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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: ONEOK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEOK INC
Security Description
7.5% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
357750.00
Base Total Cost
288750.00
Base Unrealized Gain Loss
69000.00
Base Accrued Interest
7500.00
Local Market Value
357750.00
Local Total Cost Amount
288750.00
Local Unrealized Gain Loss
69000.00
Local Accrued Interest
7500.00
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
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: ALLEGION PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGION PLC
Security Description
5.875% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
80000.00
Base Market Value
85800.00
Base Total Cost
80000.00
Base Unrealized Gain Loss
5800.00
Base Accrued Interest
1383.89
Local Market Value
85800.00
Local Total Cost Amount
80000.00
Local Unrealized Gain Loss
5800.00
Local Accrued Interest
1383.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
10.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
10.125
Original Face
0
Shares Par Value
1652000.00
Base Market Value
1916320.00
Base Total Cost
1684625.00
Base Unrealized Gain Loss
231695.00
Base Accrued Interest
77127.75
Local Market Value
1916320.00
Local Total Cost Amount
1684625.00
Local Unrealized Gain Loss
231695.00
Local Accrued Interest
77127.75
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
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
4.875% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
206000.00
Base Market Value
213725.00
Base Total Cost
206000.00
Base Unrealized Gain Loss
7725.00
Base Accrued Interest
1283.21
Local Market Value
213725.00
Local Total Cost Amount
206000.00
Local Unrealized Gain Loss
7725.00
Local Accrued Interest
1283.21
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
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
4.875% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
142000.00
Base Market Value
150964.46
Base Total Cost
140819.98
Base Unrealized Gain Loss
10144.48
Base Accrued Interest
307.67
Local Market Value
150964.46
Local Total Cost Amount
140819.98
Local Unrealized Gain Loss
10144.48
Local Accrued Interest
307.67
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
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
7.5% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
300000.00
Base Total Cost
290000.00
Base Unrealized Gain Loss
10000.00
Base Accrued Interest
4687.50
Local Market Value
300000.00
Local Total Cost Amount
290000.00
Local Unrealized Gain Loss
10000.00
Local Accrued Interest
4687.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
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: 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
3071146.90
Base Market Value
3071146.90
Base Total Cost
3071146.90
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
3071146.90
Local Total Cost Amount
3071146.90
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
8.45% 15 Jun 2018
Maturity Date
2018-06-15T00:00:00.000
Interest Rate
8.45
Original Face
0
Shares Par Value
288000.00
Base Market Value
303264.00
Base Total Cost
334800.00
Base Unrealized Gain Loss
-31536.00
Base Accrued Interest
1081.60
Local Market Value
303264.00
Local Total Cost Amount
334800.00
Local Unrealized Gain Loss
-31536.00
Local Accrued Interest
1081.60
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: QEP RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QEP RESOURCES INC
Security Description
6.8% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
6.8
Original Face
0
Shares Par Value
291000.00
Base Market Value
302640.00
Base Total Cost
306432.50
Base Unrealized Gain Loss
-3792.50
Base Accrued Interest
6596.00
Local Market Value
302640.00
Local Total Cost Amount
306432.50
Local Unrealized Gain Loss
-3792.50
Local Accrued Interest
6596.00
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
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: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
7% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
269000.00
Base Market Value
287157.50
Base Total Cost
286148.75
Base Unrealized Gain Loss
1008.75
Base Accrued Interest
1569.17
Local Market Value
287157.50
Local Total Cost Amount
286148.75
Local Unrealized Gain Loss
1008.75
Local Accrued Interest
1569.17
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
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: KINDRED HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDRED HEALTHCARE INC
Security Description
8% 15 Jan 2020
Maturity Date
2020-01-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
189000.00
Base Market Value
198450.00
Base Total Cost
189000.00
Base Unrealized Gain Loss
9450.00
Base Accrued Interest
6972.00
Local Market Value
198450.00
Local Total Cost Amount
189000.00
Local Unrealized Gain Loss
9450.00
Local Accrued Interest
6972.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HUNTINGTON INGALLS INDUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUNTINGTON INGALLS INDUS
Security Description
5% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
406000.00
Base Market Value
435942.50
Base Total Cost
408490.00
Base Unrealized Gain Loss
27452.50
Base Accrued Interest
2593.89
Local Market Value
435942.50
Local Total Cost Amount
408490.00
Local Unrealized Gain Loss
27452.50
Local Accrued Interest
2593.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.5% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1103750.00
Base Total Cost
1007400.00
Base Unrealized Gain Loss
96350.00
Base Accrued Interest
29972.22
Local Market Value
1103750.00
Local Total Cost Amount
1007400.00
Local Unrealized Gain Loss
