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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: FLEX ACQUISITION CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEX ACQUISITION CO INC
Security Description
6.875% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1255000.00
Base Market Value
1305200.00
Base Total Cost
1274485.52
Base Unrealized Gain Loss
30714.48
Base Accrued Interest
39305.91
Local Market Value
1305200.00
Local Total Cost Amount
1274485.52
Local Unrealized Gain Loss
30714.48
Local Accrued Interest
39305.91
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: TEAM HEALTH HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEAM HEALTH HOLDINGS INC
Security Description
6.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
2215000.00
Base Market Value
2148550.00
Base Total Cost
2166887.50
Base Unrealized Gain Loss
-18337.50
Base Accrued Interest
58835.93
Local Market Value
2148550.00
Local Total Cost Amount
2166887.50
Local Unrealized Gain Loss
-18337.50
Local Accrued Interest
58835.93
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
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: ZAYO GROUP LLC/ZAYO CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZAYO GROUP LLC/ZAYO CAP
Security Description
5.75% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2785000.00
Base Market Value
2913806.25
Base Total Cost
2890075.00
Base Unrealized Gain Loss
23731.25
Base Accrued Interest
68611.89
Local Market Value
2913806.25
Local Total Cost Amount
2890075.00
Local Unrealized Gain Loss
23731.25
Local Accrued Interest
68611.89
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
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: AMC ENTERTAINMENT HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HOLDIN
Security Description
5.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
3940000.00
Base Market Value
4097600.00
Base Total Cost
3936656.25
Base Unrealized Gain Loss
160943.75
Base Accrued Interest
10068.90
Local Market Value
4097600.00
Local Total Cost Amount
3936656.25
Local Unrealized Gain Loss
160943.75
Local Accrued Interest
10068.90
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: SUMMIT MATERIALS COMP I LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUMMIT MATERIALS COMP I LLC
Security Description
1% 17 Jul 2022
Maturity Date
2022-07-17T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1288700.00
Base Market Value
1294744.00
Base Total Cost
1293195.74
Base Unrealized Gain Loss
1548.26
Base Accrued Interest
0
Local Market Value
1294744.00
Local Total Cost Amount
1293195.74
Local Unrealized Gain Loss
1548.26
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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.5% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
885000.00
Base Market Value
933675.00
Base Total Cost
886290.08
Base Unrealized Gain Loss
47384.92
Base Accrued Interest
20281.25
Local Market Value
933675.00
Local Total Cost Amount
886290.08
Local Unrealized Gain Loss
47384.92
Local Accrued Interest
20281.25
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: EP ENER/EVEREST ACQ FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EP ENER/EVEREST ACQ FIN
Security Description
6.375% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
2845000.00
Base Market Value
1671437.50
Base Total Cost
2624586.09
Base Unrealized Gain Loss
-953148.59
Base Accrued Interest
8060.83
Local Market Value
1671437.50
Local Total Cost Amount
2624586.09
Local Unrealized Gain Loss
-953148.59
Local Accrued Interest
8060.83
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
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
6.75% 01 Nov 2019
Maturity Date
2019-11-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2062500.00
Base Total Cost
2010145.00
Base Unrealized Gain Loss
52355.00
Base Accrued Interest
22500.00
Local Market Value
2062500.00
Local Total Cost Amount
2010145.00
Local Unrealized Gain Loss
52355.00
Local Accrued Interest
22500.00
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: SUMMIT MATERIALS LLC/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUMMIT MATERIALS LLC/FIN
Security Description
6.125% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
2060000.00
Base Market Value
2157850.00
Base Total Cost
2048222.70
Base Unrealized Gain Loss
109627.30
Base Accrued Interest
58180.69
Local Market Value
2157850.00
Local Total Cost Amount
2048222.70
Local Unrealized Gain Loss
109627.30
Local Accrued Interest
58180.69
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
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: NEWPAGE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWPAGE CORP
Security Description
11.375% 31 Dec 2014
Maturity Date
2014-12-31T00:00:00.000
Interest Rate
11.375
Original Face
0
Shares Par Value
378150.25
Base Market Value
0.00
