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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: WIDEOPENWEST FIN/CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WIDEOPENWEST FIN/CAPITAL
Security Description
10.25% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
10.25
Original Face
0
Shares Par Value
1454000.00
Base Market Value
1497620.00
Base Total Cost
1524899.81
Base Unrealized Gain Loss
-27279.81
Base Accrued Interest
68721.66
Local Market Value
1497620.00
Local Total Cost Amount
1524899.81
Local Unrealized Gain Loss
-27279.81
Local Accrued Interest
68721.66
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
FINANCE
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: EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMC CORP
Security Description
2.65% 01 Jun 2020
Maturity Date
2020-06-01T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
3385000.00
Base Market Value
3321463.55
Base Total Cost
3296490.85
Base Unrealized Gain Loss
24972.70
Base Accrued Interest
7475.21
Local Market Value
3321463.55
Local Total Cost Amount
3296490.85
Local Unrealized Gain Loss
24972.70
Local Accrued Interest
7475.21
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: SINCLAIR TELEVISION GROU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SINCLAIR TELEVISION GROU
Security Description
5.375% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
305000.00
Base Market Value
313387.50
Base Total Cost
313462.50
Base Unrealized Gain Loss
-75.00
Base Accrued Interest
4098.44
Local Market Value
313387.50
Local Total Cost Amount
313462.50
Local Unrealized Gain Loss
-75.00
Local Accrued Interest
4098.44
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
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: IHEARTCOMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IHEARTCOMMUNICATIONS INC
Security Description
11.25% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
11.25
Original Face
0
Shares Par Value
1778000.00
Base Market Value
1340167.50
Base Total Cost
1854245.96
Base Unrealized Gain Loss
-514078.46
Base Accrued Interest
66675.00
Local Market Value
1340167.50
Local Total Cost Amount
1854245.96
Local Unrealized Gain Loss
-514078.46
Local Accrued Interest
66675.00
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
615000.00
Base Market Value
587325.00
Base Total Cost
523886.43
Base Unrealized Gain Loss
63438.57
Base Accrued Interest
5853.75
Local Market Value
587325.00
Local Total Cost Amount
523886.43
Local Unrealized Gain Loss
63438.57
Local Accrued Interest
5853.75
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
2205000.00
Base Market Value
2265637.50
Base Total Cost
2178459.27
Base Unrealized Gain Loss
87178.23
Base Accrued Interest
43012.82
Local Market Value
2265637.50
Local Total Cost Amount
2178459.27
Local Unrealized Gain Loss
87178.23
Local Accrued Interest
43012.82
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
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: STATION CASINOS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATION CASINOS LLC
Security Description
7.5% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
578000.00
Base Market Value
601120.00
Base Total Cost
582313.05
Base Unrealized Gain Loss
18806.95
Base Accrued Interest
14450.00
Local Market Value
601120.00
Local Total Cost Amount
582313.05
Local Unrealized Gain Loss
18806.95
Local Accrued Interest
14450.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AVIS BUDGET CAR/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIS BUDGET CAR/FINANCE
Security Description
5.5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
405000.00
Base Market Value
402468.75
Base Total Cost
397062.29
Base Unrealized Gain Loss
5406.46
Base Accrued Interest
5580.97
Local Market Value
402468.75
Local Total Cost Amount
397062.29
Local Unrealized Gain Loss
5406.46
Local Accrued Interest
5580.97
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
6% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
2205000.00
Base Market Value
2342812.50
Base Total Cost
2348837.50
Base Unrealized Gain Loss
-6025.00
Base Accrued Interest
49993.36
Local Market Value
2342812.50
Local Total Cost Amount
2348837.50
Local Unrealized Gain Loss
-6025.00
Local Accrued Interest
49993.36
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
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: EDGEWELL PERSONAL CARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDGEWELL PERSONAL CARE
Security Description
4.7% 19 May 2021
Maturity Date
2021-05-19T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
1567000.00
