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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: ADVANCED MICRO DEVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED MICRO DEVICES
Security Description
7% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
409000.00
Base Market Value
433028.75
Base Total Cost
409000.00
Base Unrealized Gain Loss
24028.75
Base Accrued Interest
0
Local Market Value
433028.75
Local Total Cost Amount
409000.00
Local Unrealized Gain Loss
24028.75
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
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: JC PENNEY CORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JC PENNEY CORP INC
Security Description
8.125% 01 Oct 2019
Maturity Date
2019-10-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
219000.00
Base Market Value
239257.50
Base Total Cost
217740.75
Base Unrealized Gain Loss
21516.75
Base Accrued Interest
4448.41
Local Market Value
239257.50
Local Total Cost Amount
217740.75
Local Unrealized Gain Loss
21516.75
Local Accrued Interest
4448.41
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MIDAS INT HOLDCO II/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDAS INT HOLDCO II/FIN
Security Description
7.875% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1920000.00
Base Market Value
1977600.00
Base Total Cost
1883300.00
Base Unrealized Gain Loss
94300.00
Base Accrued Interest
37800.00
Local Market Value
1977600.00
Local Total Cost Amount
1883300.00
Local Unrealized Gain Loss
94300.00
Local Accrued Interest
37800.00
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
CCC
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
5.125% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1560000.00
Base Market Value
1645675.20
Base Total Cost
1530126.00
Base Unrealized Gain Loss
115549.20
Base Accrued Interest
20209.58
Local Market Value
1645675.20
Local Total Cost Amount
1530126.00
Local Unrealized Gain Loss
115549.20
Local Accrued Interest
20209.58
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONSOLIDATED ENERGY FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED ENERGY FIN
Security Description
6.75% 15 Oct 2019
Maturity Date
2019-10-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
828000.00
Base Market Value
844560.00
Base Total Cost
819720.00
Base Unrealized Gain Loss
24840.00
Base Accrued Interest
11799.00
Local Market Value
844560.00
Local Total Cost Amount
819720.00
Local Unrealized Gain Loss
24840.00
Local Accrued Interest
11799.00
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: LUNDIN MINING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUNDIN MINING CORP
Security Description
7.875% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
880000.00
Base Market Value
959200.00
Base Total Cost
880000.00
Base Unrealized Gain Loss
79200.00
Base Accrued Interest
11550.00
Local Market Value
959200.00
Local Total Cost Amount
880000.00
Local Unrealized Gain Loss
79200.00
Local Accrued Interest
11550.00
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
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: LUNDIN MINING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUNDIN MINING CORP
Security Description
7.5% 01 Nov 2020
Maturity Date
2020-11-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
255000.00
Base Market Value
268107.00
Base Total Cost
255000.00
Base Unrealized Gain Loss
13107.00
Base Accrued Interest
3187.50
Local Market Value
268107.00
Local Total Cost Amount
255000.00
Local Unrealized Gain Loss
13107.00
Local Accrued Interest
3187.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.875% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
3010000.00
Base Market Value
2629987.50
Base Total Cost
2540950.00
Base Unrealized Gain Loss
89037.50
Base Accrued Interest
86223.94
Local Market Value
2629987.50
Local Total Cost Amount
2540950.00
Local Unrealized Gain Loss
89037.50
Local Accrued Interest
86223.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: K HOVNANIAN ENTERPRISES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
K HOVNANIAN ENTERPRISES
Security Description
8% 01 Nov 2019
Maturity Date
2019-11-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
37000.00
Base Market Value
37092.50
Base Total Cost
37000.00
Base Unrealized Gain Loss
92.50
Base Accrued Interest
476.45
Local Market Value
37092.50
Local Total Cost Amount
37000.00
Local Unrealized Gain Loss
92.50
Local Accrued Interest
476.45
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
Caa3
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: PIONEER ENERGY SERVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PIONEER ENERGY SERVICES
