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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: J.B. POINDEXTER + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
J.B. POINDEXTER + CO
Security Description
9% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
595000.00
Base Market Value
624006.25
Base Total Cost
595000.00
Base Unrealized Gain Loss
29006.25
Base Accrued Interest
13387.50
Local Market Value
624006.25
Local Total Cost Amount
595000.00
Local Unrealized Gain Loss
29006.25
Local Accrued Interest
13387.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
6.5% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
248000.00
Base Market Value
242730.00
Base Total Cost
200260.00
Base Unrealized Gain Loss
42470.00
Base Accrued Interest
716.44
Local Market Value
242730.00
Local Total Cost Amount
200260.00
Local Unrealized Gain Loss
42470.00
Local Accrued Interest
716.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: NEWFIELD EXPLORATION CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWFIELD EXPLORATION CO
Security Description
5.625% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
536000.00
Base Market Value
558780.00
Base Total Cost
503840.00
Base Unrealized Gain Loss
54940.00
Base Accrued Interest
0
Local Market Value
558780.00
Local Total Cost Amount
503840.00
Local Unrealized Gain Loss
54940.00
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
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: VIDEOTRON LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIDEOTRON LTD
Security Description
5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
175000.00
Base Market Value
185062.50
Base Total Cost
175117.44
Base Unrealized Gain Loss
9945.06
Base Accrued Interest
4034.72
Local Market Value
185062.50
Local Total Cost Amount
175117.44
Local Unrealized Gain Loss
9945.06
Local Accrued Interest
4034.72
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
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: MEG ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEG ENERGY CORP
Security Description
6.375% 30 Jan 2023
Maturity Date
2023-01-30T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
121000.00
Base Market Value
93472.50
Base Total Cost
127957.50
Base Unrealized Gain Loss
-34485.00
Base Accrued Interest
3235.48
Local Market Value
93472.50
Local Total Cost Amount
127957.50
Local Unrealized Gain Loss
-34485.00
Local Accrued Interest
3235.48
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
Caa2
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: MERITAGE HOMES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITAGE HOMES CORP
Security Description
7% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
332000.00
Base Market Value
377650.00
Base Total Cost
332000.00
Base Unrealized Gain Loss
45650.00
Base Accrued Interest
5810.00
Local Market Value
377650.00
Local Total Cost Amount
332000.00
Local Unrealized Gain Loss
45650.00
Local Accrued Interest
5810.00
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FRONTIER COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRONTIER COMMUNICATIONS
Security Description
7.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
450000.00
Base Market Value
374625.00
Base Total Cost
430875.00
Base Unrealized Gain Loss
-56250.00
Base Accrued Interest
14784.38
Local Market Value
374625.00
Local Total Cost Amount
430875.00
Local Unrealized Gain Loss
-56250.00
Local Accrued Interest
14784.38
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
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: SESI LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SESI LLC
Security Description
7.125% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
559000.00
Base Market Value
532447.50
Base Total Cost
576468.75
Base Unrealized Gain Loss
-44021.25
Base Accrued Interest
1770.17
Local Market Value
532447.50
Local Total Cost Amount
576468.75
Local Unrealized Gain Loss
-44021.25
Local Accrued Interest
1770.17
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
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: VIASAT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIASAT INC
Security Description
6.875% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
716000.00
Base Market Value
730090.88
Base Total Cost
720634.80
Base Unrealized Gain Loss
9456.08
Base Accrued Interest
2187.78
Local Market Value
730090.88
Local Total Cost Amount
720634.80
Local Unrealized Gain Loss
9456.08
Local Accrued Interest
2187.78
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HEALTHSOUTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHSOUTH CORP
Security Description
5.75% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
944000.00
Base Market Value
968780.00
Base Total Cost
964067.50
Base Unrealized Gain Loss
4712.50
Base Accrued Interest
9046.67
Local Market Value
968780.00
Local Total Cost Amount
964067.50
Local Unrealized Gain Loss
4712.50
Local Accrued Interest
9046.67
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: CABLEVISION SYSTEMS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION SYSTEMS CORP
Security Description
5.875% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1915000.00
Base Market Value
2013143.75
Base Total Cost
1673557.50
Base Unrealized Gain Loss
339586.25
Base Accrued Interest
33126.84
Local Market Value
2013143.75
Local Total Cost Amount
1673557.50
Local Unrealized Gain Loss
339586.25
Local Accrued Interest
33126.84
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
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
5.375% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
266000.00
Base Market Value
286615.00
Base Total Cost
266000.00
Base Unrealized Gain Loss
20615.00
Base Accrued Interest
3574.37
Local Market Value
286615.00
Local Total Cost Amount
266000.00
Local Unrealized Gain Loss
