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Office of The Comptroller: Teachers Retirement System Holdings Data

This dataset sets forth the Teachers Retirement System holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

City Government Office of the Comptroller Dataset 5u2d-n46s 25 fields
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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
90000.00
Base Market Value
96412.50
Base Total Cost
95850.00
Base Unrealized Gain Loss
562.50
Base Accrued Interest
245.00
Local Market Value
96412.50
Local Total Cost Amount
95850.00
Local Unrealized Gain Loss
562.50
Local Accrued Interest
245.00
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: M/I HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
M/I HOMES INC
Security Description
6.75% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
357000.00
Base Market Value
373957.50
Base Total Cost
357000.00
Base Unrealized Gain Loss
16957.50
Base Accrued Interest
11111.63
Local Market Value
373957.50
Local Total Cost Amount
357000.00
Local Unrealized Gain Loss
16957.50
Local Accrued Interest
11111.63
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
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: PULTEGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PULTEGROUP INC
Security Description
5.5% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
301000.00
Base Market Value
320565.00
Base Total Cost
301000.00
Base Unrealized Gain Loss
19565.00
Base Accrued Interest
5518.33
Local Market Value
320565.00
Local Total Cost Amount
301000.00
Local Unrealized Gain Loss
19565.00
Local Accrued Interest
5518.33
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
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: HOLLYFRONTIER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLLYFRONTIER CORP
Security Description
5.875% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
458000.00
Base Market Value
485342.60
Base Total Cost
458448.84
Base Unrealized Gain Loss
26893.76
Base Accrued Interest
6726.87
Local Market Value
485342.60
Local Total Cost Amount
458448.84
Local Unrealized Gain Loss
26893.76
Local Accrued Interest
6726.87
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
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: MDC PARTNERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MDC PARTNERS INC
Security Description
6.5% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1107000.00
Base Market Value
1104232.50
Base Total Cost
1091200.00
Base Unrealized Gain Loss
13032.50
Base Accrued Interest
11992.49
Local Market Value
1104232.50
Local Total Cost Amount
1091200.00
Local Unrealized Gain Loss
13032.50
Local Accrued Interest
11992.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: TAKEUCHI MFG CO LTD
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
TAKEUCHI MFG 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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
366000.00
Base Market Value
374692.50
Base Total Cost
366000.00
Base Unrealized Gain Loss
8692.50
Base Accrued Interest
4575.00
Local Market Value
374692.50
Local Total Cost Amount
366000.00
Local Unrealized Gain Loss
8692.50
Local Accrued Interest
4575.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
Shares Par Value
614000.00
Base Market Value
656980.00
Base Total Cost
631888.75
Base Unrealized Gain Loss
25091.25
Base Accrued Interest
7777.33
Local Market Value
656980.00
Local Total Cost Amount
631888.75
Local Unrealized Gain Loss
25091.25
Local Accrued Interest
7777.33
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: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
7.375% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
232000.00
Base Market Value
254910.00
Base Total Cost
232000.00
Base Unrealized Gain Loss
22910.00
Base Accrued Interest
4277.50
Local Market Value
254910.00
Local Total Cost Amount
232000.00
Local Unrealized Gain Loss
22910.00
Local Accrued Interest
4277.50
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SFR GROUP SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SFR GROUP SA
Security Description
7.375% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
468000.00
Base Market Value
507780.00
Base Total Cost
468000.00
Base Unrealized Gain Loss
39780.00
Base Accrued Interest
15915.25
Local Market Value
507780.00
Local Total Cost Amount
468000.00
Local Unrealized Gain Loss
39780.00
Local Accrued Interest
15915.25
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
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: CAMDEN NATIONAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMDEN NATIONAL CORP
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
5962.00
Base Market Value
255829.42
Base Total Cost
148092.68
Base Unrealized Gain Loss
107736.74
Base Accrued Interest
0
Local Market Value
255829.42
Local Total Cost Amount
148092.68
Local Unrealized Gain Loss
107736.74
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
BANKS
Moody S Quality Rating
NA
S And P Quality Rating
B+
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
6.25% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
163000.00
Base Market Value
173187.50
Base Total Cost
163000.00
Base Unrealized Gain Loss
10187.50
Base Accrued Interest
2150.69
Local Market Value
173187.50
Local Total Cost Amount
163000.00
Local Unrealized Gain Loss
10187.50
Local Accrued Interest
2150.69
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: CREDIT ACCEPTANC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT ACCEPTANC
Security Description
7.375% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1039000.00
Base Market Value
1080560.00
Base Total Cost
1040043.74
Base Unrealized Gain Loss
40516.26
Base Accrued Interest
22562.17
Local Market Value
1080560.00
Local Total Cost Amount
1040043.74
Local Unrealized Gain Loss
40516.26
Local Accrued Interest
22562.17
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
