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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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.25% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
535000.00
Base Market Value
553725.00
Base Total Cost
532014.70
Base Unrealized Gain Loss
21710.30
Base Accrued Interest
4800.14
Local Market Value
553725.00
Local Total Cost Amount
532014.70
Local Unrealized Gain Loss
21710.30
Local Accrued Interest
4800.14
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ASSOCIATED BANC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASSOCIATED BANC CORP
Security Description
COMMON STOCK USD.01
Interest Rate
0
Original Face
0
Shares Par Value
49353.00
Base Market Value
1243695.60
Base Total Cost
915312.31
Base Unrealized Gain Loss
328383.29
Base Accrued Interest
0
Local Market Value
1243695.60
Local Total Cost Amount
915312.31
Local Unrealized Gain Loss
328383.29
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
BANKS
Moody S Quality Rating
NA
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: 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
585000.00
Base Market Value
638989.65
Base Total Cost
585000.00
Base Unrealized Gain Loss
53989.65
Base Accrued Interest
6638.13
Local Market Value
638989.65
Local Total Cost Amount
585000.00
Local Unrealized Gain Loss
53989.65
Local Accrued Interest
6638.13
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
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: PINNACLE ENTERTAINMENT I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PINNACLE ENTERTAINMENT I
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
970000.00
Base Market Value
1008800.00
Base Total Cost
982312.50
Base Unrealized Gain Loss
26487.50
Base Accrued Interest
9093.76
Local Market Value
1008800.00
Local Total Cost Amount
982312.50
Local Unrealized Gain Loss
26487.50
Local Accrued Interest
9093.76
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
BB-
Direct Group Trust Holding
Direct
HKD
Local Currency Code: HKD • Trade Country Name: HONG KONG • Security Name: MTR CORP
Local Currency Code
HKD
Trade Country Name
HONG KONG
Security Name
MTR CORP
Security Description
COMMON STOCK
Maturity Date
1899-12-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
55000.00
Base Market Value
309647.79
Base Total Cost
311270.03
Base Unrealized Gain Loss
-1622.24
Base Accrued Interest
0
Local Market Value
2417250.00
Local Total Cost Amount
2420000.00
Local Unrealized Gain Loss
-2750.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
INDUSTRIALS
Minor Industry Name
ROAD & RAIL
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Group Trust
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ADT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADT CORP
Security Description
4.875% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
565000.00
Base Market Value
494375.00
Base Total Cost
465099.87
Base Unrealized Gain Loss
29275.13
Base Accrued Interest
12700.72
Local Market Value
494375.00
Local Total Cost Amount
465099.87
Local Unrealized Gain Loss
29275.13
Local Accrued Interest
12700.72
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
8.875% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
8.875
Original Face
0
Shares Par Value
950000.00
Base Market Value
1005214.00
Base Total Cost
1009375.00
Base Unrealized Gain Loss
-4161.00
Base Accrued Interest
24825.35
Local Market Value
1005214.00
Local Total Cost Amount
1009375.00
Local Unrealized Gain Loss
-4161.00
Local Accrued Interest
24825.35
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: UNITED STATES STEEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED STATES STEEL CORP
Security Description
8.375% 01 Jul 2021
Maturity Date
2021-07-01T00:00:00.000
Interest Rate
8.375
Original Face
0
Shares Par Value
500000.00
Base Market Value
550000.00
Base Total Cost
553375.00
Base Unrealized Gain Loss
-3375.00
Base Accrued Interest
0
Local Market Value
550000.00
Local Total Cost Amount
553375.00
Local Unrealized Gain Loss
-3375.00
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
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: 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
8.1% 15 Jul 2036
Maturity Date
2036-07-15T00:00:00.000
Interest Rate
8.1
Original Face
0
Shares Par Value
2240000.00
Base Market Value
2815456.00
Base Total Cost
2368195.30
Base Unrealized Gain Loss
447260.70
Base Accrued Interest
83664.00
Local Market Value
2815456.00
Local Total Cost Amount
2368195.30
Local Unrealized Gain Loss
447260.70
Local Accrued Interest
83664.00
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
1.12176
Original Face
0
Shares Par Value
9034609.72
Base Market Value
9034609.72
