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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: GRIFFON CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRIFFON CORPORATION
Security Description
5.25% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
4790000.00
Base Market Value
4879812.50
Base Total Cost
4715102.25
Base Unrealized Gain Loss
164710.25
Base Accrued Interest
83825.00
Local Market Value
4879812.50
Local Total Cost Amount
4715102.25
Local Unrealized Gain Loss
164710.25
Local Accrued Interest
83825.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WIND ACQUISITION FIN SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WIND ACQUISITION FIN SA
Security Description
4.75% 15 Jul 2020
Maturity Date
2020-07-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1415000.00
Base Market Value
1429857.50
Base Total Cost
1412387.50
Base Unrealized Gain Loss
17470.00
Base Accrued Interest
30992.42
Local Market Value
1429857.50
Local Total Cost Amount
1412387.50
Local Unrealized Gain Loss
17470.00
Local Accrued Interest
30992.42
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.75% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
3795000.00
Base Market Value
3557812.50
Base Total Cost
3789276.93
Base Unrealized Gain Loss
-231464.43
Base Accrued Interest
46067.06
Local Market Value
3557812.50
Local Total Cost Amount
3789276.93
Local Unrealized Gain Loss
-231464.43
Local Accrued Interest
46067.06
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: SINCLAIR TELEVISION GROU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SINCLAIR TELEVISION GROU
Security Description
5.625% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
4245000.00
Base Market Value
4356431.25
Base Total Cost
4329462.50
Base Unrealized Gain Loss
26968.75
Base Accrued Interest
99492.23
Local Market Value
4356431.25
Local Total Cost Amount
4329462.50
Local Unrealized Gain Loss
26968.75
Local Accrued Interest
99492.23
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
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: OASIS PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OASIS PETROLEUM INC
Security Description
6.875% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
4300000.00
Base Market Value
4171000.00
Base Total Cost
4176793.75
Base Unrealized Gain Loss
-5793.75
Base Accrued Interest
87045.12
Local Market Value
4171000.00
Local Total Cost Amount
4176793.75
Local Unrealized Gain Loss
-5793.75
Local Accrued Interest
87045.12
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.9% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
3355000.00
Base Market Value
2801425.00
Base Total Cost
2778547.31
Base Unrealized Gain Loss
22877.69
Base Accrued Interest
13699.59
Local Market Value
2801425.00
Local Total Cost Amount
2778547.31
Local Unrealized Gain Loss
22877.69
Local Accrued Interest
13699.59
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: VIRGIN MEDIA FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA FINANCE PLC
Security Description
6% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
3505000.00
Base Market Value
3715300.00
Base Total Cost
3535550.00
Base Unrealized Gain Loss
179750.00
Base Accrued Interest
44396.66
Local Market Value
3715300.00
Local Total Cost Amount
3535550.00
Local Unrealized Gain Loss
179750.00
Local Accrued Interest
44396.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: 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
3025000.00
Base Market Value
3093062.50
Base Total Cost
3025000.00
Base Unrealized Gain Loss
68062.50
Base Accrued Interest
62443.14
Local Market Value
3093062.50
Local Total Cost Amount
3025000.00
Local Unrealized Gain Loss
68062.50
Local Accrued Interest
62443.14
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: JACOBS ENTERTAINMENT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JACOBS ENTERTAINMENT INC
Security Description
7.875% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
3395000.00
Base Market Value
3683575.00
Base Total Cost
3475975.00
Base Unrealized Gain Loss
207600.00
Base Accrued Interest
106942.50
Local Market Value
3683575.00
Local Total Cost Amount
3475975.00
Local Unrealized Gain Loss
207600.00
Local Accrued Interest
106942.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: EP ENER/EVEREST ACQ FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EP ENER/EVEREST ACQ FIN
Security Description
8% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
2125000.00
Base Market Value
1583125.00
Base Total Cost
2124237.50
Base Unrealized Gain Loss
-541112.50
Base Accrued Interest
68472.22
Local Market Value
1583125.00
Local Total Cost Amount
2124237.50
Local Unrealized Gain Loss
-541112.50
