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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: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
5.875% 30 Jun 2026
Maturity Date
2026-06-30T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
650000.00
Base Market Value
726466.00
Base Total Cost
650000.00
Base Unrealized Gain Loss
76466.00
Base Accrued Interest
106.08
Local Market Value
726466.00
Local Total Cost Amount
650000.00
Local Unrealized Gain Loss
76466.00
Local Accrued Interest
106.08
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
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: PETSMART INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETSMART INC
Security Description
5.875% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
770000.00
Base Market Value
742087.50
Base Total Cost
774000.00
Base Unrealized Gain Loss
-31912.50
Base Accrued Interest
3769.79
Local Market Value
742087.50
Local Total Cost Amount
774000.00
Local Unrealized Gain Loss
-31912.50
Local Accrued Interest
3769.79
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
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: PETSMART INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETSMART INC
Security Description
8.875% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
8.875
Original Face
0
Shares Par Value
465000.00
Base Market Value
429474.00
Base Total Cost
465000.00
Base Unrealized Gain Loss
-35526.00
Base Accrued Interest
3439.06
Local Market Value
429474.00
Local Total Cost Amount
465000.00
Local Unrealized Gain Loss
-35526.00
Local Accrued Interest
3439.06
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
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
5.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
610000.00
Base Market Value
612287.50
Base Total Cost
610000.00
Base Unrealized Gain Loss
2287.50
Base Accrued Interest
1476.28
Local Market Value
612287.50
Local Total Cost Amount
610000.00
Local Unrealized Gain Loss
2287.50
Local Accrued Interest
1476.28
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: FIRST QUALITY FINANCE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUALITY FINANCE CO
Security Description
5% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
315000.00
Base Market Value
321300.00
Base Total Cost
315000.00
Base Unrealized Gain Loss
6300.00
Base Accrued Interest
175.00
Local Market Value
321300.00
Local Total Cost Amount
315000.00
Local Unrealized Gain Loss
6300.00
Local Accrued Interest
175.00
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
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: 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% 01 Aug 2027
Maturity Date
2027-08-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1195000.00
Base Market Value
1203962.50
Base Total Cost
1198025.00
Base Unrealized Gain Loss
5937.50
Base Accrued Interest
0
Local Market Value
1203962.50
Local Total Cost Amount
1198025.00
Local Unrealized Gain Loss
5937.50
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: COMMERCIAL METALS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMERCIAL METALS CO
Security Description
5.375% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
580000.00
Base Market Value
590875.00
Base Total Cost
580000.00
Base Unrealized Gain Loss
10875.00
Base Accrued Interest
0
Local Market Value
590875.00
Local Total Cost Amount
580000.00
Local Unrealized Gain Loss
10875.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DENBURY RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DENBURY RESOURCES INC
Security Description
9% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
820000.00
Base Market Value
781050.00
Base Total Cost
811931.25
Base Unrealized Gain Loss
-30881.25
Base Accrued Interest
9430.00
Local Market Value
781050.00
Local Total Cost Amount
811931.25
Local Unrealized Gain Loss
-30881.25
Local Accrued Interest
9430.00
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
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
6% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1410000.00
Base Market Value
1508700.00
Base Total Cost
1412525.00
Base Unrealized Gain Loss
96175.00
Base Accrued Interest
10810.00
Local Market Value
1508700.00
Local Total Cost Amount
1412525.00
Local Unrealized Gain Loss
96175.00
Local Accrued Interest
10810.00
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: 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
1805000.00
Base Market Value
1863662.50
Base Total Cost
1878862.50
Base Unrealized Gain Loss
-15200.00
Base Accrued Interest
8272.92
Local Market Value
1863662.50
Local Total Cost Amount
1878862.50
Local Unrealized Gain Loss
-15200.00
Local Accrued Interest
8272.92
