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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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
7.5% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
605000.00
Base Market Value
656304.00
Base Total Cost
644325.00
Base Unrealized Gain Loss
11979.00
Base Accrued Interest
0
Local Market Value
656304.00
Local Total Cost Amount
644325.00
Local Unrealized Gain Loss
11979.00
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
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CASCADES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC
Security Description
5.75% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
511250.00
Base Total Cost
512500.00
Base Unrealized Gain Loss
-1250.00
Base Accrued Interest
13256.94
Local Market Value
511250.00
Local Total Cost Amount
512500.00
Local Unrealized Gain Loss
-1250.00
Local Accrued Interest
13256.94
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.625% 19 May 2022
Maturity Date
2022-05-19T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
390000.00
Base Market Value
405600.00
Base Total Cost
383709.30
Base Unrealized Gain Loss
21890.70
Base Accrued Interest
2104.37
Local Market Value
405600.00
Local Total Cost Amount
383709.30
Local Unrealized Gain Loss
21890.70
Local Accrued Interest
2104.37
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
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: ENERGIZER HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGIZER HOLDINGS INC
Security Description
5.5% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1295000.00
Base Market Value
1354893.75
Base Total Cost
1319868.84
Base Unrealized Gain Loss
35024.91
Base Accrued Interest
3165.56
Local Market Value
1354893.75
Local Total Cost Amount
1319868.84
Local Unrealized Gain Loss
35024.91
Local Accrued Interest
3165.56
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
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: CEDAR FAIR LP/CANADA S W
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR LP/CANADA S W
Security Description
5.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2100000.00
Base Market Value
2194500.00
Base Total Cost
2119687.50
Base Unrealized Gain Loss
74812.50
Base Accrued Interest
9406.25
Local Market Value
2194500.00
Local Total Cost Amount
2119687.50
Local Unrealized Gain Loss
74812.50
Local Accrued Interest
9406.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: PLANTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLANTRONICS INC
Security Description
5.5% 31 May 2023
Maturity Date
2023-05-31T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1230000.00
Base Market Value
1286887.50
Base Total Cost
1277506.25
Base Unrealized Gain Loss
9381.25
Base Accrued Interest
8644.16
Local Market Value
1286887.50
Local Total Cost Amount
1277506.25
Local Unrealized Gain Loss
9381.25
Local Accrued Interest
8644.16
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
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: CABLE ONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLE ONE INC
Security Description
5.75% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1366625.00
Base Total Cost
1363711.64
Base Unrealized Gain Loss
2913.36
Base Accrued Interest
3322.22
Local Market Value
1366625.00
Local Total Cost Amount
1363711.64
Local Unrealized Gain Loss
2913.36
Local Accrued Interest
3322.22
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
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: VERITONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERITONE INC
Security Description
COMMON STOCK USD.001
Interest Rate
0
Original Face
0
Shares Par Value
489.00
Base Market Value
5726.19
Base Total Cost
6568.70
Base Unrealized Gain Loss
-842.51
Base Accrued Interest
0
Local Market Value
5726.19
Local Total Cost Amount
6568.70
Local Unrealized Gain Loss
-842.51
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
UNCLASSIFIED
Minor Industry Name
UNCLASSIFIED
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% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
920000.00
Base Market Value
773260.00
Base Total Cost
809787.50
Base Unrealized Gain Loss
-36527.50
Base Accrued Interest
25453.33
Local Market Value
773260.00
Local Total Cost Amount
809787.50
Local Unrealized Gain Loss
-36527.50
Local Accrued Interest
25453.33
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
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
6.125% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
280000.00
Base Market Value
266000.00
Base Total Cost
280700.00
Base Unrealized Gain Loss
-14700.00
Base Accrued Interest
2191.39
Local Market Value
266000.00
Local Total Cost Amount
280700.00
Local Unrealized Gain Loss
-14700.00
Local Accrued Interest
2191.39
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
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: LEVI STRAUSS + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVI STRAUSS + CO
Security Description
5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
140000.00
Base Market Value
146300.00
Base Total Cost
142625.00
Base Unrealized Gain Loss
3675.00
Base Accrued Interest
1166.67
Local Market Value
146300.00
Local Total Cost Amount
142625.00
Local Unrealized Gain Loss
3675.00
Local Accrued Interest
1166.67
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
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: NRG YIELD OPERATING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG YIELD OPERATING LLC
Security Description
5.375% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1945000.00
Base Market Value
2039818.75
Base Total Cost
1811487.50
Base Unrealized Gain Loss
228331.25
Base Accrued Interest
39494.28
Local Market Value
2039818.75
Local Total Cost Amount
1811487.50
Local Unrealized Gain Loss
228331.25
Local Accrued Interest
39494.28
