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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: HUB HOLDINGS LLC/HUB HOL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUB HOLDINGS LLC/HUB HOL
Security Description
8.125% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
400000.00
Base Market Value
401000.00
Base Total Cost
348312.50
Base Unrealized Gain Loss
52687.50
Base Accrued Interest
14986.10
Local Market Value
401000.00
Local Total Cost Amount
348312.50
Local Unrealized Gain Loss
52687.50
Local Accrued Interest
14986.10
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.375% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
4205000.00
Base Market Value
4099875.00
Base Total Cost
4164231.25
Base Unrealized Gain Loss
-64356.25
Base Accrued Interest
47715.06
Local Market Value
4099875.00
Local Total Cost Amount
4164231.25
Local Unrealized Gain Loss
-64356.25
Local Accrued Interest
47715.06
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
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: KOSMOS ENERGY LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOSMOS ENERGY LTD
Security Description
7.875% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
2975000.00
Base Market Value
3034500.00
Base Total Cost
2901625.00
Base Unrealized Gain Loss
132875.00
Base Accrued Interest
97617.20
Local Market Value
3034500.00
Local Total Cost Amount
2901625.00
Local Unrealized Gain Loss
132875.00
Local Accrued Interest
97617.20
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
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: AMER AIRLN 13 1 B PASS T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 13 1 B PASS T
Security Description
5.625% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.625
Original Face
260000.00
Shares Par Value
209811.91
Base Market Value
219673.07
Base Total Cost
209811.91
Base Unrealized Gain Loss
9861.16
Base Accrued Interest
5442.00
Local Market Value
219673.07
Local Total Cost Amount
209811.91
Local Unrealized Gain Loss
9861.16
Local Accrued Interest
5442.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: UNITED AIR 2014 2 B PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED AIR 2014 2 B PTT
Security Description
4.625% 03 Mar 2024
Maturity Date
2024-03-03T00:00:00.000
Interest Rate
4.625
Original Face
205000.00
Shares Par Value
175813.45
Base Market Value
181087.85
Base Total Cost
175813.45
Base Unrealized Gain Loss
5274.40
Base Accrued Interest
2665.28
Local Market Value
181087.85
Local Total Cost Amount
175813.45
Local Unrealized Gain Loss
5274.40
Local Accrued Interest
2665.28
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
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: LADDER CAP FIN LLLP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LADDER CAP FIN LLLP/CORP
Security Description
5.875% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
540000.00
Base Market Value
552150.00
Base Total Cost
540800.00
Base Unrealized Gain Loss
11350.00
Base Accrued Interest
13218.75
Local Market Value
552150.00
Local Total Cost Amount
540800.00
Local Unrealized Gain Loss
11350.00
Local Accrued Interest
13218.75
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
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: WILLIAM CARTER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAM CARTER
Security Description
5.25% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1545000.00
Base Market Value
1589418.75
Base Total Cost
1560268.75
Base Unrealized Gain Loss
29150.00
Base Accrued Interest
30642.51
Local Market Value
1589418.75
Local Total Cost Amount
1560268.75
Local Unrealized Gain Loss
29150.00
Local Accrued Interest
30642.51
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
6.75% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
340000.00
Base Market Value
319600.00
Base Total Cost
339825.00
Base Unrealized Gain Loss
-20225.00
Base Accrued Interest
10582.51
Local Market Value
319600.00
Local Total Cost Amount
339825.00
Local Unrealized Gain Loss
-20225.00
Local Accrued Interest
10582.51
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.375% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
830000.00
Base Market Value
897437.50
Base Total Cost
846735.50
Base Unrealized Gain Loss
50702.00
Base Accrued Interest
17637.50
Local Market Value
897437.50
Local Total Cost Amount
846735.50
Local Unrealized Gain Loss
50702.00
Local Accrued Interest
17637.50
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: 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% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
265000.00
Base Market Value
280483.95
Base Total Cost
280568.75
Base Unrealized Gain Loss
-84.80
Base Accrued Interest
5300.00
Local Market Value