96350.00
Local Accrued Interest
29972.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MIDCONTINENT EXPRESS PIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDCONTINENT EXPRESS PIP
Security Description
6.7% 15 Sep 2019
Maturity Date
2019-09-15T00:00:00.000
Interest Rate
6.7
Original Face
0
Shares Par Value
400000.00
Base Market Value
428000.00
Base Total Cost
389000.00
Base Unrealized Gain Loss
39000.00
Base Accrued Interest
7891.11
Local Market Value
428000.00
Local Total Cost Amount
389000.00
Local Unrealized Gain Loss
39000.00
Local Accrued Interest
7891.11
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
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
8% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
538000.00
Base Market Value
638875.00
Base Total Cost
645585.00
Base Unrealized Gain Loss
-6710.00
Base Accrued Interest
5499.56
Local Market Value
638875.00
Local Total Cost Amount
645585.00
Local Unrealized Gain Loss
-6710.00
Local Accrued Interest
5499.56
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TEEKAY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEEKAY CORP
Security Description
8.5% 15 Jan 2020
Maturity Date
2020-01-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
803000.00
Base Market Value
731733.75
Base Total Cost
737480.00
Base Unrealized Gain Loss
-5746.25
Base Accrued Interest
31473.14
Local Market Value
731733.75
Local Total Cost Amount
737480.00
Local Unrealized Gain Loss
-5746.25
Local Accrued Interest
31473.14
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: MERITAGE HOMES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITAGE HOMES CORP
Security Description
7.15% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
7.15
Original Face
0
Shares Par Value
203000.00
Base Market Value
224315.00
Base Total Cost
216598.97
Base Unrealized Gain Loss
7716.03
Base Accrued Interest
3064.17
Local Market Value
224315.00
Local Total Cost Amount
216598.97
Local Unrealized Gain Loss
7716.03
Local Accrued Interest
3064.17
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: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
5.75% 05 Aug 2020
Maturity Date
2020-08-05T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1088000.00
Base Market Value
1170960.00
Base Total Cost
1153282.79
Base Unrealized Gain Loss
17677.21
Base Accrued Interest
25371.55
Local Market Value
1170960.00
Local Total Cost Amount
1153282.79
Local Unrealized Gain Loss
17677.21
Local Accrued Interest
25371.55
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
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: NUSTAR LOGISTICS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUSTAR LOGISTICS LP
Security Description
4.8% 01 Sep 2020
Maturity Date
2020-09-01T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
232000.00
Base Market Value
241280.00
Base Total Cost
223590.00
Base Unrealized Gain Loss
17690.00
Base Accrued Interest
3712.00
Local Market Value
241280.00
Local Total Cost Amount
223590.00
Local Unrealized Gain Loss
17690.00
Local Accrued Interest
3712.00
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
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
8.5% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
491000.00
Base Market Value
516163.75
Base Total Cost
512703.75
Base Unrealized Gain Loss
3460.00
Base Accrued Interest
8810.72
Local Market Value
516163.75
Local Total Cost Amount
512703.75
Local Unrealized Gain Loss
3460.00
Local Accrued Interest
8810.72
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
TELEPHONE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
8% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
513000.00
Base Market Value
583537.50
Base Total Cost
589384.19
Base Unrealized Gain Loss
-5846.69
Base Accrued Interest
12084.00
Local Market Value
583537.50
Local Total Cost Amount
589384.19
Local Unrealized Gain Loss
-5846.69
Local Accrued Interest
12084.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: L BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L BRANDS INC
Security Description
6.625% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
173000.00
Base Market Value
191597.50
Base Total Cost
193760.00
Base Unrealized Gain Loss
-2162.50
Base Accrued Interest
2865.31
Local Market Value
191597.50
Local Total Cost Amount
193760.00
Local Unrealized Gain Loss
-2162.50
Local Accrued Interest
2865.31
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: GENON ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENON ENERGY INC
Security Description
9.875% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
9.875
Original Face
0
Shares Par Value
153000.00
Base Market Value
91035.00
Base Total Cost
240859.93
Base Unrealized Gain Loss
-149824.93
Base Accrued Interest
3189.63
Local Market Value
91035.00
Local Total Cost Amount
240859.93
Local Unrealized Gain Loss
-149824.93
Local Accrued Interest
3189.63
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
Caa3
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GENON ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENON ENERGY INC
Security Description
9.5% 15 Oct 2018
Maturity Date
2018-10-15T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
178000.00
Base Market Value
105910.00
Base Total Cost
175330.00
Base Unrealized Gain Loss
-69420.00
Base Accrued Interest
3569.89
Local Market Value
105910.00
Local Total Cost Amount
175330.00
Local Unrealized Gain Loss
-69420.00
Local Accrued Interest
3569.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Caa3
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNIT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIT CORP
Security Description
6.625% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1998000.00
Base Market Value
