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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: RSI HOME PRODUCTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RSI HOME PRODUCTS INC
Security Description
6.5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
170000.00
Base Market Value
178925.00
Base Total Cost
174250.00
Base Unrealized Gain Loss
4675.00
Base Accrued Interest
3253.61
Local Market Value
178925.00
Local Total Cost Amount
174250.00
Local Unrealized Gain Loss
4675.00
Local Accrued Interest
3253.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MERCER INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCER INTL INC
Security Description
7.75% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
565000.00
Base Market Value
605256.25
Base Total Cost
567900.00
Base Unrealized Gain Loss
37356.25
Base Accrued Interest
3648.95
Local Market Value
605256.25
Local Total Cost Amount
567900.00
Local Unrealized Gain Loss
37356.25
Local Accrued Interest
3648.95
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
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: MASONITE INTERNATIONAL C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASONITE INTERNATIONAL C
Security Description
5.625% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
35000.00
Base Market Value
36575.00
Base Total Cost
35612.50
Base Unrealized Gain Loss
962.50
Base Accrued Interest
579.69
Local Market Value
36575.00
Local Total Cost Amount
35612.50
Local Unrealized Gain Loss
962.50
Local Accrued Interest
579.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SHEA HOMES LP/FNDG CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHEA HOMES LP/FNDG CP
Security Description
5.875% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
45000.00
Base Market Value
46327.50
Base Total Cost
45337.50
Base Unrealized Gain Loss
990.00
Base Accrued Interest
660.94
Local Market Value
46327.50
Local Total Cost Amount
45337.50
Local Unrealized Gain Loss
990.00
Local Accrued Interest
660.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: 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
1990000.00
Base Market Value
2049700.00
Base Total Cost
1992925.00
Base Unrealized Gain Loss
56775.00
Base Accrued Interest
4532.77
Local Market Value
2049700.00
Local Total Cost Amount
1992925.00
Local Unrealized Gain Loss
56775.00
Local Accrued Interest
4532.77
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
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: ADVANCED MICRO DEVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED MICRO DEVICES
Security Description
7.5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
125000.00
Base Market Value
138750.00
Base Total Cost
131687.50
Base Unrealized Gain Loss
7062.50
Base Accrued Interest
3541.66
Local Market Value
138750.00
Local Total Cost Amount
131687.50
Local Unrealized Gain Loss
7062.50
Local Accrued Interest
3541.66
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
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: BELGIUM • Security Name: BARRY CALLEBAUT SVCS NV
Local Currency Code
USD
Trade Country Name
BELGIUM
Security Name
BARRY CALLEBAUT SVCS NV
Security Description
5.5% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
216380.00
Base Total Cost
215744.90
Base Unrealized Gain Loss
635.10
Base Accrued Interest
480.87
Local Market Value
216380.00
Local Total Cost Amount
215744.90
Local Unrealized Gain Loss
635.10
Local Accrued Interest
480.87
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: RACKSPACE HOSTIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RACKSPACE HOSTIN
Security Description
8.625% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
8.625
Original Face
0
Shares Par Value
1105000.00
Base Market Value
1176825.00
Base Total Cost
1108600.00
Base Unrealized Gain Loss
68225.00
Base Accrued Interest
12178.02
Local Market Value
1176825.00
Local Total Cost Amount
1108600.00
Local Unrealized Gain Loss
68225.00
Local Accrued Interest
12178.02
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
4.875% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
55000.00
Base Market Value
55825.00
Base Total Cost
55812.50
Base Unrealized Gain Loss
12.50
Base Accrued Interest
446.87
Local Market Value
55825.00
Local Total Cost Amount
55812.50
Local Unrealized Gain Loss
12.50
Local Accrued Interest
446.87
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: ADVANCED DISPOSAL SRVCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED DISPOSAL SRVCES
Security Description
5.625% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
675000.00
Base Market Value
695250.00
Base Total Cost
675000.00
Base Unrealized Gain Loss
20250.00
Base Accrued Interest
4851.56
Local Market Value
695250.00
Local Total Cost Amount
675000.00
Local Unrealized Gain Loss
20250.00
Local Accrued Interest
4851.56
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
