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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: LOUISIANA PACIFIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOUISIANA PACIFIC CORP
Security Description
4.875% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
489000.00
Base Market Value
499391.25
Base Total Cost
489000.00
Base Unrealized Gain Loss
10391.25
Base Accrued Interest
7019.19
Local Market Value
499391.25
Local Total Cost Amount
489000.00
Local Unrealized Gain Loss
10391.25
Local Accrued Interest
7019.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ENVISION HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENVISION HEALTHCARE CORP
Security Description
6.25% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
425000.00
Base Market Value
453687.50
Base Total Cost
425000.00
Base Unrealized Gain Loss
28687.50
Base Accrued Interest
2213.54
Local Market Value
453687.50
Local Total Cost Amount
425000.00
Local Unrealized Gain Loss
28687.50
Local Accrued Interest
2213.54
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
7.5% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
261000.00
Base Market Value
283132.80
Base Total Cost
261000.00
Base Unrealized Gain Loss
22132.80
Base Accrued Interest
0
Local Market Value
283132.80
Local Total Cost Amount
261000.00
Local Unrealized Gain Loss
22132.80
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIEBOLD NIXDORF INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIEBOLD NIXDORF INC
Security Description
8.5% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
889000.00
Base Market Value
994657.65
Base Total Cost
889000.00
Base Unrealized Gain Loss
105657.65
Base Accrued Interest
15952.61
Local Market Value
994657.65
Local Total Cost Amount
889000.00
Local Unrealized Gain Loss
105657.65
Local Accrued Interest
15952.61
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: HUDBAY MINERALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUDBAY MINERALS INC
Security Description
7.625% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
713000.00
Base Market Value
746867.50
Base Total Cost
762411.35
Base Unrealized Gain Loss
-15543.85
Base Accrued Interest
25068.87
Local Market Value
746867.50
Local Total Cost Amount
762411.35
Local Unrealized Gain Loss
-15543.85
Local Accrued Interest
25068.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HUDBAY MINERALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUDBAY MINERALS INC
Security Description
7.25% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
637000.00
Base Market Value
656906.25
Base Total Cost
659592.50
Base Unrealized Gain Loss
-2686.25
Base Accrued Interest
21295.26
Local Market Value
656906.25
Local Total Cost Amount
659592.50
Local Unrealized Gain Loss
-2686.25
Local Accrued Interest
21295.26
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NCL CORP LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL CORP LTD
Security Description
4.75% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1079000.00
Base Market Value
1119991.21
Base Total Cost
1079000.00
Base Unrealized Gain Loss
40991.21
Base Accrued Interest
2277.89
Local Market Value
1119991.21
Local Total Cost Amount
1079000.00
Local Unrealized Gain Loss
40991.21
Local Accrued Interest
2277.89
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
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: ACCO BRANDS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACCO BRANDS CORP
Security Description
5.25% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
318000.00
Base Market Value
330322.50
Base Total Cost
318000.00
Base Unrealized Gain Loss
12322.50
Base Accrued Interest
742.00
Local Market Value
330322.50
Local Total Cost Amount
318000.00
Local Unrealized Gain Loss
12322.50
Local Accrued Interest
742.00
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
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: GULFPORT ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFPORT ENERGY CORP
Security Description
6.375% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1253000.00
Base Market Value
1234205.00
Base Total Cost
1246130.00
Base Unrealized Gain Loss
-11925.00
Base Accrued Interest
10206.73
Local Market Value
1234205.00
Local Total Cost Amount
1246130.00
Local Unrealized Gain Loss
-11925.00
Local Accrued Interest
10206.73
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: LENNAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LENNAR CORP
Security Description
4.125% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
500000.00
Base Market Value
516875.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
16875.00
Base Accrued Interest
9223.96
Local Market Value
516875.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
