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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: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
5.875% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1385000.00
Base Market Value
1426550.00
Base Total Cost
1389047.82
Base Unrealized Gain Loss
37502.18
Base Accrued Interest
10410.18
Local Market Value
1426550.00
Local Total Cost Amount
1389047.82
Local Unrealized Gain Loss
37502.18
Local Accrued Interest
10410.18
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CNH INDUSTRIAL NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNH INDUSTRIAL NV
Security Description
4.5% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
920000.00
Base Market Value
977500.00
Base Total Cost
922550.00
Base Unrealized Gain Loss
54950.00
Base Accrued Interest
15650.00
Local Market Value
977500.00
Local Total Cost Amount
922550.00
Local Unrealized Gain Loss
54950.00
Local Accrued Interest
15650.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
6% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
675000.00
Base Market Value
710437.50
Base Total Cost
715943.02
Base Unrealized Gain Loss
-5505.52
Base Accrued Interest
10138.33
Local Market Value
710437.50
Local Total Cost Amount
715943.02
Local Unrealized Gain Loss
-5505.52
Local Accrued Interest
10138.33
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: 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
6.375% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
470000.00
Base Market Value
507303.90
Base Total Cost
510037.50
Base Unrealized Gain Loss
-2733.60
Base Accrued Interest
3943.64
Local Market Value
507303.90
Local Total Cost Amount
510037.50
Local Unrealized Gain Loss
-2733.60
Local Accrued Interest
3943.64
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.875% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
805000.00
Base Market Value
849275.00
Base Total Cost
808798.00
Base Unrealized Gain Loss
40477.00
Base Accrued Interest
3954.20
Local Market Value
849275.00
Local Total Cost Amount
808798.00
Local Unrealized Gain Loss
40477.00
Local Accrued Interest
3954.20
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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
5.875% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1160000.00
Base Market Value
1264759.60
Base Total Cost
1185918.75
Base Unrealized Gain Loss
78840.85
Base Accrued Interest
31436.15
Local Market Value
1264759.60
Local Total Cost Amount
1185918.75
Local Unrealized Gain Loss
78840.85
Local Accrued Interest
31436.15
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: BALL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BALL CORP
Security Description
4.375% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
950000.00
Base Market Value
997500.00
Base Total Cost
1002362.61
Base Unrealized Gain Loss
-4862.61
Base Accrued Interest
0
Local Market Value
997500.00
Local Total Cost Amount
1002362.61
Local Unrealized Gain Loss
-4862.61
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
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.125% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2235000.00
Base Market Value
2320198.20
Base Total Cost
2255250.00
Base Unrealized Gain Loss
64948.20
Base Accrued Interest
38192.63
Local Market Value
2320198.20
Local Total Cost Amount
2255250.00
Local Unrealized Gain Loss
64948.20
Local Accrued Interest
38192.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: RACKSPACE HOSTING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RACKSPACE HOSTING INC
Security Description
1% 03 Nov 2023
Maturity Date
2023-11-03T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1101575.00
Base Market Value
1103723.07
Base Total Cost
1096654.63
Base Unrealized Gain Loss
7068.44
Base Accrued Interest
0
Local Market Value
1103723.07
Local Total Cost Amount
1096654.63
Local Unrealized Gain Loss
7068.44
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: KFC HLD/PIZZA HUT/TACO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KFC HLD/PIZZA HUT/TACO
Security Description
4.75% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1225500.00
Base Total Cost
1200800.00
Base Unrealized Gain Loss
24700.00
Base Accrued Interest
2543.89
Local Market Value
1225500.00
Local Total Cost Amount
1200800.00
Local Unrealized Gain Loss
24700.00
Local Accrued Interest
2543.89
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
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: CENTURYLINK ESCROW LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK ESCROW LLC
Security Description
1% 31 Jan 2025
Maturity Date
2025-01-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1336594.50
Base Total Cost
1343025.00
Base Unrealized Gain Loss
-6430.50
Base Accrued Interest
0
Local Market Value
1336594.50
Local Total Cost Amount
1343025.00
Local Unrealized Gain Loss
-6430.50
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: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
6% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
2535000.00
Base Market Value
2699775.00
Base Total Cost
2573856.25
Base Unrealized Gain Loss
125918.75
Base Accrued Interest
0
Local Market Value
2699775.00
Local Total Cost Amount
2573856.25
Local Unrealized Gain Loss
125918.75
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: J2 CLOUD LLC/GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
J2 CLOUD LLC/GLOBAL INC
Security Description
6% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
1135000.00
Base Market Value
1169050.00
Base Total Cost
1147093.75
Base Unrealized Gain Loss
21956.25
Base Accrued Interest
41.21
Local Market Value
1169050.00
Local Total Cost Amount
1147093.75
Local Unrealized Gain Loss
21956.25
