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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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5.125% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
537000.00
Base Market Value
554452.50
Base Total Cost
541027.50
Base Unrealized Gain Loss
13425.00
Base Accrued Interest
0
Local Market Value
554452.50
Local Total Cost Amount
541027.50
Local Unrealized Gain Loss
13425.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
5.375% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
67000.00
Base Market Value
70762.05
Base Total Cost
67000.00
Base Unrealized Gain Loss
3762.05
Base Accrued Interest
460.16
Local Market Value
70762.05
Local Total Cost Amount
67000.00
Local Unrealized Gain Loss
3762.05
Local Accrued Interest
460.16
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: LUNDIN MINING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUNDIN MINING CORP
Security Description
7.875% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
169000.00
Base Market Value
184210.00
Base Total Cost
169000.00
Base Unrealized Gain Loss
15210.00
Base Accrued Interest
2218.13
Local Market Value
184210.00
Local Total Cost Amount
169000.00
Local Unrealized Gain Loss
15210.00
Local Accrued Interest
2218.13
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: 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
757000.00
Base Market Value
795909.80
Base Total Cost
764501.25
Base Unrealized Gain Loss
31408.55
Base Accrued Interest
9462.50
Local Market Value
795909.80
Local Total Cost Amount
764501.25
Local Unrealized Gain Loss
31408.55
Local Accrued Interest
9462.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
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: KFC HLD/PIZZA HUT/TACO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KFC HLD/PIZZA HUT/TACO
Security Description
5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
590000.00
Base Market Value
615075.00
Base Total Cost
595189.38
Base Unrealized Gain Loss
19885.62
Base Accrued Interest
2458.33
Local Market Value
615075.00
Local Total Cost Amount
595189.38
Local Unrealized Gain Loss
19885.62
Local Accrued Interest
2458.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CVR PARTNERS/CVR NITROGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVR PARTNERS/CVR NITROGE
Security Description
9.25% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
741000.00
Base Market Value
775271.25
Base Total Cost
722467.59
Base Unrealized Gain Loss
52803.66
Base Accrued Interest
3046.33
Local Market Value
775271.25
Local Total Cost Amount
722467.59
Local Unrealized Gain Loss
52803.66
Local Accrued Interest
3046.33
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
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: TENNECO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENNECO INC
Security Description
5% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
400000.00
Base Market Value
404500.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
4500.00
Base Accrued Interest
9222.22
Local Market Value
404500.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
4500.00
Local Accrued Interest
9222.22
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
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
5.875% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
142000.00
Base Market Value
148745.00
Base Total Cost
142000.00
Base Unrealized Gain Loss
6745.00
Base Accrued Interest
370.78
Local Market Value
148745.00
Local Total Cost Amount
142000.00
Local Unrealized Gain Loss
6745.00
Local Accrued Interest
370.78
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
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
7.125% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1005000.00
Base Market Value
1104756.30
Base Total Cost
1066106.25
Base Unrealized Gain Loss
38650.05
Base Accrued Interest
3182.51
Local Market Value
1104756.30
Local Total Cost Amount
1066106.25
Local Unrealized Gain Loss
38650.05
Local Accrued Interest
3182.51
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: JC PENNEY CORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JC PENNEY CORP INC
Security Description
5.875% 01 Jul 2023
Maturity Date
2023-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
476000.00
Base Market Value
472430.00
Base Total Cost
479332.00
Base Unrealized Gain Loss
-6902.00
Base Accrued Interest
0
Local Market Value
472430.00
Local Total Cost Amount
479332.00
Local Unrealized Gain Loss
-6902.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: US FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US FOODS INC
Security Description
5.875% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
176000.00
Base Market Value
182600.00
Base Total Cost
175690.00
Base Unrealized Gain Loss
6910.00
Base Accrued Interest
459.56
Local Market Value
182600.00
Local Total Cost Amount
175690.00
Local Unrealized Gain Loss
6910.00
Local Accrued Interest
459.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
58755.57
Base Market Value
58755.57
Base Total Cost
58755.57
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
58755.57
Local Total Cost Amount
58755.57
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
6.125% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1127000.00
Base Market Value
1218489.86
Base Total Cost
1211525.00
Base Unrealized Gain Loss
6964.86
Base Accrued Interest
26077.52
Local Market Value
1218489.86
Local Total Cost Amount
1211525.00
Local Unrealized Gain Loss
6964.86
Local Accrued Interest
26077.52
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
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
6.5% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