Base Market Value
1668855.00
Base Total Cost
1598830.45
Base Unrealized Gain Loss
70024.55
Base Accrued Interest
8592.38
Local Market Value
1668855.00
Local Total Cost Amount
1598830.45
Local Unrealized Gain Loss
70024.55
Local Accrued Interest
8592.38
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
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: BALL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BALL CORP
Security Description
5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1485000.00
Base Market Value
1585237.50
Base Total Cost
1577325.00
Base Unrealized Gain Loss
7912.50
Base Accrued Interest
21873.61
Local Market Value
1585237.50
Local Total Cost Amount
1577325.00
Local Unrealized Gain Loss
7912.50
Local Accrued Interest
21873.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HUGHES SATELLITE SYSTEMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUGHES SATELLITE SYSTEMS
Security Description
6.5% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
961000.00
Base Market Value
1037880.00
Base Total Cost
1061571.95
Base Unrealized Gain Loss
-23691.95
Base Accrued Interest
2790.66
Local Market Value
1037880.00
Local Total Cost Amount
1061571.95
Local Unrealized Gain Loss
-23691.95
Local Accrued Interest
2790.66
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
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BILL BARRETT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BILL BARRETT CORP
Security Description
7% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1748000.00
Base Market Value
1477060.00
Base Total Cost
1672558.75
Base Unrealized Gain Loss
-195498.75
Base Accrued Interest
25831.56
Local Market Value
1477060.00
Local Total Cost Amount
1672558.75
Local Unrealized Gain Loss
-195498.75
Local Accrued Interest
25831.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
7.75% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
605000.00
Base Market Value
710118.75
Base Total Cost
714300.00
Base Unrealized Gain Loss
-4181.25
Base Accrued Interest
13820.83
Local Market Value
710118.75
Local Total Cost Amount
714300.00
Local Unrealized Gain Loss
-4181.25
Local Accrued Interest
13820.83
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: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
6.5% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1220000.00
Base Market Value
1194075.00
Base Total Cost
1147110.89
Base Unrealized Gain Loss
46964.11
Base Accrued Interest
3540.69
Local Market Value
1194075.00
Local Total Cost Amount
1147110.89
Local Unrealized Gain Loss
46964.11
Local Accrued Interest
3540.69
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: EDGEWELL PERSONAL CARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDGEWELL PERSONAL CARE
Security Description
4.7% 24 May 2022
Maturity Date
2022-05-24T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
1570000.00
Base Market Value
1675975.00
Base Total Cost
1615014.20
Base Unrealized Gain Loss
60960.80
Base Accrued Interest
7583.97
Local Market Value
1675975.00
Local Total Cost Amount
1615014.20
Local Unrealized Gain Loss
60960.80
Local Accrued Interest
7583.97
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
6.25% 01 Nov 2018
Maturity Date
2018-11-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1775000.00
Base Market Value
1872625.00
Base Total Cost
1902806.37
Base Unrealized Gain Loss
-30181.37
Base Accrued Interest
18489.58
Local Market Value
1872625.00
Local Total Cost Amount
1902806.37
Local Unrealized Gain Loss
-30181.37
Local Accrued Interest
18489.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
7.125% 15 Jul 2020
Maturity Date
2020-07-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
385000.00
Base Market Value
374893.75
Base Total Cost
367712.50
Base Unrealized Gain Loss
7181.25
Base Accrued Interest
12664.68
Local Market Value
374893.75
Local Total Cost Amount
367712.50
Local Unrealized Gain Loss
7181.25
Local Accrued Interest
12664.68
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
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
6.875% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
6.875
Original Face
1290000.00
Shares Par Value
836094.78
Base Market Value
859087.39
Base Total Cost
855608.47
Base Unrealized Gain Loss
3478.92
Base Accrued Interest
21715.24
Local Market Value
859087.39
Local Total Cost Amount
855608.47
Local Unrealized Gain Loss
3478.92
Local Accrued Interest
21715.24
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5.75% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1635000.00
Base Market Value
1667700.00