1913085.00
Base Total Cost
1679363.75
Base Unrealized Gain Loss
233721.25
Base Accrued Interest
16913.62
Local Market Value
1913085.00
Local Total Cost Amount
1679363.75
Local Unrealized Gain Loss
233721.25
Local Accrued Interest
16913.62
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
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HERTZ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERTZ CORP
Security Description
6.75% 15 Apr 2019
Maturity Date
2019-04-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
511000.00
Base Market Value
511000.00
Base Total Cost
507157.50
Base Unrealized Gain Loss
3842.50
Base Accrued Interest
7281.75
Local Market Value
511000.00
Local Total Cost Amount
507157.50
Local Unrealized Gain Loss
3842.50
Local Accrued Interest
7281.75
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
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
6.875% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
489000.00
Base Market Value
485332.50
Base Total Cost
494501.25
Base Unrealized Gain Loss
-9168.75
Base Accrued Interest
15501.97
Local Market Value
485332.50
Local Total Cost Amount
494501.25
Local Unrealized Gain Loss
-9168.75
Local Accrued Interest
15501.97
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: 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
335742.62
Base Market Value
335742.62
Base Total Cost
335742.62
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
335742.62
Local Total Cost Amount
335742.62
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
1.12176
Original Face
0
Shares Par Value
4426768.27
Base Market Value
4426768.27
Base Total Cost
4426768.27
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
4426768.27
Local Total Cost Amount
4426768.27
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BELO CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BELO CORP
Security Description
7.25% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
767000.00
Base Market Value
832195.00
Base Total Cost
826777.50
Base Unrealized Gain Loss
5417.50
Base Accrued Interest
16373.32
Local Market Value
832195.00
Local Total Cost Amount
826777.50
Local Unrealized Gain Loss
5417.50
Local Accrued Interest
16373.32
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
6.375% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
995000.00
Base Market Value
1027337.50
Base Total Cost
1031417.00
Base Unrealized Gain Loss
-4079.50
Base Accrued Interest
23962.91
Local Market Value
1027337.50
Local Total Cost Amount
1031417.00
Local Unrealized Gain Loss
-4079.50
Local Accrued Interest
23962.91
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
BBB-
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
1491000.00
Base Market Value
1653146.25
Base Total Cost
1570739.36
Base Unrealized Gain Loss
82406.89
Base Accrued Interest
25792.21
Local Market Value
1653146.25
Local Total Cost Amount
1570739.36
Local Unrealized Gain Loss
82406.89
Local Accrued Interest
25792.21
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
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
6.75
Original Face
0
Shares Par Value
537000.00
Base Market Value
604125.00
Base Total Cost
584077.50
Base Unrealized Gain Loss
20047.50
Base Accrued Interest
12686.63
Local Market Value
604125.00
Local Total Cost Amount
584077.50
Local Unrealized Gain Loss
20047.50
Local Accrued Interest
12686.63
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: LORAL SPACE + COMMUNICATIONS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LORAL SPACE + COMMUNICATIONS L
Security Description
WTS EXP 27DEC06
Interest Rate
0
Original Face
0
Shares Par Value
9620.00
Base Market Value
0.00
Base Total Cost
0.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
WARRANTS
Major Industry Name
RIGHTS/WARRANTS
Minor Industry Name
RIGHTS/WARRANTS
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SUBURBAN PROPANE PARTNRS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUBURBAN PROPANE PARTNRS
Security Description
5.875% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
296000.00
Base Market Value
294520.00
Base Total Cost
296000.00
Base Unrealized Gain Loss
-1480.00
Base Accrued Interest
6617.86
Local Market Value
294520.00
Local Total Cost Amount
296000.00
Local Unrealized Gain Loss
-1480.00
Local Accrued Interest
6617.86
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: SUMMIT MID HLDS LLC / FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUMMIT MID HLDS LLC / FI
Security Description
5.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
795000.00
Base Market Value
798975.00
Base Total Cost
795000.00
Base Unrealized Gain Loss
3975.00
Base Accrued Interest
17269.17
Local Market Value
798975.00
Local Total Cost Amount
795000.00
Local Unrealized Gain Loss
3975.00
Local Accrued Interest
17269.17
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
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
6.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
261000.00
Base Market Value
279922.50
Base Total Cost
261000.00
Base Unrealized Gain Loss
18922.50
Base Accrued Interest
6728.90
Local Market Value
279922.50
Local Total Cost Amount
261000.00
Local Unrealized Gain Loss
18922.50
Local Accrued Interest
6728.90
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
COMMUNICATIONS EQUIPMENT
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: 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
6.125% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
387000.00
Base Market Value
354105.00
Base Total Cost
387000.00
Base Unrealized Gain Loss
-32895.00
Base Accrued Interest
8493.84
Local Market Value
354105.00
Local Total Cost Amount
387000.00
Local Unrealized Gain Loss
-32895.00
Local Accrued Interest
8493.84
