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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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
4.625% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1235000.00
Base Market Value
1247350.00
Base Total Cost
1250437.50
Base Unrealized Gain Loss
-3087.50
Base Accrued Interest
19039.58
Local Market Value
1247350.00
Local Total Cost Amount
1250437.50
Local Unrealized Gain Loss
-3087.50
Local Accrued Interest
19039.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: KAISER ALUMINUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KAISER ALUMINUM CORP
Security Description
5.875% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2800000.00
Base Market Value
2947000.00
Base Total Cost
2869968.75
Base Unrealized Gain Loss
77031.25
Base Accrued Interest
21019.45
Local Market Value
2947000.00
Local Total Cost Amount
2869968.75
Local Unrealized Gain Loss
77031.25
Local Accrued Interest
21019.45
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
1245000.00
Base Market Value
1444200.00
Base Total Cost
1262031.25
Base Unrealized Gain Loss
182168.75
Base Accrued Interest
44681.67
Local Market Value
1444200.00
Local Total Cost Amount
1262031.25
Local Unrealized Gain Loss
182168.75
Local Accrued Interest
44681.67
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
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
8920000.00
Base Market Value
10570200.00
Base Total Cost
8923250.00
Base Unrealized Gain Loss
1646950.00
Base Accrued Interest
0
Local Market Value
10570200.00
Local Total Cost Amount
8923250.00
Local Unrealized Gain Loss
1646950.00
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: ZIGGO SECURED FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZIGGO SECURED FINANCE BV
Security Description
5.5% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2250000.00
Base Market Value
2297812.50
Base Total Cost
2268437.50
Base Unrealized Gain Loss
29375.00
Base Accrued Interest
95562.49
Local Market Value
2297812.50
Local Total Cost Amount
2268437.50
Local Unrealized Gain Loss
29375.00
Local Accrued Interest
95562.49
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
3085000.00
Base Market Value
3015587.50
Base Total Cost
2975175.00
Base Unrealized Gain Loss
40412.50
Base Accrued Interest
45418.06
Local Market Value
3015587.50
Local Total Cost Amount
2975175.00
Local Unrealized Gain Loss
40412.50
Local Accrued Interest
45418.06
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
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: LANDRY S INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LANDRY S INC
Security Description
6.75% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
2260000.00
Base Market Value
2313675.00
Base Total Cost
2285062.50
Base Unrealized Gain Loss
28612.50
Base Accrued Interest
32205.00
Local Market Value
2313675.00
Local Total Cost Amount
2285062.50
Local Unrealized Gain Loss
28612.50
Local Accrued Interest
32205.00
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: 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
3305000.00
Base Market Value
3474381.25
Base Total Cost
3386200.00
Base Unrealized Gain Loss
88181.25
Base Accrued Interest
53522.65
Local Market Value
3474381.25
Local Total Cost Amount
3386200.00
Local Unrealized Gain Loss
88181.25
Local Accrued Interest
53522.65
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
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: 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
3225000.00
Base Market Value
3442687.50
Base Total Cost
3349400.00
Base Unrealized Gain Loss
93287.50
Base Accrued Interest
87366.15
Local Market Value
3442687.50
Local Total Cost Amount
3349400.00
Local Unrealized Gain Loss
93287.50
Local Accrued Interest
87366.15
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
BB-
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
8% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
3055000.00
Base Market Value
2963350.00
Base Total Cost
2868387.50
Base Unrealized Gain Loss
94962.50
Base Accrued Interest
176511.09
Local Market Value
2963350.00
Local Total Cost Amount
2868387.50
Local Unrealized Gain Loss
94962.50
Local Accrued Interest
176511.09
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: DIAMONDBACK ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMONDBACK ENERGY INC
Security Description
4.75% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
3630000.00
Base Market Value
3611850.00
Base Total Cost
3614450.00
Base Unrealized Gain Loss
-2600.00
Base Accrued Interest
28737.49
Local Market Value
3611850.00
Local Total Cost Amount
3614450.00
Local Unrealized Gain Loss
-2600.00
Local Accrued Interest