20615.00
Local Accrued Interest
3574.37
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
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: DPL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DPL INC
Security Description
7.25% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
889000.00
Base Market Value
951230.00
Base Total Cost
899111.91
Base Unrealized Gain Loss
52118.09
Base Accrued Interest
13606.64
Local Market Value
951230.00
Local Total Cost Amount
899111.91
Local Unrealized Gain Loss
52118.09
Local Accrued Interest
13606.64
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: 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 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
150000.00
Base Market Value
161250.00
Base Total Cost
153298.50
Base Unrealized Gain Loss
7951.50
Base Accrued Interest
4063.54
Local Market Value
161250.00
Local Total Cost Amount
153298.50
Local Unrealized Gain Loss
7951.50
Local Accrued Interest
4063.54
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
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: CEQUEL COM HLDG I/CAP CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEQUEL COM HLDG I/CAP CP
Security Description
6.375% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1170000.00
Base Market Value
1193400.00
Base Total Cost
1183976.83
Base Unrealized Gain Loss
9423.17
Base Accrued Interest
21961.88
Local Market Value
1193400.00
Local Total Cost Amount
1183976.83
Local Unrealized Gain Loss
9423.17
Local Accrued Interest
21961.88
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
FINANCE
Moody S Quality Rating
Caa1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.875% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
520000.00
Base Market Value
566150.00
Base Total Cost
557155.00
Base Unrealized Gain Loss
8995.00
Base Accrued Interest
5091.67
Local Market Value
566150.00
Local Total Cost Amount
557155.00
Local Unrealized Gain Loss
8995.00
Local Accrued Interest
5091.67
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
PEN
Local Currency Code: PEN • Trade Country Name: PERU • Security Name: SOL
Local Currency Code
PEN
Trade Country Name
PERU
Security Name
SOL
Interest Rate
0
Original Face
0
Shares Par Value
-47.75
Base Market Value
-14.71
Base Total Cost
-14.73
Base Unrealized Gain Loss
0.02
Base Accrued Interest
0
Local Market Value
-47.75
Local Total Cost Amount
-47.75
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPRINT COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPRINT COMMUNICATIONS
Security Description
6% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
232000.00
Base Market Value
245920.00
Base Total Cost
228356.51
Base Unrealized Gain Loss
17563.49
Base Accrued Interest
1778.67
Local Market Value
245920.00
Local Total Cost Amount
228356.51
Local Unrealized Gain Loss
17563.49
Local Accrued Interest
1778.67
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
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
4.75% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
505000.00
Base Market Value
521059.00
Base Total Cost
507902.50
Base Unrealized Gain Loss
13156.50
Base Accrued Interest
1066.10
Local Market Value
521059.00
Local Total Cost Amount
507902.50
Local Unrealized Gain Loss
13156.50
Local Accrued Interest
1066.10
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: BROOKFIELD RESIDENTIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROOKFIELD RESIDENTIAL
Security Description
6.5% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
101000.00
Base Market Value
104282.50
Base Total Cost
99485.00
Base Unrealized Gain Loss
4797.50
Base Accrued Interest
291.78
Local Market Value
104282.50
Local Total Cost Amount
99485.00
Local Unrealized Gain Loss
4797.50
Local Accrued Interest
291.78
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
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: UNIVERSAL HOSPITAL SERVI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVERSAL HOSPITAL SERVI
Security Description
7.625% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
483000.00
Base Market Value
490848.75
Base Total Cost
493800.50
Base Unrealized Gain Loss
-2951.75
Base Accrued Interest
13913.08
Local Market Value
490848.75
Local Total Cost Amount
493800.50
Local Unrealized Gain Loss
-2951.75
Local Accrued Interest
13913.08
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
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
188284.40
Base Market Value
188284.40
Base Total Cost
188284.40
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
188284.40
Local Total Cost Amount
188284.40
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: REYNOLDS GRP ISS/REYNOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS GRP ISS/REYNOLD
Security Description
5.75% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
410000.00
Base Market Value
419569.40
Base Total Cost
413025.00
Base Unrealized Gain Loss
6544.40
Base Accrued Interest
4976.94
Local Market Value
419569.40
Local Total Cost Amount
413025.00
Local Unrealized Gain Loss
6544.40
Local Accrued Interest
4976.94
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
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
5.125% 02 Jul 2022
Maturity Date
2022-07-02T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
400000.00
Base Market Value
422920.00
Base Total Cost
423972.00
Base Unrealized Gain Loss
-1052.00
Base Accrued Interest
10193.05
Local Market Value
422920.00
Local Total Cost Amount
423972.00
Local Unrealized Gain Loss
-1052.00
Local Accrued Interest
10193.05
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
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: EQUINIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUINIX INC
Security Description
5.375% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
750000.00
Base Market Value
