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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 GROWTH/MGM FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM GROWTH/MGM FINANCE
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
715000.00
Base Market Value
779350.00
Base Total Cost
717050.00
Base Unrealized Gain Loss
62300.00
Base Accrued Interest
6703.13
Local Market Value
779350.00
Local Total Cost Amount
717050.00
Local Unrealized Gain Loss
62300.00
Local Accrued Interest
6703.13
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
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: 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
850000.00
Base Market Value
867000.00
Base Total Cost
850562.50
Base Unrealized Gain Loss
16437.50
Base Accrued Interest
18463.88
Local Market Value
867000.00
Local Total Cost Amount
850562.50
Local Unrealized Gain Loss
16437.50
Local Accrued Interest
18463.88
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
5.5% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
685000.00
Base Market Value
706406.25
Base Total Cost
685000.00
Base Unrealized Gain Loss
21406.25
Base Accrued Interest
14337.43
Local Market Value
706406.25
Local Total Cost Amount
685000.00
Local Unrealized Gain Loss
21406.25
Local Accrued Interest
14337.43
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: 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
680000.00
Base Market Value
698700.00
Base Total Cost
680000.00
Base Unrealized Gain Loss
18700.00
Base Accrued Interest
14879.72
Local Market Value
698700.00
Local Total Cost Amount
680000.00
Local Unrealized Gain Loss
18700.00
Local Accrued Interest
14879.72
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
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% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1630000.00
Base Market Value
1662600.00
Base Total Cost
1632350.00
Base Unrealized Gain Loss
30250.00
Base Accrued Interest
31015.28
Local Market Value
1662600.00
Local Total Cost Amount
1632350.00
Local Unrealized Gain Loss
30250.00
Local Accrued Interest
31015.28
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
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
835000.00
Base Market Value
895537.50
Base Total Cost
835000.00
Base Unrealized Gain Loss
60537.50
Base Accrued Interest
21527.34
Local Market Value
895537.50
Local Total Cost Amount
835000.00
Local Unrealized Gain Loss
60537.50
Local Accrued Interest
21527.34
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
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: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
6.125% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
500000.00
Base Market Value
457500.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
-42500.00
Base Accrued Interest
10973.95
Local Market Value
457500.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
-42500.00
Local Accrued Interest
10973.95
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5% 01 Sep 2025
Maturity Date
2025-09-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1450000.00
Base Market Value
1504375.00
Base Total Cost
1450000.00
Base Unrealized Gain Loss
54375.00
Base Accrued Interest
23965.28
Local Market Value
1504375.00
Local Total Cost Amount
1450000.00
Local Unrealized Gain Loss
54375.00
Local Accrued Interest
23965.28
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.25% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1582355.25
Base Total Cost
1525000.00
Base Unrealized Gain Loss
57355.25
Base Accrued Interest
16902.08
Local Market Value
1582355.25
Local Total Cost Amount
1525000.00
Local Unrealized Gain Loss
57355.25
Local Accrued Interest
16902.08
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
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: HOWARD HUGHES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOWARD HUGHES CORP
Security Description
5.375% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
4740000.00
Base Market Value
4846650.00
Base Total Cost
4732162.50
Base Unrealized Gain Loss
114487.50
Base Accrued Interest
74309.37
Local Market Value
4846650.00
Local Total Cost Amount
4732162.50
Local Unrealized Gain Loss
114487.50
Local Accrued Interest
74309.37
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LPL HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LPL HOLDINGS INC
Security Description
5.75% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1675000.00
Base Market Value
1742000.00
Base Total Cost
1675000.00
Base Unrealized Gain Loss
67000.00
Base Accrued Interest
29696.35
Local Market Value
