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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: HEALTHSOUTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHSOUTH CORP
Security Description
5.75% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1280000.00
Base Market Value
1313600.00
Base Total Cost
1300100.00
Base Unrealized Gain Loss
13500.00
Base Accrued Interest
12266.66
Local Market Value
1313600.00
Local Total Cost Amount
1300100.00
Local Unrealized Gain Loss
13500.00
Local Accrued Interest
12266.66
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CABLEVISION SYSTEMS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION SYSTEMS CORP
Security Description
5.875% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2102500.00
Base Total Cost
1867937.50
Base Unrealized Gain Loss
234562.50
Base Accrued Interest
34597.21
Local Market Value
2102500.00
Local Total Cost Amount
1867937.50
Local Unrealized Gain Loss
234562.50
Local Accrued Interest
34597.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: WILLIAMS PARTNERS/ACMP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAMS PARTNERS/ACMP
Security Description
4.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
415000.00
Base Market Value
430612.30
Base Total Cost
381529.35
Base Unrealized Gain Loss
49082.95
Base Accrued Interest
2585.11
Local Market Value
430612.30
Local Total Cost Amount
381529.35
Local Unrealized Gain Loss
49082.95
Local Accrued Interest
2585.11
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
WR
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
6.75% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
860000.00
Base Market Value
952450.00
Base Total Cost
902494.93
Base Unrealized Gain Loss
49955.07
Base Accrued Interest
7417.51
Local Market Value
952450.00
Local Total Cost Amount
902494.93
Local Unrealized Gain Loss
49955.07
Local Accrued Interest
7417.51
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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
7.125% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
210000.00
Base Market Value
230844.60
Base Total Cost
210000.00
Base Unrealized Gain Loss
20844.60
Base Accrued Interest
665.00
Local Market Value
230844.60
Local Total Cost Amount
210000.00
Local Unrealized Gain Loss
20844.60
Local Accrued Interest
665.00
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
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: GOGO INTERMEDIATE/FINANC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOGO INTERMEDIATE/FINANC
Security Description
12.5% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
12.5
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1309562.50
Base Total Cost
1316056.25
Base Unrealized Gain Loss
-6493.75
Base Accrued Interest
0
Local Market Value
1309562.50
Local Total Cost Amount
1316056.25
Local Unrealized Gain Loss
-6493.75
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
FINANCE
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: 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
680000.00
Base Market Value
735202.40
Base Total Cost
711362.50
Base Unrealized Gain Loss
23839.90
Base Accrued Interest
15734.44
Local Market Value
735202.40
Local Total Cost Amount
711362.50
Local Unrealized Gain Loss
23839.90
Local Accrued Interest
15734.44
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.375% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1535000.00
Base Market Value
1496625.00
Base Total Cost
1481453.75
Base Unrealized Gain Loss
15171.25
Base Accrued Interest
17417.97
Local Market Value
1496625.00
Local Total Cost Amount
1481453.75
Local Unrealized Gain Loss
15171.25
Local Accrued Interest
17417.97
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: SINCLAIR TELEVISION GROU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SINCLAIR TELEVISION GROU
Security Description
5.625% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1255000.00
Base Market Value
1287943.75
Base Total Cost
1259750.00
Base Unrealized Gain Loss
28193.75
Base Accrued Interest
29414.07
Local Market Value
1287943.75
Local Total Cost Amount
1259750.00
Local Unrealized Gain Loss
28193.75
Local Accrued Interest
29414.07
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
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: WESCO DISTRIBUTION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESCO DISTRIBUTION INC
Security Description
5.375% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
915000.00
Base Market Value
950456.25
Base Total Cost
900613.50
Base Unrealized Gain Loss
49842.75
Base Accrued Interest
2185.84
Local Market Value
950456.25
Local Total Cost Amount
900613.50
Local Unrealized Gain Loss
49842.75
Local Accrued Interest
2185.84
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MALLINCKRODT FIN/SB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MALLINCKRODT FIN/SB
Security Description
5.75% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
605000.00
Base Market Value
568700.00
Base Total Cost
573175.00
Base Unrealized Gain Loss
-4475.00
Base Accrued Interest
14494.79
Local Market Value
568700.00
Local Total Cost Amount
573175.00
Local Unrealized Gain Loss
-4475.00
Local Accrued Interest
14494.79
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
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1070000.00
Base Market Value
1037900.00
Base Total Cost
989769.74
Base Unrealized Gain Loss
48130.26
Base Accrued Interest
21660.07
Local Market Value
1037900.00
Local Total Cost Amount
989769.74
Local Unrealized Gain Loss
48130.26
Local Accrued Interest
21660.07
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
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: TEGNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEGNA INC
Security Description