Local Accrued Interest
41.21
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
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: 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% 01 Aug 2027
Maturity Date
2027-08-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2055000.00
Base Market Value
2070412.50
Base Total Cost
2055000.00
Base Unrealized Gain Loss
15412.50
Base Accrued Interest
0
Local Market Value
2070412.50
Local Total Cost Amount
2055000.00
Local Unrealized Gain Loss
15412.50
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMGROUP/ROSE ROCK FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP/ROSE ROCK FIN
Security Description
5.625% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
2620000.00
Base Market Value
2489000.00
Base Total Cost
2249508.32
Base Unrealized Gain Loss
239491.68
Base Accrued Interest
18831.27
Local Market Value
2489000.00
Local Total Cost Amount
2249508.32
Local Unrealized Gain Loss
239491.68
Local Accrued Interest
18831.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TALEN ENERGY SUPPLY LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TALEN ENERGY SUPPLY LLC
Security Description
6.5% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1315000.00
Base Market Value
927075.00
Base Total Cost
1213140.91
Base Unrealized Gain Loss
-286065.91
Base Accrued Interest
7142.79
Local Market Value
927075.00
Local Total Cost Amount
1213140.91
Local Unrealized Gain Loss
-286065.91
Local Accrued Interest
7142.79
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
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: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
5.5% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1175000.00
Base Market Value
1275967.75
Base Total Cost
1224106.25
Base Unrealized Gain Loss
51861.50
Base Accrued Interest
13653.75
Local Market Value
1275967.75
Local Total Cost Amount
1224106.25
Local Unrealized Gain Loss
51861.50
Local Accrued Interest
13653.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
5.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
660000.00
Base Market Value
707916.00
Base Total Cost
695537.50
Base Unrealized Gain Loss
12378.50
Base Accrued Interest
17510.35
Local Market Value
707916.00
Local Total Cost Amount
695537.50
Local Unrealized Gain Loss
12378.50
Local Accrued Interest
17510.35
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
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: CALPINE CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORPORATION
Security Description
1% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
580805.48
Base Market Value
580337.93
Base Total Cost
583943.42
Base Unrealized Gain Loss
-3605.49
Base Accrued Interest
0
Local Market Value
580337.93
Local Total Cost Amount
583943.42
Local Unrealized Gain Loss
-3605.49
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
6.375% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
2065000.00
Base Market Value
2245955.95
Base Total Cost
2157275.00
Base Unrealized Gain Loss
88680.95
Base Accrued Interest
43893.65
Local Market Value
2245955.95
Local Total Cost Amount
2157275.00
Local Unrealized Gain Loss
88680.95
Local Accrued Interest
43893.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: USG CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
USG CORP
Security Description
COMMON STOCK USD.1
Interest Rate
0
Original Face
0
Shares Par Value
25268.00
Base Market Value
733277.36
Base Total Cost
663297.62
Base Unrealized Gain Loss
69979.74
Base Accrued Interest
0
Local Market Value
733277.36
Local Total Cost Amount
663297.62
Local Unrealized Gain Loss
69979.74
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
INDUSTRIALS
Minor Industry Name
BUILDING PRODUCTS
Moody S Quality Rating
NA
S And P Quality Rating
C
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PULTEGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PULTEGROUP INC
Security Description
4.25% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1095000.00
Base Market Value
1141537.50
Base Total Cost
1131962.50
Base Unrealized Gain Loss
9575.00
Base Accrued Interest
15538.48
Local Market Value
1141537.50
Local Total Cost Amount
1131962.50
Local Unrealized Gain Loss
9575.00
Local Accrued Interest
15538.48
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: CNH INDUSTRIAL CAPITAL L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNH INDUSTRIAL CAPITAL L
Security Description
4.875% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
810000.00
Base Market Value
860625.00
Base Total Cost
827225.00
Base Unrealized Gain Loss
33400.00
Base Accrued Interest
9882.69
Local Market Value
860625.00
Local Total Cost Amount
827225.00
Local Unrealized Gain Loss
33400.00
Local Accrued Interest
9882.69
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MDC PARTNERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MDC PARTNERS INC
Security Description
6.5% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
2010000.00
Base Market Value
2004975.00
Base Total Cost
1950381.25
Base Unrealized Gain Loss
54593.75
Base Accrued Interest
21775.01
Local Market Value
2004975.00
Local Total Cost Amount
1950381.25
Local Unrealized Gain Loss
54593.75
Local Accrued Interest
21775.01
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: ARAMARK SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARAMARK SERVICES INC
Security Description
5.125% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1265000.00
Base Market Value
1329831.25
Base Total Cost
1316762.50
Base Unrealized Gain Loss
13068.75
Base Accrued Interest
29905.80
Local Market Value
1329831.25
Local Total Cost Amount
1316762.50
Local Unrealized Gain Loss
13068.75
Local Accrued Interest
29905.80