Base Total Cost
1612173.98
Base Unrealized Gain Loss
55526.02
Base Accrued Interest
35541.38
Local Market Value
1667700.00
Local Total Cost Amount
1612173.98
Local Unrealized Gain Loss
55526.02
Local Accrued Interest
35541.38
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
7.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
725000.00
Base Market Value
603562.50
Base Total Cost
617272.90
Base Unrealized Gain Loss
-13710.40
Base Accrued Interest
23819.26
Local Market Value
603562.50
Local Total Cost Amount
617272.90
Local Unrealized Gain Loss
-13710.40
Local Accrued Interest
23819.26
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: 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
2525000.00
Base Market Value
2599235.00
Base Total Cost
2561187.50
Base Unrealized Gain Loss
38047.50
Base Accrued Interest
33508.85
Local Market Value
2599235.00
Local Total Cost Amount
2561187.50
Local Unrealized Gain Loss
38047.50
Local Accrued Interest
33508.85
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
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
4.5% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
508125.00
Base Total Cost
500812.50
Base Unrealized Gain Loss
7312.50
Base Accrued Interest
5625.00
Local Market Value
508125.00
Local Total Cost Amount
500812.50
Local Unrealized Gain Loss
7312.50
Local Accrued Interest
5625.00
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: TRONOX FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRONOX FINANCE LLC
Security Description
6.375% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1285000.00
Base Market Value
1288212.50
Base Total Cost
1227349.63
Base Unrealized Gain Loss
60862.87
Base Accrued Interest
30947.08
Local Market Value
1288212.50
Local Total Cost Amount
1227349.63
Local Unrealized Gain Loss
60862.87
Local Accrued Interest
30947.08
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: HUB INTERNATIONAL LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUB INTERNATIONAL LTD
Security Description
7.875% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1270000.00
Base Market Value
1323975.00
Base Total Cost
1269957.61
Base Unrealized Gain Loss
54017.39
Base Accrued Interest
25003.13
Local Market Value
1323975.00
Local Total Cost Amount
1269957.61
Local Unrealized Gain Loss
54017.39
Local Accrued Interest
25003.13
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
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: PLASTIPAK HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLASTIPAK HOLDINGS INC
Security Description
6.5% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1660000.00
Base Market Value
1713950.00
Base Total Cost
1665600.00
Base Unrealized Gain Loss
48350.00
Base Accrued Interest
26975.00
Local Market Value
1713950.00
Local Total Cost Amount
1665600.00
Local Unrealized Gain Loss
48350.00
Local Accrued Interest
26975.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
9433372.17
Base Market Value
9433372.17
Base Total Cost
9433372.17
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
9433372.17
Local Total Cost Amount
9433372.17
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
6.75% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
2250000.00
Base Market Value
2137500.00
Base Total Cost
2424312.03
Base Unrealized Gain Loss
-286812.03
Base Accrued Interest
57375.00
Local Market Value
2137500.00
Local Total Cost Amount
2424312.03
Local Unrealized Gain Loss
-286812.03
Local Accrued Interest
57375.00
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
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: RENT A CENTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RENT A CENTER INC
Security Description
6.625% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
170000.00
Base Market Value
159375.00
Base Total Cost
176188.00
Base Unrealized Gain Loss
-16813.00
Base Accrued Interest
1439.10
Local Market Value
159375.00
Local Total Cost Amount
176188.00
Local Unrealized Gain Loss
-16813.00
Local Accrued Interest
1439.10
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
745000.00
Shares Par Value
445442.78
Base Market Value
435420.32
Base Total Cost
467256.72
Base Unrealized Gain Loss
-31836.40
Base Accrued Interest
3770.80
Local Market Value
435420.32
Local Total Cost Amount
467256.72
Local Unrealized Gain Loss
-31836.40
Local Accrued Interest
3770.80
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: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.5% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
445000.00
Base Market Value
431650.00
Base Total Cost
460810.59