1742000.00
Local Total Cost Amount
1675000.00
Local Unrealized Gain Loss
67000.00
Local Accrued Interest
29696.35
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.25% 31 Mar 2023
Maturity Date
2023-03-31T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1675000.00
Base Market Value
1729186.25
Base Total Cost
1675925.00
Base Unrealized Gain Loss
53261.25
Base Accrued Interest
30533.85
Local Market Value
1729186.25
Local Total Cost Amount
1675925.00
Local Unrealized Gain Loss
53261.25
Local Accrued Interest
30533.85
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
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: SONIC AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SONIC AUTOMOTIVE INC
Security Description
6.125% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1100000.00
Base Market Value
1094500.00
Base Total Cost
1100000.00
Base Unrealized Gain Loss
-5500.00
Base Accrued Interest
20773.96
Local Market Value
1094500.00
Local Total Cost Amount
1100000.00
Local Unrealized Gain Loss
-5500.00
Local Accrued Interest
20773.96
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: WELLCARE HEALTH PLANS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLCARE HEALTH PLANS
Security Description
5.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1640000.00
Base Market Value
1717900.00
Base Total Cost
1640000.00
Base Unrealized Gain Loss
77900.00
Base Accrued Interest
23677.50
Local Market Value
1717900.00
Local Total Cost Amount
1640000.00
Local Unrealized Gain Loss
77900.00
Local Accrued Interest
23677.50
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EQUINIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUINIX INC
Security Description
5.375% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2030000.00
Base Market Value
2164487.50
Base Total Cost
2030000.00
Base Unrealized Gain Loss
134487.50
Base Accrued Interest
13942.15
Local Market Value
2164487.50
Local Total Cost Amount
2030000.00
Local Unrealized Gain Loss
134487.50
Local Accrued Interest
13942.15
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CCM MERGER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCM MERGER INC
Security Description
6% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1178750.00
Base Total Cost
1150000.00
Base Unrealized Gain Loss
28750.00
Base Accrued Interest
20316.67
Local Market Value
1178750.00
Local Total Cost Amount
1150000.00
Local Unrealized Gain Loss
28750.00
Local Accrued Interest
20316.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMGROUP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP CORP
Security Description
6.375% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1306125.00
Base Total Cost
1329304.50
Base Unrealized Gain Loss
-23179.50
Base Accrued Interest
25340.63
Local Market Value
1306125.00
Local Total Cost Amount
1329304.50
Local Unrealized Gain Loss
-23179.50
Local Accrued Interest
25340.63
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
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: AMERICAN AXLE + MFG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN AXLE + MFG INC
Security Description
6.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
3785000.00
Base Market Value
3690375.00
Base Total Cost
3779543.75
Base Unrealized Gain Loss
-89168.75
Base Accrued Interest
64397.56
Local Market Value
3690375.00
Local Total Cost Amount
3779543.75
Local Unrealized Gain Loss
-89168.75
Local Accrued Interest
64397.56
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
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
1665000.00
Base Market Value
1746168.75
Base Total Cost
1665000.00
Base Unrealized Gain Loss
81168.75
Base Accrued Interest
30062.50
Local Market Value
1746168.75
Local Total Cost Amount
1665000.00
Local Unrealized Gain Loss
81168.75
Local Accrued Interest
30062.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: ENSCO PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENSCO PLC
Security Description
8% 31 Jan 2024
Maturity Date
2024-01-31T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
3671000.00
Base Market Value
3450740.00
Base Total Cost
3804475.00
Base Unrealized Gain Loss
-353735.00
Base Accrued Interest
140313.76
Local Market Value
3450740.00
Local Total Cost Amount
3804475.00
Local Unrealized Gain Loss
-353735.00
Local Accrued Interest
140313.76
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
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
2460000.00
Base Market Value
2638350.00
Base Total Cost
2480581.25
Base Unrealized Gain Loss
157768.75
Base Accrued Interest
38565.62
Local Market Value
