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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: BRAND ENERGY AND INFRASTRUCTUR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRAND ENERGY AND INFRASTRUCTUR
Security Description
1% 21 Jun 2024
Maturity Date
2024-06-21T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1880000.00
Base Market Value
1875770.00
Base Total Cost
1861204.75
Base Unrealized Gain Loss
14565.25
Base Accrued Interest
0
Local Market Value
1875770.00
Local Total Cost Amount
1861204.75
Local Unrealized Gain Loss
14565.25
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
887.13
Base Market Value
887.13
Base Total Cost
887.13
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
887.13
Local Total Cost Amount
887.13
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: KINROSS GOLD CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KINROSS GOLD CORP
Security Description
4.5% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
205000.00
Base Market Value
204487.50
Base Total Cost
205000.00
Base Unrealized Gain Loss
-512.50
Base Accrued Interest
0
Local Market Value
204487.50
Local Total Cost Amount
205000.00
Local Unrealized Gain Loss
-512.50
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
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: ALPINE FINANCE MERGER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALPINE FINANCE MERGER
Security Description
6.875% 01 Aug 2025
Maturity Date
2025-08-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
390000.00
Base Market Value
396825.00
Base Total Cost
390000.00
Base Unrealized Gain Loss
6825.00
Base Accrued Interest
0
Local Market Value
396825.00
Local Total Cost Amount
390000.00
Local Unrealized Gain Loss
6825.00
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
FINANCE
Moody S Quality Rating
Caa2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COMMERCIAL METALS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMERCIAL METALS CO
Security Description
5.375% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
210000.00
Base Market Value
213937.50
Base Total Cost
210000.00
Base Unrealized Gain Loss
3937.50
Base Accrued Interest
0
Local Market Value
213937.50
Local Total Cost Amount
210000.00
Local Unrealized Gain Loss
3937.50
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
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: VENATOR FIN SARL/VENATOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VENATOR FIN SARL/VENATOR
Security Description
5.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
325000.00
Base Market Value
328250.00
Base Total Cost
325000.00
Base Unrealized Gain Loss
3250.00
Base Accrued Interest
0
Local Market Value
328250.00
Local Total Cost Amount
325000.00
Local Unrealized Gain Loss
3250.00
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VERISIGN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERISIGN INC
Security Description
4.75% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
310000.00
Base Market Value
313487.50
Base Total Cost
310000.00
Base Unrealized Gain Loss
3487.50
Base Accrued Interest
0
Local Market Value
313487.50
Local Total Cost Amount
310000.00
Local Unrealized Gain Loss
3487.50
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
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: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
5.875% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
450000.00
Base Market Value
463500.00
Base Total Cost
450592.11
Base Unrealized Gain Loss
12907.89
Base Accrued Interest
3378.12
Local Market Value
463500.00
Local Total Cost Amount
450592.11
Local Unrealized Gain Loss
12907.89
Local Accrued Interest
3378.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.75% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
450000.00
Base Market Value
429606.00
Base Total Cost
450000.00
Base Unrealized Gain Loss
-20394.00
Base Accrued Interest
8943.75
Local Market Value
429606.00
Local Total Cost Amount
450000.00
Local Unrealized Gain Loss
-20394.00
Local Accrued Interest
8943.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANTERO MIDSTREAM PART/FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO MIDSTREAM PART/FI
Security Description
5.375% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
350000.00
Base Market Value
357875.00
Base Total Cost
350000.00
Base Unrealized Gain Loss
7875.00
Base Accrued Interest
5539.24
Local Market Value
357875.00
Local Total Cost Amount
350000.00
Local Unrealized Gain Loss
7875.00
Local Accrued Interest
5539.24
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SUNOCO LP/FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUNOCO LP/FINANCE CORP
Security Description
5.5% 01 Aug 2020
Maturity Date
2020-08-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
307500.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
7500.00
Base Accrued Interest
6875.00
Local Market Value
307500.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
7500.00
Local Accrued Interest
6875.00
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
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: CAMELOT FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMELOT FINANCE SA
Security Description
7.875% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1030000.00
Base Market Value
1109825.00
Base Total Cost
1030000.00
Base Unrealized Gain Loss
79825.00
Base Accrued Interest
17123.75
Local Market Value
1109825.00
Local Total Cost Amount
1030000.00
Local Unrealized Gain Loss
79825.00
Local Accrued Interest
17123.75
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
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: INMARSAT FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INMARSAT FINANCE PLC
Security Description
