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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: MASONITE INTERNATIONAL C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASONITE INTERNATIONAL C
Security Description
5.625% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
640000.00
Base Market Value
668800.00
Base Total Cost
643489.56
Base Unrealized Gain Loss
25310.44
Base Accrued Interest
10600.00
Local Market Value
668800.00
Local Total Cost Amount
643489.56
Local Unrealized Gain Loss
25310.44
Local Accrued Interest
10600.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HEALTHSOUTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHSOUTH CORP
Security Description
5.125% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1155000.00
Base Market Value
1189650.00
Base Total Cost
1149425.00
Base Unrealized Gain Loss
40225.00
Base Accrued Interest
17429.25
Local Market Value
1189650.00
Local Total Cost Amount
1149425.00
Local Unrealized Gain Loss
40225.00
Local Accrued Interest
17429.25
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
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: PLATFORM SPECIALTY PROD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLATFORM SPECIALTY PROD
Security Description
6.5% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1840000.00
Base Market Value
1899800.00
Base Total Cost
1829300.00
Base Unrealized Gain Loss
70500.00
Base Accrued Interest
49833.33
Local Market Value
1899800.00
Local Total Cost Amount
1829300.00
Local Unrealized Gain Loss
70500.00
Local Accrued Interest
49833.33
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
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: TRONOX FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRONOX FINANCE LLC
Security Description
7.5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
920000.00
Base Market Value
947600.00
Base Total Cost
930125.00
Base Unrealized Gain Loss
17475.00
Base Accrued Interest
20316.67
Local Market Value
947600.00
Local Total Cost Amount
930125.00
Local Unrealized Gain Loss
17475.00
Local Accrued Interest
20316.67
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
FINANCE
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2510000.00
Base Market Value
2152325.00
Base Total Cost
2235109.09
Base Unrealized Gain Loss
-82784.09
Base Accrued Interest
18842.42
Local Market Value
2152325.00
Local Total Cost Amount
2235109.09
Local Unrealized Gain Loss
-82784.09
Local Accrued Interest
18842.42
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
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.375% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
570000.00
Base Market Value
550762.50
Base Total Cost
486300.51
Base Unrealized Gain Loss
64461.99
Base Accrued Interest
9021.03
Local Market Value
550762.50
Local Total Cost Amount
486300.51
Local Unrealized Gain Loss
64461.99
Local Accrued Interest
9021.03
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: VIRGIN MEDIA SECURED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA SECURED FIN
Security Description
5.25% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
2058000.00
Base Market Value
2141986.98
Base Total Cost
2078580.00
Base Unrealized Gain Loss
63406.98
Base Accrued Interest
49820.75
Local Market Value
2141986.98
Local Total Cost Amount
2078580.00
Local Unrealized Gain Loss
63406.98
Local Accrued Interest
49820.75
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: RITE AID CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RITE AID CORP
Security Description
6.125% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1840000.00
Base Market Value
1806659.20
Base Total Cost
1850641.00
Base Unrealized Gain Loss
-43981.80
Base Accrued Interest
46958.30
Local Market Value
1806659.20
Local Total Cost Amount
1850641.00
Local Unrealized Gain Loss
-43981.80
Local Accrued Interest
46958.30
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
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: CLEVELAND CLIFFS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEVELAND CLIFFS INC
Security Description
8.25% 31 Mar 2020
Maturity Date
2020-03-31T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1242000.00
Base Market Value
1353780.00
Base Total Cost
1305652.50
Base Unrealized Gain Loss
48127.50
Base Accrued Interest
25616.25
Local Market Value
1353780.00
Local Total Cost Amount
1305652.50
Local Unrealized Gain Loss
48127.50
Local Accrued Interest
25616.25
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
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% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
160000.00
Base Market Value
160400.00
Base Total Cost
154287.50
Base Unrealized Gain Loss
6112.50
Base Accrued Interest
1333.33
Local Market Value
160400.00
Local Total Cost Amount
154287.50
Local Unrealized Gain Loss
6112.50
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
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
1145000.00
Base Market Value
1102062.50
Base Total Cost
1168925.00
Base Unrealized Gain Loss
-66862.50
Base Accrued Interest
15107.64
Local Market Value
1102062.50
Local Total Cost Amount
1168925.00
Local Unrealized Gain Loss
-66862.50
Local Accrued Interest
15107.64
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: JBS USA LUX/JBS USA FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JBS USA LUX/JBS USA FIN
Security Description
8.25% 01 Feb 2020
Maturity Date
2020-02-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
190000.00
Base Market Value
190000.00
Base Total Cost
190475.00
Base Unrealized Gain Loss
-475.00
Base Accrued Interest
6531.25
Local Market Value
190000.00
Local Total Cost Amount
190475.00
Local Unrealized Gain Loss
