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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: LINCOLN FINANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LINCOLN FINANCE LTD
Security Description
7.375% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1535000.00
Base Market Value
1627100.00
Base Total Cost
1556122.01
Base Unrealized Gain Loss
70977.99
Base Accrued Interest
23899.10
Local Market Value
1627100.00
Local Total Cost Amount
1556122.01
Local Unrealized Gain Loss
70977.99
Local Accrued Interest
23899.10
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: SPRINT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CAPITAL CORP
Security Description
8.75% 15 Mar 2032
Maturity Date
2032-03-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
925000.00
Base Market Value
1165500.00
Base Total Cost
702919.06
Base Unrealized Gain Loss
462580.94
Base Accrued Interest
23831.60
Local Market Value
1165500.00
Local Total Cost Amount
702919.06
Local Unrealized Gain Loss
462580.94
Local Accrued Interest
23831.60
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
6.45% 03 Nov 2036
Maturity Date
2036-11-03T00:00:00.000
Interest Rate
6.45
Original Face
0
Shares Par Value
195000.00
Base Market Value
205725.00
Base Total Cost
168262.50
Base Unrealized Gain Loss
37462.50
Base Accrued Interest
2026.37
Local Market Value
205725.00
Local Total Cost Amount
168262.50
Local Unrealized Gain Loss
37462.50
Local Accrued Interest
2026.37
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
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: YUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
YUM BRANDS INC
Security Description
6.875% 15 Nov 2037
Maturity Date
2037-11-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
450000.00
Base Market Value
486000.00
Base Total Cost
468133.33
Base Unrealized Gain Loss
17866.67
Base Accrued Interest
3953.12
Local Market Value
486000.00
Local Total Cost Amount
468133.33
Local Unrealized Gain Loss
17866.67
Local Accrued Interest
3953.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TRANSOCEAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSOCEAN INC
Security Description
6.8% 15 Mar 2038
Maturity Date
2038-03-15T00:00:00.000
Interest Rate
6.8
Original Face
0
Shares Par Value
2170000.00
Base Market Value
1584100.00
Base Total Cost
1760275.00
Base Unrealized Gain Loss
-176175.00
Base Accrued Interest
43448.22
Local Market Value
1584100.00
Local Total Cost Amount
1760275.00
Local Unrealized Gain Loss
-176175.00
Local Accrued Interest
43448.22
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
9.75% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
225000.00
Base Market Value
251437.50
Base Total Cost
247062.50
Base Unrealized Gain Loss
4375.00
Base Accrued Interest
6459.38
Local Market Value
251437.50
Local Total Cost Amount
247062.50
Local Unrealized Gain Loss
4375.00
Local Accrued Interest
6459.38
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: TELECOM ITALIA CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELECOM ITALIA CAPITAL
Security Description
7.175% 18 Jun 2019
Maturity Date
2019-06-18T00:00:00.000
Interest Rate
7.175
Original Face
0
Shares Par Value
875000.00
Base Market Value
954843.75
Base Total Cost
952073.00
Base Unrealized Gain Loss
2770.75
Base Accrued Interest
2267.10
Local Market Value
954843.75
Local Total Cost Amount
952073.00
Local Unrealized Gain Loss
2770.75
Local Accrued Interest
2267.10
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
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: DISCOVER FINANCIAL SVS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER FINANCIAL SVS
Security Description
10.25% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
10.25
Original Face
0
Shares Par Value
610000.00
Base Market Value
694033.60
Base Total Cost
663075.79
Base Unrealized Gain Loss
30957.81
Base Accrued Interest
28830.97
Local Market Value
694033.60
Local Total Cost Amount
663075.79
Local Unrealized Gain Loss
30957.81
Local Accrued Interest
28830.97
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: ROWAN COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROWAN COMPANIES INC
Security Description
7.875% 01 Aug 2019
Maturity Date
2019-08-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
150000.00
Base Market Value
156750.00
Base Total Cost
160125.00
Base Unrealized Gain Loss
-3375.00
Base Accrued Interest
4921.88
Local Market Value
156750.00
Local Total Cost Amount
160125.00
Local Unrealized Gain Loss
-3375.00
Local Accrued Interest
4921.88
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
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: GREIF INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREIF INC
Security Description
7.75% 01 Aug 2019
Maturity Date
2019-08-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