Security Description
6.125% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
2370000.00
Base Market Value
1836750.00
Base Total Cost
2100325.00
Base Unrealized Gain Loss
-263575.00
Base Accrued Interest
42742.29
Local Market Value
1836750.00
Local Total Cost Amount
2100325.00
Local Unrealized Gain Loss
-263575.00
Local Accrued Interest
42742.29
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
FINANCE
Moody S Quality Rating
Ca
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: KB HOME
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KB HOME
Security Description
1.375% 01 Feb 2019
Maturity Date
2019-02-01T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
1940000.00
Base Market Value
2074597.20
Base Total Cost
1750288.84
Base Unrealized Gain Loss
324308.36
Base Accrued Interest
11114.50
Local Market Value
2074597.20
Local Total Cost Amount
1750288.84
Local Unrealized Gain Loss
324308.36
Local Accrued Interest
11114.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: RTI INTERNATIONAL METALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RTI INTERNATIONAL METALS
Security Description
1.625% 15 Oct 2019
Maturity Date
2019-10-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
835000.00
Base Market Value
890844.80
Base Total Cost
789471.44
Base Unrealized Gain Loss
101373.36
Base Accrued Interest
2864.49
Local Market Value
890844.80
Local Total Cost Amount
789471.44
Local Unrealized Gain Loss
101373.36
Local Accrued Interest
2864.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WINDSTREAM SERVICES LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WINDSTREAM SERVICES LLC
Security Description
6.375% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
385000.00
Base Market Value
317867.55
Base Total Cost
304325.00
Base Unrealized Gain Loss
13542.55
Base Accrued Interest
10226.56
Local Market Value
317867.55
Local Total Cost Amount
304325.00
Local Unrealized Gain Loss
13542.55
Local Accrued Interest
10226.56
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
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: 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 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
3275000.00
Base Market Value
3451031.25
Base Total Cost
3186137.50
Base Unrealized Gain Loss
264893.75
Base Accrued Interest
86832.98
Local Market Value
3451031.25
Local Total Cost Amount
3186137.50
Local Unrealized Gain Loss
264893.75
Local Accrued Interest
86832.98
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
4.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
3455000.00
Base Market Value
3519781.25
Base Total Cost
3371531.25
Base Unrealized Gain Loss
148250.00
Base Accrued Interest
21521.76
Local Market Value
3519781.25
Local Total Cost Amount
3371531.25
Local Unrealized Gain Loss
148250.00
Local Accrued Interest
21521.76
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1610000.00
Base Market Value
1650250.00
Base Total Cost
1555037.50
Base Unrealized Gain Loss
95212.50
Base Accrued Interest
23702.76
Local Market Value
1650250.00
Local Total Cost Amount
1555037.50
Local Unrealized Gain Loss
95212.50
Local Accrued Interest
23702.76
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PETROBRAS GLOBAL FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROBRAS GLOBAL FINANCE
Security Description
4.375% 20 May 2023
Maturity Date
2023-05-20T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2357500.00
Base Total Cost
1643250.00
Base Unrealized Gain Loss
714250.00
Base Accrued Interest
12456.60
Local Market Value
2357500.00
Local Total Cost Amount
1643250.00
Local Unrealized Gain Loss
714250.00
Local Accrued Interest
12456.60
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
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
0.25% 01 Jun 2019
Maturity Date
2019-06-01T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
3260000.00
Base Market Value
3084775.00
Base Total Cost
2995469.06
Base Unrealized Gain Loss
89305.94
Base Accrued Interest
679.16
Local Market Value
3084775.00
Local Total Cost Amount
2995469.06
Local Unrealized Gain Loss
89305.94
Local Accrued Interest
679.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: ALLEGHENY TECHNOLOGIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGHENY TECHNOLOGIES
Security Description
7.875% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1415000.00
Base Market Value
1478675.00
Base Total Cost
1399393.75
Base Unrealized Gain Loss
79281.25
Base Accrued Interest
42096.25
Local Market Value
1478675.00
Local Total Cost Amount
1399393.75
Local Unrealized Gain Loss
79281.25
Local Accrued Interest
42096.25
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