4.875% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
489000.00
Base Market Value
502447.50
Base Total Cost
484110.00
Base Unrealized Gain Loss
18337.50
Base Accrued Interest
3046.06
Local Market Value
502447.50
Local Total Cost Amount
484110.00
Local Unrealized Gain Loss
18337.50
Local Accrued Interest
3046.06
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.9% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
705000.00
Base Market Value
588675.00
Base Total Cost
589880.88
Base Unrealized Gain Loss
-1205.88
Base Accrued Interest
2878.75
Local Market Value
588675.00
Local Total Cost Amount
589880.88
Local Unrealized Gain Loss
-1205.88
Local Accrued Interest
2878.75
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
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: ANIXTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANIXTER 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
520000.00
Base Market Value
553800.00
Base Total Cost
520000.00
Base Unrealized Gain Loss
33800.00
Base Accrued Interest
6662.50
Local Market Value
553800.00
Local Total Cost Amount
520000.00
Local Unrealized Gain Loss
33800.00
Local Accrued Interest
6662.50
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
5.125% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1415000.00
Base Market Value
1492711.80
Base Total Cost
1434195.00
Base Unrealized Gain Loss
58516.80
Base Accrued Interest
18331.13
Local Market Value
1492711.80
Local Total Cost Amount
1434195.00
Local Unrealized Gain Loss
58516.80
Local Accrued Interest
18331.13
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
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: ENSCO PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENSCO PLC
Security Description
5.75% 01 Oct 2044
Maturity Date
2044-10-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
660000.00
Base Market Value
432300.00
Base Total Cost
412551.56
Base Unrealized Gain Loss
19748.44
Base Accrued Interest
9487.49
Local Market Value
432300.00
Local Total Cost Amount
412551.56
Local Unrealized Gain Loss
19748.44
Local Accrued Interest
9487.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
B1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
5.125% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1063125.00
Base Total Cost
1009387.50
Base Unrealized Gain Loss
53737.50
Base Accrued Interest
22421.86
Local Market Value
1063125.00
Local Total Cost Amount
1009387.50
Local Unrealized Gain Loss
53737.50
Local Accrued Interest
22421.86
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
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: BLUE RACER MID LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUE RACER MID LLC/FINAN
Security Description
6.125% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
540000.00
Base Market Value
544050.00
Base Total Cost
546294.50
Base Unrealized Gain Loss
-2244.50
Base Accrued Interest
4226.25
Local Market Value
544050.00
Local Total Cost Amount
546294.50
Local Unrealized Gain Loss
-2244.50
Local Accrued Interest
4226.25
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
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: SPRINT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CORP
Security Description
7.875% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1745000.00
Base Market Value
2006750.00
Base Total Cost
1642650.00
Base Unrealized Gain Loss
364100.00
Base Accrued Interest
40462.20
Local Market Value
2006750.00
Local Total Cost Amount
1642650.00
Local Unrealized Gain Loss
364100.00
Local Accrued Interest
40462.20
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXTERRAN NRG SOLUTIONS/F
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXTERRAN NRG SOLUTIONS/F
Security Description
8.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
335000.00
Base Market Value
341700.00
Base Total Cost
335000.00
Base Unrealized Gain Loss
6700.00
Base Accrued Interest
6577.86
Local Market Value
341700.00
Local Total Cost Amount
335000.00
Local Unrealized Gain Loss
6700.00
Local Accrued Interest
6577.86
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
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: PARK OHIO INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARK OHIO INDUSTRIES INC
Security Description
6.625% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
750000.00
Base Market Value
787500.00
Base Total Cost
754275.00
Base Unrealized Gain Loss
33225.00
Base Accrued Interest
10213.54
Local Market Value
787500.00
Local Total Cost Amount
754275.00
Local Unrealized Gain Loss
33225.00
Local Accrued Interest
10213.54
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.375% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
570000.00
Base Market Value
601350.00
Base Total Cost
570000.00
Base Unrealized Gain Loss
31350.00
Base Accrued Interest
6638.13
Local Market Value
601350.00
Local Total Cost Amount
570000.00
Local Unrealized Gain Loss
31350.00
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
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: 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
1070000.00
Base Market Value
1138982.90
Base Total Cost
1088375.00
Base Unrealized Gain Loss
50607.90
Base Accrued Interest
15752.78
Local Market Value
1138982.90
Local Total Cost Amount
1088375.00
Local Unrealized Gain Loss
50607.90
Local Accrued Interest
15752.78
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
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: ICAHN ENTERPRISES/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ICAHN ENTERPRISES/FIN
Security Description
6.75% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
300000.00
Base Market Value
312780.00
Base Total Cost
299875.00
Base Unrealized Gain Loss
12905.00
Base Accrued Interest
9168.75
Local Market Value
312780.00