2638350.00
Local Total Cost Amount
2480581.25
Local Unrealized Gain Loss
157768.75
Local Accrued Interest
38565.62
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
1085000.00
Base Market Value
1150100.00
Base Total Cost
1085000.00
Base Unrealized Gain Loss
65100.00
Base Accrued Interest
16636.67
Local Market Value
1150100.00
Local Total Cost Amount
1085000.00
Local Unrealized Gain Loss
65100.00
Local Accrued Interest
16636.67
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: GARTNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GARTNER INC
Security Description
5.125% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1045000.00
Base Market Value
1097678.45
Base Total Cost
1045000.00
Base Unrealized Gain Loss
52678.45
Base Accrued Interest
13537.83
Local Market Value
1097678.45
Local Total Cost Amount
1045000.00
Local Unrealized Gain Loss
52678.45
Local Accrued Interest
13537.83
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
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
1355000.00
Base Market Value
1383793.75
Base Total Cost
1355000.00
Base Unrealized Gain Loss
28793.75
Base Accrued Interest
18217.22
Local Market Value
1383793.75
Local Total Cost Amount
1355000.00
Local Unrealized Gain Loss
28793.75
Local Accrued Interest
18217.22
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
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
2155000.00
Base Market Value
2187325.00
Base Total Cost
2155000.00
Base Unrealized Gain Loss
32325.00
Base Accrued Interest
38191.39
Local Market Value
2187325.00
Local Total Cost Amount
2155000.00
Local Unrealized Gain Loss
32325.00
Local Accrued Interest
38191.39
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
5030000.00
Base Market Value
5036287.50
Base Total Cost
5005787.50
Base Unrealized Gain Loss
30500.00
Base Accrued Interest
153659.51
Local Market Value
5036287.50
Local Total Cost Amount
5005787.50
Local Unrealized Gain Loss
30500.00
Local Accrued Interest
153659.51
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
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: CHOBANI LLC/FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHOBANI LLC/FINANCE CORP
Security Description
7.5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
2620000.00
Base Market Value
2767375.00
Base Total Cost
2638975.00
Base Unrealized Gain Loss
128400.00
Base Accrued Interest
42575.00
Local Market Value
2767375.00
Local Total Cost Amount
2638975.00
Local Unrealized Gain Loss
128400.00
Local Accrued Interest
42575.00
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
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: EXTERRAN NRG SOLUTIONS/F
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXTERRAN NRG SOLUTIONS/F
Security Description
8.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
3325000.00
Base Market Value
3391500.00
Base Total Cost
3367868.75
Base Unrealized Gain Loss
23631.25
Base Accrued Interest
65287.75
Local Market Value
3391500.00
Local Total Cost Amount
3367868.75
Local Unrealized Gain Loss
23631.25
Local Accrued Interest
65287.75
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: SLM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SLM CORP
Security Description
5.125% 05 Apr 2022
Maturity Date
2022-04-05T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1365000.00
Base Market Value
1392300.00
Base Total Cost
1365000.00
Base Unrealized Gain Loss
27300.00
Base Accrued Interest
16711.77
Local Market Value
1392300.00
Local Total Cost Amount
1365000.00
Local Unrealized Gain Loss
27300.00
Local Accrued Interest
16711.77
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VIDEOTRON LTD / LTEE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIDEOTRON LTD / LTEE
Security Description
5.125% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2045000.00
Base Market Value
2101237.50
Base Total Cost
2045000.00
Base Unrealized Gain Loss
56237.50
Base Accrued Interest
22708.02
Local Market Value
2101237.50
Local Total Cost Amount
2045000.00
Local Unrealized Gain Loss
56237.50
Local Accrued Interest
22708.02
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PARK OHIO INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARK OHIO INDUSTRIES INC
Security Description
6.625% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
795000.00
Base Market Value
834750.00
Base Total Cost
795000.00
Base Unrealized Gain Loss
39750.00
Base Accrued Interest
10826.35
Local Market Value
834750.00
Local Total Cost Amount
795000.00
Local Unrealized Gain Loss
39750.00
Local Accrued Interest
10826.35
