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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: AIR MEDICAL GROUP HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR MEDICAL GROUP HOLDIN
Security Description
6.375% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
250000.00
Base Market Value
236875.00
Base Total Cost
250000.00
Base Unrealized Gain Loss
-13125.00
Base Accrued Interest
2036.46
Local Market Value
236875.00
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
-13125.00
Local Accrued Interest
2036.46
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: ARAMARK SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARAMARK SERVICES INC
Security Description
5.125% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
950000.00
Base Market Value
998687.50
Base Total Cost
950000.00
Base Unrealized Gain Loss
48687.50
Base Accrued Interest
22450.35
Local Market Value
998687.50
Local Total Cost Amount
950000.00
Local Unrealized Gain Loss
48687.50
Local Accrued Interest
22450.35
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: INTELSAT JACKSON HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT JACKSON HLDG
Security Description
8% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
650000.00
Base Market Value
700375.00
Base Total Cost
669012.50
Base Unrealized Gain Loss
31362.50
Base Accrued Interest
19644.45
Local Market Value
700375.00
Local Total Cost Amount
669012.50
Local Unrealized Gain Loss
31362.50
Local Accrued Interest
19644.45
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
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: HD SUPPLY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HD SUPPLY INC
Security Description
5.75% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
100000.00
Base Market Value
106250.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
6250.00
Base Accrued Interest
1213.89
Local Market Value
106250.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
6250.00
Local Accrued Interest
1213.89
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
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: TRIBUNE MEDIA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRIBUNE MEDIA CO
Security Description
5.875% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2250000.00
Base Market Value
2356875.00
Base Total Cost
2252500.00
Base Unrealized Gain Loss
104375.00
Base Accrued Interest
60953.13
Local Market Value
2356875.00
Local Total Cost Amount
2252500.00
Local Unrealized Gain Loss
104375.00
Local Accrued Interest
60953.13
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
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
4.875% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
950000.00
Base Total Cost
892500.00
Base Unrealized Gain Loss
57500.00
Base Accrued Interest
6229.17
Local Market Value
950000.00
Local Total Cost Amount
892500.00
Local Unrealized Gain Loss
57500.00
Local Accrued Interest
6229.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: SFR GROUP SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SFR GROUP SA
Security Description
7.375% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
250000.00
Base Market Value
271250.00
Base Total Cost
250000.00
Base Unrealized Gain Loss
21250.00
Base Accrued Interest
8501.73
Local Market Value
271250.00
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
21250.00
Local Accrued Interest
8501.73
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
4.375% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
250000.00
Base Market Value
262500.00
Base Total Cost
250000.00
Base Unrealized Gain Loss
12500.00
Base Accrued Interest
2309.03
Local Market Value
262500.00
Local Total Cost Amount
250000.00
Local Unrealized Gain Loss
12500.00
Local Accrued Interest
2309.03
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
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PINNACLE ENTERTAINMENT I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PINNACLE ENTERTAINMENT I
Security Description
5.625% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
2650000.00
Base Market Value
2756000.00
Base Total Cost
2651000.00
Base Unrealized Gain Loss
105000.00
Base Accrued Interest
24843.75
Local Market Value
2756000.00
Local Total Cost Amount
2651000.00
Local Unrealized Gain Loss
105000.00
Local Accrued Interest
24843.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
7.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
600000.00
Base Market Value
666000.00
Base Total Cost
600000.00
Base Unrealized Gain Loss
66000.00
Base Accrued Interest
20750.00
Local Market Value
666000.00
Local Total Cost Amount
600000.00
Local Unrealized Gain Loss
66000.00
Local Accrued Interest
20750.00
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NATURE S BOUNTY CO/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATURE S BOUNTY CO/THE
Security Description
7.625% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
800000.00
Base Market Value
850000.00
Base Total Cost
837000.02
Base Unrealized Gain Loss
12999.98
Base Accrued Interest
7794.45
Local Market Value
850000.00
Local Total Cost Amount
837000.02
Local Unrealized Gain Loss
12999.98
Local Accrued Interest
7794.45
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
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: REGIONALCARE HOSPITAL PR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGIONALCARE HOSPITAL PR
Security Description
8.25% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1287000.00
Base Total Cost
1224500.00
Base Unrealized Gain Loss
62500.00
Base Accrued Interest
16500.00
Local Market Value
1287000.00
Local Total Cost Amount
1224500.00
Local Unrealized Gain Loss
62500.00
Local Accrued Interest
16500.00
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
