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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: 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
745000.00
Base Market Value
785043.75
Base Total Cost
747450.00
Base Unrealized Gain Loss
37593.75
Base Accrued Interest
19803.24
Local Market Value
785043.75
Local Total Cost Amount
747450.00
Local Unrealized Gain Loss
37593.75
Local Accrued Interest
19803.24
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
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: EP ENER/EVEREST ACQ FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EP ENER/EVEREST ACQ FIN
Security Description
6.375% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
5545000.00
Base Market Value
3257687.50
Base Total Cost
2810725.00
Base Unrealized Gain Loss
446962.50
Base Accrued Interest
15710.84
Local Market Value
3257687.50
Local Total Cost Amount
2810725.00
Local Unrealized Gain Loss
446962.50
Local Accrued Interest
15710.84
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
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: MERITAGE HOMES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITAGE HOMES CORP
Security Description
6% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
810000.00
Base Market Value
866700.00
Base Total Cost
838593.75
Base Unrealized Gain Loss
28106.25
Base Accrued Interest
4083.33
Local Market Value
866700.00
Local Total Cost Amount
838593.75
Local Unrealized Gain Loss
28106.25
Local Accrued Interest
4083.33
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
HOUSEHOLD DURABLES
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: MSCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MSCI INC
Security Description
5.75% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1490000.00
Base Market Value
1613848.80
Base Total Cost
1493500.00
Base Unrealized Gain Loss
120348.80
Base Accrued Interest
32378.89
Local Market Value
1613848.80
Local Total Cost Amount
1493500.00
Local Unrealized Gain Loss
120348.80
Local Accrued Interest
32378.89
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
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
7.625% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1040000.00
Base Market Value
1008800.00
Base Total Cost
985475.00
Base Unrealized Gain Loss
23325.00
Base Accrued Interest
13216.66
Local Market Value
1008800.00
Local Total Cost Amount
985475.00
Local Unrealized Gain Loss
23325.00
Local Accrued Interest
13216.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: KRONOS ACQUISITION HOLDI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRONOS ACQUISITION HOLDI
Security Description
9% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
345000.00
Base Market Value
344137.50
Base Total Cost
343275.00
Base Unrealized Gain Loss
862.50
Base Accrued Interest
11750.00
Local Market Value
344137.50
Local Total Cost Amount
343275.00
Local Unrealized Gain Loss
862.50
Local Accrued Interest
11750.00
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
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNITI GROUP/CSL CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITI GROUP/CSL CAPITAL
Security Description
8.25% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
2010000.00
Base Market Value
2070300.00
Base Total Cost
1994345.28
Base Unrealized Gain Loss
75954.72
Base Accrued Interest
35025.83
Local Market Value
2070300.00
Local Total Cost Amount
1994345.28
Local Unrealized Gain Loss
75954.72
Local Accrued Interest
35025.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: 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
890000.00
Base Market Value
954525.00
Base Total Cost
933950.00
Base Unrealized Gain Loss
20575.00
Base Accrued Interest
15395.76
Local Market Value
954525.00
Local Total Cost Amount
933950.00
Local Unrealized Gain Loss
20575.00
Local Accrued Interest
15395.76
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
10.875% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
10.875
Original Face
0
Shares Par Value
3895000.00
Base Market Value
4688606.25
Base Total Cost
4494146.06
Base Unrealized Gain Loss
194460.19
Base Accrued Interest
195339.15
Local Market Value
4688606.25
Local Total Cost Amount
4494146.06
Local Unrealized Gain Loss
194460.19
Local Accrued Interest
195339.15
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
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: ZEBRA TECHNOLOGIES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZEBRA TECHNOLOGIES CORP
Security Description
7.25% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
825000.00
Base Market Value
876562.50
Base Total Cost
865343.75
Base Unrealized Gain Loss
11218.75
Base Accrued Interest
12643.19
Local Market Value
876562.50
Local Total Cost Amount
865343.75
Local Unrealized Gain Loss
11218.75
Local Accrued Interest
12643.19
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LENNAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LENNAR CORP
Security Description
