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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: 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
5.25% 30 Sep 2022
Maturity Date
2022-09-30T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
7250000.00
Base Market Value
7463150.00
Base Total Cost
7195625.00
Base Unrealized Gain Loss
267525.00
Base Accrued Interest
96213.54
Local Market Value
7463150.00
Local Total Cost Amount
7195625.00
Local Unrealized Gain Loss
267525.00
Local Accrued Interest
96213.54
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
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: AMERICAN AXLE + MFG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN AXLE + MFG INC
Security Description
6.625% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1715000.00
Base Market Value
1757875.00
Base Total Cost
1715000.00
Base Unrealized Gain Loss
42875.00
Base Accrued Interest
23986.18
Local Market Value
1757875.00
Local Total Cost Amount
1715000.00
Local Unrealized Gain Loss
42875.00
Local Accrued Interest
23986.18
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: QEP RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QEP RESOURCES INC
Security Description
5.25% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
565000.00
Base Market Value
533925.00
Base Total Cost
481307.24
Base Unrealized Gain Loss
52617.76
Base Accrued Interest
4943.75
Local Market Value
533925.00
Local Total Cost Amount
481307.24
Local Unrealized Gain Loss
52617.76
Local Accrued Interest
4943.75
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
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: CABLEVISION SYSTEMS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION SYSTEMS CORP
Security Description
5.875% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3153750.00
Base Total Cost
3022500.00
Base Unrealized Gain Loss
131250.00
Base Accrued Interest
51895.83
Local Market Value
3153750.00
Local Total Cost Amount
3022500.00
Local Unrealized Gain Loss
131250.00
Local Accrued Interest
51895.83
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
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: DPL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DPL INC
Security Description
7.25% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
693000.00
Base Market Value
741510.00
Base Total Cost
738965.21
Base Unrealized Gain Loss
2544.79
Base Accrued Interest
10606.75
Local Market Value
741510.00
Local Total Cost Amount
738965.21
Local Unrealized Gain Loss
2544.79
Local Accrued Interest
10606.75
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
ELECTRIC/GAS
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.5% 01 Jan 2023
Maturity Date
2023-01-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1080000.00
Base Market Value
1028700.00
Base Total Cost
1011656.25
Base Unrealized Gain Loss
17043.75
Base Accrued Interest
0
Local Market Value
1028700.00
Local Total Cost Amount
1011656.25
Local Unrealized Gain Loss
17043.75
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
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: SPRINT COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT COMMUNICATIONS
Security Description
6% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1310000.00
Base Market Value
1388600.00
Base Total Cost
1299706.25
Base Unrealized Gain Loss
88893.75
Base Accrued Interest
10043.33
Local Market Value
1388600.00
Local Total Cost Amount
1299706.25
Local Unrealized Gain Loss
88893.75
Local Accrued Interest
10043.33
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
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
4.75% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1755000.00
Base Market Value
1810809.00
Base Total Cost
1731268.00
Base Unrealized Gain Loss
79541.00
Base Accrued Interest
3705.00
Local Market Value
1810809.00
Local Total Cost Amount
1731268.00
Local Unrealized Gain Loss
79541.00
Local Accrued Interest
3705.00
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: CLEAVER BROOKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAVER BROOKS INC
Security Description
8.75% 15 Dec 2019
Maturity Date
2019-12-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
350000.00
Base Market Value
360937.50
Base Total Cost
347763.50
Base Unrealized Gain Loss
13174.00
Base Accrued Interest
1361.11
Local Market Value
360937.50
Local Total Cost Amount
347763.50
Local Unrealized Gain Loss
13174.00
Local Accrued Interest
1361.11
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
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: TPC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TPC GROUP INC
Security Description
8.75% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
1490000.00
Base Market Value
1341000.00
Base Total Cost
1400712.50
Base Unrealized Gain Loss
-59712.50
Base Accrued Interest
5794.47
Local Market Value
1341000.00
Local Total Cost Amount
1400712.50
Local Unrealized Gain Loss
-59712.50
Local Accrued Interest
5794.47
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