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: 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% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1120000.00
Base Market Value
1223364.80
Base Total Cost
1177911.25
Base Unrealized Gain Loss
45453.55
Base Accrued Interest
12708.88
Local Market Value
1223364.80
Local Total Cost Amount
1177911.25
Local Unrealized Gain Loss
45453.55
Local Accrued Interest
12708.88
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
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
7.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
502000.00
Base Market Value
557220.00
Base Total Cost
502000.00
Base Unrealized Gain Loss
55220.00
Base Accrued Interest
17360.83
Local Market Value
557220.00
Local Total Cost Amount
502000.00
Local Unrealized Gain Loss
55220.00
Local Accrued Interest
17360.83
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
TELEPHONE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE US FINANCE I CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE US FINANCE I CORP
Security Description
5.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
483000.00
Base Market Value
507150.00
Base Total Cost
483000.00
Base Unrealized Gain Loss
24150.00
Base Accrued Interest
3394.42
Local Market Value
507150.00
Local Total Cost Amount
483000.00
Local Unrealized Gain Loss
24150.00
Local Accrued Interest
3394.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: UNITED RENTALS NORTH AM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED RENTALS NORTH AM
Security Description
5.875% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
267000.00
Base Market Value
284355.00
Base Total Cost
279348.75
Base Unrealized Gain Loss
5006.25
Base Accrued Interest
4618.73
Local Market Value
284355.00
Local Total Cost Amount
279348.75
Local Unrealized Gain Loss
5006.25
Local Accrued Interest
4618.73
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: HANESBRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HANESBRANDS INC
Security Description
4.625% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
604000.00
Base Market Value
613060.00
Base Total Cost
607451.25
Base Unrealized Gain Loss
5608.75
Base Accrued Interest
3569.47
Local Market Value
613060.00
Local Total Cost Amount
607451.25
Local Unrealized Gain Loss
5608.75
Local Accrued Interest
3569.47
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
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: TELEFLEX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELEFLEX INC
Security Description
4.875% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
121000.00
Base Market Value
123722.50
Base Total Cost
121000.00
Base Unrealized Gain Loss
2722.50
Base Accrued Interest
491.56
Local Market Value
123722.50
Local Total Cost Amount
121000.00
Local Unrealized Gain Loss
2722.50
Local Accrued Interest
491.56
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
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: PERFORMANCE FOOD GROUP I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PERFORMANCE FOOD GROUP I
Security Description
5.5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
257000.00
Base Market Value
265352.50
Base Total Cost
265995.00
Base Unrealized Gain Loss
-642.50
Base Accrued Interest
1177.92
Local Market Value
265352.50
Local Total Cost Amount
265995.00
Local Unrealized Gain Loss
-642.50
Local Accrued Interest
1177.92
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
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: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
5.375% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
357000.00
Base Market Value
369495.00
Base Total Cost
357000.00
Base Unrealized Gain Loss
12495.00
Base Accrued Interest
8848.14
Local Market Value
369495.00
Local Total Cost Amount
357000.00
Local Unrealized Gain Loss
12495.00
Local Accrued Interest
8848.14
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
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: NXP BV/NXP FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NXP BV/NXP FUNDING LLC
Security Description
4.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
197000.00
Base Market Value
207441.00
Base Total Cost
200693.75
Base Unrealized Gain Loss
6747.25
Base Accrued Interest
677.19
Local Market Value
207441.00
Local Total Cost Amount
200693.75
Local Unrealized Gain Loss
6747.25
Local Accrued Interest
677.19
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
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: ANIXTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANIXTER INC
Security Description
5.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
304000.00
Base Market Value
324900.00
Base Total Cost
304375.00
Base Unrealized Gain Loss
20525.00
Base Accrued Interest
5573.33
Local Market Value
324900.00
Local Total Cost Amount
304375.00
Local Unrealized Gain Loss
20525.00
Local Accrued Interest
5573.33
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
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: 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
5.75% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
831000.00
Base Market Value
889170.00
Base Total Cost
843866.98
Base Unrealized Gain Loss
45303.02
Base Accrued Interest
18051.17
Local Market Value
889170.00
Local Total Cost Amount
843866.98
Local Unrealized Gain Loss
45303.02
Local Accrued Interest
18051.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
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
10.5% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
1582000.00
Base Market Value
1512787.50
Base Total Cost
1551840.00
Base Unrealized Gain Loss
-39052.50
Base Accrued Interest
48910.17
Local Market Value
1512787.50
Local Total Cost Amount
1551840.00
Local Unrealized Gain Loss
-39052.50
Local Accrued Interest
48910.17
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
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: OPEN TEXT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT CORP