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: KENAN ADVANTAGE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KENAN ADVANTAGE GROUP
Security Description
7.875% 31 Jul 2023
Maturity Date
2023-07-31T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
855000.00
Base Market Value
897750.00
Base Total Cost
869962.50
Base Unrealized Gain Loss
27787.50
Base Accrued Interest
28054.69
Local Market Value
897750.00
Local Total Cost Amount
869962.50
Local Unrealized Gain Loss
27787.50
Local Accrued Interest
28054.69
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
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: 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
1540000.00
Base Market Value
1622775.00
Base Total Cost
1540000.00
Base Unrealized Gain Loss
82775.00
Base Accrued Interest
40906.25
Local Market Value
1622775.00
Local Total Cost Amount
1540000.00
Local Unrealized Gain Loss
82775.00
Local Accrued Interest
40906.25
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: PARTY CITY HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARTY CITY HOLDINGS INC
Security Description
6.125% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2070000.00
Base Total Cost
2069493.75
Base Unrealized Gain Loss
506.25
Base Accrued Interest
46277.77
Local Market Value
2070000.00
Local Total Cost Amount
2069493.75
Local Unrealized Gain Loss
506.25
Local Accrued Interest
46277.77
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: OWENS BROCKWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS BROCKWAY
Security Description
5.875% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1740000.00
Base Market Value
1918350.00
Base Total Cost
1712343.65
Base Unrealized Gain Loss
206006.35
Base Accrued Interest
38618.33
Local Market Value
1918350.00
Local Total Cost Amount
1712343.65
Local Unrealized Gain Loss
206006.35
Local Accrued Interest
38618.33
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5.625% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
2920000.00
Base Market Value
3020389.60
Base Total Cost
2905772.81
Base Unrealized Gain Loss
114616.79
Base Accrued Interest
62050.00
Local Market Value
3020389.60
Local Total Cost Amount
2905772.81
Local Unrealized Gain Loss
114616.79
Local Accrued Interest
62050.00
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
6.75% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
2310000.00
Base Market Value
2310000.00
Base Total Cost
2305288.25
Base Unrealized Gain Loss
4711.75
Base Accrued Interest
6930.00
Local Market Value
2310000.00
Local Total Cost Amount
2305288.25
Local Unrealized Gain Loss
4711.75
Local Accrued Interest
6930.00
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
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: SUMMIT MATERIALS LLC/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUMMIT MATERIALS LLC/FIN
Security Description
6.125% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
2725000.00
Base Market Value
2854437.50
Base Total Cost
2724131.25
Base Unrealized Gain Loss
130306.25
Base Accrued Interest
76962.31
Local Market Value
2854437.50
Local Total Cost Amount
2724131.25
Local Unrealized Gain Loss
130306.25
Local Accrued Interest
76962.31
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
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: ALLEGION PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGION PLC
Security Description
5.875% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1505000.00
Base Market Value
1614112.50
Base Total Cost
1522979.89
Base Unrealized Gain Loss
91132.61
Base Accrued Interest
26034.38
Local Market Value
1614112.50
Local Total Cost Amount
1522979.89
Local Unrealized Gain Loss
91132.61
Local Accrued Interest
26034.38
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
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: STANDARD INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STANDARD INDUSTRIES INC
Security Description
6% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
850000.00
Base Market Value
909500.00
Base Total Cost
850000.00
Base Unrealized Gain Loss
59500.00
Base Accrued Interest
10766.67
Local Market Value
909500.00
Local Total Cost Amount
850000.00
Local Unrealized Gain Loss
59500.00
Local Accrued Interest
10766.67
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
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: RHP HOTEL PPTY/RHP FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RHP HOTEL PPTY/RHP FINAN
Security Description
5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1080000.00
Base Market Value
1104300.00
Base Total Cost
1092700.00
Base Unrealized Gain Loss
11600.00
Base Accrued Interest
11400.00
Local Market Value
1104300.00
Local Total Cost Amount
1092700.00
Local Unrealized Gain Loss
11600.00
Local Accrued Interest
11400.00
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
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: GULFPORT ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFPORT ENERGY CORP
Security Description
6.625% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1225000.00
Base Market Value
1228062.50
Base Total Cost
1246883.22
Base Unrealized Gain Loss
-18820.72
Base Accrued Interest
13526.05
Local Market Value
1228062.50
Local Total Cost Amount
1246883.22
Local Unrealized Gain Loss
-18820.72
Local Accrued Interest
13526.05
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
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: 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
825000.00
Base Market Value
849750.00
Base Total Cost
827456.25
Base Unrealized Gain Loss
22293.75
Base Accrued Interest
11916.67
Local Market Value
849750.00
Local Total Cost Amount
827456.25
Local Unrealized Gain Loss
22293.75
Local Accrued Interest
11916.67
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
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