6.5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
625000.00
Base Market Value
667187.50
Base Total Cost
625000.00
Base Unrealized Gain Loss
42187.50
Base Accrued Interest
10156.25
Local Market Value
667187.50
Local Total Cost Amount
625000.00
Local Unrealized Gain Loss
42187.50
Local Accrued Interest
10156.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5.875% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
700000.00
Base Market Value
710500.00
Base Total Cost
707000.00
Base Unrealized Gain Loss
3500.00
Base Accrued Interest
0
Local Market Value
710500.00
Local Total Cost Amount
707000.00
Local Unrealized Gain Loss
3500.00
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
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1000000.00
Base Market Value
982500.00
Base Total Cost
925000.00
Base Unrealized Gain Loss
57500.00
Base Accrued Interest
18888.89
Local Market Value
982500.00
Local Total Cost Amount
925000.00
Local Unrealized Gain Loss
57500.00
Local Accrued Interest
18888.89
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
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.25% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
900000.00
Base Market Value
918090.00
Base Total Cost
881375.00
Base Unrealized Gain Loss
36715.00
Base Accrued Interest
3937.50
Local Market Value
918090.00
Local Total Cost Amount
881375.00
Local Unrealized Gain Loss
36715.00
Local Accrued Interest
3937.50
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
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: COTT BEVERAGES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COTT BEVERAGES INC
Security Description
5.375% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2450000.00
Base Market Value
2538812.50
Base Total Cost
2400109.09
Base Unrealized Gain Loss
138703.41
Base Accrued Interest
0
Local Market Value
2538812.50
Local Total Cost Amount
2400109.09
Local Unrealized Gain Loss
138703.41
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
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: 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
325000.00
Base Market Value
334880.00
Base Total Cost
325000.00
Base Unrealized Gain Loss
9880.00
Base Accrued Interest
914.06
Local Market Value
334880.00
Local Total Cost Amount
325000.00
Local Unrealized Gain Loss
9880.00
Local Accrued Interest
914.06
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
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: TRI POINTE GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRI POINTE GROUP INC
Security Description
5.25% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
400000.00
Base Market Value
401000.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
1000.00
Base Accrued Interest
1341.67
Local Market Value
401000.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
1000.00
Local Accrued Interest
1341.67
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
HOUSEHOLD DURABLES
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
7% 01 Aug 2025
Maturity Date
2025-08-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
675000.00
Base Market Value
672468.75
Base Total Cost
675000.00
Base Unrealized Gain Loss
-2531.25
Base Accrued Interest
19687.50
Local Market Value
672468.75
Local Total Cost Amount
675000.00
Local Unrealized Gain Loss
-2531.25
Local Accrued Interest
19687.50
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
CCC+
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
4.625% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
496000.00
Base Market Value
496620.00
Base Total Cost
496000.00
Base Unrealized Gain Loss
620.00
Base Accrued Interest
1083.28
Local Market Value
496620.00
Local Total Cost Amount
496000.00
Local Unrealized Gain Loss
620.00
Local Accrued Interest
1083.28
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: PETSMART INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETSMART INC
Security Description
5.875% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
950000.00
Base Market Value
915562.50
Base Total Cost
950750.00
Base Unrealized Gain Loss
-35187.50
Base Accrued Interest
4651.04
Local Market Value
915562.50
Local Total Cost Amount
950750.00
Local Unrealized Gain Loss
-35187.50
Local Accrued Interest
4651.04
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
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: HERTZ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERTZ CORP
Security Description
7.625% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1075000.00
Base Market Value
1072420.00
Base Total Cost
1067500.00
Base Unrealized Gain Loss
4920.00
Base Accrued Interest
5692.27
Local Market Value
1072420.00
Local Total Cost Amount
1067500.00
Local Unrealized Gain Loss
4920.00
Local Accrued Interest
5692.27
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
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: GLOBAL PART/GLP FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLOBAL PART/GLP FINANCE
Security Description
6.25% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
350000.00
Base Market Value
351750.00
Base Total Cost
342125.00
Base Unrealized Gain Loss
9625.00
Base Accrued Interest
10086.80
Local Market Value
351750.00
Local Total Cost Amount
342125.00
Local Unrealized Gain Loss
9625.00
Local Accrued Interest
10086.80
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
REAL ESTATE
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: LENNAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LENNAR CORP
Security Description
4.75% 30 May 2025
Maturity Date
2025-05-30T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
522500.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
22500.00
Base Accrued Interest
2045.14
Local Market Value
522500.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
