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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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
5.125% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1015000.00
Base Market Value
1027687.50
Base Total Cost
959175.00
Base Unrealized Gain Loss
68512.50
Base Accrued Interest
21674.47
Local Market Value
1027687.50
Local Total Cost Amount
959175.00
Local Unrealized Gain Loss
68512.50
Local Accrued Interest
21674.47
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: HUDBAY MINERALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUDBAY MINERALS INC
Security Description
7.25% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
1940000.00
Base Market Value
2000625.00
Base Total Cost
2051550.00
Base Unrealized Gain Loss
-50925.00
Base Accrued Interest
64855.28
Local Market Value
2000625.00
Local Total Cost Amount
2051550.00
Local Unrealized Gain Loss
-50925.00
Local Accrued Interest
64855.28
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: PARSLEY ENERGY LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARSLEY ENERGY LLC/FINAN
Security Description
5.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
975000.00
Base Market Value
982312.50
Base Total Cost
975812.50
Base Unrealized Gain Loss
6500.00
Base Accrued Interest
28823.44
Local Market Value
982312.50
Local Total Cost Amount
975812.50
Local Unrealized Gain Loss
6500.00
Local Accrued Interest
28823.44
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
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
8% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1000000.00
Base Market Value
990000.00
Base Total Cost
985220.00
Base Unrealized Gain Loss
4780.00
Base Accrued Interest
42444.45
Local Market Value
990000.00
Local Total Cost Amount
985220.00
Local Unrealized Gain Loss
4780.00
Local Accrued Interest
42444.45
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: ACCO BRANDS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACCO BRANDS CORP
Security Description
5.25% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1765000.00
Base Market Value
1833393.75
Base Total Cost
1765000.00
Base Unrealized Gain Loss
68393.75
Base Accrued Interest
4118.34
Local Market Value
1833393.75
Local Total Cost Amount
1765000.00
Local Unrealized Gain Loss
68393.75
Local Accrued Interest
4118.34
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
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: RSP PERMIAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RSP PERMIAN INC
Security Description
5.25% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1251562.50
Base Total Cost
1250000.00
Base Unrealized Gain Loss
1562.50
Base Accrued Interest
33541.67
Local Market Value
1251562.50
Local Total Cost Amount
1250000.00
Local Unrealized Gain Loss
1562.50
Local Accrued Interest
33541.67
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
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.5% 20 May 2025
Maturity Date
2025-05-20T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1245000.00
Base Market Value
1269900.00
Base Total Cost
1250425.00
Base Unrealized Gain Loss
19475.00
Base Accrued Interest
7798.55
Local Market Value
1269900.00
Local Total Cost Amount
1250425.00
Local Unrealized Gain Loss
19475.00
Local Accrued Interest
7798.55
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
Ba3
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BOYD GAMING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOYD GAMING CORP
Security Description
6.375% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1480000.00
Base Market Value
1600250.00
Base Total Cost
1497550.00
Base Unrealized Gain Loss
102700.00
Base Accrued Interest
23587.50
Local Market Value
1600250.00
Local Total Cost Amount
1497550.00
Local Unrealized Gain Loss
102700.00
Local Accrued Interest
23587.50
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
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: SCOTTS MIRACLE GRO CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCOTTS MIRACLE GRO CO
Security Description
6% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1390000.00
Base Market Value
1492165.00
Base Total Cost
1397831.25
Base Unrealized Gain Loss
94333.75
Base Accrued Interest
17606.67
Local Market Value
1492165.00
Local Total Cost Amount
1397831.25
Local Unrealized Gain Loss
94333.75
Local Accrued Interest
17606.67
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: FLEX ACQUISITION CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEX ACQUISITION CO INC
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
650000.00
Base Total Cost
625937.50
Base Unrealized Gain Loss
24062.50
Base Accrued Interest