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1635000.00
Base Market Value
1561425.00
Base Total Cost
1483662.00
Base Unrealized Gain Loss
77763.00
Base Accrued Interest
15532.50
Local Market Value
1561425.00
Local Total Cost Amount
1483662.00
Local Unrealized Gain Loss
77763.00
Local Accrued Interest
15532.50
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
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: LENNAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LENNAR CORP
Security Description
4.75% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
475000.00
Base Market Value
504687.50
Base Total Cost
453625.00
Base Unrealized Gain Loss
51062.50
Base Accrued Interest
2882.99
Local Market Value
504687.50
Local Total Cost Amount
453625.00
Local Unrealized Gain Loss
51062.50
Local Accrued Interest
2882.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
5.75% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
3355000.00
Base Market Value
3153700.00
Base Total Cost
3159151.25
Base Unrealized Gain Loss
-5451.25
Base Accrued Interest
56802.03
Local Market Value
3153700.00
Local Total Cost Amount
3159151.25
Local Unrealized Gain Loss
-5451.25
Local Accrued Interest
56802.03
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
7.75% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
2385000.00
Base Market Value
2668218.75
Base Total Cost
2486362.50
Base Unrealized Gain Loss
181856.25
Base Accrued Interest
46209.38
Local Market Value
2668218.75
Local Total Cost Amount
2486362.50
Local Unrealized Gain Loss
181856.25
Local Accrued Interest
46209.38
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
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: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
6% 01 Jun 2020
Maturity Date
2020-06-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
650000.00
Base Market Value
685750.00
Base Total Cost
646750.00
Base Unrealized Gain Loss
39000.00
Base Accrued Interest
3250.00
Local Market Value
685750.00
Local Total Cost Amount
646750.00
Local Unrealized Gain Loss
39000.00
Local Accrued Interest
3250.00
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
4.875% 17 Jun 2019
Maturity Date
2019-06-17T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1404000.00
Base Total Cost
1342937.50
Base Unrealized Gain Loss
61062.50
Base Accrued Interest
2559.40
Local Market Value
1404000.00
Local Total Cost Amount
1342937.50
Local Unrealized Gain Loss
61062.50
Local Accrued Interest
2559.40
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
8.25% 01 Oct 2023
Maturity Date
2023-10-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
955000.00
Base Market Value
1067212.50
Base Total Cost
1000362.50
Base Unrealized Gain Loss
66850.00
Base Accrued Interest
19696.87
Local Market Value
1067212.50
Local Total Cost Amount
1000362.50
Local Unrealized Gain Loss
66850.00
Local Accrued Interest
19696.87
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
4.375% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
2015000.00
Base Market Value
2045225.00
Base Total Cost
2012481.25
Base Unrealized Gain Loss
32743.75
Base Accrued Interest
0
Local Market Value
2045225.00
Local Total Cost Amount
2012481.25
Local Unrealized Gain Loss
32743.75
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
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: HECLA MINING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HECLA MINING CO
Security Description
6.875% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1395000.00
Base Market Value
1447312.50
Base Total Cost
1357687.50
Base Unrealized Gain Loss
89625.00
Base Accrued Interest
15984.38
Local Market Value
1447312.50
Local Total Cost Amount
1357687.50
Local Unrealized Gain Loss
89625.00
Local Accrued Interest
15984.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
7.25% 25 Jan 2022
Maturity Date
2022-01-25T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
185000.00
Base Market Value
202112.50
Base Total Cost
190735.00
Base Unrealized Gain Loss
11377.50
Base Accrued Interest
5812.08
Local Market Value
202112.50
Local Total Cost Amount
190735.00
Local Unrealized Gain Loss
11377.50
Local Accrued Interest
5812.08
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CIT GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIT GROUP INC
Security Description
5.5% 15 Feb 2019
Maturity Date
2019-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1602000.00
Base Market Value
1682100.00
Base Total Cost
1611593.38
Base Unrealized Gain Loss
70506.62
Base Accrued Interest
33286.00
Local Market Value
1682100.00
Local Total Cost Amount
1611593.38
Local Unrealized Gain Loss
