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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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.5% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2285000.00
Base Market Value
2165037.50
Base Total Cost
2231368.43
Base Unrealized Gain Loss
-66330.93
Base Accrued Interest
52364.58
Local Market Value
2165037.50
Local Total Cost Amount
2231368.43
Local Unrealized Gain Loss
-66330.93
Local Accrued Interest
52364.58
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
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.25% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
530000.00
Base Market Value
550405.00
Base Total Cost
511893.75
Base Unrealized Gain Loss
38511.25
Base Accrued Interest
11593.74
Local Market Value
550405.00
Local Total Cost Amount
511893.75
Local Unrealized Gain Loss
38511.25
Local Accrued Interest
11593.74
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
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: ALTICE LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE LUXEMBOURG SA
Security Description
7.625% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
8660000.00
Base Market Value
9493525.00
Base Total Cost
9173603.87
Base Unrealized Gain Loss
319921.13
Base Accrued Interest
166007.87
Local Market Value
9493525.00
Local Total Cost Amount
9173603.87
Local Unrealized Gain Loss
319921.13
Local Accrued Interest
166007.87
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
6.625% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
700000.00
Base Market Value
742658.00
Base Total Cost
700000.00
Base Unrealized Gain Loss
42658.00
Base Accrued Interest
11593.75
Local Market Value
742658.00
Local Total Cost Amount
700000.00
Local Unrealized Gain Loss
42658.00
Local Accrued Interest
11593.75
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
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
5.25% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
2025000.00
Base Market Value
2098406.25
Base Total Cost
2051812.50
Base Unrealized Gain Loss
46593.75
Base Accrued Interest
13584.38
Local Market Value
2098406.25
Local Total Cost Amount
2051812.50
Local Unrealized Gain Loss
46593.75
Local Accrued Interest
13584.38
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
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: CROWNROCK LP/CROWNROCK F
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWNROCK LP/CROWNROCK F
Security Description
7.75% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
755000.00
Base Market Value
796525.00
Base Total Cost
799718.75
Base Unrealized Gain Loss
-3193.75
Base Accrued Interest
22104.70
Local Market Value
796525.00
Local Total Cost Amount
799718.75
Local Unrealized Gain Loss
-3193.75
Local Accrued Interest
22104.70
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.375% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
975000.00
Base Market Value
1004250.00
Base Total Cost
994437.50
Base Unrealized Gain Loss
9812.50
Base Accrued Interest
6696.35
Local Market Value
1004250.00
Local Total Cost Amount
994437.50
Local Unrealized Gain Loss
9812.50
Local Accrued Interest
6696.35
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
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: LEVEL 3 COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 COMMUNICATIONS
Security Description
5.75% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2165000.00
Base Market Value
2246187.50
Base Total Cost
2215046.39
Base Unrealized Gain Loss
31141.11
Base Accrued Interest
41495.83
Local Market Value
2246187.50
Local Total Cost Amount
2215046.39
Local Unrealized Gain Loss
31141.11
Local Accrued Interest
41495.83
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
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: JAMES HARDIE INTL FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAMES HARDIE INTL FIN
Security Description
5.875% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
210000.00
Base Market Value
219975.00
Base Total Cost
218400.00
Base Unrealized Gain Loss
1575.00
Base Accrued Interest
4660.83
Local Market Value
219975.00
Local Total Cost Amount
218400.00
Local Unrealized Gain Loss
1575.00
Local Accrued Interest
4660.83
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: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
5.125% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
705000.00
Base Market Value
698831.25
Base Total Cost
705403.06
Base Unrealized Gain Loss
-6571.81
Base Accrued Interest
13649.58
Local Market Value
698831.25
Local Total Cost Amount
705403.06
Local Unrealized Gain Loss
-6571.81
Local Accrued Interest
