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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: JC PENNEY CORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JC PENNEY CORP INC
Security Description
6.375% 15 Oct 2036
Maturity Date
2036-10-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
575000.00
Base Market Value
413281.25
Base Total Cost
481562.50
Base Unrealized Gain Loss
-68281.25
Base Accrued Interest
7738.54
Local Market Value
413281.25
Local Total Cost Amount
481562.50
Local Unrealized Gain Loss
-68281.25
Local Accrued Interest
7738.54
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
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: MACYS RETAIL HLDGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACYS RETAIL HLDGS INC
Security Description
4.5% 15 Dec 2034
Maturity Date
2034-12-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
3654000.00
Base Market Value
3022698.42
Base Total Cost
3078520.16
Base Unrealized Gain Loss
-55821.74
Base Accrued Interest
7308.00
Local Market Value
3022698.42
Local Total Cost Amount
3078520.16
Local Unrealized Gain Loss
-55821.74
Local Accrued Interest
7308.00
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
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: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
5.25% 15 Dec 2019
Maturity Date
2019-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
960000.00
Base Market Value
998496.00
Base Total Cost
960000.00
Base Unrealized Gain Loss
38496.00
Base Accrued Interest
2240.00
Local Market Value
998496.00
Local Total Cost Amount
960000.00
Local Unrealized Gain Loss
38496.00
Local Accrued Interest
2240.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: VIACOM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIACOM INC
Security Description
4.85% 15 Dec 2034
Maturity Date
2034-12-15T00:00:00.000
Interest Rate
4.85
Original Face
0
Shares Par Value
240000.00
Base Market Value
238524.00
Base Total Cost
189573.60
Base Unrealized Gain Loss
48950.40
Base Accrued Interest
517.33
Local Market Value
238524.00
Local Total Cost Amount
189573.60
Local Unrealized Gain Loss
48950.40
Local Accrued Interest
517.33
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
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: SOUTHWESTERN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHWESTERN ENERGY CO
Security Description
6.7% 23 Jan 2025
Maturity Date
2025-01-23T00:00:00.000
Interest Rate
6.7
Original Face
0
Shares Par Value
545000.00
Base Market Value
532737.50
Base Total Cost
516825.00
Base Unrealized Gain Loss
15912.50
Base Accrued Interest
16026.02
Local Market Value
532737.50
Local Total Cost Amount
516825.00
Local Unrealized Gain Loss
15912.50
Local Accrued Interest
16026.02
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: ARUBA INVESTMENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARUBA INVESTMENTS INC
Security Description
8.75% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
1110000.00
Base Market Value
1146075.00
Base Total Cost
1110000.00
Base Unrealized Gain Loss
36075.00
Base Accrued Interest
36691.67
Local Market Value
1146075.00
Local Total Cost Amount
1110000.00
Local Unrealized Gain Loss
36075.00
Local Accrued Interest
36691.67
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
Caa1
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
5.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
3254000.00
Base Market Value
3471920.38
Base Total Cost
3221068.75
Base Unrealized Gain Loss
250851.63
Base Accrued Interest
24427.60
Local Market Value
3471920.38
Local Total Cost Amount
3221068.75
Local Unrealized Gain Loss
250851.63
Local Accrued Interest
24427.60
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
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: IHEARTCOMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IHEARTCOMMUNICATIONS INC
Security Description
9% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
870000.00
Base Market Value
643800.00
Base Total Cost
870000.00
Base Unrealized Gain Loss
-226200.00
Base Accrued Interest
23055.00
Local Market Value
643800.00
Local Total Cost Amount
870000.00
Local Unrealized Gain Loss
-226200.00
Local Accrued Interest
23055.00
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
Caa1
S And P Quality Rating
CC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KINDRED HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDRED HEALTHCARE INC
Security Description
6.375% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
125000.00
Base Market Value
123125.00
Base Total Cost
107343.75
Base Unrealized Gain Loss
15781.25
Base Accrued Interest
1682.29
Local Market Value
123125.00
Local Total Cost Amount
107343.75
Local Unrealized Gain Loss
15781.25
Local Accrued Interest
1682.29
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: 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
5.125% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
