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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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
5.125% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
575000.00
Base Market Value
600156.25
Base Total Cost
577875.00
Base Unrealized Gain Loss
22281.25
Base Accrued Interest
4911.46
Local Market Value
600156.25
Local Total Cost Amount
577875.00
Local Unrealized Gain Loss
22281.25
Local Accrued Interest
4911.46
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
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: ANDEAVOR LOGIS LP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANDEAVOR LOGIS LP/CORP
Security Description
5.875% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
196000.00
Base Market Value
200165.00
Base Total Cost
202272.00
Base Unrealized Gain Loss
-2107.00
Base Accrued Interest
2878.75
Local Market Value
200165.00
Local Total Cost Amount
202272.00
Local Unrealized Gain Loss
-2107.00
Local Accrued Interest
2878.75
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
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
4.5% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
202000.00
Base Market Value
205282.50
Base Total Cost
204525.00
Base Unrealized Gain Loss
757.50
Base Accrued Interest
2272.50
Local Market Value
205282.50
Local Total Cost Amount
204525.00
Local Unrealized Gain Loss
757.50
Local Accrued Interest
2272.50
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.5% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
799000.00
Base Market Value
831958.75
Base Total Cost
792338.73
Base Unrealized Gain Loss
39620.02
Base Accrued Interest
20263.52
Local Market Value
831958.75
Local Total Cost Amount
792338.73
Local Unrealized Gain Loss
39620.02
Local Accrued Interest
20263.52
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: SELECT MEDICAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SELECT MEDICAL CORP
Security Description
6.375% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
924000.00
Base Market Value
949410.00
Base Total Cost
914180.57
Base Unrealized Gain Loss
35229.43
Base Accrued Interest
4908.75
Local Market Value
949410.00
Local Total Cost Amount
914180.57
Local Unrealized Gain Loss
35229.43
Local Accrued Interest
4908.75
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
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: POLYONE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POLYONE CORP
Security Description
5.25% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
802000.00
Base Market Value
842100.00
Base Total Cost
801223.75
Base Unrealized Gain Loss
40876.25
Base Accrued Interest
12397.58
Local Market Value
842100.00
Local Total Cost Amount
801223.75
Local Unrealized Gain Loss
40876.25
Local Accrued Interest
12397.58
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: TULLOW OIL PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TULLOW OIL PLC
Security Description
6% 01 Nov 2020
Maturity Date
2020-11-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
225000.00
Base Market Value
213750.00
Base Total Cost
191260.17
Base Unrealized Gain Loss
22489.83
Base Accrued Interest
2250.00
Local Market Value
213750.00
Local Total Cost Amount
191260.17
Local Unrealized Gain Loss
22489.83
Local Accrued Interest
2250.00
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
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.625% 01 Dec 2021
Maturity Date
2021-12-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
321000.00
Base Market Value
289702.50
Base Total Cost
321000.00
Base Unrealized Gain Loss
-31297.50
Base Accrued Interest
1504.69
Local Market Value
289702.50
Local Total Cost Amount
321000.00
Local Unrealized Gain Loss
-31297.50
Local Accrued Interest
1504.69
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
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.125% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
149000.00
Base Market Value
156590.06
Base Total Cost
149000.00
Base Unrealized Gain Loss
7590.06
Base Accrued Interest
4208.21
Local Market Value
156590.06
Local Total Cost Amount
149000.00
Local Unrealized Gain Loss
7590.06
Local Accrued Interest
4208.21
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: STEEL DYNAMICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STEEL DYNAMICS INC
Security Description
5.25% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
253000.00
Base Market Value
262803.75
Base Total Cost
258376.25
Base Unrealized Gain Loss
4427.50
Base Accrued Interest
2804.08
Local Market Value
262803.75
Local Total Cost Amount
258376.25
Local Unrealized Gain Loss
4427.50
Local Accrued Interest
2804.08
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
