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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: BOOZ ALLEN HAMILTON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOOZ ALLEN HAMILTON INC
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
1015000.00
Base Market Value
997237.50
Base Total Cost
1012000.00
Base Unrealized Gain Loss
-14762.50
Base Accrued Interest
9536.77
Local Market Value
997237.50
Local Total Cost Amount
1012000.00
Local Unrealized Gain Loss
-14762.50
Local Accrued Interest
9536.77
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: EW SCRIPPS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EW SCRIPPS CO
Security Description
5.125% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
365000.00
Base Market Value
375950.00
Base Total Cost
365000.00
Base Unrealized Gain Loss
10950.00
Base Accrued Interest
3273.59
Local Market Value
375950.00
Local Total Cost Amount
365000.00
Local Unrealized Gain Loss
10950.00
Local Accrued Interest
3273.59
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: NUSTAR LOGISTICS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUSTAR LOGISTICS LP
Security Description
5.625% 28 Apr 2027
Maturity Date
2027-04-28T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
920000.00
Base Market Value
966000.00
Base Total Cost
923500.00
Base Unrealized Gain Loss
42500.00
Base Accrued Interest
9056.25
Local Market Value
966000.00
Local Total Cost Amount
923500.00
Local Unrealized Gain Loss
42500.00
Local Accrued Interest
9056.25
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
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: LAUREATE EDUCATION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAUREATE EDUCATION INC
Security Description
8.25% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1630000.00
Base Market Value
1748175.00
Base Total Cost
1645468.75
Base Unrealized Gain Loss
102706.25
Base Accrued Interest
24280.21
Local Market Value
1748175.00
Local Total Cost Amount
1645468.75
Local Unrealized Gain Loss
102706.25
Local Accrued Interest
24280.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: 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
510000.00
Base Market Value
524662.50
Base Total Cost
510000.00
Base Unrealized Gain Loss
14662.50
Base Accrued Interest
5401.04
Local Market Value
524662.50
Local Total Cost Amount
510000.00
Local Unrealized Gain Loss
14662.50
Local Accrued Interest
5401.04
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
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: COVEY PARK ENERGY LLC/FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVEY PARK ENERGY LLC/FI
Security Description
7.5% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
1705000.00
Base Market Value
1705000.00
Base Total Cost
1723850.00
Base Unrealized Gain Loss
-18850.00
Base Accrued Interest
20602.10
Local Market Value
1705000.00
Local Total Cost Amount
1723850.00
Local Unrealized Gain Loss
-18850.00
Local Accrued Interest
20602.10
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: ICAHN ENTERPRISES/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ICAHN ENTERPRISES/FIN
Security Description
6.25% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1685000.00
Base Market Value
1756612.50
Base Total Cost
1691525.00
Base Unrealized Gain Loss
65087.50
Base Accrued Interest
47683.16
Local Market Value
1756612.50
Local Total Cost Amount
1691525.00
Local Unrealized Gain Loss
65087.50
Local Accrued Interest
47683.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
7.25% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
2445000.00
Base Market Value
2530575.00
Base Total Cost
2458867.95
Base Unrealized Gain Loss
71707.05
Base Accrued Interest
22650.23
Local Market Value
2530575.00
Local Total Cost Amount
2458867.95
Local Unrealized Gain Loss
71707.05
Local Accrued Interest
22650.23
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
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: KOPPERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOPPERS INC
Security Description
6% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1270000.00
Base Market Value
1349375.00
Base Total Cost
1301100.00
Base Unrealized Gain Loss
48275.00
Base Accrued Interest
33020.00
Local Market Value
1349375.00
Local Total Cost Amount
1301100.00
Local Unrealized Gain Loss
48275.00
Local Accrued Interest
33020.00
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: PARK AEROSPACE HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARK AEROSPACE HOLDINGS
Security Description
5.25% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1680000.00
Base Market Value
1756137.60
Base Total Cost
1683788.05
Base Unrealized Gain Loss
72349.55
Base Accrued Interest
36260.00
Local Market Value