779062.50
Base Total Cost
768750.00
Base Unrealized Gain Loss
10312.50
Base Accrued Interest
10078.12
Local Market Value
779062.50
Local Total Cost Amount
768750.00
Local Unrealized Gain Loss
10312.50
Local Accrued Interest
10078.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: HERTZ CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERTZ CORP
Security Description
6.25% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
941000.00
Base Market Value
821022.50
Base Total Cost
944913.75
Base Unrealized Gain Loss
-123891.25
Base Accrued Interest
12415.97
Local Market Value
821022.50
Local Total Cost Amount
944913.75
Local Unrealized Gain Loss
-123891.25
Local Accrued Interest
12415.97
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
5.625% 01 Apr 2020
Maturity Date
2020-04-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
334000.00
Base Market Value
353308.54
Base Total Cost
343675.00
Base Unrealized Gain Loss
9633.54
Base Accrued Interest
4696.88
Local Market Value
353308.54
Local Total Cost Amount
343675.00
Local Unrealized Gain Loss
9633.54
Local Accrued Interest
4696.88
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
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
4.375% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
650000.00
Base Market Value
672425.00
Base Total Cost
631875.00
Base Unrealized Gain Loss
40550.00
Base Accrued Interest
6003.47
Local Market Value
672425.00
Local Total Cost Amount
631875.00
Local Unrealized Gain Loss
40550.00
Local Accrued Interest
6003.47
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
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
4.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
300000.00
Base Market Value
305625.00
Base Total Cost
306540.00
Base Unrealized Gain Loss
-915.00
Base Accrued Interest
1950.00
Local Market Value
305625.00
Local Total Cost Amount
306540.00
Local Unrealized Gain Loss
-915.00
Local Accrued Interest
1950.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COMMERCIAL METALS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMERCIAL METALS CO
Security Description
4.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
434000.00
Base Market Value
438882.50
Base Total Cost
433457.50
Base Unrealized Gain Loss
5425.00
Base Accrued Interest
2703.46
Local Market Value
438882.50
Local Total Cost Amount
433457.50
Local Unrealized Gain Loss
5425.00
Local Accrued Interest
2703.46
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
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: BRINKER INTERNATIONAL IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRINKER INTERNATIONAL IN
Security Description
3.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
509000.00
Base Market Value
489276.25
Base Total Cost
481005.00
Base Unrealized Gain Loss
8271.25
Base Accrued Interest
2520.26
Local Market Value
489276.25
Local Total Cost Amount
481005.00
Local Unrealized Gain Loss
8271.25
Local Accrued Interest
2520.26
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
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
6.75% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1418000.00
Base Market Value
1467630.00
Base Total Cost
1459436.25
Base Unrealized Gain Loss
8193.75
Base Accrued Interest
39881.25
Local Market Value
1467630.00
Local Total Cost Amount
1459436.25
Local Unrealized Gain Loss
8193.75
Local Accrued Interest
39881.25
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
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: WILLIAM LYON HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAM LYON HOMES INC
Security Description
5.875% 31 Jan 2025
Maturity Date
2025-01-31T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
380000.00
Base Market Value
391400.00
Base Total Cost
377017.00
Base Unrealized Gain Loss
14383.00
Base Accrued Interest
9302.08
Local Market Value
391400.00
Local Total Cost Amount
377017.00
Local Unrealized Gain Loss
14383.00
Local Accrued Interest
9302.08
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
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.375% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
587000.00
Base Market Value
607545.00
Base Total Cost
587302.50
Base Unrealized Gain Loss
20242.50
Base Accrued Interest
5258.54
Local Market Value
607545.00
Local Total Cost Amount
587302.50
Local Unrealized Gain Loss
20242.50
Local Accrued Interest
5258.54
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
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
4.875% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
736000.00
Base Market Value
733240.00
Base Total Cost
736000.00
Base Unrealized Gain Loss
-2760.00
Base Accrued Interest
2192.67
Local Market Value
733240.00
Local Total Cost Amount
736000.00
Local Unrealized Gain Loss
-2760.00
Local Accrued Interest
2192.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: CLEAN HARBORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAN HARBORS INC
Security Description
5.125% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
56000.00
Base Market Value
57190.00
Base Total Cost
57400.00
Base Unrealized Gain Loss
-210.00
Base Accrued Interest
239.17
Local Market Value
57190.00
Local Total Cost Amount
57400.00
Local Unrealized Gain Loss
-210.00
Local Accrued Interest
239.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
5.125% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
449000.00
Base Market Value
453346.32
Base Total Cost
452968.75
Base Unrealized Gain Loss
377.57
Base Accrued Interest
2940.33
Local Market Value
453346.32
Local Total Cost Amount
452968.75
Local Unrealized Gain Loss
377.57
Local Accrued Interest
2940.33
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
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
3.45% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
