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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: ENDO DAC/FIN LLC/FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO DAC/FIN LLC/FINCO
Security Description
6% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
3710000.00
Base Market Value
3023650.00
Base Total Cost
3672344.44
Base Unrealized Gain Loss
-648694.44
Base Accrued Interest
100479.17
Local Market Value
3023650.00
Local Total Cost Amount
3672344.44
Local Unrealized Gain Loss
-648694.44
Local Accrued Interest
100479.17
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
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: LEVEL 3 COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 COMMUNICATIONS
Security Description
5.75% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
3270000.00
Base Market Value
3392625.00
Base Total Cost
3307537.22
Base Unrealized Gain Loss
85087.78
Base Accrued Interest
62675.00
Local Market Value
3392625.00
Local Total Cost Amount
3307537.22
Local Unrealized Gain Loss
85087.78
Local Accrued Interest
62675.00
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
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
2220000.00
Base Market Value
2331000.00
Base Total Cost
2218856.25
Base Unrealized Gain Loss
112143.75
Base Accrued Interest
39774.99
Local Market Value
2331000.00
Local Total Cost Amount
2218856.25
Local Unrealized Gain Loss
112143.75
Local Accrued Interest
39774.99
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
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: 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
2065000.00
Base Market Value
2139856.25
Base Total Cost
2017625.00
Base Unrealized Gain Loss
122231.25
Base Accrued Interest
53560.94
Local Market Value
2139856.25
Local Total Cost Amount
2017625.00
Local Unrealized Gain Loss
122231.25
Local Accrued Interest
53560.94
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
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: PETSMART INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETSMART INC
Security Description
7.125% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1545000.00
Base Market Value
1375050.00
Base Total Cost
1561831.16
Base Unrealized Gain Loss
-186781.16
Base Accrued Interest
32412.81
Local Market Value
1375050.00
Local Total Cost Amount
1561831.16
Local Unrealized Gain Loss
-186781.16
Local Accrued Interest
32412.81
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
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: DEAN FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEAN FOODS CO
Security Description
6.5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
3630000.00
Base Market Value
3829650.00
Base Total Cost
3693308.76
Base Unrealized Gain Loss
136341.24
Base Accrued Interest
69474.17
Local Market Value
3829650.00
Local Total Cost Amount
3693308.76
Local Unrealized Gain Loss
136341.24
Local Accrued Interest
69474.17
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
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: PILGRIM S PRIDE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PILGRIM S PRIDE CORP
Security Description
5.75% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1440000.00
Base Market Value
1443600.00
Base Total Cost
1456816.67
Base Unrealized Gain Loss
-13216.67
Base Accrued Interest
24380.01
Local Market Value
1443600.00
Local Total Cost Amount
1456816.67
Local Unrealized Gain Loss
-13216.67
Local Accrued Interest
24380.01
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
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: RSI HOME PRODUCTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RSI HOME PRODUCTS INC
Security Description
6.5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
2495000.00
Base Market Value
2625987.50
Base Total Cost
2495000.00
Base Unrealized Gain Loss
130987.50
Base Accrued Interest
47751.53
Local Market Value
2625987.50
Local Total Cost Amount
2495000.00
Local Unrealized Gain Loss
130987.50
Local Accrued Interest
47751.53
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: 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
3285000.00
Base Market Value
3519056.25
Base Total Cost
3302559.03
Base Unrealized Gain Loss
216497.22
Base Accrued Interest
21215.62
Local Market Value
3519056.25
Local Total Cost Amount
3302559.03
Local Unrealized Gain Loss
216497.22
Local Accrued Interest
21215.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MASONITE INTERNATIONAL C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASONITE INTERNATIONAL C
Security Description
5.625% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1410750.00
Base Total Cost
1379000.00
Base Unrealized Gain Loss
31750.00
Base Accrued Interest
22359.38
Local Market Value
1410750.00
Local Total Cost Amount
1379000.00
Local Unrealized Gain Loss
31750.00
Local Accrued Interest
22359.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
4710000.00
Base Market Value
4038825.00
Base Total Cost
4476693.75
Base Unrealized Gain Loss
-437868.75
Base Accrued Interest
35357.71
Local Market Value
4038825.00
Local Total Cost Amount
4476693.75
Local Unrealized Gain Loss
-437868.75
Local Accrued Interest
35357.71
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UPCB FINANCE IV LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UPCB FINANCE IV LTD
Security Description
5.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2255000.00
Base Market Value
2359293.75
Base Total Cost
2261562.50
Base Unrealized Gain Loss
97731.25
Base Accrued Interest
55889.54
Local Market Value
2359293.75
Local Total Cost Amount
2261562.50
Local Unrealized Gain Loss
97731.25
Local Accrued Interest
55889.54
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
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: NORBORD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORBORD INC
Security Description
6.25% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
