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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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
1.12176
Original Face
0
Shares Par Value
7044815.36
Base Market Value
7044815.36
Base Total Cost
7044815.36
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
7044815.36
Local Total Cost Amount
7044815.36
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
1842641.87
Base Market Value
1842641.87
Base Total Cost
1842641.87
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1842641.87
Local Total Cost Amount
1842641.87
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPRINT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CAPITAL CORP
Security Description
6.9% 01 May 2019
Maturity Date
2019-05-01T00:00:00.000
Interest Rate
6.9
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1227567.50
Base Total Cost
1201312.50
Base Unrealized Gain Loss
26255.00
Base Accrued Interest
13225.00
Local Market Value
1227567.50
Local Total Cost Amount
1201312.50
Local Unrealized Gain Loss
26255.00
Local Accrued Interest
13225.00
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: TELECOM ITALIA CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELECOM ITALIA CAPITAL
Security Description
6.375% 15 Nov 2033
Maturity Date
2033-11-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
350000.00
Base Market Value
378000.00
Base Total Cost
373625.00
Base Unrealized Gain Loss
4375.00
Base Accrued Interest
2851.04
Local Market Value
378000.00
Local Total Cost Amount
373625.00
Local Unrealized Gain Loss
4375.00
Local Accrued Interest
2851.04
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: TELECOM ITALIA CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELECOM ITALIA CAPITAL
Security Description
6% 30 Sep 2034
Maturity Date
2034-09-30T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
200000.00
Base Market Value
211472.00
Base Total Cost
209500.00
Base Unrealized Gain Loss
1972.00
Base Accrued Interest
3033.33
Local Market Value
211472.00
Local Total Cost Amount
209500.00
Local Unrealized Gain Loss
1972.00
Local Accrued Interest
3033.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
7.125% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1303125.00
Base Total Cost
1307500.00
Base Unrealized Gain Loss
-4375.00
Base Accrued Interest
26223.96
Local Market Value
1303125.00
Local Total Cost Amount
1307500.00
Local Unrealized Gain Loss
-4375.00
Local Accrued Interest
26223.96
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANGLO AMERICAN CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANGLO AMERICAN CAPITAL
Security Description
9.375% 08 Apr 2019
Maturity Date
2019-04-08T00:00:00.000
Interest Rate
9.375
Original Face
0
Shares Par Value
200000.00
Base Market Value
223750.00
Base Total Cost
225500.00
Base Unrealized Gain Loss
-1750.00
Base Accrued Interest
4322.92
Local Market Value
223750.00
Local Total Cost Amount
225500.00
Local Unrealized Gain Loss
-1750.00
Local Accrued Interest
4322.92
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
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: PRIDE INTERNATIONAL LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRIDE INTERNATIONAL LLC
Security Description
8.5% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
318000.00
Base Total Cost
330562.50
Base Unrealized Gain Loss
-12562.50
Base Accrued Interest
1133.33
Local Market Value
318000.00
Local Total Cost Amount
330562.50
Local Unrealized Gain Loss
-12562.50
Local Accrued Interest
1133.33
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: NAVISTAR INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVISTAR INTL CORP
Security Description
8.25% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
400000.00
Base Market Value
404000.00
Base Total Cost
404000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
5500.00
Local Market Value
404000.00
Local Total Cost Amount
404000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
5500.00
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: CABLEVISION SYSTEMS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION SYSTEMS CORP
Security Description
8% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
2200000.00
Base Market Value
2450250.00
Base Total Cost
2249250.00
Base Unrealized Gain Loss
201000.00
Base Accrued Interest
37155.55
Local Market Value
2450250.00
Local Total Cost Amount
2249250.00
Local Unrealized Gain Loss
201000.00
Local Accrued Interest
37155.55
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
6.875% 01 May 2018
Maturity Date
2018-05-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
200000.00
Base Market Value
207750.00
Base Total Cost
208749.99
Base Unrealized Gain Loss
-999.99
Base Accrued Interest
2291.67
Local Market Value
207750.00
Local Total Cost Amount
208749.99
Local Unrealized Gain Loss
-999.99
Local Accrued Interest
2291.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
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
8.5% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
79000.00
Base Market Value
83048.75
Base Total Cost
83937.50
Base Unrealized Gain Loss
-888.75
Base Accrued Interest
1417.61
Local Market Value
83048.75
Local Total Cost Amount
83937.50
Local Unrealized Gain Loss
-888.75
Local Accrued Interest
1417.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
7% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
900000.00
Base Market Value
885375.00
Base Total Cost
861562.50
Base Unrealized Gain Loss
23812.50
Base Accrued Interest
15750.00
Local Market Value
885375.00
Local Total Cost Amount
861562.50
Local Unrealized Gain Loss
23812.50
Local Accrued Interest
15750.00
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
