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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: KFC HLD/PIZZA HUT/TACO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KFC HLD/PIZZA HUT/TACO
Security Description
5.25% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
785000.00
Base Market Value
826212.50
Base Total Cost
785750.00
Base Unrealized Gain Loss
40462.50
Base Accrued Interest
3434.37
Local Market Value
826212.50
Local Total Cost Amount
785750.00
Local Unrealized Gain Loss
40462.50
Local Accrued Interest
3434.37
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
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: KFC HLD/PIZZA HUT/TACO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KFC HLD/PIZZA HUT/TACO
Security Description
5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
320000.00
Base Market Value
333600.00
Base Total Cost
320200.00
Base Unrealized Gain Loss
13400.00
Base Accrued Interest
1333.33
Local Market Value
333600.00
Local Total Cost Amount
320200.00
Local Unrealized Gain Loss
13400.00
Local Accrued Interest
1333.33
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
6.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
350000.00
Base Market Value
326375.00
Base Total Cost
323750.00
Base Unrealized Gain Loss
2625.00
Base Accrued Interest
1050.00
Local Market Value
326375.00
Local Total Cost Amount
323750.00
Local Unrealized Gain Loss
2625.00
Local Accrued Interest
1050.00
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: CVR PARTNERS/CVR NITROGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVR PARTNERS/CVR NITROGE
Security Description
9.25% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
1730000.00
Base Market Value
1810012.50
Base Total Cost
1850700.00
Base Unrealized Gain Loss
-40687.50
Base Accrued Interest
7112.22
Local Market Value
1810012.50
Local Total Cost Amount
1850700.00
Local Unrealized Gain Loss
-40687.50
Local Accrued Interest
7112.22
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
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: ZEKELMAN INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZEKELMAN INDUSTRIES INC
Security Description
9.875% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
9.875
Original Face
0
Shares Par Value
1890000.00
Base Market Value
2123887.50
Base Total Cost
1952537.50
Base Unrealized Gain Loss
171350.00
Base Accrued Interest
8295.01
Local Market Value
2123887.50
Local Total Cost Amount
1952537.50
Local Unrealized Gain Loss
171350.00
Local Accrued Interest
8295.01
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: VALE OVERSEAS LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALE OVERSEAS LIMITED
Security Description
5.875% 10 Jun 2021
Maturity Date
2021-06-10T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1263000.00
Base Market Value
1355830.50
Base Total Cost
1264912.50
Base Unrealized Gain Loss
90918.00
Base Accrued Interest
4328.40
Local Market Value
1355830.50
Local Total Cost Amount
1264912.50
Local Unrealized Gain Loss
90918.00
Local Accrued Interest
4328.40
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
5.875% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
665000.00
Base Market Value
696587.50
Base Total Cost
667100.00
Base Unrealized Gain Loss
29487.50
Base Accrued Interest
1736.38
Local Market Value
696587.50
Local Total Cost Amount
667100.00
Local Unrealized Gain Loss
29487.50
Local Accrued Interest
1736.38
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
7.125% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
445000.00
Base Market Value
489170.70
Base Total Cost
449781.25
Base Unrealized Gain Loss
39389.45
Base Accrued Interest
1409.17
Local Market Value
489170.70
Local Total Cost Amount
449781.25
Local Unrealized Gain Loss
39389.45
Local Accrued Interest
1409.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
800000.00
Base Market Value
858176.00
Base Total Cost
800000.00
Base Unrealized Gain Loss
58176.00
Base Accrued Interest
25822.22
Local Market Value
858176.00
Local Total Cost Amount
800000.00
Local Unrealized Gain Loss
58176.00
Local Accrued Interest
25822.22
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
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1840000.00
Base Market Value
1844600.00
Base Total Cost
1800168.75
Base Unrealized Gain Loss
44431.25
Base Accrued Interest
15333.34
Local Market Value
1844600.00
Local Total Cost Amount
1800168.75
Local Unrealized Gain Loss
44431.25
Local Accrued Interest
15333.34
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARRIZO OIL + GAS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARRIZO OIL + GAS INC
Security Description
6.25% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
115000.00
Base Market Value
110687.50
Base Total Cost
109825.00
Base Unrealized Gain Loss
862.50