4.875% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1690000.00
Base Market Value
1796689.70
Base Total Cost
1769125.00
Base Unrealized Gain Loss
27564.70
Base Accrued Interest
3672.50
Local Market Value
1796689.70
Local Total Cost Amount
1769125.00
Local Unrealized Gain Loss
27564.70
Local Accrued Interest
3672.50
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
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: 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
1760000.00
Base Market Value
1878800.00
Base Total Cost
1770035.29
Base Unrealized Gain Loss
108764.71
Base Accrued Interest
10282.22
Local Market Value
1878800.00
Local Total Cost Amount
1770035.29
Local Unrealized Gain Loss
108764.71
Local Accrued Interest
10282.22
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
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: AECOM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AECOM
Security Description
5.875% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
670000.00
Base Market Value
728625.00
Base Total Cost
693864.57
Base Unrealized Gain Loss
34760.43
Base Accrued Interest
8337.61
Local Market Value
728625.00
Local Total Cost Amount
693864.57
Local Unrealized Gain Loss
34760.43
Local Accrued Interest
8337.61
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: NCL CORPORATION LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL CORPORATION LTD
Security Description
4.625% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
960000.00
Base Market Value
985507.20
Base Total Cost
981525.00
Base Unrealized Gain Loss
3982.20
Base Accrued Interest
5683.60
Local Market Value
985507.20
Local Total Cost Amount
981525.00
Local Unrealized Gain Loss
3982.20
Local Accrued Interest
5683.60
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
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: 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
2010000.00
Base Market Value
2067144.30
Base Total Cost
2037912.50
Base Unrealized Gain Loss
29231.80
Base Accrued Interest
46352.77
Local Market Value
2067144.30
Local Total Cost Amount
2037912.50
Local Unrealized Gain Loss
29231.80
Local Accrued Interest
46352.77
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
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: MATCH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP INC
Security Description
1% 16 Nov 2022
Maturity Date
2022-11-16T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
749666.34
Base Market Value
753414.67
Base Total Cost
740996.01
Base Unrealized Gain Loss
12418.66
Base Accrued Interest
0
Local Market Value
753414.67
Local Total Cost Amount
740996.01
Local Unrealized Gain Loss
12418.66
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Moody S Quality Rating
BA2
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% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1900000.00
Base Market Value
2052000.00
Base Total Cost
2023706.25
Base Unrealized Gain Loss
28293.75
Base Accrued Interest
42180.84
Local Market Value
2052000.00
Local Total Cost Amount
2023706.25
Local Unrealized Gain Loss
28293.75
Local Accrued Interest
42180.84
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
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: 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
1210000.00
Base Market Value
1318900.00
Base Total Cost
1241850.00
Base Unrealized Gain Loss
77050.00
Base Accrued Interest
28581.60
Local Market Value
1318900.00
Local Total Cost Amount
1241850.00
Local Unrealized Gain Loss
77050.00
Local Accrued Interest
28581.60
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
EUR
Local Currency Code: EUR • Trade Country Name: BELGIUM • Security Name: EURONAV NV
Local Currency Code
EUR
Trade Country Name
BELGIUM
Security Name
EURONAV NV
Security Description
COMMON STOCK
Maturity Date
1899-12-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
0
Base Market Value
0
Base Total Cost
0
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0
Local Total Cost Amount
0
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
ENERGY
Minor Industry Name
OIL, GAS & CONSUMABLE FUELS
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Group Trust
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEWFIELD EXPLORATION CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWFIELD EXPLORATION CO
Security Description
5.375% 01 Jan 2026
Maturity Date
2026-01-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1555000.00
Base Market Value
1609425.00
Base Total Cost
1360780.27
Base Unrealized Gain Loss
248644.73
Base Accrued Interest
11.94
Local Market Value
1609425.00
Local Total Cost Amount
1360780.27
Local Unrealized Gain Loss
248644.73
Local Accrued Interest
11.94
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
6.45% 03 Nov 2036
Maturity Date
2036-11-03T00:00:00.000
Interest Rate
6.45
Original Face
0
Shares Par Value
865000.00
Base Market Value
912575.00
Base Total Cost
898700.00
Base Unrealized Gain Loss
13875.00
Base Accrued Interest
8988.79
Local Market Value