Base Total Cost
9034609.72
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
9034609.72
Local Total Cost Amount
9034609.72
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
30982.59
Base Market Value
30982.59
Base Total Cost
30982.59
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
30982.59
Local Total Cost Amount
30982.59
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPRINT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CAPITAL CORP
Security Description
6.875% 15 Nov 2028
Maturity Date
2028-11-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1528408.75
Base Total Cost
1382237.50
Base Unrealized Gain Loss
146171.25
Base Accrued Interest
12078.99
Local Market Value
1528408.75
Local Total Cost Amount
1382237.50
Local Unrealized Gain Loss
146171.25
Local Accrued Interest
12078.99
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
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: UAL 2007 PASS TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UAL 2007 PASS TRUST
Security Description
6.636% 02 Jan 2024
Maturity Date
2024-01-02T00:00:00.000
Interest Rate
6.636
Original Face
930000.00
Shares Par Value
501551.51
Base Market Value
544183.39
Base Total Cost
531644.61
Base Unrealized Gain Loss
12538.78
Base Accrued Interest
16549.03
Local Market Value
544183.39
Local Total Cost Amount
531644.61
Local Unrealized Gain Loss
12538.78
Local Accrued Interest
16549.03
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: TRANSOCEAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSOCEAN INC
Security Description
6.8% 15 Mar 2038
Maturity Date
2038-03-15T00:00:00.000
Interest Rate
6.8
Original Face
0
Shares Par Value
620000.00
Base Market Value
452600.00
Base Total Cost
453994.35
Base Unrealized Gain Loss
-1394.35
Base Accrued Interest
12413.78
Local Market Value
452600.00
Local Total Cost Amount
453994.35
Local Unrealized Gain Loss
-1394.35
Local Accrued Interest
12413.78
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
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: NGPL PIPECO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGPL PIPECO LLC
Security Description
7.768% 15 Dec 2037
Maturity Date
2037-12-15T00:00:00.000
Interest Rate
7.768
Original Face
0
Shares Par Value
740000.00
Base Market Value
880600.00
Base Total Cost
798407.14
Base Unrealized Gain Loss
82192.86
Base Accrued Interest
2554.81
Local Market Value
880600.00
Local Total Cost Amount
798407.14
Local Unrealized Gain Loss
82192.86
Local Accrued Interest
2554.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
7.875% 01 Sep 2019
Maturity Date
2019-09-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
645000.00
Base Market Value
711112.50
Base Total Cost
709992.26
Base Unrealized Gain Loss
1120.24
Base Accrued Interest
16931.25
Local Market Value
711112.50
Local Total Cost Amount
709992.26
Local Unrealized Gain Loss
1120.24
Local Accrued Interest
16931.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
8% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
545000.00
Base Market Value
667625.00
Base Total Cost
685312.50
Base Unrealized Gain Loss
-17687.50
Base Accrued Interest
7266.67
Local Market Value
667625.00
Local Total Cost Amount
685312.50
Local Unrealized Gain Loss
-17687.50
Local Accrued Interest
7266.67
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.35% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
5.35
Original Face
0
Shares Par Value
290000.00
Base Market Value
301600.00
Base Total Cost
262875.00
Base Unrealized Gain Loss
38725.00
Base Accrued Interest
4568.31
Local Market Value
301600.00
Local Total Cost Amount
262875.00
Local Unrealized Gain Loss
38725.00
Local Accrued Interest
4568.31
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
ELECTRIC/GAS
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: UNITED STATES STEEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED STATES STEEL CORP
Security Description
7.375% 01 Apr 2020
Maturity Date
2020-04-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
465000.00
Base Market Value
502851.00
Base Total Cost
450051.11
Base Unrealized Gain Loss
52799.89
Base Accrued Interest
8573.43
Local Market Value
502851.00
Local Total Cost Amount
450051.11
Local Unrealized Gain Loss
52799.89
Local Accrued Interest
8573.43
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ROCKIES EXPRESS PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKIES EXPRESS PIPELINE
Security Description
5.625% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
475000.00
Base Market Value
504687.50
Base Total Cost
441634.85
Base Unrealized Gain Loss
63052.65
Base Accrued Interest
5640.63
Local Market Value
504687.50
Local Total Cost Amount
441634.85
Local Unrealized Gain Loss
