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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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.25% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
250000.00
Base Market Value
256562.50
Base Total Cost
250000.00
Base Unrealized Gain Loss
6562.50
Base Accrued Interest
7204.86
Local Market Value
256562.50
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
6562.50
Local Accrued Interest
7204.86
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
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: GRAPHIC PACKAGING INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAPHIC PACKAGING INTL
Security Description
4.875% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
113000.00
Base Market Value
119780.00
Base Total Cost
113072.46
Base Unrealized Gain Loss
6707.54
Base Accrued Interest
703.89
Local Market Value
119780.00
Local Total Cost Amount
113072.46
Local Unrealized Gain Loss
6707.54
Local Accrued Interest
703.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: STANDARD INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STANDARD INDUSTRIES INC
Security Description
5.375% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
900000.00
Base Market Value
948375.00
Base Total Cost
897750.00
Base Unrealized Gain Loss
50625.00
Base Accrued Interest
6181.25
Local Market Value
948375.00
Local Total Cost Amount
897750.00
Local Unrealized Gain Loss
50625.00
Local Accrued Interest
6181.25
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
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
EUR
Local Currency Code: EUR • Trade Country Name: BELGIUM • Security Name: UMICORE
Local Currency Code
EUR
Trade Country Name
BELGIUM
Security Name
UMICORE
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
25707
Base Market Value
825559.01
Base Total Cost
924135.82
Base Unrealized Gain Loss
-98576.81
Base Accrued Interest
0
Local Market Value
724937.4
Local Total Cost Amount
796721.72
Local Unrealized Gain Loss
-71784.32
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
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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
5.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
50000.00
Base Market Value
54187.50
Base Total Cost
52250.00
Base Unrealized Gain Loss
1937.50
Base Accrued Interest
375.35
Local Market Value
54187.50
Local Total Cost Amount
52250.00
Local Unrealized Gain Loss
1937.50
Local Accrued Interest
375.35
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5% 26 Oct 2020
Maturity Date
2020-10-26T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
400000.00
Base Market Value
415000.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
15000.00
Base Accrued Interest
3611.11
Local Market Value
415000.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
15000.00
Local Accrued Interest
3611.11
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
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
6.125% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
250000.00
Base Market Value
257812.50
Base Total Cost
250000.00
Base Unrealized Gain Loss
7812.50
Base Accrued Interest
3232.64
Local Market Value
257812.50
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
7812.50
Local Accrued Interest
3232.64
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
TELEPHONE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BLUE RACER MID LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUE RACER MID LLC/FINAN
Security Description
6.125% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
300000.00
Base Market Value
302250.00
Base Total Cost
306750.00
Base Unrealized Gain Loss
-4500.00
Base Accrued Interest
2347.92
Local Market Value
302250.00
Local Total Cost Amount
306750.00
Local Unrealized Gain Loss
-4500.00
Local Accrued Interest
2347.92
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
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: SPRINT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CORP
Security Description
7.875% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1207500.00
Base Total Cost
1032327.38
Base Unrealized Gain Loss
175172.62
Base Accrued Interest
24346.88
Local Market Value
1207500.00
Local Total Cost Amount
1032327.38
Local Unrealized Gain Loss
175172.62
Local Accrued Interest
24346.88
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
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: HUDBAY MINERALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUDBAY MINERALS INC
Security Description
7.625% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
200000.00
Base Market Value
209500.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
9500.00
Base Accrued Interest
7031.94
Local Market Value
209500.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
9500.00
Local Accrued Interest
7031.94
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: HUDBAY MINERALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUDBAY MINERALS INC
Security Description
7.25% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
175000.00
Base Market Value
180468.75
Base Total Cost
175000.00
Base Unrealized Gain Loss
5468.75
Base Accrued Interest
5850.35
Local Market Value
180468.75
Local Total Cost Amount
175000.00
Local Unrealized Gain Loss
5468.75
Local Accrued Interest
5850.35
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: GRINDING MED/MOLY COP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRINDING MED/MOLY COP
Security Description
7.375% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
450000.00
Base Market Value
489375.00
Base Total Cost
452080.50
Base Unrealized Gain Loss
37294.50
Base Accrued Interest
1475.00
Local Market Value
489375.00
Local Total Cost Amount
452080.50
Local Unrealized Gain Loss
37294.50
Local Accrued Interest
1475.00
