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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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
6.375% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
200000.00
Base Market Value
214750.00
Base Total Cost
208500.00
Base Unrealized Gain Loss
6250.00
Base Accrued Interest
566.67
Local Market Value
214750.00
Local Total Cost Amount
208500.00
Local Unrealized Gain Loss
6250.00
Local Accrued Interest
566.67
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: TEGNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEGNA INC
Security Description
5.125% 15 Jul 2020
Maturity Date
2020-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
500000.00
Base Market Value
512500.00
Base Total Cost
515000.00
Base Unrealized Gain Loss
-2500.00
Base Accrued Interest
11815.97
Local Market Value
512500.00
Local Total Cost Amount
515000.00
Local Unrealized Gain Loss
-2500.00
Local Accrued Interest
11815.97
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: NETHERLANDS (THE) • Security Name: AMAYA HLDGS B V
Local Currency Code
USD
Trade Country Name
NETHERLANDS (THE)
Security Name
AMAYA HLDGS B V
Security Description
1% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
177187.50
Base Market Value
178272.77
Base Total Cost
175733.65
Base Unrealized Gain Loss
2539.12
Base Accrued Interest
0
Local Market Value
178272.77
Local Total Cost Amount
175733.65
Local Unrealized Gain Loss
2539.12
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: SOLENIS INTL L P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOLENIS INTL L P
Security Description
1% 31 Jul 2021
Maturity Date
2021-07-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1061307.20
Base Market Value
1066502.30
Base Total Cost
1056000.68
Base Unrealized Gain Loss
10501.62
Base Accrued Interest
0
Local Market Value
1066502.30
Local Total Cost Amount
1056000.68
Local Unrealized Gain Loss
10501.62
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
7.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
50000.00
Base Market Value
41625.00
Base Total Cost
46750.00
Base Unrealized Gain Loss
-5125.00
Base Accrued Interest
1642.71
Local Market Value
41625.00
Local Total Cost Amount
46750.00
Local Unrealized Gain Loss
-5125.00
Local Accrued Interest
1642.71
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: 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
5.25% 30 Sep 2022
Maturity Date
2022-09-30T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
750000.00
Base Market Value
772050.00
Base Total Cost
775562.50
Base Unrealized Gain Loss
-3512.50
Base Accrued Interest
9953.13
Local Market Value
772050.00
Local Total Cost Amount
775562.50
Local Unrealized Gain Loss
-3512.50
Local Accrued Interest
9953.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: WAVEDIVISION ESCROW/WAVE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WAVEDIVISION ESCROW/WAVE
Security Description
8.125% 01 Sep 2020
Maturity Date
2020-09-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
650000.00
Base Market Value
673270.00
Base Total Cost
672375.00
Base Unrealized Gain Loss
895.00
Base Accrued Interest
17604.17
Local Market Value
673270.00
Local Total Cost Amount
672375.00
Local Unrealized Gain Loss
895.00
Local Accrued Interest
17604.17
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
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA0013
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA0013
Security Description
7% 01 Mar 2039
Maturity Date
2039-03-01T00:00:00.000
Interest Rate
7
Original Face
36000.00
Shares Par Value
1433.75
Base Market Value
1595.32
Base Total Cost
1500.96
Base Unrealized Gain Loss
94.36
Base Accrued Interest
0
Local Market Value
1595.32
Local Total Cost Amount
1500.96
Local Unrealized Gain Loss
94.36
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
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: BELDEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BELDEN INC
Security Description
5.5% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1526000.00
Base Market Value
1571780.00
Base Total Cost
1514960.00
Base Unrealized Gain Loss
56820.00
Base Accrued Interest
27976.67
Local Market Value
1571780.00
Local Total Cost Amount
1514960.00
Local Unrealized Gain Loss
56820.00
Local Accrued Interest
27976.67
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5.75% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2410000.00
Base Market Value
2476275.00
Base Total Cost
2436700.00
Base Unrealized Gain Loss
39575.00
Base Accrued Interest
52350.56
Local Market Value
