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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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
3% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
5460000.00
Base Market Value
6142500.00
Base Total Cost
4301149.49
Base Unrealized Gain Loss
1841350.51
Base Accrued Interest
20930.01
Local Market Value
6142500.00
Local Total Cost Amount
4301149.49
Local Unrealized Gain Loss
1841350.51
Local Accrued Interest
20930.01
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: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
7.25% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
45000.00
Base Market Value
49612.50
Base Total Cost
39937.50
Base Unrealized Gain Loss
9675.00
Base Accrued Interest
1087.50
Local Market Value
49612.50
Local Total Cost Amount
39937.50
Local Unrealized Gain Loss
9675.00
Local Accrued Interest
1087.50
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
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: WINDSTREAM SERVICES LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WINDSTREAM SERVICES LLC
Security Description
7.5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
6405000.00
Base Market Value
5620387.50
Base Total Cost
5758687.50
Base Unrealized Gain Loss
-138300.00
Base Accrued Interest
120093.75
Local Market Value
5620387.50
Local Total Cost Amount
5758687.50
Local Unrealized Gain Loss
-138300.00
Local Accrued Interest
120093.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WINDSTREAM SERVICES LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WINDSTREAM SERVICES LLC
Security Description
7.75% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
1900000.00
Base Market Value
1786000.00
Base Total Cost
1619625.00
Base Unrealized Gain Loss
166375.00
Base Accrued Interest
36911.50
Local Market Value
1786000.00
Local Total Cost Amount
1619625.00
Local Unrealized Gain Loss
166375.00
Local Accrued Interest
36911.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNITED STATES STEEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED STATES STEEL CORP
Security Description
6.65% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
6.65
Original Face
0
Shares Par Value
1730000.00
Base Market Value
1557000.00
Base Total Cost
1469075.00
Base Unrealized Gain Loss
87925.00
Base Accrued Interest
9587.08
Local Market Value
1557000.00
Local Total Cost Amount
1469075.00
Local Unrealized Gain Loss
87925.00
Local Accrued Interest
9587.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SIRIUS INTERNATIONAL GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS INTERNATIONAL GRP
Security Description
1% 29 May 2049
Maturity Date
2049-05-29T00:00:00.000
Interest Rate
7.506
Original Face
0
Shares Par Value
1315000.00
Base Market Value
1319931.25
Base Total Cost
1148836.90
Base Unrealized Gain Loss
171094.35
Base Accrued Interest
274.18
Local Market Value
1319931.25
Local Total Cost Amount
1148836.90
Local Unrealized Gain Loss
171094.35
Local Accrued Interest
274.18
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
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
7.6% 15 Sep 2039
Maturity Date
2039-09-15T00:00:00.000
Interest Rate
7.6
Original Face
0
Shares Par Value
2305000.00
Base Market Value
2143650.00
Base Total Cost
2163025.00
Base Unrealized Gain Loss
-19375.00
Base Accrued Interest
51580.78
Local Market Value
2143650.00
Local Total Cost Amount
2163025.00
Local Unrealized Gain Loss
-19375.00
Local Accrued Interest
51580.78
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
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: NGPL PIPECO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGPL PIPECO LLC
Security Description
7.768% 15 Dec 2037
Maturity Date
2037-12-15T00:00:00.000
Interest Rate
7.768
Original Face
0
Shares Par Value
485000.00
Base Market Value
577150.00
Base Total Cost
480279.39
Base Unrealized Gain Loss
96870.61
Base Accrued Interest
1674.44
Local Market Value
577150.00
Local Total Cost Amount
480279.39
Local Unrealized Gain Loss
96870.61
Local Accrued Interest
1674.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
8.45% 15 Jun 2018
Maturity Date
2018-06-15T00:00:00.000
Interest Rate
8.45
Original Face
0
Shares Par Value
1155000.00
Base Market Value
1216215.00
Base Total Cost
1177852.20
Base Unrealized Gain Loss
38362.80
Base Accrued Interest
4337.67
Local Market Value
1216215.00
Local Total Cost Amount
1177852.20
Local Unrealized Gain Loss
38362.80
Local Accrued Interest
4337.67
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
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: OWENS CORNING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS CORNING
Security Description
9% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
207000.00
Base Market Value
232220.88
Base Total Cost
251597.94
Base Unrealized Gain Loss
-19377.06
Base Accrued Interest
828.00
Local Market Value
232220.88
Local Total Cost Amount
251597.94
Local Unrealized Gain Loss
-19377.06
Local Accrued Interest