352000.00
Base Market Value
375760.00
Base Total Cost
370480.00
Base Unrealized Gain Loss
5280.00
Base Accrued Interest
7626.67
Local Market Value
375760.00
Local Total Cost Amount
370480.00
Local Unrealized Gain Loss
5280.00
Local Accrued Interest
7626.67
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
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: HOLLY ENERGY PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLLY ENERGY PARTNERS LP
Security Description
6% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
148000.00
Base Market Value
153920.00
Base Total Cost
148000.00
Base Unrealized Gain Loss
5920.00
Base Accrued Interest
3700.00
Local Market Value
153920.00
Local Total Cost Amount
148000.00
Local Unrealized Gain Loss
5920.00
Local Accrued Interest
3700.00
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEXSTAR BROADCASTING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXSTAR BROADCASTING INC
Security Description
5.625% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
866000.00
Base Market Value
876825.00
Base Total Cost
870845.00
Base Unrealized Gain Loss
5980.00
Base Accrued Interest
20398.76
Local Market Value
876825.00
Local Total Cost Amount
870845.00
Local Unrealized Gain Loss
5980.00
Local Accrued Interest
20398.76
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
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: MATCH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP INC
Security Description
6.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
98000.00
Base Market Value
106575.00
Base Total Cost
98000.00
Base Unrealized Gain Loss
8575.00
Base Accrued Interest
520.62
Local Market Value
106575.00
Local Total Cost Amount
98000.00
Local Unrealized Gain Loss
8575.00
Local Accrued Interest
520.62
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
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: DOLLAR TREE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOLLAR TREE INC
Security Description
5.75% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
176000.00
Base Market Value
185732.80
Base Total Cost
176000.00
Base Unrealized Gain Loss
9732.80
Base Accrued Interest
3373.33
Local Market Value
185732.80
Local Total Cost Amount
176000.00
Local Unrealized Gain Loss
9732.80
Local Accrued Interest
3373.33
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
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
5% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
945000.00
Base Market Value
942637.50
Base Total Cost
945000.00
Base Unrealized Gain Loss
-2362.50
Base Accrued Interest
17850.00
Local Market Value
942637.50
Local Total Cost Amount
945000.00
Local Unrealized Gain Loss
-2362.50
Local Accrued Interest
17850.00
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: IHS MARKIT LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IHS MARKIT LTD
Security Description
5% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
881000.00
Base Market Value
950924.97
Base Total Cost
905227.50
Base Unrealized Gain Loss
45697.47
Base Accrued Interest
7341.67
Local Market Value
950924.97
Local Total Cost Amount
905227.50
Local Unrealized Gain Loss
45697.47
Local Accrued Interest
7341.67
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: UNUM GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNUM GROUP
Security Description
COMMON STOCK USD.1
Interest Rate
0
Original Face
0
Shares Par Value
104867.00
Base Market Value
4889948.21
Base Total Cost
2865957.99
Base Unrealized Gain Loss
2023990.22
Base Accrued Interest
0
Local Market Value
4889948.21
Local Total Cost Amount
2865957.99
Local Unrealized Gain Loss
2023990.22
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
INSURANCE
Moody S Quality Rating
NA
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: EAGLE MATERIALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EAGLE MATERIALS INC
Security Description
4.5% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
305000.00
Base Market Value
311862.50
Base Total Cost
305000.00
Base Unrealized Gain Loss
6862.50
Base Accrued Interest
5718.75
Local Market Value
311862.50
Local Total Cost Amount
305000.00
Local Unrealized Gain Loss
6862.50
Local Accrued Interest
5718.75
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
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: CNH INDUSTRIAL NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNH INDUSTRIAL NV
Security Description
4.5% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
844000.00
Base Market Value
896750.00
Base Total Cost
855605.00
Base Unrealized Gain Loss
41145.00
Base Accrued Interest
14348.00
Local Market Value
896750.00
Local Total Cost Amount
855605.00
Local Unrealized Gain Loss
41145.00
Local Accrued Interest
14348.00
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
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: ALBERTSONS COS LLC/SAFEW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS LLC/SAFEW
Security Description
5.75% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1283000.00
Base Market Value
1193190.00
Base Total Cost
1283000.00
Base Unrealized Gain Loss
-89810.00
Base Accrued Interest
21721.90
Local Market Value
1193190.00
Local Total Cost Amount
1283000.00
Local Unrealized Gain Loss
-89810.00
Local Accrued Interest
21721.90
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
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: TALLGRASS NRG PRTNR/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TALLGRASS NRG PRTNR/FIN
Security Description
5.5% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1143000.00
Base Market Value
1157287.50
Base Total Cost
1143000.00
Base Unrealized Gain Loss
14287.50
Base Accrued Interest