Base Accrued Interest
1597.23
Local Market Value
110687.50
Local Total Cost Amount
109825.00
Local Unrealized Gain Loss
862.50
Local Accrued Interest
1597.23
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
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: GOLDMAN SACHS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDMAN SACHS GROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1366040.00
Base Total Cost
1292332.92
Base Unrealized Gain Loss
73707.08
Base Accrued Interest
9898.96
Local Market Value
1366040.00
Local Total Cost Amount
1292332.92
Local Unrealized Gain Loss
73707.08
Local Accrued Interest
9898.96
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
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: SEVEN GENERATIONS ENERGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEVEN GENERATIONS ENERGY
Security Description
6.75% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1300000.00
Base Total Cost
1271625.00
Base Unrealized Gain Loss
28375.00
Base Accrued Interest
14062.50
Local Market Value
1300000.00
Local Total Cost Amount
1271625.00
Local Unrealized Gain Loss
28375.00
Local Accrued Interest
14062.50
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
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: FMG RESOURCES AUG 2006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FMG RESOURCES AUG 2006
Security Description
9.75% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
2030000.00
Base Market Value
2311662.50
Base Total Cost
2165562.51
Base Unrealized Gain Loss
146099.99
Base Accrued Interest
65975.00
Local Market Value
2311662.50
Local Total Cost Amount
2165562.51
Local Unrealized Gain Loss
146099.99
Local Accrued Interest
65975.00
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
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
1145000.00
Base Market Value
1182212.50
Base Total Cost
1122593.53
Base Unrealized Gain Loss
59618.97
Base Accrued Interest
10972.92
Local Market Value
1182212.50
Local Total Cost Amount
1122593.53
Local Unrealized Gain Loss
59618.97
Local Accrued Interest
10972.92
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
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: CASCADES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC
Security Description
5.75% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
140000.00
Base Market Value
143150.00
Base Total Cost
141400.00
Base Unrealized Gain Loss
1750.00
Base Accrued Interest
3711.94
Local Market Value
143150.00
Local Total Cost Amount
141400.00
Local Unrealized Gain Loss
1750.00
Local Accrued Interest
3711.94
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
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
10% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
6650000.00
Base Market Value
7290062.50
Base Total Cost
6347313.50
Base Unrealized Gain Loss
942749.00
Base Accrued Interest
55416.66
Local Market Value
7290062.50
Local Total Cost Amount
6347313.50
Local Unrealized Gain Loss
942749.00
Local Accrued Interest
55416.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CNO FINANCIAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNO FINANCIAL GROUP INC
Security Description
4.5% 30 May 2020
Maturity Date
2020-05-30T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
275000.00
Base Market Value
285312.50
Base Total Cost
275375.00
Base Unrealized Gain Loss
9937.50
Base Accrued Interest
1065.63
Local Market Value
285312.50
Local Total Cost Amount
275375.00
Local Unrealized Gain Loss
9937.50
Local Accrued Interest
1065.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CNO FINANCIAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNO FINANCIAL GROUP INC
Security Description
5.25% 30 May 2025
Maturity Date
2025-05-30T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
2475000.00
Base Market Value
2621025.00
Base Total Cost
2518562.50
Base Unrealized Gain Loss
102462.50
Base Accrued Interest
11189.08
Local Market Value
2621025.00
Local Total Cost Amount
2518562.50
Local Unrealized Gain Loss
102462.50
Local Accrued Interest
11189.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ENERGIZER HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGIZER HOLDINGS INC
Security Description
5.5% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
170000.00
Base Market Value
177862.50
Base Total Cost
173400.00
Base Unrealized Gain Loss
4462.50
Base Accrued Interest
415.56
Local Market Value
177862.50
Local Total Cost Amount
173400.00
Local Unrealized Gain Loss
4462.50
Local Accrued Interest
415.56
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: ENERGY TRANSFER EQUITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER EQUITY
Security Description
5.5% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1170000.00
Base Market Value
1210950.00
Base Total Cost