Security Description
5.875% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
805000.00
Base Market Value
865874.10
Base Total Cost
827137.50
Base Unrealized Gain Loss
38736.60
Base Accrued Interest
3941.15
Local Market Value
865874.10
Local Total Cost Amount
827137.50
Local Unrealized Gain Loss
38736.60
Local Accrued Interest
3941.15
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: REALOGY GROUP/CO ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALOGY GROUP/CO ISSUER
Security Description
4.875% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
413000.00
Base Market Value
416097.50
Base Total Cost
417093.75
Base Unrealized Gain Loss
-996.25
Base Accrued Interest
1840.45
Local Market Value
416097.50
Local Total Cost Amount
417093.75
Local Unrealized Gain Loss
-996.25
Local Accrued Interest
1840.45
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
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: KFC HLD/PIZZA HUT/TACO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KFC HLD/PIZZA HUT/TACO
Security Description
5.25% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
102000.00
Base Market Value
107355.00
Base Total Cost
102000.00
Base Unrealized Gain Loss
5355.00
Base Accrued Interest
446.25
Local Market Value
107355.00
Local Total Cost Amount
102000.00
Local Unrealized Gain Loss
5355.00
Local Accrued Interest
446.25
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
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: ARCONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC INC
Security Description
5.87% 23 Feb 2022
Maturity Date
2022-02-23T00:00:00.000
Interest Rate
5.87
Original Face
0
Shares Par Value
108000.00
Base Market Value
115560.00
Base Total Cost
109620.00
Base Unrealized Gain Loss
5940.00
Base Accrued Interest
2254.08
Local Market Value
115560.00
Local Total Cost Amount
109620.00
Local Unrealized Gain Loss
5940.00
Local Accrued Interest
2254.08
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
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
823000.00
Base Market Value
802425.00
Base Total Cost
818589.88
Base Unrealized Gain Loss
-16164.88
Base Accrued Interest
12345.00
Local Market Value
802425.00
Local Total Cost Amount
818589.88
Local Unrealized Gain Loss
-16164.88
Local Accrued Interest
12345.00
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
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
HKD
Local Currency Code: HKD • Trade Country Name: HONG KONG • Security Name: DAH SING BANKING GROUP LTD
Local Currency Code
HKD
Trade Country Name
HONG KONG
Security Name
DAH SING BANKING GROUP 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
FINANCIALS
Minor Industry Name
BANKS
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Group Trust
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GENERAL MOTORS FINL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS FINL CO
Security Description
4.25% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
400000.00
Base Market Value
418180.00
Base Total Cost
395756.00
Base Unrealized Gain Loss
22424.00
Base Accrued Interest
2172.22
Local Market Value
418180.00
Local Total Cost Amount
395756.00
Local Unrealized Gain Loss
22424.00
Local Accrued Interest
2172.22
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
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: TREEHOUSE FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TREEHOUSE FOODS INC
Security Description
4.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
119000.00
Base Market Value
122867.50
Base Total Cost
114656.62
Base Unrealized Gain Loss
8210.88
Base Accrued Interest
1708.14
Local Market Value
122867.50
Local Total Cost Amount
114656.62
Local Unrealized Gain Loss
8210.88
Local Accrued Interest
1708.14
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
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: AMSTED INDUSTRIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMSTED INDUSTRIES
Security Description
5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
541000.00
Base Market Value
558582.50
Base Total Cost
541000.00
Base Unrealized Gain Loss
17582.50
Base Accrued Interest
7964.72
Local Market Value
558582.50
Local Total Cost Amount
541000.00
Local Unrealized Gain Loss
17582.50
Local Accrued Interest
7964.72
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
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
5.5% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
70000.00
Base Market Value
72887.50
Base Total Cost
70000.00
Base Unrealized Gain Loss
2887.50
Base Accrued Interest
1133.61
Local Market Value
72887.50
Local Total Cost Amount
70000.00
Local Unrealized Gain Loss
2887.50
Local Accrued Interest
1133.61
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
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: 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
597756.01
Base Market Value
597756.01
Base Total Cost
597756.01
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
597756.01
Local Total Cost Amount
597756.01
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: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
5.625% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
530000.00
Base Market Value
576995.10
Base Total Cost
563125.00
Base Unrealized Gain Loss
13870.10
Base Accrued Interest
12421.88
Local Market Value
576995.10
Local Total Cost Amount
563125.00
Local Unrealized Gain Loss
13870.10
Local Accrued Interest
12421.88
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
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: UNITED AIR 2014 1 B PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED AIR 2014 1 B PTT
Security Description
4.75% 11 Oct 2023
Maturity Date
2023-10-11T00:00:00.000
Interest Rate
4.75
Original Face
140000.00
Shares Par Value
114154.63
Base Market Value
118292.74
Base Total Cost
114154.63
Base Unrealized Gain Loss
4138.11
Base Accrued Interest
1204.96
Local Market Value
118292.74