2476275.00
Local Total Cost Amount
2436700.00
Local Unrealized Gain Loss
39575.00
Local Accrued Interest
52350.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
6.75% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1600000.00
Base Market Value
1664000.00
Base Total Cost
1637500.00
Base Unrealized Gain Loss
26500.00
Base Accrued Interest
31800.00
Local Market Value
1664000.00
Local Total Cost Amount
1637500.00
Local Unrealized Gain Loss
26500.00
Local Accrued Interest
31800.00
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: SESI LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SESI LLC
Security Description
7.125% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
550000.00
Base Market Value
523875.00
Base Total Cost
550510.71
Base Unrealized Gain Loss
-26635.71
Base Accrued Interest
1741.67
Local Market Value
523875.00
Local Total Cost Amount
550510.71
Local Unrealized Gain Loss
-26635.71
Local Accrued Interest
1741.67
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
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: GREEN BANCORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREEN BANCORP INC
Security Description
COMMON STOCK USD.01
Interest Rate
0
Original Face
0
Shares Par Value
2100.00
Base Market Value
40740.00
Base Total Cost
34180.00
Base Unrealized Gain Loss
6560.00
Base Accrued Interest
0
Local Market Value
40740.00
Local Total Cost Amount
34180.00
Local Unrealized Gain Loss
6560.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
BANKS
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
5.875% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
250000.00
Base Market Value
262812.50
Base Total Cost
234375.00
Base Unrealized Gain Loss
28437.50
Base Accrued Interest
4324.65
Local Market Value
262812.50
Local Total Cost Amount
234375.00
Local Unrealized Gain Loss
28437.50
Local Accrued Interest
4324.65
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
6.375% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1225000.00
Base Market Value
1186718.75
Base Total Cost
1153654.27
Base Unrealized Gain Loss
33064.48
Base Accrued Interest
16486.46
Local Market Value
1186718.75
Local Total Cost Amount
1153654.27
Local Unrealized Gain Loss
33064.48
Local Accrued Interest
16486.46
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: VIKING CRUISES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIKING CRUISES LTD
Security Description
8.5% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
315000.00
Base Total Cost
282750.00
Base Unrealized Gain Loss
32250.00
Base Accrued Interest
5383.33
Local Market Value
315000.00
Local Total Cost Amount
282750.00
Local Unrealized Gain Loss
32250.00
Local Accrued Interest
5383.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1066250.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
66250.00
Base Accrued Interest
163.19
Local Market Value
1066250.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
66250.00
Local Accrued Interest
163.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW GOLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW GOLD INC
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
880000.00
Base Market Value
906400.00
Base Total Cost
880000.00
Base Unrealized Gain Loss
26400.00
Base Accrued Interest
6700.83
Local Market Value
906400.00
Local Total Cost Amount
880000.00
Local Unrealized Gain Loss
26400.00
Local Accrued Interest
6700.83
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
7% 30 Jun 2024
Maturity Date
2024-06-30T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
4560000.00
Base Market Value
5073000.00
Base Total Cost
4663337.50
Base Unrealized Gain Loss
409662.50
Base Accrued Interest
886.67
Local Market Value
5073000.00
Local Total Cost Amount
4663337.50
Local Unrealized Gain Loss
409662.50
Local Accrued Interest
886.67
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
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
4.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
935000.00
Base Market Value
938506.25
Base Total Cost
935000.00
Base Unrealized Gain Loss
3506.25
Base Accrued Interest
6045.03
Local Market Value
938506.25
Local Total Cost Amount
935000.00
Local Unrealized Gain Loss
3506.25
Local Accrued Interest
6045.03
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
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
5.125% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1360000.00
Base Market Value
1360000.00
Base Total Cost
1360000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
9486.94
Local Market Value
1360000.00
Local Total Cost Amount
