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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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.25% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1630000.00
Base Market Value
1672787.50
Base Total Cost
1627244.72
Base Unrealized Gain Loss
45542.78
Base Accrued Interest
46975.69
Local Market Value
1672787.50
Local Total Cost Amount
1627244.72
Local Unrealized Gain Loss
45542.78
Local Accrued Interest
46975.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FRESENIUS MED CARE II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRESENIUS MED CARE II
Security Description
4.75% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
690000.00
Base Market Value
724500.00
Base Total Cost
697425.00
Base Unrealized Gain Loss
27075.00
Base Accrued Interest
6929.72
Local Market Value
724500.00
Local Total Cost Amount
697425.00
Local Unrealized Gain Loss
27075.00
Local Accrued Interest
6929.72
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.875% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1205000.00
Base Market Value
1052868.75
Base Total Cost
1060050.00
Base Unrealized Gain Loss
-7181.25
Base Accrued Interest
34537.31
Local Market Value
1052868.75
Local Total Cost Amount
1060050.00
Local Unrealized Gain Loss
-7181.25
Local Accrued Interest
34537.31
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MOMENTIVE PERFORMANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOMENTIVE PERFORMANCE
Security Description
3.88% 24 Oct 2021
Maturity Date
2021-10-24T00:00:00.000
Interest Rate
3.88
Original Face
0
Shares Par Value
745000.00
Base Market Value
739412.50
Base Total Cost
635334.92
Base Unrealized Gain Loss
104077.58
Base Accrued Interest
6119.61
Local Market Value
739412.50
Local Total Cost Amount
635334.92
Local Unrealized Gain Loss
104077.58
Local Accrued Interest
6119.61
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
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: MPM ESCROW LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPM ESCROW LLC
Security Description
8.875% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
8.875
Original Face
0
Shares Par Value
745000.00
Base Market Value
0.00
Base Total Cost
0.74
Base Unrealized Gain Loss
-0.74
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.74
Local Unrealized Gain Loss
-0.74
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
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 Oct 2024
Maturity Date
2024-10-25T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1470000.00
Base Market Value
1496166.00
Base Total Cost
1481268.75
Base Unrealized Gain Loss
14897.25
Base Accrued Interest
15846.16
Local Market Value
1496166.00
Local Total Cost Amount
1481268.75
Local Unrealized Gain Loss
14897.25
Local Accrued Interest
15846.16
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
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: MSCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MSCI INC
Security Description
5.25% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
2110000.00
Base Market Value
2236600.00
Base Total Cost
2177543.75
Base Unrealized Gain Loss
59056.25
Base Accrued Interest
14166.24
Local Market Value
2236600.00
Local Total Cost Amount
2177543.75
Local Unrealized Gain Loss
59056.25
Local Accrued Interest
14166.24
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
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: SPRINT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CORP
Security Description
7.875% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
3640000.00
Base Market Value
4186000.00
Base Total Cost
3589788.64
Base Unrealized Gain Loss
596211.36
Base Accrued Interest
84417.84
Local Market Value
4186000.00
Local Total Cost Amount
3589788.64
Local Unrealized Gain Loss
596211.36
Local Accrued Interest
84417.84
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
5.4% 14 Nov 2034
Maturity Date
2034-11-14T00:00:00.000
Interest Rate
5.4
Original Face
0
Shares Par Value
1885000.00
Base Market Value
1691787.50
Base Total Cost
1218621.06
Base Unrealized Gain Loss
473166.44
Base Accrued Interest
13289.25
Local Market Value
1691787.50
Local Total Cost Amount
1218621.06
Local Unrealized Gain Loss
473166.44
Local Accrued Interest
13289.25
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
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
4% 14 Nov 2021
Maturity Date
2021-11-14T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1455000.00
Base Market Value
1422262.50
Base Total Cost
1323101.91
Base Unrealized Gain Loss
99160.59
Base Accrued Interest
7608.33
Local Market Value
1422262.50
Local Total Cost Amount
1323101.91
Local Unrealized Gain Loss