1756137.60
Local Total Cost Amount
1683788.05
Local Unrealized Gain Loss
72349.55
Local Accrued Interest
36260.00
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
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: PARK AEROSPACE HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARK AEROSPACE HOLDINGS
Security Description
5.5% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1020000.00
Base Market Value
1065390.00
Base Total Cost
1022253.60
Base Unrealized Gain Loss
43136.40
Base Accrued Interest
23063.34
Local Market Value
1065390.00
Local Total Cost Amount
1022253.60
Local Unrealized Gain Loss
43136.40
Local Accrued Interest
23063.34
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
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
6.5% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1280000.00
Base Market Value
1336563.20
Base Total Cost
1280550.00
Base Unrealized Gain Loss
56013.20
Base Accrued Interest
34204.44
Local Market Value
1336563.20
Local Total Cost Amount
1280550.00
Local Unrealized Gain Loss
56013.20
Local Accrued Interest
34204.44
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: EP ENER/EVEREST ACQ FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EP ENER/EVEREST ACQ FIN
Security Description
8% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
180000.00
Base Market Value
134100.00
Base Total Cost
180000.00
Base Unrealized Gain Loss
-45900.00
Base Accrued Interest
5800.00
Local Market Value
134100.00
Local Total Cost Amount
180000.00
Local Unrealized Gain Loss
-45900.00
Local Accrued Interest
5800.00
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
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: CONSTELLIUM NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLIUM NV
Security Description
6.625% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1650000.00
Base Market Value
1579875.00
Base Total Cost
1644687.50
Base Unrealized Gain Loss
-64812.50
Base Accrued Interest
40992.17
Local Market Value
1579875.00
Local Total Cost Amount
1644687.50
Local Unrealized Gain Loss
-64812.50
Local Accrued Interest
40992.17
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
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEVEN GENERATIONS ENERGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEVEN GENERATIONS ENERGY
Security Description
6.875% 30 Jun 2023
Maturity Date
2023-06-30T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
550000.00
Base Market Value
573375.00
Base Total Cost
553437.50
Base Unrealized Gain Loss
19937.50
Base Accrued Interest
105.03
Local Market Value
573375.00
Local Total Cost Amount
553437.50
Local Unrealized Gain Loss
19937.50
Local Accrued Interest
105.03
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: 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
1235000.00
Base Market Value
1318362.50
Base Total Cost
1234107.96
Base Unrealized Gain Loss
84254.54
Base Accrued Interest
3293.34
Local Market Value
1318362.50
Local Total Cost Amount
1234107.96
Local Unrealized Gain Loss
84254.54
Local Accrued Interest
3293.34
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: CEQUEL COM HLDG I/CAP CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEQUEL COM HLDG I/CAP CP
Security Description
7.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
4005000.00
Base Market Value
4425525.00
Base Total Cost
4199937.50
Base Unrealized Gain Loss
225587.50
Base Accrued Interest
143123.11
Local Market Value
4425525.00
Local Total Cost Amount
4199937.50
Local Unrealized Gain Loss
225587.50
Local Accrued Interest
143123.11
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
FINANCE
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: 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
35000.00
Base Market Value
36793.75
Base Total Cost
36575.00
Base Unrealized Gain Loss
218.75
Base Accrued Interest
89.44
Local Market Value
36793.75
Local Total Cost Amount
36575.00
Local Unrealized Gain Loss
218.75
Local Accrued Interest
89.44
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
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: LTF MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LTF MERGER SUB INC
Security Description
8.5% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1478125.00
Base Total Cost
1372500.00
Base Unrealized Gain Loss
105625.00
Base Accrued Interest
5194.45
Local Market Value
1478125.00
Local Total Cost Amount
1372500.00
Local Unrealized Gain Loss
105625.00
Local Accrued Interest
5194.45
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
CCC+
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
620000.00
Base Market Value
629300.00
Base Total Cost
616925.00
Base Unrealized Gain Loss
12375.00
Base Accrued Interest
2583.33
Local Market Value
629300.00
