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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: VIRGIN MEDIA FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA FINANCE PLC
Security Description
5.75% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
200000.00
Base Market Value
207500.00
Base Total Cost
204750.00
Base Unrealized Gain Loss
2750.00
Base Accrued Interest
5302.78
Local Market Value
207500.00
Local Total Cost Amount
204750.00
Local Unrealized Gain Loss
2750.00
Local Accrued Interest
5302.78
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
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: TMS INTERNATIONAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TMS INTERNATIONAL CORP
Security Description
7.625% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1570000.00
Base Market Value
1589625.00
Base Total Cost
1550479.39
Base Unrealized Gain Loss
39145.61
Base Accrued Interest
25272.64
Local Market Value
1589625.00
Local Total Cost Amount
1550479.39
Local Unrealized Gain Loss
39145.61
Local Accrued Interest
25272.64
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: FIELDWOOD ENERGY LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIELDWOOD ENERGY LLC
Security Description
1% 30 Sep 2020
Maturity Date
2020-09-30T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1780000.00
Base Market Value
1001250.00
Base Total Cost
1733552.04
Base Unrealized Gain Loss
-732302.04
Base Accrued Interest
0
Local Market Value
1001250.00
Local Total Cost Amount
1733552.04
Local Unrealized Gain Loss
-732302.04
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEIMAN MARCUS GROUP LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEIMAN MARCUS GROUP LTD
Security Description
8.75% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
1995000.00
Base Market Value
957600.00
Base Total Cost
1871311.46
Base Unrealized Gain Loss
-913711.46
Base Accrued Interest
36852.10
Local Market Value
957600.00
Local Total Cost Amount
1871311.46
Local Unrealized Gain Loss
-913711.46
Local Accrued Interest
36852.10
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
Caa3
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: ENERGY TRANSFER EQUITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER EQUITY
Security Description
5.875% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1165000.00
Base Market Value
1234900.00
Base Total Cost
1200162.50
Base Unrealized Gain Loss
34737.50
Base Accrued Interest
31560.15
Local Market Value
1234900.00
Local Total Cost Amount
1200162.50
Local Unrealized Gain Loss
34737.50
Local Accrued Interest
31560.15
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
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.625% 01 Dec 2021
Maturity Date
2021-12-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1035000.00
Base Market Value
934087.50
Base Total Cost
900462.50
Base Unrealized Gain Loss
33625.00
Base Accrued Interest
4851.57
Local Market Value
934087.50
Local Total Cost Amount
900462.50
Local Unrealized Gain Loss
33625.00
Local Accrued Interest
4851.57
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Caa1
S And P Quality Rating
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
4.75% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1785000.00
Base Market Value
1615425.00
Base Total Cost
1544325.00
Base Unrealized Gain Loss
71100.00
Base Accrued Interest
14131.26
Local Market Value
1615425.00
Local Total Cost Amount
1544325.00
Local Unrealized Gain Loss
71100.00
Local Accrued Interest
14131.26
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
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: PRESTIGE BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRESTIGE BRANDS INC
Security Description
5.375% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1665000.00
Base Market Value
1717031.25
Base Total Cost
1635862.50
Base Unrealized Gain Loss
81168.75
Base Accrued Interest
3977.50
Local Market Value
1717031.25
Local Total Cost Amount
1635862.50
Local Unrealized Gain Loss
81168.75
Local Accrued Interest
3977.50
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
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: INGLES MARKETS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INGLES MARKETS INC
Security Description
5.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2650000.00
Base Market Value
2606937.50
Base Total Cost
2674773.85
Base Unrealized Gain Loss
-67836.35
Base Accrued Interest
6772.22
Local Market Value
2606937.50
Local Total Cost Amount
2674773.85
Local Unrealized Gain Loss
-67836.35
Local Accrued Interest
6772.22
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
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: ENDO FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO FINANCE LLC
