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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: UNIVISION COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS INC
Security Description
1% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
0.01
Base Market Value
0.01
Base Total Cost
0.01
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.01
Local Total Cost Amount
0.01
Local Unrealized Gain Loss
0
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: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
7% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
3595000.00
Base Market Value
3684875.00
Base Total Cost
3381462.89
Base Unrealized Gain Loss
303412.11
Base Accrued Interest
94970.54
Local Market Value
3684875.00
Local Total Cost Amount
3381462.89
Local Unrealized Gain Loss
303412.11
Local Accrued Interest
94970.54
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
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
3.875% 19 Feb 2019
Maturity Date
2019-02-19T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2050000.00
Base Total Cost
2002710.43
Base Unrealized Gain Loss
47289.57
Base Accrued Interest
28425.27
Local Market Value
2050000.00
Local Total Cost Amount
2002710.43
Local Unrealized Gain Loss
47289.57
Local Accrued Interest
28425.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: REGAL ENTERTAINMENT GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGAL ENTERTAINMENT GRP
Security Description
5.75% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2010000.00
Base Market Value
2100450.00
Base Total Cost
1975050.00
Base Unrealized Gain Loss
125400.00
Base Accrued Interest
34030.42
Local Market Value
2100450.00
Local Total Cost Amount
1975050.00
Local Unrealized Gain Loss
125400.00
Local Accrued Interest
34030.42
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
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: 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
Shares Par Value
1320000.00
Base Market Value
1379400.00
Base Total Cost
1373600.00
Base Unrealized Gain Loss
5800.00
Base Accrued Interest
24762.50
Local Market Value
1379400.00
Local Total Cost Amount
1373600.00
Local Unrealized Gain Loss
5800.00
Local Accrued Interest
24762.50
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
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2585000.00
Base Market Value
2736868.75
Base Total Cost
2681732.05
Base Unrealized Gain Loss
55136.70
Base Accrued Interest
38068.06
Local Market Value
2736868.75
Local Total Cost Amount
2681732.05
Local Unrealized Gain Loss
55136.70
Local Accrued Interest
38068.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
5.375% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
905000.00
Base Market Value
807712.50
Base Total Cost
799868.75
Base Unrealized Gain Loss
7843.75
Base Accrued Interest
14337.82
Local Market Value
807712.50
Local Total Cost Amount
799868.75
Local Unrealized Gain Loss
7843.75
Local Accrued Interest
14337.82
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: RR DONNELLEY + SONS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RR DONNELLEY + SONS CO
Security Description
6% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
799000.00
Base Market Value
778026.25
Base Total Cost
756120.83
Base Unrealized Gain Loss
21905.42
Base Accrued Interest
11985.00
Local Market Value
778026.25
Local Total Cost Amount
756120.83
Local Unrealized Gain Loss
21905.42
Local Accrued Interest
11985.00
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.6% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
5.6
Original Face
0
Shares Par Value
865000.00
Base Market Value
815262.50
Base Total Cost
787585.50
Base Unrealized Gain Loss
27677.00
Base Accrued Interest
12110.00
Local Market Value
815262.50
Local Total Cost Amount
787585.50
Local Unrealized Gain Loss
27677.00
Local Accrued Interest
12110.00
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
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: UNITED RENTALS NORTH AM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED RENTALS NORTH AM
Security Description
5.75% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
625000.00
Base Market Value
654687.50
Base Total Cost
614659.94
Base Unrealized Gain Loss
40027.56
Base Accrued Interest
4604.79
Local Market Value
654687.50
Local Total Cost Amount
614659.94
Local Unrealized Gain Loss
40027.56
Local Accrued Interest
4604.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
5.125% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2510000.00