63052.65
Local Accrued Interest
5640.63
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
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: ROCKIES EXPRESS PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKIES EXPRESS PIPELINE
Security Description
6.875% 15 Apr 2040
Maturity Date
2040-04-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1210000.00
Base Market Value
1318900.00
Base Total Cost
1194511.04
Base Unrealized Gain Loss
124388.96
Base Accrued Interest
17561.79
Local Market Value
1318900.00
Local Total Cost Amount
1194511.04
Local Unrealized Gain Loss
124388.96
Local Accrued Interest
17561.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
8.5% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
1260000.00
Base Market Value
1324575.00
Base Total Cost
1336387.50
Base Unrealized Gain Loss
-11812.50
Base Accrued Interest
22609.99
Local Market Value
1324575.00
Local Total Cost Amount
1336387.50
Local Unrealized Gain Loss
-11812.50
Local Accrued Interest
22609.99
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
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
7% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
550000.00
Base Market Value
541062.50
Base Total Cost
533500.00
Base Unrealized Gain Loss
7562.50
Base Accrued Interest
9625.00
Local Market Value
541062.50
Local Total Cost Amount
533500.00
Local Unrealized Gain Loss
7562.50
Local Accrued Interest
9625.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANIXTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANIXTER INC
Security Description
5.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
925000.00
Base Market Value
988593.75
Base Total Cost
927500.00
Base Unrealized Gain Loss
61093.75
Base Accrued Interest
16958.33
Local Market Value
988593.75
Local Total Cost Amount
927500.00
Local Unrealized Gain Loss
61093.75
Local Accrued Interest
16958.33
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
10.5% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
525000.00
Base Market Value
502031.25
Base Total Cost
502031.25
Base Unrealized Gain Loss
0
Base Accrued Interest
16231.25
Local Market Value
502031.25
Local Total Cost Amount
502031.25
Local Unrealized Gain Loss
0
Local Accrued Interest
16231.25
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
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: ZEKELMAN INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZEKELMAN INDUSTRIES INC
Security Description
9.875% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
9.875
Original Face
0
Shares Par Value
790000.00
Base Market Value
887762.50
Base Total Cost
897800.00
Base Unrealized Gain Loss
-10037.50
Base Accrued Interest
3467.23
Local Market Value
887762.50
Local Total Cost Amount
897800.00
Local Unrealized Gain Loss
-10037.50
Local Accrued Interest
3467.23
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: 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
1300000.00
Base Market Value
1307956.00
Base Total Cost
1287000.00
Base Unrealized Gain Loss
20956.00
Base Accrued Interest
26406.25
Local Market Value
1307956.00
Local Total Cost Amount
1287000.00
Local Unrealized Gain Loss
20956.00
Local Accrued Interest
26406.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: GRAY TELEVISION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAY TELEVISION INC
Security Description
5.875% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
530000.00
Base Market Value
540600.00
Base Total Cost
532100.00
Base Unrealized Gain Loss
8500.00
Base Accrued Interest
14357.85
Local Market Value
540600.00
Local Total Cost Amount
532100.00
Local Unrealized Gain Loss
8500.00
Local Accrued Interest
14357.85
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
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: QWEST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QWEST CORP
Security Description
6.75% 01 Dec 2021
Maturity Date
2021-12-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
325000.00
Base Market Value
359047.00
Base Total Cost
346937.50
Base Unrealized Gain Loss
12109.50
Base Accrued Interest
1828.13
Local Market Value
359047.00
Local Total Cost Amount
346937.50
Local Unrealized Gain Loss
12109.50
Local Accrued Interest
1828.13
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
TELEPHONE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: SHINMAYWA INDUSTRIES LTD
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
SHINMAYWA INDUSTRIES LTD
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
6.75% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1526250.00
Base Total Cost
1388593.75
Base Unrealized Gain Loss
137656.25
Base Accrued Interest
7734.38
Local Market Value
1526250.00
