Local Market Value
1531.99
Local Total Cost Amount
27775.86
Local Unrealized Gain Loss
-26243.87
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
NON-SECURITY ASSETS
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: TCI COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TCI COMMUNICATIONS INC
Security Description
7.875% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
425000.00
Base Market Value
573669.25
Base Total Cost
485250.40
Base Unrealized Gain Loss
88418.85
Base Accrued Interest
12643.75
Local Market Value
573669.25
Local Total Cost Amount
485250.40
Local Unrealized Gain Loss
88418.85
Local Accrued Interest
12643.75
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
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TCI COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TCI COMMUNICATIONS INC
Security Description
7.125% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
7.125
Original Face
0.00
Shares Par Value
310000.00
Base Market Value
409702.20
Base Total Cost
331055.20
Base Unrealized Gain Loss
78647.00
Base Accrued Interest
8344.17
Local Market Value
409702.20
Local Total Cost Amount
331055.20
Local Unrealized Gain Loss
78647.00
Local Accrued Interest
8344.17
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
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TCI COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TCI COMMUNICATIONS INC
Security Description
7.875% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
130000.00
Base Market Value
175475.30
Base Total Cost
148429.53
Base Unrealized Gain Loss
27045.77
Base Accrued Interest
3867.50
Local Market Value
175475.30
Local Total Cost Amount
148429.53
Local Unrealized Gain Loss
27045.77
Local Accrued Interest
3867.50
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
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
KRW
Local Currency Code: KRW • Trade Country Name: KOREA (THE REPUBLIC OF) • Security Name: SOUTH KOREAN WON
Local Currency Code
KRW
Trade Country Name
KOREA (THE REPUBLIC OF)
Security Name
SOUTH KOREAN WON
Interest Rate
0
Original Face
0
Shares Par Value
119.00
Base Market Value
0.09
Base Total Cost
0.09
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
119.00
Local Total Cost Amount
119.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TD AMERITRADE HOLDING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TD AMERITRADE HOLDING CO
Security Description
3.625% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
940000.00
Base Market Value
972646.20
Base Total Cost
939530.00
Base Unrealized Gain Loss
33116.20
Base Accrued Interest
8518.75
Local Market Value
972646.20
Local Total Cost Amount
939530.00
Local Unrealized Gain Loss
33116.20
Local Accrued Interest
8518.75
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
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEACHERS INSUR + ANNUITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEACHERS INSUR + ANNUITY
Security Description
4.27% 15 May 2047
Maturity Date
2047-05-15T00:00:00.000
Interest Rate
4.27
Original Face
0.00
Shares Par Value
705000.00
Base Market Value
721715.55
Base Total Cost
704280.90
Base Unrealized Gain Loss
17434.65
Base Accrued Interest
4431.91
Local Market Value
721715.55
Local Total Cost Amount
704280.90
Local Unrealized Gain Loss
17434.65
Local Accrued Interest
4431.91
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
FINANCE
Moody S Quality Rating
Aa3
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEACHERS INSUR + ANNUITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEACHERS INSUR + ANNUITY
Security Description
4.9% 15 Sep 2044
Maturity Date
2044-09-15T00:00:00.000
Interest Rate
4.9
Original Face
0.00
Shares Par Value
275000.00
Base Market Value
307802.00
Base Total Cost
274744.25
Base Unrealized Gain Loss
33057.75
Base Accrued Interest
3967.64
Local Market Value
307802.00
Local Total Cost Amount
274744.25
Local Unrealized Gain Loss
33057.75
Local Accrued Interest
3967.64
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
Aa3
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEACHERS INSUR + ANNUITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEACHERS INSUR + ANNUITY
Security Description
4.9% 15 Sep 2044
Maturity Date
2044-09-15T00:00:00.000
Interest Rate
4.9
Original Face
0.00
Shares Par Value
260000.00
Base Market Value
291012.80
Base Total Cost
259758.20
Base Unrealized Gain Loss
31254.60
Base Accrued Interest
3751.22
Local Market Value
291012.80
Local Total Cost Amount
259758.20
Local Unrealized Gain Loss
31254.60
Local Accrued Interest
3751.22
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
Aa3
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEAM HEALTH HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEAM HEALTH HOLDINGS INC
Security Description
6.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
995000.00
Base Market Value
965150.00
Base Total Cost
972612.50
Base Unrealized Gain Loss
-7462.50
Base Accrued Interest
26489.90
Local Market Value
965150.00
Local Total Cost Amount
972612.50
Local Unrealized Gain Loss
-7462.50
Local Accrued Interest
26489.90
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: TEAM HEALTH HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEAM HEALTH HOLDINGS INC
Security Description
6.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
830000.00
Base Market Value
805100.00
Base Total Cost
811975.00
Base Unrealized Gain Loss
-6875.00
Base Accrued Interest
22046.87
Local Market Value
805100.00
Local Total Cost Amount
811975.00
Local Unrealized Gain Loss
-6875.00
Local Accrued Interest
22046.87
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
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: TEAM HEALTH HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEAM HEALTH HOLDINGS INC
Security Description
6.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
145500.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
-4500.00
Base Accrued Interest
3984.38
Local Market Value
145500.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
-4500.00
Local Accrued Interest
3984.38
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
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: TEAM HEALTH INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEAM HEALTH INC.
Security Description
1% 06 Feb 2024
Maturity Date
2024-02-06T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
837900.00
Base Market Value
832273.50
Base Total Cost
835755.50
Base Unrealized Gain Loss
-3482.00
Base Accrued Interest
0
Local Market Value
832273.50
Local Total Cost Amount
835755.50
Local Unrealized Gain Loss
-3482.00
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: 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
0.00
Shares Par Value
845000.00
Base Market Value
876687.50
Base Total Cost
699194.69
Base Unrealized Gain Loss
177492.81
Base Accrued Interest
24352.41
Local Market Value
876687.50
Local Total Cost Amount
699194.69
Local Unrealized Gain Loss
177492.81
Local Accrued Interest
24352.41
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
8.5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
8.5
Original Face
0.00
Shares Par Value
445000.00
Base Market Value
513975.00
Base Total Cost
450800.00
Base Unrealized Gain Loss
63175.00
Base Accrued Interest
3152.08
Local Market Value
513975.00
Local Total Cost Amount
450800.00
Local Unrealized Gain Loss
63175.00
Local Accrued Interest
3152.08
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
NYC Data AI • Public-data exploration interface