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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: PULTE GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PULTE GROUP INC
Security Description
6.375% 15 May 2033
Maturity Date
2033-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
2625000.00
Base Market Value
2743125.00
Base Total Cost
2424212.50
Base Unrealized Gain Loss
318912.50
Base Accrued Interest
21382.81
Local Market Value
2743125.00
Local Total Cost Amount
2424212.50
Local Unrealized Gain Loss
318912.50
Local Accrued Interest
21382.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEALED AIR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEALED AIR CORP
Security Description
6.875% 15 Jul 2033
Maturity Date
2033-07-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
3695000.00
Base Market Value
4249250.00
Base Total Cost
3484656.25
Base Unrealized Gain Loss
764593.75
Base Accrued Interest
117136.63
Local Market Value
4249250.00
Local Total Cost Amount
3484656.25
Local Unrealized Gain Loss
764593.75
Local Accrued Interest
117136.63
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
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: TELECOM ITALIA CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELECOM ITALIA CAPITAL
Security Description
6.375% 15 Nov 2033
Maturity Date
2033-11-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
225000.00
Base Market Value
243000.00
Base Total Cost
197138.25
Base Unrealized Gain Loss
45861.75
Base Accrued Interest
1832.81
Local Market Value
243000.00
Local Total Cost Amount
197138.25
Local Unrealized Gain Loss
45861.75
Local Accrued Interest
1832.81
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: TORONTO DOMINION BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TORONTO DOMINION BANK
Security Description
1.45% 13 Aug 2019
Maturity Date
2019-08-13T00:00:00.000
Interest Rate
1.45
Original Face
0
Shares Par Value
2105000.00
Base Market Value
2086602.30
Base Total Cost
2086254.10
Base Unrealized Gain Loss
348.20
Base Accrued Interest
11700.29
Local Market Value
2086602.30
Local Total Cost Amount
2086254.10
Local Unrealized Gain Loss
348.20
Local Accrued Interest
11700.29
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
CANADIAN
Moody S Quality Rating
Aa2
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DISH NETWORK CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH NETWORK CORP
Security Description
3.375% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
5870000.00
Base Market Value
7117375.00
Base Total Cost
5870000.00
Base Unrealized Gain Loss
1247375.00
Base Accrued Interest
74842.50
Local Market Value
7117375.00
Local Total Cost Amount
5870000.00
Local Unrealized Gain Loss
1247375.00
Local Accrued Interest
74842.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: ALBERTSONS COS LLC/SAFEW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS LLC/SAFEW
Security Description
5.75% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1100000.00
Base Market Value
1023000.00
Base Total Cost
1089000.00
Base Unrealized Gain Loss
-66000.00
Base Accrued Interest
18623.61
Local Market Value
1023000.00
Local Total Cost Amount
1089000.00
Local Unrealized Gain Loss
-66000.00
Local Accrued Interest
18623.61
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
1.5% 01 Jul 2021
Maturity Date
2021-07-01T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
270000.00
Base Market Value
242662.50
Base Total Cost
240707.88
Base Unrealized Gain Loss
1954.62
Base Accrued Interest
0
Local Market Value
242662.50
Local Total Cost Amount
240707.88
Local Unrealized Gain Loss
1954.62
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CINCINNATI BELL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINCINNATI BELL INC
Security Description
7% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1380000.00
Base Market Value
1442376.00
Base Total Cost
1380000.00
Base Unrealized Gain Loss
62376.00
Base Accrued Interest
44543.33
Local Market Value
1442376.00
Local Total Cost Amount
1380000.00
Local Unrealized Gain Loss
62376.00
Local Accrued Interest
44543.33
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
TELEPHONE
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMC ENTERTAINMENT HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HOLDIN
Security Description
5.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1600000.00
Base Market Value
1664000.00
Base Total Cost
1625092.82
Base Unrealized Gain Loss
38907.18
Base Accrued Interest
4101.67