13649.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
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
75000.00
Base Market Value
80625.00
Base Total Cost
78937.50
Base Unrealized Gain Loss
1687.50
Base Accrued Interest
2031.77
Local Market Value
80625.00
Local Total Cost Amount
78937.50
Local Unrealized Gain Loss
1687.50
Local Accrued Interest
2031.77
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
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: JO ANN STORES HLDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JO ANN STORES HLDS INC
Security Description
9.75% 15 Oct 2019
Maturity Date
2019-10-15T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
1625000.00
Base Market Value
1600625.00
Base Total Cost
1543875.00
Base Unrealized Gain Loss
56750.00
Base Accrued Interest
33447.92
Local Market Value
1600625.00
Local Total Cost Amount
1543875.00
Local Unrealized Gain Loss
56750.00
Local Accrued Interest
33447.92
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
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.875% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1252062.50
Base Total Cost
1190250.00
Base Unrealized Gain Loss
61812.50
Base Accrued Interest
11260.42
Local Market Value
1252062.50
Local Total Cost Amount
1190250.00
Local Unrealized Gain Loss
61812.50
Local Accrued Interest
11260.42
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: UNITED RENTALS NORTH AM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED RENTALS NORTH AM
Security Description
6.125% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
3350000.00
Base Market Value
3488187.50
Base Total Cost
3444562.50
Base Unrealized Gain Loss
43625.00
Base Accrued Interest
9119.45
Local Market Value
3488187.50
Local Total Cost Amount
3444562.50
Local Unrealized Gain Loss
43625.00
Local Accrued Interest
9119.45
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.5% 01 Jan 2023
Maturity Date
2023-01-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1715000.00
Base Market Value
1633537.50
Base Total Cost
1572438.30
Base Unrealized Gain Loss
61099.20
Base Accrued Interest
0
Local Market Value
1633537.50
Local Total Cost Amount
1572438.30
Local Unrealized Gain Loss
61099.20
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: SHEARERS FOODS / CHIP FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHEARERS FOODS / CHIP FI
Security Description
9% 01 Nov 2019
Maturity Date
2019-11-01T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
860000.00
Base Market Value
897625.00
Base Total Cost
881437.50
Base Unrealized Gain Loss
16187.50
Base Accrued Interest
12900.00
Local Market Value
897625.00
Local Total Cost Amount
881437.50
Local Unrealized Gain Loss
16187.50
Local Accrued Interest
12900.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW GOLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW GOLD INC
Security Description
6.25% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1535000.00
Base Market Value
1577212.50
Base Total Cost
1565679.14
Base Unrealized Gain Loss
11533.36
Base Accrued Interest
12258.68
Local Market Value
1577212.50
Local Total Cost Amount
1565679.14
Local Unrealized Gain Loss
11533.36
Local Accrued Interest
12258.68
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6.625% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1465000.00
Base Market Value
1644462.50
Base Total Cost
1489434.75
Base Unrealized Gain Loss
155027.75
Base Accrued Interest
4313.60
Local Market Value
1644462.50
Local Total Cost Amount
1489434.75
Local Unrealized Gain Loss
155027.75
Local Accrued Interest
4313.60
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
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
4.75% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
2820000.00
Base Market Value
2909676.00
Base Total Cost
2813645.50
Base Unrealized Gain Loss
96030.50
Base Accrued Interest
5953.33
Local Market Value
2909676.00
Local Total Cost Amount
2813645.50
Local Unrealized Gain Loss
96030.50
Local Accrued Interest
5953.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ROCKIES EXPRESS PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKIES EXPRESS PIPELINE
Security Description
6% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
100000.00
Base Market Value
104250.00
Base Total Cost
97500.00
Base Unrealized Gain Loss
6750.00
Base Accrued Interest
2766.67
Local Market Value
104250.00
Local Total Cost Amount
97500.00
Local Unrealized Gain Loss
6750.00
Local Accrued Interest
2766.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
6.25% 01 Dec 2019
Maturity Date
2019-12-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