22500.00
Local Accrued Interest
2045.14
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
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: 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
700000.00
Base Market Value
738500.00
Base Total Cost
705250.00
Base Unrealized Gain Loss
33250.00
Base Accrued Interest
5726.39
Local Market Value
738500.00
Local Total Cost Amount
705250.00
Local Unrealized Gain Loss
33250.00
Local Accrued Interest
5726.39
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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.25% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1035000.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
35000.00
Base Accrued Interest
24208.33
Local Market Value
1035000.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
35000.00
Local Accrued Interest
24208.33
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: AGCO CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AGCO CORP
Security Description
COMMON STOCK USD.01
Interest Rate
0
Original Face
0
Shares Par Value
21713.00
Base Market Value
1463239.07
Base Total Cost
690668.86
Base Unrealized Gain Loss
772570.21
Base Accrued Interest
0
Local Market Value
1463239.07
Local Total Cost Amount
690668.86
Local Unrealized Gain Loss
772570.21
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
MACHINERY
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: QUICKEN LOANS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUICKEN LOANS INC
Security Description
5.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
825000.00
Base Market Value
851812.50
Base Total Cost
825279.78
Base Unrealized Gain Loss
26532.72
Base Accrued Interest
7906.25
Local Market Value
851812.50
Local Total Cost Amount
825279.78
Local Unrealized Gain Loss
26532.72
Local Accrued Interest
7906.25
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
5.625% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
850000.00
Base Market Value
767125.00
Base Total Cost
850000.00
Base Unrealized Gain Loss
-82875.00
Base Accrued Interest
3984.38
Local Market Value
767125.00
Local Total Cost Amount
850000.00
Local Unrealized Gain Loss
-82875.00
Local Accrued Interest
3984.38
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
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: STERIGENICS NORDION HOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STERIGENICS NORDION HOLD
Security Description
6.5% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
700000.00
Base Market Value
721000.00
Base Total Cost
691750.00
Base Unrealized Gain Loss
29250.00
Base Accrued Interest
5813.89
Local Market Value
721000.00
Local Total Cost Amount
691750.00
Local Unrealized Gain Loss
29250.00
Local Accrued Interest
5813.89
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
MISCELLANEOUS
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: GENESIS ENERGY LP/GENESI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENESIS ENERGY LP/GENESI
Security Description
6% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1000000.00
Base Market Value
980000.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
-20000.00
Base Accrued Interest
7666.67
Local Market Value
980000.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
-20000.00
Local Accrued Interest
7666.67
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
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: 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
1000000.00
Base Market Value
1081250.00
Base Total Cost
991050.00
Base Unrealized Gain Loss
90200.00
Base Accrued Interest
14513.89
Local Market Value
1081250.00
Local Total Cost Amount
991050.00
Local Unrealized Gain Loss
90200.00
Local Accrued Interest
14513.89
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
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: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
6.625% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
675000.00
Base Market Value
671625.00
Base Total Cost
670416.75
Base Unrealized Gain Loss
1208.25
Base Accrued Interest
5714.06
Local Market Value
671625.00
Local Total Cost Amount
670416.75
Local Unrealized Gain Loss
1208.25
Local Accrued Interest
5714.06
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
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: COMMSCOPE TECH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMSCOPE TECH LLC
Security Description
6% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1067500.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
67500.00
Base Accrued Interest
2666.67
Local Market Value
1067500.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
67500.00
Local Accrued Interest
2666.67
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: INFORMATICA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INFORMATICA LLC
Security Description
7.125% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
300000.00
Base Market Value
305346.00
Base Total Cost
303750.00
Base Unrealized Gain Loss
1596.00
Base Accrued Interest
9856.25
Local Market Value
305346.00
Local Total Cost Amount
303750.00
Local Unrealized Gain Loss
1596.00
Local Accrued Interest
9856.25
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
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: DUPONT FABROS TECH LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUPONT FABROS TECH LP
Security Description
5.625% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1601250.00
Base Total Cost
1507562.50
Base Unrealized Gain Loss
93687.50
Base Accrued Interest
3750.00
Local Market Value
1601250.00
Local Total Cost Amount
1507562.50
Local Unrealized Gain Loss
93687.50
Local Accrued Interest
3750.00
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