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: UNIT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIT CORP
Security Description
6.625% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
750000.00
Base Market Value
718125.00
Base Total Cost
750000.00
Base Unrealized Gain Loss
-31875.00
Base Accrued Interest
6348.96
Local Market Value
718125.00
Local Total Cost Amount
750000.00
Local Unrealized Gain Loss
-31875.00
Local Accrued Interest
6348.96
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TELECOM ITALIA SPA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELECOM ITALIA SPA
Security Description
5.303% 30 May 2024
Maturity Date
2024-05-30T00:00:00.000
Interest Rate
5.303
Original Face
0
Shares Par Value
250000.00
Base Market Value
268125.00
Base Total Cost
247500.00
Base Unrealized Gain Loss
20625.00
Base Accrued Interest
1141.62
Local Market Value
268125.00
Local Total Cost Amount
247500.00
Local Unrealized Gain Loss
20625.00
Local Accrued Interest
1141.62
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: JONAH ENERGY LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JONAH ENERGY LLC
Security Description
1% 12 May 2021
Maturity Date
2021-05-12T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
125000.00
Base Market Value
119740.00
Base Total Cost
121250.00
Base Unrealized Gain Loss
-1510.00
Base Accrued Interest
0
Local Market Value
119740.00
Local Total Cost Amount
121250.00
Local Unrealized Gain Loss
-1510.00
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
6.45% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
6.45
Original Face
0
Shares Par Value
350000.00
Base Market Value
378000.00
Base Total Cost
355250.00
Base Unrealized Gain Loss
22750.00
Base Accrued Interest
1003.33
Local Market Value
378000.00
Local Total Cost Amount
355250.00
Local Unrealized Gain Loss
22750.00
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
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: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
6.625% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
6.625
Original Face
500000.00
Shares Par Value
298954.89
Base Market Value
292228.40
Base Total Cost
305195.57
Base Unrealized Gain Loss
-12967.17
Base Accrued Interest
2530.74
Local Market Value
292228.40
Local Total Cost Amount
305195.57
Local Unrealized Gain Loss
-12967.17
Local Accrued Interest
2530.74
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
6.5% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
650000.00
Base Market Value
709312.50
Base Total Cost
715000.00
Base Unrealized Gain Loss
-5687.50
Base Accrued Interest
15961.11
Local Market Value
709312.50
Local Total Cost Amount
715000.00
Local Unrealized Gain Loss
-5687.50
Local Accrued Interest
15961.11
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
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
6.75% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1750000.00
Base Market Value
1942500.00
Base Total Cost
1775476.56
Base Unrealized Gain Loss
167023.44
Base Accrued Interest
9843.75
Local Market Value
1942500.00
Local Total Cost Amount
1775476.56
Local Unrealized Gain Loss
167023.44
Local Accrued Interest
9843.75
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
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: AMERICAN AXLE + MFG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN AXLE + MFG INC
Security Description
7.75% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
370000.00
Base Market Value
406075.00
Base Total Cost
408850.00
Base Unrealized Gain Loss
-2775.00
Base Accrued Interest
3664.03
Local Market Value
406075.00
Local Total Cost Amount
408850.00
Local Unrealized Gain Loss
-2775.00
Local Accrued Interest
3664.03
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: SPRINT COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT COMMUNICATIONS
Security Description
9% 15 Nov 2018
Maturity Date
2018-11-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1085310.00
Base Total Cost
1095000.00
Base Unrealized Gain Loss
-9690.00
Base Accrued Interest
11500.00
Local Market Value
1085310.00
Local Total Cost Amount
1095000.00
Local Unrealized Gain Loss
-9690.00
Local Accrued Interest
11500.00
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
TELEPHONE
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: SESI LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SESI LLC
Security Description
6.375% 01 May 2019
Maturity Date
2019-05-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
400000.00
Base Market Value
395000.00
Base Total Cost
318000.00
Base Unrealized Gain Loss
77000.00
Base Accrued Interest
4250.00
Local Market Value
395000.00
Local Total Cost Amount
318000.00
Local Unrealized Gain Loss
77000.00
Local Accrued Interest
4250.00
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
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: FRESENIUS MED CARE II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESENIUS MED CARE II
Security Description
5.625% 31 Jul 2019
Maturity Date
2019-07-31T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
120000.00
Base Market Value
126900.00
Base Total Cost
127950.00
Base Unrealized Gain Loss
-1050.00
Base Accrued Interest
2812.50
Local Market Value
126900.00
Local Total Cost Amount
127950.00
Local Unrealized Gain Loss
-1050.00
Local Accrued Interest
2812.50
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
7.25% 25 Jan 2022
Maturity Date
2022-01-25T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
900000.00
Base Market Value
983250.00
Base Total Cost
921937.50
Base Unrealized Gain Loss
61312.50
Base Accrued Interest
28275.00
Local Market Value
983250.00
Local Total Cost Amount
921937.50
Local Unrealized Gain Loss
61312.50
Local Accrued Interest