Local Total Cost Amount
299875.00
Local Unrealized Gain Loss
12905.00
Local Accrued Interest
9168.75
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
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: ICAHN ENTERPRISES/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ICAHN ENTERPRISES/FIN
Security Description
6.25% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
165000.00
Base Market Value
172012.50
Base Total Cost
165000.00
Base Unrealized Gain Loss
7012.50
Base Accrued Interest
4669.27
Local Market Value
172012.50
Local Total Cost Amount
165000.00
Local Unrealized Gain Loss
7012.50
Local Accrued Interest
4669.27
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL 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
272000.00
Base Market Value
308040.00
Base Total Cost
329800.00
Base Unrealized Gain Loss
-21760.00
Base Accrued Interest
6006.67
Local Market Value
308040.00
Local Total Cost Amount
329800.00
Local Unrealized Gain Loss
-21760.00
Local Accrued Interest
6006.67
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: 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
500000.00
Base Market Value
496845.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
-3155.00
Base Accrued Interest
2597.22
Local Market Value
496845.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
-3155.00
Local Accrued Interest
2597.22
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
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: TENMA CORP
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
TENMA 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
MATERIALS
Minor Industry Name
CHEMICALS
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: SUNCOKE ENRGY PART LP/FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUNCOKE ENRGY PART LP/FI
Security Description
7.5% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
765000.00
Base Market Value
755437.50
Base Total Cost
755937.80
Base Unrealized Gain Loss
-500.30
Base Accrued Interest
5896.88
Local Market Value
755437.50
Local Total Cost Amount
755937.80
Local Unrealized Gain Loss
-500.30
Local Accrued Interest
5896.88
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
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: ORCHESTRA BORROWER/CO IS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORCHESTRA BORROWER/CO IS
Security Description
6.75% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
775000.00
Base Market Value
798560.00
Base Total Cost
794625.00
Base Unrealized Gain Loss
3935.00
Base Accrued Interest
2179.68
Local Market Value
798560.00
Local Total Cost Amount
794625.00
Local Unrealized Gain Loss
3935.00
Local Accrued Interest
2179.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: OPPENHEIMER HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPPENHEIMER HOLDINGS INC
Security Description
6.75% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
770000.00
Base Market Value
773850.00
Base Total Cost
770000.00
Base Unrealized Gain Loss
3850.00
Base Accrued Interest
1155.00
Local Market Value
773850.00
Local Total Cost Amount
770000.00
Local Unrealized Gain Loss
3850.00
Local Accrued Interest
1155.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
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: SPRINT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CORP
Security Description
7.125% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1680000.00
Base Market Value
1869000.00
Base Total Cost
1779112.50
Base Unrealized Gain Loss
89887.50
Base Accrued Interest
5320.01
Local Market Value
1869000.00
Local Total Cost Amount
1779112.50
Local Unrealized Gain Loss
89887.50
Local Accrued Interest
5320.01
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPRINT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CORP
Security Description
7.25% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
430000.00
Base Market Value
477837.50
Base Total Cost
376749.56
Base Unrealized Gain Loss
101087.94
Base Accrued Interest
9179.31
Local Market Value
477837.50
Local Total Cost Amount
376749.56
Local Unrealized Gain Loss
101087.94
Local Accrued Interest
9179.31
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
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: REALOGY GROUP/CO ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALOGY GROUP/CO ISSUER
Security Description
5.25% 01 Dec 2021
Maturity Date
2021-12-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1598200.00
Base Total Cost
1539800.00
Base Unrealized Gain Loss
58400.00
Base Accrued Interest
6671.88
Local Market Value
1598200.00
Local Total Cost Amount
1539800.00
Local Unrealized Gain Loss
58400.00
Local Accrued Interest
6671.88
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
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: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
6.25% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
960000.00
Base Market Value
1087075.20
Base Total Cost
986262.50
Base Unrealized Gain Loss
100812.70
Base Accrued Interest
17666.66
Local Market Value
1087075.20
Local Total Cost Amount
986262.50
Local Unrealized Gain Loss
100812.70
Local Accrued Interest
17666.66
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
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5.5% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
335000.00
Base Market Value
362322.60
Base Total Cost
334255.56
Base Unrealized Gain Loss
28067.04
Base Accrued Interest
1535.42
Local Market Value
362322.60
Local Total Cost Amount
334255.56
Local Unrealized Gain Loss
28067.04
Local Accrued Interest
1535.42
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: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
7% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
415000.00
Base Market Value
441975.00
Base Total Cost