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: SS+C TECH HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SS+C TECH HOLDINGS INC
Security Description
5.875% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1005000.00
Base Market Value
1070536.05
Base Total Cost
1017996.28
Base Unrealized Gain Loss
52539.77
Base Accrued Interest
27225.72
Local Market Value
1070536.05
Local Total Cost Amount
1017996.28
Local Unrealized Gain Loss
52539.77
Local Accrued Interest
27225.72
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
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
6.02% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.02
Original Face
0
Shares Par Value
220000.00
Base Market Value
242332.20
Base Total Cost
224317.46
Base Unrealized Gain Loss
18014.74
Base Accrued Interest
588.62
Local Market Value
242332.20
Local Total Cost Amount
224317.46
Local Unrealized Gain Loss
18014.74
Local Accrued Interest
588.62
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
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.625% 20 May 2024
Maturity Date
2024-05-20T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
270000.00
Base Market Value
278100.00
Base Total Cost
270675.00
Base Unrealized Gain Loss
7425.00
Base Accrued Interest
1729.69
Local Market Value
278100.00
Local Total Cost Amount
270675.00
Local Unrealized Gain Loss
7425.00
Local Accrued Interest
1729.69
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HERC RENTALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERC RENTALS INC
Security Description
7.75% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
418000.00
Base Market Value
440990.00
Base Total Cost
422702.50
Base Unrealized Gain Loss
18287.50
Base Accrued Interest
2699.58
Local Market Value
440990.00
Local Total Cost Amount
422702.50
Local Unrealized Gain Loss
18287.50
Local Accrued Interest
2699.58
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
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: HERC RENTALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERC RENTALS INC
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
765000.00
Base Market Value
807075.00
Base Total Cost
783900.00
Base Unrealized Gain Loss
23175.00
Base Accrued Interest
4781.25
Local Market Value
807075.00
Local Total Cost Amount
783900.00
Local Unrealized Gain Loss
23175.00
Local Accrued Interest
4781.25
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: NEXSTAR BROADCASTING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXSTAR BROADCASTING INC
Security Description
5.625% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
985000.00
Base Market Value
997312.50
Base Total Cost
999331.25
Base Unrealized Gain Loss
-2018.75
Base Accrued Interest
23085.95
Local Market Value
997312.50
Local Total Cost Amount
999331.25
Local Unrealized Gain Loss
-2018.75
Local Accrued Interest
23085.95
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
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: MATCH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP INC
Security Description
6.75% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
725000.00
Base Market Value
754000.00
Base Total Cost
724093.75
Base Unrealized Gain Loss
29906.25
Base Accrued Interest
2175.00
Local Market Value
754000.00
Local Total Cost Amount
724093.75
Local Unrealized Gain Loss
29906.25
Local Accrued Interest
2175.00
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
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: DOLLAR TREE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOLLAR TREE INC
Security Description
5.75% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1090000.00
Base Market Value
1150277.00
Base Total Cost
1123635.00
Base Unrealized Gain Loss
26642.00
Base Accrued Interest
20891.67
Local Market Value
1150277.00
Local Total Cost Amount
1123635.00
Local Unrealized Gain Loss
26642.00
Local Accrued Interest
20891.67
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
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: MOBILE MINI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOBILE MINI INC
Security Description
5.875% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
780000.00
Base Market Value
809250.00
Base Total Cost
780000.00
Base Unrealized Gain Loss
29250.00
Base Accrued Interest
0
Local Market Value
809250.00
Local Total Cost Amount
780000.00
Local Unrealized Gain Loss
29250.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.625% 26 Jul 2021
Maturity Date
2021-07-26T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
625000.00
Base Market Value
672656.25
Base Total Cost
636787.50
Base Unrealized Gain Loss
35868.75
Base Accrued Interest
17827.68
Local Market Value
672656.25
Local Total Cost Amount
636787.50
Local Unrealized Gain Loss
35868.75
Local Accrued Interest