325000.00
Base Market Value
355875.00
Base Total Cost
316121.90
Base Unrealized Gain Loss
39753.10
Base Accrued Interest
10494.79
Local Market Value
355875.00
Local Total Cost Amount
316121.90
Local Unrealized Gain Loss
39753.10
Local Accrued Interest
10494.79
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
8% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
905000.00
Base Market Value
1108625.00
Base Total Cost
1000412.98
Base Unrealized Gain Loss
108212.02
Base Accrued Interest
12066.66
Local Market Value
1108625.00
Local Total Cost Amount
1000412.98
Local Unrealized Gain Loss
108212.02
Local Accrued Interest
12066.66
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
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
8.75% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
195000.00
Base Market Value
229125.00
Base Total Cost
209408.33
Base Unrealized Gain Loss
19716.67
Base Accrued Interest
6445.83
Local Market Value
229125.00
Local Total Cost Amount
209408.33
Local Unrealized Gain Loss
19716.67
Local Accrued Interest
6445.83
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
8% 25 Mar 2020
Maturity Date
2020-03-25T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1925000.00
Base Market Value
2151187.50
Base Total Cost
2094757.10
Base Unrealized Gain Loss
56430.40
Base Accrued Interest
41066.68
Local Market Value
2151187.50
Local Total Cost Amount
2094757.10
Local Unrealized Gain Loss
56430.40
Local Accrued Interest
41066.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
7.125% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1225000.00
Base Market Value
1353625.00
Base Total Cost
1323000.00
Base Unrealized Gain Loss
30625.00
Base Accrued Interest
14546.87
Local Market Value
1353625.00
Local Total Cost Amount
1323000.00
Local Unrealized Gain Loss
30625.00
Local Accrued Interest
14546.87
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
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
6.625% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1850000.00
Base Market Value
1900875.00
Base Total Cost
1833856.72
Base Unrealized Gain Loss
67018.28
Base Accrued Interest
36087.84
Local Market Value
1900875.00
Local Total Cost Amount
1833856.72
Local Unrealized Gain Loss
67018.28
Local Accrued Interest
36087.84
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: FTI CONSULTING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FTI CONSULTING INC
Security Description
6% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
3470000.00
Base Market Value
3600125.00
Base Total Cost
3574956.25
Base Unrealized Gain Loss
25168.75
Base Accrued Interest
26603.33
Local Market Value
3600125.00
Local Total Cost Amount
3574956.25
Local Unrealized Gain Loss
25168.75
Local Accrued Interest
26603.33
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
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: STATION CASINOS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATION CASINOS LLC
Security Description
7.5% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
268000.00
Base Market Value
278720.00
Base Total Cost
274073.83
Base Unrealized Gain Loss
4646.17
Base Accrued Interest
6700.00
Local Market Value
278720.00
Local Total Cost Amount
274073.83
Local Unrealized Gain Loss
4646.17
Local Accrued Interest
6700.00
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: CNH INDUSTRIAL CAPITAL L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNH INDUSTRIAL CAPITAL L
Security Description
3.625% 15 Apr 2018
Maturity Date
2018-04-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
650000.00
Base Market Value
655720.00
Base Total Cost
650000.00
Base Unrealized Gain Loss
5720.00
Base Accrued Interest
4974.30
Local Market Value
655720.00
Local Total Cost Amount
650000.00
Local Unrealized Gain Loss
5720.00
Local Accrued Interest
4974.30
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: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
4.875% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1475000.00
Base Market Value
1506801.00
Base Total Cost
1484487.50
Base Unrealized Gain Loss
22313.50
Base Accrued Interest
5992.19
Local Market Value
1506801.00
Local Total Cost Amount
1484487.50
Local Unrealized Gain Loss
22313.50
Local Accrued Interest
5992.19
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
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: ANDEAVOR LOGIS LP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANDEAVOR LOGIS LP/CORP
Security Description
6.125% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
370000.00
Base Market Value
384800.00
Base Total Cost
371775.00
Base Unrealized Gain Loss
13025.00
Base Accrued Interest
4784.30
Local Market Value
384800.00
Local Total Cost Amount
371775.00
Local Unrealized Gain Loss
13025.00
Local Accrued Interest