280483.95
Local Total Cost Amount
280568.75
Local Unrealized Gain Loss
-84.80
Local Accrued Interest
5300.00
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
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: DARLING INGREDIENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DARLING INGREDIENTS INC
Security Description
5.375% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1720000.00
Base Market Value
1788800.00
Base Total Cost
1724323.44
Base Unrealized Gain Loss
64476.56
Base Accrued Interest
42629.71
Local Market Value
1788800.00
Local Total Cost Amount
1724323.44
Local Unrealized Gain Loss
64476.56
Local Accrued Interest
42629.71
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
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: ADVANCED MICRO DEVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED MICRO DEVICES
Security Description
7% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1975000.00
Base Market Value
2091031.25
Base Total Cost
2044312.50
Base Unrealized Gain Loss
46718.75
Base Accrued Interest
0
Local Market Value
2091031.25
Local Total Cost Amount
2044312.50
Local Unrealized Gain Loss
46718.75
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
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: HOPE BANCORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOPE BANCORP INC
Security Description
COMMON STOCK USD.001
Interest Rate
0
Original Face
0
Shares Par Value
40050.00
Base Market Value
746932.50
Base Total Cost
526375.46
Base Unrealized Gain Loss
220557.04
Base Accrued Interest
0
Local Market Value
746932.50
Local Total Cost Amount
526375.46
Local Unrealized Gain Loss
220557.04
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
5.125% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
260000.00
Base Market Value
274279.20
Base Total Cost
259075.00
Base Unrealized Gain Loss
15204.20
Base Accrued Interest
3368.27
Local Market Value
274279.20
Local Total Cost Amount
259075.00
Local Unrealized Gain Loss
15204.20
Local Accrued Interest
3368.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: ENSCO PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENSCO PLC
Security Description
5.75% 01 Oct 2044
Maturity Date
2044-10-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
200000.00
Base Market Value
131000.00
Base Total Cost
142750.00
Base Unrealized Gain Loss
-11750.00
Base Accrued Interest
2874.99
Local Market Value
131000.00
Local Total Cost Amount
142750.00
Local Unrealized Gain Loss
-11750.00
Local Accrued Interest
2874.99
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
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
6.375% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1995000.00
Base Market Value
2104725.00
Base Total Cost
2106554.38
Base Unrealized Gain Loss
-1829.38
Base Accrued Interest
26849.37
Local Market Value
2104725.00
Local Total Cost Amount
2106554.38
Local Unrealized Gain Loss
-1829.38
Local Accrued Interest
26849.37
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
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: UNITYMEDIA GMBH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITYMEDIA GMBH
Security Description
6.125% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1875000.00
Base Market Value
2010937.50
Base Total Cost
1905000.00
Base Unrealized Gain Loss
105937.50
Base Accrued Interest
52955.72
Local Market Value
2010937.50
Local Total Cost Amount
1905000.00
Local Unrealized Gain Loss
105937.50
Local Accrued Interest
52955.72
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
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: LUNDIN MINING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUNDIN MINING CORP
Security Description
7.5% 01 Nov 2020
Maturity Date
2020-11-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
710000.00
Base Market Value
746494.00
Base Total Cost
714777.57
Base Unrealized Gain Loss
31716.43
Base Accrued Interest
8875.00
Local Market Value
746494.00
Local Total Cost Amount
714777.57
Local Unrealized Gain Loss
31716.43
Local Accrued Interest
8875.00
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.875% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1245000.00
Base Market Value
1087818.75
Base Total Cost
1048620.50
Base Unrealized Gain Loss
39198.25
Base Accrued Interest
35664.02
Local Market Value
1087818.75
Local Total Cost Amount
1048620.50
Local Unrealized Gain Loss
39198.25
Local Accrued Interest
35664.02
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: 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
105000.00
Base Market Value
108937.50
Base Total Cost
103978.72
Base Unrealized Gain Loss
4958.78
Base Accrued Interest
947.92
Local Market Value
108937.50
Local Total Cost Amount
103978.72