19574.65
Local Market Value
650000.00
Local Total Cost Amount
625937.50
Local Unrealized Gain Loss
24062.50
Local Accrued Interest
19574.65
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
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: 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
5.125% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
410000.00
Base Market Value
419225.00
Base Total Cost
412050.00
Base Unrealized Gain Loss
7175.00
Base Accrued Interest
8463.36
Local Market Value
419225.00
Local Total Cost Amount
412050.00
Local Unrealized Gain Loss
7175.00
Local Accrued Interest
8463.36
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
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
6% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
375000.00
Base Market Value
393750.00
Base Total Cost
375000.00
Base Unrealized Gain Loss
18750.00
Base Accrued Interest
9437.50
Local Market Value
393750.00
Local Total Cost Amount
375000.00
Local Unrealized Gain Loss
18750.00
Local Accrued Interest
9437.50
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
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: PARK AEROSPACE HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARK AEROSPACE HOLDINGS
Security Description
5.5% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
620000.00
Base Market Value
647590.00
Base Total Cost
640150.00
Base Unrealized Gain Loss
7440.00
Base Accrued Interest
14018.89
Local Market Value
647590.00
Local Total Cost Amount
640150.00
Local Unrealized Gain Loss
7440.00
Local Accrued Interest
14018.89
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: ALPHA 3 BV / US BIDCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALPHA 3 BV / US BIDCO
Security Description
6.25% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1325000.00
Base Market Value
1363093.75
Base Total Cost
1349787.50
Base Unrealized Gain Loss
13306.25
Base Accrued Interest
34505.21
Local Market Value
1363093.75
Local Total Cost Amount
1349787.50
Local Unrealized Gain Loss
13306.25
Local Accrued Interest
34505.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NIELSEN CO LUX SARL/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN CO LUX SARL/THE
Security Description
5% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
145000.00
Base Market Value
148625.00
Base Total Cost
145000.00
Base Unrealized Gain Loss
3625.00
Base Accrued Interest
3020.83
Local Market Value
148625.00
Local Total Cost Amount
145000.00
Local Unrealized Gain Loss
3625.00
Local Accrued Interest
3020.83
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: MGM GROWTH/MGM FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM GROWTH/MGM FINANCE
Security Description
5.625% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
395000.00
Base Market Value
430550.00
Base Total Cost
395000.00
Base Unrealized Gain Loss
35550.00
Base Accrued Interest
3703.13
Local Market Value
430550.00
Local Total Cost Amount
395000.00
Local Unrealized Gain Loss
35550.00
Local Accrued Interest
3703.13
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
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: CHANGE HEALTH / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHANGE HEALTH / FIN INC
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
1660000.00
Base Market Value
1693200.00
Base Total Cost
1663750.00
Base Unrealized Gain Loss
29450.00
Base Accrued Interest
36058.88
Local Market Value
1693200.00
Local Total Cost Amount
1663750.00
Local Unrealized Gain Loss
29450.00
Local Accrued Interest
36058.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
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
1990000.00
Base Market Value
2052187.50
Base Total Cost
1994162.50
Base Unrealized Gain Loss
58025.00
Base Accrued Interest
41651.80
Local Market Value
2052187.50
Local Total Cost Amount
1994162.50
Local Unrealized Gain Loss
58025.00
Local Accrued Interest
41651.80
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
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
5.875% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1220000.00
Base Market Value
1213900.00
Base Total Cost
1221093.75
Base Unrealized Gain Loss
-7193.75
Base Accrued Interest
27276.31
Local Market Value
1213900.00
Local Total Cost Amount
1221093.75
Local Unrealized Gain Loss
-7193.75
Local Accrued Interest
27276.31
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
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: PARSLEY ENERGY LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARSLEY ENERGY LLC/FINAN
Security Description
5.25% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
470000.00
Base Market Value
468825.00
Base Total Cost
470000.00