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMKOR TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMKOR TECHNOLOGY INC
Security Description
6.375% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
2660000.00
Base Market Value
2769725.00
Base Total Cost
2636012.50
Base Unrealized Gain Loss
133712.50
Base Accrued Interest
42393.75
Local Market Value
2769725.00
Local Total Cost Amount
2636012.50
Local Unrealized Gain Loss
133712.50
Local Accrued Interest
42393.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNITED RENTALS NORTH AM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED RENTALS NORTH AM
Security Description
7.625% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
293000.00
Base Market Value
306185.00
Base Total Cost
294856.26
Base Unrealized Gain Loss
11328.74
Base Accrued Interest
4716.48
Local Market Value
306185.00
Local Total Cost Amount
294856.26
Local Unrealized Gain Loss
11328.74
Local Accrued Interest
4716.48
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: HALCON RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALCON RESOURCES CORP
Security Description
6.75% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1275000.00
Base Market Value
1147500.00
Base Total Cost
1201806.25
Base Unrealized Gain Loss
-54306.25
Base Accrued Interest
32273.43
Local Market Value
1147500.00
Local Total Cost Amount
1201806.25
Local Unrealized Gain Loss
-54306.25
Local Accrued Interest
32273.43
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
OIL, GAS & CONSUMABLE FUELS
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.125% 28 Feb 2019
Maturity Date
2019-02-28T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
16370000.00
Base Market Value
16307957.70
Base Total Cost
16336413.48
Base Unrealized Gain Loss
-28455.78
Base Accrued Interest
61554.32
Local Market Value
16307957.70
Local Total Cost Amount
16336413.48
Local Unrealized Gain Loss
-28455.78
Local Accrued Interest
61554.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
1.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
280000.00
Base Market Value
282450.00
Base Total Cost
273220.05
Base Unrealized Gain Loss
9229.95
Base Accrued Interest
1011.10
Local Market Value
282450.00
Local Total Cost Amount
273220.05
Local Unrealized Gain Loss
9229.95
Local Accrued Interest
1011.10
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
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: BEAZER HOMES USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BEAZER HOMES USA
Security Description
8.75% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
1235000.00
Base Market Value
1377025.00
Base Total Cost
1235000.00
Base Unrealized Gain Loss
142025.00
Base Accrued Interest
31818.40
Local Market Value
1377025.00
Local Total Cost Amount
1235000.00
Local Unrealized Gain Loss
142025.00
Local Accrued Interest
31818.40
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DONNELLEY FINANCIAL SOL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DONNELLEY FINANCIAL SOL
Security Description
8.25% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1085000.00
Base Market Value
1150100.00
Base Total Cost
1085000.00
Base Unrealized Gain Loss
65100.00
Base Accrued Interest
18897.08
Local Market Value
1150100.00
Local Total Cost Amount
1085000.00
Local Unrealized Gain Loss
65100.00
Local Accrued Interest
18897.08
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
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: APPLE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APPLE INC
Security Description
1.8% 11 May 2020
Maturity Date
2020-05-11T00:00:00.000
Interest Rate
1.8
Original Face
0
Shares Par Value
4350000.00
Base Market Value
4347477.00
Base Total Cost
4353958.50
Base Unrealized Gain Loss
-6481.50
Base Accrued Interest
10875.00
Local Market Value
4347477.00
Local Total Cost Amount
4353958.50
Local Unrealized Gain Loss
-6481.50
Local Accrued Interest
10875.00
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
Aa1
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NOKIA OYJ
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOKIA OYJ
Security Description
3.375% 12 Jun 2022
Maturity Date
2022-06-12T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
4280000.00
Base Market Value
4312528.00
Base Total Cost
4270879.55
Base Unrealized Gain Loss
41648.45
Base Accrued Interest
7921.88
Local Market Value
4312528.00
Local Total Cost Amount
4270879.55
Local Unrealized Gain Loss
41648.45
Local Accrued Interest
7921.88
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
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
5.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
3440000.00
Base Market Value
3452900.00
Base Total Cost
3414200.00
Base Unrealized Gain Loss
38700.00
Base Accrued Interest
8325.28
Local Market Value
3452900.00
Local Total Cost Amount
3414200.00
Local Unrealized Gain Loss
38700.00
Local Accrued Interest
8325.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: CITIBANK NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIBANK NA