Local Market Value
1664000.00
Local Total Cost Amount
1625092.82
Local Unrealized Gain Loss
38907.18
Local Accrued Interest
4101.67
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
B+
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
3080000.00
Base Market Value
3222450.00
Base Total Cost
3186800.00
Base Unrealized Gain Loss
35650.00
Base Accrued Interest
76053.34
Local Market Value
3222450.00
Local Total Cost Amount
3186800.00
Local Unrealized Gain Loss
35650.00
Local Accrued Interest
76053.34
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
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: 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
5.125% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
645000.00
Base Market Value
659512.50
Base Total Cost
649275.00
Base Unrealized Gain Loss
10237.50
Base Accrued Interest
13325.71
Local Market Value
659512.50
Local Total Cost Amount
649275.00
Local Unrealized Gain Loss
10237.50
Local Accrued Interest
13325.71
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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
3290000.00
Base Market Value
3405150.00
Base Total Cost
3311585.72
Base Unrealized Gain Loss
93564.28
Base Accrued Interest
30478.19
Local Market Value
3405150.00
Local Total Cost Amount
3311585.72
Local Unrealized Gain Loss
93564.28
Local Accrued Interest
30478.19
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
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: 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
2290000.00
Base Market Value
2404500.00
Base Total Cost
2295356.25
Base Unrealized Gain Loss
109143.75
Base Accrued Interest
57644.99
Local Market Value
2404500.00
Local Total Cost Amount
2295356.25
Local Unrealized Gain Loss
109143.75
Local Accrued Interest
57644.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
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: REYNOLDS GROUP HLDGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GROUP HLDGS INC
Security Description
1% 05 Feb 2023
Maturity Date
2023-02-05T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2777026.78
Base Market Value
2783663.87
Base Total Cost
2777459.05
Base Unrealized Gain Loss
6204.82
Base Accrued Interest
0
Local Market Value
2783663.87
Local Total Cost Amount
2777459.05
Local Unrealized Gain Loss
6204.82
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: 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
3365000.00
Base Market Value
3517501.80
Base Total Cost
3387471.88
Base Unrealized Gain Loss
130029.92
Base Accrued Interest
72639.58
Local Market Value
3517501.80
Local Total Cost Amount
3387471.88
Local Unrealized Gain Loss
130029.92
Local Accrued Interest
72639.58
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
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
3365000.00
Base Market Value
3514742.50
Base Total Cost
3389287.50
Base Unrealized Gain Loss
125455.00
Base Accrued Interest
76098.60
Local Market Value
3514742.50
Local Total Cost Amount
3389287.50
Local Unrealized Gain Loss
125455.00
Local Accrued Interest
76098.60
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: BJS WHOLESALE CLUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BJS WHOLESALE CLUB INC
Security Description
1% 03 Feb 2024
Maturity Date
2024-02-03T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1355000.00
Base Market Value
1316606.08
Base Total Cost
1347937.50
Base Unrealized Gain Loss
-31331.42
Base Accrued Interest
0
Local Market Value
1316606.08
Local Total Cost Amount
1347937.50
Local Unrealized Gain Loss
-31331.42
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: HARLAND CLARKE HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARLAND CLARKE HOLDINGS
Security Description
8.375% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
8.375
Original Face
0
Shares Par Value
675000.00
Base Market Value
718875.00
Base Total Cost
711706.25
Base Unrealized Gain Loss
7168.75
Base Accrued Interest
22471.75
Local Market Value
718875.00
Local Total Cost Amount
711706.25
Local Unrealized Gain Loss
7168.75
Local Accrued Interest
22471.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
785000.00
Base Market Value
855650.00
Base Total Cost
790937.50
Base Unrealized Gain Loss
64712.50
Base Accrued Interest
7370.31
Local Market Value
855650.00
Local Total Cost Amount
790937.50
Local Unrealized Gain Loss
64712.50
Local Accrued Interest
7370.31
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