Base Market Value
2686628.70
Base Total Cost
2584250.00
Base Unrealized Gain Loss
102378.70
Base Accrued Interest
37887.98
Local Market Value
2686628.70
Local Total Cost Amount
2584250.00
Local Unrealized Gain Loss
102378.70
Local Accrued Interest
37887.98
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.125% 25 Mar 2024
Maturity Date
2024-03-25T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
740000.00
Base Market Value
762200.00
Base Total Cost
754443.75
Base Unrealized Gain Loss
7756.25
Base Accrued Interest
12100.26
Local Market Value
762200.00
Local Total Cost Amount
754443.75
Local Unrealized Gain Loss
7756.25
Local Accrued Interest
12100.26
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
5% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
4295000.00
Base Market Value
4456062.50
Base Total Cost
4415652.50
Base Unrealized Gain Loss
40410.00
Base Accrued Interest
45336.11
Local Market Value
4456062.50
Local Total Cost Amount
4415652.50
Local Unrealized Gain Loss
40410.00
Local Accrued Interest
45336.11
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
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: INFOR SOFTWARE PARENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INFOR SOFTWARE PARENT
Security Description
7.125% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1890000.00
Base Market Value
1946700.00
Base Total Cost
1633147.91
Base Unrealized Gain Loss
313552.09
Base Accrued Interest
22459.58
Local Market Value
1946700.00
Local Total Cost Amount
1633147.91
Local Unrealized Gain Loss
313552.09
Local Accrued Interest
22459.58
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
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
5.375% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
755000.00
Base Market Value
777650.00
Base Total Cost
794831.25
Base Unrealized Gain Loss
-17181.25
Base Accrued Interest
18712.47
Local Market Value
777650.00
Local Total Cost Amount
794831.25
Local Unrealized Gain Loss
-17181.25
Local Accrued Interest
18712.47
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
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: INTELSAT LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT LUXEMBOURG SA
Security Description
8.125% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
1500000.00
Base Market Value
791250.00
Base Total Cost
1317845.76
Base Unrealized Gain Loss
-526595.76
Base Accrued Interest
10156.24
Local Market Value
791250.00
Local Total Cost Amount
1317845.76
Local Unrealized Gain Loss
-526595.76
Local Accrued Interest
10156.24
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
Ca
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: INTELSAT LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT LUXEMBOURG SA
Security Description
7.75% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
2570000.00
Base Market Value
1413500.00
Base Total Cost
2402831.25
Base Unrealized Gain Loss
-989331.25
Base Accrued Interest
16597.92
Local Market Value
1413500.00
Local Total Cost Amount
2402831.25
Local Unrealized Gain Loss
-989331.25
Local Accrued Interest
16597.92
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
Ca
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: WIND ACQUISITION FIN SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WIND ACQUISITION FIN SA
Security Description
7.375% 23 Apr 2021
Maturity Date
2021-04-23T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1380000.00
Base Market Value
1435200.00
Base Total Cost
1353871.10
Base Unrealized Gain Loss
81328.90
Base Accrued Interest
19224.16
Local Market Value
1435200.00
Local Total Cost Amount
1353871.10
Local Unrealized Gain Loss
81328.90
Local Accrued Interest
19224.16
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
FINANCE
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
5.5% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2645000.00
Base Market Value
2764025.00
Base Total Cost
2732683.48
Base Unrealized Gain Loss
31341.52
Base Accrued Interest
24264.16
Local Market Value
2764025.00
Local Total Cost Amount
2732683.48
Local Unrealized Gain Loss
31341.52
Local Accrued Interest
24264.16
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
FINANCE
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: 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
1080000.00
Base Market Value
1009800.00
Base Total Cost
971262.50
Base Unrealized Gain Loss
38537.50
Base Accrued Interest
5287.51
Local Market Value
1009800.00
Local Total Cost Amount
971262.50
Local Unrealized Gain Loss