Security Description
2.1% 12 Jun 2020
Maturity Date
2020-06-12T00:00:00.000
Interest Rate
2.1
Original Face
0
Shares Par Value
4365000.00
Base Market Value
4366396.80
Base Total Cost
4362550.45
Base Unrealized Gain Loss
3846.35
Base Accrued Interest
4837.88
Local Market Value
4366396.80
Local Total Cost Amount
4362550.45
Local Unrealized Gain Loss
3846.35
Local Accrued Interest
4837.88
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
FINANCE
Moody S Quality Rating
A1
S And P Quality Rating
A+
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
11% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
11
Original Face
0
Shares Par Value
1280000.00
Base Market Value
1187200.00
Base Total Cost
1208081.25
Base Unrealized Gain Loss
-20881.25
Base Accrued Interest
41457.78
Local Market Value
1187200.00
Local Total Cost Amount
1208081.25
Local Unrealized Gain Loss
-20881.25
Local Accrued Interest
41457.78
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
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: ECLIPSE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ECLIPSE RESOURCES CORP
Security Description
8.875% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
8.875
Original Face
0
Shares Par Value
3170000.00
Base Market Value
3154150.00
Base Total Cost
3103525.10
Base Unrealized Gain Loss
50624.90
Base Accrued Interest
129727.85
Local Market Value
3154150.00
Local Total Cost Amount
3103525.10
Local Unrealized Gain Loss
50624.90
Local Accrued Interest
129727.85
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
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRI POINTE GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRI POINTE GROUP INC
Security Description
4.875% 01 Jul 2021
Maturity Date
2021-07-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
3325000.00
Base Market Value
3499562.50
Base Total Cost
3306280.25
Base Unrealized Gain Loss
193282.25
Base Accrued Interest
0
Local Market Value
3499562.50
Local Total Cost Amount
3306280.25
Local Unrealized Gain Loss
193282.25
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
BB-
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
6.625% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
30000.00
Base Market Value
29775.00
Base Total Cost
30000.00
Base Unrealized Gain Loss
-225.00
Base Accrued Interest
88.33
Local Market Value
29775.00
Local Total Cost Amount
30000.00
Local Unrealized Gain Loss
-225.00
Local Accrued Interest
88.33
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
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: CALAMP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALAMP CORP
Security Description
1.625% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
125000.00
Base Market Value
127343.75
Base Total Cost
117167.07
Base Unrealized Gain Loss
10176.68
Base Accrued Interest
259.54
Local Market Value
127343.75
Local Total Cost Amount
117167.07
Local Unrealized Gain Loss
10176.68
Local Accrued Interest
259.54
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: ON SEMICONDUCTOR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ON SEMICONDUCTOR CORP
Security Description
1% 01 Dec 2020
Maturity Date
2020-12-01T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
2050000.00
Base Market Value
2126875.00
Base Total Cost
1855327.62
Base Unrealized Gain Loss
271547.38
Base Accrued Interest
1708.34
Local Market Value
2126875.00
Local Total Cost Amount
1855327.62
Local Unrealized Gain Loss
271547.38
Local Accrued Interest
1708.34
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
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
6.75% 01 Jul 2036
Maturity Date
2036-07-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
3570000.00
Base Market Value
3427200.00
Base Total Cost
3570000.00
Base Unrealized Gain Loss
-142800.00
Base Accrued Interest
0
Local Market Value
3427200.00
Local Total Cost Amount
3570000.00
Local Unrealized Gain Loss
-142800.00
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
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: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
1.25% 01 Apr 2020
Maturity Date
2020-04-01T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
2315000.00
Base Market Value
1956175.00
Base Total Cost
1611081.86
Base Unrealized Gain Loss
345093.14
Base Accrued Interest
7234.37
Local Market Value
1956175.00
Local Total Cost Amount
1611081.86
Local Unrealized Gain Loss
345093.14
Local Accrued Interest
7234.37
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
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: INTERCEPT PHARMAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERCEPT PHARMAS
Security Description
3.25% 01 Jul 2023
Maturity Date
2023-07-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
395000.00
Base Market Value
384137.50
Base Total Cost
395000.00
Base Unrealized Gain Loss
-10862.50
Base Accrued Interest
0
Local Market Value
384137.50
Local Total Cost Amount
395000.00
Local Unrealized Gain Loss
-10862.50
Local Accrued Interest
0