Base Unrealized Gain Loss
-1175.00
Base Accrued Interest
9458.75
Local Market Value
468825.00
Local Total Cost Amount
470000.00
Local Unrealized Gain Loss
-1175.00
Local Accrued Interest
9458.75
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: HALCON RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALCON RESOURCES CORP
Security Description
6.75% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1370000.00
Base Market Value
1233000.00
Base Total Cost
1326350.00
Base Unrealized Gain Loss
-93350.00
Base Accrued Interest
34678.13
Local Market Value
1233000.00
Local Total Cost Amount
1326350.00
Local Unrealized Gain Loss
-93350.00
Local Accrued Interest
34678.13
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
OIL, GAS & CONSUMABLE FUELS
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5% 01 Sep 2025
Maturity Date
2025-09-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
840000.00
Base Market Value
871500.00
Base Total Cost
840000.00
Base Unrealized Gain Loss
31500.00
Base Accrued Interest
13883.33
Local Market Value
871500.00
Local Total Cost Amount
840000.00
Local Unrealized Gain Loss
31500.00
Local Accrued Interest
13883.33
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
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: 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 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
205000.00
Base Market Value
198850.00
Base Total Cost
206937.50
Base Unrealized Gain Loss
-8087.50
Base Accrued Interest
0
Local Market Value
198850.00
Local Total Cost Amount
206937.50
Local Unrealized Gain Loss
-8087.50
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.5% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
610000.00
Base Market Value
646600.00
Base Total Cost
609743.80
Base Unrealized Gain Loss
36856.20
Base Accrued Interest
12555.83
Local Market Value
646600.00
Local Total Cost Amount
609743.80
Local Unrealized Gain Loss
36856.20
Local Accrued Interest
12555.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: COMMSCOPE TECH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMSCOPE TECH LLC
Security Description
5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
680000.00
Base Market Value
678300.00
Base Total Cost
685100.00
Base Unrealized Gain Loss
-6800.00
Base Accrued Interest
10200.00
Local Market Value
678300.00
Local Total Cost Amount
685100.00
Local Unrealized Gain Loss
-6800.00
Local Accrued Interest
10200.00
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: BLUELINE RENTAL CRP / LL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUELINE RENTAL CRP / LL
Security Description
9.25% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
1965000.00
Base Market Value
2043600.00
Base Total Cost
2025250.00
Base Unrealized Gain Loss
18350.00
Base Accrued Interest
53014.05
Local Market Value
2043600.00
Local Total Cost Amount
2025250.00
Local Unrealized Gain Loss
18350.00
Local Accrued Interest
53014.05
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: ALBERTSONS COS LLC/SAFEW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS LLC/SAFEW
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
1055000.00
Base Market Value
981150.00
Base Total Cost
1055093.75
Base Unrealized Gain Loss
-73943.75
Base Accrued Interest
17861.74
Local Market Value
981150.00
Local Total Cost Amount
1055093.75
Local Unrealized Gain Loss
-73943.75
Local Accrued Interest
17861.74
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
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: MURPHY OIL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL CORP
Security Description
6.875% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
585000.00
Base Market Value
611325.00
Base Total Cost
588809.30
Base Unrealized Gain Loss
22515.70
Base Accrued Interest
15193.74
Local Market Value
611325.00
Local Total Cost Amount
588809.30
Local Unrealized Gain Loss
22515.70
Local Accrued Interest
15193.74
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
ELECTRIC/GAS
Moody S Quality Rating
B1
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: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
6.25% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
860000.00
Base Market Value
903000.00
Base Total Cost
862625.00
Base Unrealized Gain Loss
40375.00
Base Accrued Interest
20305.55
Local Market Value
903000.00
Local Total Cost Amount
862625.00
Local Unrealized Gain Loss
40375.00
Local Accrued Interest
20305.55
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
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
7.75% 01 Jul 2026
Maturity Date
2026-07-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
625000.00
Base Market Value
740625.00
Base Total Cost