Local Unrealized Gain Loss
4958.78
Local Accrued Interest
947.92
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
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: MSCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MSCI INC
Security Description
5.25% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
55000.00
Base Market Value
58300.00
Base Total Cost
57887.50
Base Unrealized Gain Loss
412.50
Base Accrued Interest
368.96
Local Market Value
58300.00
Local Total Cost Amount
57887.50
Local Unrealized Gain Loss
412.50
Local Accrued Interest
368.96
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
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
5.4% 14 Nov 2034
Maturity Date
2034-11-14T00:00:00.000
Interest Rate
5.4
Original Face
0
Shares Par Value
2455000.00
Base Market Value
2203362.50
Base Total Cost
2036200.00
Base Unrealized Gain Loss
167162.50
Base Accrued Interest
17307.75
Local Market Value
2203362.50
Local Total Cost Amount
2036200.00
Local Unrealized Gain Loss
167162.50
Local Accrued Interest
17307.75
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
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: MDC PARTNERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MDC PARTNERS INC
Security Description
6.5% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
2075000.00
Base Market Value
2069812.50
Base Total Cost
2063866.32
Base Unrealized Gain Loss
5946.18
Base Accrued Interest
22479.17
Local Market Value
2069812.50
Local Total Cost Amount
2063866.32
Local Unrealized Gain Loss
5946.18
Local Accrued Interest
22479.17
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
895000.00
Base Market Value
955412.50
Base Total Cost
902068.75
Base Unrealized Gain Loss
53343.75
Base Accrued Interest
11187.50
Local Market Value
955412.50
Local Total Cost Amount
902068.75
Local Unrealized Gain Loss
53343.75
Local Accrued Interest
11187.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTELSAT JACKSON HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT JACKSON HLDG
Security Description
8% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1239125.00
Base Total Cost
1139998.66
Base Unrealized Gain Loss
99126.34
Base Accrued Interest
34755.55
Local Market Value
1239125.00
Local Total Cost Amount
1139998.66
Local Unrealized Gain Loss
99126.34
Local Accrued Interest
34755.55
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
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: ALERIS INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALERIS INTL INC
Security Description
9.5% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
2370000.00
Base Market Value
2437047.30
Base Total Cost
2552556.25
Base Unrealized Gain Loss
-115508.95
Base Accrued Interest
56287.50
Local Market Value
2437047.30
Local Total Cost Amount
2552556.25
Local Unrealized Gain Loss
-115508.95
Local Accrued Interest
56287.50
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
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
7.5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
4740000.00
Base Market Value
5190300.00
Base Total Cost
4874306.25
Base Unrealized Gain Loss
315993.75
Base Accrued Interest
88875.00
Local Market Value
5190300.00
Local Total Cost Amount
4874306.25
Local Unrealized Gain Loss
315993.75
Local Accrued Interest
88875.00
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2230000.00
Base Market Value
2282962.50
Base Total Cost
2230487.50
Base Unrealized Gain Loss
52475.00
Base Accrued Interest
27875.00
Local Market Value
2282962.50
Local Total Cost Amount
2230487.50
Local Unrealized Gain Loss
52475.00
Local Accrued Interest
27875.00
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: 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% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
2380000.00
Base Market Value
2546600.00
Base Total Cost
2387962.50
Base Unrealized Gain Loss
158637.50
Base Accrued Interest
30146.67
Local Market Value
2546600.00
Local Total Cost Amount
2387962.50
Local Unrealized Gain Loss
158637.50
Local Accrued Interest
30146.67
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
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: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
7.375% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1495000.00
Base Market Value
1642631.25
Base Total Cost
1495000.00
Base Unrealized Gain Loss
147631.25
Base Accrued Interest
27564.06
Local Market Value
1642631.25
Local Total Cost Amount
1495000.00
Local Unrealized Gain Loss
147631.25
Local Accrued Interest
27564.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEMPUR SEALY INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEMPUR SEALY INTL INC
Security Description