99160.59
Local Accrued Interest
7608.33
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
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: SPRINT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT CORP
Security Description
7.125% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
5835000.00
Base Market Value
6491437.50
Base Total Cost
5327990.35
Base Unrealized Gain Loss
1163447.15
Base Accrued Interest
18491.36
Local Market Value
6491437.50
Local Total Cost Amount
5327990.35
Local Unrealized Gain Loss
1163447.15
Local Accrued Interest
18491.36
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: PENSKE AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE AUTOMOTIVE GROUP
Security Description
5.375% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
580000.00
Base Market Value
583625.00
Base Total Cost
587000.00
Base Unrealized Gain Loss
-3375.00
Base Accrued Interest
2609.85
Local Market Value
583625.00
Local Total Cost Amount
587000.00
Local Unrealized Gain Loss
-3375.00
Local Accrued Interest
2609.85
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: HD SUPPLY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HD SUPPLY INC
Security Description
5.25% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
2385000.00
Base Market Value
2502771.30
Base Total Cost
2453118.75
Base Unrealized Gain Loss
49652.55
Base Accrued Interest
5576.67
Local Market Value
2502771.30
Local Total Cost Amount
2453118.75
Local Unrealized Gain Loss
49652.55
Local Accrued Interest
5576.67
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
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
5.45% 15 Aug 2034
Maturity Date
2034-08-15T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
1420000.00
Base Market Value
1352124.00
Base Total Cost
1334145.49
Base Unrealized Gain Loss
17978.51
Base Accrued Interest
29236.21
Local Market Value
1352124.00
Local Total Cost Amount
1334145.49
Local Unrealized Gain Loss
17978.51
Local Accrued Interest
29236.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNITYMEDIA HESSEN / NRW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITYMEDIA HESSEN / NRW
Security Description
5% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1295000.00
Base Market Value
1356512.50
Base Total Cost
1351012.50
Base Unrealized Gain Loss
5500.00
Base Accrued Interest
29856.94
Local Market Value
1356512.50
Local Total Cost Amount
1351012.50
Local Unrealized Gain Loss
5500.00
Local Accrued Interest
29856.94
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: ONEMAIN FIN HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEMAIN FIN HOLDINGS INC
Security Description
7.25% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
1480000.00
Base Market Value
1558810.00
Base Total Cost
1557443.75
Base Unrealized Gain Loss
1366.25
Base Accrued Interest
5046.80
Local Market Value
1558810.00
Local Total Cost Amount
1557443.75
Local Unrealized Gain Loss
1366.25
Local Accrued Interest
5046.80
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
FINANCE
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
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
595000.00
Base Market Value
648550.00
Base Total Cost
591918.75
Base Unrealized Gain Loss
56631.25
Base Accrued Interest
12374.99
Local Market Value
648550.00
Local Total Cost Amount
591918.75
Local Unrealized Gain Loss
56631.25
Local Accrued Interest
12374.99
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
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: DIGITAL ARTS INC
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
DIGITAL ARTS INC
Security Description
COMMON STOCK
Maturity Date
1899-12-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
0
Base Market Value
0
Base Total Cost
0
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0
Local Total Cost Amount
0
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
INFORMATION TECHNOLOGY
Minor Industry Name
SOFTWARE
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Group Trust
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.375% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1490000.00
Base Market Value
1571652.00
Base Total Cost
1532043.75
Base Unrealized Gain Loss
39608.25
Base Accrued Interest
33381.74
Local Market Value
1571652.00
Local Total Cost Amount
1532043.75
Local Unrealized Gain Loss
39608.25
Local Accrued Interest
33381.74
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: VALEANT PHARMACEUTICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VALEANT PHARMACEUTICALS
Security Description
5.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
7170000.00
Base Market Value
6085465.80
Base Total Cost
6063103.13
Base Unrealized Gain Loss
22362.67
Base Accrued Interest