935000.00
Base Market Value
927987.50
Base Total Cost
935000.00
Base Unrealized Gain Loss
-7012.50
Base Accrued Interest
22095.86
Local Market Value
927987.50
Local Total Cost Amount
935000.00
Local Unrealized Gain Loss
-7012.50
Local Accrued Interest
22095.86
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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
6.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
670000.00
Base Market Value
536000.00
Base Total Cost
595937.50
Base Unrealized Gain Loss
-59937.50
Base Accrued Interest
18922.84
Local Market Value
536000.00
Local Total Cost Amount
595937.50
Local Unrealized Gain Loss
-59937.50
Local Accrued Interest
18922.84
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
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: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.125% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2510000.00
Base Market Value
2515471.80
Base Total Cost
2110937.50
Base Unrealized Gain Loss
404534.30
Base Accrued Interest
10719.78
Local Market Value
2515471.80
Local Total Cost Amount
2110937.50
Local Unrealized Gain Loss
404534.30
Local Accrued Interest
10719.78
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
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: UNITED RENTALS NORTH AM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED RENTALS NORTH AM
Security Description
5.5% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1030000.00
Base Market Value
1078925.00
Base Total Cost
966700.00
Base Unrealized Gain Loss
112225.00
Base Accrued Interest
26121.93
Local Market Value
1078925.00
Local Total Cost Amount
966700.00
Local Unrealized Gain Loss
112225.00
Local Accrued Interest
26121.93
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.625% 30 Mar 2025
Maturity Date
2025-03-30T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1530000.00
Base Market Value
1566995.40
Base Total Cost
1512787.50
Base Unrealized Gain Loss
54207.90
Base Accrued Interest
17887.19
Local Market Value
1566995.40
Local Total Cost Amount
1512787.50
Local Unrealized Gain Loss
54207.90
Local Accrued Interest
17887.19
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
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
5.5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
70000.00
Base Market Value
73237.50
Base Total Cost
68968.75
Base Unrealized Gain Loss
4268.75
Base Accrued Interest
812.78
Local Market Value
73237.50
Local Total Cost Amount
68968.75
Local Unrealized Gain Loss
4268.75
Local Accrued Interest
812.78
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
ELECTRIC/GAS
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALIFORNIA RESOURCES CRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA RESOURCES CRP
Security Description
5.5% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
302000.00
Base Market Value
175160.00
Base Total Cost
301492.26
Base Unrealized Gain Loss
-126332.26
Base Accrued Interest
4890.72
Local Market Value
175160.00
Local Total Cost Amount
301492.26
Local Unrealized Gain Loss
-126332.26
Local Accrued Interest
4890.72
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
ELECTRIC/GAS
Moody S Quality Rating
Ca
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALIFORNIA RESOURCES CRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA RESOURCES CRP
Security Description
6% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
418000.00
Base Market Value
217360.00
Base Total Cost
390272.49
Base Unrealized Gain Loss
-172912.49
Base Accrued Interest
3204.67
Local Market Value
217360.00
Local Total Cost Amount
390272.49
Local Unrealized Gain Loss
-172912.49
Local Accrued Interest
3204.67
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
ELECTRIC/GAS
Moody S Quality Rating
Ca
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: QUICKEN LOANS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUICKEN LOANS INC
Security Description
5.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
440000.00
Base Market Value
454300.00
Base Total Cost
438300.00
Base Unrealized Gain Loss
16000.00
Base Accrued Interest
4216.65
Local Market Value
454300.00
Local Total Cost Amount
438300.00
Local Unrealized Gain Loss
16000.00
Local Accrued Interest
4216.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: FOSTER (LB) CO A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FOSTER (LB) CO A
Security Description
COMMON STOCK USD.01
Interest Rate
0
Original Face
0
Shares Par Value
3301.00
Base Market Value
70806.45
Base Total Cost
64214.11
Base Unrealized Gain Loss
6592.34
Base Accrued Interest
0
Local Market Value
70806.45
Local Total Cost Amount
64214.11
Local Unrealized Gain Loss
6592.34
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
INDUSTRIALS
Minor Industry Name
MACHINERY
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: FTS INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FTS INTERNATIONAL INC