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: BLUESCOPE STEEL LTD/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUESCOPE STEEL LTD/FIN
Security Description
6.5% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
527500.00
Base Total Cost
530625.00
Base Unrealized Gain Loss
-3125.00
Base Accrued Interest
4152.78
Local Market Value
527500.00
Local Total Cost Amount
530625.00
Local Unrealized Gain Loss
-3125.00
Local Accrued Interest
4152.78
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: UNITED RENTALS NORTH AM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED RENTALS NORTH AM
Security Description
5.875% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
900000.00
Base Market Value
958500.00
Base Total Cost
911562.49
Base Unrealized Gain Loss
46937.51
Base Accrued Interest
15568.75
Local Market Value
958500.00
Local Total Cost Amount
911562.49
Local Unrealized Gain Loss
46937.51
Local Accrued Interest
15568.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
11% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
11
Original Face
0
Shares Par Value
390000.00
Base Market Value
361725.00
Base Total Cost
360850.01
Base Unrealized Gain Loss
874.99
Base Accrued Interest
12631.67
Local Market Value
361725.00
Local Total Cost Amount
360850.01
Local Unrealized Gain Loss
874.99
Local Accrued Interest
12631.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
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: HANESBRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HANESBRANDS INC
Security Description
4.625% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
500000.00
Base Market Value
507500.00
Base Total Cost
497500.00
Base Unrealized Gain Loss
10000.00
Base Accrued Interest
2954.86
Local Market Value
507500.00
Local Total Cost Amount
497500.00
Local Unrealized Gain Loss
10000.00
Local Accrued Interest
2954.86
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
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: HANESBRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HANESBRANDS INC
Security Description
4.875% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
300000.00
Base Market Value
304500.00
Base Total Cost
291750.00
Base Unrealized Gain Loss
12750.00
Base Accrued Interest
1868.75
Local Market Value
304500.00
Local Total Cost Amount
291750.00
Local Unrealized Gain Loss
12750.00
Local Accrued Interest
1868.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DENBURY RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DENBURY RESOURCES INC
Security Description
9% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
700000.00
Base Market Value
666750.00
Base Total Cost
735250.00
Base Unrealized Gain Loss
-68500.00
Base Accrued Interest
8050.00
Local Market Value
666750.00
Local Total Cost Amount
735250.00
Local Unrealized Gain Loss
-68500.00
Local Accrued Interest
8050.00
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: PENSKE AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE AUTOMOTIVE GROUP
Security Description
5.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
298500.00
Base Total Cost
294750.00
Base Unrealized Gain Loss
3750.00
Base Accrued Interest
2108.33
Local Market Value
298500.00
Local Total Cost Amount
294750.00
Local Unrealized Gain Loss
3750.00
Local Accrued Interest
2108.33
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
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: ANIXTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANIXTER INC
Security Description
5.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2137500.00
Base Total Cost
2000000.00
Base Unrealized Gain Loss
137500.00
Base Accrued Interest
36666.67
Local Market Value
2137500.00
Local Total Cost Amount
2000000.00
Local Unrealized Gain Loss
137500.00
Local Accrued Interest
36666.67
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: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
7.125% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
2325000.00
Base Market Value
2479031.25
Base Total Cost
2382485.10
Base Unrealized Gain Loss
96546.15
Base Accrued Interest
13804.69
Local Market Value
2479031.25
Local Total Cost Amount
2382485.10
Local Unrealized Gain Loss
96546.15
Local Accrued Interest
13804.69
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: TRANSDIGM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSDIGM INC
Security Description
6.375% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
400000.00
Base Market Value
406000.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
6000.00
Base Accrued Interest
1133.33
Local Market Value
406000.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
6000.00
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
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: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
5.875% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
885000.00
Base Market Value
858450.00
Base Total Cost
868375.01
Base Unrealized Gain Loss
-9925.01
Base Accrued Interest
0
Local Market Value
858450.00
Local Total Cost Amount
868375.01
Local Unrealized Gain Loss
-9925.01
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
GBP
Local Currency Code: GBP • Trade Country Name: UNITED KINGDOM • Security Name: REGIONAL REIT LTD
Local Currency Code
GBP
Trade Country Name
UNITED KINGDOM
Security Name
REGIONAL REIT LTD
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
7323
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
REAL ESTATE
Minor Industry Name
EQUITY RE INVESTMENT TRUSTS (R
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
4.875% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
565000.00
Base Market Value
573475.00
Base Total Cost
565000.00
Base Unrealized Gain Loss
8475.00