439900.00
Base Unrealized Gain Loss
2075.00
Base Accrued Interest
0
Local Market Value
441975.00
Local Total Cost Amount
439900.00
Local Unrealized Gain Loss
2075.00
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: RICE ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RICE ENERGY INC
Security Description
6.25% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
835000.00
Base Market Value
872575.00
Base Total Cost
818374.86
Base Unrealized Gain Loss
54200.14
Base Accrued Interest
8697.92
Local Market Value
872575.00
Local Total Cost Amount
818374.86
Local Unrealized Gain Loss
54200.14
Local Accrued Interest
8697.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1950000.00
Base Market Value
2056860.00
Base Total Cost
1990306.25
Base Unrealized Gain Loss
66553.75
Base Accrued Interest
43671.87
Local Market Value
2056860.00
Local Total Cost Amount
1990306.25
Local Unrealized Gain Loss
66553.75
Local Accrued Interest
43671.87
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
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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.25% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1980000.00
Base Market Value
2056230.00
Base Total Cost
1785575.00
Base Unrealized Gain Loss
270655.00
Base Accrued Interest
43312.49
Local Market Value
2056230.00
Local Total Cost Amount
1785575.00
Local Unrealized Gain Loss
270655.00
Local Accrued Interest
43312.49
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: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
6.875% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
755000.00
Base Market Value
749337.50
Base Total Cost
733037.50
Base Unrealized Gain Loss
16300.00
Base Accrued Interest
10957.98
Local Market Value
749337.50
Local Total Cost Amount
733037.50
Local Unrealized Gain Loss
16300.00
Local Accrued Interest
10957.98
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: COGENT COMMUNICATIONS GR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COGENT COMMUNICATIONS GR
Security Description
5.375% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
480000.00
Base Market Value
504000.00
Base Total Cost
480000.00
Base Unrealized Gain Loss
24000.00
Base Accrued Interest
8600.00
Local Market Value
504000.00
Local Total Cost Amount
480000.00
Local Unrealized Gain Loss
24000.00
Local Accrued Interest
8600.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.875% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
690000.00
Base Market Value
721912.50
Base Total Cost
650062.50
Base Unrealized Gain Loss
71850.00
Base Accrued Interest
15314.16
Local Market Value
721912.50
Local Total Cost Amount
650062.50
Local Unrealized Gain Loss
71850.00
Local Accrued Interest
15314.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ENVISION HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENVISION HEALTHCARE CORP
Security Description
5.625% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
460000.00
Base Market Value
476675.00
Base Total Cost
467376.58
Base Unrealized Gain Loss
9298.42
Base Accrued Interest
11931.25
Local Market Value
476675.00
Local Total Cost Amount
467376.58
Local Unrealized Gain Loss
9298.42
Local Accrued Interest
11931.25
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
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: SANCHEZ ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANCHEZ ENERGY CORP
Security Description
6.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1420000.00
Base Market Value
1136000.00
Base Total Cost
1251596.15
Base Unrealized Gain Loss
-115596.15
Base Accrued Interest
40105.13
Local Market Value
1136000.00
Local Total Cost Amount
1251596.15
Local Unrealized Gain Loss
-115596.15
Local Accrued Interest
40105.13
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
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: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.125% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
465000.00
Base Market Value
466013.70
Base Total Cost
464418.75
Base Unrealized Gain Loss
1594.95
Base Accrued Interest
1985.94
Local Market Value
466013.70
Local Total Cost Amount
464418.75
Local Unrealized Gain Loss
1594.95
Local Accrued Interest
1985.94
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: MERCER INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCER INTL INC
Security Description
7.75% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
430000.00
Base Market Value
460637.50
Base Total Cost
460100.00
Base Unrealized Gain Loss
537.50
Base Accrued Interest
2777.08
Local Market Value
460637.50
Local Total Cost Amount
460100.00
Local Unrealized Gain Loss
537.50
Local Accrued Interest
2777.08
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
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: PLATFORM SPECIALTY PROD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLATFORM SPECIALTY PROD
Security Description
6.5% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1110000.00
Base Market Value
1146075.00
Base Total Cost
1092306.25
Base Unrealized Gain Loss
53768.75
Base Accrued Interest
30062.50
Local Market Value
1146075.00
Local Total Cost Amount
1092306.25
Local Unrealized Gain Loss
53768.75
Local Accrued Interest
30062.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRONOX FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRONOX FINANCE LLC
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
965000.00
Base Market Value
993950.00
Base Total Cost
1000018.75
Base Unrealized Gain Loss
-6068.75
Base Accrued Interest
21310.41
Local Market Value
993950.00
Local Total Cost Amount
1000018.75
Local Unrealized Gain Loss
-6068.75
Local Accrued Interest
21310.41
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
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