131450.01
Local Market Value
6085465.80
Local Total Cost Amount
6063103.13
Local Unrealized Gain Loss
22362.67
Local Accrued Interest
131450.01
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: ENDO DAC/FIN LLC/FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO DAC/FIN LLC/FINCO
Security Description
6% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1150000.00
Base Market Value
937250.00
Base Total Cost
1073646.63
Base Unrealized Gain Loss
-136396.63
Base Accrued Interest
28750.00
Local Market Value
937250.00
Local Total Cost Amount
1073646.63
Local Unrealized Gain Loss
-136396.63
Local Accrued Interest
28750.00
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
5.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2470000.00
Base Market Value
2635415.90
Base Total Cost
2431676.01
Base Unrealized Gain Loss
203739.89
Base Accrued Interest
18555.20
Local Market Value
2635415.90
Local Total Cost Amount
2431676.01
Local Unrealized Gain Loss
203739.89
Local Accrued Interest
18555.20
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
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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.25% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1055000.00
Base Market Value
1095617.50
Base Total Cost
966196.03
Base Unrealized Gain Loss
129421.47
Base Accrued Interest
23241.45
Local Market Value
1095617.50
Local Total Cost Amount
966196.03
Local Unrealized Gain Loss
129421.47
Local Accrued Interest
23241.45
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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 LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE LUXEMBOURG SA
Security Description
7.625% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1450000.00
Base Market Value
1589562.50
Base Total Cost
1465040.92
Base Unrealized Gain Loss
124521.58
Base Accrued Interest
27657.56
Local Market Value
1589562.50
Local Total Cost Amount
1465040.92
Local Unrealized Gain Loss
124521.58
Local Accrued Interest
27657.56
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
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: 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 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
995000.00
Base Market Value
1024850.00
Base Total Cost
1027206.25
Base Unrealized Gain Loss
-2356.25
Base Accrued Interest
6833.72
Local Market Value
1024850.00
Local Total Cost Amount
1027206.25
Local Unrealized Gain Loss
-2356.25
Local Accrued Interest
6833.72
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
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: WYNN LAS VEGAS LLC/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WYNN LAS VEGAS LLC/CORP
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
1335000.00
Base Market Value
1404259.80
Base Total Cost
1358343.75
Base Unrealized Gain Loss
45916.05
Base Accrued Interest
24487.23
Local Market Value
1404259.80
Local Total Cost Amount
1358343.75
Local Unrealized Gain Loss
45916.05
Local Accrued Interest
24487.23
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
BB-
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
5.5% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
785000.00
Base Market Value
834062.50
Base Total Cost
806800.00
Base Unrealized Gain Loss
27262.50
Base Accrued Interest
14416.12
Local Market Value
834062.50
Local Total Cost Amount
806800.00
Local Unrealized Gain Loss
27262.50
Local Accrued Interest
14416.12
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
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: PETSMART INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETSMART INC
Security Description
7.125% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
465000.00
Base Market Value
413850.00
Base Total Cost
468479.60
Base Unrealized Gain Loss
-54629.60
Base Accrued Interest
9755.32
Local Market Value
413850.00
Local Total Cost Amount
468479.60
Local Unrealized Gain Loss
-54629.60
Local Accrued Interest
9755.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SANCHEZ ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANCHEZ ENERGY CORP
Security Description
6.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
2655000.00
Base Market Value
2124000.00
Base Total Cost
2461862.50
Base Unrealized Gain Loss
-337862.50
Base Accrued Interest
75002.27
Local Market Value
2124000.00
Local Total Cost Amount
2461862.50
Local Unrealized Gain Loss
-337862.50
Local Accrued Interest
75002.27
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
ELECTRIC/GAS
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: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.125% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1900000.00
Base Market Value