900000.00
Base Market Value
979875.00
Base Total Cost
901125.00
Base Unrealized Gain Loss
78750.00
Base Accrued Interest
4687.50
Local Market Value
979875.00
Local Total Cost Amount
901125.00
Local Unrealized Gain Loss
78750.00
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
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: MINERVA LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MINERVA LUXEMBOURG SA
Security Description
7.75% 31 Jan 2023
Maturity Date
2023-01-31T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
850000.00
Base Market Value
889312.50
Base Total Cost
828622.50
Base Unrealized Gain Loss
60690.00
Base Accrued Interest
27447.91
Local Market Value
889312.50
Local Total Cost Amount
828622.50
Local Unrealized Gain Loss
60690.00
Local Accrued Interest
27447.91
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: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
5.75% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
3350000.00
Base Market Value
3428189.00
Base Total Cost
3487041.57
Base Unrealized Gain Loss
-58852.57
Base Accrued Interest
40665.27
Local Market Value
3428189.00
Local Total Cost Amount
3487041.57
Local Unrealized Gain Loss
-58852.57
Local Accrued Interest
40665.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: VIRGIN MEDIA FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA FINANCE PLC
Security Description
6.375% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1601250.00
Base Total Cost
1652364.73
Base Unrealized Gain Loss
-51114.73
Base Accrued Interest
20523.96
Local Market Value
1601250.00
Local Total Cost Amount
1652364.73
Local Unrealized Gain Loss
-51114.73
Local Accrued Interest
20523.96
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
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: EQUINIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUINIX INC
Security Description
5.375% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1275000.00
Base Market Value
1324406.25
Base Total Cost
1281262.50
Base Unrealized Gain Loss
43143.75
Base Accrued Interest
17132.80
Local Market Value
1324406.25
Local Total Cost Amount
1281262.50
Local Unrealized Gain Loss
43143.75
Local Accrued Interest
17132.80
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CBRE SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CBRE SERVICES INC
Security Description
5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
185000.00
Base Market Value
192744.10
Base Total Cost
192053.13
Base Unrealized Gain Loss
690.97
Base Accrued Interest
2723.61
Local Market Value
192744.10
Local Total Cost Amount
192053.13
Local Unrealized Gain Loss
690.97
Local Accrued Interest
2723.61
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
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: CROWNROCK LP/CROWNROCK F
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CROWNROCK LP/CROWNROCK F
Security Description
7.125% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
975000.00
Base Market Value
1001812.50
Base Total Cost
932050.64
Base Unrealized Gain Loss
69761.86
Base Accrued Interest
14665.62
Local Market Value
1001812.50
Local Total Cost Amount
932050.64
Local Unrealized Gain Loss
69761.86
Local Accrued Interest
14665.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
FOREIGN
Minor Industry Name
CORPORATE
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
600000.00
Base Market Value
632250.00
Base Total Cost
616679.25
Base Unrealized Gain Loss
15570.75
Base Accrued Interest
15908.32
Local Market Value
632250.00
Local Total Cost Amount
616679.25
Local Unrealized Gain Loss
15570.75
Local Accrued Interest
15908.32
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
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: H+E EQUIPMENT SERVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
H+E EQUIPMENT SERVICES
Security Description
7% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1550000.00
Base Market Value
1612000.00
Base Total Cost
1571562.50
Base Unrealized Gain Loss
40437.50
Base Accrued Interest
36166.66
Local Market Value
1612000.00
Local Total Cost Amount
1571562.50
Local Unrealized Gain Loss
40437.50
Local Accrued Interest
36166.66
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
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: SEMINOLE HARD ROCK ENT I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMINOLE HARD ROCK ENT I
Security Description
5.875% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
145000.00
Base Market Value
145725.00
Base Total Cost
148262.50
Base Unrealized Gain Loss
-2537.50
Base Accrued Interest
1088.51
Local Market Value
145725.00
Local Total Cost Amount
148262.50