4784.30
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: TRONOX FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRONOX FINANCE LLC
Security Description
6.375% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1060000.00
Base Market Value
1062650.00
Base Total Cost
1059037.50
Base Unrealized Gain Loss
3612.50
Base Accrued Interest
25528.32
Local Market Value
1062650.00
Local Total Cost Amount
1059037.50
Local Unrealized Gain Loss
3612.50
Local Accrued Interest
25528.32
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
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: HUB INTERNATIONAL LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUB INTERNATIONAL LTD
Security Description
7.875% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1650000.00
Base Market Value
1720125.00
Base Total Cost
1564625.00
Base Unrealized Gain Loss
155500.00
Base Accrued Interest
32484.39
Local Market Value
1720125.00
Local Total Cost Amount
1564625.00
Local Unrealized Gain Loss
155500.00
Local Accrued Interest
32484.39
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
FINANCE
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEG ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEG ENERGY CORP
Security Description
7% 31 Mar 2024
Maturity Date
2024-03-31T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
2225000.00
Base Market Value
1729937.50
Base Total Cost
2050762.50
Base Unrealized Gain Loss
-320825.00
Base Accrued Interest
38937.50
Local Market Value
1729937.50
Local Total Cost Amount
2050762.50
Local Unrealized Gain Loss
-320825.00
Local Accrued Interest
38937.50
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
Caa2
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
5.45% 15 Mar 2043
Maturity Date
2043-03-15T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
935000.00
Base Market Value
806250.50
Base Total Cost
802876.10
Base Unrealized Gain Loss
3374.40
Base Accrued Interest
15004.15
Local Market Value
806250.50
Local Total Cost Amount
802876.10
Local Unrealized Gain Loss
3374.40
Local Accrued Interest
15004.15
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
6.75% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
4590000.00
Base Market Value
5094900.00
Base Total Cost
4652538.15
Base Unrealized Gain Loss
442361.85
Base Accrued Interest
25818.77
Local Market Value
5094900.00
Local Total Cost Amount
4652538.15
Local Unrealized Gain Loss
442361.85
Local Accrued Interest
25818.77
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: SPX FLOW INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPX FLOW INC
Security Description
5.625% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
2130000.00
Base Market Value
2193900.00
Base Total Cost
2131050.00
Base Unrealized Gain Loss
62850.00
Base Accrued Interest
45262.50
Local Market Value
2193900.00
Local Total Cost Amount
2131050.00
Local Unrealized Gain Loss
62850.00
Local Accrued Interest
45262.50
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
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: SPX FLOW INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPX FLOW INC
Security Description
5.875% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1580000.00
Base Market Value
1631350.00
Base Total Cost
1580262.50
Base Unrealized Gain Loss
51087.50
Base Accrued Interest
35067.21
Local Market Value
1631350.00
Local Total Cost Amount
1580262.50
Local Unrealized Gain Loss
51087.50
Local Accrued Interest
35067.21
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
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: VERITAS US INC/BERMUDA L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERITAS US INC/BERMUDA L
Security Description
7.5% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
4885000.00
Base Market Value
5251375.00
Base Total Cost
4891677.50
Base Unrealized Gain Loss
359697.50
Base Accrued Interest
152656.25
Local Market Value
5251375.00
Local Total Cost Amount
4891677.50
Local Unrealized Gain Loss
359697.50
Local Accrued Interest
152656.25
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
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: STANDARD CHARTERED PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STANDARD CHARTERED PLC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
1695000.00
Base Market Value
1813650.00
Base Total Cost
1706953.75
Base Unrealized Gain Loss
106696.25
Base Accrued Interest
31428.10
Local Market Value
1813650.00
Local Total Cost Amount
1706953.75
Local Unrealized Gain Loss
106696.25
Local Accrued Interest
31428.10
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: MURPHY OIL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL CORP
Security Description
6.875% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
650000.00
Base Market Value
679250.00
Base Total Cost