38537.50
Local Accrued Interest
5287.51
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
5.375% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
655000.00
Base Market Value
665643.75
Base Total Cost
665923.48
Base Unrealized Gain Loss
-279.73
Base Accrued Interest
13300.14
Local Market Value
665643.75
Local Total Cost Amount
665923.48
Local Unrealized Gain Loss
-279.73
Local Accrued Interest
13300.14
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5.75% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1125000.00
Base Market Value
1155937.50
Base Total Cost
1162753.07
Base Unrealized Gain Loss
-6815.57
Base Accrued Interest
24437.49
Local Market Value
1155937.50
Local Total Cost Amount
1162753.07
Local Unrealized Gain Loss
-6815.57
Local Accrued Interest
24437.49
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
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: CONCHO RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONCHO RESOURCES INC
Security Description
5.5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
825000.00
Base Market Value
847687.50
Base Total Cost
762121.60
Base Unrealized Gain Loss
85565.90
Base Accrued Interest
11355.97
Local Market Value
847687.50
Local Total Cost Amount
762121.60
Local Unrealized Gain Loss
85565.90
Local Accrued Interest
11355.97
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
6.75% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
960000.00
Base Market Value
998400.00
Base Total Cost
1008000.00
Base Unrealized Gain Loss
-9600.00
Base Accrued Interest
19080.00
Local Market Value
998400.00
Local Total Cost Amount
1008000.00
Local Unrealized Gain Loss
-9600.00
Local Accrued Interest
19080.00
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP 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
720000.00
Base Market Value
775800.00
Base Total Cost
697025.00
Base Unrealized Gain Loss
78775.00
Base Accrued Interest
9685.44
Local Market Value
775800.00
Local Total Cost Amount
697025.00
Local Unrealized Gain Loss
78775.00
Local Accrued Interest
9685.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: REGENCY ENERGY PART/FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGENCY ENERGY PART/FINA
Security Description
5.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2575000.00
Base Market Value
2665125.00
Base Total Cost
2618078.75
Base Unrealized Gain Loss
47046.25
Base Accrued Interest
29910.82
Local Market Value
2665125.00
Local Total Cost Amount
2618078.75
Local Unrealized Gain Loss
47046.25
Local Accrued Interest
29910.82
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
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: CEQUEL COM HLDG I/CAP CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEQUEL COM HLDG I/CAP CP
Security Description
6.375% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1676000.00
Base Market Value
1709520.00
Base Total Cost
1708886.13
Base Unrealized Gain Loss
633.87
Base Accrued Interest
31475.86
Local Market Value
1709520.00
Local Total Cost Amount
1708886.13
Local Unrealized Gain Loss
633.87
Local Accrued Interest
31475.86
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Caa1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
4.75% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
3495000.00
Base Market Value
3695962.50
Base Total Cost
3628004.89
Base Unrealized Gain Loss
67957.61
Base Accrued Interest
27679.29
Local Market Value
3695962.50
Local Total Cost Amount
3628004.89
Local Unrealized Gain Loss
67957.61
Local Accrued Interest
27679.29
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
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: SPRINT COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT COMMUNICATIONS
Security Description
6% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1035000.00
Base Market Value
1097100.00
Base Total Cost
823350.79
Base Unrealized Gain Loss
273749.21
Base Accrued Interest
7948.32
Local Market Value
1097100.00
Local Total Cost Amount
823350.79
Local Unrealized Gain Loss
273749.21
Local Accrued Interest
7948.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
2.5% 01 Dec 2017
Maturity Date
2017-12-01T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
3135000.00
Base Market Value
3131081.25
Base Total Cost
3122687.50
Base Unrealized Gain Loss
8393.75
Base Accrued Interest
6531.24
Local Market Value
3131081.25
Local Total Cost Amount
3122687.50
Local Unrealized Gain Loss
8393.75
Local Accrued Interest
6531.24
