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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: AMERICAN AXLE + MFG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN AXLE + MFG INC
Security Description
6.5% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
291750.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
-8250.00
Base Accrued Interest
5308.33
Local Market Value
291750.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
-8250.00
Local Accrued Interest
5308.33
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
AUTO COMPONENTS
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
6.5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
450000.00
Base Market Value
471937.50
Base Total Cost
450000.00
Base Unrealized Gain Loss
21937.50
Base Accrued Interest
8125.00
Local Market Value
471937.50
Local Total Cost Amount
450000.00
Local Unrealized Gain Loss
21937.50
Local Accrued Interest
8125.00
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
CANADIAN
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
5.375% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
150000.00
Base Market Value
160875.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
10875.00
Base Accrued Interest
2351.56
Local Market Value
160875.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
10875.00
Local Accrued Interest
2351.56
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
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
5.125% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
150000.00
Base Market Value
157500.00
Base Total Cost
150000.00
Base Unrealized Gain Loss
7500.00
Base Accrued Interest
2242.19
Local Market Value
157500.00
Local Total Cost Amount
150000.00
Local Unrealized Gain Loss
7500.00
Local Accrued Interest
2242.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ELDORADO RESORTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELDORADO RESORTS INC
Security Description
6% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
200000.00
Base Market Value
212000.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
12000.00
Base Accrued Interest
3066.67
Local Market Value
212000.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
12000.00
Local Accrued Interest
3066.67
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
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: CORTES NP ACQUISITION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORTES NP ACQUISITION CORP
Security Description
1% 30 Nov 2023
Maturity Date
2023-11-30T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1693426.72
Base Market Value
1702952.25
Base Total Cost
1642628.02
Base Unrealized Gain Loss
60324.23
Base Accrued Interest
0
Local Market Value
1702952.25
Local Total Cost Amount
1642628.02
Local Unrealized Gain Loss
60324.23
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: AK STEEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AK STEEL CORP
Security Description
7% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
275000.00
Base Market Value
283937.50
Base Total Cost
275000.00
Base Unrealized Gain Loss
8937.50
Base Accrued Interest
5240.28
Local Market Value
283937.50
Local Total Cost Amount
275000.00
Local Unrealized Gain Loss
8937.50
Local Accrued Interest
5240.28
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: ENPRO INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENPRO INDUSTRIES INC
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
350000.00
Base Market Value
364875.00
Base Total Cost
353500.00
Base Unrealized Gain Loss
11375.00
Base Accrued Interest
6054.51
Local Market Value
364875.00
Local Total Cost Amount
353500.00
Local Unrealized Gain Loss
11375.00
Local Accrued Interest
6054.51
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
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: BWAY HOLDING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWAY HOLDING CO
Security Description
5.5% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1675000.00
Base Market Value
1710593.75
Base Total Cost
1675000.00
Base Unrealized Gain Loss
35593.75
Base Accrued Interest
22519.44
Local Market Value
1710593.75
Local Total Cost Amount
1675000.00
Local Unrealized Gain Loss
35593.75
Local Accrued Interest
22519.44
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: BWAY HOLDING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWAY HOLDING CO
Security Description
7.25% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
550000.00
Base Market Value
558250.00
Base Total Cost
550000.00
Base Unrealized Gain Loss
8250.00
Base Accrued Interest
9747.22
Local Market Value
558250.00
Local Total Cost Amount
550000.00
Local Unrealized Gain Loss
8250.00
Local Accrued Interest
9747.22
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
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: DOLE FOOD CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOLE FOOD CO INC
Security Description
7.25% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
375000.00
Base Market Value
390000.00
Base Total Cost
375000.00
Base Unrealized Gain Loss
15000.00
Base Accrued Interest
6419.27
Local Market Value
390000.00
Local Total Cost Amount
375000.00
Local Unrealized Gain Loss
15000.00
Local Accrued Interest
6419.27
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
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: ASCENT RESOURCES/ARU FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASCENT RESOURCES/ARU FIN
Security Description
10% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
350000.00
Base Market Value
350000.00
Base Total Cost
350000.00
Base Unrealized Gain Loss
0
Base Accrued Interest
8361.11
Local Market Value
350000.00
Local Total Cost Amount
350000.00
Local Unrealized Gain Loss
0
Local Accrued Interest
8361.11
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
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: CNH INDUSTRIAL CAP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNH INDUSTRIAL CAP LLC
Security Description
4.375% 05 Apr 2022