Base Total Cost
340614.35
Base Unrealized Gain Loss
-340614.35
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
340614.35
Local Unrealized Gain Loss
-340614.35
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
WR
S And P Quality Rating
NR
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NELL AF SARL F
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NELL AF SARL F
Security Description
8.375% 30 Dec 2049
Maturity Date
2049-12-30T00:00:00.000
Interest Rate
8.375
Original Face
0
Shares Par Value
1385000.00
Base Market Value
0.00
Base Total Cost
0.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.00
Local Unrealized Gain Loss
0
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
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
1265000.00
Base Market Value
1244443.75
Base Total Cost
1229906.25
Base Unrealized Gain Loss
14537.50
Base Accrued Interest
22137.50
Local Market Value
1244443.75
Local Total Cost Amount
1229906.25
Local Unrealized Gain Loss
14537.50
Local Accrued Interest
22137.50
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
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: GENON ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENON ENERGY INC
Security Description
9.5% 15 Oct 2018
Maturity Date
2018-10-15T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
6230000.00
Base Market Value
3706850.00
Base Total Cost
6490772.63
Base Unrealized Gain Loss
-2783922.63
Base Accrued Interest
124946.10
Local Market Value
3706850.00
Local Total Cost Amount
6490772.63
Local Unrealized Gain Loss
-2783922.63
Local Accrued Interest
124946.10
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Caa3
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WINDSTREAM SERVICES LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WINDSTREAM SERVICES LLC
Security Description
7.5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
2935000.00
Base Market Value
2575462.50
Base Total Cost
2889869.60
Base Unrealized Gain Loss
-314407.10
Base Accrued Interest
55031.25
Local Market Value
2575462.50
Local Total Cost Amount
2889869.60
Local Unrealized Gain Loss
-314407.10
Local Accrued Interest
55031.25
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
3.55% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
2790000.00
Base Market Value
2614732.20
Base Total Cost
2352416.32
Base Unrealized Gain Loss
262315.88
Base Accrued Interest
33015.00
Local Market Value
2614732.20
Local Total Cost Amount
2352416.32
Local Unrealized Gain Loss
262315.88
Local Accrued Interest
33015.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
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
5.375% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
4295000.00
Base Market Value
4133937.50
Base Total Cost
4258550.00
Base Unrealized Gain Loss
-124612.50
Base Accrued Interest
57714.02
Local Market Value
4133937.50
Local Total Cost Amount
4258550.00
Local Unrealized Gain Loss
-124612.50
Local Accrued Interest
57714.02
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
7.65% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
7.65
Original Face
0
Shares Par Value
2410000.00
Base Market Value
2238287.50
Base Total Cost
2398373.07
Base Unrealized Gain Loss
-160085.57
Base Accrued Interest
54285.27
Local Market Value
2238287.50
Local Total Cost Amount
2398373.07
Local Unrealized Gain Loss
-160085.57
Local Accrued Interest
54285.27
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
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
5% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
3410000.00
Base Market Value
3346062.50
Base Total Cost
3124781.25
Base Unrealized Gain Loss
221281.25
Base Accrued Interest
50202.78
Local Market Value
3346062.50
Local Total Cost Amount
3124781.25
Local Unrealized Gain Loss
221281.25
Local Accrued Interest
50202.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: JC PENNEY CORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JC PENNEY CORP INC
Security Description
7.4% 01 Apr 2037
Maturity Date
2037-04-01T00:00:00.000
Interest Rate
7.4
Original Face
0
Shares Par Value
1990000.00
Base Market Value
1507425.00
Base Total Cost
1664473.09
Base Unrealized Gain Loss
-157048.09
Base Accrued Interest
36815.00
Local Market Value
1507425.00
Local Total Cost Amount
1664473.09
Local Unrealized Gain Loss
-157048.09
Local Accrued Interest
36815.00
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: MALLINCKRODT FIN/SB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MALLINCKRODT FIN/SB
Security Description
5.625% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
4490000.00
Base Market Value
4097125.00
Base Total Cost
4261181.25
Base Unrealized Gain Loss
-164056.25
Base Accrued Interest
53318.79
Local Market Value
4097125.00
Local Total Cost Amount
4261181.25
Local Unrealized Gain Loss
-164056.25
