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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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.5% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
3455000.00
Base Market Value
3714125.00
Base Total Cost
3531968.75
Base Unrealized Gain Loss
182156.25
Base Accrued Interest
103554.02
Local Market Value
3714125.00
Local Total Cost Amount
3531968.75
Local Unrealized Gain Loss
182156.25
Local Accrued Interest
103554.02
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: ALTICE FINCO SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINCO SA
Security Description
8.125% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
1950000.00
Base Market Value
2120625.00
Base Total Cost
1984375.01
Base Unrealized Gain Loss
136249.99
Base Accrued Interest
73057.26
Local Market Value
2120625.00
Local Total Cost Amount
1984375.01
Local Unrealized Gain Loss
136249.99
Local Accrued Interest
73057.26
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
6.5% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
950000.00
Base Market Value
992750.00
Base Total Cost
948711.86
Base Unrealized Gain Loss
44038.14
Base Accrued Interest
28473.61
Local Market Value
992750.00
Local Total Cost Amount
948711.86
Local Unrealized Gain Loss
44038.14
Local Accrued Interest
28473.61
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
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: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6% 01 Apr 2021
Maturity Date
2021-04-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
540000.00
Base Market Value
526500.00
Base Total Cost
490988.50
Base Unrealized Gain Loss
35511.50
Base Accrued Interest
8100.00
Local Market Value
526500.00
Local Total Cost Amount
490988.50
Local Unrealized Gain Loss
35511.50
Local Accrued Interest
8100.00
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: ICAHN ENTERPRISES/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ICAHN ENTERPRISES/FIN
Security Description
6% 01 Aug 2020
Maturity Date
2020-08-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1765000.00
Base Market Value
1816855.70
Base Total Cost
1801509.25
Base Unrealized Gain Loss
15346.45
Base Accrued Interest
44125.00
Local Market Value
1816855.70
Local Total Cost Amount
1801509.25
Local Unrealized Gain Loss
15346.45
Local Accrued Interest
44125.00
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: CREDIT AGRICOLE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT AGRICOLE SA
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1675000.00
Base Market Value
1841997.50
Base Total Cost
1682031.25
Base Unrealized Gain Loss
159966.25
Base Accrued Interest
2931.25
Local Market Value
1841997.50
Local Total Cost Amount
1682031.25
Local Unrealized Gain Loss
159966.25
Local Accrued Interest
2931.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
NR
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: VTR FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VTR FINANCE BV
Security Description
6.875% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1060000.00
Base Total Cost
1019750.00
Base Unrealized Gain Loss
40250.00
Base Accrued Interest
31701.39
Local Market Value
1060000.00
Local Total Cost Amount
1019750.00
Local Unrealized Gain Loss
40250.00
Local Accrued Interest
31701.39
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: PATHEON HOLDINGS I BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PATHEON HOLDINGS I BV
Security Description
7.5% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
775000.00
Base Market Value
823437.50
Base Total Cost
786375.00
Base Unrealized Gain Loss
37062.50
Base Accrued Interest
24218.75
Local Market Value
823437.50
Local Total Cost Amount
786375.00
Local Unrealized Gain Loss
37062.50
Local Accrued Interest
24218.75
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
OTHER YANKEE
Moody S Quality Rating
Caa2
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
6.625% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
550000.00
Base Market Value
576125.00
Base Total Cost
555875.00
Base Unrealized Gain Loss
20250.00
Base Accrued Interest
4655.91
Local Market Value
576125.00
Local Total Cost Amount
555875.00
Local Unrealized Gain Loss
20250.00
Local Accrued Interest
4655.91
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
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: HARLAND CLARKE HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARLAND CLARKE HOLDINGS
Security Description
6.875% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
380000.00
Base Market Value
392350.00
Base Total Cost
379962.50
Base Unrealized Gain Loss
12387.50
Base Accrued Interest
8708.33
Local Market Value
392350.00
Local Total Cost Amount
379962.50