28737.49
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
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
83618.86
Base Market Value
83618.86
Base Total Cost
83618.86
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
83618.86
Local Total Cost Amount
83618.86
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SAFEWAY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAFEWAY INC
Security Description
7.25% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
2910000.00
Base Market Value
2735400.00
Base Total Cost
2813651.00
Base Unrealized Gain Loss
-78251.00
Base Accrued Interest
87906.25
Local Market Value
2735400.00
Local Total Cost Amount
2813651.00
Local Unrealized Gain Loss
-78251.00
Local Accrued Interest
87906.25
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
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
9% 15 Aug 2031
Maturity Date
2031-08-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
5510000.00
Base Market Value
4421775.00
Base Total Cost
4980993.61
Base Unrealized Gain Loss
-559218.61
Base Accrued Interest
187340.00
Local Market Value
4421775.00
Local Total Cost Amount
4980993.61
Local Unrealized Gain Loss
-559218.61
Local Accrued Interest
187340.00
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
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: 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
7550000.00
Base Market Value
9513000.00
Base Total Cost
6651776.97
Base Unrealized Gain Loss
2861223.03
Base Accrued Interest
194517.37
Local Market Value
9513000.00
Local Total Cost Amount
6651776.97
Local Unrealized Gain Loss
2861223.03
Local Accrued Interest
194517.37
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
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: 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
3395000.00
Base Market Value
3233737.50
Base Total Cost
3345828.13
Base Unrealized Gain Loss
-112090.63
Base Accrued Interest
10750.84
Local Market Value
3233737.50
Local Total Cost Amount
3345828.13
Local Unrealized Gain Loss
-112090.63
Local Accrued Interest
10750.84
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
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
2950000.00
Base Market Value
3027437.50
Base Total Cost
2993061.87
Base Unrealized Gain Loss
34375.63
Base Accrued Interest
28270.83
Local Market Value
3027437.50
Local Total Cost Amount
2993061.87
Local Unrealized Gain Loss
34375.63
Local Accrued Interest
28270.83
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
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: CABLEVISION SYSTEMS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION SYSTEMS CORP
Security Description
5.875% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
6745000.00
Base Market Value
7090681.25
Base Total Cost
6361105.42
Base Unrealized Gain Loss
729575.83
Base Accrued Interest
116569.75
Local Market Value
7090681.25
Local Total Cost Amount
6361105.42
Local Unrealized Gain Loss
729575.83
Local Accrued Interest
116569.75
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: ANGLO AMERICAN CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANGLO AMERICAN CAPITAL
Security Description
4.125% 27 Sep 2022
Maturity Date
2022-09-27T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
2870000.00
Base Market Value
2934575.00
Base Total Cost
2465862.50
Base Unrealized Gain Loss
468712.50
Base Accrued Interest
30912.29
Local Market Value
2934575.00
Local Total Cost Amount
2465862.50
Local Unrealized Gain Loss
468712.50
Local Accrued Interest
30912.29
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: NEW GOLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW GOLD INC
Security Description
6.25% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1585000.00
Base Market Value
1628587.50
Base Total Cost
1595662.50
Base Unrealized Gain Loss
32925.00
Base Accrued Interest
12657.99
Local Market Value
1628587.50
Local Total Cost Amount
1595662.50
Local Unrealized Gain Loss
32925.00
Local Accrued Interest
12657.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
9.375% 01 May 2020
Maturity Date
2020-05-01T00:00:00.000
Interest Rate
9.375
Original Face
0
Shares Par Value
1225000.00
Base Market Value
966218.75
Base Total Cost
1186575.78
Base Unrealized Gain Loss
-220357.03
Base Accrued Interest
19140.63
Local Market Value
966218.75
Local Total Cost Amount
1186575.78
Local Unrealized Gain Loss
-220357.03
Local Accrued Interest
19140.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: MURPHY OIL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL CORP
Security Description
4.7% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1327562.50
Base Total Cost
1224700.00
Base Unrealized Gain Loss