28275.00
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
B+
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
7.5% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
230625.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
30625.00
Base Accrued Interest
4687.50
Local Market Value
230625.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
30625.00
Local Accrued Interest
4687.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
7.875% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
350000.00
Base Market Value
361375.00
Base Total Cost
361374.99
Base Unrealized Gain Loss
0.01
Base Accrued Interest
3521.88
Local Market Value
361375.00
Local Total Cost Amount
361374.99
Local Unrealized Gain Loss
0.01
Local Accrued Interest
3521.88
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
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: HUGHES SATELLITE SYSTEMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUGHES SATELLITE SYSTEMS
Security Description
6.5% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
540000.00
Base Total Cost
541250.00
Base Unrealized Gain Loss
-1250.00
Base Accrued Interest
1444.45
Local Market Value
540000.00
Local Total Cost Amount
541250.00
Local Unrealized Gain Loss
-1250.00
Local Accrued Interest
1444.45
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HUGHES SATELLITE SYSTEMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUGHES SATELLITE SYSTEMS
Security Description
7.625% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
100000.00
Base Market Value
113625.00
Base Total Cost
114000.00
Base Unrealized Gain Loss
-375.00
Base Accrued Interest
338.89
Local Market Value
113625.00
Local Total Cost Amount
114000.00
Local Unrealized Gain Loss
-375.00
Local Accrued Interest
338.89
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
5.8% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.8
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1040000.00
Base Total Cost
975000.00
Base Unrealized Gain Loss
65000.00
Base Accrued Interest
17077.78
Local Market Value
1040000.00
Local Total Cost Amount
975000.00
Local Unrealized Gain Loss
65000.00
Local Accrued Interest
17077.78
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
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: 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 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1055000.00
Base Market Value
1082693.75
Base Total Cost
1043570.83
Base Unrealized Gain Loss
39122.92
Base Accrued Interest
14506.25
Local Market Value
1082693.75
Local Total Cost Amount
1043570.83
Local Unrealized Gain Loss
39122.92
Local Accrued Interest
14506.25
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
BB+
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: BANK OF IWATE LTD/THE
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
BANK OF IWATE LTD/THE
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
1600
Base Market Value
41581.59
Base Total Cost
48944.18
Base Unrealized Gain Loss
-7362.59
Base Accrued Interest
0
Local Market Value
4480000
Local Total Cost Amount
5351067
Local Unrealized Gain Loss
-871067
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
BANKS
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: NETHERLANDS (THE) • Security Name: TRONOX PIGMENTS (NETHERLANDS)
Local Currency Code
USD
Trade Country Name
NETHERLANDS (THE)
Security Name
TRONOX PIGMENTS (NETHERLANDS)
Security Description
1% 19 Mar 2020
Maturity Date
2020-03-19T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
689230.78
Base Market Value
693969.24
Base Total Cost
624863.21
Base Unrealized Gain Loss
69106.03
Base Accrued Interest
0
Local Market Value
693969.24
Local Total Cost Amount
624863.21
Local Unrealized Gain Loss
69106.03
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: ALLIANCE DATA SYSTEMS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLIANCE DATA SYSTEMS CO
Security Description
6.375% 01 Apr 2020
Maturity Date
2020-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1063125.00
Base Total Cost
1138937.50
Base Unrealized Gain Loss
-75812.50
Base Accrued Interest
16734.38
Local Market Value
1063125.00
Local Total Cost Amount
1138937.50
Local Unrealized Gain Loss
-75812.50
Local Accrued Interest
16734.38
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WEATHERFORD BERMUDA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEATHERFORD BERMUDA
Security Description
4.5% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
525000.00
Base Market Value
463312.50
Base Total Cost
458403.04
Base Unrealized Gain Loss
4909.46
Base Accrued Interest
4987.50
Local Market Value
463312.50
Local Total Cost Amount
458403.04
Local Unrealized Gain Loss
4909.46
Local Accrued Interest
4987.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Caa1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
6.5% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
900000.00
Base Market Value
880875.00
Base Total Cost
907307.68
Base Unrealized Gain Loss
-26432.68
Base Accrued Interest
2600.00
Local Market Value
880875.00
Local Total Cost Amount
907307.68
Local Unrealized Gain Loss
-26432.68
Local Accrued Interest
2600.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
6.25% 01 Nov 2018
Maturity Date
2018-11-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
275000.00
Base Market Value
290125.00
Base Total Cost
287227.68
Base Unrealized Gain Loss
2897.32
Base Accrued Interest
2864.58
Local Market Value
290125.00
Local Total Cost Amount
287227.68
Local Unrealized Gain Loss
2897.32
Local Accrued Interest
2864.58
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
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: WPX ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WPX ENERGY INC