Local Total Cost Amount
1388593.75
Local Unrealized Gain Loss
137656.25
Local Accrued Interest
7734.38
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRANSOCEAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSOCEAN INC
Security Description
8.375% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
295000.00
Base Market Value
312700.00
Base Total Cost
253612.92
Base Unrealized Gain Loss
59087.08
Base Accrued Interest
1065.28
Local Market Value
312700.00
Local Total Cost Amount
253612.92
Local Unrealized Gain Loss
59087.08
Local Accrued Interest
1065.28
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: INTL LEASE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL LEASE FINANCE CORP
Security Description
8.625% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
8.625
Original Face
0
Shares Par Value
1440000.00
Base Market Value
1773172.80
Base Total Cost
1789737.50
Base Unrealized Gain Loss
-16564.70
Base Accrued Interest
57270.00
Local Market Value
1773172.80
Local Total Cost Amount
1789737.50
Local Unrealized Gain Loss
-16564.70
Local Accrued Interest
57270.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
7.25% 25 Jan 2022
Maturity Date
2022-01-25T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
220000.00
Base Market Value
240350.00
Base Total Cost
227150.00
Base Unrealized Gain Loss
13200.00
Base Accrued Interest
6911.67
Local Market Value
240350.00
Local Total Cost Amount
227150.00
Local Unrealized Gain Loss
13200.00
Local Accrued Interest
6911.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JBS USA LUX/JBS USA FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JBS USA LUX/JBS USA FIN
Security Description
8.25% 01 Feb 2020
Maturity Date
2020-02-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1025000.00
Base Market Value
1025000.00
Base Total Cost
1030125.00
Base Unrealized Gain Loss
-5125.00
Base Accrued Interest
35234.37
Local Market Value
1025000.00
Local Total Cost Amount
1030125.00
Local Unrealized Gain Loss
-5125.00
Local Accrued Interest
35234.37
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
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: TECK RESOURCES LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TECK RESOURCES LIMITED
Security Description
5.2% 01 Mar 2042
Maturity Date
2042-03-01T00:00:00.000
Interest Rate
5.2
Original Face
0
Shares Par Value
1045000.00
Base Market Value
971850.00
Base Total Cost
948397.35
Base Unrealized Gain Loss
23452.65
Base Accrued Interest
18113.33
Local Market Value
971850.00
Local Total Cost Amount
948397.35
Local Unrealized Gain Loss
23452.65
Local Accrued Interest
18113.33
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
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: UNITED STATES STEEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED STATES STEEL CORP
Security Description
7.5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
490000.00
Base Market Value
502250.00
Base Total Cost
480812.50
Base Unrealized Gain Loss
21437.50
Base Accrued Interest
10820.83
Local Market Value
502250.00
Local Total Cost Amount
480812.50
Local Unrealized Gain Loss
21437.50
Local Accrued Interest
10820.83
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
7.75% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1584562.50
Base Total Cost
1508810.00
Base Unrealized Gain Loss
75752.50
Base Accrued Interest
30806.25
Local Market Value
1584562.50
Local Total Cost Amount
1508810.00
Local Unrealized Gain Loss
75752.50
Local Accrued Interest
30806.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CIT GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIT GROUP INC
Security Description
5.375% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
400000.00
Base Market Value
430500.00
Base Total Cost
433000.00
Base Unrealized Gain Loss
-2500.00
Base Accrued Interest
2747.22
Local Market Value
430500.00
Local Total Cost Amount
433000.00
Local Unrealized Gain Loss
-2500.00
Local Accrued Interest
2747.22
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
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ROWAN COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROWAN COMPANIES INC
Security Description
4.875% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
927500.00
Base Total Cost
942500.00
Base Unrealized Gain Loss
-15000.00
Base Accrued Interest
4062.50
Local Market Value
927500.00
Local Total Cost Amount
942500.00
Local Unrealized Gain Loss
-15000.00
Local Accrued Interest
4062.50
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
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
9.25% 01 Jul 2021
Maturity Date
2021-07-01T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
915000.00
Base Market Value
897605.85
