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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: TEMPUR SEALY INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEMPUR SEALY INTL INC
Security Description
5.625% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
795000.00
Base Market Value
824812.50
Base Total Cost
798000.00
Base Unrealized Gain Loss
26812.50
Base Accrued Interest
9440.63
Local Market Value
824812.50
Local Total Cost Amount
798000.00
Local Unrealized Gain Loss
26812.50
Local Accrued Interest
9440.63
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
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: 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
5.5% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1060000.00
Base Market Value
1124925.00
Base Total Cost
1060000.00
Base Unrealized Gain Loss
64925.00
Base Accrued Interest
9716.67
Local Market Value
1124925.00
Local Total Cost Amount
1060000.00
Local Unrealized Gain Loss
64925.00
Local Accrued Interest
9716.67
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
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
5.375% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1160000.00
Base Market Value
1267056.40
Base Total Cost
1160000.00
Base Unrealized Gain Loss
107056.40
Base Accrued Interest
13162.78
Local Market Value
1267056.40
Local Total Cost Amount
1160000.00
Local Unrealized Gain Loss
107056.40
Local Accrued Interest
13162.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: VIRGIN MEDIA SECURED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA SECURED FIN
Security Description
5.5% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
990000.00
Base Market Value
1037025.00
Base Total Cost
990000.00
Base Unrealized Gain Loss
47025.00
Base Accrued Interest
20570.00
Local Market Value
1037025.00
Local Total Cost Amount
990000.00
Local Unrealized Gain Loss
47025.00
Local Accrued Interest
20570.00
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: ALTICE US FINANCE I CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE US FINANCE I CORP
Security Description
5.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1340000.00
Base Market Value
1407000.00
Base Total Cost
1340000.00
Base Unrealized Gain Loss
67000.00
Base Accrued Interest
9417.22
Local Market Value
1407000.00
Local Total Cost Amount
1340000.00
Local Unrealized Gain Loss
67000.00
Local Accrued Interest
9417.22
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
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: 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
7.25% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
1120000.00
Base Market Value
1225000.00
Base Total Cost
1127157.45
Base Unrealized Gain Loss
97842.55
Base Accrued Interest
10375.55
Local Market Value
1225000.00
Local Total Cost Amount
1127157.45
Local Unrealized Gain Loss
97842.55
Local Accrued Interest
10375.55
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: UNITED RENTALS NORTH AM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED RENTALS NORTH AM
Security Description
5.875% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
605000.00
Base Market Value
644325.00
Base Total Cost
605000.00
Base Unrealized Gain Loss
39325.00
Base Accrued Interest
10465.66
Local Market Value
644325.00
Local Total Cost Amount
605000.00
Local Unrealized Gain Loss
39325.00
Local Accrued Interest
10465.66
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
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: HANESBRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HANESBRANDS INC
Security Description
4.625% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1570000.00
Base Market Value
1593550.00
Base Total Cost
1554993.75
Base Unrealized Gain Loss
38556.25
Base Accrued Interest
9278.26
Local Market Value
1593550.00
Local Total Cost Amount
1554993.75
Local Unrealized Gain Loss
38556.25
Local Accrued Interest
9278.26
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
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: PTC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PTC INC
Security Description
6% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
890000.00
Base Market Value
963425.00
Base Total Cost
953412.50
Base Unrealized Gain Loss
10012.50
Base Accrued Interest
6823.33
Local Market Value
963425.00
Local Total Cost Amount
953412.50
Local Unrealized Gain Loss
10012.50
Local Accrued Interest
6823.33
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
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.125% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1320000.00
Base Market Value
1353000.00
Base Total Cost
1320000.00
Base Unrealized Gain Loss
33000.00
Base Accrued Interest
7892.50
Local Market Value
1353000.00
Local Total Cost Amount
1320000.00
Local Unrealized Gain Loss
33000.00
Local Accrued Interest
7892.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
8% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
120000.00
Base Market Value
117900.00
Base Total Cost
119975.00
Base Unrealized Gain Loss
-2075.00
Base Accrued Interest
666.67
Local Market Value
117900.00
Local Total Cost Amount
119975.00
Local Unrealized Gain Loss
-2075.00
Local Accrued Interest
666.67
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
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: KAR AUCTION SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KAR AUCTION SERVICES INC
Security Description
5.125% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1440000.00
Base Market Value
1467000.00
Base Total Cost
1440000.00
Base Unrealized Gain Loss
27000.00
Base Accrued Interest
6150.00
Local Market Value
1467000.00
Local Total Cost Amount
1440000.00
Local Unrealized Gain Loss
27000.00
Local Accrued Interest
6150.00
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.375% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1990000.00