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: EP ENER/EVEREST ACQ FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EP ENER/EVEREST ACQ FIN
Security Description
9.375% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
9.375
Original Face
0
Shares Par Value
5081000.00
Base Market Value
4007638.75
Base Total Cost
3348471.12
Base Unrealized Gain Loss
659167.63
Base Accrued Interest
79390.58
Local Market Value
4007638.75
Local Total Cost Amount
3348471.12
Local Unrealized Gain Loss
659167.63
Local Accrued Interest
79390.58
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
Caa2
S And P Quality Rating
CCC-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EP ENER/EVEREST ACQ FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EP ENER/EVEREST ACQ FIN
Security Description
7.75% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
1295000.00
Base Market Value
764050.00
Base Total Cost
926168.50
Base Unrealized Gain Loss
-162118.50
Base Accrued Interest
33454.17
Local Market Value
764050.00
Local Total Cost Amount
926168.50
Local Unrealized Gain Loss
-162118.50
Local Accrued Interest
33454.17
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
Caa2
S And P Quality Rating
CCC-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6.625% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
730000.00
Base Market Value
819425.00
Base Total Cost
804412.50
Base Unrealized Gain Loss
15012.50
Base Accrued Interest
2162.33
Local Market Value
819425.00
Local Total Cost Amount
804412.50
Local Unrealized Gain Loss
15012.50
Local Accrued Interest
2162.33
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
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: AMKOR TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMKOR TECHNOLOGY INC
Security Description
6.375% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
2195000.00
Base Market Value
2285543.75
Base Total Cost
2188453.97
Base Unrealized Gain Loss
97089.78
Base Accrued Interest
34982.78
Local Market Value
2285543.75
Local Total Cost Amount
2188453.97
Local Unrealized Gain Loss
97089.78
Local Accrued Interest
34982.78
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
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: LENNAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LENNAR CORP
Security Description
4.75% 15 Dec 2017
Maturity Date
2017-12-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
2245000.00
Base Market Value
2261837.50
Base Total Cost
2324200.00
Base Unrealized Gain Loss
-62362.50
Base Accrued Interest
22512.35
Local Market Value
2261837.50
Local Total Cost Amount
2324200.00
Local Unrealized Gain Loss
-62362.50
Local Accrued Interest
22512.35
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
8.625% 01 Feb 2019
Maturity Date
2019-02-01T00:00:00.000
Interest Rate
8.625
Original Face
0
Shares Par Value
2350000.00
Base Market Value
2585000.00
Base Total Cost
2683485.63
Base Unrealized Gain Loss
-98485.63
Base Accrued Interest
84469.88
Local Market Value
2585000.00
Local Total Cost Amount
2683485.63
Local Unrealized Gain Loss
-98485.63
Local Accrued Interest
84469.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
5.75% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1505000.00
Base Market Value
1540126.70
Base Total Cost
1550442.91
Base Unrealized Gain Loss
-10316.21
Base Accrued Interest
18281.79
Local Market Value
1540126.70
Local Total Cost Amount
1550442.91
Local Unrealized Gain Loss
-10316.21
Local Accrued Interest
18281.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
6.25% 01 Sep 2020
Maturity Date
2020-09-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1189500.00
Base Total Cost
882151.61
Base Unrealized Gain Loss
307348.39
Base Accrued Interest
25000.00
Local Market Value
1189500.00
Local Total Cost Amount
882151.61
Local Unrealized Gain Loss
307348.39
Local Accrued Interest
25000.00
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
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
5.125% 02 Jul 2022
Maturity Date
2022-07-02T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1145000.00
Base Market Value
1210608.50
Base Total Cost
1166513.08
Base Unrealized Gain Loss
44095.42
Base Accrued Interest
29177.59
Local Market Value
1210608.50
Local Total Cost Amount
1166513.08
Local Unrealized Gain Loss
44095.42
Local Accrued Interest
29177.59
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: RR DONNELLEY + SONS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RR DONNELLEY + SONS CO
Security Description
7.875% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1775000.00