Security Description
5.75% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
770000.00
Base Market Value
692846.00
Base Total Cost
770587.50
Base Unrealized Gain Loss
-77741.50
Base Accrued Interest
20415.69
Local Market Value
692846.00
Local Total Cost Amount
770587.50
Local Unrealized Gain Loss
-77741.50
Local Accrued Interest
20415.69
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
4.875% 17 Jun 2019
Maturity Date
2019-06-17T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1685000.00
Base Market Value
1752400.00
Base Total Cost
1675030.48
Base Unrealized Gain Loss
77369.52
Base Accrued Interest
3194.48
Local Market Value
1752400.00
Local Total Cost Amount
1675030.48
Local Unrealized Gain Loss
77369.52
Local Accrued Interest
3194.48
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
4.375% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
915000.00
Base Market Value
928725.00
Base Total Cost
912787.75
Base Unrealized Gain Loss
15937.25
Base Accrued Interest
0
Local Market Value
928725.00
Local Total Cost Amount
912787.75
Local Unrealized Gain Loss
15937.25
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
5.25% 31 Mar 2020
Maturity Date
2020-03-31T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
485000.00
Base Market Value
513493.75
Base Total Cost
488637.50
Base Unrealized Gain Loss
24856.25
Base Accrued Interest
6365.62
Local Market Value
513493.75
Local Total Cost Amount
488637.50
Local Unrealized Gain Loss
24856.25
Local Accrued Interest
6365.62
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
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: INTREPID AVIATION GRP HL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTREPID AVIATION GRP HL
Security Description
6.875% 15 Feb 2019
Maturity Date
2019-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1685000.00
Base Market Value
1634450.00
Base Total Cost
1540562.50
Base Unrealized Gain Loss
93887.50
Base Accrued Interest
43763.19
Local Market Value
1634450.00
Local Total Cost Amount
1540562.50
Local Unrealized Gain Loss
93887.50
Local Accrued Interest
43763.19
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PINNACLE FOODS FINANCE L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PINNACLE FOODS FINANCE L
Security Description
4.875% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1725000.00
Base Market Value
1759500.00
Base Total Cost
1729599.37
Base Unrealized Gain Loss
29900.63
Base Accrued Interest
14015.63
Local Market Value
1759500.00
Local Total Cost Amount
1729599.37
Local Unrealized Gain Loss
29900.63
Local Accrued Interest
14015.63
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
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: REGENCY ENERGY PART/FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGENCY ENERGY PART/FINA
Security Description
5.875% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
325000.00
Base Market Value
358013.50
Base Total Cost
319874.75
Base Unrealized Gain Loss
38138.75
Base Accrued Interest
6364.58
Local Market Value
358013.50
Local Total Cost Amount
319874.75
Local Unrealized Gain Loss
38138.75
Local Accrued Interest
6364.58
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
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: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
5.875% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
15000.00
Base Market Value
14625.00
Base Total Cost
15337.50
Base Unrealized Gain Loss
-712.50
Base Accrued Interest
293.75
Local Market Value
14625.00
Local Total Cost Amount
15337.50
Local Unrealized Gain Loss
-712.50
Local Accrued Interest
293.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
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% 15 Mar 2021
Maturity Date
2021-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
65000.00
Base Market Value
66787.50
Base Total Cost
64837.50
Base Unrealized Gain Loss
1950.00
Base Accrued Interest
1004.79
Local Market Value
66787.50
Local Total Cost Amount
64837.50
Local Unrealized Gain Loss
1950.00
Local Accrued Interest
1004.79
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
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: KENNEDY WILSON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KENNEDY WILSON INC
Security Description
5.875% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1965000.00
Base Market Value
2026406.25
Base Total Cost
2014325.00
Base Unrealized Gain Loss
12081.25
Base Accrued Interest
28860.92
Local Market Value
2026406.25
Local Total Cost Amount
2014325.00
Local Unrealized Gain Loss
12081.25
Local Accrued Interest
28860.92
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