17827.68
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
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: PULTEGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PULTEGROUP INC
Security Description
5% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
450000.00
Base Market Value
461812.50
Base Total Cost
450000.00
Base Unrealized Gain Loss
11812.50
Base Accrued Interest
10375.00
Local Market Value
461812.50
Local Total Cost Amount
450000.00
Local Unrealized Gain Loss
11812.50
Local Accrued Interest
10375.00
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
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: SBA COMMUNICATIONS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SBA COMMUNICATIONS CORP
Security Description
4.875% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
700000.00
Base Market Value
712250.00
Base Total Cost
694246.00
Base Unrealized Gain Loss
18004.00
Base Accrued Interest
11375.00
Local Market Value
712250.00
Local Total Cost Amount
694246.00
Local Unrealized Gain Loss
18004.00
Local Accrued Interest
11375.00
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
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
4.625% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1690000.00
Base Market Value
1706900.00
Base Total Cost
1656150.00
Base Unrealized Gain Loss
50750.00
Base Accrued Interest
26054.15
Local Market Value
1706900.00
Local Total Cost Amount
1656150.00
Local Unrealized Gain Loss
50750.00
Local Accrued Interest
26054.15
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: TALLGRASS NRG PRTNR/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TALLGRASS NRG PRTNR/FIN
Security Description
5.5% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
455000.00
Base Market Value
460687.50
Base Total Cost
457537.50
Base Unrealized Gain Loss
3150.00
Base Accrued Interest
7368.47
Local Market Value
460687.50
Local Total Cost Amount
457537.50
Local Unrealized Gain Loss
3150.00
Local Accrued Interest
7368.47
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KAISER ALUMINUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KAISER ALUMINUM CORP
Security Description
5.875% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
645000.00
Base Market Value
678862.50
Base Total Cost
645000.00
Base Unrealized Gain Loss
33862.50
Base Accrued Interest
4841.98
Local Market Value
678862.50
Local Total Cost Amount
645000.00
Local Unrealized Gain Loss
33862.50
Local Accrued Interest
4841.98
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
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
7.75% 01 Jul 2026
Maturity Date
2026-07-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
270000.00
Base Market Value
319950.00
Base Total Cost
272555.36
Base Unrealized Gain Loss
47394.64
Base Accrued Interest
0
Local Market Value
319950.00
Local Total Cost Amount
272555.36
Local Unrealized Gain Loss
47394.64
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SUNOCO LP/FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUNOCO LP/FINANCE CORP
Security Description
6.25% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
960000.00
Base Market Value
1003200.00
Base Total Cost
975231.25
Base Unrealized Gain Loss
27968.75
Base Accrued Interest
12666.67
Local Market Value
1003200.00
Local Total Cost Amount
975231.25
Local Unrealized Gain Loss
27968.75
Local Accrued Interest
12666.67
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
ELECTRIC/GAS
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: COMSTOCK RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMSTOCK RESOURCES INC
Security Description
10% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
1155000.00
Base Market Value
1152112.50
Base Total Cost
1220875.00
Base Unrealized Gain Loss
-68762.50
Base Accrued Interest
34008.33
Local Market Value
1152112.50
Local Total Cost Amount
1220875.00
Local Unrealized Gain Loss
-68762.50
Local Accrued Interest
34008.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
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: GRAY TELEVISION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAY TELEVISION INC
Security Description
5.125% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
520000.00
Base Market Value
525200.00
Base Total Cost
520000.00
Base Unrealized Gain Loss
5200.00
Base Accrued Interest
5626.10
Local Market Value
525200.00
Local Total Cost Amount
520000.00
Local Unrealized Gain Loss
5200.00
Local Accrued Interest
5626.10
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
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: SHIKOKU CHEMICALS CORP
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
SHIKOKU CHEMICALS 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
MATERIALS
Minor Industry Name