70506.62
Local Accrued Interest
33286.00
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
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1010000.00
Base Market Value
1119837.50
Base Total Cost
1013983.46
Base Unrealized Gain Loss
105854.04
Base Accrued Interest
17471.60
Local Market Value
1119837.50
Local Total Cost Amount
1013983.46
Local Unrealized Gain Loss
105854.04
Local Accrued Interest
17471.60
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
3.55% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
3890000.00
Base Market Value
3645630.20
Base Total Cost
3680025.00
Base Unrealized Gain Loss
-34394.80
Base Accrued Interest
46128.30
Local Market Value
3645630.20
Local Total Cost Amount
3680025.00
Local Unrealized Gain Loss
-34394.80
Local Accrued Interest
46128.30
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: GENERAL MOTORS FINL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS FINL CO
Security Description
6.75% 01 Jun 2018
Maturity Date
2018-06-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
3620000.00
Base Market Value
3776166.80
Base Total Cost
3639637.15
Base Unrealized Gain Loss
136529.65
Base Accrued Interest
20362.50
Local Market Value
3776166.80
Local Total Cost Amount
3639637.15
Local Unrealized Gain Loss
136529.65
Local Accrued Interest
20362.50
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
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: QEP RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QEP RESOURCES INC
Security Description
5.375% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
320000.00
Base Market Value
308000.00
Base Total Cost
254618.75
Base Unrealized Gain Loss
53381.25
Base Accrued Interest
4299.98
Local Market Value
308000.00
Local Total Cost Amount
254618.75
Local Unrealized Gain Loss
53381.25
Local Accrued Interest
4299.98
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.5% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
565000.00
Base Market Value
549462.50
Base Total Cost
570719.72
Base Unrealized Gain Loss
-21257.22
Base Accrued Interest
4692.64
Local Market Value
549462.50
Local Total Cost Amount
570719.72
Local Unrealized Gain Loss
-21257.22
Local Accrued Interest
4692.64
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
5.8% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.8
Original Face
0
Shares Par Value
440000.00
Base Market Value
457600.00
Base Total Cost
391600.00
Base Unrealized Gain Loss
66000.00
Base Accrued Interest
7514.22
Local Market Value
457600.00
Local Total Cost Amount
391600.00
Local Unrealized Gain Loss
66000.00
Local Accrued Interest
7514.22
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
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: UNITED STATES STEEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED STATES STEEL CORP
Security Description
7.5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
835000.00
Base Market Value
855875.00
Base Total Cost
824087.50
Base Unrealized Gain Loss
31787.50
Base Accrued Interest
18439.58
Local Market Value
855875.00
Local Total Cost Amount
824087.50
Local Unrealized Gain Loss
31787.50
Local Accrued Interest
18439.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: WINDSTREAM SERVICES LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WINDSTREAM SERVICES LLC
Security Description
7.5% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
840000.00
Base Market Value
749700.00
Base Total Cost
686075.00
Base Unrealized Gain Loss
63625.00
Base Accrued Interest
5250.00
Local Market Value
749700.00
Local Total Cost Amount
686075.00
Local Unrealized Gain Loss
63625.00
Local Accrued Interest
5250.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
6.5% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
126000.00
Base Market Value
123322.50
Base Total Cost
130630.00
Base Unrealized Gain Loss
-7307.50
Base Accrued Interest
364.00
Local Market Value
123322.50
Local Total Cost Amount
130630.00
Local Unrealized Gain Loss
-7307.50
Local Accrued Interest
364.00
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
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: CIT GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIT GROUP INC
Security Description
5.375% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1641281.25
Base Total Cost
1524068.06
Base Unrealized Gain Loss
117213.19
Base Accrued Interest
10473.78
Local Market Value
1641281.25
Local Total Cost Amount
1524068.06
Local Unrealized Gain Loss
117213.19
Local Accrued Interest
10473.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DEVON ENERGY CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEVON ENERGY CORPORATION