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: AMC ENTERTAINMENT HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HOLDIN
Security Description
5.875% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
660000.00
Base Market Value
688875.00
Base Total Cost
660525.00
Base Unrealized Gain Loss
28350.00
Base Accrued Interest
4954.58
Local Market Value
688875.00
Local Total Cost Amount
660525.00
Local Unrealized Gain Loss
28350.00
Local Accrued Interest
4954.58
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
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: LAMB WESTON HLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMB WESTON HLD
Security Description
4.875% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1215000.00
Base Market Value
1259043.75
Base Total Cost
1214212.50
Base Unrealized Gain Loss
44831.25
Base Accrued Interest
9871.88
Local Market Value
1259043.75
Local Total Cost Amount
1214212.50
Local Unrealized Gain Loss
44831.25
Local Accrued Interest
9871.88
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
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: FRONTERA ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTERA ENERGY CORP
Security Description
10% 02 Nov 2021
Maturity Date
2021-11-02T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
2855000.00
Base Market Value
3215443.75
Base Total Cost
3212887.50
Base Unrealized Gain Loss
2556.25
Base Accrued Interest
793.05
Local Market Value
3215443.75
Local Total Cost Amount
3212887.50
Local Unrealized Gain Loss
2556.25
Local Accrued Interest
793.05
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
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: KISSNER HLD / MILL / BSC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KISSNER HLD / MILL / BSC
Security Description
8.375% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
8.375
Original Face
0
Shares Par Value
2190000.00
Base Market Value
2272125.00
Base Total Cost
2239443.75
Base Unrealized Gain Loss
32681.25
Base Accrued Interest
15284.36
Local Market Value
2272125.00
Local Total Cost Amount
2239443.75
Local Unrealized Gain Loss
32681.25
Local Accrued Interest
15284.36
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: NATIONAL CINEMEDIA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONAL CINEMEDIA LLC
Security Description
5.75% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1080000.00
Base Market Value
1047600.00
Base Total Cost
1082362.50
Base Unrealized Gain Loss
-34762.50
Base Accrued Interest
23460.00
Local Market Value
1047600.00
Local Total Cost Amount
1082362.50
Local Unrealized Gain Loss
-34762.50
Local Accrued Interest
23460.00
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: TELESAT CANADA/TELESAT L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELESAT CANADA/TELESAT L
Security Description
8.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
8.875
Original Face
0
Shares Par Value
565000.00
Base Market Value
634212.50
Base Total Cost
634200.00
Base Unrealized Gain Loss
12.50
Base Accrued Interest
6491.08
Local Market Value
634212.50
Local Total Cost Amount
634200.00
Local Unrealized Gain Loss
12.50
Local Accrued Interest
6491.08
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
8.75% 01 Dec 2021
Maturity Date
2021-12-01T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
2670000.00
Base Market Value
2963700.00
Base Total Cost
2707184.50
Base Unrealized Gain Loss
256515.50
Base Accrued Interest
19468.75
Local Market Value
2963700.00
Local Total Cost Amount
2707184.50
Local Unrealized Gain Loss
256515.50
Local Accrued Interest
19468.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
7.5% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
630000.00
Base Market Value
683424.00
Base Total Cost
635900.00
Base Unrealized Gain Loss
47524.00
Base Accrued Interest
0
Local Market Value
683424.00
Local Total Cost Amount
635900.00
Local Unrealized Gain Loss
47524.00
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: PRIME SECSRVC BRW/FINANC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRIME SECSRVC BRW/FINANC
Security Description
9.25% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
3260000.00
Base Market Value
3542511.60
Base Total Cost
3507840.00
Base Unrealized Gain Loss
34671.60
Base Accrued Interest
38531.40
Local Market Value
3542511.60
Local Total Cost Amount
3507840.00
Local Unrealized Gain Loss
34671.60
Local Accrued Interest
38531.40
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: PQ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PQ CORP
Security Description
6.75% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
865000.00
Base Market Value
929875.00
Base Total Cost
883643.75
Base Unrealized Gain Loss
46231.25
Base Accrued Interest
7460.63
Local Market Value
929875.00
Local Total Cost Amount
883643.75
Local Unrealized Gain Loss
46231.25
Local Accrued Interest
7460.63
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
