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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: XPO LOGISTICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
XPO LOGISTICS INC
Security Description
6.125% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
400000.00
Base Market Value
416500.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
16500.00
Base Accrued Interest
8166.67
Local Market Value
416500.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
16500.00
Local Accrued Interest
8166.67
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: SINCLAIR TELEVISION GROU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SINCLAIR TELEVISION GROU
Security Description
5.125% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
600000.00
Base Market Value
580500.00
Base Total Cost
571500.00
Base Unrealized Gain Loss
9000.00
Base Accrued Interest
11616.67
Local Market Value
580500.00
Local Total Cost Amount
571500.00
Local Unrealized Gain Loss
9000.00
Local Accrued Interest
11616.67
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
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: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
6.25% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
900000.00
Base Market Value
945000.00
Base Total Cost
910000.00
Base Unrealized Gain Loss
35000.00
Base Accrued Interest
21249.99
Local Market Value
945000.00
Local Total Cost Amount
910000.00
Local Unrealized Gain Loss
35000.00
Local Accrued Interest
21249.99
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
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: TALLGRASS NRG PRTNR/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TALLGRASS NRG PRTNR/FIN
Security Description
5.5% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
800000.00
Base Market Value
810000.00
Base Total Cost
800000.00
Base Unrealized Gain Loss
10000.00
Base Accrued Interest
12955.56
Local Market Value
810000.00
Local Total Cost Amount
800000.00
Local Unrealized Gain Loss
10000.00
Local Accrued Interest
12955.56
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
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: SUNOCO LP/FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUNOCO LP/FINANCE CORP
Security Description
6.25% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1410750.00
Base Total Cost
1348437.50
Base Unrealized Gain Loss
62312.50
Base Accrued Interest
17812.50
Local Market Value
1410750.00
Local Total Cost Amount
1348437.50
Local Unrealized Gain Loss
62312.50
Local Accrued Interest
17812.50
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
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: GRAY TELEVISION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRAY TELEVISION INC
Security Description
5.125% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1414000.00
Base Total Cost
1384812.50
Base Unrealized Gain Loss
29187.50
Base Accrued Interest
15147.21
Local Market Value
1414000.00
Local Total Cost Amount
1384812.50
Local Unrealized Gain Loss
29187.50
Local Accrued Interest
15147.21
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
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: 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
1500000.00
Base Market Value
1631445.00
Base Total Cost
1500000.00
Base Unrealized Gain Loss
131445.00
Base Accrued Interest
31875.00
Local Market Value
1631445.00
Local Total Cost Amount
1500000.00
Local Unrealized Gain Loss
131445.00
Local Accrued Interest
31875.00
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
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: INFOR US INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INFOR US INC
Security Description
6.5% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1450000.00
Base Market Value
1500750.00
Base Total Cost
1473250.00
Base Unrealized Gain Loss
27500.00
Base Accrued Interest
12043.06
Local Market Value
1500750.00
Local Total Cost Amount
1473250.00
Local Unrealized Gain Loss
27500.00
Local Accrued Interest
12043.06
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
INDUSTRIAL
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: AVIS BUDGET CAR/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIS BUDGET CAR/FINANCE
Security Description
6.375% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
550000.00
Base Market Value
548625.00
Base Total Cost
540343.75
Base Unrealized Gain Loss
8281.25
Base Accrued Interest
8765.63
Local Market Value
548625.00
Local Total Cost Amount
540343.75
Local Unrealized Gain Loss
8281.25
Local Accrued Interest
8765.63
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: 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
350000.00
Base Market Value
349125.00
Base Total Cost
350000.00
Base Unrealized Gain Loss
-875.00
Base Accrued Interest
3791.67
Local Market Value
349125.00
Local Total Cost Amount
350000.00
Local Unrealized Gain Loss
-875.00
Local Accrued Interest
3791.67
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.5% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
275000.00
Base Market Value
291500.00
Base Total Cost
274884.50
Base Unrealized Gain Loss
16615.50
Base Accrued Interest
5660.41
Local Market Value
291500.00
Local Total Cost Amount
274884.50
Local Unrealized Gain Loss
16615.50
Local Accrued Interest
5660.41
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COMMSCOPE TECH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMSCOPE TECH LLC
Security Description
5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
865000.00
Base Market Value
862837.50
Base Total Cost
865000.00
Base Unrealized Gain Loss
-2162.50
Base Accrued Interest
12975.00
Local Market Value
862837.50
Local Total Cost Amount
865000.00
Local Unrealized Gain Loss
-2162.50
Local Accrued Interest
12975.00
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: CYRUSONE LP/CYRUSONE FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CYRUSONE LP/CYRUSONE FIN