Base Total Cost
924300.00
Base Unrealized Gain Loss
-26694.15
Base Accrued Interest
0
Local Market Value
897605.85
Local Total Cost Amount
924300.00
Local Unrealized Gain Loss
-26694.15
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
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
7.625% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
731000.00
Base Market Value
826030.00
Base Total Cost
734543.57
Base Unrealized Gain Loss
91486.43
Base Accrued Interest
11767.07
Local Market Value
826030.00
Local Total Cost Amount
734543.57
Local Unrealized Gain Loss
91486.43
Local Accrued Interest
11767.07
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: WPX ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WPX ENERGY INC
Security Description
6% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
985000.00
Base Market Value
975150.00
Base Total Cost
860831.25
Base Unrealized Gain Loss
114318.75
Base Accrued Interest
27251.67
Local Market Value
975150.00
Local Total Cost Amount
860831.25
Local Unrealized Gain Loss
114318.75
Local Accrued Interest
27251.67
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
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: VIDEOTRON LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIDEOTRON LTD
Security Description
5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1005000.00
Base Market Value
1062787.50
Base Total Cost
1041517.50
Base Unrealized Gain Loss
21270.00
Base Accrued Interest
23170.83
Local Market Value
1062787.50
Local Total Cost Amount
1041517.50
Local Unrealized Gain Loss
21270.00
Local Accrued Interest
23170.83
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: TECK RESOURCES LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TECK RESOURCES LIMITED
Security Description
3.75% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
540000.00
Base Market Value
525825.00
Base Total Cost
467910.00
Base Unrealized Gain Loss
57915.00
Base Accrued Interest
8437.50
Local Market Value
525825.00
Local Total Cost Amount
467910.00
Local Unrealized Gain Loss
57915.00
Local Accrued Interest
8437.50
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
CANADIAN
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: CLEAR CHANNEL WORLDWIDE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAR CHANNEL WORLDWIDE
Security Description
7.625% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1840000.00
Base Market Value
1830800.00
Base Total Cost
1798435.07
Base Unrealized Gain Loss
32364.93
Base Accrued Interest
41441.87
Local Market Value
1830800.00
Local Total Cost Amount
1798435.07
Local Unrealized Gain Loss
32364.93
Local Accrued Interest
41441.87
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: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
5.375% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
566000.00
Base Market Value
575197.50
Base Total Cost
569750.29
Base Unrealized Gain Loss
5447.21
Base Accrued Interest
11492.95
Local Market Value
575197.50
Local Total Cost Amount
569750.29
Local Unrealized Gain Loss
5447.21
Local Accrued Interest
11492.95
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: BELDEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BELDEN INC
Security Description
5.5% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
800000.00
Base Market Value
824000.00
Base Total Cost
800000.00
Base Unrealized Gain Loss
24000.00
Base Accrued Interest
14666.67
Local Market Value
824000.00
Local Total Cost Amount
800000.00
Local Unrealized Gain Loss
24000.00
Local Accrued Interest
14666.67
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
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: SESI LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SESI LLC
Security Description
7.125% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
345000.00
Base Market Value
328612.50
Base Total Cost
341388.28
Base Unrealized Gain Loss
-12775.78
Base Accrued Interest
1019.27
Local Market Value
328612.50
Local Total Cost Amount
341388.28
Local Unrealized Gain Loss
-12775.78
Local Accrued Interest
1019.27
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: CARRIZO OIL + GAS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARRIZO OIL + GAS INC
Security Description
7.5% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
530000.00
Base Market Value
539275.00
Base Total Cost
542943.75
Base Unrealized Gain Loss
-3668.75
Base Accrued Interest
11704.17
Local Market Value
539275.00
Local Total Cost Amount
542943.75
Local Unrealized Gain Loss
-3668.75
Local Accrued Interest
11704.17
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
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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