Base Unrealized Gain Loss
-29160.59
Base Accrued Interest
4820.82
Local Market Value
431650.00
Local Total Cost Amount
460810.59
Local Unrealized Gain Loss
-29160.59
Local Accrued Interest
4820.82
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
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: SESI LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SESI LLC
Security Description
6.375% 01 May 2019
Maturity Date
2019-05-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
155000.00
Base Market Value
153062.50
Base Total Cost
153837.50
Base Unrealized Gain Loss
-775.00
Base Accrued Interest
1646.87
Local Market Value
153062.50
Local Total Cost Amount
153837.50
Local Unrealized Gain Loss
-775.00
Local Accrued Interest
1646.87
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.875% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
2940000.00
Base Market Value
2568825.00
Base Total Cost
3017156.23
Base Unrealized Gain Loss
-448331.23
Base Accrued Interest
84218.74
Local Market Value
2568825.00
Local Total Cost Amount
3017156.23
Local Unrealized Gain Loss
-448331.23
Local Accrued Interest
84218.74
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: STANDARD INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STANDARD INDUSTRIES INC
Security Description
5.375% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2370000.00
Base Market Value
2497387.50
Base Total Cost
2418188.76
Base Unrealized Gain Loss
79198.74
Base Accrued Interest
16277.29
Local Market Value
2497387.50
Local Total Cost Amount
2418188.76
Local Unrealized Gain Loss
79198.74
Local Accrued Interest
16277.29
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
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5% 26 Oct 2020
Maturity Date
2020-10-26T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
530000.00
Base Market Value
549875.00
Base Total Cost
528856.65
Base Unrealized Gain Loss
21018.35
Base Accrued Interest
4784.72
Local Market Value
549875.00
Local Total Cost Amount
528856.65
Local Unrealized Gain Loss
21018.35
Local Accrued Interest
4784.72
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
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: 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
35000.00
Base Market Value
38937.50
Base Total Cost
36881.25
Base Unrealized Gain Loss
2056.25
Base Accrued Interest
110.83
Local Market Value
38937.50
Local Total Cost Amount
36881.25
Local Unrealized Gain Loss
2056.25
Local Accrued Interest
110.83
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
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: SPRINT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CORP
Security Description
7.25% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
2880000.00
Base Market Value
3200400.00
Base Total Cost
2707877.64
Base Unrealized Gain Loss
492522.36
Base Accrued Interest
61480.00
Local Market Value
3200400.00
Local Total Cost Amount
2707877.64
Local Unrealized Gain Loss
492522.36
Local Accrued Interest
61480.00
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
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1450000.00
Base Market Value
1529460.00
Base Total Cost
1475768.88
Base Unrealized Gain Loss
53691.12
Base Accrued Interest
32473.96
Local Market Value
1529460.00
Local Total Cost Amount
1475768.88
Local Unrealized Gain Loss
53691.12
Local Accrued Interest
32473.96
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
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: 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
155000.00
Base Market Value
151512.50
Base Total Cost
147743.92
Base Unrealized Gain Loss
3768.58
Base Accrued Interest
4557.86
Local Market Value
151512.50
Local Total Cost Amount
147743.92
Local Unrealized Gain Loss
3768.58
Local Accrued Interest
4557.86
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
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: 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
475000.00
Base Market Value
506810.75
Base Total Cost
441681.25
Base Unrealized Gain Loss
65129.50
Base Accrued Interest
3565.80
Local Market Value
506810.75
Local Total Cost Amount
441681.25
Local Unrealized Gain Loss
65129.50
Local Accrued Interest
3565.80
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
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: TERRAFORM POWER OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TERRAFORM POWER OPERATIN
Security Description
1% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1410000.00
Base Market Value
1466400.00
Base Total Cost
1447468.39