Base Market Value
2059650.00
Base Total Cost
2002431.25
Base Unrealized Gain Loss
57218.75
Base Accrued Interest
17827.08
Local Market Value
2059650.00
Local Total Cost Amount
2002431.25
Local Unrealized Gain Loss
57218.75
Local Accrued Interest
17827.08
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
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
4.875% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
970000.00
Base Market Value
966362.50
Base Total Cost
970000.00
Base Unrealized Gain Loss
-3637.50
Base Accrued Interest
2889.79
Local Market Value
966362.50
Local Total Cost Amount
970000.00
Local Unrealized Gain Loss
-3637.50
Local Accrued Interest
2889.79
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
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: ESH HOSPITALITY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ESH HOSPITALITY INC
Security Description
5.25% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1950000.00
Base Market Value
2020687.50
Base Total Cost
1962593.75
Base Unrealized Gain Loss
58093.75
Base Accrued Interest
17062.50
Local Market Value
2020687.50
Local Total Cost Amount
1962593.75
Local Unrealized Gain Loss
58093.75
Local Accrued Interest
17062.50
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
REAL ESTATE
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: STEEL DYNAMICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STEEL DYNAMICS INC
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
510000.00
Base Market Value
541875.00
Base Total Cost
510000.00
Base Unrealized Gain Loss
31875.00
Base Accrued Interest
7012.50
Local Market Value
541875.00
Local Total Cost Amount
510000.00
Local Unrealized Gain Loss
31875.00
Local Accrued Interest
7012.50
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
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: STEEL DYNAMICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STEEL DYNAMICS INC
Security Description
5.125% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
905000.00
Base Market Value
929416.90
Base Total Cost
903800.00
Base Unrealized Gain Loss
25616.90
Base Accrued Interest
11595.31
Local Market Value
929416.90
Local Total Cost Amount
903800.00
Local Unrealized Gain Loss
25616.90
Local Accrued Interest
11595.31
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
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
5.625% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
100000.00
Base Market Value
90250.00
Base Total Cost
94250.00
Base Unrealized Gain Loss
-4000.00
Base Accrued Interest
468.75
Local Market Value
90250.00
Local Total Cost Amount
94250.00
Local Unrealized Gain Loss
-4000.00
Local Accrued Interest
468.75
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
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
5.45% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
1630000.00
Base Market Value
1768827.10
Base Total Cost
1673002.00
Base Unrealized Gain Loss
95825.10
Base Accrued Interest
3948.22
Local Market Value
1768827.10
Local Total Cost Amount
1673002.00
Local Unrealized Gain Loss
95825.10
Local Accrued Interest
3948.22
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
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: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
7.125% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
2050000.00
Base Market Value
2185812.50
Base Total Cost
2091650.00
Base Unrealized Gain Loss
94162.50
Base Accrued Interest
12171.87
Local Market Value
2185812.50
Local Total Cost Amount
2091650.00
Local Unrealized Gain Loss
94162.50
Local Accrued Interest
12171.87
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
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
6.625% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1480000.00
Base Market Value
1468900.00
Base Total Cost
1506775.00
Base Unrealized Gain Loss
-37875.00
Base Accrued Interest
4357.78
Local Market Value
1468900.00
Local Total Cost Amount
1506775.00
Local Unrealized Gain Loss
-37875.00
Local Accrued Interest
4357.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: OPEN TEXT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT CORP
Security Description
5.875% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
295000.00
Base Market Value
317307.90
Base Total Cost
303112.50
Base Unrealized Gain Loss
14195.40
Base Accrued Interest
1444.27
Local Market Value
317307.90
Local Total Cost Amount
303112.50
Local Unrealized Gain Loss
14195.40
Local Accrued Interest
1444.27
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
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: EMI MUSIC PUBLISHING GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMI MUSIC PUBLISHING GRP
Security Description
7.625% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
935000.00
Base Market Value
1040187.50
Base Total Cost
937550.00
Base Unrealized Gain Loss
102637.50
Base Accrued Interest
3168.62
Local Market Value
1040187.50
Local Total Cost Amount
937550.00
Local Unrealized Gain Loss
102637.50
Local Accrued Interest
3168.62
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
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: KFC HLD/PIZZA HUT/TACO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KFC HLD/PIZZA HUT/TACO
Security Description
5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1090000.00
Base Market Value
1136325.00
Base Total Cost
1094687.50
Base Unrealized Gain Loss
41637.50
Base Accrued Interest
4541.67
Local Market Value
1136325.00
Local Total Cost Amount
1094687.50
Local Unrealized Gain Loss
41637.50
Local Accrued Interest
4541.67
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SIX FLAGS ENTERTAINMENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIX FLAGS ENTERTAINMENT
Security Description
4.875% 31 Jul 2024
Maturity Date
2024-07-31T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1770000.00
Base Market Value