18510.25
Local Market Value
1157287.50
Local Total Cost Amount
1143000.00
Local Unrealized Gain Loss
14287.50
Local Accrued Interest
18510.25
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
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: KAISER ALUMINUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KAISER ALUMINUM CORP
Security Description
5.875% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
98000.00
Base Market Value
103145.00
Base Total Cost
98000.00
Base Unrealized Gain Loss
5145.00
Base Accrued Interest
735.68
Local Market Value
103145.00
Local Total Cost Amount
98000.00
Local Unrealized Gain Loss
5145.00
Local Accrued Interest
735.68
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: GRAY TELEVISION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAY TELEVISION INC
Security Description
5.125% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
756000.00
Base Market Value
763560.00
Base Total Cost
756000.00
Base Unrealized Gain Loss
7560.00
Base Accrued Interest
8179.50
Local Market Value
763560.00
Local Total Cost Amount
756000.00
Local Unrealized Gain Loss
7560.00
Local Accrued Interest
8179.50
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: PDC ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PDC ENERGY INC
Security Description
6.125% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
877000.00
Base Market Value
890155.00
Base Total Cost
889648.75
Base Unrealized Gain Loss
506.25
Base Accrued Interest
15816.45
Local Market Value
890155.00
Local Total Cost Amount
889648.75
Local Unrealized Gain Loss
506.25
Local Accrued Interest
15816.45
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: QUINTILES IMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUINTILES IMS INC
Security Description
5% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
304000.00
Base Market Value
313500.00
Base Total Cost
304000.00
Base Unrealized Gain Loss
9500.00
Base Accrued Interest
3208.89
Local Market Value
313500.00
Local Total Cost Amount
304000.00
Local Unrealized Gain Loss
9500.00
Local Accrued Interest
3208.89
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
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: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4.25% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
735000.00
Base Market Value
745106.25
Base Total Cost
735000.00
Base Unrealized Gain Loss
10106.25
Base Accrued Interest
10412.50
Local Market Value
745106.25
Local Total Cost Amount
735000.00
Local Unrealized Gain Loss
10106.25
Local Accrued Interest
10412.50
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
998000.00
Base Market Value
980535.00
Base Total Cost
782539.08
Base Unrealized Gain Loss
197995.92
Base Accrued Interest
18710.84
Local Market Value
980535.00
Local Total Cost Amount
782539.08
Local Unrealized Gain Loss
197995.92
Local Accrued Interest
18710.84
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
400000.00
Base Market Value
391000.00
Base Total Cost
390000.00
Base Unrealized Gain Loss
1000.00
Base Accrued Interest
6000.00
Local Market Value
391000.00
Local Total Cost Amount
390000.00
Local Unrealized Gain Loss
1000.00
Local Accrued Interest
6000.00
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
BB+
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
5.25% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
589000.00
Base Market Value
600838.90
Base Total Cost
563231.25
Base Unrealized Gain Loss
37607.65
Base Accrued Interest
2576.87
Local Market Value
600838.90
Local Total Cost Amount
563231.25
Local Unrealized Gain Loss
37607.65
Local Accrued Interest
2576.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: 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
72972.56
Base Market Value
72972.56
Base Total Cost
72972.56
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
72972.56
Local Total Cost Amount
72972.56
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: COTT BEVERAGES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COTT BEVERAGES INC
Security Description
5.375% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
953000.00
Base Market Value
987546.25
Base Total Cost
963031.25
Base Unrealized Gain Loss
24515.00
Base Accrued Interest
0
Local Market Value
987546.25
Local Total Cost Amount
963031.25
Local Unrealized Gain Loss
24515.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: THE MEN S WEARHOUSE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THE MEN S WEARHOUSE INC
Security Description
7% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
233000.00
Base Market Value
203875.00
Base Total Cost
235075.00
Base Unrealized Gain Loss
-31200.00
Base Accrued Interest
0
Local Market Value
203875.00
Local Total Cost Amount
235075.00
Local Unrealized Gain Loss
-31200.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
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: CARDTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDTRONICS INC
Security Description
5.125% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
548000.00
Base Market Value
556220.00
Base Total Cost
548000.00
Base Unrealized Gain Loss
8220.00
Base Accrued Interest
11702.08
Local Market Value
556220.00
Local Total Cost Amount
548000.00
Local Unrealized Gain Loss
8220.00
Local Accrued Interest
11702.08
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5.75% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
449000.00
Base Market Value
457980.00
Base Total Cost
402910.00
Base Unrealized Gain Loss
55070.00
Base Accrued Interest
2151.46
Local Market Value
457980.00
Local Total Cost Amount
402910.00
Local Unrealized Gain Loss
55070.00
Local Accrued Interest
2151.46
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