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.25% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
475000.00
Base Market Value
492864.75
Base Total Cost
473218.75
Base Unrealized Gain Loss
19646.00
Base Accrued Interest
5264.58
Local Market Value
492864.75
Local Total Cost Amount
473218.75
Local Unrealized Gain Loss
19646.00
Local Accrued Interest
5264.58
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
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: COMMSCOPE TECH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMSCOPE TECH LLC
Security Description
5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
573000.00
Base Market Value
571567.50
Base Total Cost
573000.00
Base Unrealized Gain Loss
-1432.50
Base Accrued Interest
8595.00
Local Market Value
571567.50
Local Total Cost Amount
573000.00
Local Unrealized Gain Loss
-1432.50
Local Accrued Interest
8595.00
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: CYRUSONE LP/CYRUSONE FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CYRUSONE LP/CYRUSONE FIN
Security Description
5.375% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
217000.00
Base Market Value
225951.25
Base Total Cost
217000.00
Base Unrealized Gain Loss
8951.25
Base Accrued Interest
3369.53
Local Market Value
225951.25
Local Total Cost Amount
217000.00
Local Unrealized Gain Loss
8951.25
Local Accrued Interest
3369.53
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: CYRUSONE LP/CYRUSONE FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CYRUSONE LP/CYRUSONE FIN
Security Description
5% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
679000.00
Base Market Value
699370.00
Base Total Cost
694015.00
Base Unrealized Gain Loss
5355.00
Base Accrued Interest
9824.44
Local Market Value
699370.00
Local Total Cost Amount
694015.00
Local Unrealized Gain Loss
5355.00
Local Accrued Interest
9824.44
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.25% 31 Mar 2023
Maturity Date
2023-03-31T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1122000.00
Base Market Value
1158296.70
Base Total Cost
1130460.00
Base Unrealized Gain Loss
27836.70
Base Accrued Interest
20453.13
Local Market Value
1158296.70
Local Total Cost Amount
1130460.00
Local Unrealized Gain Loss
27836.70
Local Accrued Interest
20453.13
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
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: ENVISION HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENVISION HEALTHCARE CORP
Security Description
5.125% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
159000.00
Base Market Value
163173.75
Base Total Cost
162180.00
Base Unrealized Gain Loss
993.75
Base Accrued Interest
0
Local Market Value
163173.75
Local Total Cost Amount
162180.00
Local Unrealized Gain Loss
993.75
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
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: 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% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
503000.00
Base Market Value
462760.00
Base Total Cost
421755.00
Base Unrealized Gain Loss
41005.00
Base Accrued Interest
2095.83
Local Market Value
462760.00
Local Total Cost Amount
421755.00
Local Unrealized Gain Loss
41005.00
Local Accrued Interest
2095.83
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: 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
1000000.00
Base Market Value
975000.00
Base Total Cost
892500.00
Base Unrealized Gain Loss
82500.00
Base Accrued Interest
11347.22
Local Market Value
975000.00
Local Total Cost Amount
892500.00
Local Unrealized Gain Loss
82500.00
Local Accrued Interest
11347.22
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
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5.875% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1023000.00
Base Market Value
1063920.00
Base Total Cost
1042882.50
Base Unrealized Gain Loss
21037.50
Base Accrued Interest
2671.17
Local Market Value
1063920.00
Local Total Cost Amount
1042882.50
Local Unrealized Gain Loss
21037.50
Local Accrued Interest
2671.17
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
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: ALLEGION US HOLDING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGION US HOLDING CO
Security Description
5.75% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
171000.00
Base Market Value
177412.50
Base Total Cost
180222.50
Base Unrealized Gain Loss
-2810.00
Base Accrued Interest
2458.12
Local Market Value
177412.50
Local Total Cost Amount
180222.50
Local Unrealized Gain Loss
-2810.00
Local Accrued Interest
2458.12
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
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: AMER AIRLN 13 2 B PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 13 2 B PTT
Security Description
5.6% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
5.6
Original Face
538000.00
Shares Par Value
400788.98
Base Market Value
418323.50
Base Total Cost
409512.47
Base Unrealized Gain Loss
8811.03
Base Accrued Interest
10349.26
Local Market Value
418323.50
Local Total Cost Amount
409512.47
Local Unrealized Gain Loss
8811.03
Local Accrued Interest
10349.26
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
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: 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
200000.00
Shares Par Value
161393.78
Base Market Value
168979.29
Base Total Cost
165832.12
Base Unrealized Gain Loss
3147.17
Base Accrued Interest
4186.15
Local Market Value
168979.29
Local Total Cost Amount
165832.12
Local Unrealized Gain Loss
3147.17
Local Accrued Interest
4186.15
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
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