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: PETRA DIAMONDS US TREAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETRA DIAMONDS US TREAS
Security Description
7.25% 01 May 2022
Maturity Date
2022-05-01T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
750000.00
Base Market Value
767587.50
Base Total Cost
749947.50
Base Unrealized Gain Loss
17640.00
Base Accrued Interest
11932.29
Local Market Value
767587.50
Local Total Cost Amount
749947.50
Local Unrealized Gain Loss
17640.00
Local Accrued Interest
11932.29
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
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
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
450000.00
Base Market Value
474750.00
Base Total Cost
450000.00
Base Unrealized Gain Loss
24750.00
Base Accrued Interest
5240.63
Local Market Value
474750.00
Local Total Cost Amount
450000.00
Local Unrealized Gain Loss
24750.00
Local Accrued Interest
5240.63
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
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: ROWAN COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROWAN COMPANIES INC
Security Description
7.375% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1305500.00
Base Total Cost
1414005.74
Base Unrealized Gain Loss
-108505.74
Base Accrued Interest
4506.95
Local Market Value
1305500.00
Local Total Cost Amount
1414005.74
Local Unrealized Gain Loss
-108505.74
Local Accrued Interest
4506.95
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RITCHIE BROS AUCTIONEERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RITCHIE BROS AUCTIONEERS
Security Description
5.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1600000.00
Base Market Value
1668000.00
Base Total Cost
1600000.00
Base Unrealized Gain Loss
68000.00
Base Accrued Interest
45388.89
Local Market Value
1668000.00
Local Total Cost Amount
1600000.00
Local Unrealized Gain Loss
68000.00
Local Accrued Interest
45388.89
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
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: STARWOOD PROPERTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STARWOOD PROPERTY TRUST
Security Description
5% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1248000.00
Base Total Cost
1200000.00
Base Unrealized Gain Loss
48000.00
Base Accrued Interest
2666.67
Local Market Value
1248000.00
Local Total Cost Amount
1200000.00
Local Unrealized Gain Loss
48000.00
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARLSON TRAVEL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARLSON TRAVEL INC
Security Description
6.75% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
300000.00
Base Market Value
305250.00
Base Total Cost
300000.00
Base Unrealized Gain Loss
5250.00
Base Accrued Interest
900.00
Local Market Value
305250.00
Local Total Cost Amount
300000.00
Local Unrealized Gain Loss
5250.00
Local Accrued Interest
900.00
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.5% 20 May 2025
Maturity Date
2025-05-20T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1325000.00
Base Market Value
1351500.00
Base Total Cost
1322106.25
Base Unrealized Gain Loss
29393.75
Base Accrued Interest
8299.66
Local Market Value
1351500.00
Local Total Cost Amount
1322106.25
Local Unrealized Gain Loss
29393.75
Local Accrued Interest
8299.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: NOBLE HOLDING INTL LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOBLE HOLDING INTL LTD
Security Description
7.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
1415000.00
Base Market Value
1119618.75
Base Total Cost
1389071.02
Base Unrealized Gain Loss
-269452.27
Base Accrued Interest
55745.09
Local Market Value
1119618.75
Local Total Cost Amount
1389071.02
Local Unrealized Gain Loss
-269452.27
Local Accrued Interest
55745.09
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
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: BOYD GAMING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOYD GAMING CORP
Security Description
6.375% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1740000.00
Base Market Value
1881375.00
Base Total Cost
1769098.75
Base Unrealized Gain Loss
112276.25
Base Accrued Interest
27731.25
Local Market Value
1881375.00
Local Total Cost Amount
1769098.75
Local Unrealized Gain Loss
112276.25
Local Accrued Interest
27731.25
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: EIG INVESTORS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EIG INVESTORS CORP
Security Description
10.875% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
10.875
Original Face
0
Shares Par Value
1365000.00
Base Market Value