Local Accrued Interest
53318.79
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
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: AIR MEDICAL GROUP HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR MEDICAL GROUP HOLDINGS INC
Security Description
1% 28 Apr 2022
Maturity Date
2022-04-28T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1203857.86
Base Market Value
1183843.72
Base Total Cost
1202713.70
Base Unrealized Gain Loss
-18869.98
Base Accrued Interest
0
Local Market Value
1183843.72
Local Total Cost Amount
1202713.70
Local Unrealized Gain Loss
-18869.98
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
5.625% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1625000.00
Base Market Value
1622286.25
Base Total Cost
1568775.00
Base Unrealized Gain Loss
53511.25
Base Accrued Interest
22851.58
Local Market Value
1622286.25
Local Total Cost Amount
1568775.00
Local Unrealized Gain Loss
53511.25
Local Accrued Interest
22851.58
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
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: AECOM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AECOM
Security Description
5.75% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2325000.00
Base Market Value
2432531.25
Base Total Cost
2324450.00
Base Unrealized Gain Loss
108081.25
Base Accrued Interest
28222.92
Local Market Value
2432531.25
Local Total Cost Amount
2324450.00
Local Unrealized Gain Loss
108081.25
Local Accrued Interest
28222.92
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
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.5% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
3180000.00
Base Market Value
3509925.00
Base Total Cost
3229525.00
Base Unrealized Gain Loss
280400.00
Base Accrued Interest
95311.65
Local Market Value
3509925.00
Local Total Cost Amount
3229525.00
Local Unrealized Gain Loss
280400.00
Local Accrued Interest
95311.65
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: LIN TELEVISION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIN TELEVISION CORP
Security Description
5.875% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
4005000.00
Base Market Value
4195237.50
Base Total Cost
4025968.75
Base Unrealized Gain Loss
169268.75
Base Accrued Interest
30065.31
Local Market Value
4195237.50
Local Total Cost Amount
4025968.75
Local Unrealized Gain Loss
169268.75
Local Accrued Interest
30065.31
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
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: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
5.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2270000.00
Base Market Value
2434802.00
Base Total Cost
2324757.83
Base Unrealized Gain Loss
110044.17
Base Accrued Interest
60186.53
Local Market Value
2434802.00
Local Total Cost Amount
2324757.83
Local Unrealized Gain Loss
110044.17
Local Accrued Interest
60186.53
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: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
6.125% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1645000.00
Base Market Value
1762206.25
Base Total Cost
1663212.50
Base Unrealized Gain Loss
98993.75
Base Accrued Interest
4478.06
Local Market Value
1762206.25
Local Total Cost Amount
1663212.50
Local Unrealized Gain Loss
98993.75
Local Accrued Interest
4478.06
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
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.25% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
3040000.00
Base Market Value
3278640.00
Base Total Cost
3077762.50
Base Unrealized Gain Loss
200877.50
Base Accrued Interest
7093.34
Local Market Value
3278640.00
Local Total Cost Amount
3077762.50
Local Unrealized Gain Loss
200877.50
Local Accrued Interest
7093.34
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
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: L BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L BRANDS INC
Security Description
6.875% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
2225000.00
Base Market Value
2147125.00
Base Total Cost
2234077.95
Base Unrealized Gain Loss
-86952.95
Base Accrued Interest
25494.79
Local Market Value
2147125.00
Local Total Cost Amount
2234077.95
Local Unrealized Gain Loss
-86952.95
Local Accrued Interest
25494.79
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
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: BLOUNT INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOUNT INTL INC
Security Description
1% 12 Apr 2023
Maturity Date
2023-04-12T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2021379.22
Base Market Value
2059280.08
Base Total Cost
2016758.74
Base Unrealized Gain Loss
42521.34
Base Accrued Interest
0
Local Market Value
2059280.08
Local Total Cost Amount
2016758.74
Local Unrealized Gain Loss
42521.34