16875.00
Local Accrued Interest
9223.96
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
10.5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
633000.00
Base Market Value
746737.44
Base Total Cost
633000.00
Base Unrealized Gain Loss
113737.44
Base Accrued Interest
16616.25
Local Market Value
746737.44
Local Total Cost Amount
633000.00
Local Unrealized Gain Loss
113737.44
Local Accrued Interest
16616.25
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
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: SABRA HEALTH CARE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABRA HEALTH CARE LP
Security Description
5.125% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1405000.00
Base Market Value
1427592.40
Base Total Cost
1408525.00
Base Unrealized Gain Loss
19067.40
Base Accrued Interest
27202.36
Local Market Value
1427592.40
Local Total Cost Amount
1408525.00
Local Unrealized Gain Loss
19067.40
Local Accrued Interest
27202.36
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
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: ZAYO GROUP LLC/ZAYO CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZAYO GROUP LLC/ZAYO CAP
Security Description
5.75% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
128000.00
Base Market Value
133920.00
Base Total Cost
133440.00
Base Unrealized Gain Loss
480.00
Base Accrued Interest
3230.22
Local Market Value
133920.00
Local Total Cost Amount
133440.00
Local Unrealized Gain Loss
480.00
Local Accrued Interest
3230.22
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
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: 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 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
953000.00
Base Market Value
974442.50
Base Total Cost
953000.00
Base Unrealized Gain Loss
21442.50
Base Accrued Interest
19672.17
Local Market Value
974442.50
Local Total Cost Amount
953000.00
Local Unrealized Gain Loss
21442.50
Local Accrued Interest
19672.17
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
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: MGM GROWTH/MGM FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM GROWTH/MGM FINANCE
Security Description
5.625% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
329000.00
Base Market Value
358610.00
Base Total Cost
329000.00
Base Unrealized Gain Loss
29610.00
Base Accrued Interest
3084.38
Local Market Value
358610.00
Local Total Cost Amount
329000.00
Local Unrealized Gain Loss
29610.00
Local Accrued Interest
3084.38
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
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
5.5% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
910000.00
Base Market Value
938437.50
Base Total Cost
915775.00
Base Unrealized Gain Loss
22662.50
Base Accrued Interest
19046.80
Local Market Value
938437.50
Local Total Cost Amount
915775.00
Local Unrealized Gain Loss
22662.50
Local Accrued Interest
19046.80
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
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: SYMANTEC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SYMANTEC CORP
Security Description
5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
262000.00
Base Market Value
274198.72
Base Total Cost
262000.00
Base Unrealized Gain Loss
12198.72
Base Accrued Interest
5167.22
Local Market Value
274198.72
Local Total Cost Amount
262000.00
Local Unrealized Gain Loss
12198.72
Local Accrued Interest
5167.22
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
3.5% 27 Jan 2019
Maturity Date
2019-01-27T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1585000.00
Base Market Value
1606793.75
Base Total Cost
1570655.75
Base Unrealized Gain Loss
36138.00
Base Accrued Interest
23730.97
Local Market Value
1606793.75
Local Total Cost Amount
1570655.75
Local Unrealized Gain Loss
36138.00
Local Accrued Interest
23730.97
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
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: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
7% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
200000.00
Base Market Value
205000.00
Base Total Cost
180000.00
Base Unrealized Gain Loss
25000.00
Base Accrued Interest
5288.89
Local Market Value
205000.00
Local Total Cost Amount
180000.00
Local Unrealized Gain Loss
25000.00
Local Accrued Interest
5288.89
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
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
3.75% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
3135000.00
Base Market Value
3197700.00
Base Total Cost
3205537.50
Base Unrealized Gain Loss
-7837.50
Base Accrued Interest
35051.04
Local Market Value
3197700.00