2780000.00
Base Market Value
2967650.00
Base Total Cost
2884337.50
Base Unrealized Gain Loss
83312.50
Base Accrued Interest
36680.55
Local Market Value
2967650.00
Local Total Cost Amount
2884337.50
Local Unrealized Gain Loss
83312.50
Local Accrued Interest
36680.55
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
CANADIAN
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: TRINSEO OP / TRINSEO FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRINSEO OP / TRINSEO FIN
Security Description
6.75% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
3580000.00
Base Market Value
3794800.00
Base Total Cost
3639812.50
Base Unrealized Gain Loss
154987.50
Base Accrued Interest
40275.00
Local Market Value
3794800.00
Local Total Cost Amount
3639812.50
Local Unrealized Gain Loss
154987.50
Local Accrued Interest
40275.00
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
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: ZF NA CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZF NA CAPITAL
Security Description
4.75% 29 Apr 2025
Maturity Date
2025-04-29T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
3375000.00
Base Market Value
3560625.00
Base Total Cost
3402974.66
Base Unrealized Gain Loss
157650.34
Base Accrued Interest
27609.38
Local Market Value
3560625.00
Local Total Cost Amount
3402974.66
Local Unrealized Gain Loss
157650.34
Local Accrued Interest
27609.38
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
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: FTS INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FTS INTERNATIONAL 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
2300000.00
Base Market Value
1863000.00
Base Total Cost
2297200.00
Base Unrealized Gain Loss
-434200.00
Base Accrued Interest
23958.33
Local Market Value
1863000.00
Local Total Cost Amount
2297200.00
Local Unrealized Gain Loss
-434200.00
Local Accrued Interest
23958.33
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
Ca
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: 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
1220000.00
Base Market Value
1101050.00
Base Total Cost
1186450.00
Base Unrealized Gain Loss
-85400.00
Base Accrued Interest
5718.76
Local Market Value
1101050.00
Local Total Cost Amount
1186450.00
Local Unrealized Gain Loss
-85400.00
Local Accrued Interest
5718.76
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
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: ANGLO AMERICAN CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANGLO AMERICAN CAPITAL
Security Description
4.875% 14 May 2025
Maturity Date
2025-05-14T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1325000.00
Base Market Value
1378000.00
Base Total Cost
1361437.50
Base Unrealized Gain Loss
16562.50
Base Accrued Interest
8433.07
Local Market Value
1378000.00
Local Total Cost Amount
1361437.50
Local Unrealized Gain Loss
16562.50
Local Accrued Interest
8433.07
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENERGIZER HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGIZER HOLDINGS INC
Security Description
5.5% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2620000.00
Base Market Value
2741175.00
Base Total Cost
2620799.20
Base Unrealized Gain Loss
120375.80
Base Accrued Interest
6404.44
Local Market Value
2741175.00
Local Total Cost Amount
2620799.20
Local Unrealized Gain Loss
120375.80
Local Accrued Interest
6404.44
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
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: GCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GCI INC
Security Description
6.875% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1700000.00
Base Market Value
1838125.00
Base Total Cost
1715173.06
Base Unrealized Gain Loss
122951.94
Base Accrued Interest
24673.60
Local Market Value
1838125.00
Local Total Cost Amount
1715173.06
Local Unrealized Gain Loss
122951.94
Local Accrued Interest
24673.60
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: TOPS HOLDING/MARKETS II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOPS HOLDING/MARKETS II
Security Description
8% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
2385000.00
Base Market Value
1958681.25
Base Total Cost
2372625.00
Base Unrealized Gain Loss
-413943.75
Base Accrued Interest
8480.00
Local Market Value
1958681.25
Local Total Cost Amount
2372625.00
Local Unrealized Gain Loss
-413943.75
Local Accrued Interest
8480.00
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
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CABLE ONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLE ONE INC
Security Description
5.75% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1845000.00
Base Market Value
1939556.25
Base Total Cost
1868446.06
Base Unrealized Gain Loss
71110.19
Base Accrued Interest
4715.01
Local Market Value
1939556.25
Local Total Cost Amount
1868446.06
Local Unrealized Gain Loss
71110.19
Local Accrued Interest
4715.01
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
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
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
3185000.00
Base Market Value
3025750.00
Base Total Cost
2983300.00
Base Unrealized Gain Loss
42450.00
Base Accrued Interest
24927.03
Local Market Value
3025750.00
Local Total Cost Amount
2983300.00
Local Unrealized Gain Loss
42450.00
Local Accrued Interest
24927.03
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
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: LEVI STRAUSS + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVI STRAUSS + CO
Security Description
5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2285000.00
Base Market Value
2387825.00
Base Total Cost
2272525.00
Base Unrealized Gain Loss
115300.00
Base Accrued Interest
19041.66
Local Market Value
2387825.00
Local Total Cost Amount
2272525.00
Local Unrealized Gain Loss
115300.00
Local Accrued Interest
19041.66