CHEMICALS
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: QORVO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QORVO INC
Security Description
6.75% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
850000.00
Base Market Value
932875.00
Base Total Cost
874710.27
Base Unrealized Gain Loss
58164.73
Base Accrued Interest
4781.25
Local Market Value
932875.00
Local Total Cost Amount
874710.27
Local Unrealized Gain Loss
58164.73
Local Accrued Interest
4781.25
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
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
7.25% 25 Sep 2023
Maturity Date
2023-09-25T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
475000.00
Base Market Value
511812.50
Base Total Cost
480937.50
Base Unrealized Gain Loss
30875.00
Base Accrued Interest
9183.33
Local Market Value
511812.50
Local Total Cost Amount
480937.50
Local Unrealized Gain Loss
30875.00
Local Accrued Interest
9183.33
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
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: CINCINNATI BELL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINCINNATI BELL INC
Security Description
7% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1155000.00
Base Market Value
1207206.00
Base Total Cost
1191881.25
Base Unrealized Gain Loss
15324.75
Base Accrued Interest
37280.83
Local Market Value
1207206.00
Local Total Cost Amount
1191881.25
Local Unrealized Gain Loss
15324.75
Local Accrued Interest
37280.83
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
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: SUNOCO LP/FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUNOCO LP/FINANCE CORP
Security Description
6.375% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
555000.00
Base Market Value
583194.00
Base Total Cost
583906.25
Base Unrealized Gain Loss
-712.25
Base Accrued Interest
8845.30
Local Market Value
583194.00
Local Total Cost Amount
583906.25
Local Unrealized Gain Loss
-712.25
Local Accrued Interest
8845.30
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
ELECTRIC/GAS
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: POLYCOM INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POLYCOM INC.
Security Description
1% 27 Sep 2023
Maturity Date
2023-09-27T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
886583.34
Base Market Value
899053.13
Base Total Cost
875501.04
Base Unrealized Gain Loss
23552.09
Base Accrued Interest
0
Local Market Value
899053.13
Local Total Cost Amount
875501.04
Local Unrealized Gain Loss
23552.09
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: TOWNSQUARE MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOWNSQUARE MEDIA INC
Security Description
6.5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
810000.00
Base Market Value
814050.00
Base Total Cost
787500.00
Base Unrealized Gain Loss
26550.00
Base Accrued Interest
13162.50
Local Market Value
814050.00
Local Total Cost Amount
787500.00
Local Unrealized Gain Loss
26550.00
Local Accrued Interest
13162.50
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.625% 30 Mar 2025
Maturity Date
2025-03-30T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
525000.00
Base Market Value
537694.50
Base Total Cost
527625.00
Base Unrealized Gain Loss
10069.50
Base Accrued Interest
6137.76
Local Market Value
537694.50
Local Total Cost Amount
527625.00
Local Unrealized Gain Loss
10069.50
Local Accrued Interest
6137.76
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
FINANCE
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: URBAN ONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
URBAN ONE INC
Security Description
7.375% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
850000.00
Base Market Value
879750.00
Base Total Cost
850000.00
Base Unrealized Gain Loss
29750.00
Base Accrued Interest
13234.03
Local Market Value
879750.00
Local Total Cost Amount
850000.00
Local Unrealized Gain Loss
29750.00
Local Accrued Interest
13234.03
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
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
220000.00
Base Market Value
220550.00
Base Total Cost
219725.00
Base Unrealized Gain Loss
825.00
Base Accrued Interest
1833.33
Local Market Value
220550.00
Local Total Cost Amount
219725.00
Local Unrealized Gain Loss
825.00
Local Accrued Interest
1833.33
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARRIZO OIL + GAS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARRIZO OIL + GAS INC
Security Description
6.25% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
465000.00
Base Market Value
447562.50
Base Total Cost
437100.00
Base Unrealized Gain Loss
10462.50
Base Accrued Interest
6135.42
Local Market Value
447562.50
Local Total Cost Amount
437100.00