Base Accrued Interest
8722.19
Local Market Value
573475.00
Local Total Cost Amount
565000.00
Local Unrealized Gain Loss
8475.00
Local Accrued Interest
8722.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
8.125% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
300000.00
Base Market Value
318375.00
Base Total Cost
312000.00
Base Unrealized Gain Loss
6375.00
Base Accrued Interest
6093.75
Local Market Value
318375.00
Local Total Cost Amount
312000.00
Local Unrealized Gain Loss
6375.00
Local Accrued Interest
6093.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: PRESTIGE BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRESTIGE BRANDS 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
1350000.00
Base Market Value
1392187.50
Base Total Cost
1338937.50
Base Unrealized Gain Loss
53250.00
Base Accrued Interest
3224.99
Local Market Value
1392187.50
Local Total Cost Amount
1338937.50
Local Unrealized Gain Loss
53250.00
Local Accrued Interest
3224.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
7.75% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
1075000.00
Base Market Value
1202656.25
Base Total Cost
1134125.00
Base Unrealized Gain Loss
68531.25
Base Accrued Interest
20828.12
Local Market Value
1202656.25
Local Total Cost Amount
1134125.00
Local Unrealized Gain Loss
68531.25
Local Accrued Interest
20828.12
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
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: INGLES MARKETS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INGLES MARKETS INC
Security Description
5.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
800000.00
Base Market Value
787000.00
Base Total Cost
808000.00
Base Unrealized Gain Loss
-21000.00
Base Accrued Interest
2044.44
Local Market Value
787000.00
Local Total Cost Amount
808000.00
Local Unrealized Gain Loss
-21000.00
Local Accrued Interest
2044.44
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: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
6% 01 Jun 2020
Maturity Date
2020-06-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
150000.00
Base Market Value
158250.00
Base Total Cost
151312.50
Base Unrealized Gain Loss
6937.50
Base Accrued Interest
750.00
Local Market Value
158250.00
Local Total Cost Amount
151312.50
Local Unrealized Gain Loss
6937.50
Local Accrued Interest
750.00
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
B
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
5.875% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
500000.00
Base Market Value
520625.00
Base Total Cost
511875.00
Base Unrealized Gain Loss
8750.00
Base Accrued Interest
8649.31
Local Market Value
520625.00
Local Total Cost Amount
511875.00
Local Unrealized Gain Loss
8750.00
Local Accrued Interest
8649.31
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
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MERITOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITOR INC
Security Description
6.25% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1303125.00
Base Total Cost
1250000.00
Base Unrealized Gain Loss
53125.00
Base Accrued Interest
29513.89
Local Market Value
1303125.00
Local Total Cost Amount
1250000.00
Local Unrealized Gain Loss
53125.00
Local Accrued Interest
29513.89
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
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: TEMPO ACQUISITION LLC/FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEMPO ACQUISITION LLC/FI
Security Description
6.75% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
725000.00
Base Market Value
741312.50
Base Total Cost
725000.00
Base Unrealized Gain Loss
16312.50
Base Accrued Interest
8156.25
Local Market Value
741312.50
Local Total Cost Amount
725000.00
Local Unrealized Gain Loss
16312.50
Local Accrued Interest
8156.25
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
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: UNITI GRP/FIBER HLDGS/CS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITI GRP/FIBER HLDGS/CS
Security Description
7.125% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
325000.00
Base Market Value
322156.25
Base Total Cost
326625.00
Base Unrealized Gain Loss
-4468.75
Base Accrued Interest
1029.17
Local Market Value
322156.25
Local Total Cost Amount
326625.00
Local Unrealized Gain Loss
-4468.75
Local Accrued Interest
1029.17
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
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: GW HONOS SECURITY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GW HONOS SECURITY CORP
Security Description
8.75% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
350000.00
Base Market Value
366187.50
Base Total Cost
347473.00
Base Unrealized Gain Loss
18714.50
Base Accrued Interest
4508.68
Local Market Value
366187.50
Local Total Cost Amount
347473.00
Local Unrealized Gain Loss
18714.50
Local Accrued Interest
4508.68
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
Caa2
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EAGLE HOLDING CO II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EAGLE HOLDING CO II LLC
Security Description
7.625% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
550000.00
Base Market Value
565812.50
Base Total Cost
550000.00
Base Unrealized Gain Loss
15812.50
Base Accrued Interest
5824.65
Local Market Value
565812.50
Local Total Cost Amount
550000.00
Local Unrealized Gain Loss
15812.50
Local Accrued Interest
5824.65
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: USG CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
USG CORP
Security Description
4.875% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
300000.00
Base Market Value
308625.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
8625.00