Security Description
5.375% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
185000.00
Base Market Value
192631.25
Base Total Cost
185000.00
Base Unrealized Gain Loss
7631.25
Base Accrued Interest
2872.64
Local Market Value
192631.25
Local Total Cost Amount
185000.00
Local Unrealized Gain Loss
7631.25
Local Accrued Interest
2872.64
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
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: CYRUSONE LP/CYRUSONE FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CYRUSONE LP/CYRUSONE FIN
Security Description
5% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
280000.00
Base Market Value
288400.00
Base Total Cost
280000.00
Base Unrealized Gain Loss
8400.00
Base Accrued Interest
4044.44
Local Market Value
288400.00
Local Total Cost Amount
280000.00
Local Unrealized Gain Loss
8400.00
Local Accrued Interest
4044.44
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: 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
1175000.00
Base Market Value
1213011.25
Base Total Cost
1182000.00
Base Unrealized Gain Loss
31011.25
Base Accrued Interest
21419.27
Local Market Value
1213011.25
Local Total Cost Amount
1182000.00
Local Unrealized Gain Loss
31011.25
Local Accrued Interest
21419.27
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
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SONIC AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SONIC AUTOMOTIVE INC
Security Description
6.125% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
325000.00
Base Market Value
323375.00
Base Total Cost
325000.00
Base Unrealized Gain Loss
-1625.00
Base Accrued Interest
6137.76
Local Market Value
323375.00
Local Total Cost Amount
325000.00
Local Unrealized Gain Loss
-1625.00
Local Accrued Interest
6137.76
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: UNIVAR USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVAR USA INC
Security Description
6.75% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
250000.00
Base Market Value
260625.00
Base Total Cost
259375.00
Base Unrealized Gain Loss
1250.00
Base Accrued Interest
7781.25
Local Market Value
260625.00
Local Total Cost Amount
259375.00
Local Unrealized Gain Loss
1250.00
Local Accrued Interest
7781.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
6.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
700000.00
Base Market Value
642250.00
Base Total Cost
670906.25
Base Unrealized Gain Loss
-28656.25
Base Accrued Interest
10937.50
Local Market Value
642250.00
Local Total Cost Amount
670906.25
Local Unrealized Gain Loss
-28656.25
Local Accrued Interest
10937.50
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
ELECTRIC/GAS
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: GENESIS ENERGY LP/GENESI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENESIS ENERGY LP/GENESI
Security Description
6.75% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
575000.00
Base Market Value
576437.50
Base Total Cost
561062.50
Base Unrealized Gain Loss
15375.00
Base Accrued Interest
16171.88
Local Market Value
576437.50
Local Total Cost Amount
561062.50
Local Unrealized Gain Loss
15375.00
Local Accrued Interest
16171.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: WPX ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WPX ENERGY INC
Security Description
7.5% 01 Aug 2020
Maturity Date
2020-08-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
100000.00
Base Market Value
105000.00
Base Total Cost
97750.00
Base Unrealized Gain Loss
7250.00
Base Accrued Interest
3125.00
Local Market Value
105000.00
Local Total Cost Amount
97750.00
Local Unrealized Gain Loss
7250.00
Local Accrued Interest
3125.00
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: WPX ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WPX ENERGY INC
Security Description
8.25% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
350000.00
Base Market Value
379750.00
Base Total Cost
334500.00
Base Unrealized Gain Loss
45250.00
Base Accrued Interest
12031.25
Local Market Value
379750.00
Local Total Cost Amount
334500.00
Local Unrealized Gain Loss
45250.00
Local Accrued Interest
12031.25
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
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: JAGUAR HL / PPDI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR HL / PPDI
Security Description
6.375% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1053750.00
Base Total Cost
1047435.90
Base Unrealized Gain Loss
6314.10
Base Accrued Interest
26562.50
Local Market Value
1053750.00
Local Total Cost Amount
1047435.90
Local Unrealized Gain Loss
6314.10
Local Accrued Interest
26562.50
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
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: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
5.375% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2090000.00
Base Total Cost
1997500.00
Base Unrealized Gain Loss
92500.00
Base Accrued Interest
40611.11
Local Market Value
2090000.00
Local Total Cost Amount
1997500.00
Local Unrealized Gain Loss
92500.00
Local Accrued Interest
40611.11
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
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 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
425000.00
Base Market Value
415437.50
Base Total Cost
393125.00
Base Unrealized Gain Loss
22312.50
Base Accrued Interest
6256.94
Local Market Value
415437.50
Local Total Cost Amount
393125.00
Local Unrealized Gain Loss
22312.50
Local Accrued Interest
6256.94
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
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: AMN HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMN HEALTHCARE INC
Security Description
5.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
350000.00
Base Market Value
354375.00
Base Total Cost