1360000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
9486.94
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
OTHER YANKEE
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: CDK GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDK GLOBAL INC
Security Description
4.875% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
2425000.00
Base Market Value
2491687.50
Base Total Cost
2425000.00
Base Unrealized Gain Loss
66687.50
Base Accrued Interest
15105.73
Local Market Value
2491687.50
Local Total Cost Amount
2425000.00
Local Unrealized Gain Loss
66687.50
Local Accrued Interest
15105.73
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
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: 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
140000.00
Base Market Value
156469.60
Base Total Cost
151900.00
Base Unrealized Gain Loss
4569.60
Base Accrued Interest
22.85
Local Market Value
156469.60
Local Total Cost Amount
151900.00
Local Unrealized Gain Loss
4569.60
Local Accrued Interest
22.85
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.125% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1840000.00
Base Market Value
1886000.00
Base Total Cost
1847287.50
Base Unrealized Gain Loss
38712.50
Base Accrued Interest
11001.67
Local Market Value
1886000.00
Local Total Cost Amount
1847287.50
Local Unrealized Gain Loss
38712.50
Local Accrued Interest
11001.67
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
6.875% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
2460000.00
Base Market Value
2596825.20
Base Total Cost
2569850.00
Base Unrealized Gain Loss
26975.20
Base Accrued Interest
63891.67
Local Market Value
2596825.20
Local Total Cost Amount
2569850.00
Local Unrealized Gain Loss
26975.20
Local Accrued Interest
63891.67
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
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: KAR AUCTION SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KAR AUCTION SERVICES INC
Security Description
5.125% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2295000.00
Base Market Value
2338031.25
Base Total Cost
2295000.00
Base Unrealized Gain Loss
43031.25
Base Accrued Interest
9801.56
Local Market Value
2338031.25
Local Total Cost Amount
2295000.00
Local Unrealized Gain Loss
43031.25
Local Accrued Interest
9801.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: SUMMIT MATERIALS LLC/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUMMIT MATERIALS LLC/FIN
Security Description
5.125% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1620000.00
Base Market Value
1660500.00
Base Total Cost
1620000.00
Base Unrealized Gain Loss
40500.00
Base Accrued Interest
6918.75
Local Market Value
1660500.00
Local Total Cost Amount
1620000.00
Local Unrealized Gain Loss
40500.00
Local Accrued Interest
6918.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
INDUSTRIALS
Minor Industry Name
MACHINERY
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: PROVIDENT FDG/PFG FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PROVIDENT FDG/PFG FIN
Security Description
6.375% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1115000.00
Base Market Value
1142875.00
Base Total Cost
1115000.00
Base Unrealized Gain Loss
27875.00
Base Accrued Interest
4541.30
Local Market Value
1142875.00
Local Total Cost Amount
1115000.00
Local Unrealized Gain Loss
27875.00
Local Accrued Interest
4541.30
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WILLIAM LYON HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAM LYON HOMES INC
Security Description
5.875% 31 Jan 2025
Maturity Date
2025-01-31T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1365000.00
Base Market Value
1405950.00
Base Total Cost
1355312.75
Base Unrealized Gain Loss
50637.25
Base Accrued Interest
33414.06
Local Market Value
1405950.00
Local Total Cost Amount
1355312.75
Local Unrealized Gain Loss
50637.25
Local Accrued Interest
33414.06
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: CONSOLIDATED ENERGY FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED ENERGY FIN
Security Description
6.875% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
940000.00
Base Market Value
968200.00
Base Total Cost
935300.00
Base Unrealized Gain Loss
32900.00
Base Accrued Interest
3410.76
Local Market Value
968200.00
Local Total Cost Amount
935300.00
Local Unrealized Gain Loss
32900.00
Local Accrued Interest
3410.76
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
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: HERTZ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERTZ CORP