Local Total Cost Amount
3205537.50
Local Unrealized Gain Loss
-7837.50
Local Accrued Interest
35051.04
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: AMSTED INDUSTRIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMSTED INDUSTRIES
Security Description
5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
710000.00
Base Market Value
733075.00
Base Total Cost
710000.00
Base Unrealized Gain Loss
23075.00
Base Accrued Interest
10452.78
Local Market Value
733075.00
Local Total Cost Amount
710000.00
Local Unrealized Gain Loss
23075.00
Local Accrued Interest
10452.78
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
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: 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
5.75% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1563750.00
Base Total Cost
1423125.00
Base Unrealized Gain Loss
140625.00
Base Accrued Interest
28750.00
Local Market Value
1563750.00
Local Total Cost Amount
1423125.00
Local Unrealized Gain Loss
140625.00
Local Accrued Interest
28750.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
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: LEAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEAR CORP
Security Description
5.375% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1605000.00
Base Market Value
1704814.95
Base Total Cost
1605000.00
Base Unrealized Gain Loss
99814.95
Base Accrued Interest
25401.35
Local Market Value
1704814.95
Local Total Cost Amount
1605000.00
Local Unrealized Gain Loss
99814.95
Local Accrued Interest
25401.35
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: 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
28721.20
Base Market Value
28721.20
Base Total Cost
28721.20
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
28721.20
Local Total Cost Amount
28721.20
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: UNITED RENTALS NORTH AM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED RENTALS NORTH AM
Security Description
5.75% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1770000.00
Base Market Value
1854075.00
Base Total Cost
1751200.00
Base Unrealized Gain Loss
102875.00
Base Accrued Interest
13004.58
Local Market Value
1854075.00
Local Total Cost Amount
1751200.00
Local Unrealized Gain Loss
102875.00
Local Accrued Interest
13004.58
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.125% 25 Mar 2024
Maturity Date
2024-03-25T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
315000.00
Base Market Value
324450.00
Base Total Cost
294525.00
Base Unrealized Gain Loss
29925.00
Base Accrued Interest
5144.99
Local Market Value
324450.00
Local Total Cost Amount
294525.00
Local Unrealized Gain Loss
29925.00
Local Accrued Interest
5144.99
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: SIGNODE INDUSTRIAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIGNODE INDUSTRIAL GROUP
Security Description
6.375% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1874000.00
Base Market Value
1958330.00
Base Total Cost
1819462.50
Base Unrealized Gain Loss
138867.50
Base Accrued Interest
19911.25
Local Market Value
1958330.00
Local Total Cost Amount
1819462.50
Local Unrealized Gain Loss
138867.50
Local Accrued Interest
19911.25
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
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AIR CANADA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR CANADA
Security Description
7.75% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
1865000.00
Base Market Value
2135425.00
Base Total Cost
1865000.00
Base Unrealized Gain Loss
270425.00
Base Accrued Interest
30513.47
Local Market Value
2135425.00
Local Total Cost Amount
1865000.00
Local Unrealized Gain Loss
270425.00
Local Accrued Interest
30513.47
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
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
4.875% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1040000.00
Base Market Value
967200.00
Base Total Cost
964256.25
Base Unrealized Gain Loss
2943.75
Base Accrued Interest
10703.35
Local Market Value
967200.00
Local Total Cost Amount
964256.25
Local Unrealized Gain Loss
2943.75
Local Accrued Interest
10703.35
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ATRIUM WINDOWS + DOORS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATRIUM WINDOWS + DOORS
Security Description
7.75% 01 May 2019
Maturity Date
2019-05-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
1745000.00
Base Market Value
1736275.00
Base Total Cost
1691293.14
Base Unrealized Gain Loss
44981.86
Base Accrued Interest
22539.59
Local Market Value
1736275.00
Local Total Cost Amount
1691293.14
Local Unrealized Gain Loss
44981.86
Local Accrued Interest
22539.59