Security Description
6.25% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1495000.00
Base Market Value
1210950.00
Base Total Cost
1495000.00
Base Unrealized Gain Loss
-284050.00
Base Accrued Interest
15572.92
Local Market Value
1210950.00
Local Total Cost Amount
1495000.00
Local Unrealized Gain Loss
-284050.00
Local Accrued Interest
15572.92
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
Ca
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
5.625% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
535000.00
Base Market Value
482837.50
Base Total Cost
362387.50
Base Unrealized Gain Loss
120450.00
Base Accrued Interest
2507.81
Local Market Value
482837.50
Local Total Cost Amount
362387.50
Local Unrealized Gain Loss
120450.00
Local Accrued Interest
2507.81
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: GROUP 1 AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GROUP 1 AUTOMOTIVE INC
Security Description
5% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2165000.00
Base Market Value
2197475.00
Base Total Cost
2132525.00
Base Unrealized Gain Loss
64950.00
Base Accrued Interest
9020.83
Local Market Value
2197475.00
Local Total Cost Amount
2132525.00
Local Unrealized Gain Loss
64950.00
Local Accrued Interest
9020.83
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
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: TRI POINTE GROUP / HOMES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRI POINTE GROUP / HOMES
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
2065000.00
Base Market Value
2178575.00
Base Total Cost
2026797.50
Base Unrealized Gain Loss
151777.50
Base Accrued Interest
5391.94
Local Market Value
2178575.00
Local Total Cost Amount
2026797.50
Local Unrealized Gain Loss
151777.50
Local Accrued Interest
5391.94
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
REAL ESTATE
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: HOLOGIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLOGIC INC
Security Description
5.25% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1235000.00
Base Market Value
1296750.00
Base Total Cost
1235000.00
Base Unrealized Gain Loss
61750.00
Base Accrued Interest
29897.29
Local Market Value
1296750.00
Local Total Cost Amount
1235000.00
Local Unrealized Gain Loss
61750.00
Local Accrued Interest
29897.29
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
6.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
260000.00
Base Market Value
238550.00
Base Total Cost
208850.00
Base Unrealized Gain Loss
29700.00
Base Accrued Interest
4062.50
Local Market Value
238550.00
Local Total Cost Amount
208850.00
Local Unrealized Gain Loss
29700.00
Local Accrued Interest
4062.50
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
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
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
1160000.00
Base Market Value
1102000.00
Base Total Cost
1104887.50
Base Unrealized Gain Loss
-2887.50
Base Accrued Interest
9078.61
Local Market Value
1102000.00
Local Total Cost Amount
1104887.50
Local Unrealized Gain Loss
-2887.50
Local Accrued Interest
9078.61
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
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: DPL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DPL INC
Security Description
6.75% 01 Oct 2019
Maturity Date
2019-10-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
265000.00
Base Market Value
276925.00
Base Total Cost
265000.00
Base Unrealized Gain Loss
11925.00
Base Accrued Interest
4471.88
Local Market Value
276925.00
Local Total Cost Amount
265000.00
Local Unrealized Gain Loss
11925.00
Local Accrued Interest
4471.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.5% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
226000.00
Base Market Value
238430.00
Base Total Cost
216592.09
Base Unrealized Gain Loss
21837.91
Base Accrued Interest
5179.17
Local Market Value
238430.00
Local Total Cost Amount
216592.09
Local Unrealized Gain Loss
21837.91
Local Accrued Interest
5179.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1% 15 Aug 2018
Maturity Date
2018-08-15T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
4730000.00
Base Market Value
4713918.00
Base Total Cost
4716372.85
Base Unrealized Gain Loss
-2454.85
Base Accrued Interest
17770.17
Local Market Value
4713918.00
Local Total Cost Amount
4716372.85
Local Unrealized Gain Loss
-2454.85
Local Accrued Interest
17770.17
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
7.625% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
285000.00
Base Market Value
276450.00
Base Total Cost
285000.00
Base Unrealized Gain Loss
-8550.00
Base Accrued Interest
3621.87
Local Market Value
276450.00
Local Total Cost Amount
285000.00
Local Unrealized Gain Loss
-8550.00
Local Accrued Interest
3621.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