-475.00
Local Accrued Interest
6531.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
7.875% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
84000.00
Base Market Value
86730.00
Base Total Cost
91140.00
Base Unrealized Gain Loss
-4410.00
Base Accrued Interest
845.25
Local Market Value
86730.00
Local Total Cost Amount
91140.00
Local Unrealized Gain Loss
-4410.00
Local Accrued Interest
845.25
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
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: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
6.375% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1900000.00
Base Market Value
1957000.00
Base Total Cost
1951400.00
Base Unrealized Gain Loss
5600.00
Base Accrued Interest
30281.25
Local Market Value
1957000.00
Local Total Cost Amount
1951400.00
Local Unrealized Gain Loss
5600.00
Local Accrued Interest
30281.25
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
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: WEATHERFORD BERMUDA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEATHERFORD BERMUDA
Security Description
4.5% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
90000.00
Base Market Value
79425.00
Base Total Cost
77175.00
Base Unrealized Gain Loss
2250.00
Base Accrued Interest
855.00
Local Market Value
79425.00
Local Total Cost Amount
77175.00
Local Unrealized Gain Loss
2250.00
Local Accrued Interest
855.00
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
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: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
6.5% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
65000.00
Base Market Value
63618.75
Base Total Cost
70438.78
Base Unrealized Gain Loss
-6820.03
Base Accrued Interest
187.78
Local Market Value
63618.75
Local Total Cost Amount
70438.78
Local Unrealized Gain Loss
-6820.03
Local Accrued Interest
187.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.875% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
155000.00
Base Market Value
149962.50
Base Total Cost
115981.30
Base Unrealized Gain Loss
33981.20
Base Accrued Interest
4913.71
Local Market Value
149962.50
Local Total Cost Amount
115981.30
Local Unrealized Gain Loss
33981.20
Local Accrued Interest
4913.71
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
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: 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
1860000.00
Base Market Value
2004150.00
Base Total Cost
1833998.82
Base Unrealized Gain Loss
170151.18
Base Accrued Interest
35133.33
Local Market Value
2004150.00
Local Total Cost Amount
1833998.82
Local Unrealized Gain Loss
170151.18
Local Accrued Interest
35133.33
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
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
7.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
975000.00
Base Market Value
811687.50
Base Total Cost
815887.50
Base Unrealized Gain Loss
-4200.00
Base Accrued Interest
32032.80
Local Market Value
811687.50
Local Total Cost Amount
815887.50
Local Unrealized Gain Loss
-4200.00
Local Accrued Interest
32032.80
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
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: 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
1185000.00
Base Market Value
1128712.50
Base Total Cost
1207750.00
Base Unrealized Gain Loss
-79037.50
Base Accrued Interest
3752.51
Local Market Value
1128712.50
Local Total Cost Amount
1207750.00
Local Unrealized Gain Loss
-79037.50
Local Accrued Interest
3752.51
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: HEALTHSOUTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHSOUTH CORP
Security Description
5.75% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1115000.00
Base Market Value
1144268.75
Base Total Cost
1114687.50
Base Unrealized Gain Loss
29581.25
Base Accrued Interest
10685.42
Local Market Value
1144268.75
Local Total Cost Amount
1114687.50
Local Unrealized Gain Loss
29581.25
Local Accrued Interest
10685.42
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: DBP HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DBP HOLDING CORP
Security Description
7.75% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
2310000.00
Base Market Value
1299375.00
Base Total Cost
2147940.10
Base Unrealized Gain Loss
-848565.10
Base Accrued Interest
37794.16
Local Market Value
1299375.00
Local Total Cost Amount
2147940.10
Local Unrealized Gain Loss
-848565.10
Local Accrued Interest
37794.16
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
Caa3
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
940000.00
Base Market Value
1023425.00
Base Total Cost
997262.50
Base Unrealized Gain Loss
26162.50
Base Accrued Interest
9204.17
Local Market Value
1023425.00
Local Total Cost Amount
997262.50
Local Unrealized Gain Loss
26162.50
Local Accrued Interest
9204.17
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
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
1505000.00
Base Market Value
1567081.25
Base Total Cost
1518775.00
Base Unrealized Gain Loss
48306.25
Base Accrued Interest
4096.94
Local Market Value
1567081.25
Local Total Cost Amount
1518775.00
Local Unrealized Gain Loss
48306.25
Local Accrued Interest
4096.94
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 COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT COMMUNICATIONS
Security Description
6% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
3440000.00
Base Market Value
3646400.00
Base Total Cost
3467387.43
Base Unrealized Gain Loss
179012.57
Base Accrued Interest
26373.34
Local Market Value
3646400.00
Local Total Cost Amount
3467387.43
Local Unrealized Gain Loss
179012.57