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
5% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2230000.00
Base Market Value
2313625.00
Base Total Cost
2272848.20
Base Unrealized Gain Loss
40776.80
Base Accrued Interest
23538.89
Local Market Value
2313625.00
Local Total Cost Amount
2272848.20
Local Unrealized Gain Loss
40776.80
Local Accrued Interest
23538.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: WIND ACQUISITION FIN SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WIND ACQUISITION FIN SA
Security Description
7.375% 23 Apr 2021
Maturity Date
2021-04-23T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1165000.00
Base Market Value
1211600.00
Base Total Cost
1170595.31
Base Unrealized Gain Loss
41004.69
Base Accrued Interest
16229.09
Local Market Value
1211600.00
Local Total Cost Amount
1170595.31
Local Unrealized Gain Loss
41004.69
Local Accrued Interest
16229.09
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
4.875% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1780000.00
Base Market Value
1655400.00
Base Total Cost
1601468.85
Base Unrealized Gain Loss
53931.15
Base Accrued Interest
18319.16
Local Market Value
1655400.00
Local Total Cost Amount
1601468.85
Local Unrealized Gain Loss
53931.15
Local Accrued Interest
18319.16
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
ELECTRIC/GAS
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DENBURY RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DENBURY RESOURCES INC
Security Description
5.5% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1210000.00
Base Market Value
677600.00
Base Total Cost
1210000.00
Base Unrealized Gain Loss
-532400.00
Base Accrued Interest
11091.67
Local Market Value
677600.00
Local Total Cost Amount
1210000.00
Local Unrealized Gain Loss
-532400.00
Local Accrued Interest
11091.67
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
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: SFR GROUP SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SFR GROUP SA
Security Description
6.25% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1590000.00
Base Market Value
1679437.50
Base Total Cost
1679437.50
Base Unrealized Gain Loss
0
Base Accrued Interest
37541.67
Local Market Value
1679437.50
Local Total Cost Amount
1679437.50
Local Unrealized Gain Loss
0
Local Accrued Interest
37541.67
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
OTHER YANKEE
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
825000.00
Base Market Value
861093.75
Base Total Cost
839437.50
Base Unrealized Gain Loss
21656.25
Base Accrued Interest
5007.29
Local Market Value
861093.75
Local Total Cost Amount
839437.50
Local Unrealized Gain Loss
21656.25
Local Accrued Interest
5007.29
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BERRY PLASTICS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERRY PLASTICS CORP
Security Description
5.5% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2110000.00
Base Market Value
2197037.50
Base Total Cost
2121837.50
Base Unrealized Gain Loss
75200.00
Base Accrued Interest
14828.60
Local Market Value
2197037.50
Local Total Cost Amount
2121837.50
Local Unrealized Gain Loss
75200.00
Local Accrued Interest
14828.60
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
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
7.25% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
1785000.00
Base Market Value
1825162.50
Base Total Cost
1815037.50
Base Unrealized Gain Loss
10125.00
Base Accrued Interest
16536.04
Local Market Value
1825162.50
Local Total Cost Amount
1815037.50
Local Unrealized Gain Loss
10125.00
Local Accrued Interest
16536.04
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SUBURBAN PROPANE PARTNRS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUBURBAN PROPANE PARTNRS
Security Description
5.5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
110000.00
Base Market Value
109450.00
Base Total Cost
107756.25
Base Unrealized Gain Loss
1693.75
Base Accrued Interest
504.17
Local Market Value
109450.00
Local Total Cost Amount
107756.25
Local Unrealized Gain Loss
1693.75
Local Accrued Interest
504.17
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
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: COMMSCOPE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMSCOPE INC
Security Description
5.5% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1605000.00
Base Market Value
1670708.70
Base Total Cost
1693275.00
Base Unrealized Gain Loss
-22566.30
Base Accrued Interest
3779.72
Local Market Value
1670708.70
Local Total Cost Amount
1693275.00
Local Unrealized Gain Loss
-22566.30
Local Accrued Interest
3779.72
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