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: INGLES MARKETS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INGLES MARKETS INC
Security Description
5.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
805000.00
Base Market Value
791918.75
Base Total Cost
805000.00
Base Unrealized Gain Loss
-13081.25
Base Accrued Interest
2057.22
Local Market Value
791918.75
Local Total Cost Amount
805000.00
Local Unrealized Gain Loss
-13081.25
Local Accrued Interest
2057.22
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: AECOM GLOBAL II/URS FOX
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AECOM GLOBAL II/URS FOX
Security Description
5% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1043000.00
Base Market Value
1070462.19
Base Total Cost
1006495.00
Base Unrealized Gain Loss
63967.19
Base Accrued Interest
13037.50
Local Market Value
1070462.19
Local Total Cost Amount
1006495.00
Local Unrealized Gain Loss
63967.19
Local Accrued Interest
13037.50
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
WR
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: 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
-199733.37
Base Market Value
-199733.37
Base Total Cost
-199733.37
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-199733.37
Local Total Cost Amount
-199733.37
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
8% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
778000.00
Base Market Value
951105.00
Base Total Cost
884975.00
Base Unrealized Gain Loss
66130.00
Base Accrued Interest
10373.33
Local Market Value
951105.00
Local Total Cost Amount
884975.00
Local Unrealized Gain Loss
66130.00
Local Accrued Interest
10373.33
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: WEATHERFORD BERMUDA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEATHERFORD BERMUDA
Security Description
6.5% 01 Aug 2036
Maturity Date
2036-08-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
492000.00
Base Market Value
418200.00
Base Total Cost
336500.76
Base Unrealized Gain Loss
81699.24
Base Accrued Interest
13325.00
Local Market Value
418200.00
Local Total Cost Amount
336500.76
Local Unrealized Gain Loss
81699.24
Local Accrued Interest
13325.00
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
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: RITE AID CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RITE AID CORP
Security Description
6.125% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
608000.00
Base Market Value
596983.04
Base Total Cost
603440.00
Base Unrealized Gain Loss
-6456.96
Base Accrued Interest
16033.88
Local Market Value
596983.04
Local Total Cost Amount
603440.00
Local Unrealized Gain Loss
-6456.96
Local Accrued Interest
16033.88
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
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: SENSATA TECHNOLOGIES BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECHNOLOGIES BV
Security Description
5% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
530000.00
Base Market Value
554274.00
Base Total Cost
526687.50
Base Unrealized Gain Loss
27586.50
Base Accrued Interest
6625.00
Local Market Value
554274.00
Local Total Cost Amount
526687.50
Local Unrealized Gain Loss
27586.50
Local Accrued Interest
6625.00
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
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: UPCB FINANCE IV LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UPCB FINANCE IV LTD
Security Description
5.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1288000.00
Base Market Value
1347570.00
Base Total Cost
1288000.00
Base Unrealized Gain Loss
59570.00
Base Accrued Interest
31922.72
Local Market Value
1347570.00
Local Total Cost Amount
1288000.00
Local Unrealized Gain Loss
59570.00
Local Accrued Interest
31922.72
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
5.5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
398000.00
Base Market Value
416407.50
Base Total Cost
394020.00
Base Unrealized Gain Loss
22387.50
Base Accrued Interest
4621.22
Local Market Value
416407.50
Local Total Cost Amount
394020.00
Local Unrealized Gain Loss
22387.50
Local Accrued Interest
4621.22
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
ELECTRIC/GAS
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SABRE GLBL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABRE GLBL INC
Security Description
5.375% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
785000.00
Base Market Value
818362.50
Base Total Cost
785480.00
Base Unrealized Gain Loss
32882.50
Base Accrued Interest
8907.56
Local Market Value
818362.50
Local Total Cost Amount
785480.00
Local Unrealized Gain Loss
32882.50
Local Accrued Interest
8907.56
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
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