Local Accrued Interest
68472.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
2590000.00
Base Market Value
2670937.50
Base Total Cost
2594268.75
Base Unrealized Gain Loss
76668.75
Base Accrued Interest
54210.14
Local Market Value
2670937.50
Local Total Cost Amount
2594268.75
Local Unrealized Gain Loss
76668.75
Local Accrued Interest
54210.14
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
1805000.00
Base Market Value
1889040.80
Base Total Cost
1822450.17
Base Unrealized Gain Loss
66590.63
Base Accrued Interest
35598.61
Local Market Value
1889040.80
Local Total Cost Amount
1822450.17
Local Unrealized Gain Loss
66590.63
Local Accrued Interest
35598.61
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
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
6.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
2845000.00
Base Market Value
3051262.50
Base Total Cost
2929687.50
Base Unrealized Gain Loss
121575.00
Base Accrued Interest
73347.62
Local Market Value
3051262.50
Local Total Cost Amount
2929687.50
Local Unrealized Gain Loss
121575.00
Local Accrued Interest
73347.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
COMMUNICATIONS EQUIPMENT
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.25% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1135000.00
Base Market Value
1177687.35
Base Total Cost
1135675.00
Base Unrealized Gain Loss
42012.35
Base Accrued Interest
12579.58
Local Market Value
1177687.35
Local Total Cost Amount
1135675.00
Local Unrealized Gain Loss
42012.35
Local Accrued Interest
12579.58
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
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: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
5.875% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
3190000.00
Base Market Value
3094300.00
Base Total Cost
3203875.00
Base Unrealized Gain Loss
-109575.00
Base Accrued Interest
0
Local Market Value
3094300.00
Local Total Cost Amount
3203875.00
Local Unrealized Gain Loss
-109575.00
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.25% 31 Mar 2023
Maturity Date
2023-03-31T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
4635000.00
Base Market Value
4784942.25
Base Total Cost
4677206.25
Base Unrealized Gain Loss
107736.00
Base Accrued Interest
84492.17
Local Market Value
4784942.25
Local Total Cost Amount
4677206.25
Local Unrealized Gain Loss
107736.00
Local Accrued Interest
84492.17
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: COTT HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COTT HOLDINGS INC
Security Description
5.5% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2810000.00
Base Market Value
2866200.00
Base Total Cost
2810000.00
Base Unrealized Gain Loss
56200.00
Base Accrued Interest
42501.25
Local Market Value
2866200.00
Local Total Cost Amount
2810000.00
Local Unrealized Gain Loss
56200.00
Local Accrued Interest
42501.25
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: AMERICAN AXLE + MFG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN AXLE + MFG INC
Security Description
6.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1140000.00
Base Market Value
1111500.00
Base Total Cost
1140000.00
Base Unrealized Gain Loss
-28500.00
Base Accrued Interest
19395.83
Local Market Value
1111500.00
Local Total Cost Amount
1140000.00
Local Unrealized Gain Loss
-28500.00
Local Accrued Interest
19395.83
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
AUTO COMPONENTS
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
6.5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
2050000.00
Base Market Value
2149937.50
Base Total Cost
2065468.75
Base Unrealized Gain Loss
84468.75
Base Accrued Interest
37013.89
Local Market Value
2149937.50
Local Total Cost Amount
2065468.75
Local Unrealized Gain Loss
84468.75
Local Accrued Interest
37013.89
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
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
5.375% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2810000.00
Base Market Value
3013725.00
Base Total Cost
2824437.50
Base Unrealized Gain Loss
189287.50
Base Accrued Interest
44052.60
Local Market Value
3013725.00
Local Total Cost Amount
2824437.50
Local Unrealized Gain Loss
189287.50
Local Accrued Interest
44052.60
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
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: FRANCE • Security Name: ALBEA BEAUTY HOLDINGS S.A
Local Currency Code
USD
Trade Country Name
FRANCE
Security Name
ALBEA BEAUTY HOLDINGS S.A
Security Description
1% 09 Mar 2024
Maturity Date
2024-03-09T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2685000.00
Base Market Value
2675763.60
Base Total Cost
2671575.00