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: CLARKE AMERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLARKE AMERN CORP
Security Description
1% 09 Feb 2022
Maturity Date
2022-02-09T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1297075.47
Base Market Value
1301615.23
Base Total Cost
1298144.84
Base Unrealized Gain Loss
3470.39
Base Accrued Interest
0
Local Market Value
1301615.23
Local Total Cost Amount
1298144.84
Local Unrealized Gain Loss
3470.39
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: 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
1155000.00
Base Market Value
1191093.75
Base Total Cost
1155000.00
Base Unrealized Gain Loss
36093.75
Base Accrued Interest
24174.79
Local Market Value
1191093.75
Local Total Cost Amount
1155000.00
Local Unrealized Gain Loss
36093.75
Local Accrued Interest
24174.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
1115000.00
Base Market Value
1145662.50
Base Total Cost
1116500.00
Base Unrealized Gain Loss
29162.50
Base Accrued Interest
24411.15
Local Market Value
1145662.50
Local Total Cost Amount
1116500.00
Local Unrealized Gain Loss
29162.50
Local Accrued Interest
24411.15
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
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
1095000.00
Base Market Value
1145983.20
Base Total Cost
1097000.00
Base Unrealized Gain Loss
48983.20
Base Accrued Interest
21606.94
Local Market Value
1145983.20
Local Total Cost Amount
1097000.00
Local Unrealized Gain Loss
48983.20
Local Accrued Interest
21606.94
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
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: ESH HOSPITALITY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ESH HOSPITALITY INC
Security Description
1% 30 Aug 2023
Maturity Date
2023-08-30T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1082062.78
Base Market Value
1087878.87
Base Total Cost
1077100.26
Base Unrealized Gain Loss
10778.61
Base Accrued Interest
0
Local Market Value
1087878.87
Local Total Cost Amount
1077100.26
Local Unrealized Gain Loss
10778.61
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: 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
2190000.00
Base Market Value
2200950.00
Base Total Cost
2202587.50
Base Unrealized Gain Loss
-1637.50
Base Accrued Interest
47584.45
Local Market Value
2200950.00
Local Total Cost Amount
2202587.50
Local Unrealized Gain Loss
-1637.50
Local Accrued Interest
47584.45
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: 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
1610000.00
Base Market Value
1449000.00
Base Total Cost
1581218.75
Base Unrealized Gain Loss
-132218.75
Base Accrued Interest
40753.13
Local Market Value
1449000.00
Local Total Cost Amount
1581218.75
Local Unrealized Gain Loss
-132218.75
Local Accrued Interest
40753.13
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
OIL, GAS & CONSUMABLE FUELS
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
1% 22 Feb 2024
Maturity Date
2024-02-22T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
750000.00
Base Market Value
752580.00
Base Total Cost
748399.05
Base Unrealized Gain Loss
4180.95
Base Accrued Interest
0
Local Market Value
752580.00
Local Total Cost Amount
748399.05
Local Unrealized Gain Loss
4180.95
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
640000.00
Base Market Value
664000.00
Base Total Cost
641600.00
Base Unrealized Gain Loss
22400.00
Base Accrued Interest
10588.89
Local Market Value
664000.00
Local Total Cost Amount
641600.00
Local Unrealized Gain Loss
22400.00
Local Accrued Interest
10588.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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
4.25% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
700000.00
Base Market Value
718550.00
Base Total Cost
720175.00
Base Unrealized Gain Loss
-1625.00
Base Accrued Interest
9439.73
Local Market Value
718550.00
Local Total Cost Amount
720175.00
Local Unrealized Gain Loss
-1625.00
Local Accrued Interest
9439.73
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: CRESTWOOD MID PARTNER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRESTWOOD MID PARTNER LP
Security Description
5.75% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
610000.00
Base Market Value
608475.00
Base Total Cost
610000.00
Base Unrealized Gain Loss
-1525.00
Base Accrued Interest
10065.69
Local Market Value
608475.00
Local Total Cost Amount
610000.00
Local Unrealized Gain Loss
-1525.00
Local Accrued Interest
10065.69
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