Security Description
7.625% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1855000.00
Base Market Value
1850548.00
Base Total Cost
1856737.50
Base Unrealized Gain Loss
-6189.50
Base Accrued Interest
9822.48
Local Market Value
1850548.00
Local Total Cost Amount
1856737.50
Local Unrealized Gain Loss
-6189.50
Local Accrued Interest
9822.48
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: ORCHESTRA BORROWER/CO IS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORCHESTRA BORROWER/CO IS
Security Description
6.75% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1450000.00
Base Market Value
1494080.00
Base Total Cost
1450000.00
Base Unrealized Gain Loss
44080.00
Base Accrued Interest
4078.13
Local Market Value
1494080.00
Local Total Cost Amount
1450000.00
Local Unrealized Gain Loss
44080.00
Local Accrued Interest
4078.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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
1110000.00
Base Market Value
1114162.50
Base Total Cost
1110000.00
Base Unrealized Gain Loss
4162.50
Base Accrued Interest
2686.35
Local Market Value
1114162.50
Local Total Cost Amount
1110000.00
Local Unrealized Gain Loss
4162.50
Local Accrued Interest
2686.35
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
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.5% 15 Jun 2047
Maturity Date
2047-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
605000.00
Base Market Value
626175.00
Base Total Cost
605000.00
Base Unrealized Gain Loss
21175.00
Base Accrued Interest
831.88
Local Market Value
626175.00
Local Total Cost Amount
605000.00
Local Unrealized Gain Loss
21175.00
Local Accrued Interest
831.88
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
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: SP FINCO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SP FINCO LLC
Security Description
6.75% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
395000.00
Base Market Value
399937.50
Base Total Cost
395000.00
Base Unrealized Gain Loss
4937.50
Base Accrued Interest
74.06
Local Market Value
399937.50
Local Total Cost Amount
395000.00
Local Unrealized Gain Loss
4937.50
Local Accrued Interest
74.06
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
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: 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
670000.00
Base Market Value
675025.00
Base Total Cost
670000.00
Base Unrealized Gain Loss
5025.00
Base Accrued Interest
0
Local Market Value
675025.00
Local Total Cost Amount
670000.00
Local Unrealized Gain Loss
5025.00
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
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: NFP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NFP CORP
Security Description
6.875% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1595000.00
Base Market Value
1610950.00
Base Total Cost
1595000.00
Base Unrealized Gain Loss
15950.00
Base Accrued Interest
0
Local Market Value
1610950.00
Local Total Cost Amount
1595000.00
Local Unrealized Gain Loss
15950.00
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
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: VERISIGN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERISIGN INC
Security Description
4.75% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
855000.00
Base Market Value
864618.75
Base Total Cost
855000.00
Base Unrealized Gain Loss
9618.75
Base Accrued Interest
0
Local Market Value
864618.75
Local Total Cost Amount
855000.00
Local Unrealized Gain Loss
9618.75
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CARRIZO OIL + GAS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARRIZO OIL + GAS INC
Security Description
8.25% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
340000.00
Base Market Value
347650.00
Base Total Cost
340000.00
Base Unrealized Gain Loss
7650.00
Base Accrued Interest
0
Local Market Value
347650.00
Local Total Cost Amount
340000.00
Local Unrealized Gain Loss
7650.00
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
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: KINETIC CONCEPT/KCI USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINETIC CONCEPT/KCI USA
Security Description
12.5% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
12.5
Original Face
0
Shares Par Value
695000.00
Base Market Value
781875.00
Base Total Cost
772506.25
Base Unrealized Gain Loss
9368.75
Base Accrued Interest
14479.17
Local Market Value
781875.00
Local Total Cost Amount
772506.25
Local Unrealized Gain Loss
9368.75
Local Accrued Interest
14479.17