350000.00
Base Unrealized Gain Loss
4375.00
Base Accrued Interest
4484.37
Local Market Value
354375.00
Local Total Cost Amount
350000.00
Local Unrealized Gain Loss
4375.00
Local Accrued Interest
4484.37
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: VISTA OUTDOOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VISTA OUTDOOR INC
Security Description
5.875% 01 Oct 2023
Maturity Date
2023-10-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
550000.00
Base Market Value
565125.00
Base Total Cost
537625.00
Base Unrealized Gain Loss
27500.00
Base Accrued Interest
8078.12
Local Market Value
565125.00
Local Total Cost Amount
537625.00
Local Unrealized Gain Loss
27500.00
Local Accrued Interest
8078.12
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
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: GULFPORT ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFPORT ENERGY CORP
Security Description
6% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
375000.00
Base Market Value
364687.50
Base Total Cost
375000.00
Base Unrealized Gain Loss
-10312.50
Base Accrued Interest
4750.00
Local Market Value
364687.50
Local Total Cost Amount
375000.00
Local Unrealized Gain Loss
-10312.50
Local Accrued Interest
4750.00
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
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: CBS RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CBS RADIO INC
Security Description
7.25% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
600000.00
Base Market Value
618000.00
Base Total Cost
613000.00
Base Unrealized Gain Loss
5000.00
Base Accrued Interest
7250.00
Local Market Value
618000.00
Local Total Cost Amount
613000.00
Local Unrealized Gain Loss
5000.00
Local Accrued Interest
7250.00
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: LIONS GATE ENTERTAINMENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIONS GATE ENTERTAINMENT
Security Description
5.875% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
225000.00
Base Market Value
236812.50
Base Total Cost
225000.00
Base Unrealized Gain Loss
11812.50
Base Accrued Interest
2203.13
Local Market Value
236812.50
Local Total Cost Amount
225000.00
Local Unrealized Gain Loss
11812.50
Local Accrued Interest
2203.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B2
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
7.5% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
925000.00
Base Market Value
912281.25
Base Total Cost
925000.00
Base Unrealized Gain Loss
-12718.75
Base Accrued Interest
11562.50
Local Market Value
912281.25
Local Total Cost Amount
925000.00
Local Unrealized Gain Loss
-12718.75
Local Accrued Interest
11562.50
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
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: ALLIANCE DATA SYSTEMS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLIANCE DATA SYSTEMS CO
Security Description
5.875% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1035000.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
35000.00
Base Accrued Interest
9791.67
Local Market Value
1035000.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
35000.00
Local Accrued Interest
9791.67
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNITED RENTALS NORTH AM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED RENTALS NORTH AM
Security Description
5.5% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
257500.00
Base Total Cost
253437.50
Base Unrealized Gain Loss
4062.50
Base Accrued Interest
5194.44
Local Market Value
257500.00
Local Total Cost Amount
253437.50
Local Unrealized Gain Loss
4062.50
Local Accrued Interest
5194.44
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.75% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1100000.00
Base Market Value
1130250.00
Base Total Cost
1100000.00
Base Unrealized Gain Loss
30250.00
Base Accrued Interest
33672.22
Local Market Value
1130250.00
Local Total Cost Amount
1100000.00
Local Unrealized Gain Loss
30250.00
Local Accrued Interest
33672.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ADVANCED DISPOSAL SRVCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED DISPOSAL SRVCES
Security Description
5.625% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
675000.00
Base Market Value
695250.00
Base Total Cost
675000.00
Base Unrealized Gain Loss
20250.00
Base Accrued Interest
4851.56
Local Market Value
695250.00
Local Total Cost Amount
675000.00
Local Unrealized Gain Loss
20250.00
Local Accrued Interest
4851.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: STERIGENICS NORDION TOPC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STERIGENICS NORDION TOPC
Security Description
8.125% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
1025000.00
Base Market Value
1050625.00
Base Total Cost
1025000.00
Base Unrealized Gain Loss
25625.00
Base Accrued Interest
13880.21
Local Market Value
1050625.00
Local Total Cost Amount
1025000.00
Local Unrealized Gain Loss
25625.00
Local Accrued Interest
13880.21
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
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: ADS WASTE HLDGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADS WASTE HLDGS INC
Security Description
1% 10 Nov 2023
Maturity Date
2023-11-10T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1261126.30
Base Market Value
1267097.73
Base Total Cost
1261137.22
Base Unrealized Gain Loss
5960.51
Base Accrued Interest
0
Local Market Value
1267097.73
Local Total Cost Amount
1261137.22
Local Unrealized Gain Loss
5960.51
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 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
600000.00
Base Market Value
624750.00
Base Total Cost
600000.00
Base Unrealized Gain Loss
24750.00
Base Accrued Interest
10000.00
Local Market Value
624750.00
Local Total Cost Amount
600000.00
Local Unrealized Gain Loss
24750.00