Security Description
3.25% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1987680.00
Base Total Cost
1660000.00
Base Unrealized Gain Loss
327680.00
Base Accrued Interest
8305.56
Local Market Value
1987680.00
Local Total Cost Amount
1660000.00
Local Unrealized Gain Loss
327680.00
Local Accrued Interest
8305.56
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
8% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
7530000.00
Base Market Value
7567650.00
Base Total Cost
7789921.61
Base Unrealized Gain Loss
-222271.61
Base Accrued Interest
76973.33
Local Market Value
7567650.00
Local Total Cost Amount
7789921.61
Local Unrealized Gain Loss
-222271.61
Local Accrued Interest
76973.33
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
CCC+
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
6.25% 01 Nov 2018
Maturity Date
2018-11-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
2045000.00
Base Market Value
2157475.00
Base Total Cost
2082576.47
Base Unrealized Gain Loss
74898.53
Base Accrued Interest
21302.08
Local Market Value
2157475.00
Local Total Cost Amount
2082576.47
Local Unrealized Gain Loss
74898.53
Local Accrued Interest
21302.08
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: MEG ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEG ENERGY CORP
Security Description
6.375% 30 Jan 2023
Maturity Date
2023-01-30T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
2060000.00
Base Market Value
1591350.00
Base Total Cost
1569675.00
Base Unrealized Gain Loss
21675.00
Base Accrued Interest
55083.52
Local Market Value
1591350.00
Local Total Cost Amount
1569675.00
Local Unrealized Gain Loss
21675.00
Local Accrued Interest
55083.52
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
CANADIAN
Moody S Quality Rating
Caa2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
5% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1280000.00
Base Market Value
1256000.00
Base Total Cost
1142950.00
Base Unrealized Gain Loss
113050.00
Base Accrued Interest
18886.11
Local Market Value
1256000.00
Local Total Cost Amount
1142950.00
Local Unrealized Gain Loss
113050.00
Local Accrued Interest
18886.11
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
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: CLEAR CHANNEL WORLDWIDE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAR CHANNEL WORLDWIDE
Security Description
7.625% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
7290000.00
Base Market Value
7253550.00
Base Total Cost
7055756.57
Base Unrealized Gain Loss
197793.43
Base Accrued Interest
163670.62
Local Market Value
7253550.00
Local Total Cost Amount
7055756.57
Local Unrealized Gain Loss
197793.43
Local Accrued Interest
163670.62
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
1.25% 01 Aug 2032
Maturity Date
2032-08-01T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
1175000.00
Base Market Value
1175000.00
Base Total Cost
1175000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
6119.79
Local Market Value
1175000.00
Local Total Cost Amount
1175000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
6119.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: SPRINT COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT COMMUNICATIONS
Security Description
11.5% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
11.5
Original Face
0
Shares Par Value
564000.00
Base Market Value
721920.00
Base Total Cost
569388.47
Base Unrealized Gain Loss
152531.53
Base Accrued Interest
8287.67
Local Market Value
721920.00
Local Total Cost Amount
569388.47
Local Unrealized Gain Loss
152531.53
Local Accrued Interest
8287.67
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
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: CLEAR CHANNEL WORLDWIDE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAR CHANNEL WORLDWIDE
Security Description
7.625% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
125000.00
Base Market Value
123125.00
Base Total Cost
125000.00
Base Unrealized Gain Loss
-1875.00
Base Accrued Interest
2806.42
Local Market Value
123125.00
Local Total Cost Amount
125000.00
Local Unrealized Gain Loss
-1875.00
Local Accrued Interest
2806.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
4.5% 15 Sep 2042
Maturity Date
2042-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
170000.00
Base Market Value
161753.30
Base Total Cost
143876.00
Base Unrealized Gain Loss
17877.30
Base Accrued Interest
2252.50
Local Market Value
161753.30
Local Total Cost Amount
143876.00
Local Unrealized Gain Loss
17877.30
Local Accrued Interest
2252.50
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
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