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: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
7.5% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
2115000.00
Base Market Value
2085918.75
Base Total Cost
2110662.50
Base Unrealized Gain Loss
-24743.75
Base Accrued Interest
26437.50
Local Market Value
2085918.75
Local Total Cost Amount
2110662.50
Local Unrealized Gain Loss
-24743.75
Local Accrued Interest
26437.50
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
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: ALLIANCE DATA SYSTEMS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLIANCE DATA SYSTEMS CO
Security Description
5.875% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
3075000.00
Base Market Value
3182625.00
Base Total Cost
3078750.00
Base Unrealized Gain Loss
103875.00
Base Accrued Interest
30109.38
Local Market Value
3182625.00
Local Total Cost Amount
3078750.00
Local Unrealized Gain Loss
103875.00
Local Accrued Interest
30109.38
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: UNITED RENTALS NORTH AM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED RENTALS NORTH AM
Security Description
5.5% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
890000.00
Base Market Value
916700.00
Base Total Cost
889837.50
Base Unrealized Gain Loss
26862.50
Base Accrued Interest
18492.22
Local Market Value
916700.00
Local Total Cost Amount
889837.50
Local Unrealized Gain Loss
26862.50
Local Accrued Interest
18492.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.384% 23 Oct 2035
Maturity Date
2035-10-23T00:00:00.000
Interest Rate
6.384
Original Face
0
Shares Par Value
850000.00
Base Market Value
1007547.50
Base Total Cost
862557.94
Base Unrealized Gain Loss
144989.56
Base Accrued Interest
10249.87
Local Market Value
1007547.50
Local Total Cost Amount
862557.94
Local Unrealized Gain Loss
144989.56
Local Accrued Interest
10249.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ANDEAVOR LOGIS LP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANDEAVOR LOGIS LP/CORP
Security Description
5.25% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
860000.00
Base Market Value
903000.00
Base Total Cost
870893.75
Base Unrealized Gain Loss
32106.25
Base Accrued Interest
26212.07
Local Market Value
903000.00
Local Total Cost Amount
870893.75
Local Unrealized Gain Loss
32106.25
Local Accrued Interest
26212.07
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: 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
2730000.00
Base Market Value
2859675.00
Base Total Cost
2854812.65
Base Unrealized Gain Loss
4862.35
Base Accrued Interest
96019.92
Local Market Value
2859675.00
Local Total Cost Amount
2854812.65
Local Unrealized Gain Loss
4862.35
Local Accrued Interest
96019.92
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
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
770000.00
Base Market Value
794062.50
Base Total Cost
776887.50
Base Unrealized Gain Loss
17175.00
Base Accrued Interest
25741.53
Local Market Value
794062.50
Local Total Cost Amount
776887.50
Local Unrealized Gain Loss
17175.00
Local Accrued Interest
25741.53
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
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
2090000.00
Base Market Value
2272875.00
Base Total Cost
2135412.50
Base Unrealized Gain Loss
137462.50
Base Accrued Interest
6850.56
Local Market Value
2272875.00
Local Total Cost Amount
2135412.50
Local Unrealized Gain Loss
137462.50
Local Accrued Interest
6850.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: HARLAND CLARKE HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARLAND CLARKE HOLDINGS
Security Description
8.375% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
8.375
Original Face
0
Shares Par Value
990000.00
Base Market Value
1054350.00
Base Total Cost
997862.50
Base Unrealized Gain Loss
56487.50
Base Accrued Interest
32934.70
Local Market Value
1054350.00
Local Total Cost Amount
997862.50
Local Unrealized Gain Loss
56487.50
Local Accrued Interest
32934.70
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: AMERICAN GREETINGS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN GREETINGS CORP
Security Description
7.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
510000.00
Base Market Value
551437.50
Base Total Cost
508080.60
Base Unrealized Gain Loss
43356.90
Base Accrued Interest
15060.94
Local Market Value
551437.50
Local Total Cost Amount
508080.60
Local Unrealized Gain Loss
43356.90
Local Accrued Interest
15060.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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