828.00
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: MECCANICA HOLDINGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MECCANICA HOLDINGS USA
Security Description
7.375% 15 Jul 2039
Maturity Date
2039-07-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
4500000.00
Base Market Value
5400000.00
Base Total Cost
3948750.00
Base Unrealized Gain Loss
1451250.00
Base Accrued Interest
153031.25
Local Market Value
5400000.00
Local Total Cost Amount
3948750.00
Local Unrealized Gain Loss
1451250.00
Local Accrued Interest
153031.25
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
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: KB HOME
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KB HOME
Security Description
9.1% 15 Sep 2017
Maturity Date
2017-09-15T00:00:00.000
Interest Rate
9.1
Original Face
0
Shares Par Value
400000.00
Base Market Value
405000.00
Base Total Cost
410922.01
Base Unrealized Gain Loss
-5922.01
Base Accrued Interest
10717.78
Local Market Value
405000.00
Local Total Cost Amount
410922.01
Local Unrealized Gain Loss
-5922.01
Local Accrued Interest
10717.78
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
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: EDP FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDP FINANCE BV
Security Description
4.9% 01 Oct 2019
Maturity Date
2019-10-01T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3150150.00
Base Total Cost
2771250.00
Base Unrealized Gain Loss
378900.00
Base Accrued Interest
36750.00
Local Market Value
3150150.00
Local Total Cost Amount
2771250.00
Local Unrealized Gain Loss
378900.00
Local Accrued Interest
36750.00
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
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: JEFFERIES GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES GROUP LLC
Security Description
3.875% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
70000.00
Base Market Value
70262.50
Base Total Cost
67937.50
Base Unrealized Gain Loss
2325.00
Base Accrued Interest
452.08
Local Market Value
70262.50
Local Total Cost Amount
67937.50
Local Unrealized Gain Loss
2325.00
Local Accrued Interest
452.08
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
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: CB LEAR CORPORATION B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CB LEAR CORPORATION B
Security Description
8.75% 01 Dec 2016
Maturity Date
2016-12-01T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
1050000.00
Base Market Value
0.00
Base Total Cost
0.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
8% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
791000.00
Base Market Value
968975.00
Base Total Cost
635912.77
Base Unrealized Gain Loss
333062.23
Base Accrued Interest
10546.67
Local Market Value
968975.00
Local Total Cost Amount
635912.77
Local Unrealized Gain Loss
333062.23
Local Accrued Interest
10546.67
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
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
8.75% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
75000.00
Base Market Value
88125.00
Base Total Cost
80541.67
Base Unrealized Gain Loss
7583.33
Base Accrued Interest
2479.17
Local Market Value
88125.00
Local Total Cost Amount
80541.67
Local Unrealized Gain Loss
7583.33
Local Accrued Interest
2479.17
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: JC PENNEY CORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JC PENNEY CORP INC
Security Description
5.65% 01 Jun 2020
Maturity Date
2020-06-01T00:00:00.000
Interest Rate
5.65
Original Face
0
Shares Par Value
365000.00
Base Market Value
359068.75
Base Total Cost
345837.50
Base Unrealized Gain Loss
13231.25
Base Accrued Interest
1718.54
Local Market Value
359068.75
Local Total Cost Amount
345837.50
Local Unrealized Gain Loss
13231.25
Local Accrued Interest
1718.54
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: R.R. DONNELLEY + SONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
R.R. DONNELLEY + SONS
Security Description
7.625% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
2274000.00
Base Market Value
2529825.00
Base Total Cost
2264503.80
Base Unrealized Gain Loss
265321.20
Base Accrued Interest
7706.33
Local Market Value
2529825.00
Local Total Cost Amount
2264503.80
Local Unrealized Gain Loss
265321.20
Local Accrued Interest
7706.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WINDSTREAM SERVICES LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WINDSTREAM SERVICES LLC
Security Description
7.75% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
545000.00
Base Market Value
549087.50
Base Total Cost
504437.50
Base Unrealized Gain Loss
44650.00
Base Accrued Interest
8916.80
Local Market Value
549087.50
Local Total Cost Amount
504437.50
Local Unrealized Gain Loss
44650.00
Local Accrued Interest
8916.80
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
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: ALLEGHENY TECHNOLOGIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGHENY TECHNOLOGIES