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
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: TELESAT CANADA/TELESAT L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELESAT CANADA/TELESAT L
Security Description
8.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
8.875
Original Face
0
Shares Par Value
850000.00
Base Market Value
954125.00
Base Total Cost
859309.52
Base Unrealized Gain Loss
94815.48
Base Accrued Interest
9540.63
Local Market Value
954125.00
Local Total Cost Amount
859309.52
Local Unrealized Gain Loss
94815.48
Local Accrued Interest
9540.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: INVENTIV GRP HLDGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INVENTIV GRP HLDGS INC
Security Description
7.5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
900000.00
Base Market Value
976500.00
Base Total Cost
900000.00
Base Unrealized Gain Loss
76500.00
Base Accrued Interest
16875.00
Local Market Value
976500.00
Local Total Cost Amount
900000.00
Local Unrealized Gain Loss
76500.00
Local Accrued Interest
16875.00
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
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: WEATHERFORD BERMUDA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEATHERFORD BERMUDA
Security Description
9.875% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
9.875
Original Face
0
Shares Par Value
600000.00
Base Market Value
627000.00
Base Total Cost
606000.00
Base Unrealized Gain Loss
21000.00
Base Accrued Interest
36702.08
Local Market Value
627000.00
Local Total Cost Amount
606000.00
Local Unrealized Gain Loss
21000.00
Local Accrued Interest
36702.08
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
8.75% 01 Dec 2021
Maturity Date
2021-12-01T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
950000.00
Base Market Value
1054500.00
Base Total Cost
940509.50
Base Unrealized Gain Loss
113990.50
Base Accrued Interest
6927.08
Local Market Value
1054500.00
Local Total Cost Amount
940509.50
Local Unrealized Gain Loss
113990.50
Local Accrued Interest
6927.08
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
7.5% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
216960.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
16960.00
Base Accrued Interest
0
Local Market Value
216960.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
16960.00
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: GENESYS/GREENEDEN LUX/US
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENESYS/GREENEDEN LUX/US
Security Description
10% 30 Nov 2024
Maturity Date
2024-11-30T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
350000.00
Base Market Value
393312.50
Base Total Cost
350000.00
Base Unrealized Gain Loss
43312.50
Base Accrued Interest
3013.89
Local Market Value
393312.50
Local Total Cost Amount
350000.00
Local Unrealized Gain Loss
43312.50
Local Accrued Interest
3013.89
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
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: 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
1750000.00
Base Market Value
1736875.00
Base Total Cost
1750000.00
Base Unrealized Gain Loss
-13125.00
Base Accrued Interest
5152.78
Local Market Value
1736875.00
Local Total Cost Amount
1750000.00
Local Unrealized Gain Loss
-13125.00
Local Accrued Interest
5152.78
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5.25% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
375000.00
Base Market Value
389062.50
Base Total Cost
370437.49
Base Unrealized Gain Loss
18625.01
Base Accrued Interest
1640.63
Local Market Value
389062.50
Local Total Cost Amount
370437.49
Local Unrealized Gain Loss
18625.01
Local Accrued Interest
1640.63
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
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
6.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
200000.00
Base Market Value
186500.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
-13500.00
Base Accrued Interest
600.00
Local Market Value
186500.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
-13500.00
Local Accrued Interest
600.00
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
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: 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
660000.00
Base Market Value
664039.20
Base Total Cost
653193.75
Base Unrealized Gain Loss
10845.45
Base Accrued Interest
13406.25
Local Market Value
664039.20
Local Total Cost Amount
653193.75
Local Unrealized Gain Loss
10845.45
Local Accrued Interest
13406.25
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
300000.00
Base Market Value
306000.00
Base Total Cost
309000.00
Base Unrealized Gain Loss
-3000.00
Base Accrued Interest
8127.08
Local Market Value
306000.00
Local Total Cost Amount
309000.00
Local Unrealized Gain Loss
-3000.00
Local Accrued Interest
8127.08
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
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: 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
925000.00
Base Market Value
925000.00
Base Total Cost
923375.00
Base Unrealized Gain Loss
1625.00
Base Accrued Interest
3391.67
Local Market Value
925000.00
Local Total Cost Amount
923375.00
Local Unrealized Gain Loss
1625.00
Local Accrued Interest
3391.67
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
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: ENDO DAC/FIN LLC/FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO DAC/FIN LLC/FINCO
Security Description
5.875% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
325000.00
Base Market Value
334750.00
Base Total Cost
325000.00
Base Unrealized Gain Loss
9750.00
Base Accrued Interest
3394.45
Local Market Value
334750.00
Local Total Cost Amount
325000.00
Local Unrealized Gain Loss
9750.00
Local Accrued Interest
3394.45
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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
1000000.00
Base Market Value