Base Unrealized Gain Loss
18931.61
Base Accrued Interest
37453.14
Local Market Value
1466400.00
Local Total Cost Amount
1447468.39
Local Unrealized Gain Loss
18931.61
Local Accrued Interest
37453.14
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
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
6.625% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1861000.00
Base Market Value
1974409.34
Base Total Cost
1861000.00
Base Unrealized Gain Loss
113409.34
Base Accrued Interest
30822.81
Local Market Value
1974409.34
Local Total Cost Amount
1861000.00
Local Unrealized Gain Loss
113409.34
Local Accrued Interest
30822.81
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
TELEPHONE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1180000.00
Base Market Value
1215400.00
Base Total Cost
1180000.00
Base Unrealized Gain Loss
35400.00
Base Accrued Interest
8104.31
Local Market Value
1215400.00
Local Total Cost Amount
1180000.00
Local Unrealized Gain Loss
35400.00
Local Accrued Interest
8104.31
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SUBURBAN PROPANE PARTNRS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUBURBAN PROPANE PARTNRS
Security Description
5.75% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
620000.00
Base Market Value
613800.00
Base Total Cost
619775.00
Base Unrealized Gain Loss
-5975.00
Base Accrued Interest
11883.33
Local Market Value
613800.00
Local Total Cost Amount
619775.00
Local Unrealized Gain Loss
-5975.00
Local Accrued Interest
11883.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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
4.125% 13 Feb 2022
Maturity Date
2022-02-13T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1295000.00
Base Market Value
1327375.00
Base Total Cost
1272419.38
Base Unrealized Gain Loss
54955.62
Base Accrued Interest
20477.19
Local Market Value
1327375.00
Local Total Cost Amount
1272419.38
Local Unrealized Gain Loss
54955.62
Local Accrued Interest
20477.19
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: USG CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
USG CORP
Security Description
5.5% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1310000.00
Base Market Value
1391875.00
Base Total Cost
1321196.35
Base Unrealized Gain Loss
70678.65
Base Accrued Interest
24016.66
Local Market Value
1391875.00
Local Total Cost Amount
1321196.35
Local Unrealized Gain Loss
70678.65
Local Accrued Interest
24016.66
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
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENVISION HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENVISION HEALTHCARE CORP
Security Description
5.625% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
2675000.00
Base Market Value
2771968.75
Base Total Cost
2725916.56
Base Unrealized Gain Loss
46052.19
Base Accrued Interest
69382.83
Local Market Value
2771968.75
Local Total Cost Amount
2725916.56
Local Unrealized Gain Loss
46052.19
Local Accrued Interest
69382.83
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: PETSMART INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETSMART INC
Security Description
7.125% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1410000.00
Base Market Value
1254900.00
Base Total Cost
1481887.50
Base Unrealized Gain Loss
-226987.50
Base Accrued Interest
29580.63
Local Market Value
1254900.00
Local Total Cost Amount
1481887.50
Local Unrealized Gain Loss
-226987.50
Local Accrued Interest
29580.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: PILGRIM S PRIDE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PILGRIM S PRIDE CORP
Security Description
5.75% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
910000.00
Base Market Value
912275.00
Base Total Cost
910962.50
Base Unrealized Gain Loss
1312.50
Base Accrued Interest
15406.81
Local Market Value
912275.00
Local Total Cost Amount
910962.50
Local Unrealized Gain Loss
1312.50
Local Accrued Interest
15406.81
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
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: LAREDO PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAREDO PETROLEUM INC
Security Description
6.25% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1280000.00
Base Market Value
1270400.00
Base Total Cost
1280000.00
Base Unrealized Gain Loss
-9600.00
Base Accrued Interest
23555.56
Local Market Value
1270400.00
Local Total Cost Amount
1280000.00
Local Unrealized Gain Loss
-9600.00
Local Accrued Interest
23555.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
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