6.25% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1077000.00
Base Market Value
1176622.50
Base Total Cost
1145150.00
Base Unrealized Gain Loss
31472.50
Base Accrued Interest
25429.17
Local Market Value
1176622.50
Local Total Cost Amount
1145150.00
Local Unrealized Gain Loss
31472.50
Local Accrued Interest
25429.17
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
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: QUAD GRAPHICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUAD GRAPHICS INC
Security Description
7% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
321000.00
Base Market Value
326883.93
Base Total Cost
314580.00
Base Unrealized Gain Loss
12303.93
Base Accrued Interest
3745.00
Local Market Value
326883.93
Local Total Cost Amount
314580.00
Local Unrealized Gain Loss
12303.93
Local Accrued Interest
3745.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MALLINCKRODT FIN/SB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MALLINCKRODT FIN/SB
Security Description
5.5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
171000.00
Base Market Value
149625.00
Base Total Cost
171000.00
Base Unrealized Gain Loss
-21375.00
Base Accrued Interest
1985.50
Local Market Value
149625.00
Local Total Cost Amount
171000.00
Local Unrealized Gain Loss
-21375.00
Local Accrued Interest
1985.50
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: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
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
721000.00
Base Market Value
629072.50
Base Total Cost
412772.50
Base Unrealized Gain Loss
216300.00
Base Accrued Interest
4836.71
Local Market Value
629072.50
Local Total Cost Amount
412772.50
Local Unrealized Gain Loss
216300.00
Local Accrued Interest
4836.71
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.125% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
735000.00
Base Market Value
771750.00
Base Total Cost
729487.50
Base Unrealized Gain Loss
42262.50
Base Accrued Interest
6278.12
Local Market Value
771750.00
Local Total Cost Amount
729487.50
Local Unrealized Gain Loss
42262.50
Local Accrued Interest
6278.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
833000.00
Base Market Value
867361.25
Base Total Cost
830325.00
Base Unrealized Gain Loss
37036.25
Base Accrued Interest
7358.17
Local Market Value
867361.25
Local Total Cost Amount
830325.00
Local Unrealized Gain Loss
37036.25
Local Accrued Interest
7358.17
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
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
823000.00
Base Market Value
864808.40
Base Total Cost
820750.00
Base Unrealized Gain Loss
44058.40
Base Accrued Interest
6266.80
Local Market Value
864808.40
Local Total Cost Amount
820750.00
Local Unrealized Gain Loss
44058.40
Local Accrued Interest
6266.80
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
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: LENNAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LENNAR CORP
Security Description
4.75% 30 May 2025
Maturity Date
2025-05-30T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
173000.00
Base Market Value
180785.00
Base Total Cost
173000.00
Base Unrealized Gain Loss
7785.00
Base Accrued Interest
707.62
Local Market Value
180785.00
Local Total Cost Amount
173000.00
Local Unrealized Gain Loss
7785.00
Local Accrued Interest
707.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ZF NA CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZF NA CAPITAL
Security Description
4.75% 29 Apr 2025
Maturity Date
2025-04-29T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
345000.00
Base Market Value
363975.00
Base Total Cost
341619.00
Base Unrealized Gain Loss
22356.00
Base Accrued Interest
2822.29
Local Market Value
363975.00
Local Total Cost Amount
341619.00
Local Unrealized Gain Loss
22356.00
Local Accrued Interest
2822.29
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ZF NA CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZF NA CAPITAL
Security Description
4.5% 29 Apr 2022
Maturity Date
2022-04-29T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1034000.00
Base Market Value
1085700.00
Base Total Cost
1008525.00
Base Unrealized Gain Loss
77175.00
Base Accrued Interest
8013.50
Local Market Value
1085700.00
Local Total Cost Amount
1008525.00
Local Unrealized Gain Loss
77175.00
Local Accrued Interest
8013.50
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: QUICKEN LOANS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUICKEN LOANS INC
Security Description
5.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
892000.00
Base Market Value
920990.00
Base Total Cost
875380.00
Base Unrealized Gain Loss
45610.00
Base Accrued Interest
8548.34
Local Market Value
920990.00
Local Total Cost Amount
875380.00