Local Accrued Interest
26373.34
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
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: HCA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA HEALTHCARE INC
Security Description
6.25% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
2265000.00
Base Market Value
2474512.50
Base Total Cost
2411500.00
Base Unrealized Gain Loss
63012.50
Base Accrued Interest
53479.17
Local Market Value
2474512.50
Local Total Cost Amount
2411500.00
Local Unrealized Gain Loss
63012.50
Local Accrued Interest
53479.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: 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
245000.00
Base Market Value
275012.50
Base Total Cost
253188.86
Base Unrealized Gain Loss
21823.64
Base Accrued Interest
721.39
Local Market Value
275012.50
Local Total Cost Amount
253188.86
Local Unrealized Gain Loss
21823.64
Local Accrued Interest
721.39
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
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: ELDORADO GOLD CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELDORADO GOLD CORP
Security Description
6.125% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
910000.00
Base Market Value
931612.50
Base Total Cost
901337.50
Base Unrealized Gain Loss
30275.00
Base Accrued Interest
2477.21
Local Market Value
931612.50
Local Total Cost Amount
901337.50
Local Unrealized Gain Loss
30275.00
Local Accrued Interest
2477.21
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SOUTHWESTERN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHWESTERN ENERGY CO
Security Description
4.1% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
1360000.00
Base Market Value
1267356.80
Base Total Cost
1105231.25
Base Unrealized Gain Loss
162125.55
Base Accrued Interest
16418.23
Local Market Value
1267356.80
Local Total Cost Amount
1105231.25
Local Unrealized Gain Loss
162125.55
Local Accrued Interest
16418.23
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: APEX TOOL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
APEX TOOL GROUP
Security Description
7% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
2010000.00
Base Market Value
1869300.00
Base Total Cost
2066367.14
Base Unrealized Gain Loss
-197067.14
Base Accrued Interest
58624.99
Local Market Value
1869300.00
Local Total Cost Amount
2066367.14
Local Unrealized Gain Loss
-197067.14
Local Accrued Interest
58624.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
1925000.00
Base Market Value
1969929.50
Base Total Cost
1951468.75
Base Unrealized Gain Loss
18460.75
Base Accrued Interest
23367.36
Local Market Value
1969929.50
Local Total Cost Amount
1951468.75
Local Unrealized Gain Loss
18460.75
Local Accrued Interest
23367.36
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
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
5% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1355000.00
Base Market Value
1409200.00
Base Total Cost
1355000.00
Base Unrealized Gain Loss
54200.00
Base Accrued Interest
11291.67
Local Market Value
1409200.00
Local Total Cost Amount
1355000.00
Local Unrealized Gain Loss
54200.00
Local Accrued Interest
11291.67
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
5.375% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
35000.00
Base Market Value
32725.00
Base Total Cost
35060.88
Base Unrealized Gain Loss
-2335.88
Base Accrued Interest
83.61
Local Market Value
32725.00
Local Total Cost Amount
35060.88
Local Unrealized Gain Loss
-2335.88
Local Accrued Interest
83.61
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
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
5.75% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
110000.00
Base Market Value
99000.00
Base Total Cost
103675.00
Base Unrealized Gain Loss
-4675.00
Base Accrued Interest
1862.36
Local Market Value
99000.00
Local Total Cost Amount
103675.00
Local Unrealized Gain Loss
-4675.00
Local Accrued Interest
1862.36
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
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: WATCO COS LLC/FINANCE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WATCO COS LLC/FINANCE CO
Security Description
6.375% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1860000.00
Base Market Value
1939050.00
Base Total Cost
1847956.25
Base Unrealized Gain Loss
91093.75
Base Accrued Interest
29643.75
Local Market Value
1939050.00
Local Total Cost Amount
1847956.25
Local Unrealized Gain Loss
91093.75
Local Accrued Interest
29643.75
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
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
7.625% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1205000.00
Base Market Value
992618.75
Base Total Cost
1154419.32
Base Unrealized Gain Loss
-161800.57
Base Accrued Interest
19397.15
Local Market Value
992618.75
Local Total Cost Amount
1154419.32
Local Unrealized Gain Loss
-161800.57
Local Accrued Interest
19397.15
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
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: ABC SUPPLY CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABC SUPPLY CO INC
Security Description
5.625% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
186000.00
Base Market Value
191347.50
Base Total Cost
192510.00
Base Unrealized Gain Loss
-1162.50
Base Accrued Interest
2208.75
Local Market Value
191347.50
Local Total Cost Amount
192510.00
Local Unrealized Gain Loss
-1162.50
Local Accrued Interest
2208.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1725000.00
Base Market Value
1768125.00
Base Total Cost
1724316.51
Base Unrealized Gain Loss
43808.49
Base Accrued Interest
25395.84
Local Market Value
1768125.00
Local Total Cost Amount