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: BLUE RACER MID LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUE RACER MID LLC/FINAN
Security Description
6.125% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1290000.00
Base Market Value
1299675.00
Base Total Cost
1270017.90
Base Unrealized Gain Loss
29657.10
Base Accrued Interest
10096.04
Local Market Value
1299675.00
Local Total Cost Amount
1270017.90
Local Unrealized Gain Loss
29657.10
Local Accrued Interest
10096.04
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
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: SUPERVALU INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUPERVALU INC
Security Description
7.75% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
475000.00
Base Market Value
461937.50
Base Total Cost
470887.94
Base Unrealized Gain Loss
-8950.44
Base Accrued Interest
4703.82
Local Market Value
461937.50
Local Total Cost Amount
470887.94
Local Unrealized Gain Loss
-8950.44
Local Accrued Interest
4703.82
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
5.4% 14 Nov 2034
Maturity Date
2034-11-14T00:00:00.000
Interest Rate
5.4
Original Face
0
Shares Par Value
120000.00
Base Market Value
107700.00
Base Total Cost
47922.00
Base Unrealized Gain Loss
59778.00
Base Accrued Interest
846.00
Local Market Value
107700.00
Local Total Cost Amount
47922.00
Local Unrealized Gain Loss
59778.00
Local Accrued Interest
846.00
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: SPRINT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT 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
1725000.00
Base Market Value
1919062.50
Base Total Cost
1681875.00
Base Unrealized Gain Loss
237187.50
Base Accrued Interest
5462.50
Local Market Value
1919062.50
Local Total Cost Amount
1681875.00
Local Unrealized Gain Loss
237187.50
Local Accrued Interest
5462.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
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: VIRGIN AUSTRALIA HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN AUSTRALIA HOLDING
Security Description
8.5% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
840000.00
Base Market Value
884100.00
Base Total Cost
840000.00
Base Unrealized Gain Loss
44100.00
Base Accrued Interest
9123.33
Local Market Value
884100.00
Local Total Cost Amount
840000.00
Local Unrealized Gain Loss
44100.00
Local Accrued Interest
9123.33
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
OTHER YANKEE
Moody S Quality Rating
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALUMET SPECIALTY PROD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALUMET SPECIALTY PROD
Security Description
7.625% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
3205000.00
Base Market Value
2804375.00
Base Total Cost
3156732.70
Base Unrealized Gain Loss
-352357.70
Base Accrued Interest
112686.90
Local Market Value
2804375.00
Local Total Cost Amount
3156732.70
Local Unrealized Gain Loss
-352357.70
Local Accrued Interest
112686.90
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
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: 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
385000.00
Base Market Value
378262.50
Base Total Cost
273831.25
Base Unrealized Gain Loss
104431.25
Base Accrued Interest
7272.22
Local Market Value
378262.50
Local Total Cost Amount
273831.25
Local Unrealized Gain Loss
104431.25
Local Accrued Interest
7272.22
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
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: JP MORGAN CHASE BANK NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JP MORGAN CHASE BANK NA
Security Description
1.65% 23 Sep 2019
Maturity Date
2019-09-23T00:00:00.000
Interest Rate
1.65
Original Face
0
Shares Par Value
6645000.00
Base Market Value
6607920.90
Base Total Cost
6609606.10
Base Unrealized Gain Loss
-1685.20
Base Accrued Interest
29847.13
Local Market Value
6607920.90
Local Total Cost Amount
6609606.10
Local Unrealized Gain Loss
-1685.20
Local Accrued Interest
29847.13
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
FINANCE
Moody S Quality Rating
Aa3
S And P Quality Rating
A+
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
5.5% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2160000.00
Base Market Value
2019600.00
Base Total Cost
2104070.39
Base Unrealized Gain Loss
-84470.39
Base Accrued Interest
34979.98
Local Market Value
2019600.00
Local Total Cost Amount
2104070.39
Local Unrealized Gain Loss
-84470.39
Local Accrued Interest
34979.98
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
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: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
5.3% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
4778000.00
Base Market Value
5450312.38
Base Total Cost
4871051.55
Base Unrealized Gain Loss
579260.83
Base Accrued Interest
21102.83
Local Market Value
5450312.38
Local Total Cost Amount
4871051.55
Local Unrealized Gain Loss
579260.83
Local Accrued Interest
21102.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa2