Local Unrealized Gain Loss
12387.50
Local Accrued Interest
8708.33
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: DIGICEL GROUP LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIGICEL GROUP LTD
Security Description
8.25% 30 Sep 2020
Maturity Date
2020-09-30T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1485000.00
Base Market Value
1388326.50
Base Total Cost
1372140.00
Base Unrealized Gain Loss
16186.50
Base Accrued Interest
30968.41
Local Market Value
1388326.50
Local Total Cost Amount
1372140.00
Local Unrealized Gain Loss
16186.50
Local Accrued Interest
30968.41
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
TELEPHONE
Moody S Quality Rating
Caa1
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW ALBERTSONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ALBERTSONS INC
Security Description
8% 01 May 2031
Maturity Date
2031-05-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
215000.00
Base Market Value
212850.00
Base Total Cost
214806.25
Base Unrealized Gain Loss
-1956.25
Base Accrued Interest
2866.66
Local Market Value
212850.00
Local Total Cost Amount
214806.25
Local Unrealized Gain Loss
-1956.25
Local Accrued Interest
2866.66
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
WR
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: ENCANA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCANA CORP
Security Description
7.375% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
480000.00
Base Market Value
583137.60
Base Total Cost
521494.36
Base Unrealized Gain Loss
61643.24
Base Accrued Interest
5900.00
Local Market Value
583137.60
Local Total Cost Amount
521494.36
Local Unrealized Gain Loss
61643.24
Local Accrued Interest
5900.00
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
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
8.125% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
3125000.00
Base Market Value
3316406.25
Base Total Cost
3273952.50
Base Unrealized Gain Loss
42453.75
Base Accrued Interest
63476.51
Local Market Value
3316406.25
Local Total Cost Amount
3273952.50
Local Unrealized Gain Loss
42453.75
Local Accrued Interest
63476.51
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
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: REGAL ENTERTAINMENT GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGAL ENTERTAINMENT GRP
Security Description
5.75% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2705000.00
Base Market Value
2826725.00
Base Total Cost
2758047.50
Base Unrealized Gain Loss
68677.50
Base Accrued Interest
45797.16
Local Market Value
2826725.00
Local Total Cost Amount
2758047.50
Local Unrealized Gain Loss
68677.50
Local Accrued Interest
45797.16
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
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: TESLA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TESLA INC
Security Description
0.25% 01 Mar 2019
Maturity Date
2019-03-01T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
437000.00
Base Market Value
499272.50
Base Total Cost
349456.89
Base Unrealized Gain Loss
149815.61
Base Accrued Interest
364.17
Local Market Value
499272.50
Local Total Cost Amount
349456.89
Local Unrealized Gain Loss
149815.61
Local Accrued Interest
364.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: TESLA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TESLA INC
Security Description
1.25% 01 Mar 2021
Maturity Date
2021-03-01T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
439000.00
Base Market Value
507045.00
Base Total Cost
313075.74
Base Unrealized Gain Loss
193969.26
Base Accrued Interest
1829.16
Local Market Value
507045.00
Local Total Cost Amount
313075.74
Local Unrealized Gain Loss
193969.26
Local Accrued Interest
1829.16
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: 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 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2665000.00
Base Market Value
2774931.25
Base Total Cost
2590464.11
Base Unrealized Gain Loss
184467.14
Base Accrued Interest
43158.19
Local Market Value
2774931.25
Local Total Cost Amount
2590464.11
Local Unrealized Gain Loss
184467.14
Local Accrued Interest
43158.19
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
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
5.375% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
775000.00
Base Market Value
691687.50
Base Total Cost
688875.00
Base Unrealized Gain Loss
2812.50
Base Accrued Interest
12265.46
Local Market Value
691687.50
Local Total Cost Amount
688875.00
Local Unrealized Gain Loss
2812.50
Local Accrued Interest
12265.46
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
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: WIND ACQUISITION FIN SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WIND ACQUISITION FIN SA