Maturity Date
2022-04-05T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
350000.00
Base Market Value
366275.00
Base Total Cost
350000.00
Base Unrealized Gain Loss
16275.00
Base Accrued Interest
3445.31
Local Market Value
366275.00
Local Total Cost Amount
350000.00
Local Unrealized Gain Loss
16275.00
Local Accrued Interest
3445.31
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
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: USIS MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
USIS MERGER SUB INC
Security Description
6.875% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
800000.00
Base Market Value
814000.00
Base Total Cost
800000.00
Base Unrealized Gain Loss
14000.00
Base Accrued Interest
11152.78
Local Market Value
814000.00
Local Total Cost Amount
800000.00
Local Unrealized Gain Loss
14000.00
Local Accrued Interest
11152.78
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
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: TALEN ENERGY SUPPLY LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TALEN ENERGY SUPPLY LLC
Security Description
9.5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
430000.00
Base Total Cost
432500.00
Base Unrealized Gain Loss
-2500.00
Base Accrued Interest
10291.67
Local Market Value
430000.00
Local Total Cost Amount
432500.00
Local Unrealized Gain Loss
-2500.00
Local Accrued Interest
10291.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ULTRA RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ULTRA RESOURCES INC
Security Description
7.125% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
175000.00
Base Market Value
172593.75
Base Total Cost
172387.25
Base Unrealized Gain Loss
206.50
Base Accrued Interest
2736.20
Local Market Value
172593.75
Local Total Cost Amount
172387.25
Local Unrealized Gain Loss
206.50
Local Accrued Interest
2736.20
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ULTRA RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ULTRA RESOURCES INC
Security Description
6.875% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
175000.00
Base Market Value
173687.50
Base Total Cost
175000.00
Base Unrealized Gain Loss
-1312.50
Base Accrued Interest
2640.19
Local Market Value
173687.50
Local Total Cost Amount
175000.00
Local Unrealized Gain Loss
-1312.50
Local Accrued Interest
2640.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: CONSTELLIUM NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLIUM NV
Security Description
8% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
750000.00
Base Market Value
772500.00
Base Total Cost
758125.00
Base Unrealized Gain Loss
14375.00
Base Accrued Interest
27666.66
Local Market Value
772500.00
Local Total Cost Amount
758125.00
Local Unrealized Gain Loss
14375.00
Local Accrued Interest
27666.66
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
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VIRGIN MEDIA FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA FINANCE PLC
Security Description
5.75% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
600000.00
Base Market Value
622500.00
Base Total Cost
600000.00
Base Unrealized Gain Loss
22500.00
Base Accrued Interest
15908.33
Local Market Value
622500.00
Local Total Cost Amount
600000.00
Local Unrealized Gain Loss
22500.00
Local Accrued Interest
15908.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
300000.00
Base Market Value
316440.00
Base Total Cost
309000.00
Base Unrealized Gain Loss
7440.00
Base Accrued Interest
6718.75
Local Market Value
316440.00
Local Total Cost Amount
309000.00
Local Unrealized Gain Loss
7440.00
Local Accrued Interest
6718.75
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
6% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1017500.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
17500.00
Base Accrued Interest
2666.67
Local Market Value
1017500.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
17500.00
Local Accrued Interest
2666.67
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: ENDO DAC/FIN LLC/FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO DAC/FIN LLC/FINCO
Security Description
6% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
984000.00
Base Market Value
801960.00
Base Total Cost
984000.00
Base Unrealized Gain Loss
-182040.00
Base Accrued Interest
24600.00
Local Market Value
801960.00
Local Total Cost Amount
984000.00
Local Unrealized Gain Loss
-182040.00
Local Accrued Interest
24600.00
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
5.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1280364.00
Base Total Cost
1207014.99
Base Unrealized Gain Loss
73349.01
Base Accrued Interest
9008.34
Local Market Value
1280364.00
Local Total Cost Amount
1207014.99
Local Unrealized Gain Loss
73349.01
Local Accrued Interest
9008.34
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.5% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
900000.00
Base Market Value
852750.00
Base Total Cost
902481.62
Base Unrealized Gain Loss
-49731.62
Base Accrued Interest
20625.00
Local Market Value
852750.00
Local Total Cost Amount
902481.62
Local Unrealized Gain Loss
-49731.62
Local Accrued Interest
20625.00
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
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
5.625% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
65000.00
Base Market Value
67843.75
Base Total Cost
66247.19
Base Unrealized Gain Loss
1596.56
Base Accrued Interest
467.19
Local Market Value
67843.75
Local Total Cost Amount
66247.19
Local Unrealized Gain Loss
1596.56
Local Accrued Interest
467.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: MIDCONTINENT COMM + FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDCONTINENT COMM + FIN
Security Description
6.875% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
250000.00
Base Market Value
269375.00
Base Total Cost
263750.00
Base Unrealized Gain Loss
5625.00
Base Accrued Interest
6493.05
Local Market Value
269375.00
Local Total Cost Amount
263750.00