1067400.00
Base Total Cost
992499.99
Base Unrealized Gain Loss
74900.01
Base Accrued Interest
20979.17
Local Market Value
1067400.00
Local Total Cost Amount
992499.99
Local Unrealized Gain Loss
74900.01
Local Accrued Interest
20979.17
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
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: HUGHES SATELLITE SYSTEMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUGHES SATELLITE SYSTEMS
Security Description
6.625% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1978000.00
Base Market Value
2126350.00
Base Total Cost
1978514.08
Base Unrealized Gain Loss
147835.92
Base Accrued Interest
54601.04
Local Market Value
2126350.00
Local Total Cost Amount
1978514.08
Local Unrealized Gain Loss
147835.92
Local Accrued Interest
54601.04
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LENNAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LENNAR CORP
Security Description
4.5% 30 Apr 2024
Maturity Date
2024-04-30T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
575000.00
Base Market Value
594320.00
Base Total Cost
575000.00
Base Unrealized Gain Loss
19320.00
Base Accrued Interest
4528.13
Local Market Value
594320.00
Local Total Cost Amount
575000.00
Local Unrealized Gain Loss
19320.00
Local Accrued Interest
4528.13
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
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: THC ESCROW CORP III
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THC ESCROW CORP III
Security Description
4.625% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
621000.00
Base Market Value
622676.70
Base Total Cost
621000.00
Base Unrealized Gain Loss
1676.70
Base Accrued Interest
1356.28
Local Market Value
622676.70
Local Total Cost Amount
621000.00
Local Unrealized Gain Loss
1676.70
Local Accrued Interest
1356.28
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
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
5.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
975000.00
Base Market Value
978656.25
Base Total Cost
975000.00
Base Unrealized Gain Loss
3656.25
Base Accrued Interest
2359.63
Local Market Value
978656.25
Local Total Cost Amount
975000.00
Local Unrealized Gain Loss
3656.25
Local Accrued Interest
2359.63
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
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
200000.00
Base Market Value
200500.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
500.00
Base Accrued Interest
611.11
Local Market Value
200500.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
500.00
Local Accrued Interest
611.11
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
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.5% 15 Jun 2047
Maturity Date
2047-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1125000.00
Base Market Value
1164375.00
Base Total Cost
1125000.00
Base Unrealized Gain Loss
39375.00
Base Accrued Interest
1546.88
Local Market Value
1164375.00
Local Total Cost Amount
1125000.00
Local Unrealized Gain Loss
39375.00
Local Accrued Interest
1546.88
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
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: 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
4.75% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
325000.00
Base Market Value
331906.25
Base Total Cost
325000.00
Base Unrealized Gain Loss
6906.25
Base Accrued Interest
686.11
Local Market Value
331906.25
Local Total Cost Amount
325000.00
Local Unrealized Gain Loss
6906.25
Local Accrued Interest
686.11
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
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: FNMA POOL 738582
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 738582
Security Description
7% 01 Oct 2032
Maturity Date
2032-10-01T00:00:00.000
Interest Rate
7
Original Face
182000.00
Shares Par Value
5231.52
Base Market Value
5906.12
Base Total Cost
5524.12
Base Unrealized Gain Loss
382.00
Base Accrued Interest
0
Local Market Value
5906.12
Local Total Cost Amount
5524.12
Local Unrealized Gain Loss
382.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BRAND ENERGY + INFRASTRU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRAND ENERGY + INFRASTRU
Security Description
8.5% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
480000.00
Base Market Value
496800.00
Base Total Cost
480000.00
Base Unrealized Gain Loss
16800.00
Base Accrued Interest
1133.33
Local Market Value
496800.00
Local Total Cost Amount
480000.00
Local Unrealized Gain Loss
16800.00
Local Accrued Interest
1133.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: J2 CLOUD LLC/GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
J2 CLOUD LLC/GLOBAL INC
Security Description
6% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
300000.00
Base Market Value
309000.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
9000.00
Base Accrued Interest
0
Local Market Value
309000.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
9000.00
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
5% 01 Aug 2027
Maturity Date
2027-08-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
425000.00
Base Market Value
428187.50
Base Total Cost
425000.00
Base Unrealized Gain Loss
3187.50
Base Accrued Interest
0
Local Market Value
428187.50
Local Total Cost Amount
425000.00
Local Unrealized Gain Loss
3187.50
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NFP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NFP CORP
Security Description
6.875% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1070000.00
Base Market Value
1080700.00
Base Total Cost
1070000.00
Base Unrealized Gain Loss
10700.00
Base Accrued Interest
0
Local Market Value
1080700.00
Local Total Cost Amount
1070000.00
Local Unrealized Gain Loss
10700.00
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
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
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