5.625% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
845000.00
Base Market Value
876687.50
Base Total Cost
846149.50
Base Unrealized Gain Loss
30538.00
Base Accrued Interest
10034.38
Local Market Value
876687.50
Local Total Cost Amount
846149.50
Local Unrealized Gain Loss
30538.00
Local Accrued Interest
10034.38
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
B1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRIBUNE MEDIA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRIBUNE MEDIA CO
Security Description
5.875% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1585000.00
Base Market Value
1660287.50
Base Total Cost
1587878.74
Base Unrealized Gain Loss
72408.76
Base Accrued Interest
42938.08
Local Market Value
1660287.50
Local Total Cost Amount
1587878.74
Local Unrealized Gain Loss
72408.76
Local Accrued Interest
42938.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
4.875% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
575000.00
Base Market Value
546250.00
Base Total Cost
558032.79
Base Unrealized Gain Loss
-11782.79
Base Accrued Interest
3581.77
Local Market Value
546250.00
Local Total Cost Amount
558032.79
Local Unrealized Gain Loss
-11782.79
Local Accrued Interest
3581.77
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: SFR GROUP SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SFR GROUP SA
Security Description
7.375% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1825000.00
Base Market Value
1980125.00
Base Total Cost
1842000.00
Base Unrealized Gain Loss
138125.00
Base Accrued Interest
62062.67
Local Market Value
1980125.00
Local Total Cost Amount
1842000.00
Local Unrealized Gain Loss
138125.00
Local Accrued Interest
62062.67
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
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: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
8.25% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
925000.00
Base Market Value
1038312.50
Base Total Cost
925000.00
Base Unrealized Gain Loss
113312.50
Base Accrued Interest
3391.67
Local Market Value
1038312.50
Local Total Cost Amount
925000.00
Local Unrealized Gain Loss
113312.50
Local Accrued Interest
3391.67
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
FINANCE
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
5.5% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
13425000.00
Base Market Value
14247281.25
Base Total Cost
13809131.25
Base Unrealized Gain Loss
438150.00
Base Accrued Interest
123062.48
Local Market Value
14247281.25
Local Total Cost Amount
13809131.25
Local Unrealized Gain Loss
438150.00
Local Accrued Interest
123062.48
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
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: LUXEMBOURG • Security Name: UNITYMEDIA HESSEN / NRW
Local Currency Code
USD
Trade Country Name
LUXEMBOURG
Security Name
UNITYMEDIA HESSEN / NRW
Security Description
5% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
645000.00
Base Market Value
675637.50
Base Total Cost
658400.00
Base Unrealized Gain Loss
17237.50
Base Accrued Interest
14870.83
Local Market Value
675637.50
Local Total Cost Amount
658400.00
Local Unrealized Gain Loss
17237.50
Local Accrued Interest
14870.83
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
OTHER YANKEE
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: VIRGIN MEDIA SECURED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA SECURED FIN
Security Description
5.5% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1025000.00
Base Market Value
1073687.50
Base Total Cost
1033000.00
Base Unrealized Gain Loss
40687.50
Base Accrued Interest
21297.20
Local Market Value
1073687.50
Local Total Cost Amount
1033000.00
Local Unrealized Gain Loss
40687.50
Local Accrued Interest
21297.20
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
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: BEACON ROOFING SUPPLY IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BEACON ROOFING SUPPLY IN
Security Description
6.375% 01 Oct 2023
Maturity Date
2023-10-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1475000.00
Base Market Value
1585625.00
Base Total Cost
1483437.50
Base Unrealized Gain Loss
102187.50
Base Accrued Interest
23507.81
Local Market Value
1585625.00
Local Total Cost Amount
1483437.50
Local Unrealized Gain Loss
102187.50
Local Accrued Interest
23507.81
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
7.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
2025000.00
Base Market Value
2247750.00
Base Total Cost
2050531.25
Base Unrealized Gain Loss
197218.75
Base Accrued Interest
70031.26
Local Market Value
2247750.00
Local Total Cost Amount
2050531.25
Local Unrealized Gain Loss
197218.75
Local Accrued Interest
70031.26