Security Description
7.375% 23 Apr 2021
Maturity Date
2021-04-23T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
3500000.00
Base Market Value
3640000.00
Base Total Cost
3457413.65
Base Unrealized Gain Loss
182586.35
Base Accrued Interest
48756.95
Local Market Value
3640000.00
Local Total Cost Amount
3457413.65
Local Unrealized Gain Loss
182586.35
Local Accrued Interest
48756.95
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: AIR CANADA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR CANADA
Security Description
7.75% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
675000.00
Base Market Value
772875.00
Base Total Cost
706093.75
Base Unrealized Gain Loss
66781.25
Base Accrued Interest
11043.74
Local Market Value
772875.00
Local Total Cost Amount
706093.75
Local Unrealized Gain Loss
66781.25
Local Accrued Interest
11043.74
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
5.875% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
530000.00
Base Market Value
495550.00
Base Total Cost
485925.00
Base Unrealized Gain Loss
9625.00
Base Accrued Interest
2594.78
Local Market Value
495550.00
Local Total Cost Amount
485925.00
Local Unrealized Gain Loss
9625.00
Local Accrued Interest
2594.78
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
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: 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
1840000.00
Base Market Value
1952700.00
Base Total Cost
1830087.78
Base Unrealized Gain Loss
122612.22
Base Accrued Interest
52950.80
Local Market Value
1952700.00
Local Total Cost Amount
1830087.78
Local Unrealized Gain Loss
122612.22
Local Accrued Interest
52950.80
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
2910000.00
Base Market Value
3091875.00
Base Total Cost
2972406.25
Base Unrealized Gain Loss
119468.75
Base Accrued Interest
80510.01
Local Market Value
3091875.00
Local Total Cost Amount
2972406.25
Local Unrealized Gain Loss
119468.75
Local Accrued Interest
80510.01
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
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: ADT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADT CORP
Security Description
6.25% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1595000.00
Base Market Value
1736556.25
Base Total Cost
1667650.00
Base Unrealized Gain Loss
68906.25
Base Accrued Interest
21045.13
Local Market Value
1736556.25
Local Total Cost Amount
1667650.00
Local Unrealized Gain Loss
68906.25
Local Accrued Interest
21045.13
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RAYONIER AM PROD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAYONIER AM PROD INC
Security Description
5.5% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
65000.00
Base Market Value
63253.45
Base Total Cost
62400.00
Base Unrealized Gain Loss
853.45
Base Accrued Interest
297.92
Local Market Value
63253.45
Local Total Cost Amount
62400.00
Local Unrealized Gain Loss
853.45
Local Accrued Interest
297.92
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: ORTHO CLINICAL INC/SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORTHO CLINICAL INC/SA
Security Description
6.625% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
700000.00
Base Market Value
668500.00
Base Total Cost
645624.98
Base Unrealized Gain Loss
22875.02
Base Accrued Interest
5925.69
Local Market Value
668500.00
Local Total Cost Amount
645624.98
Local Unrealized Gain Loss
22875.02
Local Accrued Interest
5925.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.5% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
7695000.00
Base Market Value
8493356.25
Base Total Cost
7912377.50
Base Unrealized Gain Loss
580978.75
Base Accrued Interest
230636.24
Local Market Value
8493356.25
Local Total Cost Amount
7912377.50
Local Unrealized Gain Loss
580978.75
Local Accrued Interest
230636.24
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
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: 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
650000.00
Base Market Value
680875.00
Base Total Cost
653757.49
Base Unrealized Gain Loss
27117.51
Base Accrued Interest
4256.60
Local Market Value
680875.00
Local Total Cost Amount
653757.49
Local Unrealized Gain Loss
27117.51
Local Accrued Interest
4256.60
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CENTRAL GARDEN + PET CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTRAL GARDEN + PET CO
Security Description
6.125% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1830000.00
Base Market Value
1948950.00
Base Total Cost
1848600.00
Base Unrealized Gain Loss
100350.00
Base Accrued Interest
14322.29
Local Market Value
1948950.00
Local Total Cost Amount
1848600.00
Local Unrealized Gain Loss
100350.00
Local Accrued Interest