680879.75
Base Unrealized Gain Loss
-1629.75
Base Accrued Interest
16881.93
Local Market Value
679250.00
Local Total Cost Amount
680879.75
Local Unrealized Gain Loss
-1629.75
Local Accrued Interest
16881.93
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
6.25% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1470000.00
Base Total Cost
1414968.75
Base Unrealized Gain Loss
55031.25
Base Accrued Interest
33055.55
Local Market Value
1470000.00
Local Total Cost Amount
1414968.75
Local Unrealized Gain Loss
55031.25
Local Accrued Interest
33055.55
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: WOLVERINE WORLD WIDE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WOLVERINE WORLD WIDE
Security Description
5% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1210000.00
Base Market Value
1193362.50
Base Total Cost
1205325.00
Base Unrealized Gain Loss
-11962.50
Base Accrued Interest
20166.67
Local Market Value
1193362.50
Local Total Cost Amount
1205325.00
Local Unrealized Gain Loss
-11962.50
Local Accrued Interest
20166.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TALLGRASS NRG PRTNR/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TALLGRASS NRG PRTNR/FIN
Security Description
5.5% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2570000.00
Base Market Value
2602125.00
Base Total Cost
2570450.00
Base Unrealized Gain Loss
31675.00
Base Accrued Interest
41619.73
Local Market Value
2602125.00
Local Total Cost Amount
2570450.00
Local Unrealized Gain Loss
31675.00
Local Accrued Interest
41619.73
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
5.375% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2420000.00
Base Market Value
2562175.00
Base Total Cost
2431175.00
Base Unrealized Gain Loss
131000.00
Base Accrued Interest
16620.69
Local Market Value
2562175.00
Local Total Cost Amount
2431175.00
Local Unrealized Gain Loss
131000.00
Local Accrued Interest
16620.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: WELBILT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELBILT INC
Security Description
9.5% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
325000.00
Base Market Value
377000.00
Base Total Cost
325000.00
Base Unrealized Gain Loss
52000.00
Base Accrued Interest
11663.89
Local Market Value
377000.00
Local Total Cost Amount
325000.00
Local Unrealized Gain Loss
52000.00
Local Accrued Interest
11663.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
7.75% 01 Jul 2026
Maturity Date
2026-07-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
5365000.00
Base Market Value
6357525.00
Base Total Cost
5679375.00
Base Unrealized Gain Loss
678150.00
Base Accrued Interest
0
Local Market Value
6357525.00
Local Total Cost Amount
5679375.00
Local Unrealized Gain Loss
678150.00
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
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: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
5.875% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
110000.00
Base Market Value
113300.00
Base Total Cost
111100.00
Base Unrealized Gain Loss
2200.00
Base Accrued Interest
825.76
Local Market Value
113300.00
Local Total Cost Amount
111100.00
Local Unrealized Gain Loss
2200.00
Local Accrued Interest
825.76
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: ANTERO MIDSTREAM PART/FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO MIDSTREAM PART/FI
Security Description
5.375% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
990000.00
Base Market Value
1012275.00
Base Total Cost
994325.00
Base Unrealized Gain Loss
17950.00
Base Accrued Interest
15668.12
Local Market Value
1012275.00
Local Total Cost Amount
994325.00
Local Unrealized Gain Loss
17950.00
Local Accrued Interest
15668.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: PDC ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PDC ENERGY INC
Security Description
6.125% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
405000.00
Base Market Value
411075.00
Base Total Cost
408543.75
Base Unrealized Gain Loss
2531.25
Base Accrued Interest
7304.06
Local Market Value
411075.00
Local Total Cost Amount
408543.75
Local Unrealized Gain Loss
2531.25
Local Accrued Interest
7304.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: QUINTILES IMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUINTILES IMS INC
Security Description
5% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1572656.25
Base Total Cost
1526000.00
Base Unrealized Gain Loss
46656.25
Base Accrued Interest
16097.22
Local Market Value
1572656.25
Local Total Cost Amount
1526000.00
Local Unrealized Gain Loss
46656.25
Local Accrued Interest
16097.22
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
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: ALLISON TRANSMISSION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLISON TRANSMISSION INC