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: IASIS HEALTHCARE/CAP CRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IASIS HEALTHCARE/CAP CRP
Security Description
8.375% 15 May 2019
Maturity Date
2019-05-15T00:00:00.000
Interest Rate
8.375
Original Face
0
Shares Par Value
1885000.00
Base Market Value
1894425.00
Base Total Cost
1770489.12
Base Unrealized Gain Loss
123935.88
Base Accrued Interest
20172.11
Local Market Value
1894425.00
Local Total Cost Amount
1770489.12
Local Unrealized Gain Loss
123935.88
Local Accrued Interest
20172.11
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
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
145000.00
Base Market Value
160768.75
Base Total Cost
158050.00
Base Unrealized Gain Loss
2718.75
Base Accrued Interest
2508.29
Local Market Value
160768.75
Local Total Cost Amount
158050.00
Local Unrealized Gain Loss
2718.75
Local Accrued Interest
2508.29
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
3.55% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
3135000.00
Base Market Value
2938059.30
Base Total Cost
2625342.50
Base Unrealized Gain Loss
312716.80
Base Accrued Interest
37097.50
Local Market Value
2938059.30
Local Total Cost Amount
2625342.50
Local Unrealized Gain Loss
312716.80
Local Accrued Interest
37097.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SYNOVUS FINANCIAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SYNOVUS FINANCIAL CORP
Security Description
7.875% 15 Feb 2019
Maturity Date
2019-02-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1464480.00
Base Total Cost
1474158.25
Base Unrealized Gain Loss
-9678.25
Base Accrued Interest
40162.50
Local Market Value
1464480.00
Local Total Cost Amount
1474158.25
Local Unrealized Gain Loss
-9678.25
Local Accrued Interest
40162.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
6.75% 25 Feb 2022
Maturity Date
2022-02-25T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
925000.00
Base Market Value
1040625.00
Base Total Cost
1025093.75
Base Unrealized Gain Loss
15531.25
Base Accrued Interest
22159.38
Local Market Value
1040625.00
Local Total Cost Amount
1025093.75
Local Unrealized Gain Loss
15531.25
Local Accrued Interest
22159.38
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
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: GENERAL MOTORS FINL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL MOTORS FINL CO
Security Description
6.75% 01 Jun 2018
Maturity Date
2018-06-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
730000.00
Base Market Value
761492.20
Base Total Cost
751004.95
Base Unrealized Gain Loss
10487.25
Base Accrued Interest
4106.25
Local Market Value
761492.20
Local Total Cost Amount
751004.95
Local Unrealized Gain Loss
10487.25
Local Accrued Interest
4106.25
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
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: QEP RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QEP RESOURCES INC
Security Description
5.375% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1106875.00
Base Total Cost
1132050.00
Base Unrealized Gain Loss
-25175.00
Base Accrued Interest
15453.11
Local Market Value
1106875.00
Local Total Cost Amount
1132050.00
Local Unrealized Gain Loss
-25175.00
Local Accrued Interest
15453.11
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
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: 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
630000.00
Base Market Value
680400.00
Base Total Cost
645042.74
Base Unrealized Gain Loss
35357.26
Base Accrued Interest
1820.00
Local Market Value
680400.00
Local Total Cost Amount
645042.74
Local Unrealized Gain Loss
35357.26
Local Accrued Interest
1820.00
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
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
3860000.00
Base Market Value
4385925.00
Base Total Cost
4104675.15
Base Unrealized Gain Loss
281249.85
Base Accrued Interest
13081.11
Local Market Value
4385925.00
Local Total Cost Amount
4104675.15
Local Unrealized Gain Loss
281249.85
Local Accrued Interest
13081.11
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
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: CONSTELLATION BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLATION BRANDS INC
Security Description
6% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1198396.50
Base Total Cost
1050000.00
Base Unrealized Gain Loss
148396.50
Base Accrued Interest
10500.00
Local Market Value
1198396.50
Local Total Cost Amount
1050000.00
Local Unrealized Gain Loss
148396.50
Local Accrued Interest
10500.00
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
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
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