14322.29
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: FIRST DATA CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST DATA CORPORATION
Security Description
5% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
95000.00
Base Market Value
97700.85
Base Total Cost
96425.00
Base Unrealized Gain Loss
1275.85
Base Accrued Interest
2190.28
Local Market Value
97700.85
Local Total Cost Amount
96425.00
Local Unrealized Gain Loss
1275.85
Local Accrued Interest
2190.28
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
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: SENSATA TECH UK FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECH UK FIN CO
Security Description
6.25% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
200000.00
Base Market Value
218000.00
Base Total Cost
212250.00
Base Unrealized Gain Loss
5750.00
Base Accrued Interest
4722.22
Local Market Value
218000.00
Local Total Cost Amount
212250.00
Local Unrealized Gain Loss
5750.00
Local Accrued Interest
4722.22
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
5.75% 20 Nov 2025
Maturity Date
2025-11-20T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
4960000.00
Base Market Value
5220400.00
Base Total Cost
5004162.00
Base Unrealized Gain Loss
216238.00
Base Accrued Interest
32481.08
Local Market Value
5220400.00
Local Total Cost Amount
5004162.00
Local Unrealized Gain Loss
216238.00
Local Accrued Interest
32481.08
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
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: ZAYO GROUP LLC/ZAYO CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZAYO GROUP LLC/ZAYO CAP
Security Description
6.375% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
2225000.00
Base Market Value
2401598.25
Base Total Cost
2277681.25
Base Unrealized Gain Loss
123917.00
Base Accrued Interest
18124.49
Local Market Value
2401598.25
Local Total Cost Amount
2277681.25
Local Unrealized Gain Loss
123917.00
Local Accrued Interest
18124.49
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
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: 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
55000.00
Base Market Value
58162.50
Base Total Cost
56237.50
Base Unrealized Gain Loss
1925.00
Base Accrued Interest
140.56
Local Market Value
58162.50
Local Total Cost Amount
56237.50
Local Unrealized Gain Loss
1925.00
Local Accrued Interest
140.56
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
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: EQUINIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUINIX INC
Security Description
5.875% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2145000.00
Base Market Value
2338714.95
Base Total Cost
2184993.75
Base Unrealized Gain Loss
153721.20
Base Accrued Interest
58108.63
Local Market Value
2338714.95
Local Total Cost Amount
2184993.75
Local Unrealized Gain Loss
153721.20
Local Accrued Interest
58108.63
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: 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
75000.00
Base Market Value
77250.00
Base Total Cost
77625.00
Base Unrealized Gain Loss
-375.00
Base Accrued Interest
382.82
Local Market Value
77250.00
Local Total Cost Amount
77625.00
Local Unrealized Gain Loss
-375.00
Local Accrued Interest
382.82
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: GROUP 1 AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GROUP 1 AUTOMOTIVE INC
Security Description
5.25% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
35000.00
Base Market Value
35350.00
Base Total Cost
35437.50
Base Unrealized Gain Loss
-87.50
Base Accrued Interest
81.67
Local Market Value
35350.00
Local Total Cost Amount
35437.50
Local Unrealized Gain Loss
-87.50
Local Accrued Interest
81.67
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: CLUBCORP CLUB OPERATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLUBCORP CLUB OPERATIONS
Security Description
8.25% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
335000.00
Base Market Value
365150.00
Base Total Cost
343352.37
Base Unrealized Gain Loss
21797.63
Base Accrued Interest
1228.34
Local Market Value
365150.00
Local Total Cost Amount
343352.37
Local Unrealized Gain Loss
21797.63
Local Accrued Interest
1228.34
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: LIN TELEVISION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIN TELEVISION CORP
Security Description
5.875% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1555000.00
Base Market Value
1628862.50
Base Total Cost
1575162.50
Base Unrealized Gain Loss
53700.00
Base Accrued Interest
11673.29
Local Market Value
1628862.50
Local Total Cost Amount
1575162.50
Local Unrealized Gain Loss
53700.00
Local Accrued Interest
11673.29