Base Accrued Interest
1868.75
Local Market Value
308625.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
8625.00
Local Accrued Interest
1868.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
425000.00
Base Market Value
422318.25
Base Total Cost
425000.00
Base Unrealized Gain Loss
-2681.75
Base Accrued Interest
2207.64
Local Market Value
422318.25
Local Total Cost Amount
425000.00
Local Unrealized Gain Loss
-2681.75
Local Accrued Interest
2207.64
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
590000.00
Base Market Value
629087.50
Base Total Cost
590000.00
Base Unrealized Gain Loss
39087.50
Base Accrued Interest
96.28
Local Market Value
629087.50
Local Total Cost Amount
590000.00
Local Unrealized Gain Loss
39087.50
Local Accrued Interest
96.28
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
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: ASURION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASURION LLC
Security Description
1% 03 Nov 2023
Maturity Date
2023-11-03T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
23635.76
Base Market Value
23798.26
Base Total Cost
23635.76
Base Unrealized Gain Loss
162.50
Base Accrued Interest
0
Local Market Value
23798.26
Local Total Cost Amount
23635.76
Local Unrealized Gain Loss
162.50
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
4.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
350000.00
Base Market Value
351312.50
Base Total Cost
350000.00
Base Unrealized Gain Loss
1312.50
Base Accrued Interest
2262.85
Local Market Value
351312.50
Local Total Cost Amount
350000.00
Local Unrealized Gain Loss
1312.50
Local Accrued Interest
2262.85
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
5.125% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
550000.00
Base Market Value
550000.00
Base Total Cost
550000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
3836.63
Local Market Value
550000.00
Local Total Cost Amount
550000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
3836.63
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
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: SPRINGLEAF FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINGLEAF FINANCE CORP
Security Description
6.125% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
325000.00
Base Market Value
342875.00
Base Total Cost
325000.00
Base Unrealized Gain Loss
17875.00
Base Accrued Interest
2543.58
Local Market Value
342875.00
Local Total Cost Amount
325000.00
Local Unrealized Gain Loss
17875.00
Local Accrued Interest
2543.58
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
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: CTR PARTNERSHIP/CARETRST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CTR PARTNERSHIP/CARETRST
Security Description
5.25% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.25
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
1618.75
Local Market Value
309000.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
9000.00
Local Accrued Interest
1618.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.125% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
725000.00
Base Market Value
743125.00
Base Total Cost
725000.00
Base Unrealized Gain Loss
18125.00
Base Accrued Interest
4334.90
Local Market Value
743125.00
Local Total Cost Amount
725000.00
Local Unrealized Gain Loss
18125.00
Local Accrued Interest
4334.90
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: FIRSTCASH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTCASH INC
Security Description
5.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
200000.00
Base Market Value
208750.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
8750.00
Base Accrued Interest
925.69
Local Market Value
208750.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
8750.00
Local Accrued Interest
925.69
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
4.875% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
450000.00
Base Market Value
453375.00
Base Total Cost
450000.00
Base Unrealized Gain Loss
3375.00
Base Accrued Interest
1523.44
Local Market Value
453375.00
Local Total Cost Amount
450000.00
Local Unrealized Gain Loss
3375.00
Local Accrued Interest
1523.44
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: KAR AUCTION SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KAR AUCTION SERVICES INC
Security Description
5.125% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
550000.00
Base Market Value
560312.50
Base Total Cost
550000.00
Base Unrealized Gain Loss
10312.50
Base Accrued Interest
2348.96
Local Market Value
560312.50
Local Total Cost Amount
550000.00
Local Unrealized Gain Loss
10312.50
Local Accrued Interest
2348.96
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.75% 25 Jun 2025
Maturity Date
2025-06-25T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
850000.00
Base Market Value
876035.50
Base Total Cost
849915.00
Base Unrealized Gain Loss
26120.50
Base Accrued Interest
5578.13
Local Market Value
876035.50
Local Total Cost Amount
849915.00
Local Unrealized Gain Loss
26120.50
Local Accrued Interest
5578.13
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SUMMIT MATERIALS LLC/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUMMIT MATERIALS LLC/FIN
Security Description
5.125% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
200000.00
Base Market Value
205000.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
5000.00
Base Accrued Interest
854.17
Local Market Value
205000.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
5000.00
Local Accrued Interest
854.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
INDUSTRIALS
Minor Industry Name
MACHINERY
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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