1222331.25
Base Unrealized Gain Loss
-11381.25
Base Accrued Interest
5362.50
Local Market Value
1210950.00
Local Total Cost Amount
1222331.25
Local Unrealized Gain Loss
-11381.25
Local Accrued Interest
5362.50
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
ELECTRIC/GAS
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: CEDAR FAIR LP/CANADA S W
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR LP/CANADA S W
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
2500000.00
Base Market Value
2612500.00
Base Total Cost
2542375.00
Base Unrealized Gain Loss
70125.00
Base Accrued Interest
11197.92
Local Market Value
2612500.00
Local Total Cost Amount
2542375.00
Local Unrealized Gain Loss
70125.00
Local Accrued Interest
11197.92
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
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: PF CHANGS CHINA BISTRO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PF CHANGS CHINA BISTRO
Security Description
10.25% 30 Jun 2020
Maturity Date
2020-06-30T00:00:00.000
Interest Rate
10.25
Original Face
0
Shares Par Value
500000.00
Base Market Value
510000.00
Base Total Cost
521717.44
Base Unrealized Gain Loss
-11717.44
Base Accrued Interest
142.36
Local Market Value
510000.00
Local Total Cost Amount
521717.44
Local Unrealized Gain Loss
-11717.44
Local Accrued Interest
142.36
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
5.875% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1220000.00
Base Market Value
1259650.00
Base Total Cost
1274750.00
Base Unrealized Gain Loss
-15100.00
Base Accrued Interest
29864.59
Local Market Value
1259650.00
Local Total Cost Amount
1274750.00
Local Unrealized Gain Loss
-15100.00
Local Accrued Interest
29864.59
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
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
5% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
550000.00
Base Market Value
539687.50
Base Total Cost
522562.50
Base Unrealized Gain Loss
17125.00
Base Accrued Interest
8097.23
Local Market Value
539687.50
Local Total Cost Amount
522562.50
Local Unrealized Gain Loss
17125.00
Local Accrued Interest
8097.23
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
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: CIT GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIT GROUP INC
Security Description
5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1640000.00
Base Market Value
1767100.00
Base Total Cost
1715736.14
Base Unrealized Gain Loss
51363.86
Base Accrued Interest
30977.78
Local Market Value
1767100.00
Local Total Cost Amount
1715736.14
Local Unrealized Gain Loss
51363.86
Local Accrued Interest
30977.78
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
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: SPRINT COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT COMMUNICATIONS
Security Description
11.5% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
11.5
Original Face
0
Shares Par Value
2635000.00
Base Market Value
3372800.00
Base Total Cost
2962734.70
Base Unrealized Gain Loss
410065.30
Base Accrued Interest
38719.87
Local Market Value
3372800.00
Local Total Cost Amount
2962734.70
Local Unrealized Gain Loss
410065.30
Local Accrued Interest
38719.87
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
TELEPHONE
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPRINT COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT COMMUNICATIONS
Security Description
7% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
3125000.00
Base Market Value
3437500.00
Base Total Cost
3266625.00
Base Unrealized Gain Loss
170875.00
Base Accrued Interest
82638.88
Local Market Value
3437500.00
Local Total Cost Amount
3266625.00
Local Unrealized Gain Loss
170875.00
Local Accrued Interest
82638.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WAVEDIVISION ESCROW/WAVE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WAVEDIVISION ESCROW/WAVE
Security Description
8.125% 01 Sep 2020
Maturity Date
2020-09-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
950000.00
Base Market Value
984010.00
Base Total Cost
1004335.37
Base Unrealized Gain Loss
-20325.37
Base Accrued Interest
25729.16
Local Market Value
984010.00
Local Total Cost Amount
1004335.37
Local Unrealized Gain Loss
-20325.37
Local Accrued Interest
25729.16
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
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: CONCHO RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONCHO RESOURCES INC
Security Description
5.5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1640000.00
Base Market Value
1685100.00
Base Total Cost
1632467.40
Base Unrealized Gain Loss
52632.60
Base Accrued Interest
22550.00
Local Market Value
1685100.00
Local Total Cost Amount
1632467.40
Local Unrealized Gain Loss
52632.60