Local Unrealized Gain Loss
5625.00
Local Accrued Interest
6493.05
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
7.375% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1750000.00
Base Market Value
1728125.00
Base Total Cost
1748437.50
Base Unrealized Gain Loss
-20312.50
Base Accrued Interest
21510.42
Local Market Value
1728125.00
Local Total Cost Amount
1748437.50
Local Unrealized Gain Loss
-20312.50
Local Accrued Interest
21510.42
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
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: HILL ROM HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILL ROM HOLDINGS INC
Security Description
5.75% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
350000.00
Base Market Value
368375.00
Base Total Cost
352311.87
Base Unrealized Gain Loss
16063.13
Base Accrued Interest
6708.33
Local Market Value
368375.00
Local Total Cost Amount
352311.87
Local Unrealized Gain Loss
16063.13
Local Accrued Interest
6708.33
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
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: ASURION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASURION LLC
Security Description
1% 04 Aug 2022
Maturity Date
2022-08-04T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
116577.87
Base Market Value
117269.76
Base Total Cost
115994.99
Base Unrealized Gain Loss
1274.77
Base Accrued Interest
0
Local Market Value
117269.76
Local Total Cost Amount
115994.99
Local Unrealized Gain Loss
1274.77
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
7.25% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
100000.00
Base Market Value
103500.00
Base Total Cost
100000.00
Base Unrealized Gain Loss
3500.00
Base Accrued Interest
926.39
Local Market Value
103500.00
Local Total Cost Amount
100000.00
Local Unrealized Gain Loss
3500.00
Local Accrued Interest
926.39
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
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: COLFAX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COLFAX CORP
Security Description
COMMON STOCK USD.001
Interest Rate
0
Original Face
0
Shares Par Value
25500.00
Base Market Value
1003935.00
Base Total Cost
1205780.99
Base Unrealized Gain Loss
-201845.99
Base Accrued Interest
0
Local Market Value
1003935.00
Local Total Cost Amount
1205780.99
Local Unrealized Gain Loss
-201845.99
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
INDUSTRIALS
Minor Industry Name
MACHINERY
Moody S Quality Rating
NA
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: KOPPERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOPPERS INC
Security Description
6% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
275000.00
Base Market Value
292187.50
Base Total Cost
275000.00
Base Unrealized Gain Loss
17187.50
Base Accrued Interest
7150.00
Local Market Value
292187.50
Local Total Cost Amount
275000.00
Local Unrealized Gain Loss
17187.50
Local Accrued Interest
7150.00
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
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
6% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1950000.00
Base Market Value
2047500.00
Base Total Cost
1950000.00
Base Unrealized Gain Loss
97500.00
Base Accrued Interest
49075.00
Local Market Value
2047500.00
Local Total Cost Amount
1950000.00
Local Unrealized Gain Loss
97500.00
Local Accrued Interest
49075.00
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
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: PARK AEROSPACE HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARK AEROSPACE HOLDINGS
Security Description
5.25% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
425000.00
Base Market Value
444261.00
Base Total Cost
425000.00
Base Unrealized Gain Loss
19261.00
Base Accrued Interest
9172.92
Local Market Value
444261.00
Local Total Cost Amount
425000.00
Local Unrealized Gain Loss
19261.00
Local Accrued Interest
9172.92
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
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: PARK AEROSPACE HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARK AEROSPACE HOLDINGS
Security Description
5.5% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
550000.00
Base Market Value
574475.00
Base Total Cost
550000.00
Base Unrealized Gain Loss
24475.00
Base Accrued Interest
12436.11
Local Market Value
574475.00
Local Total Cost Amount
550000.00
Local Unrealized Gain Loss
24475.00
Local Accrued Interest
12436.11
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
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: RADIATE HOLDCO / FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RADIATE HOLDCO / FINANCE
Security Description
6.625% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1200000.00
Base Total Cost
1202350.00
Base Unrealized Gain Loss
-2350.00
Base Accrued Interest
33125.00
Local Market Value
1200000.00
Local Total Cost Amount
1202350.00
Local Unrealized Gain Loss
-2350.00
Local Accrued Interest
33125.00
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: ALPHA 3 BV / US BIDCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALPHA 3 BV / US BIDCO
Security Description
6.25% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
325000.00
Base Market Value
334343.75
Base Total Cost
325000.00
Base Unrealized Gain Loss
9343.75
Base Accrued Interest
8463.54
Local Market Value
334343.75
Local Total Cost Amount
325000.00
Local Unrealized Gain Loss
9343.75
Local Accrued Interest
8463.54
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
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: WESCO DISTRIBUTION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESCO DISTRIBUTION INC
Security Description
5.375% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1825000.00
Base Market Value
1904843.75
Base Total Cost
1825000.00
Base Unrealized Gain Loss
79843.75
Base Accrued Interest
4359.72
Local Market Value
1904843.75
Local Total Cost Amount
1825000.00
Local Unrealized Gain Loss
79843.75
Local Accrued Interest
4359.72