102862.50
Base Accrued Interest
5385.42
Local Market Value
1327562.50
Local Total Cost Amount
1224700.00
Local Unrealized Gain Loss
102862.50
Local Accrued Interest
5385.42
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
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: 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
2255000.00
Base Market Value
2531237.50
Base Total Cost
2417251.89
Base Unrealized Gain Loss
113985.61
Base Accrued Interest
6639.72
Local Market Value
2531237.50
Local Total Cost Amount
2417251.89
Local Unrealized Gain Loss
113985.61
Local Accrued Interest
6639.72
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CLEAVER BROOKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAVER BROOKS INC
Security Description
8.75% 15 Dec 2019
Maturity Date
2019-12-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
3060000.00
Base Market Value
3155625.00
Base Total Cost
3202865.12
Base Unrealized Gain Loss
-47240.12
Base Accrued Interest
11900.01
Local Market Value
3155625.00
Local Total Cost Amount
3202865.12
Local Unrealized Gain Loss
-47240.12
Local Accrued Interest
11900.01
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MASTEC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASTEC INC
Security Description
4.875% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
4715000.00
Base Market Value
4703212.50
Base Total Cost
4663163.60
Base Unrealized Gain Loss
40048.90
Base Accrued Interest
67679.90
Local Market Value
4703212.50
Local Total Cost Amount
4663163.60
Local Unrealized Gain Loss
40048.90
Local Accrued Interest
67679.90
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
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: QUEBECOR MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEBECOR MEDIA INC
Security Description
5.75% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2830000.00
Base Market Value
2985650.00
Base Total Cost
2855306.79
Base Unrealized Gain Loss
130343.21
Base Accrued Interest
7232.23
Local Market Value
2985650.00
Local Total Cost Amount
2855306.79
Local Unrealized Gain Loss
130343.21
Local Accrued Interest
7232.23
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: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
5.125% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1265000.00
Base Market Value
1302950.00
Base Total Cost
1242862.50
Base Unrealized Gain Loss
60087.50
Base Accrued Interest
2881.39
Local Market Value
1302950.00
Local Total Cost Amount
1242862.50
Local Unrealized Gain Loss
60087.50
Local Accrued Interest
2881.39
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
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1570000.00
Base Market Value
1601400.00
Base Total Cost
1592182.12
Base Unrealized Gain Loss
9217.88
Base Accrued Interest
36197.22
Local Market Value
1601400.00
Local Total Cost Amount
1592182.12
Local Unrealized Gain Loss
9217.88
Local Accrued Interest
36197.22
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
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: HOT TOPIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOT TOPIC INC
Security Description
9.25% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
2035000.00
Base Market Value
1953600.00
Base Total Cost
2147339.69
Base Unrealized Gain Loss
-193739.69
Base Accrued Interest
8366.13
Local Market Value
1953600.00
Local Total Cost Amount
2147339.69
Local Unrealized Gain Loss
-193739.69
Local Accrued Interest
8366.13
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
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GARDNER DENVER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GARDNER DENVER INC
Security Description
1% 30 Jul 2020
Maturity Date
2020-07-30T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2153539.20
Base Market Value
2159310.69
Base Total Cost
2159152.74
Base Unrealized Gain Loss
157.95
Base Accrued Interest
0
Local Market Value
2159310.69
Local Total Cost Amount
2159152.74
Local Unrealized Gain Loss
157.95
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: 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
2195000.00
Base Market Value
2242324.20
Base Total Cost
2197387.50
Base Unrealized Gain Loss
44936.70
Base Accrued Interest
8917.18
Local Market Value
2242324.20
Local Total Cost Amount
2197387.50
Local Unrealized Gain Loss
44936.70
Local Accrued Interest
8917.18
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: ARTESYN EMBEDDED TECHNOL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARTESYN EMBEDDED TECHNOL
Security Description
9.75% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
2115000.00
Base Market Value
2040975.00
Base Total Cost
2159368.75
Base Unrealized Gain Loss