Base Unrealized Gain Loss
4188.60
Base Accrued Interest
0
Local Market Value
2675763.60
Local Total Cost Amount
2671575.00
Local Unrealized Gain Loss
4188.60
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: ELDORADO RESORTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELDORADO RESORTS INC
Security Description
6% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
2070000.00
Base Market Value
2194200.00
Base Total Cost
2094312.50
Base Unrealized Gain Loss
99887.50
Base Accrued Interest
31739.99
Local Market Value
2194200.00
Local Total Cost Amount
2094312.50
Local Unrealized Gain Loss
99887.50
Local Accrued Interest
31739.99
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
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CORTES NP ACQUISITION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORTES NP ACQUISITION CORP
Security Description
1% 30 Nov 2023
Maturity Date
2023-11-30T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2438534.48
Base Market Value
2452251.24
Base Total Cost
2438534.48
Base Unrealized Gain Loss
13716.76
Base Accrued Interest
0
Local Market Value
2452251.24
Local Total Cost Amount
2438534.48
Local Unrealized Gain Loss
13716.76
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: LIGHTSTONE GENERATION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIGHTSTONE GENERATION LLC
Security Description
1% 30 Jan 2024
Maturity Date
2024-01-30T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2446402.17
Base Market Value
2389131.90
Base Total Cost
2446402.17
Base Unrealized Gain Loss
-57270.27
Base Accrued Interest
0
Local Market Value
2389131.90
Local Total Cost Amount
2446402.17
Local Unrealized Gain Loss
-57270.27
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: LIGHTSTONE GENERATION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIGHTSTONE GENERATION LLC
Security Description
1% 30 Jan 2024
Maturity Date
2024-01-30T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
151304.35
Base Market Value
147762.32
Base Total Cost
151304.35
Base Unrealized Gain Loss
-3542.03
Base Accrued Interest
0
Local Market Value
147762.32
Local Total Cost Amount
151304.35
Local Unrealized Gain Loss
-3542.03
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: GATES GLOBAL LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GATES GLOBAL LLC
Security Description
1% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2275678.90
Base Market Value
2278398.34
Base Total Cost
2275678.90
Base Unrealized Gain Loss
2719.44
Base Accrued Interest
0
Local Market Value
2278398.34
Local Total Cost Amount
2275678.90
Local Unrealized Gain Loss
2719.44
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
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: JAPANESE YEN
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
JAPANESE YEN
Interest Rate
0
Original Face
0
Shares Par Value
10348630
Base Market Value
96051.88
Base Total Cost
95899.07
Base Unrealized Gain Loss
152.81
Base Accrued Interest
0
Local Market Value
10348630
Local Total Cost Amount
10348630
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHOBANI LLC/FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHOBANI LLC/FINANCE CORP
Security Description
7.5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
3550000.00
Base Market Value
3749687.50
Base Total Cost
3558375.00
Base Unrealized Gain Loss
191312.50
Base Accrued Interest
57687.50
Local Market Value
3749687.50
Local Total Cost Amount
3558375.00
Local Unrealized Gain Loss
191312.50
Local Accrued Interest
57687.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: PARK OHIO INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARK OHIO INDUSTRIES INC
Security Description
6.625% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
3100000.00
Base Market Value
3255000.00
Base Total Cost
3155275.00
Base Unrealized Gain Loss
99725.00
Base Accrued Interest
42215.96
Local Market Value
3255000.00
Local Total Cost Amount
3155275.00
Local Unrealized Gain Loss
99725.00
Local Accrued Interest
42215.96
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
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: ULTRA RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ULTRA RESOURCES INC
Security Description
6.875% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1555000.00
Base Market Value
1543337.50
Base Total Cost
1568039.32
Base Unrealized Gain Loss
-24701.82
Base Accrued Interest
23459.99
Local Market Value
1543337.50
Local Total Cost Amount
1568039.32
Local Unrealized Gain Loss
-24701.82
Local Accrued Interest
23459.99
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
ELECTRIC/GAS