1904142.00
Base Total Cost
1610005.85
Base Unrealized Gain Loss
294136.15
Base Accrued Interest
8143.05
Local Market Value
1904142.00
Local Total Cost Amount
1610005.85
Local Unrealized Gain Loss
294136.15
Local Accrued Interest
8143.05
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: 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
690000.00
Base Market Value
718462.50
Base Total Cost
721000.00
Base Unrealized Gain Loss
-2537.50
Base Accrued Interest
11511.11
Local Market Value
718462.50
Local Total Cost Amount
721000.00
Local Unrealized Gain Loss
-2537.50
Local Accrued Interest
11511.11
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
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: RIVERBED TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RIVERBED TECHNOLOGY INC
Security Description
8.875% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
8.875
Original Face
0
Shares Par Value
1180000.00
Base Market Value
1199175.00
Base Total Cost
1191137.50
Base Unrealized Gain Loss
8037.50
Base Accrued Interest
34928.05
Local Market Value
1199175.00
Local Total Cost Amount
1191137.50
Local Unrealized Gain Loss
8037.50
Local Accrued Interest
34928.05
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
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
5.25% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1550000.00
Base Market Value
1458937.50
Base Total Cost
1441900.00
Base Unrealized Gain Loss
17037.50
Base Accrued Interest
23973.54
Local Market Value
1458937.50
Local Total Cost Amount
1441900.00
Local Unrealized Gain Loss
17037.50
Local Accrued Interest
23973.54
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: SFR GROUP SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SFR GROUP SA
Security Description
6% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
7415000.00
Base Market Value
7757943.75
Base Total Cost
7471757.39
Base Unrealized Gain Loss
286186.36
Base Accrued Interest
168073.33
Local Market Value
7757943.75
Local Total Cost Amount
7471757.39
Local Unrealized Gain Loss
286186.36
Local Accrued Interest
168073.33
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: ALTICE LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE LUXEMBOURG SA
Security Description
7.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
2010000.00
Base Market Value
2133112.50
Base Total Cost
2049768.92
Base Unrealized Gain Loss
83343.58
Base Accrued Interest
58848.32
Local Market Value
2133112.50
Local Total Cost Amount
2049768.92
Local Unrealized Gain Loss
83343.58
Local Accrued Interest
58848.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SIRIUS XM RADIO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIRIUS XM RADIO INC
Security Description
6% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1487500.00
Base Total Cost
1488293.75
Base Unrealized Gain Loss
-793.75
Base Accrued Interest
38733.32
Local Market Value
1487500.00
Local Total Cost Amount
1488293.75
Local Unrealized Gain Loss
-793.75
Local Accrued Interest
38733.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
7.25% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
2445000.00
Base Market Value
2500012.50
Base Total Cost
2478750.00
Base Unrealized Gain Loss
21262.50
Base Accrued Interest
22666.32
Local Market Value
2500012.50
Local Total Cost Amount
2478750.00
Local Unrealized Gain Loss
21262.50
Local Accrued Interest
22666.32
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
4.25% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
2055000.00
Base Market Value
2006193.75
Base Total Cost
2005743.75
Base Unrealized Gain Loss
450.00
Base Accrued Interest
11170.42
Local Market Value
2006193.75
Local Total Cost Amount
2005743.75
Local Unrealized Gain Loss
450.00
Local Accrued Interest
11170.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
6% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1335000.00
Base Market Value
1415100.00
Base Total Cost
1416918.75
Base Unrealized Gain Loss
-1818.75
Base Accrued Interest
3573.33
Local Market Value
1415100.00
Local Total Cost Amount
1416918.75
Local Unrealized Gain Loss
-1818.75
Local Accrued Interest
3573.33
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
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: TELECOM ITALIA SPA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELECOM ITALIA SPA
Security Description
5.303% 30 May 2024
Maturity Date
2024-05-30T00:00:00.000
Interest Rate
5.303
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1340625.00
Base Total Cost
1342187.50
Base Unrealized Gain Loss
-1562.50
Base Accrued Interest
5708.09
Local Market Value
1340625.00
Local Total Cost Amount
1342187.50
Local Unrealized Gain Loss
-1562.50
Local Accrued Interest