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
5.875% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
160000.00
Base Market Value
149600.00
Base Total Cost
149800.00
Base Unrealized Gain Loss
-200.00
Base Accrued Interest
783.33
Local Market Value
149600.00
Local Total Cost Amount
149800.00
Local Unrealized Gain Loss
-200.00
Local Accrued Interest
783.33
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
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: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
7.25% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
2605000.00
Base Market Value
2663612.50
Base Total Cost
2559750.00
Base Unrealized Gain Loss
103862.50
Base Accrued Interest
24132.44
Local Market Value
2663612.50
Local Total Cost Amount
2559750.00
Local Unrealized Gain Loss
103862.50
Local Accrued Interest
24132.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCHIBALD CANDY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHIBALD CANDY CORP
Security Description
COM
Interest Rate
0
Original Face
0
Shares Par Value
2111.00
Base Market Value
0.00
Base Total Cost
432361.09
Base Unrealized Gain Loss
-432361.09
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
432361.09
Local Unrealized Gain Loss
-432361.09
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
CONSUMER STAPLES
Minor Industry Name
FOOD PRODUCTS
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.375% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
350000.00
Base Market Value
353500.00
Base Total Cost
340375.00
Base Unrealized Gain Loss
13125.00
Base Accrued Interest
3135.42
Local Market Value
353500.00
Local Total Cost Amount
340375.00
Local Unrealized Gain Loss
13125.00
Local Accrued Interest
3135.42
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: BAYTEX ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAYTEX ENERGY CORP
Security Description
5.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
270000.00
Base Market Value
239625.00
Base Total Cost
226400.00
Base Unrealized Gain Loss
13225.00
Base Accrued Interest
1153.11
Local Market Value
239625.00
Local Total Cost Amount
226400.00
Local Unrealized Gain Loss
13225.00
Local Accrued Interest
1153.11
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BAYTEX ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAYTEX ENERGY CORP
Security Description
5.625% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
495000.00
Base Market Value
423225.00
Base Total Cost
431410.00
Base Unrealized Gain Loss
-8185.00
Base Accrued Interest
2320.33
Local Market Value
423225.00
Local Total Cost Amount
431410.00
Local Unrealized Gain Loss
-8185.00
Local Accrued Interest
2320.33
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ISTAR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ISTAR INC
Security Description
5% 01 Jul 2019
Maturity Date
2019-07-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1280000.00
Base Market Value
1292800.00
Base Total Cost
1280000.00
Base Unrealized Gain Loss
12800.00
Base Accrued Interest
0
Local Market Value
1292800.00
Local Total Cost Amount
1280000.00
Local Unrealized Gain Loss
12800.00
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
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GATES GLOBAL LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GATES GLOBAL LLC
Security Description
6% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1230000.00
Base Market Value
1233075.00
Base Total Cost
882462.50
Base Unrealized Gain Loss
350612.50
Base Accrued Interest
34030.00
Local Market Value
1233075.00
Local Total Cost Amount
882462.50
Local Unrealized Gain Loss
350612.50
Local Accrued Interest
34030.00
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
Caa2
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: ALLEGIANT TRAVEL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGIANT TRAVEL CO
Security Description
5.5% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
370000.00
Base Market Value
383875.00
Base Total Cost
370000.00
Base Unrealized Gain Loss
13875.00
Base Accrued Interest
9383.61
Local Market Value
383875.00
Local Total Cost Amount
370000.00
Local Unrealized Gain Loss
13875.00
Local Accrued Interest
9383.61
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
5% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1355000.00
Base Market Value
1199175.00
Base Total Cost
1149950.00
Base Unrealized Gain Loss
49225.00
Base Accrued Interest
31240.27
Local Market Value
1199175.00
Local Total Cost Amount
1149950.00
Local Unrealized Gain Loss
49225.00
Local Accrued Interest
31240.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: SANCHEZ ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANCHEZ ENERGY CORP