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HUGHES SATELLITE SYSTEMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUGHES SATELLITE SYSTEMS
Security Description
6.625% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
2095000.00
Base Market Value
2252125.00
Base Total Cost
2169437.50
Base Unrealized Gain Loss
82687.50
Base Accrued Interest
57830.72
Local Market Value
2252125.00
Local Total Cost Amount
2169437.50
Local Unrealized Gain Loss
82687.50
Local Accrued Interest
57830.72
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MURPHY OIL USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL USA INC
Security Description
5.625% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1680000.00
Base Market Value
1747200.00
Base Total Cost
1690743.75
Base Unrealized Gain Loss
56456.25
Base Accrued Interest
17325.00
Local Market Value
1747200.00
Local Total Cost Amount
1690743.75
Local Unrealized Gain Loss
56456.25
Local Accrued Interest
17325.00
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
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: EW SCRIPPS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EW SCRIPPS CO
Security Description
5.125% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
4540000.00
Base Market Value
4676200.00
Base Total Cost
4605256.25
Base Unrealized Gain Loss
70943.75
Base Accrued Interest
40718.11
Local Market Value
4676200.00
Local Total Cost Amount
4605256.25
Local Unrealized Gain Loss
70943.75
Local Accrued Interest
40718.11
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
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: CALLON PETROLEUM CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALLON PETROLEUM CO
Security Description
6.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1735000.00
Base Market Value
1765362.50
Base Total Cost
1753278.13
Base Unrealized Gain Loss
12084.37
Base Accrued Interest
26567.18
Local Market Value
1765362.50
Local Total Cost Amount
1753278.13
Local Unrealized Gain Loss
12084.37
Local Accrued Interest
26567.18
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: CALLON PETROLEUM CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALLON PETROLEUM CO
Security Description
6.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
725000.00
Base Market Value
737687.50
Base Total Cost
754906.25
Base Unrealized Gain Loss
-17218.75
Base Accrued Interest
11101.56
Local Market Value
737687.50
Local Total Cost Amount
754906.25
Local Unrealized Gain Loss
-17218.75
Local Accrued Interest
11101.56
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
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: COEUR MINING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COEUR MINING INC
Security Description
5.875% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2125000.00
Base Market Value
2061250.00
Base Total Cost
2123775.00
Base Unrealized Gain Loss
-62525.00
Base Accrued Interest
10403.63
Local Market Value
2061250.00
Local Total Cost Amount
2123775.00
Local Unrealized Gain Loss
-62525.00
Local Accrued Interest
10403.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AECOM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AECOM
Security Description
5.125% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1830000.00
Base Market Value
1836862.50
Base Total Cost
1830000.00
Base Unrealized Gain Loss
6862.50
Base Accrued Interest
33867.71
Local Market Value
1836862.50
Local Total Cost Amount
1830000.00
Local Unrealized Gain Loss
6862.50
Local Accrued Interest
33867.71
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
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
4.625% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1501875.00
Base Total Cost
1500000.00
Base Unrealized Gain Loss
1875.00
Base Accrued Interest
3276.04
Local Market Value
1501875.00
Local Total Cost Amount
1500000.00
Local Unrealized Gain Loss
1875.00
Local Accrued Interest
3276.04
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
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: THC ESCROW CORP III
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
THC ESCROW CORP III
Security Description
4.625% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
2790000.00
Base Market Value
2797533.00
Base Total Cost
2793393.75
Base Unrealized Gain Loss
4139.25
Base Accrued Interest
9222.50
Local Market Value
2797533.00
Local Total Cost Amount
2793393.75
Local Unrealized Gain Loss
4139.25
Local Accrued Interest
9222.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
5.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2570000.00
Base Market Value
2579637.50
Base Total Cost
2572425.00
Base Unrealized Gain Loss
7212.50
Base Accrued Interest
6219.75
Local Market Value
2579637.50
Local Total Cost Amount