Local Total Cost Amount
616925.00
Local Unrealized Gain Loss
12375.00
Local Accrued Interest
2583.33
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
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: UNIVAR USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVAR USA INC
Security Description
6.75% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1025000.00
Base Market Value
1068562.50
Base Total Cost
1043175.00
Base Unrealized Gain Loss
25387.50
Base Accrued Interest
31903.13
Local Market Value
1068562.50
Local Total Cost Amount
1043175.00
Local Unrealized Gain Loss
25387.50
Local Accrued Interest
31903.13
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
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: TI GROUP AUTO SYSTEMS LL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TI GROUP AUTO SYSTEMS LL
Security Description
8.75% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1612687.50
Base Total Cost
1535054.54
Base Unrealized Gain Loss
77632.96
Base Accrued Interest
61529.49
Local Market Value
1612687.50
Local Total Cost Amount
1535054.54
Local Unrealized Gain Loss
77632.96
Local Accrued Interest
61529.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
6.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
215000.00
Base Market Value
197262.50
Base Total Cost
199775.00
Base Unrealized Gain Loss
-2512.50
Base Accrued Interest
3359.37
Local Market Value
197262.50
Local Total Cost Amount
199775.00
Local Unrealized Gain Loss
-2512.50
Local Accrued Interest
3359.37
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VERISIGN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERISIGN INC
Security Description
5.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
95000.00
Base Market Value
101412.50
Base Total Cost
101887.50
Base Unrealized Gain Loss
-475.00
Base Accrued Interest
1246.87
Local Market Value
101412.50
Local Total Cost Amount
101887.50
Local Unrealized Gain Loss
-475.00
Local Accrued Interest
1246.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
5.625% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
745000.00
Base Market Value
776662.50
Base Total Cost
747137.50
Base Unrealized Gain Loss
29525.00
Base Accrued Interest
15831.25
Local Market Value
776662.50
Local Total Cost Amount
747137.50
Local Unrealized Gain Loss
29525.00
Local Accrued Interest
15831.25
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
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: 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
1050000.00
Base Market Value
1135239.00
Base Total Cost
1050000.00
Base Unrealized Gain Loss
85239.00
Base Accrued Interest
24295.83
Local Market Value
1135239.00
Local Total Cost Amount
1050000.00
Local Unrealized Gain Loss
85239.00
Local Accrued Interest
24295.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CRESTWOOD MIDSTREAM PART
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRESTWOOD MIDSTREAM PART
Security Description
6.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1955000.00
Base Market Value
1984325.00
Base Total Cost
1903562.50
Base Unrealized Gain Loss
80762.50
Base Accrued Interest
30546.82
Local Market Value
1984325.00
Local Total Cost Amount
1903562.50
Local Unrealized Gain Loss
80762.50
Local Accrued Interest
30546.82
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.625% 20 May 2024
Maturity Date
2024-05-20T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
115000.00
Base Market Value
118450.00
Base Total Cost
117012.50
Base Unrealized Gain Loss
1437.50
Base Accrued Interest
736.72
Local Market Value
118450.00
Local Total Cost Amount
117012.50
Local Unrealized Gain Loss
1437.50
Local Accrued Interest
736.72
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TRANSOCEAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSOCEAN INC
Security Description
9% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
1730000.00
Base Market Value
1794875.00
Base Total Cost
1745578.55
Base Unrealized Gain Loss
49296.45
Base Accrued Interest
71795.00
Local Market Value
1794875.00
Local Total Cost Amount
1745578.55
Local Unrealized Gain Loss
49296.45
Local Accrued Interest
71795.00
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HOLLY ENERGY PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLLY ENERGY PARTNERS LP
Security Description
6% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
100000.00
Base Market Value
104000.00
Base Total Cost
105500.00
Base Unrealized Gain Loss
-1500.00
Base Accrued Interest
2500.00
Local Market Value
104000.00
Local Total Cost Amount
105500.00
Local Unrealized Gain Loss
-1500.00
Local Accrued Interest
2500.00
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALVOLINE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALVOLINE INC