Security Description
6% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
350000.00
Base Market Value
346500.00
Base Total Cost
320295.00
Base Unrealized Gain Loss
26205.00
Base Accrued Interest
9683.33
Local Market Value
346500.00
Local Total Cost Amount
320295.00
Local Unrealized Gain Loss
26205.00
Local Accrued Interest
9683.33
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.875% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
967500.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
-32500.00
Base Accrued Interest
31701.39
Local Market Value
967500.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
-32500.00
Local Accrued Interest
31701.39
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
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: VIDEOTRON LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIDEOTRON LTD
Security Description
5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
250000.00
Base Market Value
264375.00
Base Total Cost
253125.00
Base Unrealized Gain Loss
11250.00
Base Accrued Interest
5763.89
Local Market Value
264375.00
Local Total Cost Amount
253125.00
Local Unrealized Gain Loss
11250.00
Local Accrued Interest
5763.89
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
6.875% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
6.875
Original Face
1500000.00
Shares Par Value
972203.23
Base Market Value
998938.82
Base Total Cost
1001369.33
Base Unrealized Gain Loss
-2430.51
Base Accrued Interest
25250.28
Local Market Value
998938.82
Local Total Cost Amount
1001369.33
Local Unrealized Gain Loss
-2430.51
Local Accrued Interest
25250.28
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
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
5.875% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
500000.00
Base Market Value
516250.00
Base Total Cost
502788.75
Base Unrealized Gain Loss
13461.25
Base Accrued Interest
12239.58
Local Market Value
516250.00
Local Total Cost Amount
502788.75
Local Unrealized Gain Loss
13461.25
Local Accrued Interest
12239.58
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
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: BAYTEX ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAYTEX ENERGY CORP
Security Description
5.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1065000.00
Base Total Cost
1085999.99
Base Unrealized Gain Loss
-20999.99
Base Accrued Interest
5125.00
Local Market Value
1065000.00
Local Total Cost Amount
1085999.99
Local Unrealized Gain Loss
-20999.99
Local Accrued Interest
5125.00
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
Caa1
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
5.5% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
950000.00
Base Market Value
786125.00
Base Total Cost
794571.25
Base Unrealized Gain Loss
-8446.25
Base Accrued Interest
21770.82
Local Market Value
786125.00
Local Total Cost Amount
794571.25
Local Unrealized Gain Loss
-8446.25
Local Accrued Interest
21770.82
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
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: CASCADES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC
Security Description
5.5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
255000.00
Base Total Cost
255625.00
Base Unrealized Gain Loss
-625.00
Base Accrued Interest
6340.28
Local Market Value
255000.00
Local Total Cost Amount
255625.00
Local Unrealized Gain Loss
-625.00
Local Accrued Interest
6340.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENVISION HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENVISION HEALTHCARE CORP
Security Description
5.125% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1026250.00
Base Total Cost
959812.50
Base Unrealized Gain Loss
66437.50
Base Accrued Interest
0
Local Market Value
1026250.00
Local Total Cost Amount
959812.50
Local Unrealized Gain Loss
66437.50
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
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: GRIFFON CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRIFFON CORPORATION
Security Description
5.25% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1375312.50
Base Total Cost
1334685.00
Base Unrealized Gain Loss
40627.50
Base Accrued Interest
23625.00
Local Market Value
1375312.50
Local Total Cost Amount
1334685.00
Local Unrealized Gain Loss
40627.50
Local Accrued Interest
23625.00
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.75% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
750000.00
Base Market Value
703125.00
Base Total Cost
750401.79
Base Unrealized Gain Loss
-47276.79
Base Accrued Interest
9104.17
Local Market Value
703125.00
Local Total Cost Amount
750401.79
Local Unrealized Gain Loss
-47276.79
Local Accrued Interest
9104.17
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
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: SINCLAIR TELEVISION GROU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SINCLAIR TELEVISION GROU
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
50000.00
Base Market Value
51312.50
Base Total Cost
49125.00
Base Unrealized Gain Loss
2187.50
Base Accrued Interest
1171.88
Local Market Value
51312.50
Local Total Cost Amount
49125.00
Local Unrealized Gain Loss
2187.50
Local Accrued Interest
1171.88
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5.875% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
250000.00
Base Market Value
260000.00
Base Total Cost
248236.25
Base Unrealized Gain Loss
11763.75
Base Accrued Interest
652.78
Local Market Value
260000.00
Local Total Cost Amount
248236.25
Local Unrealized Gain Loss
11763.75
Local Accrued Interest
652.78
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
NYC Data AI • Public-data exploration interface