725000.00
Base Market Value
748453.75
Base Total Cost
742675.00
Base Unrealized Gain Loss
5778.75
Base Accrued Interest
13216.15
Local Market Value
748453.75
Local Total Cost Amount
742675.00
Local Unrealized Gain Loss
5778.75
Local Accrued Interest
13216.15
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
830000.00
Base Market Value
825850.00
Base Total Cost
830000.00
Base Unrealized Gain Loss
-4150.00
Base Accrued Interest
15674.89
Local Market Value
825850.00
Local Total Cost Amount
830000.00
Local Unrealized Gain Loss
-4150.00
Local Accrued Interest
15674.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
310000.00
Base Market Value
325112.50
Base Total Cost
313187.50
Base Unrealized Gain Loss
11925.00
Base Accrued Interest
5597.22
Local Market Value
325112.50
Local Total Cost Amount
313187.50
Local Unrealized Gain Loss
11925.00
Local Accrued Interest
5597.22
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: 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
670000.00
Base Market Value
710200.00
Base Total Cost
670000.00
Base Unrealized Gain Loss
40200.00
Base Accrued Interest
10273.33
Local Market Value
710200.00
Local Total Cost Amount
670000.00
Local Unrealized Gain Loss
40200.00
Local Accrued Interest
10273.33
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
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: 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% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
340000.00
Base Market Value
332350.00
Base Total Cost
344250.00
Base Unrealized Gain Loss
-11900.00
Base Accrued Interest
6778.75
Local Market Value
332350.00
Local Total Cost Amount
344250.00
Local Unrealized Gain Loss
-11900.00
Local Accrued Interest
6778.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
(P)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: KRATON POLYMERS LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRATON POLYMERS LLC/CAP
Security Description
7% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1290000.00
Base Market Value
1354500.00
Base Total Cost
1319425.00
Base Unrealized Gain Loss
35075.00
Base Accrued Interest
24330.83
Local Market Value
1354500.00
Local Total Cost Amount
1319425.00
Local Unrealized Gain Loss
35075.00
Local Accrued Interest
24330.83
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
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: DANA FINANCING LUX SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA FINANCING LUX SARL
Security Description
5.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
490000.00
Base Market Value
507150.00
Base Total Cost
511437.50
Base Unrealized Gain Loss
-4287.50
Base Accrued Interest
6808.96
Local Market Value
507150.00
Local Total Cost Amount
511437.50
Local Unrealized Gain Loss
-4287.50
Local Accrued Interest
6808.96
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
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: B+G FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
B+G FOODS INC
Security Description
5.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1175000.00
Base Market Value
1198500.00
Base Total Cost
1175000.00
Base Unrealized Gain Loss
23500.00
Base Accrued Interest
15079.17
Local Market Value
1198500.00
Local Total Cost Amount
1175000.00
Local Unrealized Gain Loss
23500.00
Local Accrued Interest
15079.17
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
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: CNH INDUSTRIAL CAP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNH INDUSTRIAL CAP LLC
Security Description
4.375% 05 Apr 2022
Maturity Date
2022-04-05T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1455000.00
Base Market Value
1522657.50
Base Total Cost
1455000.00
Base Unrealized Gain Loss
67657.50
Base Accrued Interest
14322.66
Local Market Value
1522657.50
Local Total Cost Amount
1455000.00
Local Unrealized Gain Loss
67657.50
Local Accrued Interest
14322.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: USIS MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
USIS MERGER SUB INC
Security Description
6.875% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
425000.00
Base Market Value
432437.50
Base Total Cost
430312.50
Base Unrealized Gain Loss
2125.00
Base Accrued Interest
5924.91
Local Market Value
432437.50
Local Total Cost Amount
430312.50
Local Unrealized Gain Loss
2125.00
Local Accrued Interest
5924.91
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
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
5.625% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1640000.00
Base Market Value
1637261.20
Base Total Cost
1597064.47
Base Unrealized Gain Loss
40196.73
Base Accrued Interest
23062.51
Local Market Value
1637261.20
Local Total Cost Amount
1597064.47
Local Unrealized Gain Loss
40196.73
Local Accrued Interest
23062.51
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: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
7% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
935000.00
Base Market Value
998112.50
Base Total Cost
946593.03
Base Unrealized Gain Loss
51519.47
Base Accrued Interest
5454.17
Local Market Value
998112.50
Local Total Cost Amount
946593.03
Local Unrealized Gain Loss
51519.47
Local Accrued Interest
5454.17
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
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: GOODYEAR TIRE + RUBBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOODYEAR TIRE + RUBBER
Security Description
5.125% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
280000.00
Base Market Value
293300.00
Base Total Cost
280000.00
Base Unrealized Gain Loss
13300.00
Base Accrued Interest
1833.61
Local Market Value
293300.00
Local Total Cost Amount
280000.00
Local Unrealized Gain Loss
13300.00
Local Accrued Interest
1833.61
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