1780832.40
Base Total Cost
1795200.00
Base Unrealized Gain Loss
-14367.60
Base Accrued Interest
35953.12
Local Market Value
1780832.40
Local Total Cost Amount
1795200.00
Local Unrealized Gain Loss
-14367.60
Local Accrued Interest
35953.12
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: WEATHERFORD BERMUDA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEATHERFORD BERMUDA
Security Description
7.75% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
860000.00
Base Market Value
864300.00
Base Total Cost
860000.00
Base Unrealized Gain Loss
4300.00
Base Accrued Interest
2962.22
Local Market Value
864300.00
Local Total Cost Amount
860000.00
Local Unrealized Gain Loss
4300.00
Local Accrued Interest
2962.22
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
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: WEATHERFORD BERMUDA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEATHERFORD BERMUDA
Security Description
8.25% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
150000.00
Base Market Value
150000.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
550.00
Local Market Value
150000.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
550.00
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
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
5.125% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
175000.00
Base Market Value
181781.25
Base Total Cost
181125.00
Base Unrealized Gain Loss
656.25
Base Accrued Interest
4135.58
Local Market Value
181781.25
Local Total Cost Amount
181125.00
Local Unrealized Gain Loss
656.25
Local Accrued Interest
4135.58
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
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
7% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1270000.00
Base Market Value
1362354.40
Base Total Cost
1374775.00
Base Unrealized Gain Loss
-12420.60
Base Accrued Interest
40992.78
Local Market Value
1362354.40
Local Total Cost Amount
1374775.00
Local Unrealized Gain Loss
-12420.60
Local Accrued Interest
40992.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: US FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US FOODS INC
Security Description
5.875% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1790000.00
Base Market Value
1857125.00
Base Total Cost
1861112.50
Base Unrealized Gain Loss
-3987.50
Base Accrued Interest
4673.89
Local Market Value
1857125.00
Local Total Cost Amount
1861112.50
Local Unrealized Gain Loss
-3987.50
Local Accrued Interest
4673.89
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
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: SHIBUYA CORPORATION
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
SHIBUYA CORPORATION
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
INDUSTRIALS
Minor Industry Name
MACHINERY
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
5.625% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
535000.00
Base Market Value
557737.50
Base Total Cost
535000.00
Base Unrealized Gain Loss
22737.50
Base Accrued Interest
11368.75
Local Market Value
557737.50
Local Total Cost Amount
535000.00
Local Unrealized Gain Loss
22737.50
Local Accrued Interest
11368.75
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
BB+
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
6.125% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
635000.00
Base Market Value
686549.30
Base Total Cost
635000.00
Base Unrealized Gain Loss
51549.30
Base Accrued Interest
14693.19
Local Market Value
686549.30
Local Total Cost Amount
635000.00
Local Unrealized Gain Loss
51549.30
Local Accrued Interest
14693.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.625% 20 May 2024
Maturity Date
2024-05-20T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1184500.00
Base Total Cost
1163768.75
Base Unrealized Gain Loss
20731.25
Base Accrued Interest
7367.19
Local Market Value
1184500.00
Local Total Cost Amount
1163768.75
Local Unrealized Gain Loss
20731.25
Local Accrued Interest
7367.19
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
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
5.25% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1025000.00
Base Market Value
1065579.75
Base Total Cost
1025000.00
Base Unrealized Gain Loss
40579.75
Base Accrued Interest
22421.87
Local Market Value
1065579.75
Local Total Cost Amount
1025000.00
Local Unrealized Gain Loss
40579.75
Local Accrued Interest
22421.87
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
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WMG ACQUISITION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WMG ACQUISITION CORP
Security Description
5% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
315000.00
Base Market Value
322875.00
Base Total Cost
315000.00
Base Unrealized Gain Loss
7875.00
Base Accrued Interest
6562.50
Local Market Value
322875.00
Local Total Cost Amount
315000.00
Local Unrealized Gain Loss
7875.00
Local Accrued Interest
6562.50
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
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: SBA COMMUNICATIONS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SBA COMMUNICATIONS CORP
Security Description
4.875% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
2900000.00
Base Market Value
2950750.00
Base Total Cost
2907279.50
Base Unrealized Gain Loss
43470.50
Base Accrued Interest
47125.00
Local Market Value
2950750.00
Local Total Cost Amount
2907279.50
Local Unrealized Gain Loss
43470.50
Local Accrued Interest
47125.00
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: FBM FINANCE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FBM FINANCE INC
Security Description
8.25% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1615000.00
Base Market Value
1730068.75
Base Total Cost
1643750.00
Base Unrealized Gain Loss
86318.75
Base Accrued Interest
50334.16
Local Market Value
1730068.75