Local Accrued Interest
10000.00
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
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: RSI HOME PRODUCTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RSI HOME PRODUCTS INC
Security Description
6.5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1700000.00
Base Market Value
1789250.00
Base Total Cost
1700000.00
Base Unrealized Gain Loss
89250.00
Base Accrued Interest
32536.11
Local Market Value
1789250.00
Local Total Cost Amount
1700000.00
Local Unrealized Gain Loss
89250.00
Local Accrued Interest
32536.11
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
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: PLATFORM SPECIALTY PROD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLATFORM SPECIALTY PROD
Security Description
6.5% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1900000.00
Base Market Value
1961750.00
Base Total Cost
1835753.75
Base Unrealized Gain Loss
125996.25
Base Accrued Interest
51458.33
Local Market Value
1961750.00
Local Total Cost Amount
1835753.75
Local Unrealized Gain Loss
125996.25
Local Accrued Interest
51458.33
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
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: TRONOX FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRONOX FINANCE LLC
Security Description
7.5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
600000.00
Base Market Value
618000.00
Base Total Cost
571027.50
Base Unrealized Gain Loss
46972.50
Base Accrued Interest
13250.00
Local Market Value
618000.00
Local Total Cost Amount
571027.50
Local Unrealized Gain Loss
46972.50
Local Accrued Interest
13250.00
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
FINANCE
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SHEA HOMES LP/FNDG CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHEA HOMES LP/FNDG CP
Security Description
6.125% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
695000.00
Base Market Value
717587.50
Base Total Cost
676756.26
Base Unrealized Gain Loss
40831.24
Base Accrued Interest
10642.19
Local Market Value
717587.50
Local Total Cost Amount
676756.26
Local Unrealized Gain Loss
40831.24
Local Accrued Interest
10642.19
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
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.375% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
815000.00
Base Market Value
787493.75
Base Total Cost
777574.99
Base Unrealized Gain Loss
9918.76
Base Accrued Interest
13022.44
Local Market Value
787493.75
Local Total Cost Amount
777574.99
Local Unrealized Gain Loss
9918.76
Local Accrued Interest
13022.44
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
1500000.00
Base Market Value
1472820.00
Base Total Cost
1533750.00
Base Unrealized Gain Loss
-60930.00
Base Accrued Interest
37422.05
Local Market Value
1472820.00
Local Total Cost Amount
1533750.00
Local Unrealized Gain Loss
-60930.00
Local Accrued Interest
37422.05
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.875% 25 Mar 2021
Maturity Date
2021-03-25T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1100000.00
Base Market Value
1161875.00
Base Total Cost
1093169.00
Base Unrealized Gain Loss
68706.00
Base Accrued Interest
17233.33
Local Market Value
1161875.00
Local Total Cost Amount
1093169.00
Local Unrealized Gain Loss
68706.00
Local Accrued Interest
17233.33
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.625% 30 Mar 2025
Maturity Date
2025-03-30T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
500000.00
Base Market Value
512090.00
Base Total Cost
485626.25
Base Unrealized Gain Loss
26463.75
Base Accrued Interest
5845.49
Local Market Value
512090.00
Local Total Cost Amount
485626.25
Local Unrealized Gain Loss
26463.75
Local Accrued Interest
5845.49
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
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: DAYTON SUPERIOR CORP RESTR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAYTON SUPERIOR CORP RESTR
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
1794.00
Base Market Value
0.00
Base Total Cost
0.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.00
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
693656.25
Base Unrealized Gain Loss
38718.75
Base Accrued Interest
17349.31
Local Market Value
732375.00
Local Total Cost Amount
693656.25
Local Unrealized Gain Loss
38718.75
Local Accrued Interest
17349.31
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
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: AES CORP/VA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/VA
Security Description
5.5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1569375.00
Base Total Cost
1487500.00
Base Unrealized Gain Loss
81875.00
Base Accrued Interest
17416.66
Local Market Value
1569375.00
Local Total Cost Amount
1487500.00
Local Unrealized Gain Loss
81875.00
Local Accrued Interest
17416.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: 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 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
500000.00
Base Market Value
525000.00
Base Total Cost
500000.00
Base Unrealized Gain Loss
25000.00
Base Accrued Interest
4270.83
Local Market Value
525000.00
Local Total Cost Amount
500000.00
Local Unrealized Gain Loss
25000.00
Local Accrued Interest
4270.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
5.375% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1125000.00
Base Market Value
1198125.00
Base Total Cost
1100625.00
Base Unrealized Gain Loss
97500.00
Base Accrued Interest
10078.12
Local Market Value
1198125.00
Local Total Cost Amount
1100625.00
Local Unrealized Gain Loss
97500.00
Local Accrued Interest
10078.12
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
TELEPHONE
Moody S Quality Rating
B1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
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