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: MANITOWOC FOODSERVICE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MANITOWOC FOODSERVICE
Security Description
1% 03 Mar 2023
Maturity Date
2023-03-03T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
702153.85
Base Market Value
710053.08
Base Total Cost
693512.77
Base Unrealized Gain Loss
16540.31
Base Accrued Interest
0
Local Market Value
710053.08
Local Total Cost Amount
693512.77
Local Unrealized Gain Loss
16540.31
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: TRIBUNE MEDIA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRIBUNE MEDIA CO
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
5445000.00
Base Market Value
5703637.50
Base Total Cost
5453656.25
Base Unrealized Gain Loss
249981.25
Base Accrued Interest
147506.54
Local Market Value
5703637.50
Local Total Cost Amount
5453656.25
Local Unrealized Gain Loss
249981.25
Local Accrued Interest
147506.54
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SFR GROUP SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SFR GROUP SA
Security Description
7.375% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
2495000.00
Base Market Value
2707075.00
Base Total Cost
2517431.39
Base Unrealized Gain Loss
189643.61
Base Accrued Interest
84847.32
Local Market Value
2707075.00
Local Total Cost Amount
2517431.39
Local Unrealized Gain Loss
189643.61
Local Accrued Interest
84847.32
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
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
5.5% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
6105000.00
Base Market Value
6478931.25
Base Total Cost
6185025.00
Base Unrealized Gain Loss
293906.25
Base Accrued Interest
55962.49
Local Market Value
6478931.25
Local Total Cost Amount
6185025.00
Local Unrealized Gain Loss
293906.25
Local Accrued Interest
55962.49
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
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: PINNACLE ENTERTAINMENT I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PINNACLE ENTERTAINMENT I
Security Description
5.625% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
2890000.00
Base Market Value
3005600.00
Base Total Cost
2892137.50
Base Unrealized Gain Loss
113462.50
Base Accrued Interest
27093.78
Local Market Value
3005600.00
Local Total Cost Amount
2892137.50
Local Unrealized Gain Loss
113462.50
Local Accrued Interest
27093.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FRESH MARKET INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESH MARKET INC
Security Description
9.75% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
2430000.00
Base Market Value
2038162.50
Base Total Cost
2270831.25
Base Unrealized Gain Loss
-232668.75
Base Accrued Interest
39487.50
Local Market Value
2038162.50
Local Total Cost Amount
2270831.25
Local Unrealized Gain Loss
-232668.75
Local Accrued Interest
39487.50
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
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
7.25% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
3730000.00
Base Market Value
4079687.50
Base Total Cost
3825900.00
Base Unrealized Gain Loss
253787.50
Base Accrued Interest
34554.31
Local Market Value
4079687.50
Local Total Cost Amount
3825900.00
Local Unrealized Gain Loss
253787.50
Local Accrued Interest
34554.31
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
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: PTC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PTC INC
Security Description
6% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1530000.00
Base Market Value
1656225.00
Base Total Cost
1555956.25
Base Unrealized Gain Loss
100268.75
Base Accrued Interest
11729.99
Local Market Value
1656225.00
Local Total Cost Amount
1555956.25
Local Unrealized Gain Loss
100268.75
Local Accrued Interest
11729.99
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
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: DENBURY RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DENBURY RESOURCES INC
Security Description
9% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
1725000.00
Base Market Value
1643062.50
Base Total Cost
2226039.53
Base Unrealized Gain Loss
-582977.03
Base Accrued Interest
19837.50
Local Market Value
1643062.50
Local Total Cost Amount
2226039.53
Local Unrealized Gain Loss
-582977.03
Local Accrued Interest
19837.50
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
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: DANA FINANCING LUX SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA FINANCING LUX SARL
Security Description
6.5% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
4030000.00
Base Market Value
4289451.40
Base Total Cost
4160075.00
Base Unrealized Gain Loss
129376.40
Base Accrued Interest
11642.22
Local Market Value
4289451.40
Local Total Cost Amount