Local Unrealized Gain Loss
10462.50
Local Accrued Interest
6135.42
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
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: EQUINIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUINIX INC
Security Description
5.875% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
935000.00
Base Market Value
1019439.85
Base Total Cost
1012137.50
Base Unrealized Gain Loss
7302.35
Base Accrued Interest
25329.40
Local Market Value
1019439.85
Local Total Cost Amount
1012137.50
Local Unrealized Gain Loss
7302.35
Local Accrued Interest
25329.40
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
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.125% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
295000.00
Base Market Value
306245.40
Base Total Cost
295000.00
Base Unrealized Gain Loss
11245.40
Base Accrued Interest
5039.58
Local Market Value
306245.40
Local Total Cost Amount
295000.00
Local Unrealized Gain Loss
11245.40
Local Accrued Interest
5039.58
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
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: 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 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
450000.00
Base Market Value
496377.00
Base Total Cost
487687.50
Base Unrealized Gain Loss
8689.50
Base Accrued Interest
8437.50
Local Market Value
496377.00
Local Total Cost Amount
487687.50
Local Unrealized Gain Loss
8689.50
Local Accrued Interest
8437.50
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
5.75% 01 Dec 2034
Maturity Date
2034-12-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1075000.00
Base Market Value
1075440.75
Base Total Cost
863405.71
Base Unrealized Gain Loss
212035.04
Base Accrued Interest
5151.04
Local Market Value
1075440.75
Local Total Cost Amount
863405.71
Local Unrealized Gain Loss
212035.04
Local Accrued Interest
5151.04
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: ELDORADO RESORTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELDORADO RESORTS INC
Security Description
7% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
440000.00
Base Market Value
475750.00
Base Total Cost
444600.00
Base Unrealized Gain Loss
31150.00
Base Accrued Interest
12833.34
Local Market Value
475750.00
Local Total Cost Amount
444600.00
Local Unrealized Gain Loss
31150.00
Local Accrued Interest
12833.34
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.25% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
410000.00
Base Market Value
442185.00
Base Total Cost
410000.00
Base Unrealized Gain Loss
32185.00
Base Accrued Interest
956.67
Local Market Value
442185.00
Local Total Cost Amount
410000.00
Local Unrealized Gain Loss
32185.00
Local Accrued Interest
956.67
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
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
935000.00
Base Market Value
998112.50
Base Total Cost
952531.25
Base Unrealized Gain Loss
45581.25
Base Accrued Interest
11687.50
Local Market Value
998112.50
Local Total Cost Amount
952531.25
Local Unrealized Gain Loss
45581.25
Local Accrued Interest
11687.50
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTELSAT JACKSON HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT JACKSON HLDG
Security Description
8% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1115000.00
Base Market Value
1201412.50
Base Total Cost
1157150.00
Base Unrealized Gain Loss
44262.50
Base Accrued Interest
33697.77
Local Market Value
1201412.50
Local Total Cost Amount
1157150.00
Local Unrealized Gain Loss
44262.50
Local Accrued Interest
33697.77
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEMPUR SEALY INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEMPUR SEALY INTL INC
Security Description
5.625% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1220000.00
Base Market Value
1265750.00
Base Total Cost
1230537.00
Base Unrealized Gain Loss
35213.00
Base Accrued Interest
14487.51
Local Market Value
1265750.00
Local Total Cost Amount
1230537.00
Local Unrealized Gain Loss
35213.00
Local Accrued Interest
14487.51
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
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: TRIBUNE MEDIA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRIBUNE MEDIA CO
Security Description
5.875% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
790000.00
Base Market Value
827525.00
Base Total Cost
793208.05
Base Unrealized Gain Loss
34316.95
Base Accrued Interest
21401.32
Local Market Value
827525.00
Local Total Cost Amount
793208.05
Local Unrealized Gain Loss
34316.95
Local Accrued Interest
21401.32
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
BB-
Direct Group Trust Holding
Direct
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