Security Description
5.95% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
975000.00
Base Market Value
977437.50
Base Total Cost
969750.00
Base Unrealized Gain Loss
7687.50
Base Accrued Interest
26849.38
Local Market Value
977437.50
Local Total Cost Amount
969750.00
Local Unrealized Gain Loss
7687.50
Local Accrued Interest
26849.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
6.625% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
6.625
Original Face
3785000.00
Shares Par Value
2263088.50
Base Market Value
2212169.01
Base Total Cost
1994045.17
Base Unrealized Gain Loss
218123.84
Base Accrued Interest
19157.67
Local Market Value
2212169.01
Local Total Cost Amount
1994045.17
Local Unrealized Gain Loss
218123.84
Local Accrued Interest
19157.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
7.5% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
5525000.00
Base Market Value
6360656.25
Base Total Cost
5605290.40
Base Unrealized Gain Loss
755365.85
Base Accrued Interest
156541.67
Local Market Value
6360656.25
Local Total Cost Amount
5605290.40
Local Unrealized Gain Loss
755365.85
Local Accrued Interest
156541.67
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
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
6.5% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
4193000.00
Base Market Value
4575611.25
Base Total Cost
4532563.37
Base Unrealized Gain Loss
43047.88
Base Accrued Interest
102961.44
Local Market Value
4575611.25
Local Total Cost Amount
4532563.37
Local Unrealized Gain Loss
43047.88
Local Accrued Interest
102961.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: NEWFIELD EXPLORATION CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWFIELD EXPLORATION CO
Security Description
5.75% 30 Jan 2022
Maturity Date
2022-01-30T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
285000.00
Base Market Value
299962.50
Base Total Cost
299916.89
Base Unrealized Gain Loss
45.61
Base Accrued Interest
6873.65
Local Market Value
299962.50
Local Total Cost Amount
299916.89
Local Unrealized Gain Loss
45.61
Local Accrued Interest
6873.65
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
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: PULTE GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PULTE GROUP INC
Security Description
6% 15 Feb 2035
Maturity Date
2035-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
910000.00
Base Market Value
912275.00
Base Total Cost
765075.00
Base Unrealized Gain Loss
147200.00
Base Accrued Interest
20626.66
Local Market Value
912275.00
Local Total Cost Amount
765075.00
Local Unrealized Gain Loss
147200.00
Local Accrued Interest
20626.66
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: HERCULES LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERCULES LLC
Security Description
6.5% 30 Jun 2029
Maturity Date
2029-06-30T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
760000.00
Base Market Value
763800.00
Base Total Cost
679525.00
Base Unrealized Gain Loss
84275.00
Base Accrued Interest
137.22
Local Market Value
763800.00
Local Total Cost Amount
679525.00
Local Unrealized Gain Loss
84275.00
Local Accrued Interest
137.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: NINE WEST HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NINE WEST HOLDIN
Security Description
6.125% 15 Nov 2034
Maturity Date
2034-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
4365000.00
Base Market Value
807525.00
Base Total Cost
3503690.31
Base Unrealized Gain Loss
-2696165.31
Base Accrued Interest
34162.19
Local Market Value
807525.00
Local Total Cost Amount
3503690.31
Local Unrealized Gain Loss
-2696165.31
Local Accrued Interest
34162.19
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
Ca
S And P Quality Rating
C
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TELECOM ITALIA CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELECOM ITALIA CAPITAL
Security Description
6% 30 Sep 2034
Maturity Date
2034-09-30T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1380000.00
Base Market Value
1459156.80
Base Total Cost
1259464.93
Base Unrealized Gain Loss
199691.87
Base Accrued Interest
20930.00
Local Market Value
1459156.80
Local Total Cost Amount
1259464.93
Local Unrealized Gain Loss
199691.87
Local Accrued Interest
20930.00
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
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: ANDEAVOR LOGIS LP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANDEAVOR LOGIS LP/CORP
Security Description
6.25% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
420000.00
Base Market Value
446250.00
Base Total Cost
420000.00
Base Unrealized Gain Loss
26250.00
Base Accrued Interest
5541.67
Local Market Value
446250.00
Local Total Cost Amount
420000.00
Local Unrealized Gain Loss
26250.00
Local Accrued Interest
5541.67
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
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: ROYAL BANK OF CANADA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL BANK OF CANADA