Local Total Cost Amount
114154.63
Local Unrealized Gain Loss
4138.11
Local Accrued Interest
1204.96
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
6% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
433000.00
Base Market Value
433000.00
Base Total Cost
433000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
5484.67
Local Market Value
433000.00
Local Total Cost Amount
433000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
5484.67
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
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
HKD
Local Currency Code: HKD • Trade Country Name: HONG KONG • Security Name: HONG KONG DOLLAR
Local Currency Code
HKD
Trade Country Name
HONG KONG
Security Name
HONG KONG DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
34700.00
Base Market Value
4445.04
Base Total Cost
4458.98
Base Unrealized Gain Loss
-13.94
Base Accrued Interest
0
Local Market Value
34700.00
Local Total Cost Amount
34700.00
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: MALLINCKRODT INTL FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MALLINCKRODT INTL FIN
Security Description
4.75% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
773000.00
Base Market Value
658982.50
Base Total Cost
690257.50
Base Unrealized Gain Loss
-31275.00
Base Accrued Interest
7751.47
Local Market Value
658982.50
Local Total Cost Amount
690257.50
Local Unrealized Gain Loss
-31275.00
Local Accrued Interest
7751.47
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
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: TULLOW OIL PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TULLOW OIL PLC
Security Description
6.25% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
625000.00
Base Market Value
569531.25
Base Total Cost
574235.00
Base Unrealized Gain Loss
-4703.75
Base Accrued Interest
8246.52
Local Market Value
569531.25
Local Total Cost Amount
574235.00
Local Unrealized Gain Loss
-4703.75
Local Accrued Interest
8246.52
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
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
5.875% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
250000.00
Base Market Value
233750.00
Base Total Cost
199687.50
Base Unrealized Gain Loss
34062.50
Base Accrued Interest
1223.96
Local Market Value
233750.00
Local Total Cost Amount
199687.50
Local Unrealized Gain Loss
34062.50
Local Accrued Interest
1223.96
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
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: SFR GROUP SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SFR GROUP SA
Security Description
6% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
674000.00
Base Market Value
705172.50
Base Total Cost
693377.50
Base Unrealized Gain Loss
11795.00
Base Accrued Interest
15277.33
Local Market Value
705172.50
Local Total Cost Amount
693377.50
Local Unrealized Gain Loss
11795.00
Local Accrued Interest
15277.33
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
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: SFR GROUP SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SFR GROUP SA
Security Description
6.25% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
689000.00
Base Market Value
727756.25
Base Total Cost
695028.75
Base Unrealized Gain Loss
32727.50
Base Accrued Interest
16268.05
Local Market Value
727756.25
Local Total Cost Amount
695028.75
Local Unrealized Gain Loss
32727.50
Local Accrued Interest
16268.05
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
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: LKQ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LKQ CORP
Security Description
4.75% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
165000.00
Base Market Value
168300.00
Base Total Cost
157575.00
Base Unrealized Gain Loss
10725.00
Base Accrued Interest
1001.46
Local Market Value
168300.00
Local Total Cost Amount
157575.00
Local Unrealized Gain Loss
10725.00
Local Accrued Interest
1001.46
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
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
6% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
278000.00
Base Market Value
295375.00
Base Total Cost
278000.00
Base Unrealized Gain Loss
17375.00
Base Accrued Interest
7691.33
Local Market Value
295375.00
Local Total Cost Amount
278000.00
Local Unrealized Gain Loss
17375.00
Local Accrued Interest
7691.33
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
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
6% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
2275000.00
Base Market Value
2437093.75
Base Total Cost
2372944.29
Base Unrealized Gain Loss
64149.46
Base Accrued Interest
34125.00
Local Market Value
2437093.75
Local Total Cost Amount
2372944.29
Local Unrealized Gain Loss
64149.46
Local Accrued Interest
34125.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AVIS BUDGET CAR/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIS BUDGET CAR/FINANCE
Security Description
5.125% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
498000.00
Base Market Value
493020.00
Base Total Cost
486945.00
Base Unrealized Gain Loss
6075.00
Base Accrued Interest
2126.87
Local Market Value
493020.00
Local Total Cost Amount
486945.00
Local Unrealized Gain Loss
6075.00
Local Accrued Interest
2126.87
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
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: COMMSCOPE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMSCOPE INC
Security Description
5.5% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
159000.00
Base Market Value
165509.46
Base Total Cost
166107.50
Base Unrealized Gain Loss
-598.04
Base Accrued Interest
388.67
Local Market Value
165509.46
Local Total Cost Amount
166107.50
Local Unrealized Gain Loss
-598.04
Local Accrued Interest
388.67
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
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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