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: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
5.625% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
400000.00
Base Market Value
427000.00
Base Total Cost
396248.00
Base Unrealized Gain Loss
30752.00
Base Accrued Interest
1000.00
Local Market Value
427000.00
Local Total Cost Amount
396248.00
Local Unrealized Gain Loss
30752.00
Local Accrued Interest
1000.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: STARWOOD PROPERTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STARWOOD PROPERTY TRUST
Security Description
5% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
275000.00
Base Market Value
286000.00
Base Total Cost
275000.00
Base Unrealized Gain Loss
11000.00
Base Accrued Interest
611.11
Local Market Value
286000.00
Local Total Cost Amount
275000.00
Local Unrealized Gain Loss
11000.00
Local Accrued Interest
611.11
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
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: CARLSON TRAVEL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARLSON TRAVEL INC
Security Description
6.75% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
225000.00
Base Market Value
228937.50
Base Total Cost
225000.00
Base Unrealized Gain Loss
3937.50
Base Accrued Interest
675.00
Local Market Value
228937.50
Local Total Cost Amount
225000.00
Local Unrealized Gain Loss
3937.50
Local Accrued Interest
675.00
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.836% 28 Apr 2023
Maturity Date
2023-04-28T00:00:00.000
Interest Rate
6.836
Original Face
0
Shares Par Value
500000.00
Base Market Value
533750.00
Base Total Cost
490000.00
Base Unrealized Gain Loss
43750.00
Base Accrued Interest
14526.50
Local Market Value
533750.00
Local Total Cost Amount
490000.00
Local Unrealized Gain Loss
43750.00
Local Accrued Interest
14526.50
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
TELEPHONE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNITI GROUP/CSL CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITI GROUP/CSL CAPITAL
Security Description
7.125% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
475000.00
Base Market Value
471589.50
Base Total Cost
475000.00
Base Unrealized Gain Loss
-3410.50
Base Accrued Interest
1504.17
Local Market Value
471589.50
Local Total Cost Amount
475000.00
Local Unrealized Gain Loss
-3410.50
Local Accrued Interest
1504.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: GULFPORT ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFPORT ENERGY CORP
Security Description
6.375% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
150000.00
Base Market Value
147750.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
-2250.00
Base Accrued Interest
1221.88
Local Market Value
147750.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
-2250.00
Local Accrued Interest
1221.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: BASS PRO GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BASS PRO GROUP LLC
Security Description
1% 16 Dec 2023
Maturity Date
2023-12-16T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1022637.00
Base Total Cost
1039504.25
Base Unrealized Gain Loss
-16867.25
Base Accrued Interest
0
Local Market Value
1022637.00
Local Total Cost Amount
1039504.25
Local Unrealized Gain Loss
-16867.25
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
1% 23 Aug 2021
Maturity Date
2021-08-23T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
350000.00
Base Market Value
371787.50
Base Total Cost
361389.92
Base Unrealized Gain Loss
10397.58
Base Accrued Interest
0
Local Market Value
371787.50
Local Total Cost Amount
361389.92
Local Unrealized Gain Loss
10397.58
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: ANCESTRY COM OPERATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANCESTRY COM OPERATIONS INC
Security Description
1% 19 Oct 2024
Maturity Date
2024-10-19T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
189000.00
Base Market Value
193803.44
Base Total Cost
187114.27
Base Unrealized Gain Loss
6689.17
Base Accrued Interest
0
Local Market Value
193803.44
Local Total Cost Amount
187114.27
Local Unrealized Gain Loss
6689.17
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: BOYD GAMING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOYD GAMING CORP
Security Description
6.375% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
350000.00
Base Market Value
378437.50
Base Total Cost
350000.00
Base Unrealized Gain Loss
28437.50
Base Accrued Interest
5578.12
Local Market Value
378437.50
Local Total Cost Amount
350000.00
Local Unrealized Gain Loss
28437.50
Local Accrued Interest
5578.12
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: FLEX ACQUISITION CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEX ACQUISITION CO INC
Security Description
6.875% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1196000.00
Base Total Cost
1151500.00
Base Unrealized Gain Loss
44500.00
Base Accrued Interest
36017.37
Local Market Value
1196000.00
Local Total Cost Amount
1151500.00
Local Unrealized Gain Loss
44500.00
Local Accrued Interest
36017.37
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: TEAM HEALTH HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEAM HEALTH HOLDINGS INC
Security Description
6.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
700000.00
Base Market Value
679000.00
Base Total Cost
700000.00
Base Unrealized Gain Loss
-21000.00
Base Accrued Interest
18593.75
Local Market Value
679000.00
Local Total Cost Amount
700000.00
Local Unrealized Gain Loss
-21000.00
Local Accrued Interest
18593.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: ZAYO GROUP LLC/ZAYO CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZAYO GROUP LLC/ZAYO CAP
Security Description
5.75% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
400000.00
Base Market Value
418500.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
18500.00