625000.00
Base Unrealized Gain Loss
115625.00
Base Accrued Interest
0
Local Market Value
740625.00
Local Total Cost Amount
625000.00
Local Unrealized Gain Loss
115625.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
5.875% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1550000.00
Base Market Value
1596500.00
Base Total Cost
1565015.00
Base Unrealized Gain Loss
31485.00
Base Accrued Interest
11635.76
Local Market Value
1596500.00
Local Total Cost Amount
1565015.00
Local Unrealized Gain Loss
31485.00
Local Accrued Interest
11635.76
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.75% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
230000.00
Base Market Value
219576.40
Base Total Cost
230000.00
Base Unrealized Gain Loss
-10423.60
Base Accrued Interest
4571.25
Local Market Value
219576.40
Local Total Cost Amount
230000.00
Local Unrealized Gain Loss
-10423.60
Local Accrued Interest
4571.25
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
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: MIZUNO CORP
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
MIZUNO CORP
Security Description
COMMON STOCK
Maturity Date
1899-12-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
0
Base Market Value
0
Base Total Cost
0
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0
Local Total Cost Amount
0
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
CONSUMER DISCRETIONARY
Minor Industry Name
LEISURE PRODUCTS
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Group Trust
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: IHO VERWALTUNGS GMBH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IHO VERWALTUNGS GMBH
Security Description
4.5% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
835000.00
Base Market Value
847525.00
Base Total Cost
839673.09
Base Unrealized Gain Loss
7851.91
Base Accrued Interest
4801.25
Local Market Value
847525.00
Local Total Cost Amount
839673.09
Local Unrealized Gain Loss
7851.91
Local Accrued Interest
4801.25
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: BMC EAST LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BMC EAST LLC
Security Description
5.5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
745000.00
Base Market Value
778525.00
Base Total Cost
745000.00
Base Unrealized Gain Loss
33525.00
Base Accrued Interest
10243.75
Local Market Value
778525.00
Local Total Cost Amount
745000.00
Local Unrealized Gain Loss
33525.00
Local Accrued Interest
10243.75
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.5% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2190000.00
Base Market Value
2315925.00
Base Total Cost
2276250.00
Base Unrealized Gain Loss
39675.00
Base Accrued Interest
25428.32
Local Market Value
2315925.00
Local Total Cost Amount
2276250.00
Local Unrealized Gain Loss
39675.00
Local Accrued Interest
25428.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4.25% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
280000.00
Base Market Value
283850.00
Base Total Cost
280000.00
Base Unrealized Gain Loss
3850.00
Base Accrued Interest
3966.67
Local Market Value
283850.00
Local Total Cost Amount
280000.00
Local Unrealized Gain Loss
3850.00
Local Accrued Interest
3966.67
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: INMARSAT FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INMARSAT FINANCE PLC
Security Description
6.5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1265000.00
Base Market Value
1350387.50
Base Total Cost
1265000.00
Base Unrealized Gain Loss
85387.50
Base Accrued Interest
20556.25
Local Market Value
1350387.50
Local Total Cost Amount
1265000.00
Local Unrealized Gain Loss
85387.50
Local Accrued Interest
20556.25
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
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: ZIGGO SECURED FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZIGGO SECURED FINANCE BV
Security Description
5.5% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1415000.00
Base Market Value
1445068.75
Base Total Cost
1415000.00
Base Unrealized Gain Loss
30068.75
Base Accrued Interest
60098.19
Local Market Value
1445068.75
Local Total Cost Amount
1415000.00
Local Unrealized Gain Loss
30068.75
Local Accrued Interest
60098.19
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
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
6.75% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1230000.00
Base Market Value
1322250.00
Base Total Cost
1214980.67
Base Unrealized Gain Loss
107269.33
Base Accrued Interest
24446.25
Local Market Value
1322250.00
Local Total Cost Amount
1214980.67
Local Unrealized Gain Loss
107269.33
Local Accrued Interest
24446.25
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1415000.00