Local Total Cost Amount
1643750.00
Local Unrealized Gain Loss
86318.75
Local Accrued Interest
50334.16
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
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: ULTRA RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ULTRA RESOURCES INC
Security Description
7.125% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
490000.00
Base Market Value
483262.50
Base Total Cost
482684.30
Base Unrealized Gain Loss
578.20
Base Accrued Interest
7661.36
Local Market Value
483262.50
Local Total Cost Amount
482684.30
Local Unrealized Gain Loss
578.20
Local Accrued Interest
7661.36
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
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: ULTRA RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ULTRA RESOURCES INC
Security Description
6.875% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
485000.00
Base Market Value
481362.50
Base Total Cost
485000.00
Base Unrealized Gain Loss
-3637.50
Base Accrued Interest
7317.10
Local Market Value
481362.50
Local Total Cost Amount
485000.00
Local Unrealized Gain Loss
-3637.50
Local Accrued Interest
7317.10
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
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: SPCM SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPCM SA
Security Description
4.875% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1225000.00
Base Market Value
1249500.00
Base Total Cost
1225000.00
Base Unrealized Gain Loss
24500.00
Base Accrued Interest
11777.86
Local Market Value
1249500.00
Local Total Cost Amount
1225000.00
Local Unrealized Gain Loss
24500.00
Local Accrued Interest
11777.86
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: ARD FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARD FINANCE SA
Security Description
7.125% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1950000.00
Base Market Value
2081430.00
Base Total Cost
1950000.00
Base Unrealized Gain Loss
131430.00
Base Accrued Interest
40909.38
Local Market Value
2081430.00
Local Total Cost Amount
1950000.00
Local Unrealized Gain Loss
131430.00
Local Accrued Interest
40909.38
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
FINANCE
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: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
595000.00
Base Market Value
633359.65
Base Total Cost
595000.00
Base Unrealized Gain Loss
38359.65
Base Accrued Interest
8759.72
Local Market Value
633359.65
Local Total Cost Amount
595000.00
Local Unrealized Gain Loss
38359.65
Local Accrued Interest
8759.72
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: NATURAL RESRCE PART LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATURAL RESRCE PART LP
Security Description
10.5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
1335000.00
Base Market Value
1426781.25
Base Total Cost
1307519.33
Base Unrealized Gain Loss
119261.92
Base Accrued Interest
46335.63
Local Market Value
1426781.25
Local Total Cost Amount
1307519.33
Local Unrealized Gain Loss
119261.92
Local Accrued Interest
46335.63
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
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
4.25% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
145000.00
Base Market Value
144085.05
Base Total Cost
145000.00
Base Unrealized Gain Loss
-914.95
Base Accrued Interest
753.20
Local Market Value
144085.05
Local Total Cost Amount
145000.00
Local Unrealized Gain Loss
-914.95
Local Accrued Interest
753.20
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
320000.00
Base Market Value
341200.00
Base Total Cost
320000.00
Base Unrealized Gain Loss
21200.00
Base Accrued Interest
52.22
Local Market Value
341200.00
Local Total Cost Amount
320000.00
Local Unrealized Gain Loss
21200.00
Local Accrued Interest
52.22
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
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: NEW GOLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW GOLD INC
Security Description
6.375% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
865000.00
Base Market Value
890950.00
Base Total Cost
865000.00
Base Unrealized Gain Loss
25950.00
Base Accrued Interest
6586.61
Local Market Value
890950.00
Local Total Cost Amount
865000.00
Local Unrealized Gain Loss
25950.00
Local Accrued Interest
6586.61
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
7% 30 Jun 2024
Maturity Date
2024-06-30T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
745000.00
Base Market Value
828812.50
Base Total Cost
745000.00
Base Unrealized Gain Loss
83812.50
Base Accrued Interest
144.86
Local Market Value
828812.50
Local Total Cost Amount
745000.00
Local Unrealized Gain Loss
83812.50
Local Accrued Interest
144.86
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
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: WYNN LAS VEGAS LLC/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WYNN LAS VEGAS LLC/CORP
Security Description
5.25% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1455000.00
Base Market Value
1490472.90
Base Total Cost
1455000.00
Base Unrealized Gain Loss
35472.90
Base Accrued Interest
10609.38
Local Market Value
1490472.90
Local Total Cost Amount
1455000.00
Local Unrealized Gain Loss
35472.90
Local Accrued Interest
10609.38
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
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: CHEMOURS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHEMOURS CO
Security Description
5.375% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
745000.00
Base Market Value
769130.55
Base Total Cost
743154.52
Base Unrealized Gain Loss
25976.03
Base Accrued Interest
4226.84
Local Market Value
769130.55
Local Total Cost Amount
743154.52
Local Unrealized Gain Loss
25976.03
Local Accrued Interest
4226.84
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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