912575.00
Local Total Cost Amount
898700.00
Local Unrealized Gain Loss
13875.00
Local Accrued Interest
8988.79
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
7.625% 01 Oct 2018
Maturity Date
2018-10-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
695000.00
Base Market Value
741912.50
Base Total Cost
752387.50
Base Unrealized Gain Loss
-10475.00
Base Accrued Interest
13248.43
Local Market Value
741912.50
Local Total Cost Amount
752387.50
Local Unrealized Gain Loss
-10475.00
Local Accrued Interest
13248.43
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
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: ARCONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC INC
Security Description
5.72% 23 Feb 2019
Maturity Date
2019-02-23T00:00:00.000
Interest Rate
5.72
Original Face
0
Shares Par Value
355000.00
Base Market Value
369856.75
Base Total Cost
375412.50
Base Unrealized Gain Loss
-5555.75
Base Accrued Interest
7219.91
Local Market Value
369856.75
Local Total Cost Amount
375412.50
Local Unrealized Gain Loss
-5555.75
Local Accrued Interest
7219.91
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
6.75% 15 Sep 2037
Maturity Date
2037-09-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1600000.00
Base Market Value
1720000.00
Base Total Cost
1690300.00
Base Unrealized Gain Loss
29700.00
Base Accrued Interest
31800.02
Local Market Value
1720000.00
Local Total Cost Amount
1690300.00
Local Unrealized Gain Loss
29700.00
Local Accrued Interest
31800.02
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
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: ROCKIES EXPRESS PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKIES EXPRESS PIPELINE
Security Description
7.5% 15 Jul 2038
Maturity Date
2038-07-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
765000.00
Base Market Value
862537.50
Base Total Cost
809676.23
Base Unrealized Gain Loss
52861.27
Base Accrued Interest
26456.25
Local Market Value
862537.50
Local Total Cost Amount
809676.23
Local Unrealized Gain Loss
52861.27
Local Accrued Interest
26456.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
9.75% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
520000.00
Base Market Value
581100.00
Base Total Cost
583612.50
Base Unrealized Gain Loss
-2512.50
Base Accrued Interest
14947.29
Local Market Value
581100.00
Local Total Cost Amount
583612.50
Local Unrealized Gain Loss
-2512.50
Local Accrued Interest
14947.29
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
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
8.125% 01 Oct 2018
Maturity Date
2018-10-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
630000.00
Base Market Value
665437.50
Base Total Cost
672187.50
Base Unrealized Gain Loss
-6750.00
Base Accrued Interest
12796.87
Local Market Value
665437.50
Local Total Cost Amount
672187.50
Local Unrealized Gain Loss
-6750.00
Local Accrued Interest
12796.87
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
1% 15 Oct 2039
Maturity Date
2039-10-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
5255000.00
Base Market Value
5892168.75
Base Total Cost
5050384.67
Base Unrealized Gain Loss
841784.08
Base Accrued Interest
83218.75
Local Market Value
5892168.75
Local Total Cost Amount
5050384.67
Local Unrealized Gain Loss
841784.08
Local Accrued Interest
83218.75
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.35% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
5.35
Original Face
0
Shares Par Value
665000.00
Base Market Value
691600.00
Base Total Cost
690950.00
Base Unrealized Gain Loss
650.00
Base Accrued Interest
10487.49
Local Market Value
691600.00
Local Total Cost Amount
690950.00
Local Unrealized Gain Loss
650.00
Local Accrued Interest
10487.49
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
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: ROCKIES EXPRESS PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKIES EXPRESS PIPELINE
Security Description
5.625% 15 Apr 2020
Maturity Date
2020-04-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
2145000.00
Base Market Value
2279062.50
Base Total Cost
2171047.60
Base Unrealized Gain Loss
108014.90
Base Accrued Interest
25484.40
Local Market Value
2279062.50
Local Total Cost Amount
2171047.60
Local Unrealized Gain Loss
108014.90
Local Accrued Interest
25484.40
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
8% 25 Mar 2020
Maturity Date
2020-03-25T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
675000.00
Base Market Value
754312.50
Base Total Cost
755025.00
Base Unrealized Gain Loss
-712.50
Base Accrued Interest
14417.77
Local Market Value
754312.50
Local Total Cost Amount
755025.00
Local Unrealized Gain Loss
-712.50
Local Accrued Interest
14417.77
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ROCKIES EXPRESS PIPELINE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKIES EXPRESS PIPELINE
Security Description
6.875% 15 Apr 2040
Maturity Date
2040-04-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1460000.00
Base Market Value