Security Description
5.5% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
535000.00
Base Market Value
565762.50
Base Total Cost
536443.75
Base Unrealized Gain Loss
29318.75
Base Accrued Interest
13568.19
Local Market Value
565762.50
Local Total Cost Amount
536443.75
Local Unrealized Gain Loss
29318.75
Local Accrued Interest
13568.19
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
5.25% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
400000.00
Base Market Value
415836.00
Base Total Cost
399656.25
Base Unrealized Gain Loss
16179.75
Base Accrued Interest
8750.00
Local Market Value
415836.00
Local Total Cost Amount
399656.25
Local Unrealized Gain Loss
16179.75
Local Accrued Interest
8750.00
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
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: INTELSAT JACKSON HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT JACKSON HLDG
Security Description
9.5% 30 Sep 2022
Maturity Date
2022-09-30T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
875000.00
Base Market Value
1045625.00
Base Total Cost
973437.50
Base Unrealized Gain Loss
72187.50
Base Accrued Interest
20781.25
Local Market Value
1045625.00
Local Total Cost Amount
973437.50
Local Unrealized Gain Loss
72187.50
Local Accrued Interest
20781.25
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
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: RIVERS PITTSBURGH LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RIVERS PITTSBURGH LP/FIN
Security Description
6.125% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1395000.00
Base Market Value
1415925.00
Base Total Cost
1396425.00
Base Unrealized Gain Loss
19500.00
Base Accrued Interest
32278.74
Local Market Value
1415925.00
Local Total Cost Amount
1396425.00
Local Unrealized Gain Loss
19500.00
Local Accrued Interest
32278.74
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: NEXSTAR BROADCASTING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXSTAR BROADCASTING INC
Security Description
5.625% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
95000.00
Base Market Value
96187.50
Base Total Cost
96425.00
Base Unrealized Gain Loss
-237.50
Base Accrued Interest
2226.57
Local Market Value
96187.50
Local Total Cost Amount
96425.00
Local Unrealized Gain Loss
-237.50
Local Accrued Interest
2226.57
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MATCH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP INC
Security Description
6.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1595000.00
Base Market Value
1734562.50
Base Total Cost
1633025.00
Base Unrealized Gain Loss
101537.50
Base Accrued Interest
8473.44
Local Market Value
1734562.50
Local Total Cost Amount
1633025.00
Local Unrealized Gain Loss
101537.50
Local Accrued Interest
8473.44
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
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: MATCH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP INC
Security Description
6.75% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1266000.00
Base Market Value
1316640.00
Base Total Cost
1265487.50
Base Unrealized Gain Loss
51152.50
Base Accrued Interest
3798.00
Local Market Value
1316640.00
Local Total Cost Amount
1265487.50
Local Unrealized Gain Loss
51152.50
Local Accrued Interest
3798.00
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
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: WMG ACQUISITION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WMG ACQUISITION CORP
Security Description
5% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
90000.00
Base Market Value
92250.00
Base Total Cost
92025.00
Base Unrealized Gain Loss
225.00
Base Accrued Interest
1875.00
Local Market Value
92250.00
Local Total Cost Amount
92025.00
Local Unrealized Gain Loss
225.00
Local Accrued Interest
1875.00
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
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: DOLLAR TREE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOLLAR TREE INC
Security Description
5.75% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2225000.00
Base Market Value
2348042.50
Base Total Cost
2283993.38
Base Unrealized Gain Loss
64049.12
Base Accrued Interest
42645.83
Local Market Value
2348042.50
Local Total Cost Amount
2283993.38
Local Unrealized Gain Loss
64049.12
Local Accrued Interest
42645.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: 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
1985000.00
Base Market Value
2059437.50
Base Total Cost
2015637.50
Base Unrealized Gain Loss
43800.00
Base Accrued Interest
0
Local Market Value
2059437.50
Local Total Cost Amount
2015637.50
Local Unrealized Gain Loss
43800.00