6.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1045000.00
Base Market Value
1045000.00
Base Total Cost
1040175.00
Base Unrealized Gain Loss
4825.00
Base Accrued Interest
3135.00
Local Market Value
1045000.00
Local Total Cost Amount
1040175.00
Local Unrealized Gain Loss
4825.00
Local Accrued Interest
3135.00
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
Caa1
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: UNITI GROUP/CSL CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITI GROUP/CSL CAPITAL
Security Description
8.25% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1310000.00
Base Market Value
1349300.00
Base Total Cost
1271420.50
Base Unrealized Gain Loss
77879.50
Base Accrued Interest
22815.83
Local Market Value
1349300.00
Local Total Cost Amount
1271420.50
Local Unrealized Gain Loss
77879.50
Local Accrued Interest
22815.83
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
FINANCE
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: RSP PERMIAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RSP PERMIAN INC
Security Description
6.625% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
250000.00
Base Market Value
259375.00
Base Total Cost
250000.00
Base Unrealized Gain Loss
9375.00
Base Accrued Interest
4140.62
Local Market Value
259375.00
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
9375.00
Local Accrued Interest
4140.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: CONSOLIDATED COMMUNICATI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED COMMUNICATI
Security Description
6.5% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1475000.00
Base Market Value
1467625.00
Base Total Cost
1353625.00
Base Unrealized Gain Loss
114000.00
Base Accrued Interest
24037.36
Local Market Value
1467625.00
Local Total Cost Amount
1353625.00
Local Unrealized Gain Loss
114000.00
Local Accrued Interest
24037.36
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
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: KINDRED HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDRED HEALTHCARE INC
Security Description
8% 15 Jan 2020
Maturity Date
2020-01-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1025000.00
Base Market Value
1076250.00
Base Total Cost
965775.00
Base Unrealized Gain Loss
110475.00
Base Accrued Interest
37811.11
Local Market Value
1076250.00
Local Total Cost Amount
965775.00
Local Unrealized Gain Loss
110475.00
Local Accrued Interest
37811.11
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
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KINDRED HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINDRED HEALTHCARE INC
Security Description
8.75% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
2195000.00
Base Market Value
2307493.75
Base Total Cost
2155312.50
Base Unrealized Gain Loss
152181.25
Base Accrued Interest
88562.15
Local Market Value
2307493.75
Local Total Cost Amount
2155312.50
Local Unrealized Gain Loss
152181.25
Local Accrued Interest
88562.15
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: CALIFORNIA RESOURCES CRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA RESOURCES CRP
Security Description
8% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
75000.00
Base Market Value
47437.50
Base Total Cost
51000.00
Base Unrealized Gain Loss
-3562.50
Base Accrued Interest
266.67
Local Market Value
47437.50
Local Total Cost Amount
51000.00
Local Unrealized Gain Loss
-3562.50
Local Accrued Interest
266.67
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
ELECTRIC/GAS
Moody S Quality Rating
Caa3
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: MICROSEMI CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSEMI CORP
Security Description
9.125% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
9.125
Original Face
0
Shares Par Value
982000.00
Base Market Value
1124390.00
Base Total Cost
982000.00
Base Unrealized Gain Loss
142390.00
Base Accrued Interest
18917.14
Local Market Value
1124390.00
Local Total Cost Amount
982000.00
Local Unrealized Gain Loss
142390.00
Local Accrued Interest
18917.14
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
-0.03
Base Market Value
-0.03
Base Total Cost
-0.03
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-0.03
Local Total Cost Amount
-0.03
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.125% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
595000.00
Base Market Value
617681.40
Base Total Cost
562537.50
Base Unrealized Gain Loss
55143.90
Base Accrued Interest
10164.58
Local Market Value
617681.40
Local Total Cost Amount
562537.50
Local Unrealized Gain Loss
55143.90
Local Accrued Interest
10164.58
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
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.375% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
650000.00
Base Market Value
684125.00
Base Total Cost
626400.00
Base Unrealized Gain Loss
57725.00
Base Accrued Interest
11645.83
Local Market Value