Local Unrealized Gain Loss
-2537.50
Local Accrued Interest
1088.51
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: CLEAN HARBORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAN HARBORS INC
Security Description
5.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1755000.00
Base Market Value
1792293.75
Base Total Cost
1761750.00
Base Unrealized Gain Loss
30543.75
Base Accrued Interest
7495.31
Local Market Value
1792293.75
Local Total Cost Amount
1761750.00
Local Unrealized Gain Loss
30543.75
Local Accrued Interest
7495.31
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
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: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
5.125% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1430000.00
Base Market Value
1443842.40
Base Total Cost
1432992.72
Base Unrealized Gain Loss
10849.68
Base Accrued Interest
9364.51
Local Market Value
1443842.40
Local Total Cost Amount
1432992.72
Local Unrealized Gain Loss
10849.68
Local Accrued Interest
9364.51
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
1% 21 May 2043
Maturity Date
2043-05-21T00:00:00.000
Interest Rate
5.85
Original Face
0
Shares Par Value
1965000.00
Base Market Value
1817625.00
Base Total Cost
1823851.25
Base Unrealized Gain Loss
-6226.25
Base Accrued Interest
12772.50
Local Market Value
1817625.00
Local Total Cost Amount
1823851.25
Local Unrealized Gain Loss
-6226.25
Local Accrued Interest
12772.50
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
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: AMERICAN AIRLINES GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN AIRLINES GROUP
Security Description
6.125% 01 Jun 2018
Maturity Date
2018-06-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1275000.00
Base Market Value
1309425.00
Base Total Cost
1267720.74
Base Unrealized Gain Loss
41704.26
Base Accrued Interest
6507.81
Local Market Value
1309425.00
Local Total Cost Amount
1267720.74
Local Unrealized Gain Loss
41704.26
Local Accrued Interest
6507.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
938000.00
Base Market Value
909860.00
Base Total Cost
912825.16
Base Unrealized Gain Loss
-2965.16
Base Accrued Interest
14070.00
Local Market Value
909860.00
Local Total Cost Amount
912825.16
Local Unrealized Gain Loss
-2965.16
Local Accrued Interest
14070.00
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: DEAN FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEAN FOODS CO
Security Description
6.5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1695000.00
Base Market Value
1788225.00
Base Total Cost
1782068.75
Base Unrealized Gain Loss
6156.25
Base Accrued Interest
32440.41
Local Market Value
1788225.00
Local Total Cost Amount
1782068.75
Local Unrealized Gain Loss
6156.25
Local Accrued Interest
32440.41
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: NUSTAR LOGISTICS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUSTAR LOGISTICS LP
Security Description
4.8% 01 Sep 2020
Maturity Date
2020-09-01T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
185000.00
Base Market Value
192400.00
Base Total Cost
160250.00
Base Unrealized Gain Loss
32150.00
Base Accrued Interest
2960.00
Local Market Value
192400.00
Local Total Cost Amount
160250.00
Local Unrealized Gain Loss
32150.00
Local Accrued Interest
2960.00
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: QEP RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QEP RESOURCES INC
Security Description
6.875% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
2755000.00
Base Market Value
2858312.50
Base Total Cost
2840437.50
Base Unrealized Gain Loss
17875.00
Base Accrued Interest
63135.37
Local Market Value
2858312.50
Local Total Cost Amount
2840437.50
Local Unrealized Gain Loss
17875.00
Local Accrued Interest
63135.37
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
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: TECK RESOURCES LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TECK RESOURCES LIMITED
Security Description
4.5% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
775000.00
Base Market Value
807937.50
Base Total Cost
604500.00
Base Unrealized Gain Loss
203437.50
Base Accrued Interest
16081.25
Local Market Value
807937.50
Local Total Cost Amount
604500.00
Local Unrealized Gain Loss
203437.50
Local Accrued Interest
16081.25
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
CANADIAN
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
7% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1550000.00
Base Market Value
1524812.50
Base Total Cost
1437781.25
Base Unrealized Gain Loss
87031.25
Base Accrued Interest
27125.00