Base Accrued Interest
9838.88
Local Market Value
418500.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
18500.00
Local Accrued Interest
9838.88
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
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: 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
5.125% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1022500.00
Base Total Cost
999626.87
Base Unrealized Gain Loss
22873.13
Base Accrued Interest
20642.36
Local Market Value
1022500.00
Local Total Cost Amount
999626.87
Local Unrealized Gain Loss
22873.13
Local Accrued Interest
20642.36
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
B1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEREX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEREX CORP
Security Description
5.625% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
475000.00
Base Market Value
488656.25
Base Total Cost
475000.00
Base Unrealized Gain Loss
13656.25
Base Accrued Interest
11132.82
Local Market Value
488656.25
Local Total Cost Amount
475000.00
Local Unrealized Gain Loss
13656.25
Local Accrued Interest
11132.82
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GREENEDEN US HLDGS II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREENEDEN US HLDGS II LLC
Security Description
1% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
696499.99
Base Market Value
699808.36
Base Total Cost
687262.33
Base Unrealized Gain Loss
12546.03
Base Accrued Interest
0
Local Market Value
699808.36
Local Total Cost Amount
687262.33
Local Unrealized Gain Loss
12546.03
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: QUEBECOR MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEBECOR MEDIA INC
Security Description
5.75% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1655000.00
Base Market Value
1746025.00
Base Total Cost
1655000.00
Base Unrealized Gain Loss
91025.00
Base Accrued Interest
4229.44
Local Market Value
1746025.00
Local Total Cost Amount
1655000.00
Local Unrealized Gain Loss
91025.00
Local Accrued Interest
4229.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
5% 25 Aug 2020
Maturity Date
2020-08-25T00:00:00.000
Interest Rate
5
Original Face
1160902.00
Shares Par Value
69987.04
Base Market Value
2713.05
Base Total Cost
8547.11
Base Unrealized Gain Loss
-5834.06
Base Accrued Interest
0
Local Market Value
2713.05
Local Total Cost Amount
8547.11
Local Unrealized Gain Loss
-5834.06
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
5.25% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
200000.00
Base Market Value
205500.00
Base Total Cost
197500.00
Base Unrealized Gain Loss
8000.00
Base Accrued Interest
4375.00
Local Market Value
205500.00
Local Total Cost Amount
197500.00
Local Unrealized Gain Loss
8000.00
Local Accrued Interest
4375.00
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
650000.00
Base Market Value
667875.00
Base Total Cost
682500.00
Base Unrealized Gain Loss
-14625.00
Base Accrued Interest
12679.51
Local Market Value
667875.00
Local Total Cost Amount
682500.00
Local Unrealized Gain Loss
-14625.00
Local Accrued Interest
12679.51
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
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
5.75% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
516250.00
Base Total Cost
511250.00
Base Unrealized Gain Loss
5000.00
Base Accrued Interest
11979.17
Local Market Value
516250.00
Local Total Cost Amount
511250.00
Local Unrealized Gain Loss
5000.00
Local Accrued Interest
11979.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DANA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA INC
Security Description
6% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
160000.00
Base Market Value
166800.00
Base Total Cost
163085.72
Base Unrealized Gain Loss
3714.28
Base Accrued Interest
2826.67
Local Market Value
166800.00
Local Total Cost Amount
163085.72
Local Unrealized Gain Loss
3714.28
Local Accrued Interest
2826.67
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
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: LOXO ONCOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOXO ONCOLOGY INC
Security Description
COMMON STOCK USD.0001
Interest Rate
0
Original Face
0
Shares Par Value
4000.00
Base Market Value
320760.00
Base Total Cost
94125.00
Base Unrealized Gain Loss
226635.00
Base Accrued Interest
0
Local Market Value
320760.00
Local Total Cost Amount
94125.00
Local Unrealized Gain Loss
226635.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
HEALTH CARE
Minor Industry Name
BIOTECHNOLOGY
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
600000.00
Base Market Value
564000.00
Base Total Cost
512910.71
Base Unrealized Gain Loss
51089.29
Base Accrued Interest
10158.34
Local Market Value
564000.00
Local Total Cost Amount
512910.71
Local Unrealized Gain Loss
51089.29
Local Accrued Interest
10158.34
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
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% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1750000.00
Base Market Value
1739062.50
Base Total Cost
1612750.00
Base Unrealized Gain Loss
126312.50
Base Accrued Interest
25763.89
Local Market Value
1739062.50
Local Total Cost Amount
1612750.00
Local Unrealized Gain Loss
126312.50
Local Accrued Interest
25763.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TRONOX FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRONOX FINANCE LLC
Security Description
6.375% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
300000.00
Base Market Value
300750.00
Base Total Cost
261625.00
Base Unrealized Gain Loss
39125.00
Base Accrued Interest
7224.99
Local Market Value
300750.00
Local Total Cost Amount
261625.00
Local Unrealized Gain Loss
39125.00
Local Accrued Interest
7224.99
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