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: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
1% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2076012.07
Base Market Value
2038809.93
Base Total Cost
2077843.11
Base Unrealized Gain Loss
-39033.18
Base Accrued Interest
0
Local Market Value
2038809.93
Local Total Cost Amount
2077843.11
Local Unrealized Gain Loss
-39033.18
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: AMC ENTERTAINMENT HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HOLDIN
Security Description
6.125% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1280000.00
Base Market Value
1350796.80
Base Total Cost
1296318.75
Base Unrealized Gain Loss
54478.05
Base Accrued Interest
22648.87
Local Market Value
1350796.80
Local Total Cost Amount
1296318.75
Local Unrealized Gain Loss
54478.05
Local Accrued Interest
22648.87
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
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: NEPTUNE FINCO CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEPTUNE FINCO CORP
Security Description
1% 17 Jul 2025
Maturity Date
2025-07-17T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
804576.30
Base Market Value
800050.56
Base Total Cost
811150.70
Base Unrealized Gain Loss
-11100.14
Base Accrued Interest
0
Local Market Value
800050.56
Local Total Cost Amount
811150.70
Local Unrealized Gain Loss
-11100.14
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: 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
1090000.00
Base Market Value
1113162.50
Base Total Cost
1091050.00
Base Unrealized Gain Loss
22112.50
Base Accrued Interest
14666.67
Local Market Value
1113162.50
Local Total Cost Amount
1091050.00
Local Unrealized Gain Loss
22112.50
Local Accrued Interest
14666.67
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
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: IHO VERWALTUNGS GMBH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IHO VERWALTUNGS GMBH
Security Description
4.5% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1045000.00
Base Market Value
1060675.00
Base Total Cost
1041587.50
Base Unrealized Gain Loss
19087.50
Base Accrued Interest
6018.75
Local Market Value
1060675.00
Local Total Cost Amount
1041587.50
Local Unrealized Gain Loss
19087.50
Local Accrued Interest
6018.75
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
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: HERTZ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERTZ CORP
Security Description
5.5% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
4495000.00
Base Market Value
3685900.00
Base Total Cost
4051437.50
Base Unrealized Gain Loss
-365537.50
Base Accrued Interest
52207.18
Local Market Value
3685900.00
Local Total Cost Amount
4051437.50
Local Unrealized Gain Loss
-365537.50
Local Accrued Interest
52207.18
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ANTERO MIDSTREAM PART/FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO MIDSTREAM PART/FI
Security Description
5.375% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2065000.00
Base Market Value
2111462.50
Base Total Cost
2082100.00
Base Unrealized Gain Loss
29362.50
Base Accrued Interest
32693.42
Local Market Value
2111462.50
Local Total Cost Amount
2082100.00
Local Unrealized Gain Loss
29362.50
Local Accrued Interest
32693.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB
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
6.125% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1165000.00
Base Market Value
985881.25
Base Total Cost
1061775.08
Base Unrealized Gain Loss
-75893.83
Base Accrued Interest
15064.09
Local Market Value
985881.25
Local Total Cost Amount
1061775.08
Local Unrealized Gain Loss
-75893.83
Local Accrued Interest
15064.09
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
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
7010000.00
Base Market Value
6011075.00
Base Total Cost
6039610.24
Base Unrealized Gain Loss
-28535.24
Base Accrued Interest
52069.67
Local Market Value
6011075.00
Local Total Cost Amount
6039610.24
Local Unrealized Gain Loss
-28535.24
Local Accrued Interest
52069.67
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
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: RITE AID CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RITE AID CORP
Security Description
6.125% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
715000.00
Base Market Value
702044.20
Base Total Cost
721919.04
Base Unrealized Gain Loss
-19874.84
Base Accrued Interest