Local Accrued Interest
22550.00
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
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: SESI LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SESI LLC
Security Description
7.125% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1490000.00
Base Market Value
1419225.00
Base Total Cost
1415109.13
Base Unrealized Gain Loss
4115.87
Base Accrued Interest
4718.32
Local Market Value
1419225.00
Local Total Cost Amount
1415109.13
Local Unrealized Gain Loss
4115.87
Local Accrued Interest
4718.32
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: VIASAT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIASAT INC
Security Description
6.875% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
890000.00
Base Market Value
907515.20
Base Total Cost
907141.58
Base Unrealized Gain Loss
373.62
Base Accrued Interest
2719.45
Local Market Value
907515.20
Local Total Cost Amount
907141.58
Local Unrealized Gain Loss
373.62
Local Accrued Interest
2719.45
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
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: SILVERSEA CRUISE FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SILVERSEA CRUISE FINANCE
Security Description
7.25% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
385000.00
Base Market Value
410506.25
Base Total Cost
386000.00
Base Unrealized Gain Loss
24506.25
Base Accrued Interest
11707.74
Local Market Value
410506.25
Local Total Cost Amount
386000.00
Local Unrealized Gain Loss
24506.25
Local Accrued Interest
11707.74
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
6.375% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
4295000.00
Base Market Value
4160781.25
Base Total Cost
4046820.50
Base Unrealized Gain Loss
113960.75
Base Accrued Interest
57803.56
Local Market Value
4160781.25
Local Total Cost Amount
4046820.50
Local Unrealized Gain Loss
113960.75
Local Accrued Interest
57803.56
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: DPL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DPL INC
Security Description
7.25% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
2425000.00
Base Market Value
2594750.00
Base Total Cost
2489781.25
Base Unrealized Gain Loss
104968.75
Base Accrued Interest
37115.96
Local Market Value
2594750.00
Local Total Cost Amount
2489781.25
Local Unrealized Gain Loss
104968.75
Local Accrued Interest
37115.96
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
ELECTRIC/GAS
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: GREYSTAR REAL ESTATE PAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREYSTAR REAL ESTATE PAR
Security Description
8.25% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
630000.00
Base Market Value
678825.00
Base Total Cost
637100.00
Base Unrealized Gain Loss
41725.00
Base Accrued Interest
4331.25
Local Market Value
678825.00
Local Total Cost Amount
637100.00
Local Unrealized Gain Loss
41725.00
Local Accrued Interest
4331.25
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
4% 14 Nov 2021
Maturity Date
2021-11-14T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1475000.00
Base Market Value
1441812.50
Base Total Cost
1291281.25
Base Unrealized Gain Loss
150531.25
Base Accrued Interest
7702.77
Local Market Value
1441812.50
Local Total Cost Amount
1291281.25
Local Unrealized Gain Loss
150531.25
Local Accrued Interest
7702.77
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPRINT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CORP
Security Description
7.25% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1500187.50
Base Total Cost
1325187.50
Base Unrealized Gain Loss
175000.00
Base Accrued Interest
28818.74
Local Market Value
1500187.50
Local Total Cost Amount
1325187.50
Local Unrealized Gain Loss
175000.00
Local Accrued Interest
28818.74
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
TELEPHONE
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EQUINIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUINIX INC
Security Description
5.375% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2320000.00
Base Market Value
2447600.00
Base Total Cost
2361047.26
Base Unrealized Gain Loss
86552.74
Base Accrued Interest
0
Local Market Value
2447600.00
Local Total Cost Amount
2361047.26
Local Unrealized Gain Loss
86552.74
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SABINE PASS LIQUEFACTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABINE PASS LIQUEFACTION
Security Description
5.75% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
100000.00
Base Market Value
111351.00
Base Total Cost
107625.00
Base Unrealized Gain Loss
3726.00
Base Accrued Interest
734.72
Local Market Value
111351.00
Local Total Cost Amount
107625.00
Local Unrealized Gain Loss
3726.00
Local Accrued Interest
734.72