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: WILDHORSE RESOURCE DEVEL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILDHORSE RESOURCE DEVEL
Security Description
6.875% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
400000.00
Base Market Value
376000.00
Base Total Cost
396976.00
Base Unrealized Gain Loss
-20976.00
Base Accrued Interest
11458.33
Local Market Value
376000.00
Local Total Cost Amount
396976.00
Local Unrealized Gain Loss
-20976.00
Local Accrued Interest
11458.33
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
ELECTRIC/GAS
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: TRINIDAD DRILLING LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRINIDAD DRILLING LTD
Security Description
6.625% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
450000.00
Base Market Value
427500.00
Base Total Cost
450000.00
Base Unrealized Gain Loss
-22500.00
Base Accrued Interest
11842.19
Local Market Value
427500.00
Local Total Cost Amount
450000.00
Local Unrealized Gain Loss
-22500.00
Local Accrued Interest
11842.19
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANCESTRY COM OPERATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANCESTRY COM OPERATIONS INC
Security Description
1% 19 Oct 2023
Maturity Date
2023-10-19T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
232650.00
Base Market Value
234151.76
Base Total Cost
231497.15
Base Unrealized Gain Loss
2654.61
Base Accrued Interest
0
Local Market Value
234151.76
Local Total Cost Amount
231497.15
Local Unrealized Gain Loss
2654.61
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: CHANGE HEALTH / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHANGE HEALTH / FIN INC
Security Description
5.75% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
675000.00
Base Market Value
688500.00
Base Total Cost
675000.00
Base Unrealized Gain Loss
13500.00
Base Accrued Interest
14662.50
Local Market Value
688500.00
Local Total Cost Amount
675000.00
Local Unrealized Gain Loss
13500.00
Local Accrued Interest
14662.50
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.75% 20 May 2027
Maturity Date
2027-05-20T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
575000.00
Base Market Value
582187.50
Base Total Cost
575000.00
Base Unrealized Gain Loss
7187.50
Base Accrued Interest
3765.45
Local Market Value
582187.50
Local Total Cost Amount
575000.00
Local Unrealized Gain Loss
7187.50
Local Accrued Interest
3765.45
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
ELECTRIC/GAS
Moody S Quality Rating
Ba3
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
5.75% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
450000.00
Base Market Value
462375.00
Base Total Cost
450000.00
Base Unrealized Gain Loss
12375.00
Base Accrued Interest
9846.88
Local Market Value
462375.00
Local Total Cost Amount
450000.00
Local Unrealized Gain Loss
12375.00
Local Accrued Interest
9846.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: SYMANTEC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SYMANTEC CORP
Security Description
5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
200000.00
Base Market Value
209312.00
Base Total Cost
200000.00
Base Unrealized Gain Loss
9312.00
Base Accrued Interest
3944.44
Local Market Value
209312.00
Local Total Cost Amount
200000.00
Local Unrealized Gain Loss
9312.00
Local Accrued Interest
3944.44
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SUBURBAN PROPANE PARTNRS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUBURBAN PROPANE PARTNRS
Security Description
5.875% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
300000.00
Base Market Value
298500.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
-1500.00
Base Accrued Interest
6707.29
Local Market Value
298500.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
-1500.00
Local Accrued Interest
6707.29
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: SUMMIT MID HLDS LLC / FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUMMIT MID HLDS LLC / FI
Security Description
5.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
375000.00
Base Market Value
376875.00
Base Total Cost
375000.00
Base Unrealized Gain Loss
1875.00
Base Accrued Interest
8145.83
Local Market Value
376875.00
Local Total Cost Amount
375000.00
Local Unrealized Gain Loss
1875.00
Local Accrued Interest
8145.83
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
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: HILL ROM HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILL ROM HOLDINGS INC
Security Description
5% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
300000.00
Base Market Value
306000.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
6000.00
Base Accrued Interest
5708.34
Local Market Value
306000.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
6000.00
Local Accrued Interest
5708.34
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
HEALTH CARE EQUIPMENT & SUPPLI
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
6.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
450000.00
Base Market Value
482625.00
Base Total Cost
450000.00
Base Unrealized Gain Loss
32625.00
Base Accrued Interest
11601.56
Local Market Value
482625.00
Local Total Cost Amount
450000.00
Local Unrealized Gain Loss
32625.00
Local Accrued Interest
11601.56
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
COMMUNICATIONS EQUIPMENT
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: HALCON RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALCON RESOURCES CORP
Security Description
6.75% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
450000.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
-50000.00
Base Accrued Interest
12656.25
Local Market Value
450000.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
-50000.00
Local Accrued Interest
12656.25
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
OIL, GAS & CONSUMABLE FUELS
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
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