Base Market Value
1921437.50
Base Total Cost
1833594.59
Base Unrealized Gain Loss
87842.91
Base Accrued Interest
41157.82
Local Market Value
1921437.50
Local Total Cost Amount
1833594.59
Local Unrealized Gain Loss
87842.91
Local Accrued Interest
41157.82
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
5.375% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
420000.00
Base Market Value
392700.00
Base Total Cost
198424.39
Base Unrealized Gain Loss
194275.61
Base Accrued Interest
1003.33
Local Market Value
392700.00
Local Total Cost Amount
198424.39
Local Unrealized Gain Loss
194275.61
Local Accrued Interest
1003.33
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
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
7.625% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
995000.00
Base Market Value
819631.25
Base Total Cost
838675.00
Base Unrealized Gain Loss
-19043.75
Base Accrued Interest
16016.74
Local Market Value
819631.25
Local Total Cost Amount
838675.00
Local Unrealized Gain Loss
-19043.75
Local Accrued Interest
16016.74
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
4.375% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
490000.00
Base Market Value
506905.00
Base Total Cost
493962.50
Base Unrealized Gain Loss
12942.50
Base Accrued Interest
4525.68
Local Market Value
506905.00
Local Total Cost Amount
493962.50
Local Unrealized Gain Loss
12942.50
Local Accrued Interest
4525.68
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: SOFTBANK GROUP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOFTBANK GROUP CORP
Security Description
4.5% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1280000.00
Base Market Value
1330675.20
Base Total Cost
1320725.00
Base Unrealized Gain Loss
9950.20
Base Accrued Interest
12170.00
Local Market Value
1330675.20
Local Total Cost Amount
1320725.00
Local Unrealized Gain Loss
9950.20
Local Accrued Interest
12170.00
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
OTHER YANKEE
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: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
4.25% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
980000.00
Base Market Value
991250.40
Base Total Cost
979285.69
Base Unrealized Gain Loss
11964.71
Base Accrued Interest
5321.95
Local Market Value
991250.40
Local Total Cost Amount
979285.69
Local Unrealized Gain Loss
11964.71
Local Accrued Interest
5321.95
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: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
4.625% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
270000.00
Base Market Value
277762.50
Base Total Cost
277762.50
Base Unrealized Gain Loss
0
Base Accrued Interest
1605.91
Local Market Value
277762.50
Local Total Cost Amount
277762.50
Local Unrealized Gain Loss
0
Local Accrued Interest
1605.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: COMTURE CORP
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
COMTURE CORP
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
INFORMATION TECHNOLOGY
Minor Industry Name
IT SERVICES
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: CEQUEL COM HLDG I/CAP CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEQUEL COM HLDG I/CAP CP
Security Description
5.125% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1979000.00
Base Market Value
2013632.50
Base Total Cost
1900859.53
Base Unrealized Gain Loss
112772.97
Base Accrued Interest
4520.54
Local Market Value
2013632.50
Local Total Cost Amount
1900859.53
Local Unrealized Gain Loss
112772.97
Local Accrued Interest
4520.54
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: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
5.125% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2335000.00
Base Market Value
2357602.80
Base Total Cost
2359993.75
Base Unrealized Gain Loss
-2390.95
Base Accrued Interest
15302.39
Local Market Value
2357602.80
Local Total Cost Amount
2359993.75
Local Unrealized Gain Loss
-2390.95
Local Accrued Interest
15302.39
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
1% 21 May 2043
Maturity Date
2043-05-21T00:00:00.000
Interest Rate
5.85
Original Face
0
Shares Par Value
1585000.00
Base Market Value
1466125.00
Base Total Cost
1432337.50
Base Unrealized Gain Loss
33787.50
Base Accrued Interest
10317.13
Local Market Value
1466125.00
Local Total Cost Amount
1432337.50
Local Unrealized Gain Loss
33787.50
Local Accrued Interest
10317.13
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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