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: COWLITZ TRIBAL GAMINGAUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COWLITZ TRIBAL GAMINGAUTHORITY
Security Description
1% 04 Dec 2021
Maturity Date
2021-12-04T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1730000.00
Base Market Value
1937600.00
Base Total Cost
1639709.44
Base Unrealized Gain Loss
297890.56
Base Accrued Interest
0
Local Market Value
1937600.00
Local Total Cost Amount
1639709.44
Local Unrealized Gain Loss
297890.56
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
5% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
750000.00
Base Market Value
800625.00
Base Total Cost
753050.00
Base Unrealized Gain Loss
47575.00
Base Accrued Interest
9386.11
Local Market Value
800625.00
Local Total Cost Amount
753050.00
Local Unrealized Gain Loss
47575.00
Local Accrued Interest
9386.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HD SUPPLY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HD SUPPLY INC
Security Description
5.75% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
805000.00
Base Market Value
855312.50
Base Total Cost
853700.00
Base Unrealized Gain Loss
1612.50
Base Accrued Interest
9784.58
Local Market Value
855312.50
Local Total Cost Amount
853700.00
Local Unrealized Gain Loss
1612.50
Local Accrued Interest
9784.58
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: SFR GROUP SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SFR GROUP SA
Security Description
7.375% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
4240000.00
Base Market Value
4600400.00
Base Total Cost
4272221.25
Base Unrealized Gain Loss
328178.75
Base Accrued Interest
144205.78
Local Market Value
4600400.00
Local Total Cost Amount
4272221.25
Local Unrealized Gain Loss
328178.75
Local Accrued Interest
144205.78
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
B+
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
5.5% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2270000.00
Base Market Value
2377825.00
Base Total Cost
2316088.86
Base Unrealized Gain Loss
61736.14
Base Accrued Interest
47189.98
Local Market Value
2377825.00
Local Total Cost Amount
2316088.86
Local Unrealized Gain Loss
61736.14
Local Accrued Interest
47189.98
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: ALTICE US FINANCE I CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE US FINANCE I CORP
Security Description
5.5% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1260000.00
Base Total Cost
1202962.50
Base Unrealized Gain Loss
57037.50
Base Accrued Interest
8447.09
Local Market Value
1260000.00
Local Total Cost Amount
1202962.50
Local Unrealized Gain Loss
57037.50
Local Accrued Interest
8447.09
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
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: NATURE S BOUNTY CO/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATURE S BOUNTY CO/THE
Security Description
7.625% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
3005000.00
Base Market Value
3192812.50
Base Total Cost
3083331.11
Base Unrealized Gain Loss
109481.39
Base Accrued Interest
29277.86
Local Market Value
3192812.50
Local Total Cost Amount
3083331.11
Local Unrealized Gain Loss
109481.39
Local Accrued Interest
29277.86
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: 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
635000.00
Base Market Value
662781.25
Base Total Cost
636800.00
Base Unrealized Gain Loss
25981.25
Base Accrued Interest
15750.23
Local Market Value
662781.25
Local Total Cost Amount
636800.00
Local Unrealized Gain Loss
25981.25
Local Accrued Interest
15750.23
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: 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
1370000.00
Base Market Value
1198750.00
Base Total Cost
1067365.00
Base Unrealized Gain Loss
131385.00
Base Accrued Interest
30809.99
Local Market Value
1198750.00
Local Total Cost Amount
1067365.00
Local Unrealized Gain Loss
131385.00
Local Accrued Interest
30809.99
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: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
11% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
11
Original Face
0
Shares Par Value
8895000.00
Base Market Value
8250112.50
Base Total Cost
8809929.64
Base Unrealized Gain Loss
-559817.14
Base Accrued Interest
288099.16
Local Market Value
8250112.50
Local Total Cost Amount
8809929.64
Local Unrealized Gain Loss
-559817.14
Local Accrued Interest
288099.16
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
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: HANESBRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HANESBRANDS INC
Security Description
4.875% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1755000.00
Base Market Value
1781325.00
Base Total Cost
1765597.70
Base Unrealized Gain Loss
15727.30
Base Accrued Interest
10943.04
Local Market Value
1781325.00
Local Total Cost Amount
1765597.70
Local Unrealized Gain Loss
15727.30
Local Accrued Interest
10943.04
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
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
6.02% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.02
Original Face
0
Shares Par Value
2380000.00
Base Market Value
2621593.80
Base Total Cost
2554883.25
Base Unrealized Gain Loss
66710.55
Base Accrued Interest
6367.81
Local Market Value
2621593.80
Local Total Cost Amount
2554883.25
Local Unrealized Gain Loss
66710.55
Local Accrued Interest
6367.81
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
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: 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
2025000.00
Base Market Value
2095875.00
Base Total Cost
2034049.54
Base Unrealized Gain Loss