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: 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
135000.00
Base Market Value
146448.00
Base Total Cost
135000.00
Base Unrealized Gain Loss
11448.00
Base Accrued Interest
0
Local Market Value
146448.00
Local Total Cost Amount
135000.00
Local Unrealized Gain Loss
11448.00
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
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: TRANSOCEAN PROTEUS LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSOCEAN PROTEUS LTD
Security Description
6.25% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
6.25
Original Face
3235000.00
Shares Par Value
3073250.00
Base Market Value
3134715.00
Base Total Cost
3027151.25
Base Unrealized Gain Loss
107563.75
Base Accrued Interest
16006.51
Local Market Value
3134715.00
Local Total Cost Amount
3027151.25
Local Unrealized Gain Loss
107563.75
Local Accrued Interest
16006.51
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: TRANSCONT GAS PIPE LINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSCONT GAS PIPE LINE
Security Description
7.85% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
7.85
Original Face
0
Shares Par Value
2095000.00
Base Market Value
2695322.25
Base Total Cost
2091333.75
Base Unrealized Gain Loss
603988.50
Base Accrued Interest
68523.96
Local Market Value
2695322.25
Local Total Cost Amount
2091333.75
Local Unrealized Gain Loss
603988.50
Local Accrued Interest
68523.96
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
Baa2
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: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
1% 15 Dec 2035
Maturity Date
2035-12-15T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
5370000.00
Base Market Value
5175337.50
Base Total Cost
5182951.51
Base Unrealized Gain Loss
-7614.01
Base Accrued Interest
2386.66
Local Market Value
5175337.50
Local Total Cost Amount
5182951.51
Local Unrealized Gain Loss
-7614.01
Local Accrued Interest
2386.66
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
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
8% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1450000.00
Base Market Value
1435500.00
Base Total Cost
1409454.30
Base Unrealized Gain Loss
26045.70
Base Accrued Interest
61544.46
Local Market Value
1435500.00
Local Total Cost Amount
1409454.30
Local Unrealized Gain Loss
26045.70
Local Accrued Interest
61544.46
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
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: FINISAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FINISAR CORP
Security Description
0.5% 15 Dec 2036
Maturity Date
2036-12-15T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
135000.00
Base Market Value
131793.75
Base Total Cost
124058.12
Base Unrealized Gain Loss
7735.63
Base Accrued Interest
30.00
Local Market Value
131793.75
Local Total Cost Amount
124058.12
Local Unrealized Gain Loss
7735.63
Local Accrued Interest
30.00
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.5% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
175000.00
Base Market Value
182218.75
Base Total Cost
176200.00
Base Unrealized Gain Loss
6018.75
Base Accrued Interest
4438.19
Local Market Value
182218.75
Local Total Cost Amount
176200.00
Local Unrealized Gain Loss
6018.75
Local Accrued Interest
4438.19
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
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: EMBRAER NETHERLANDS FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMBRAER NETHERLANDS FINA
Security Description
5.4% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
5.4
Original Face
0
Shares Par Value
485000.00
Base Market Value
506825.00
Base Total Cost
485112.50
Base Unrealized Gain Loss
21712.50
Base Accrued Interest
10912.50
Local Market Value
506825.00
Local Total Cost Amount
485112.50
Local Unrealized Gain Loss
21712.50
Local Accrued Interest
10912.50
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
OTHER YANKEE
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: ILFC E CAPITAL TRUST II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ILFC E CAPITAL TRUST II
Security Description
1% 21 Dec 2065
Maturity Date
2065-12-21T00:00:00.000
Interest Rate
4.59
Original Face
0
Shares Par Value
490000.00
Base Market Value
467950.00
Base Total Cost
373548.44
Base Unrealized Gain Loss
94401.56
Base Accrued Interest
624.75
Local Market Value
467950.00
Local Total Cost Amount
373548.44
Local Unrealized Gain Loss
94401.56
Local Accrued Interest
624.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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
5.75% 15 Feb 2018
Maturity Date
2018-02-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
192000.00
Base Market Value
194640.00
Base Total Cost
180466.85
Base Unrealized Gain Loss
14173.15
Base Accrued Interest
4170.67
Local Market Value
194640.00
Local Total Cost Amount
180466.85
Local Unrealized Gain Loss
14173.15
Local Accrued Interest
4170.67
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
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