Security Description
1.625% 15 Apr 2019
Maturity Date
2019-04-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
2280000.00
Base Market Value
2270150.40
Base Total Cost
2269540.64
Base Unrealized Gain Loss
609.76
Base Accrued Interest
7821.66
Local Market Value
2270150.40
Local Total Cost Amount
2269540.64
Local Unrealized Gain Loss
609.76
Local Accrued Interest
7821.66
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
A1
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: CHEMOURS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHEMOURS CO
Security Description
6.625% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
120000.00
Base Market Value
126900.00
Base Total Cost
119949.58
Base Unrealized Gain Loss
6950.42
Base Accrued Interest
1015.83
Local Market Value
126900.00
Local Total Cost Amount
119949.58
Local Unrealized Gain Loss
6950.42
Local Accrued Interest
1015.83
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
B+
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
5.875% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
75000.00
Base Market Value
79875.00
Base Total Cost
73500.00
Base Unrealized Gain Loss
6375.00
Base Accrued Interest
1297.39
Local Market Value
79875.00
Local Total Cost Amount
73500.00
Local Unrealized Gain Loss
6375.00
Local Accrued Interest
1297.39
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
6.875% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1531000.00
Base Market Value
1519517.50
Base Total Cost
1518017.12
Base Unrealized Gain Loss
1500.38
Base Accrued Interest
48534.82
Local Market Value
1519517.50
Local Total Cost Amount
1518017.12
Local Unrealized Gain Loss
1500.38
Local Accrued Interest
48534.82
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
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
1.12176
Original Face
0
Shares Par Value
33447818.01
Base Market Value
33447818.01
Base Total Cost
33447818.01
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
33447818.01
Local Total Cost Amount
33447818.01
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERVICEMASTER COMPANY LL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICEMASTER COMPANY LL
Security Description
7.45% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
7.45
Original Face
0
Shares Par Value
1263000.00
Base Market Value
1379827.50
Base Total Cost
1146662.50
Base Unrealized Gain Loss
233165.00
Base Accrued Interest
35546.43
Local Market Value
1379827.50
Local Total Cost Amount
1146662.50
Local Unrealized Gain Loss
233165.00
Local Accrued Interest
35546.43
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
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: SPRINT COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT COMMUNICATIONS
Security Description
9.25% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
1420000.00
Base Market Value
1760800.00
Base Total Cost
1593950.00
Base Unrealized Gain Loss
166850.00
Base Accrued Interest
27729.44
Local Market Value
1760800.00
Local Total Cost Amount
1593950.00
Local Unrealized Gain Loss
166850.00
Local Accrued Interest
27729.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: QWEST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QWEST CORP
Security Description
7.25% 15 Oct 2035
Maturity Date
2035-10-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
2028000.00
Base Market Value
2024653.80
Base Total Cost
1896146.20
Base Unrealized Gain Loss
128507.60
Base Accrued Interest
31039.67
Local Market Value
2024653.80
Local Total Cost Amount
1896146.20
Local Unrealized Gain Loss
128507.60
Local Accrued Interest
31039.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW ALBERTSONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ALBERTSONS INC
Security Description
6.625% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
395000.00
Base Market Value
359450.00
Base Total Cost
348500.00
Base Unrealized Gain Loss
10950.00
Base Accrued Interest
2180.72
Local Market Value
359450.00
Local Total Cost Amount
348500.00
Local Unrealized Gain Loss
10950.00
Local Accrued Interest
2180.72
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
WR
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: QWEST CAPITAL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QWEST CAPITAL FUNDING
Security Description
6.875% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
669000.00
Base Market Value
636459.84
Base Total Cost
648930.00
Base Unrealized Gain Loss
-12470.16
Base Accrued Interest
21208.22
Local Market Value
636459.84
Local Total Cost Amount
648930.00
Local Unrealized Gain Loss
-12470.16
Local Accrued Interest
21208.22
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
WR
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: NEW ALBERTSONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ALBERTSONS INC
Security Description
7.75% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
1570000.00
Base Market Value
1573925.00
Base Total Cost
1525687.50
Base Unrealized Gain Loss