684125.00
Local Total Cost Amount
626400.00
Local Unrealized Gain Loss
57725.00
Local Accrued Interest
11645.83
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
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: GCP APPLIED TECHNOLOGIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GCP APPLIED TECHNOLOGIES
Security Description
9.5% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
3285000.00
Base Market Value
3736687.50
Base Total Cost
3285000.00
Base Unrealized Gain Loss
451687.50
Base Accrued Interest
130031.25
Local Market Value
3736687.50
Local Total Cost Amount
3285000.00
Local Unrealized Gain Loss
451687.50
Local Accrued Interest
130031.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
INDUSTRIALS
Minor Industry Name
CONSTRUCTION MATERIALS
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MICROCHIP TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROCHIP TECHNOLOGY INC
Security Description
1.625% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
1015000.00
Base Market Value
1526945.70
Base Total Cost
965334.34
Base Unrealized Gain Loss
561611.36
Base Accrued Interest
6230.97
Local Market Value
1526945.70
Local Total Cost Amount
965334.34
Local Unrealized Gain Loss
561611.36
Local Accrued Interest
6230.97
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
B+
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
5.625% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
735000.00
Base Market Value
744187.50
Base Total Cost
578875.00
Base Unrealized Gain Loss
165312.50
Base Accrued Interest
3445.32
Local Market Value
744187.50
Local Total Cost Amount
578875.00
Local Unrealized Gain Loss
165312.50
Local Accrued Interest
3445.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ROVI CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROVI CORP
Security Description
0.5% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
1820000.00
Base Market Value
1787021.60
Base Total Cost
1676455.83
Base Unrealized Gain Loss
110565.77
Base Accrued Interest
3033.35
Local Market Value
1787021.60
Local Total Cost Amount
1676455.83
Local Unrealized Gain Loss
110565.77
Local Accrued Interest
3033.35
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: KRATON POLYMERS LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRATON POLYMERS LLC/CAP
Security Description
10.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
2605000.00
Base Market Value
3008775.00
Base Total Cost
2456137.50
Base Unrealized Gain Loss
552637.50
Base Accrued Interest
57744.16
Local Market Value
3008775.00
Local Total Cost Amount
2456137.50
Local Unrealized Gain Loss
552637.50
Local Accrued Interest
57744.16
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
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: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
5% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
3070000.00
Base Market Value
3050812.50
Base Total Cost
2603406.25
Base Unrealized Gain Loss
447406.25
Base Accrued Interest
45197.19
Local Market Value
3050812.50
Local Total Cost Amount
2603406.25
Local Unrealized Gain Loss
447406.25
Local Accrued Interest
45197.19
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
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: MEG ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEG ENERGY CORP
Security Description
7% 31 Mar 2024
Maturity Date
2024-03-31T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
2500000.00
Base Market Value
1943750.00
Base Total Cost
1973631.25
Base Unrealized Gain Loss
-29881.25
Base Accrued Interest
43750.00
Local Market Value
1943750.00
Local Total Cost Amount
1973631.25
Local Unrealized Gain Loss
-29881.25
Local Accrued Interest
43750.00
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
CANADIAN
Moody S Quality Rating
Caa2
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
5.45% 15 Mar 2043
Maturity Date
2043-03-15T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
1615000.00
Base Market Value
1392614.50
Base Total Cost
714961.10
Base Unrealized Gain Loss
677653.40
Base Accrued Interest
25916.27
Local Market Value
1392614.50
Local Total Cost Amount
714961.10
Local Unrealized Gain Loss
677653.40
Local Accrued Interest
25916.27
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
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: RR DONNELLEY + SONS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RR DONNELLEY + SONS CO
Security Description
6.5% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1704000.00
Base Market Value
1699740.00
Base Total Cost
1704000.00
Base Unrealized Gain Loss
-4260.00
Base Accrued Interest
14152.67
Local Market Value
1699740.00
Local Total Cost Amount
1704000.00
Local Unrealized Gain Loss
-4260.00
Local Accrued Interest
14152.67
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
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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