Local Unrealized Gain Loss
45610.00
Local Accrued Interest
8548.34
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ESH HOSPITALITY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ESH HOSPITALITY INC
Security Description
5.25% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
611000.00
Base Market Value
633148.75
Base Total Cost
608017.00
Base Unrealized Gain Loss
25131.75
Base Accrued Interest
5346.25
Local Market Value
633148.75
Local Total Cost Amount
608017.00
Local Unrealized Gain Loss
25131.75
Local Accrued Interest
5346.25
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
REAL ESTATE
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: QUINTILES IMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUINTILES IMS INC
Security Description
4.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
448000.00
Base Market Value
458640.00
Base Total Cost
448000.00
Base Unrealized Gain Loss
10640.00
Base Accrued Interest
2790.67
Local Market Value
458640.00
Local Total Cost Amount
448000.00
Local Unrealized Gain Loss
10640.00
Local Accrued Interest
2790.67
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
EUR
Local Currency Code: EUR • Trade Country Name: ITALY • Security Name: BANCA POPOLARE DI SONDRIO
Local Currency Code
EUR
Trade Country Name
ITALY
Security Name
BANCA POPOLARE DI SONDRIO
Security Description
COMMON STOCK EUR3.
Maturity Date
1899-12-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
0
Base Market Value
0
Base Total Cost
0
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0
Local Total Cost Amount
0
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
BANKS
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Group Trust
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CASCADES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC
Security Description
5.75% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
258000.00
Base Market Value
263805.00
Base Total Cost
245100.00
Base Unrealized Gain Loss
18705.00
Base Accrued Interest
6840.58
Local Market Value
263805.00
Local Total Cost Amount
245100.00
Local Unrealized Gain Loss
18705.00
Local Accrued Interest
6840.58
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: 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
4367317.78
Base Market Value
4367317.78
Base Total Cost
4367317.78
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
4367317.78
Local Total Cost Amount
4367317.78
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: GENESIS ENERGY LP/GENESI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENESIS ENERGY LP/GENESI
Security Description
6% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
135000.00
Base Market Value
132300.00
Base Total Cost
135000.00
Base Unrealized Gain Loss
-2700.00
Base Accrued Interest
1035.00
Local Market Value
132300.00
Local Total Cost Amount
135000.00
Local Unrealized Gain Loss
-2700.00
Local Accrued Interest
1035.00
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
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: HILCORP ENERGY I/HILCORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILCORP ENERGY I/HILCORP
Security Description
5.75% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
561000.00
Base Market Value
528742.50
Base Total Cost
530145.00
Base Unrealized Gain Loss
-1402.50
Base Accrued Interest
8064.37
Local Market Value
528742.50
Local Total Cost Amount
530145.00
Local Unrealized Gain Loss
-1402.50
Local Accrued Interest
8064.37
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
ELECTRIC/GAS
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: METLIFE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METLIFE INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1192000.00
Base Market Value
1237558.24
Base Total Cost
1196622.50
Base Unrealized Gain Loss
40935.74
Base Accrued Interest
2781.33
Local Market Value
1237558.24
Local Total Cost Amount
1196622.50
Local Unrealized Gain Loss
40935.74
Local Accrued Interest
2781.33
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
INSURANCE
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: FTS INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FTS INTERNATIONAL INC
Security Description
1% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
8.74556
Original Face
0
Shares Par Value
403000.00
Base Market Value
404007.50
Base Total Cost
294310.00
Base Unrealized Gain Loss
109697.50
Base Accrued Interest
1532.36
Local Market Value
404007.50
Local Total Cost Amount
294310.00
Local Unrealized Gain Loss
109697.50
Local Accrued Interest
1532.36
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ENERGY EQUIPMENT & SERVICES
Moody S Quality Rating
WR
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 US FINANCE I CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE US FINANCE I CORP