61825.46
Base Accrued Interest
50200.98
Local Market Value
2095875.00
Local Total Cost Amount
2034049.54
Local Unrealized Gain Loss
61825.46
Local Accrued Interest
50200.98
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: NXP BV/NXP FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NXP BV/NXP FUNDING LLC
Security Description
4.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1160000.00
Base Market Value
1221480.00
Base Total Cost
1183100.00
Base Unrealized Gain Loss
38380.00
Base Accrued Interest
3996.67
Local Market Value
1221480.00
Local Total Cost Amount
1183100.00
Local Unrealized Gain Loss
38380.00
Local Accrued Interest
3996.67
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
OTHER YANKEE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
3235000.00
Base Market Value
3461450.00
Base Total Cost
3263200.00
Base Unrealized Gain Loss
198250.00
Base Accrued Interest
70282.57
Local Market Value
3461450.00
Local Total Cost Amount
3263200.00
Local Unrealized Gain Loss
198250.00
Local Accrued Interest
70282.57
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: IRON MOUNTAIN US HLDNGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN US HLDNGS
Security Description
5.375% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
370000.00
Base Market Value
388500.00
Base Total Cost
388006.25
Base Unrealized Gain Loss
493.75
Base Accrued Interest
1669.23
Local Market Value
388500.00
Local Total Cost Amount
388006.25
Local Unrealized Gain Loss
493.75
Local Accrued Interest
1669.23
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: MPH ACQUISITION HLDGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HLDGS LLC
Security Description
1% 07 Jun 2023
Maturity Date
2023-06-07T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
734073.42
Base Market Value
735104.79
Base Total Cost
730736.34
Base Unrealized Gain Loss
4368.45
Base Accrued Interest
0
Local Market Value
735104.79
Local Total Cost Amount
730736.34
Local Unrealized Gain Loss
4368.45
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: 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
1070000.00
Base Market Value
1140887.50
Base Total Cost
1072950.00
Base Unrealized Gain Loss
67937.50
Base Accrued Interest
6368.95
Local Market Value
1140887.50
Local Total Cost Amount
1072950.00
Local Unrealized Gain Loss
67937.50
Local Accrued Interest
6368.95
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
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
2970000.00
Base Market Value
2947725.00
Base Total Cost
3031612.50
Base Unrealized Gain Loss
-83887.50
Base Accrued Interest
8744.98
Local Market Value
2947725.00
Local Total Cost Amount
3031612.50
Local Unrealized Gain Loss
-83887.50
Local Accrued Interest
8744.98
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: OPEN TEXT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT CORP
Security Description
5.875% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1720000.00
Base Market Value
1850066.40
Base Total Cost
1723100.00
Base Unrealized Gain Loss
126966.40
Base Accrued Interest
8433.89
Local Market Value
1850066.40
Local Total Cost Amount
1723100.00
Local Unrealized Gain Loss
126966.40
Local Accrued Interest
8433.89
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
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5.25% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1120000.00
Base Market Value
1162000.00
Base Total Cost
1124980.38
Base Unrealized Gain Loss
37019.62
Base Accrued Interest
4911.66
Local Market Value
1162000.00
Local Total Cost Amount
1124980.38
Local Unrealized Gain Loss
37019.62
Local Accrued Interest
4911.66
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
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: KFC HLD/PIZZA HUT/TACO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KFC HLD/PIZZA HUT/TACO
Security Description
5.25% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1960000.00
Base Market Value
2062900.00
Base Total Cost
1990562.50
Base Unrealized Gain Loss
72337.50
Base Accrued Interest
8586.66
Local Market Value
2062900.00
Local Total Cost Amount
1990562.50
Local Unrealized Gain Loss
72337.50
Local Accrued Interest
8586.66
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
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
6.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
2120000.00
Base Market Value
1976900.00
Base Total Cost
2040125.00
Base Unrealized Gain Loss
-63225.00
Base Accrued Interest
6360.00
Local Market Value
1976900.00
Local Total Cost Amount
2040125.00
Local Unrealized Gain Loss
-63225.00
Local Accrued Interest
6360.00
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
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: TRANSDIGM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSDIGM INC
Security Description
1% 09 Jun 2023
Maturity Date
2023-06-09T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
0.01
Base Market Value
0.01
Base Total Cost
0.01
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.01
Local Total Cost Amount
0.01
Local Unrealized Gain Loss
0
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: GRAY TELEVISION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAY TELEVISION INC
Security Description
5.875% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
425000.00
Base Market Value
433500.00
Base Total Cost
437587.50
Base Unrealized Gain Loss
-4087.50
Base Accrued Interest
11526.42
Local Market Value
433500.00
Local Total Cost Amount
437587.50
Local Unrealized Gain Loss
-4087.50
Local Accrued Interest
11526.42
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
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
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