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
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EQUINIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUINIX INC
Security Description
5.75% 01 Jan 2025
Maturity Date
2025-01-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
435000.00
Base Market Value
468168.75
Base Total Cost
437275.00
Base Unrealized Gain Loss
30893.75
Base Accrued Interest
0
Local Market Value
468168.75
Local Total Cost Amount
437275.00
Local Unrealized Gain Loss
30893.75
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
3235000.00
Base Market Value
3566587.50
Base Total Cost
3339653.19
Base Unrealized Gain Loss
226934.31
Base Accrued Interest
57151.67
Local Market Value
3566587.50
Local Total Cost Amount
3339653.19
Local Unrealized Gain Loss
226934.31
Local Accrued Interest
57151.67
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
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: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
7% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1165000.00
Base Market Value
1240725.00
Base Total Cost
1233556.25
Base Unrealized Gain Loss
7168.75
Base Accrued Interest
0
Local Market Value
1240725.00
Local Total Cost Amount
1233556.25
Local Unrealized Gain Loss
7168.75
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: UNITYMEDIA HESSEN / NRW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITYMEDIA HESSEN / NRW
Security Description
5% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
200000.00
Base Market Value
209500.00
Base Total Cost
204500.00
Base Unrealized Gain Loss
5000.00
Base Accrued Interest
4611.11
Local Market Value
209500.00
Local Total Cost Amount
204500.00
Local Unrealized Gain Loss
5000.00
Local Accrued Interest
4611.11
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
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: CONSTELLIUM NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLIUM NV
Security Description
8% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1750000.00
Base Market Value
1802500.00
Base Total Cost
1804375.00
Base Unrealized Gain Loss
-1875.00
Base Accrued Interest
64777.76
Local Market Value
1802500.00
Local Total Cost Amount
1804375.00
Local Unrealized Gain Loss
-1875.00
Local Accrued Interest
64777.76
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: ONEMAIN FIN HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEMAIN FIN HOLDINGS INC
Security Description
7.25% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
1070000.00
Base Market Value
1126977.50
Base Total Cost
1076983.59
Base Unrealized Gain Loss
49993.91
Base Accrued Interest
3447.78
Local Market Value
1126977.50
Local Total Cost Amount
1076983.59
Local Unrealized Gain Loss
49993.91
Local Accrued Interest
3447.78
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
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: NCI BUILDING SYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCI BUILDING SYSTEMS INC
Security Description
8.25% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
600000.00
Base Market Value
648750.00
Base Total Cost
613371.95
Base Unrealized Gain Loss
35378.05
Base Accrued Interest
22825.00
Local Market Value
648750.00
Local Total Cost Amount
613371.95
Local Unrealized Gain Loss
35378.05
Local Accrued Interest
22825.00
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
5.5% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1620000.00
Base Market Value
1765800.00
Base Total Cost
1655743.75
Base Unrealized Gain Loss
110056.25
Base Accrued Interest
33660.00
Local Market Value
1765800.00
Local Total Cost Amount
1655743.75
Local Unrealized Gain Loss
110056.25
Local Accrued Interest
33660.00
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: ENDO DAC/FIN LLC/FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO DAC/FIN LLC/FINCO
Security Description
6% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
800000.00
Base Market Value
652000.00
Base Total Cost
773000.00
Base Unrealized Gain Loss
-121000.00
Base Accrued Interest
21666.67
Local Market Value
652000.00
Local Total Cost Amount
773000.00
Local Unrealized Gain Loss
-121000.00
Local Accrued Interest
21666.67
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
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: WILLIAM LYON HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAM LYON HOMES INC
Security Description
7% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
2110000.00
Base Market Value
2183850.00
Base Total Cost
2100075.00
Base Unrealized Gain Loss
83775.00
Base Accrued Interest
55797.78
Local Market Value
2183850.00
Local Total Cost Amount
2100075.00
Local Unrealized Gain Loss
83775.00
Local Accrued Interest
55797.78
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
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