884000.00
Base Market Value
835380.00
Base Total Cost
842457.50
Base Unrealized Gain Loss
-7077.50
Base Accrued Interest
2541.49
Local Market Value
835380.00
Local Total Cost Amount
842457.50
Local Unrealized Gain Loss
-7077.50
Local Accrued Interest
2541.49
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
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
4.625% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
440000.00
Base Market Value
448800.00
Base Total Cost
440920.00
Base Unrealized Gain Loss
7880.00
Base Accrued Interest
7687.77
Local Market Value
448800.00
Local Total Cost Amount
440920.00
Local Unrealized Gain Loss
7880.00
Local Accrued Interest
7687.77
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
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: EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMC CORP
Security Description
3.375% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
660000.00
Base Market Value
633454.80
Base Total Cost
611260.00
Base Unrealized Gain Loss
22194.80
Base Accrued Interest
1856.26
Local Market Value
633454.80
Local Total Cost Amount
611260.00
Local Unrealized Gain Loss
22194.80
Local Accrued Interest
1856.26
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: PENSKE AUTO GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE AUTO GROUP INC
Security Description
5.75% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
24000.00
Base Market Value
24780.00
Base Total Cost
25350.00
Base Unrealized Gain Loss
-570.00
Base Accrued Interest
345.00
Local Market Value
24780.00
Local Total Cost Amount
25350.00
Local Unrealized Gain Loss
-570.00
Local Accrued Interest
345.00
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
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: GIBSON ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GIBSON ENERGY INC
Security Description
6.75% 15 Jul 2021
Maturity Date
2021-07-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
38000.00
Base Market Value
39235.00
Base Total Cost
37460.18
Base Unrealized Gain Loss
1774.82
Base Accrued Interest
1182.75
Local Market Value
39235.00
Local Total Cost Amount
37460.18
Local Unrealized Gain Loss
1774.82
Local Accrued Interest
1182.75
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
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
609915.25
Base Market Value
609915.25
Base Total Cost
609915.25
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
609915.25
Local Total Cost Amount
609915.25
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
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
6.75% 15 Aug 2018
Maturity Date
2018-08-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
422000.00
Base Market Value
423055.00
Base Total Cost
416940.37
Base Unrealized Gain Loss
6114.63
Base Accrued Interest
10761.00
Local Market Value
423055.00
Local Total Cost Amount
416940.37
Local Unrealized Gain Loss
6114.63
Local Accrued Interest
10761.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
4.75% 01 Jun 2020
Maturity Date
2020-06-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
9000.00
Base Market Value
9315.00
Base Total Cost
9000.00
Base Unrealized Gain Loss
315.00
Base Accrued Interest
35.63
Local Market Value
9315.00
Local Total Cost Amount
9000.00
Local Unrealized Gain Loss
315.00
Local Accrued Interest
35.63
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
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: CONTINENTAL RESOURCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONTINENTAL RESOURCES
Security Description
4.5% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
784000.00
Base Market Value
748720.00
Base Total Cost
716190.00
Base Unrealized Gain Loss
32530.00
Base Accrued Interest
7448.00
Local Market Value
748720.00
Local Total Cost Amount
716190.00
Local Unrealized Gain Loss
32530.00
Local Accrued Interest
7448.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SONIC AUTOMOTIVE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SONIC AUTOMOTIVE INC
Security Description
5% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
211000.00
Base Market Value
200713.75
Base Total Cost
201667.50
Base Unrealized Gain Loss
-953.75
Base Accrued Interest
1348.06
Local Market Value
200713.75
Local Total Cost Amount
201667.50
Local Unrealized Gain Loss
-953.75
Local Accrued Interest
1348.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
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
426000.00
Base Market Value
437715.00
Base Total Cost
428130.00
Base Unrealized Gain Loss
9585.00
Base Accrued Interest
9318.75
Local Market Value
437715.00
Local Total Cost Amount
428130.00
Local Unrealized Gain Loss
9585.00
Local Accrued Interest
9318.75
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
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 ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
750000.00
Base Market Value
770625.00
Base Total Cost
648750.00
Base Unrealized Gain Loss
121875.00
Base Accrued Interest
14630.21
Local Market Value
770625.00
Local Total Cost Amount
648750.00
Local Unrealized Gain Loss
121875.00
Local Accrued Interest
14630.21
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
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: NUSTAR LOGISTICS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUSTAR LOGISTICS LP
Security Description
6.75% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
312000.00
Base Market Value
340080.00
Base Total Cost
330525.00
Base Unrealized Gain Loss
9555.00
Base Accrued Interest
8775.00
Local Market Value
340080.00
Local Total Cost Amount
330525.00
Local Unrealized Gain Loss
9555.00
Local Accrued Interest
8775.00
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
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
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