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
6% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
185000.00
Base Market Value
196100.00
Base Total Cost
185562.50
Base Unrealized Gain Loss
10537.50
Base Accrued Interest
493.33
Local Market Value
196100.00
Local Total Cost Amount
185562.50
Local Unrealized Gain Loss
10537.50
Local Accrued Interest
493.33
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
FINANCE
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.375% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
135000.00
Base Market Value
136350.00
Base Total Cost
131499.42
Base Unrealized Gain Loss
4850.58
Base Accrued Interest
1209.37
Local Market Value
136350.00
Local Total Cost Amount
131499.42
Local Unrealized Gain Loss
4850.58
Local Accrued Interest
1209.37
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BAYTEX ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAYTEX ENERGY CORP
Security Description
5.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
565000.00
Base Market Value
501437.50
Base Total Cost
550875.00
Base Unrealized Gain Loss
-49437.50
Base Accrued Interest
2413.02
Local Market Value
501437.50
Local Total Cost Amount
550875.00
Local Unrealized Gain Loss
-49437.50
Local Accrued Interest
2413.02
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Caa1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BAYTEX ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAYTEX ENERGY CORP
Security Description
5.625% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
190000.00
Base Market Value
162450.00
Base Total Cost
184275.00
Base Unrealized Gain Loss
-21825.00
Base Accrued Interest
890.63
Local Market Value
162450.00
Local Total Cost Amount
184275.00
Local Unrealized Gain Loss
-21825.00
Local Accrued Interest
890.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Caa1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CASCADES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC
Security Description
5.5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2350000.00
Base Market Value
2397000.00
Base Total Cost
2354939.49
Base Unrealized Gain Loss
42060.51
Base Accrued Interest
59598.60
Local Market Value
2397000.00
Local Total Cost Amount
2354939.49
Local Unrealized Gain Loss
42060.51
Local Accrued Interest
59598.60
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
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5.125% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
3100000.00
Base Market Value
3146500.00
Base Total Cost
3139391.98
Base Unrealized Gain Loss
7108.02
Base Accrued Interest
73259.00
Local Market Value
3146500.00
Local Total Cost Amount
3139391.98
Local Unrealized Gain Loss
7108.02
Local Accrued Interest
73259.00
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JBS USA LLC/JBS USA FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JBS USA LLC/JBS USA FINA
Security Description
5.875% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1595000.00
Base Market Value
1495312.50
Base Total Cost
1595000.00
Base Unrealized Gain Loss
-99687.50
Base Accrued Interest
43208.99
Local Market Value
1495312.50
Local Total Cost Amount
1595000.00
Local Unrealized Gain Loss
-99687.50
Local Accrued Interest
43208.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: GATES GLOBAL LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GATES GLOBAL LLC
Security Description
6% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1565000.00
Base Market Value
1568912.50
Base Total Cost
1518418.75
Base Unrealized Gain Loss
50493.75
Base Accrued Interest
43298.33
Local Market Value
1568912.50
Local Total Cost Amount
1518418.75
Local Unrealized Gain Loss
50493.75
Local Accrued Interest
43298.33
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
Caa2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
5% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
550000.00
Base Market Value
486750.00
Base Total Cost
502462.50
Base Unrealized Gain Loss
-15712.50
Base Accrued Interest
12680.55
Local Market Value
486750.00
Local Total Cost Amount
502462.50
Local Unrealized Gain Loss
-15712.50
Local Accrued Interest
12680.55
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: ENDO FIN LLC/ENDO FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO FIN LLC/ENDO FINCO
Security Description
5.375% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
380000.00
Base Market Value
317300.00
Base Total Cost
376200.00
Base Unrealized Gain Loss
-58900.00
Base Accrued Interest
9418.19
Local Market Value
317300.00
Local Total Cost Amount
376200.00
Local Unrealized Gain Loss
-58900.00
Local Accrued Interest
9418.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5.875% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1610000.00