Base Market Value
1390237.50
Base Total Cost
1324793.75
Base Unrealized Gain Loss
65443.75
Base Accrued Interest
26727.78
Local Market Value
1390237.50
Local Total Cost Amount
1324793.75
Local Unrealized Gain Loss
65443.75
Local Accrued Interest
26727.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: BRINKER INTERNATIONAL IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRINKER INTERNATIONAL IN
Security Description
5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1970000.00
Base Market Value
1960150.00
Base Total Cost
1969306.25
Base Unrealized Gain Loss
-9156.25
Base Accrued Interest
24625.00
Local Market Value
1960150.00
Local Total Cost Amount
1969306.25
Local Unrealized Gain Loss
-9156.25
Local Accrued Interest
24625.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
5.125% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
505000.00
Base Market Value
520150.00
Base Total Cost
505000.00
Base Unrealized Gain Loss
15150.00
Base Accrued Interest
10783.85
Local Market Value
520150.00
Local Total Cost Amount
505000.00
Local Unrealized Gain Loss
15150.00
Local Accrued Interest
10783.85
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: ALCOA NEDERLAND HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALCOA NEDERLAND HOLDING
Security Description
7% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
370000.00
Base Market Value
406075.00
Base Total Cost
376737.50
Base Unrealized Gain Loss
29337.50
Base Accrued Interest
6475.00
Local Market Value
406075.00
Local Total Cost Amount
376737.50
Local Unrealized Gain Loss
29337.50
Local Accrued Interest
6475.00
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
OTHER YANKEE
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: ALCOA NEDERLAND HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALCOA NEDERLAND HOLDING
Security Description
6.75% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1595000.00
Base Market Value
1730575.00
Base Total Cost
1632362.50
Base Unrealized Gain Loss
98212.50
Base Accrued Interest
26915.65
Local Market Value
1730575.00
Local Total Cost Amount
1632362.50
Local Unrealized Gain Loss
98212.50
Local Accrued Interest
26915.65
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
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: GULFPORT ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFPORT ENERGY CORP
Security Description
6% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
425000.00
Base Market Value
413312.50
Base Total Cost
425000.00
Base Unrealized Gain Loss
-11687.50
Base Accrued Interest
5383.33
Local Market Value
413312.50
Local Total Cost Amount
425000.00
Local Unrealized Gain Loss
-11687.50
Local Accrued Interest
5383.33
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
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: TEMPUR SEALY INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEMPUR SEALY INTL INC
Security Description
5.5% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1585000.00
Base Market Value
1610756.25
Base Total Cost
1585000.00
Base Unrealized Gain Loss
25756.25
Base Accrued Interest
3874.44
Local Market Value
1610756.25
Local Total Cost Amount
1585000.00
Local Unrealized Gain Loss
25756.25
Local Accrued Interest
3874.44
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SERTA SIMMONS BEDDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERTA SIMMONS BEDDING LLC
Security Description
1% 08 Nov 2024
Maturity Date
2024-11-08T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1710000.00
Base Market Value
1710000.00
Base Total Cost
1694506.25
Base Unrealized Gain Loss
15493.75
Base Accrued Interest
0
Local Market Value
1710000.00
Local Total Cost Amount
1694506.25
Local Unrealized Gain Loss
15493.75
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.75% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
570000.00
Base Market Value
585675.00
Base Total Cost
570000.00
Base Unrealized Gain Loss
15675.00
Base Accrued Interest
17448.33
Local Market Value
585675.00
Local Total Cost Amount
570000.00
Local Unrealized Gain Loss
15675.00
Local Accrued Interest
17448.33
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
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: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
7.75% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
840000.00
Base Market Value
835800.00
Base Total Cost
840000.00
Base Unrealized Gain Loss
-4200.00
Base Accrued Interest
2893.33
Local Market Value
835800.00
Local Total Cost Amount
840000.00
Local Unrealized Gain Loss
-4200.00
Local Accrued Interest
2893.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
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