48237.50
Base Accrued Interest
5407.79
Local Market Value
1573925.00
Local Total Cost Amount
1525687.50
Local Unrealized Gain Loss
48237.50
Local Accrued Interest
5407.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
WR
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW ALBERTSONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ALBERTSONS INC
Security Description
7.45% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
7.45
Original Face
0
Shares Par Value
7177000.00
Base Market Value
6961690.00
Base Total Cost
7015952.50
Base Unrealized Gain Loss
-54262.50
Base Accrued Interest
222786.04
Local Market Value
6961690.00
Local Total Cost Amount
7015952.50
Local Unrealized Gain Loss
-54262.50
Local Accrued Interest
222786.04
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
WR
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW ALBERTSONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ALBERTSONS INC
Security Description
8.7% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
8.7
Original Face
0
Shares Par Value
740000.00
Base Market Value
754800.00
Base Total Cost
735337.50
Base Unrealized Gain Loss
19462.50
Base Accrued Interest
10730.00
Local Market Value
754800.00
Local Total Cost Amount
735337.50
Local Unrealized Gain Loss
19462.50
Local Accrued Interest
10730.00
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
WR
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPRINT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CAPITAL CORP
Security Description
6.875% 15 Nov 2028
Maturity Date
2028-11-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1330000.00
Base Market Value
1478388.10
Base Total Cost
1226209.34
Base Unrealized Gain Loss
252178.76
Base Accrued Interest
11683.68
Local Market Value
1478388.10
Local Total Cost Amount
1226209.34
Local Unrealized Gain Loss
252178.76
Local Accrued Interest
11683.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SAFEWAY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAFEWAY INC
Security Description
7.25% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
85000.00
Base Market Value
79900.00
Base Total Cost
82875.00
Base Unrealized Gain Loss
-2975.00
Base Accrued Interest
2567.71
Local Market Value
79900.00
Local Total Cost Amount
82875.00
Local Unrealized Gain Loss
-2975.00
Local Accrued Interest
2567.71
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
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: NEW ALBERTSONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ALBERTSONS INC
Security Description
8% 01 May 2031
Maturity Date
2031-05-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
2950000.00
Base Market Value
2920500.00
Base Total Cost
2929700.00
Base Unrealized Gain Loss
-9200.00
Base Accrued Interest
39333.34
Local Market Value
2920500.00
Local Total Cost Amount
2929700.00
Local Unrealized Gain Loss
-9200.00
Local Accrued Interest
39333.34
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
WR
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: QWEST CAPITAL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QWEST CAPITAL FUNDING
Security Description
7.75% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
808000.00
Base Market Value
767826.24
Base Total Cost
830853.89
Base Unrealized Gain Loss
-63027.65
Base Accrued Interest
23656.44
Local Market Value
767826.24
Local Total Cost Amount
830853.89
Local Unrealized Gain Loss
-63027.65
Local Accrued Interest
23656.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
WR
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
6.875% 15 Nov 2031
Maturity Date
2031-11-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1097000.00
Base Market Value
1009240.00
Base Total Cost
943467.50
Base Unrealized Gain Loss
65772.50
Base Accrued Interest
9636.84
Local Market Value
1009240.00
Local Total Cost Amount
943467.50
Local Unrealized Gain Loss
65772.50
Local Accrued Interest
9636.84
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
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: SPRINT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CAPITAL CORP
Security Description
8.75% 15 Mar 2032
Maturity Date
2032-03-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
615000.00
Base Market Value
774900.00
Base Total Cost
570769.32
Base Unrealized Gain Loss
204130.68
Base Accrued Interest
15844.79
Local Market Value
774900.00
Local Total Cost Amount
570769.32
Local Unrealized Gain Loss
204130.68
Local Accrued Interest
15844.79
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: FORD MOTOR COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR COMPANY
Security Description
FRAC CUSIP 345370860
Interest Rate
0
Original Face
0
Shares Par Value
61500.00
Base Market Value
0.00
Base Total Cost
4.99
Base Unrealized Gain Loss
-4.99
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
4.99
Local Unrealized Gain Loss
-4.99
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
Direct Group Trust Holding
Direct
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