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: PLATFORM SPECIALTY PROD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLATFORM SPECIALTY PROD
Security Description
10.375% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
10.375
Original Face
0
Shares Par Value
2200000.00
Base Market Value
2433750.00
Base Total Cost
2368406.25
Base Unrealized Gain Loss
65343.75
Base Accrued Interest
38041.66
Local Market Value
2433750.00
Local Total Cost Amount
2368406.25
Local Unrealized Gain Loss
65343.75
Local Accrued Interest
38041.66
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
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
8% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1140000.00
Base Market Value
1205550.00
Base Total Cost
1122900.00
Base Unrealized Gain Loss
82650.00
Base Accrued Interest
4053.34
Local Market Value
1205550.00
Local Total Cost Amount
1122900.00
Local Unrealized Gain Loss
82650.00
Local Accrued Interest
4053.34
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: MICROSEMI CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSEMI CORP
Security Description
9.125% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
9.125
Original Face
0
Shares Par Value
85000.00
Base Market Value
97325.00
Base Total Cost
98068.75
Base Unrealized Gain Loss
-743.75
Base Accrued Interest
1637.43
Local Market Value
97325.00
Local Total Cost Amount
98068.75
Local Unrealized Gain Loss
-743.75
Local Accrued Interest
1637.43
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: 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% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1745000.00
Base Market Value
1836612.50
Base Total Cost
1766525.00
Base Unrealized Gain Loss
70087.50
Base Accrued Interest
31264.58
Local Market Value
1836612.50
Local Total Cost Amount
1766525.00
Local Unrealized Gain Loss
70087.50
Local Accrued Interest
31264.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: TREEHOUSE FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TREEHOUSE FOODS INC
Security Description
6% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
995000.00
Base Market Value
1059675.00
Base Total Cost
999275.00
Base Unrealized Gain Loss
60400.00
Base Accrued Interest
22553.33
Local Market Value
1059675.00
Local Total Cost Amount
999275.00
Local Unrealized Gain Loss
60400.00
Local Accrued Interest
22553.33
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
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: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
5.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1975000.00
Base Market Value
2118385.00
Base Total Cost
2006219.83
Base Unrealized Gain Loss
112165.17
Base Accrued Interest
52364.92
Local Market Value
2118385.00
Local Total Cost Amount
2006219.83
Local Unrealized Gain Loss
112165.17
Local Accrued Interest
52364.92
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: 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
1325000.00
Base Market Value
1441109.75
Base Total Cost
1329195.31
Base Unrealized Gain Loss
111914.44
Base Accrued Interest
28156.25
Local Market Value
1441109.75
Local Total Cost Amount
1329195.31
Local Unrealized Gain Loss
111914.44
Local Accrued Interest
28156.25
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
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: ELDORADO RESORTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELDORADO RESORTS INC
Security Description
7% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1243437.50
Base Total Cost
1163593.75
Base Unrealized Gain Loss
79843.75
Base Accrued Interest
33541.66
Local Market Value
1243437.50
Local Total Cost Amount
1163593.75
Local Unrealized Gain Loss
79843.75
Local Accrued Interest
33541.66
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
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: 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
1195000.00
Base Market Value
1288807.50
Base Total Cost
1219927.88
Base Unrealized Gain Loss
68879.62
Base Accrued Interest
2788.34
Local Market Value
1288807.50
Local Total Cost Amount
1219927.88
Local Unrealized Gain Loss
68879.62
Local Accrued Interest
2788.34
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: SINCLAIR TELEVISION GROU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SINCLAIR TELEVISION GROU
Security Description
5.875% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
45000.00
Base Market Value
46012.50
Base Total Cost
46237.50
Base Unrealized Gain Loss
-225.00
Base Accrued Interest
778.44
Local Market Value
46012.50
Local Total Cost Amount
46237.50
Local Unrealized Gain Loss
-225.00
Local Accrued Interest
778.44
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
B+
Direct Group Trust Holding
Direct
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