Security Description
7.75% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
305000.00
Base Market Value
276025.00
Base Total Cost
275262.50
Base Unrealized Gain Loss
762.50
Base Accrued Interest
1050.56
Local Market Value
276025.00
Local Total Cost Amount
275262.50
Local Unrealized Gain Loss
762.50
Local Accrued Interest
1050.56
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
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: REGENCY ENERGY PART/FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGENCY ENERGY PART/FINA
Security Description
5% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
3210000.00
Base Market Value
3442757.10
Base Total Cost
3157352.60
Base Unrealized Gain Loss
285404.50
Base Accrued Interest
40125.00
Local Market Value
3442757.10
Local Total Cost Amount
3157352.60
Local Unrealized Gain Loss
285404.50
Local Accrued Interest
40125.00
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: UNIVERSAL HEALTH SVCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVERSAL HEALTH SVCS
Security Description
3.75% 01 Aug 2019
Maturity Date
2019-08-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
609000.00
Base Market Value
621180.00
Base Total Cost
609000.00
Base Unrealized Gain Loss
12180.00
Base Accrued Interest
9515.63
Local Market Value
621180.00
Local Total Cost Amount
609000.00
Local Unrealized Gain Loss
12180.00
Local Accrued Interest
9515.63
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNIVERSAL HEALTH SVCS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVERSAL HEALTH SVCS
Security Description
4.75% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1176000.00
Base Market Value
1215690.00
Base Total Cost
1176000.00
Base Unrealized Gain Loss
39690.00
Base Accrued Interest
23275.00
Local Market Value
1215690.00
Local Total Cost Amount
1176000.00
Local Unrealized Gain Loss
39690.00
Local Accrued Interest
23275.00
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LADDER CAP FIN LLLP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LADDER CAP FIN LLLP/CORP
Security Description
5.875% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
3230000.00
Base Market Value
3302675.00
Base Total Cost
3230000.00
Base Unrealized Gain Loss
72675.00
Base Accrued Interest
79067.71
Local Market Value
3302675.00
Local Total Cost Amount
3230000.00
Local Unrealized Gain Loss
72675.00
Local Accrued Interest
79067.71
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
EUR
Local Currency Code: EUR • Trade Country Name: INTERNATIONAL • Security Name: EURO CURRENCY
Local Currency Code
EUR
Trade Country Name
INTERNATIONAL
Security Name
EURO CURRENCY
Interest Rate
0
Original Face
0
Shares Par Value
-55.69
Base Market Value
-63.52
Base Total Cost
-60.17
Base Unrealized Gain Loss
-3.35
Base Accrued Interest
0
Local Market Value
-55.69
Local Total Cost Amount
-55.69
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: VIAVI SOLUTIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIAVI SOLUTIONS INC
Security Description
0.625% 15 Aug 2033
Maturity Date
2033-08-15T00:00:00.000
Interest Rate
0.625
Original Face
0
Shares Par Value
470000.00
Base Market Value
519058.60
Base Total Cost
465833.34
Base Unrealized Gain Loss
53225.26
Base Accrued Interest
1109.72
Local Market Value
519058.60
Local Total Cost Amount
465833.34
Local Unrealized Gain Loss
53225.26
Local Accrued Interest
1109.72
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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
6.875% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1430000.00
Base Market Value
1126125.00
Base Total Cost
1325112.50
Base Unrealized Gain Loss
-198987.50
Base Accrued Interest
45332.94
Local Market Value
1126125.00
Local Total Cost Amount
1325112.50
Local Unrealized Gain Loss
-198987.50
Local Accrued Interest
45332.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
6.25% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
575000.00
Base Market Value
513187.50
Base Total Cost
575000.00
Base Unrealized Gain Loss
-61812.50
Base Accrued Interest
10581.60
Local Market Value
513187.50
Local Total Cost Amount
575000.00
Local Unrealized Gain Loss
-61812.50
Local Accrued Interest
10581.60
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
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
3.8% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
1080000.00
Base Market Value
988869.60
Base Total Cost
911756.25
Base Unrealized Gain Loss
77113.35
Base Accrued Interest
3420.00
Local Market Value
988869.60
Local Total Cost Amount
911756.25
Local Unrealized Gain Loss
77113.35
Local Accrued Interest
3420.00
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
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