Local Market Value
1524812.50
Local Total Cost Amount
1437781.25
Local Unrealized Gain Loss
87031.25
Local Accrued Interest
27125.00
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
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: JO ANN STORES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JO ANN STORES INC
Security Description
8.125% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
190000.00
Base Market Value
190000.00
Base Total Cost
185241.04
Base Unrealized Gain Loss
4758.96
Base Accrued Interest
4545.49
Local Market Value
190000.00
Local Total Cost Amount
185241.04
Local Unrealized Gain Loss
4758.96
Local Accrued Interest
4545.49
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
7.5% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
912000.00
Base Market Value
1032840.00
Base Total Cost
949337.45
Base Unrealized Gain Loss
83502.55
Base Accrued Interest
20140.00
Local Market Value
1032840.00
Local Total Cost Amount
949337.45
Local Unrealized Gain Loss
83502.55
Local Accrued Interest
20140.00
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: VULCAN MATERIALS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VULCAN MATERIALS CO
Security Description
7.5% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
630000.00
Base Market Value
743507.10
Base Total Cost
633221.59
Base Unrealized Gain Loss
110285.51
Base Accrued Interest
2100.00
Local Market Value
743507.10
Local Total Cost Amount
633221.59
Local Unrealized Gain Loss
110285.51
Local Accrued Interest
2100.00
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
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
6.5% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1660000.00
Base Market Value
1568700.00
Base Total Cost
1636412.50
Base Unrealized Gain Loss
-67712.50
Base Accrued Interest
17983.33
Local Market Value
1568700.00
Local Total Cost Amount
1636412.50
Local Unrealized Gain Loss
-67712.50
Local Accrued Interest
17983.33
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
6.25% 01 Dec 2017
Maturity Date
2017-12-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1650000.00
Base Market Value
1678545.00
Base Total Cost
1616298.29
Base Unrealized Gain Loss
62246.71
Base Accrued Interest
8593.75
Local Market Value
1678545.00
Local Total Cost Amount
1616298.29
Local Unrealized Gain Loss
62246.71
Local Accrued Interest
8593.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
7.5% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
6290000.00
Base Market Value
7241362.50
Base Total Cost
6506156.32
Base Unrealized Gain Loss
735206.18
Base Accrued Interest
178216.66
Local Market Value
7241362.50
Local Total Cost Amount
6506156.32
Local Unrealized Gain Loss
735206.18
Local Accrued Interest
178216.66
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
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: ALTICE US FINANCE I CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE US FINANCE I CORP
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
1670000.00
Base Market Value
1753500.00
Base Total Cost
1713106.25
Base Unrealized Gain Loss
40393.75
Base Accrued Interest
11736.39
Local Market Value
1753500.00
Local Total Cost Amount
1713106.25
Local Unrealized Gain Loss
40393.75
Local Accrued Interest
11736.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: SUBURBAN PROPANE PARTNRS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUBURBAN PROPANE PARTNRS
Security Description
5.5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
440000.00
Base Market Value
437800.00
Base Total Cost
438612.50
Base Unrealized Gain Loss
-812.50
Base Accrued Interest
2016.67
Local Market Value
437800.00
Local Total Cost Amount
438612.50
Local Unrealized Gain Loss
-812.50
Local Accrued Interest
2016.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
4.25% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
105000.00
Base Market Value
102506.25
Base Total Cost
92380.32
Base Unrealized Gain Loss
10125.93
Base Accrued Interest
570.21
Local Market Value
102506.25
Local Total Cost Amount
92380.32
Local Unrealized Gain Loss
10125.93
Local Accrued Interest
570.21
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
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5.125% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1830000.00
Base Market Value
1857450.00
Base Total Cost
1796506.25
Base Unrealized Gain Loss
60943.75
Base Accrued Interest
43246.43
Local Market Value
1857450.00
Local Total Cost Amount
1796506.25
Local Unrealized Gain Loss
60943.75
Local Accrued Interest
43246.43
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
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