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: BRINKER INTERNATIONAL IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRINKER INTERNATIONAL IN
Security Description
5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
945000.00
Base Market Value
940275.00
Base Total Cost
954435.83
Base Unrealized Gain Loss
-14160.83
Base Accrued Interest
11812.50
Local Market Value
940275.00
Local Total Cost Amount
954435.83
Local Unrealized Gain Loss
-14160.83
Local Accrued Interest
11812.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALCOA NEDERLAND HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALCOA NEDERLAND HOLDING
Security Description
7% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
464000.00
Base Market Value
509240.00
Base Total Cost
471540.00
Base Unrealized Gain Loss
37700.00
Base Accrued Interest
8120.00
Local Market Value
509240.00
Local Total Cost Amount
471540.00
Local Unrealized Gain Loss
37700.00
Local Accrued Interest
8120.00
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: ALCOA NEDERLAND HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALCOA NEDERLAND HOLDING
Security Description
6.75% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
458000.00
Base Market Value
496930.00
Base Total Cost
465740.00
Base Unrealized Gain Loss
31190.00
Base Accrued Interest
7728.75
Local Market Value
496930.00
Local Total Cost Amount
465740.00
Local Unrealized Gain Loss
31190.00
Local Accrued Interest
7728.75
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: LSC COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LSC COMMUNICATIONS INC
Security Description
8.75% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
826000.00
Base Market Value
862137.50
Base Total Cost
826411.25
Base Unrealized Gain Loss
35726.25
Base Accrued Interest
15258.05
Local Market Value
862137.50
Local Total Cost Amount
826411.25
Local Unrealized Gain Loss
35726.25
Local Accrued Interest
15258.05
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
8% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
356000.00
Base Market Value
345320.00
Base Total Cost
356000.00
Base Unrealized Gain Loss
-10680.00
Base Accrued Interest
20568.88
Local Market Value
345320.00
Local Total Cost Amount
356000.00
Local Unrealized Gain Loss
-10680.00
Local Accrued Interest
20568.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: TRANSOCEAN PHOENIX 2 LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSOCEAN PHOENIX 2 LTD
Security Description
7.75% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
7.75
Original Face
537000.00
Shares Par Value
884450.00
Base Market Value
939728.13
Base Total Cost
926461.37
Base Unrealized Gain Loss
13266.76
Base Accrued Interest
14470.58
Local Market Value
939728.13
Local Total Cost Amount
926461.37
Local Unrealized Gain Loss
13266.76
Local Accrued Interest
14470.58
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
ELECTRIC/GAS
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
7.5% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
1021000.00
Base Market Value
1006961.25
Base Total Cost
1031080.00
Base Unrealized Gain Loss
-24118.75
Base Accrued Interest
12762.50
Local Market Value
1006961.25
Local Total Cost Amount
1031080.00
Local Unrealized Gain Loss
-24118.75
Local Accrued Interest
12762.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
4.875% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
267000.00
Base Market Value
271005.00
Base Total Cost
267000.00
Base Unrealized Gain Loss
4005.00
Base Accrued Interest
2169.38
Local Market Value
271005.00
Local Total Cost Amount
267000.00
Local Unrealized Gain Loss
4005.00
Local Accrued Interest
2169.38
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
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.75% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
137000.00
Base Market Value
140767.50
Base Total Cost
137000.00
Base Unrealized Gain Loss
3767.50
Base Accrued Interest
4193.72
Local Market Value
140767.50
Local Total Cost Amount
137000.00
Local Unrealized Gain Loss
3767.50
Local Accrued Interest
4193.72
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
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: AMC ENTERTAINMENT HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HOLDIN
Security Description
5.875% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
587000.00
Base Market Value
612681.25
Base Total Cost
589000.00
Base Unrealized Gain Loss
23681.25
Base Accrued Interest
4406.57
Local Market Value
612681.25
Local Total Cost Amount
589000.00
Local Unrealized Gain Loss
23681.25
Local Accrued Interest
4406.57
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: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
7.75% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
155000.00
Base Market Value
154225.00
Base Total Cost
155000.00
Base Unrealized Gain Loss
-775.00
Base Accrued Interest
533.89
Local Market Value
154225.00
Local Total Cost Amount
155000.00
Local Unrealized Gain Loss
-775.00
Local Accrued Interest
533.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: SERVICEMASTER COMPANY LL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICEMASTER COMPANY LL
Security Description
5.125% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
800000.00
Base Market Value
828000.00
Base Total Cost
800000.00
Base Unrealized Gain Loss
28000.00
Base Accrued Interest
5238.89
Local Market Value
828000.00
Local Total Cost Amount
800000.00
Local Unrealized Gain Loss
28000.00
Local Accrued Interest
5238.89
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
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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