4160075.00
Local Unrealized Gain Loss
129376.40
Local Accrued Interest
11642.22
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: ALBERTSONS COS LLC/SAFEW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS LLC/SAFEW
Security Description
6.625% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
2100000.00
Base Market Value
2084250.00
Base Total Cost
2122475.00
Base Unrealized Gain Loss
-38225.00
Base Accrued Interest
6183.34
Local Market Value
2084250.00
Local Total Cost Amount
2122475.00
Local Unrealized Gain Loss
-38225.00
Local Accrued Interest
6183.34
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: GRAY TELEVISION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAY TELEVISION INC
Security Description
5.875% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
3510000.00
Base Market Value
3580200.00
Base Total Cost
3606187.50
Base Unrealized Gain Loss
-25987.50
Base Accrued Interest
95086.85
Local Market Value
3580200.00
Local Total Cost Amount
3606187.50
Local Unrealized Gain Loss
-25987.50
Local Accrued Interest
95086.85
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.875% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
5905000.00
Base Market Value
5897087.30
Base Total Cost
5261674.12
Base Unrealized Gain Loss
635413.18
Base Accrued Interest
23989.06
Local Market Value
5897087.30
Local Total Cost Amount
5261674.12
Local Unrealized Gain Loss
635413.18
Local Accrued Interest
23989.06
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
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: NEXSTAR BROADCASTING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXSTAR BROADCASTING INC
Security Description
5.625% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
3455000.00
Base Market Value
3498187.50
Base Total Cost
3458984.75
Base Unrealized Gain Loss
39202.75
Base Accrued Interest
80976.57
Local Market Value
3498187.50
Local Total Cost Amount
3458984.75
Local Unrealized Gain Loss
39202.75
Local Accrued Interest
80976.57
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
5% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
3005000.00
Base Market Value
2997487.50
Base Total Cost
2986097.58
Base Unrealized Gain Loss
11389.92
Base Accrued Interest
56761.11
Local Market Value
2997487.50
Local Total Cost Amount
2986097.58
Local Unrealized Gain Loss
11389.92
Local Accrued Interest
56761.11
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
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: US CONCRETE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US CONCRETE INC
Security Description
6.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
2490000.00
Base Market Value
2626950.00
Base Total Cost
2512068.75
Base Unrealized Gain Loss
114881.25
Base Accrued Interest
13228.13
Local Market Value
2626950.00
Local Total Cost Amount
2512068.75
Local Unrealized Gain Loss
114881.25
Local Accrued Interest
13228.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FAGE INTL / FAGE USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FAGE INTL / FAGE USA
Security Description
5.625% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
930000.00
Base Market Value
957714.00
Base Total Cost
956737.50
Base Unrealized Gain Loss
976.50
Base Accrued Interest
20053.13
Local Market Value
957714.00
Local Total Cost Amount
956737.50
Local Unrealized Gain Loss
976.50
Local Accrued Interest
20053.13
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: 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
4155000.00
Base Market Value
4279650.00
Base Total Cost
4212950.00
Base Unrealized Gain Loss
66700.00
Base Accrued Interest
88293.75
Local Market Value
4279650.00
Local Total Cost Amount
4212950.00
Local Unrealized Gain Loss
66700.00
Local Accrued Interest
88293.75
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
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: 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
1115000.00
Base Market Value
1165175.00
Base Total Cost
1129518.75
Base Unrealized Gain Loss
35656.25
Base Accrued Interest
28959.01
Local Market Value
1165175.00
Local Total Cost Amount
1129518.75
Local Unrealized Gain Loss
35656.25
Local Accrued Interest
28959.01
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: BOISE CASCADE COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOISE CASCADE COMPANY
Security Description
5.625% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
3170000.00
Base Market Value
3265100.00
Base Total Cost
3203650.00
Base Unrealized Gain Loss
61450.00
Base Accrued Interest
59437.50
Local Market Value
3265100.00
Local Total Cost Amount
3203650.00
Local Unrealized Gain Loss
61450.00
Local Accrued Interest
59437.50
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
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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