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: INEOS GROUP HOLDINGS SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INEOS GROUP HOLDINGS SA
Security Description
5.625% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
200000.00
Base Market Value
206250.00
Base Total Cost
201250.00
Base Unrealized Gain Loss
5000.00
Base Accrued Interest
4687.50
Local Market Value
206250.00
Local Total Cost Amount
201250.00
Local Unrealized Gain Loss
5000.00
Local Accrued Interest
4687.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: FAGE INTL / FAGE USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FAGE INTL / FAGE USA
Security Description
5.625% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1925000.00
Base Market Value
1982365.00
Base Total Cost
1929812.50
Base Unrealized Gain Loss
52552.50
Base Accrued Interest
40906.25
Local Market Value
1982365.00
Local Total Cost Amount
1929812.50
Local Unrealized Gain Loss
52552.50
Local Accrued Interest
40906.25
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
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: MSCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MSCI INC
Security Description
4.75% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
660000.00
Base Market Value
678348.00
Base Total Cost
682787.50
Base Unrealized Gain Loss
-4439.50
Base Accrued Interest
13062.50
Local Market Value
678348.00
Local Total Cost Amount
682787.50
Local Unrealized Gain Loss
-4439.50
Local Accrued Interest
13062.50
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
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
5.75% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1355000.00
Base Market Value
1460012.50
Base Total Cost
1360800.00
Base Unrealized Gain Loss
99212.50
Base Accrued Interest
32463.54
Local Market Value
1460012.50
Local Total Cost Amount
1360800.00
Local Unrealized Gain Loss
99212.50
Local Accrued Interest
32463.54
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MGIC INVESTMENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGIC INVESTMENT CORP
Security Description
5.75% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1715000.00
Base Market Value
1847912.50
Base Total Cost
1722043.75
Base Unrealized Gain Loss
125868.75
Base Accrued Interest
37253.60
Local Market Value
1847912.50
Local Total Cost Amount
1722043.75
Local Unrealized Gain Loss
125868.75
Local Accrued Interest
37253.60
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
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: VALE OVERSEAS LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE OVERSEAS LIMITED
Security Description
6.25% 10 Aug 2026
Maturity Date
2026-08-10T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1402375.00
Base Total Cost
1306646.50
Base Unrealized Gain Loss
95728.50
Base Accrued Interest
31822.92
Local Market Value
1402375.00
Local Total Cost Amount
1306646.50
Local Unrealized Gain Loss
95728.50
Local Accrued Interest
31822.92
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
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: 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
1040000.00
Base Market Value
967200.00
Base Total Cost
1038200.00
Base Unrealized Gain Loss
-71000.00
Base Accrued Interest
17607.78
Local Market Value
967200.00
Local Total Cost Amount
1038200.00
Local Unrealized Gain Loss
-71000.00
Local Accrued Interest
17607.78
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: AVON INTERNATIONAL OPERA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVON INTERNATIONAL OPERA
Security Description
7.875% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1037500.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
37500.00
Base Accrued Interest
29750.00
Local Market Value
1037500.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
37500.00
Local Accrued Interest
29750.00
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
5.75% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2545000.00
Base Market Value
2777231.25
Base Total Cost
2729338.50
Base Unrealized Gain Loss
47892.75
Base Accrued Interest
48779.16
Local Market Value
2777231.25
Local Total Cost Amount
2729338.50
Local Unrealized Gain Loss
47892.75
Local Accrued Interest
48779.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: LAREDO PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAREDO PETROLEUM INC
Security Description
6.25% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
285000.00
Base Market Value
282862.50
Base Total Cost
284637.50
Base Unrealized Gain Loss
-1775.00
Base Accrued Interest
5244.79
Local Market Value
282862.50
Local Total Cost Amount
284637.50
Local Unrealized Gain Loss
-1775.00
Local Accrued Interest
5244.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
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