18247.39
Local Market Value
702044.20
Local Total Cost Amount
721919.04
Local Unrealized Gain Loss
-19874.84
Local Accrued Interest
18247.39
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
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: UPCB FINANCE IV LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UPCB FINANCE IV LTD
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
700000.00
Base Market Value
732375.00
Base Total Cost
675500.00
Base Unrealized Gain Loss
56875.00
Base Accrued Interest
17361.25
Local Market Value
732375.00
Local Total Cost Amount
675500.00
Local Unrealized Gain Loss
56875.00
Local Accrued Interest
17361.25
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.5% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
675000.00
Base Market Value
713812.50
Base Total Cost
677756.25
Base Unrealized Gain Loss
36056.25
Base Accrued Interest
7851.25
Local Market Value
713812.50
Local Total Cost Amount
677756.25
Local Unrealized Gain Loss
36056.25
Local Accrued Interest
7851.25
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
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: PDC ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PDC ENERGY INC
Security Description
6.125% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
700000.00
Base Market Value
710500.00
Base Total Cost
723187.50
Base Unrealized Gain Loss
-12687.50
Base Accrued Interest
12624.30
Local Market Value
710500.00
Local Total Cost Amount
723187.50
Local Unrealized Gain Loss
-12687.50
Local Accrued Interest
12624.30
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: ZIGGO SECURED FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZIGGO SECURED FINANCE BV
Security Description
5.5% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2625000.00
Base Market Value
2680781.25
Base Total Cost
2627531.24
Base Unrealized Gain Loss
53250.01
Base Accrued Interest
111501.79
Local Market Value
2680781.25
Local Total Cost Amount
2627531.24
Local Unrealized Gain Loss
53250.01
Local Accrued Interest
111501.79
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
6.75% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1535000.00
Base Market Value
1650125.00
Base Total Cost
1681900.00
Base Unrealized Gain Loss
-31775.00
Base Accrued Interest
30521.26
Local Market Value
1650125.00
Local Total Cost Amount
1681900.00
Local Unrealized Gain Loss
-31775.00
Local Accrued Interest
30521.26
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1795000.00
Base Market Value
1763587.50
Base Total Cost
1450792.42
Base Unrealized Gain Loss
312795.08
Base Accrued Interest
33905.55
Local Market Value
1763587.50
Local Total Cost Amount
1450792.42
Local Unrealized Gain Loss
312795.08
Local Accrued Interest
33905.55
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1840000.00
Base Market Value
1798600.00
Base Total Cost
1535403.90
Base Unrealized Gain Loss
263196.10
Base Accrued Interest
27088.89
Local Market Value
1798600.00
Local Total Cost Amount
1535403.90
Local Unrealized Gain Loss
263196.10
Local Accrued Interest
27088.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
5.125% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2190000.00
Base Market Value
2255700.00
Base Total Cost
2238940.59
Base Unrealized Gain Loss
16759.41
Base Accrued Interest
46777.00
Local Market Value
2255700.00
Local Total Cost Amount
2238940.59
Local Unrealized Gain Loss
16759.41
Local Accrued Interest
46777.00
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
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
5.375% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1255000.00
Base Market Value
1298925.00
Base Total Cost
1276551.22
Base Unrealized Gain Loss
22373.78
Base Accrued Interest
28118.70
Local Market Value
1298925.00
Local Total Cost Amount
1276551.22
Local Unrealized Gain Loss
22373.78
Local Accrued Interest
28118.70
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
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: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
4.375% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
775000.00
Base Market Value
773062.50
Base Total Cost
774831.25
Base Unrealized Gain Loss
-1768.75
Base Accrued Interest
4342.19
Local Market Value
773062.50
Local Total Cost Amount
774831.25
Local Unrealized Gain Loss
-1768.75
Local Accrued Interest
4342.19
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
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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