1521975.00
Base Total Cost
1493337.50
Base Unrealized Gain Loss
28637.50
Base Accrued Interest
61851.56
Local Market Value
1521975.00
Local Total Cost Amount
1493337.50
Local Unrealized Gain Loss
28637.50
Local Accrued Interest
61851.56
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
INTERNET SOFTWARE & SERVICES
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: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
10.5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
4840000.00
Base Market Value
5709651.20
Base Total Cost
5102788.01
Base Unrealized Gain Loss
606863.19
Base Accrued Interest
127050.00
Local Market Value
5709651.20
Local Total Cost Amount
5102788.01
Local Unrealized Gain Loss
606863.19
Local Accrued Interest
127050.00
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
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SCOTTS MIRACLE GRO CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCOTTS MIRACLE GRO CO
Security Description
6% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
585000.00
Base Market Value
627997.50
Base Total Cost
587012.50
Base Unrealized Gain Loss
40985.00
Base Accrued Interest
7410.00
Local Market Value
627997.50
Local Total Cost Amount
587012.50
Local Unrealized Gain Loss
40985.00
Local Accrued Interest
7410.00
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: MEG ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEG ENERGY CORP
Security Description
6.5% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1475000.00
Base Market Value
1342250.00
Base Total Cost
1459681.25
Base Unrealized Gain Loss
-117431.25
Base Accrued Interest
41013.18
Local Market Value
1342250.00
Local Total Cost Amount
1459681.25
Local Unrealized Gain Loss
-117431.25
Local Accrued Interest
41013.18
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: 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
1295000.00
Base Market Value
1256150.00
Base Total Cost
1265862.50
Base Unrealized Gain Loss
-9712.50
Base Accrued Interest
34476.35
Local Market Value
1256150.00
Local Total Cost Amount
1265862.50
Local Unrealized Gain Loss
-9712.50
Local Accrued Interest
34476.35
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
915000.00
Base Market Value
957318.75
Base Total Cost
917406.25
Base Unrealized Gain Loss
39912.50
Base Accrued Interest
22506.45
Local Market Value
957318.75
Local Total Cost Amount
917406.25
Local Unrealized Gain Loss
39912.50
Local Accrued Interest
22506.45
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
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: TENNANT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENNANT CO
Security Description
5.625% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1120000.00
Base Market Value
1176000.00
Base Total Cost
1120000.00
Base Unrealized Gain Loss
56000.00
Base Accrued Interest
12775.00
Local Market Value
1176000.00
Local Total Cost Amount
1120000.00
Local Unrealized Gain Loss
56000.00
Local Accrued Interest
12775.00
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARD FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARD FINANCE SA
Security Description
7.125% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
2350000.00
Base Market Value
2508390.00
Base Total Cost
2367375.00
Base Unrealized Gain Loss
141015.00
Base Accrued Interest
49301.04
Local Market Value
2508390.00
Local Total Cost Amount
2367375.00
Local Unrealized Gain Loss
141015.00
Local Accrued Interest
49301.04
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
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HUGHES SATELLITE SYSTEMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUGHES SATELLITE SYSTEMS
Security Description
6.625% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
2160000.00
Base Market Value
2322000.00
Base Total Cost
2164455.35
Base Unrealized Gain Loss
157544.65
Base Accrued Interest
59625.00
Local Market Value
2322000.00
Local Total Cost Amount
2164455.35
Local Unrealized Gain Loss
157544.65
Local Accrued Interest
59625.00
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CUMBERLAND FARMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CUMBERLAND FARMS
Security Description
6.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
530000.00
Base Market Value
557825.00
Base Total Cost
530000.00
Base Unrealized Gain Loss
27825.00
Base Accrued Interest
6956.25
Local Market Value
557825.00
Local Total Cost Amount
530000.00
Local Unrealized Gain Loss
27825.00
Local Accrued Interest
6956.25
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
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