5708.09
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.375% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
975000.00
Base Market Value
984750.00
Base Total Cost
917825.57
Base Unrealized Gain Loss
66924.43
Base Accrued Interest
8734.39
Local Market Value
984750.00
Local Total Cost Amount
917825.57
Local Unrealized Gain Loss
66924.43
Local Accrued Interest
8734.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ICAHN ENTERPRISES/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ICAHN ENTERPRISES/FIN
Security Description
4.875% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
2120000.00
Base Market Value
2141200.00
Base Total Cost
2136547.50
Base Unrealized Gain Loss
4652.50
Base Accrued Interest
30430.83
Local Market Value
2141200.00
Local Total Cost Amount
2136547.50
Local Unrealized Gain Loss
4652.50
Local Accrued Interest
30430.83
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
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5.125% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1025000.00
Base Market Value
1040375.00
Base Total Cost
1030758.75
Base Unrealized Gain Loss
9616.25
Base Accrued Interest
24234.13
Local Market Value
1040375.00
Local Total Cost Amount
1030758.75
Local Unrealized Gain Loss
9616.25
Local Accrued Interest
24234.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: WILLIAMS COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAMS COMPANIES INC
Security Description
4.55% 24 Jun 2024
Maturity Date
2024-06-24T00:00:00.000
Interest Rate
4.55
Original Face
0
Shares Par Value
845000.00
Base Market Value
868237.50
Base Total Cost
868662.50
Base Unrealized Gain Loss
-425.00
Base Accrued Interest
757.70
Local Market Value
868237.50
Local Total Cost Amount
868662.50
Local Unrealized Gain Loss
-425.00
Local Accrued Interest
757.70
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: WILLIAMS COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAMS COMPANIES INC
Security Description
5.75% 24 Jun 2044
Maturity Date
2044-06-24T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1610000.00
Base Market Value
1662325.00
Base Total Cost
1467500.00
Base Unrealized Gain Loss
194825.00
Base Accrued Interest
1800.07
Local Market Value
1662325.00
Local Total Cost Amount
1467500.00
Local Unrealized Gain Loss
194825.00
Local Accrued Interest
1800.07
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
5% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
760000.00
Base Market Value
672600.00
Base Total Cost
543025.00
Base Unrealized Gain Loss
129575.00
Base Accrued Interest
17536.11
Local Market Value
672600.00
Local Total Cost Amount
543025.00
Local Unrealized Gain Loss
129575.00
Local Accrued Interest
17536.11
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
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: 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
2285000.00
Base Market Value
2308992.50
Base Total Cost
2253770.46
Base Unrealized Gain Loss
55222.04
Base Accrued Interest
50047.86
Local Market Value
2308992.50
Local Total Cost Amount
2253770.46
Local Unrealized Gain Loss
55222.04
Local Accrued Interest
50047.86
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
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: ENDO FIN LLC/ENDO FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO FIN LLC/ENDO FINCO
Security Description
5.375% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2230000.00
Base Market Value
1862050.00
Base Total Cost
2148461.22
Base Unrealized Gain Loss
-286411.22
Base Accrued Interest
55269.91
Local Market Value
1862050.00
Local Total Cost Amount
2148461.22
Local Unrealized Gain Loss
-286411.22
Local Accrued Interest
55269.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.375% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
3345000.00
Base Market Value
3261375.00
Base Total Cost
3133693.75
Base Unrealized Gain Loss
127681.25
Base Accrued Interest
37969.88
Local Market Value
3261375.00
Local Total Cost Amount
3133693.75
Local Unrealized Gain Loss
127681.25
Local Accrued Interest
37969.88
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
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: SUMMIT MID HLDS LLC / FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUMMIT MID HLDS LLC / FI
Security Description
5.5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
71000.00
Base Market Value
70911.25
Base Total Cost
71266.25
Base Unrealized Gain Loss
-355.00
Base Accrued Interest
1529.46
Local Market Value
70911.25
Local Total Cost Amount
71266.25
Local Unrealized Gain Loss
-355.00
Local Accrued Interest
1529.46
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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