1724316.51
Local Unrealized Gain Loss
43808.49
Local Accrued Interest
25395.84
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
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: FIRST QUALITY FINANCE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUALITY FINANCE CO
Security Description
4.625% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1513125.00
Base Total Cost
1503750.00
Base Unrealized Gain Loss
9375.00
Base Accrued Interest
8864.58
Local Market Value
1513125.00
Local Total Cost Amount
1503750.00
Local Unrealized Gain Loss
9375.00
Local Accrued Interest
8864.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: 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
3307000.00
Base Market Value
3339011.76
Base Total Cost
3343381.25
Base Unrealized Gain Loss
-4369.49
Base Accrued Interest
21656.24
Local Market Value
3339011.76
Local Total Cost Amount
3343381.25
Local Unrealized Gain Loss
-4369.49
Local Accrued Interest
21656.24
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: 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
580000.00
Base Market Value
595950.00
Base Total Cost
598260.84
Base Unrealized Gain Loss
-2310.84
Base Accrued Interest
11314.03
Local Market Value
595950.00
Local Total Cost Amount
598260.84
Local Unrealized Gain Loss
-2310.84
Local Accrued Interest
11314.03
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: FLEXI VAN LEASNG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEXI VAN LEASNG
Security Description
7.875% 15 Aug 2018
Maturity Date
2018-08-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1720000.00
Base Market Value
1702800.00
Base Total Cost
1679746.80
Base Unrealized Gain Loss
23053.20
Base Accrued Interest
51170.00
Local Market Value
1702800.00
Local Total Cost Amount
1679746.80
Local Unrealized Gain Loss
23053.20
Local Accrued Interest
51170.00
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
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: 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
2070000.00
Base Market Value
2152800.00
Base Total Cost
2070000.00
Base Unrealized Gain Loss
82800.00
Base Accrued Interest
26766.25
Local Market Value
2152800.00
Local Total Cost Amount
2070000.00
Local Unrealized Gain Loss
82800.00
Local Accrued Interest
26766.25
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
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: ANDEAVOR LOGIS LP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANDEAVOR LOGIS LP/CORP
Security Description
5.875% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
593000.00
Base Market Value
605601.25
Base Total Cost
606342.50
Base Unrealized Gain Loss
-741.25
Base Accrued Interest
8709.68
Local Market Value
605601.25
Local Total Cost Amount
606342.50
Local Unrealized Gain Loss
-741.25
Local Accrued Interest
8709.68
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
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: WALTER INVESTMENT MGMT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALTER INVESTMENT MGMT
Security Description
7.875% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1220000.00
Base Market Value
762500.00
Base Total Cost
1156392.07
Base Unrealized Gain Loss
-393892.07
Base Accrued Interest
4270.00
Local Market Value
762500.00
Local Total Cost Amount
1156392.07
Local Unrealized Gain Loss
-393892.07
Local Accrued Interest
4270.00
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
Caa3
S And P Quality Rating
CC
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
1000000.00
Base Market Value
1065000.00
Base Total Cost
1040000.00
Base Unrealized Gain Loss
25000.00
Base Accrued Interest
0
Local Market Value
1065000.00
Local Total Cost Amount
1040000.00
Local Unrealized Gain Loss
25000.00
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: DANA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA INC
Security Description
5.5% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1465000.00
Base Market Value
1519937.50
Base Total Cost
1402737.50
Base Unrealized Gain Loss
117200.00
Base Accrued Interest
3581.11
Local Market Value
1519937.50
Local Total Cost Amount
1402737.50
Local Unrealized Gain Loss
117200.00
Local Accrued Interest
3581.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
5.375% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
660000.00
Base Market Value
684750.00
Base Total Cost
666600.00
Base Unrealized Gain Loss
18150.00
Base Accrued Interest
1576.67
Local Market Value
684750.00
Local Total Cost Amount
666600.00
Local Unrealized Gain Loss
18150.00
Local Accrued Interest
1576.67
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: EDUCATION MANAGEMENT LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDUCATION MANAGEMENT LLC
Security Description
1% 02 Jul 2020
Maturity Date
2020-07-02T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
183692.66
Base Market Value
3903.47
Base Total Cost
253301.02
Base Unrealized Gain Loss
-249397.55
Base Accrued Interest
0
Local Market Value
3903.47
Local Total Cost Amount
253301.02
Local Unrealized Gain Loss
-249397.55
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OPEN TEXT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT CORP
Security Description
5.625% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1705000.00
Base Market Value
1777462.50
Base Total Cost
1778387.50
Base Unrealized Gain Loss
-925.00
Base Accrued Interest
44223.46
Local Market Value
1777462.50
Local Total Cost Amount
1778387.50
Local Unrealized Gain Loss
-925.00
Local Accrued Interest
44223.46
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
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
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