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: HOME INTERIORS + GIFTS INC RES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOME INTERIORS + GIFTS INC RES
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
858604.00
Base Market Value
0.00
Base Total Cost
358750.00
Base Unrealized Gain Loss
-358750.00
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
358750.00
Local Unrealized Gain Loss
-358750.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
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
5.375% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
4250000.00
Base Market Value
4435937.50
Base Total Cost
4254701.00
Base Unrealized Gain Loss
181236.50
Base Accrued Interest
105335.07
Local Market Value
4435937.50
Local Total Cost Amount
4254701.00
Local Unrealized Gain Loss
181236.50
Local Accrued Interest
105335.07
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: BLUESCOPE STEEL LTD/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUESCOPE STEEL LTD/FIN
Security Description
6.5% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1060000.00
Base Market Value
1118300.00
Base Total Cost
1078078.73
Base Unrealized Gain Loss
40221.27
Base Accrued Interest
8803.89
Local Market Value
1118300.00
Local Total Cost Amount
1078078.73
Local Unrealized Gain Loss
40221.27
Local Accrued Interest
8803.89
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
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
7.25% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
3775000.00
Base Market Value
4128906.25
Base Total Cost
3989187.50
Base Unrealized Gain Loss
139718.75
Base Accrued Interest
34971.19
Local Market Value
4128906.25
Local Total Cost Amount
3989187.50
Local Unrealized Gain Loss
139718.75
Local Accrued Interest
34971.19
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
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: ADT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADT CORP
Security Description
4.875% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
25000.00
Base Market Value
21875.00
Base Total Cost
19038.35
Base Unrealized Gain Loss
2836.65
Base Accrued Interest
561.97
Local Market Value
21875.00
Local Total Cost Amount
19038.35
Local Unrealized Gain Loss
2836.65
Local Accrued Interest
561.97
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: SHEA HOMES LP/FNDG CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHEA HOMES LP/FNDG CP
Security Description
6.125% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
145000.00
Base Market Value
149712.50
Base Total Cost
146450.00
Base Unrealized Gain Loss
3262.50
Base Accrued Interest
2220.31
Local Market Value
149712.50
Local Total Cost Amount
146450.00
Local Unrealized Gain Loss
3262.50
Local Accrued Interest
2220.31
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
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: RELIANCE INTERMEDIATE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RELIANCE INTERMEDIATE
Security Description
6.5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
100000.00
Base Market Value
107000.00
Base Total Cost
106355.00
Base Unrealized Gain Loss
645.00
Base Accrued Interest
1625.00
Local Market Value
107000.00
Local Total Cost Amount
106355.00
Local Unrealized Gain Loss
645.00
Local Accrued Interest
1625.00
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
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: VIRGIN MEDIA SECURED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA SECURED FIN
Security Description
5.25% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1301012.50
Base Total Cost
1263000.00
Base Unrealized Gain Loss
38012.50
Base Accrued Interest
30260.42
Local Market Value
1301012.50
Local Total Cost Amount
1263000.00
Local Unrealized Gain Loss
38012.50
Local Accrued Interest
30260.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
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: TOWNSQUARE MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOWNSQUARE MEDIA INC
Security Description
6.5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1516000.00
Base Market Value
1523580.00
Base Total Cost
1508498.94
Base Unrealized Gain Loss
15081.06
Base Accrued Interest
24635.00
Local Market Value
1523580.00
Local Total Cost Amount
1508498.94
Local Unrealized Gain Loss
15081.06
Local Accrued Interest
24635.00
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: TAYLOR MORR COMM/HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TAYLOR MORR COMM/HLDGS
Security Description
5.875% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
115000.00
Base Market Value
122762.50
Base Total Cost
120750.00
Base Unrealized Gain Loss
2012.50
Base Accrued Interest
1426.32
Local Market Value
122762.50
Local Total Cost Amount
120750.00
Local Unrealized Gain Loss
2012.50
Local Accrued Interest
1426.32
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: NORBORD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORBORD INC