REAL ESTATE
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: GROUP 1 AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GROUP 1 AUTOMOTIVE INC
Security Description
5% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
750000.00
Base Market Value
761250.00
Base Total Cost
738750.00
Base Unrealized Gain Loss
22500.00
Base Accrued Interest
3125.00
Local Market Value
761250.00
Local Total Cost Amount
738750.00
Local Unrealized Gain Loss
22500.00
Local Accrued Interest
3125.00
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
7% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
850000.00
Base Market Value
911812.00
Base Total Cost
851000.00
Base Unrealized Gain Loss
60812.00
Base Accrued Interest
27436.11
Local Market Value
911812.00
Local Total Cost Amount
851000.00
Local Unrealized Gain Loss
60812.00
Local Accrued Interest
27436.11
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
Caa2
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US FOODS INC
Security Description
5.875% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
750000.00
Base Market Value
778125.00
Base Total Cost
750000.00
Base Unrealized Gain Loss
28125.00
Base Accrued Interest
1958.33
Local Market Value
778125.00
Local Total Cost Amount
750000.00
Local Unrealized Gain Loss
28125.00
Local Accrued Interest
1958.33
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
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: 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
700000.00
Base Market Value
756826.00
Base Total Cost
700000.00
Base Unrealized Gain Loss
56826.00
Base Accrued Interest
16197.22
Local Market Value
756826.00
Local Total Cost Amount
700000.00
Local Unrealized Gain Loss
56826.00
Local Accrued Interest
16197.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
6.5% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
450000.00
Base Market Value
480375.00
Base Total Cost
450874.50
Base Unrealized Gain Loss
29500.50
Base Accrued Interest
9750.00
Local Market Value
480375.00
Local Total Cost Amount
450874.50
Local Unrealized Gain Loss
29500.50
Local Accrued Interest
9750.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.875% 20 Aug 2026
Maturity Date
2026-08-20T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
175000.00
Base Market Value
179375.00
Base Total Cost
175000.00
Base Unrealized Gain Loss
4375.00
Base Accrued Interest
3741.23
Local Market Value
179375.00
Local Total Cost Amount
175000.00
Local Unrealized Gain Loss
4375.00
Local Accrued Interest
3741.23
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
ELECTRIC/GAS
Moody S Quality Rating
Ba3
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HERC RENTALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERC RENTALS INC
Security Description
7.5% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
350000.00
Base Market Value
369250.00
Base Total Cost
352187.50
Base Unrealized Gain Loss
17062.50
Base Accrued Interest
2187.50
Local Market Value
369250.00
Local Total Cost Amount
352187.50
Local Unrealized Gain Loss
17062.50
Local Accrued Interest
2187.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MOBILE MINI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOBILE MINI INC
Security Description
5.875% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
650000.00
Base Market Value
674375.00
Base Total Cost
650000.00
Base Unrealized Gain Loss
24375.00
Base Accrued Interest
0
Local Market Value
674375.00
Local Total Cost Amount
650000.00
Local Unrealized Gain Loss
24375.00
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.625% 26 Jul 2021
Maturity Date
2021-07-26T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
650000.00
Base Market Value
699562.50
Base Total Cost
654812.50
Base Unrealized Gain Loss
44750.00
Base Accrued Interest
18540.80
Local Market Value
699562.50
Local Total Cost Amount
654812.50
Local Unrealized Gain Loss
44750.00
Local Accrued Interest
18540.80
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ALBERTSONS COS LLC/SAFEW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS LLC/SAFEW
Security Description
5.75% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
150000.00
Base Market Value
139500.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
-10500.00
Base Accrued Interest
2539.58
Local Market Value
139500.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
-10500.00
Local Accrued Interest
2539.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SPX FLOW INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPX FLOW INC
Security Description
5.875% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1032500.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
32500.00
Base Accrued Interest
22194.44
Local Market Value
1032500.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
32500.00
Local Accrued Interest
22194.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALIFORNIA RESOURCES CORPORATI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA RESOURCES CORPORATI
Security Description
1% 31 Dec 2021
Maturity Date
2021-12-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1325000.00
Base Total Cost
1331259.35
Base Unrealized Gain Loss
-6259.35
Base Accrued Interest
0
Local Market Value
1325000.00
Local Total Cost Amount
1331259.35
Local Unrealized Gain Loss
-6259.35
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
4.5% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1600000.00
Base Market Value
1646000.00
Base Total Cost
1606843.75
Base Unrealized Gain Loss
39156.25
Base Accrued Interest
27200.00
Local Market Value
1646000.00
Local Total Cost Amount
1606843.75
Local Unrealized Gain Loss
39156.25
Local Accrued Interest
27200.00
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
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