2572425.00
Local Unrealized Gain Loss
7212.50
Local Accrued Interest
6219.75
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
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: 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
1770000.00
Base Market Value
1783275.00
Base Total Cost
1770000.00
Base Unrealized Gain Loss
13275.00
Base Accrued Interest
0
Local Market Value
1783275.00
Local Total Cost Amount
1770000.00
Local Unrealized Gain Loss
13275.00
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
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COMMERCIAL METALS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMERCIAL METALS CO
Security Description
5.375% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
875000.00
Base Market Value
891406.25
Base Total Cost
875000.00
Base Unrealized Gain Loss
16406.25
Base Accrued Interest
0
Local Market Value
891406.25
Local Total Cost Amount
875000.00
Local Unrealized Gain Loss
16406.25
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
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
1.12176
Original Face
0
Shares Par Value
13108918.62
Base Market Value
13108918.62
Base Total Cost
13108918.62
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
13108918.62
Local Total Cost Amount
13108918.62
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIEBOLD NIXDORF INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIEBOLD NIXDORF INC
Security Description
8.5% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
1930000.00
Base Market Value
2159380.50
Base Total Cost
1938618.75
Base Unrealized Gain Loss
220761.75
Base Accrued Interest
34632.78
Local Market Value
2159380.50
Local Total Cost Amount
1938618.75
Local Unrealized Gain Loss
220761.75
Local Accrued Interest
34632.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ROWAN COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROWAN COMPANIES INC
Security Description
7.375% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
4705000.00
Base Market Value
4387412.50
Base Total Cost
4735081.25
Base Unrealized Gain Loss
-347668.75
Base Accrued Interest
15421.95
Local Market Value
4387412.50
Local Total Cost Amount
4735081.25
Local Unrealized Gain Loss
-347668.75
Local Accrued Interest
15421.95
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
5.625% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
2330000.00
Base Market Value
2487275.00
Base Total Cost
2325771.70
Base Unrealized Gain Loss
161503.30
Base Accrued Interest
5825.00
Local Market Value
2487275.00
Local Total Cost Amount
2325771.70
Local Unrealized Gain Loss
161503.30
Local Accrued Interest
5825.00
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RSP PERMIAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RSP PERMIAN INC
Security Description
5.25% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1795000.00
Base Market Value
1797243.75
Base Total Cost
1812325.00
Base Unrealized Gain Loss
-15081.25
Base Accrued Interest
48165.83
Local Market Value
1797243.75
Local Total Cost Amount
1812325.00
Local Unrealized Gain Loss
-15081.25
Local Accrued Interest
48165.83
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
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: BOYD GAMING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOYD GAMING CORP
Security Description
6.375% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1600000.00
Base Market Value
1730000.00
Base Total Cost
1636112.50
Base Unrealized Gain Loss
93887.50
Base Accrued Interest
25500.00
Local Market Value
1730000.00
Local Total Cost Amount
1636112.50
Local Unrealized Gain Loss
93887.50
Local Accrued Interest
25500.00
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: FLEX ACQUISITION CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEX ACQUISITION CO INC
Security Description
1% 29 Dec 2023
Maturity Date
2023-12-29T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2325000.00
Base Market Value
2334207.00
Base Total Cost
2344575.00
Base Unrealized Gain Loss
-10368.00
Base Accrued Interest
0
Local Market Value
2334207.00
Local Total Cost Amount
2344575.00
Local Unrealized Gain Loss
-10368.00
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: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
10.5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
2710000.00
Base Market Value
3196932.80
Base Total Cost
2702680.95
Base Unrealized Gain Loss
494251.85
Base Accrued Interest
71137.50
Local Market Value
3196932.80
Local Total Cost Amount
2702680.95
Local Unrealized Gain Loss
494251.85
Local Accrued Interest
71137.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
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