Security Description
5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1830000.00
Base Market Value
1875750.00
Base Total Cost
1830812.50
Base Unrealized Gain Loss
44937.50
Base Accrued Interest
22875.00
Local Market Value
1875750.00
Local Total Cost Amount
1830812.50
Local Unrealized Gain Loss
44937.50
Local Accrued Interest
22875.00
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4.25% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1185000.00
Base Market Value
1201293.75
Base Total Cost
1184043.75
Base Unrealized Gain Loss
17250.00
Base Accrued Interest
16787.50
Local Market Value
1201293.75
Local Total Cost Amount
1184043.75
Local Unrealized Gain Loss
17250.00
Local Accrued Interest
16787.50
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
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: ZIGGO BOND FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZIGGO BOND FINANCE BV
Security Description
6% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1675000.00
Base Market Value
1693843.75
Base Total Cost
1674250.00
Base Unrealized Gain Loss
19593.75
Base Accrued Interest
77608.33
Local Market Value
1693843.75
Local Total Cost Amount
1674250.00
Local Unrealized Gain Loss
19593.75
Local Accrued Interest
77608.33
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
6.75% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1460000.00
Base Market Value
1569500.00
Base Total Cost
1455831.25
Base Unrealized Gain Loss
113668.75
Base Accrued Interest
29017.50
Local Market Value
1569500.00
Local Total Cost Amount
1455831.25
Local Unrealized Gain Loss
113668.75
Local Accrued Interest
29017.50
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
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: VERSUM MATERIALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERSUM MATERIALS INC
Security Description
5.5% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1185000.00
Base Market Value
1245731.25
Base Total Cost
1188400.00
Base Unrealized Gain Loss
57331.25
Base Accrued Interest
19190.42
Local Market Value
1245731.25
Local Total Cost Amount
1188400.00
Local Unrealized Gain Loss
57331.25
Local Accrued Interest
19190.42
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
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: RP CROWN PARENT LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RP CROWN PARENT LLC
Security Description
7.375% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1025000.00
Base Market Value
1066000.00
Base Total Cost
1033750.00
Base Unrealized Gain Loss
32250.00
Base Accrued Interest
15958.68
Local Market Value
1066000.00
Local Total Cost Amount
1033750.00
Local Unrealized Gain Loss
32250.00
Local Accrued Interest
15958.68
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
5.125% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1490000.00
Base Market Value
1534700.00
Base Total Cost
1494275.00
Base Unrealized Gain Loss
40425.00
Base Accrued Interest
31817.71
Local Market Value
1534700.00
Local Total Cost Amount
1494275.00
Local Unrealized Gain Loss
40425.00
Local Accrued Interest
31817.71
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: AMN HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMN HEALTHCARE INC
Security Description
5.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1825000.00
Base Market Value
1847812.50
Base Total Cost
1825937.50
Base Unrealized Gain Loss
21875.00
Base Accrued Interest
23382.81
Local Market Value
1847812.50
Local Total Cost Amount
1825937.50
Local Unrealized Gain Loss
21875.00
Local Accrued Interest
23382.81
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
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: PINN FOODS FIN LLC/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PINN FOODS FIN LLC/CORP
Security Description
5.875% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1430000.00
Base Market Value
1526525.00
Base Total Cost
1433600.00
Base Unrealized Gain Loss
92925.00
Base Accrued Interest
38739.10
Local Market Value
1526525.00
Local Total Cost Amount
1433600.00
Local Unrealized Gain Loss
92925.00
Local Accrued Interest
38739.10
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
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: SINCLAIR TELEVISION GROU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SINCLAIR TELEVISION GROU
Security Description
6.125% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
2150000.00
Base Market Value
2233312.50
Base Total Cost
2182281.25
Base Unrealized Gain Loss
51031.25
Base Accrued Interest
32921.87
Local Market Value
2233312.50
Local Total Cost Amount
2182281.25
Local Unrealized Gain Loss
51031.25
Local Accrued Interest
32921.87
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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