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 DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
5.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
3930000.00
Base Market Value
4082287.50
Base Total Cost
4074881.25
Base Unrealized Gain Loss
7406.25
Base Accrued Interest
104199.57
Local Market Value
4082287.50
Local Total Cost Amount
4074881.25
Local Unrealized Gain Loss
7406.25
Local Accrued Interest
104199.57
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.875% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
415000.00
Base Market Value
437825.00
Base Total Cost
438775.00
Base Unrealized Gain Loss
-950.00
Base Accrued Interest
2031.77
Local Market Value
437825.00
Local Total Cost Amount
438775.00
Local Unrealized Gain Loss
-950.00
Local Accrued Interest
2031.77
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: ABC SUPPLY CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABC SUPPLY CO INC
Security Description
5.75% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
970000.00
Base Market Value
1025775.00
Base Total Cost
970000.00
Base Unrealized Gain Loss
55775.00
Base Accrued Interest
2478.89
Local Market Value
1025775.00
Local Total Cost Amount
970000.00
Local Unrealized Gain Loss
55775.00
Local Accrued Interest
2478.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MEDNAX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDNAX INC
Security Description
5.25% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1675000.00
Base Market Value
1725250.00
Base Total Cost
1767125.00
Base Unrealized Gain Loss
-41875.00
Base Accrued Interest
7328.12
Local Market Value
1725250.00
Local Total Cost Amount
1767125.00
Local Unrealized Gain Loss
-41875.00
Local Accrued Interest
7328.12
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.125% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2005000.00
Base Market Value
2081430.60
Base Total Cost
2011000.00
Base Unrealized Gain Loss
70430.60
Base Accrued Interest
34252.08
Local Market Value
2081430.60
Local Total Cost Amount
2011000.00
Local Unrealized Gain Loss
70430.60
Local Accrued Interest
34252.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
5.875% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1410000.00
Base Market Value
1505175.00
Base Total Cost
1497450.00
Base Unrealized Gain Loss
7725.00
Base Accrued Interest
20709.37
Local Market Value
1505175.00
Local Total Cost Amount
1497450.00
Local Unrealized Gain Loss
7725.00
Local Accrued Interest
20709.37
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
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: STANDARD INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STANDARD INDUSTRIES INC
Security Description
5.5% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
25000.00
Base Market Value
26375.00
Base Total Cost
26437.50
Base Unrealized Gain Loss
-62.50
Base Accrued Interest
519.44
Local Market Value
26375.00
Local Total Cost Amount
26437.50
Local Unrealized Gain Loss
-62.50
Local Accrued Interest
519.44
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
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.25% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
275000.00
Base Market Value
296587.50
Base Total Cost
275000.00
Base Unrealized Gain Loss
21587.50
Base Accrued Interest
641.67
Local Market Value
296587.50
Local Total Cost Amount
275000.00
Local Unrealized Gain Loss
21587.50
Local Accrued Interest
641.67
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
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: TRANSDIGM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSDIGM INC
Security Description
6.5% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
860000.00
Base Market Value
875050.00
Base Total Cost
881500.00
Base Unrealized Gain Loss
-6450.00
Base Accrued Interest
7142.78
Local Market Value
875050.00
Local Total Cost Amount
881500.00
Local Unrealized Gain Loss
-6450.00
Local Accrued Interest
7142.78
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
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.625% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
365000.00
Base Market Value
369562.50
Base Total Cost
351962.50
Base Unrealized Gain Loss
17600.00
Base Accrued Interest
1710.94
Local Market Value
369562.50
Local Total Cost Amount
351962.50
Local Unrealized Gain Loss
17600.00
Local Accrued Interest
1710.94
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
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: INTELSAT JACKSON HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT JACKSON HLDG
Security Description
8% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1605000.00
Base Market Value
1729387.50
Base Total Cost
1648612.50
Base Unrealized Gain Loss
80775.00
Base Accrued Interest
48506.67
Local Market Value
1729387.50
Local Total Cost Amount
1648612.50
Local Unrealized Gain Loss
80775.00
Local Accrued Interest
48506.67
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: HD SUPPLY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HD SUPPLY INC
Security Description
5.75% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2080000.00
Base Market Value
2210000.00
Base Total Cost
2184375.00
Base Unrealized Gain Loss
25625.00
Base Accrued Interest
25248.88
Local Market Value
2210000.00
Local Total Cost Amount
2184375.00
Local Unrealized Gain Loss
25625.00
Local Accrued Interest
25248.88
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
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1130000.00
Base Market Value
1209100.00
Base Total Cost
1130000.00
Base Unrealized Gain Loss
79100.00
Base Accrued Interest
14313.33
Local Market Value
1209100.00
Local Total Cost Amount
1130000.00
Local Unrealized Gain Loss
79100.00
Local Accrued Interest
14313.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
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