-118393.75
Base Accrued Interest
43533.74
Local Market Value
2040975.00
Local Total Cost Amount
2159368.75
Local Unrealized Gain Loss
-118393.75
Local Accrued Interest
43533.74
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MIDSTATES PETRO INC/LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDSTATES PETRO INC/LLC
Security Description
10.75% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
10.75
Original Face
0
Shares Par Value
1655000.00
Base Market Value
0.00
Base Total Cost
1775913.42
Base Unrealized Gain Loss
-1775913.42
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
1775913.42
Local Unrealized Gain Loss
-1775913.42
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: GOLDEN NUGGET INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDEN NUGGET INC
Security Description
8.5% 01 Dec 2021
Maturity Date
2021-12-01T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
1825000.00
Base Market Value
1934500.00
Base Total Cost
1880343.75
Base Unrealized Gain Loss
54156.25
Base Accrued Interest
12927.08
Local Market Value
1934500.00
Local Total Cost Amount
1880343.75
Local Unrealized Gain Loss
54156.25
Local Accrued Interest
12927.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: QUIKSILVER INC/QS WHOLES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUIKSILVER INC/QS WHOLES
Security Description
10% 01 Aug 2020
Maturity Date
2020-08-01T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
985000.00
Base Market Value
0.00
Base Total Cost
959145.72
Base Unrealized Gain Loss
-959145.72
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
959145.72
Local Unrealized Gain Loss
-959145.72
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: FILTRATION GROUP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FILTRATION GROUP CORP
Security Description
1% 21 Nov 2020
Maturity Date
2020-11-21T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2429264.92
Base Market Value
2438374.66
Base Total Cost
2444402.23
Base Unrealized Gain Loss
-6027.57
Base Accrued Interest
0
Local Market Value
2438374.66
Local Total Cost Amount
2444402.23
Local Unrealized Gain Loss
-6027.57
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: REVLON CONSUMER PRODS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REVLON CONSUMER PRODS
Security Description
5.75% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1545000.00
Base Market Value
1421400.00
Base Total Cost
1518650.00
Base Unrealized Gain Loss
-97250.00
Base Accrued Interest
33560.83
Local Market Value
1421400.00
Local Total Cost Amount
1518650.00
Local Unrealized Gain Loss
-97250.00
Local Accrued Interest
33560.83
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
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: LAREDO PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAREDO PETROLEUM INC
Security Description
7.375% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
2735000.00
Base Market Value
2762350.00
Base Total Cost
2767087.50
Base Unrealized Gain Loss
-4737.50
Base Accrued Interest
33617.71
Local Market Value
2762350.00
Local Total Cost Amount
2767087.50
Local Unrealized Gain Loss
-4737.50
Local Accrued Interest
33617.71
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
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
5.15% 15 Mar 2034
Maturity Date
2034-03-15T00:00:00.000
Interest Rate
5.15
Original Face
0
Shares Par Value
5390000.00
Base Market Value
4985750.00
Base Total Cost
4848918.75
Base Unrealized Gain Loss
136831.25
Base Accrued Interest
81733.37
Local Market Value
4985750.00
Local Total Cost Amount
4848918.75
Local Unrealized Gain Loss
136831.25
Local Accrued Interest
81733.37
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
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: PARKER DRILLING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARKER DRILLING CO
Security Description
7.5% 01 Aug 2020
Maturity Date
2020-08-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
2895000.00
Base Market Value
2504175.00
Base Total Cost
2646850.00
Base Unrealized Gain Loss
-142675.00
Base Accrued Interest
90468.75
Local Market Value
2504175.00
Local Total Cost Amount
2646850.00
Local Unrealized Gain Loss
-142675.00
Local Accrued Interest
90468.75
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
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: SIGNODE INDUSTRIAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIGNODE INDUSTRIAL GROUP
Security Description
6.375% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
2485000.00
Base Market Value
2596825.00
Base Total Cost
2426425.00
Base Unrealized Gain Loss
170400.00
Base Accrued Interest
26403.11
Local Market Value
2596825.00
Local Total Cost Amount