Security Description
6.25% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
60000.00
Base Market Value
64050.00
Base Total Cost
63600.00
Base Unrealized Gain Loss
450.00
Base Accrued Interest
791.67
Local Market Value
64050.00
Local Total Cost Amount
63600.00
Local Unrealized Gain Loss
450.00
Local Accrued Interest
791.67
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
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: SABRE GLBL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABRE GLBL INC
Security Description
5.375% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
50000.00
Base Market Value
52125.00
Base Total Cost
51250.00
Base Unrealized Gain Loss
875.00
Base Accrued Interest
567.36
Local Market Value
52125.00
Local Total Cost Amount
51250.00
Local Unrealized Gain Loss
875.00
Local Accrued Interest
567.36
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
6.25% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1875000.00
Base Market Value
2048437.50
Base Total Cost
1784500.00
Base Unrealized Gain Loss
263937.50
Base Accrued Interest
44270.83
Local Market Value
2048437.50
Local Total Cost Amount
1784500.00
Local Unrealized Gain Loss
263937.50
Local Accrued Interest
44270.83
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
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
6.5% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
3235000.00
Base Market Value
3550412.50
Base Total Cost
3501637.50
Base Unrealized Gain Loss
48775.00
Base Accrued Interest
79437.21
Local Market Value
3550412.50
Local Total Cost Amount
3501637.50
Local Unrealized Gain Loss
48775.00
Local Accrued Interest
79437.21
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: KOSMOS ENERGY LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOSMOS ENERGY LTD
Security Description
7.875% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
2615000.00
Base Market Value
2667300.00
Base Total Cost
2569512.50
Base Unrealized Gain Loss
97787.50
Base Accrued Interest
85804.70
Local Market Value
2667300.00
Local Total Cost Amount
2569512.50
Local Unrealized Gain Loss
97787.50
Local Accrued Interest
85804.70
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
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: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
5.95% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
505000.00
Base Market Value
562322.55
Base Total Cost
499243.00
Base Unrealized Gain Loss
63079.55
Base Accrued Interest
2503.96
Local Market Value
562322.55
Local Total Cost Amount
499243.00
Local Unrealized Gain Loss
63079.55
Local Accrued Interest
2503.96
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
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
6% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
935000.00
Base Market Value
1000450.00
Base Total Cost
941243.75
Base Unrealized Gain Loss
59206.25
Base Accrued Interest
7168.33
Local Market Value
1000450.00
Local Total Cost Amount
941243.75
Local Unrealized Gain Loss
59206.25
Local Accrued Interest
7168.33
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
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: JOSEPH T RYERSON + SON I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOSEPH T RYERSON + SON I
Security Description
11% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
11
Original Face
0
Shares Par Value
2280000.00
Base Market Value
2579250.00
Base Total Cost
2394625.00
Base Unrealized Gain Loss
184625.00
Base Accrued Interest
32046.66
Local Market Value
2579250.00
Local Total Cost Amount
2394625.00
Local Unrealized Gain Loss
184625.00
Local Accrued Interest
32046.66
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
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: PERFORMANCE FOOD GROUP I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PERFORMANCE FOOD GROUP I
Security Description
5.5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
80000.00
Base Market Value
82600.00
Base Total Cost
82400.00
Base Unrealized Gain Loss
200.00
Base Accrued Interest
366.67
Local Market Value
82600.00
Local Total Cost Amount
82400.00
Local Unrealized Gain Loss
200.00
Local Accrued Interest
366.67
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
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: SS+C TECH HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SS+C TECH HOLDINGS INC
Security Description
5.875% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1340000.00
Base Market Value
1427381.40
Base Total Cost
1347000.00
Base Unrealized Gain Loss
80381.40
Base Accrued Interest
36300.97
Local Market Value
1427381.40
Local Total Cost Amount
1347000.00
Local Unrealized Gain Loss
80381.40
Local Accrued Interest
36300.97
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: PETROBRAS GLOBAL FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROBRAS GLOBAL FINANCE
Security Description
8.375% 23 May 2021
Maturity Date