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: HORNBECK OFFSHORE SERV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HORNBECK OFFSHORE SERV
Security Description
5% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
900000.00
Base Market Value
483750.00
Base Total Cost
869634.57
Base Unrealized Gain Loss
-385884.57
Base Accrued Interest
15000.00
Local Market Value
483750.00
Local Total Cost Amount
869634.57
Local Unrealized Gain Loss
-385884.57
Local Accrued Interest
15000.00
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
3.875% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
930000.00
Base Total Cost
918562.50
Base Unrealized Gain Loss
11437.50
Base Accrued Interest
11409.73
Local Market Value
930000.00
Local Total Cost Amount
918562.50
Local Unrealized Gain Loss
11437.50
Local Accrued Interest
11409.73
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: POLYONE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POLYONE CORP
Security Description
5.25% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1395000.00
Base Market Value
1464750.00
Base Total Cost
1395262.49
Base Unrealized Gain Loss
69487.51
Base Accrued Interest
21564.38
Local Market Value
1464750.00
Local Total Cost Amount
1395262.49
Local Unrealized Gain Loss
69487.51
Local Accrued Interest
21564.38
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
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: GARDA WORLD SECURITY COR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GARDA WORLD SECURITY COR
Security Description
7.25% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
650000.00
Base Market Value
657312.50
Base Total Cost
684125.00
Base Unrealized Gain Loss
-26812.50
Base Accrued Interest
6021.53
Local Market Value
657312.50
Local Total Cost Amount
684125.00
Local Unrealized Gain Loss
-26812.50
Local Accrued Interest
6021.53
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
CCC+
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
6.5% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
625000.00
Base Market Value
623437.50
Base Total Cost
624249.99
Base Unrealized Gain Loss
-812.49
Base Accrued Interest
5190.98
Local Market Value
623437.50
Local Total Cost Amount
624249.99
Local Unrealized Gain Loss
-812.49
Local Accrued Interest
5190.98
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
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.125% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
400000.00
Base Market Value
420376.00
Base Total Cost
421125.00
Base Unrealized Gain Loss
-749.00
Base Accrued Interest
11297.22
Local Market Value
420376.00
Local Total Cost Amount
421125.00
Local Unrealized Gain Loss
-749.00
Local Accrued Interest
11297.22
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
TELEPHONE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPRINT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CORP
Security Description
7.125% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1425000.00
Base Market Value
1585312.50
Base Total Cost
1347125.00
Base Unrealized Gain Loss
238187.50
Base Accrued Interest
4512.49
Local Market Value
1585312.50
Local Total Cost Amount
1347125.00
Local Unrealized Gain Loss
238187.50
Local Accrued Interest
4512.49
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
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: SPRINT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CORP
Security Description
7.25% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
950000.00
Base Market Value
1055687.50
Base Total Cost
767125.00
Base Unrealized Gain Loss
288562.50
Base Accrued Interest
20279.86
Local Market Value
1055687.50
Local Total Cost Amount
767125.00
Local Unrealized Gain Loss
288562.50
Local Accrued Interest
20279.86
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
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: REALOGY GROUP/CO ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALOGY GROUP/CO ISSUER
Security Description
5.25% 01 Dec 2021
Maturity Date
2021-12-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
750000.00
Base Market Value
786000.00
Base Total Cost
750000.00
Base Unrealized Gain Loss
36000.00
Base Accrued Interest
3281.25
Local Market Value
786000.00
Local Total Cost Amount
750000.00
Local Unrealized Gain Loss
36000.00
Local Accrued Interest
3281.25
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
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EQUINIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUINIX INC
Security Description
5.375% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1750000.00
Base Market Value
1846250.00
Base Total Cost
1750000.00
Base Unrealized Gain Loss
96250.00
Base Accrued Interest
0
Local Market Value
1846250.00
Local Total Cost Amount
1750000.00
Local Unrealized Gain Loss
96250.00
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
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: KLX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KLX INC
Security Description
5.875% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1102500.00
Base Total Cost
1074500.00
Base Unrealized Gain Loss
28000.00
Base Accrued Interest
5140.62
Local Market Value
1102500.00
Local Total Cost Amount
1074500.00
Local Unrealized Gain Loss
28000.00
Local Accrued Interest
5140.62
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
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: DANA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA INC
Security Description
5.5% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
750000.00
Base Market Value
778125.00
Base Total Cost
749687.50
Base Unrealized Gain Loss
28437.50
Base Accrued Interest
1833.33
Local Market Value
778125.00
Local Total Cost Amount
749687.50
Local Unrealized Gain Loss
28437.50
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
B1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
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