Security Description
5.375% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
638000.00
Base Market Value
663921.94
Base Total Cost
638000.00
Base Unrealized Gain Loss
25921.94
Base Accrued Interest
15812.65
Local Market Value
663921.94
Local Total Cost Amount
638000.00
Local Unrealized Gain Loss
25921.94
Local Accrued Interest
15812.65
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
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: CABLE ONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLE ONE INC
Security Description
5.75% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
536000.00
Base Market Value
563470.00
Base Total Cost
540608.77
Base Unrealized Gain Loss
22861.23
Base Accrued Interest
1369.78
Local Market Value
563470.00
Local Total Cost Amount
540608.77
Local Unrealized Gain Loss
22861.23
Local Accrued Interest
1369.78
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
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: DUPONT FABROS TECH LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUPONT FABROS TECH LP
Security Description
5.625% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
113000.00
Base Market Value
120627.50
Base Total Cost
118367.50
Base Unrealized Gain Loss
2260.00
Base Accrued Interest
282.50
Local Market Value
120627.50
Local Total Cost Amount
118367.50
Local Unrealized Gain Loss
2260.00
Local Accrued Interest
282.50
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
REAL ESTATE
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: QUEBECOR MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEBECOR MEDIA INC
Security Description
5.75% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
877000.00
Base Market Value
925235.00
Base Total Cost
877000.00
Base Unrealized Gain Loss
48235.00
Base Accrued Interest
2241.22
Local Market Value
925235.00
Local Total Cost Amount
877000.00
Local Unrealized Gain Loss
48235.00
Local Accrued Interest
2241.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GENESIS ENERGY LP/GENESI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENESIS ENERGY LP/GENESI
Security Description
6.75% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1737000.00
Base Market Value
1741342.50
Base Total Cost
1785252.50
Base Unrealized Gain Loss
-43910.00
Base Accrued Interest
48853.13
Local Market Value
1741342.50
Local Total Cost Amount
1785252.50
Local Unrealized Gain Loss
-43910.00
Local Accrued Interest
48853.13
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
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
5.375% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
481000.00
Base Market Value
502645.00
Base Total Cost
490620.00
Base Unrealized Gain Loss
12025.00
Base Accrued Interest
9766.97
Local Market Value
502645.00
Local Total Cost Amount
490620.00
Local Unrealized Gain Loss
12025.00
Local Accrued Interest
9766.97
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
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: OWENS BROCKWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS BROCKWAY
Security Description
5.875% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
205000.00
Base Market Value
226012.50
Base Total Cost
214225.00
Base Unrealized Gain Loss
11787.50
Base Accrued Interest
4549.86
Local Market Value
226012.50
Local Total Cost Amount
214225.00
Local Unrealized Gain Loss
11787.50
Local Accrued Interest
4549.86
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
7.625% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
165000.00
Base Market Value
160050.00
Base Total Cost
165000.00
Base Unrealized Gain Loss
-4950.00
Base Accrued Interest
2096.87
Local Market Value
160050.00
Local Total Cost Amount
165000.00
Local Unrealized Gain Loss
-4950.00
Local Accrued Interest
2096.87
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
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5.625% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
154000.00
Base Market Value
159294.52
Base Total Cost
154000.00
Base Unrealized Gain Loss
5294.52
Base Accrued Interest
3272.50
Local Market Value
159294.52
Local Total Cost Amount
154000.00
Local Unrealized Gain Loss
5294.52
Local Accrued Interest
3272.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
6.75% 01 Nov 2019
Maturity Date
2019-11-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
165000.00
Base Market Value
170156.25
Base Total Cost
165000.00
Base Unrealized Gain Loss
5156.25
Base Accrued Interest
1856.25
Local Market Value
170156.25
Local Total Cost Amount
165000.00
Local Unrealized Gain Loss
5156.25
Local Accrued Interest
1856.25
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
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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