2021-05-23T00:00:00.000
Interest Rate
8.375
Original Face
0
Shares Par Value
1550000.00
Base Market Value
1735039.00
Base Total Cost
1589206.00
Base Unrealized Gain Loss
145833.00
Base Accrued Interest
13702.43
Local Market Value
1735039.00
Local Total Cost Amount
1589206.00
Local Unrealized Gain Loss
145833.00
Local Accrued Interest
13702.43
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PETROBRAS GLOBAL FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETROBRAS GLOBAL FINANCE
Security Description
8.75% 23 May 2026
Maturity Date
2026-05-23T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
1220000.00
Base Market Value
1403000.00
Base Total Cost
1370766.25
Base Unrealized Gain Loss
32233.75
Base Accrued Interest
11268.05
Local Market Value
1403000.00
Local Total Cost Amount
1370766.25
Local Unrealized Gain Loss
32233.75
Local Accrued Interest
11268.05
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
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: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
5.375% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
100000.00
Base Market Value
103500.00
Base Total Cost
101750.00
Base Unrealized Gain Loss
1750.00
Base Accrued Interest
2478.47
Local Market Value
103500.00
Local Total Cost Amount
101750.00
Local Unrealized Gain Loss
1750.00
Local Accrued Interest
2478.47
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: VEREIT OPERATING PARTNER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VEREIT OPERATING PARTNER
Security Description
4.875% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1057170.00
Base Total Cost
1018581.25
Base Unrealized Gain Loss
38588.75
Base Accrued Interest
4062.51
Local Market Value
1057170.00
Local Total Cost Amount
1018581.25
Local Unrealized Gain Loss
38588.75
Local Accrued Interest
4062.51
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
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.75% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2600000.00
Base Market Value
2782000.00
Base Total Cost
2615812.50
Base Unrealized Gain Loss
166187.50
Base Accrued Interest
56477.77
Local Market Value
2782000.00
Local Total Cost Amount
2615812.50
Local Unrealized Gain Loss
166187.50
Local Accrued Interest
56477.77
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
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: VERITAS US INC/BERMUDA L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERITAS US INC/BERMUDA L
Security Description
10.5% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
2235000.00
Base Market Value
2441737.50
Base Total Cost
2410087.50
Base Unrealized Gain Loss
31650.00
Base Accrued Interest
97781.25
Local Market Value
2441737.50
Local Total Cost Amount
2410087.50
Local Unrealized Gain Loss
31650.00
Local Accrued Interest
97781.25
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
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: PARSLEY ENERGY LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARSLEY ENERGY LLC/FINAN
Security Description
6.25% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
125000.00
Base Market Value
131250.00
Base Total Cost
130937.50
Base Unrealized Gain Loss
312.50
Base Accrued Interest
651.04
Local Market Value
131250.00
Local Total Cost Amount
130937.50
Local Unrealized Gain Loss
312.50
Local Accrued Interest
651.04
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
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: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
7.125% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
700000.00
Base Market Value
746375.00
Base Total Cost
700000.00
Base Unrealized Gain Loss
46375.00
Base Accrued Interest
4156.25
Local Market Value
746375.00
Local Total Cost Amount
700000.00
Local Unrealized Gain Loss
46375.00
Local Accrued Interest
4156.25
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
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: ALBERTSONS COS LLC/SAFEW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS LLC/SAFEW
Security Description
6.625% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1645000.00
Base Market Value
1632662.50
Base Total Cost
1647850.00
Base Unrealized Gain Loss
-15187.50
Base Accrued Interest
4843.61
Local Market Value
1632662.50
Local Total Cost Amount
1647850.00
Local Unrealized Gain Loss
-15187.50
Local Accrued Interest
4843.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: INTERVAL ACQUISITION COR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERVAL ACQUISITION COR
Security Description
5.625% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1449000.00
Base Total Cost
1402500.00
Base Unrealized Gain Loss
46500.00
Base Accrued Interest
16625.00
Local Market Value
1449000.00
Local Total Cost Amount
1402500.00
Local Unrealized Gain Loss
46500.00
Local Accrued Interest
16625.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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