2426425.00
Local Unrealized Gain Loss
170400.00
Local Accrued Interest
26403.11
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
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: WIND ACQUISITION FIN SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WIND ACQUISITION FIN SA
Security Description
7.375% 23 Apr 2021
Maturity Date
2021-04-23T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
3500000.00
Base Market Value
3640000.00
Base Total Cost
3510296.00
Base Unrealized Gain Loss
129704.00
Base Accrued Interest
48756.93
Local Market Value
3640000.00
Local Total Cost Amount
3510296.00
Local Unrealized Gain Loss
129704.00
Local Accrued Interest
48756.93
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
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE LUXEMBOURG SA
Security Description
7.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
2180000.00
Base Market Value
2313525.00
Base Total Cost
2218035.91
Base Unrealized Gain Loss
95489.09
Base Accrued Interest
63825.56
Local Market Value
2313525.00
Local Total Cost Amount
2218035.91
Local Unrealized Gain Loss
95489.09
Local Accrued Interest
63825.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: TEGNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEGNA INC
Security Description
6.375% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
3825000.00
Base Market Value
4035375.00
Base Total Cost
4015687.50
Base Unrealized Gain Loss
19687.50
Base Accrued Interest
51478.12
Local Market Value
4035375.00
Local Total Cost Amount
4015687.50
Local Unrealized Gain Loss
19687.50
Local Accrued Interest
51478.12
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
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: UNITYMEDIA GMBH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITYMEDIA GMBH
Security Description
6.125% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1620000.00
Base Market Value
1737450.00
Base Total Cost
1696537.50
Base Unrealized Gain Loss
40912.50
Base Accrued Interest
45753.74
Local Market Value
1737450.00
Local Total Cost Amount
1696537.50
Local Unrealized Gain Loss
40912.50
Local Accrued Interest
45753.74
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.25% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
4737000.00
Base Market Value
4861346.25
Base Total Cost
4676118.75
Base Unrealized Gain Loss
185227.50
Base Accrued Interest
136517.71
Local Market Value
4861346.25
Local Total Cost Amount
4676118.75
Local Unrealized Gain Loss
185227.50
Local Accrued Interest
136517.71
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
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: STANDARD INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STANDARD INDUSTRIES INC
Security Description
5.375% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
3010000.00
Base Market Value
3171787.50
Base Total Cost
3053078.52
Base Unrealized Gain Loss
118708.98
Base Accrued Interest
20672.84
Local Market Value
3171787.50
Local Total Cost Amount
3053078.52
Local Unrealized Gain Loss
118708.98
Local Accrued Interest
20672.84
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
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NCI BUILDING SYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCI BUILDING SYSTEMS INC
Security Description
8.25% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1760000.00
Base Market Value
1903000.00
Base Total Cost
1817451.00
Base Unrealized Gain Loss
85549.00
Base Accrued Interest
66953.34
Local Market Value
1903000.00
Local Total Cost Amount
1817451.00
Local Unrealized Gain Loss
85549.00
Local Accrued Interest
66953.34
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
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
5.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
4255000.00
Base Market Value
4488174.00
Base Total Cost
4299093.75
Base Unrealized Gain Loss
189080.25
Base Accrued Interest
95294.26
Local Market Value
4488174.00
Local Total Cost Amount
4299093.75
Local Unrealized Gain Loss
189080.25
Local Accrued Interest
95294.26
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: SOUTHWESTERN ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOUTHWESTERN ENERGY CO
Security Description
6.7% 23 Jan 2025
Maturity Date
2025-01-23T00:00:00.000
Interest Rate
6.7
Original Face
0
Shares Par Value
3785000.00
Base Market Value
3699837.50
Base Total Cost
3802256.25
Base Unrealized Gain Loss
-102418.75
Base Accrued Interest
111300.03
Local Market Value
3699837.50
Local Total Cost Amount
3802256.25
Local Unrealized Gain Loss
-102418.75
Local Accrued Interest
111300.03
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
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