Base Market Value
1674400.00
Base Total Cost
1610000.00
Base Unrealized Gain Loss
64400.00
Base Accrued Interest
4203.89
Local Market Value
1674400.00
Local Total Cost Amount
1610000.00
Local Unrealized Gain Loss
64400.00
Local Accrued Interest
4203.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
6.375% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
775000.00
Base Market Value
832156.25
Base Total Cost
773687.50
Base Unrealized Gain Loss
58468.75
Base Accrued Interest
2195.83
Local Market Value
832156.25
Local Total Cost Amount
773687.50
Local Unrealized Gain Loss
58468.75
Local Accrued Interest
2195.83
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: CITGO PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITGO PETROLEUM CORP
Security Description
6.25% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
2355000.00
Base Market Value
2390325.00
Base Total Cost
2372250.00
Base Unrealized Gain Loss
18075.00
Base Accrued Interest
55604.16
Local Market Value
2390325.00
Local Total Cost Amount
2372250.00
Local Unrealized Gain Loss
18075.00
Local Accrued Interest
55604.16
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: MALLINCKRODT FIN/SB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MALLINCKRODT FIN/SB
Security Description
5.75% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
865000.00
Base Market Value
813100.00
Base Total Cost
892634.79
Base Unrealized Gain Loss
-79534.79
Base Accrued Interest
20723.96
Local Market Value
813100.00
Local Total Cost Amount
892634.79
Local Unrealized Gain Loss
-79534.79
Local Accrued Interest
20723.96
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
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
6.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1220000.00
Base Market Value
1183400.00
Base Total Cost
1233437.50
Base Unrealized Gain Loss
-50037.50
Base Accrued Interest
24696.51
Local Market Value
1183400.00
Local Total Cost Amount
1233437.50
Local Unrealized Gain Loss
-50037.50
Local Accrued Interest
24696.51
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
6.875% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
625000.00
Base Market Value
492187.50
Base Total Cost
625000.00
Base Unrealized Gain Loss
-132812.50
Base Accrued Interest
19813.36
Local Market Value
492187.50
Local Total Cost Amount
625000.00
Local Unrealized Gain Loss
-132812.50
Local Accrued Interest
19813.36
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
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1565000.00
Base Market Value
1656442.95
Base Total Cost
1583525.01
Base Unrealized Gain Loss
72917.94
Base Accrued Interest
31162.50
Local Market Value
1656442.95
Local Total Cost Amount
1583525.01
Local Unrealized Gain Loss
72917.94
Local Accrued Interest
31162.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
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: ASHTEAD CAPITAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASHTEAD CAPITAL INC
Security Description
5.625% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
380000.00
Base Market Value
408500.00
Base Total Cost
380000.00
Base Unrealized Gain Loss
28500.00
Base Accrued Interest
5343.75
Local Market Value
408500.00
Local Total Cost Amount
380000.00
Local Unrealized Gain Loss
28500.00
Local Accrued Interest
5343.75
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
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
5.375% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
755000.00
Base Market Value
797393.25
Base Total Cost
783312.50
Base Unrealized Gain Loss
14080.75
Base Accrued Interest
5185.38
Local Market Value
797393.25
Local Total Cost Amount
783312.50
Local Unrealized Gain Loss
14080.75
Local Accrued Interest
5185.38
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
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
5.375% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
415000.00
Base Market Value
433675.00
Base Total Cost
423300.00
Base Unrealized Gain Loss
10375.00
Base Accrued Interest
10285.65
Local Market Value
433675.00
Local Total Cost Amount
423300.00
Local Unrealized Gain Loss
10375.00
Local Accrued Interest
10285.65
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.25% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
135000.00
Base Market Value
138543.75
Base Total Cost
141532.63
Base Unrealized Gain Loss
-2988.88
Base Accrued Interest
3890.63
Local Market Value
138543.75
Local Total Cost Amount
141532.63
Local Unrealized Gain Loss
-2988.88
Local Accrued Interest
3890.63
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
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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