1591400.00
Base Total Cost
1451994.59
Base Unrealized Gain Loss
139405.41
Base Accrued Interest
21190.28
Local Market Value
1591400.00
Local Total Cost Amount
1451994.59
Local Unrealized Gain Loss
139405.41
Local Accrued Interest
21190.28
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
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: R.R. DONNELLEY + SONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
R.R. DONNELLEY + SONS
Security Description
7.625% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
2127000.00
Base Market Value
2366287.50
Base Total Cost
2207883.21
Base Unrealized Gain Loss
158404.29
Base Accrued Interest
7223.00
Local Market Value
2366287.50
Local Total Cost Amount
2207883.21
Local Unrealized Gain Loss
158404.29
Local Accrued Interest
7223.00
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
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: NUSTAR LOGISTICS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUSTAR LOGISTICS LP
Security Description
4.8% 01 Sep 2020
Maturity Date
2020-09-01T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
650000.00
Base Market Value
676000.00
Base Total Cost
684487.50
Base Unrealized Gain Loss
-8487.50
Base Accrued Interest
10410.67
Local Market Value
676000.00
Local Total Cost Amount
684487.50
Local Unrealized Gain Loss
-8487.50
Local Accrued Interest
10410.67
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
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENERGY TRANSFER EQUITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER EQUITY
Security Description
7.5% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
2265000.00
Base Market Value
2531137.50
Base Total Cost
2522032.30
Base Unrealized Gain Loss
9105.20
Base Accrued Interest
35877.08
Local Market Value
2531137.50
Local Total Cost Amount
2522032.30
Local Unrealized Gain Loss
9105.20
Local Accrued Interest
35877.08
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
8% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
5653000.00
Base Market Value
6430287.50
Base Total Cost
6540529.79
Base Unrealized Gain Loss
-110242.29
Base Accrued Interest
133177.35
Local Market Value
6430287.50
Local Total Cost Amount
6540529.79
Local Unrealized Gain Loss
-110242.29
Local Accrued Interest
133177.35
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
6.125% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
840000.00
Base Market Value
823200.00
Base Total Cost
542889.40
Base Unrealized Gain Loss
280310.60
Base Accrued Interest
19436.67
Local Market Value
823200.00
Local Total Cost Amount
542889.40
Local Unrealized Gain Loss
280310.60
Local Accrued Interest
19436.67
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
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
8.375% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
8.375
Original Face
0
Shares Par Value
822000.00
Base Market Value
972015.00
Base Total Cost
774607.78
Base Unrealized Gain Loss
197407.22
Base Accrued Interest
31760.32
Local Market Value
972015.00
Local Total Cost Amount
774607.78
Local Unrealized Gain Loss
197407.22
Local Accrued Interest
31760.32
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CENTURYLINK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURYLINK INC
Security Description
6.45% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
6.45
Original Face
0
Shares Par Value
2071000.00
Base Market Value
2236680.00
Base Total Cost
2199204.32
Base Unrealized Gain Loss
37475.68
Base Accrued Interest
5951.20
Local Market Value
2236680.00
Local Total Cost Amount
2199204.32
Local Unrealized Gain Loss
37475.68
Local Accrued Interest
5951.20
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
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
6.625% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
6.625
Original Face
1920000.00
Shares Par Value
992530.19
Base Market Value
970198.26
Base Total Cost
966442.80
Base Unrealized Gain Loss
3755.46
Base Accrued Interest
8419.65
Local Market Value
970198.26
Local Total Cost Amount
966442.80
Local Unrealized Gain Loss
3755.46
Local Accrued Interest
8419.65
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: GENERAL NUTRITION CTRS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENERAL NUTRITION CTRS INC
Security Description
1% 04 Mar 2019
Maturity Date
2019-03-04T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1387716.17
Base Market Value
1312259.10
Base Total Cost
1198788.33
Base Unrealized Gain Loss
113470.77
Base Accrued Interest
0
Local Market Value
1312259.10
Local Total Cost Amount
1198788.33
Local Unrealized Gain Loss
113470.77
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WR GRACE + CO CONN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WR GRACE + CO CONN
Security Description
5.125% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
345000.00
Base Market Value
370012.50
Base Total Cost
363900.00
Base Unrealized Gain Loss
6112.50
Base Accrued Interest
4430.27
Local Market Value
370012.50
Local Total Cost Amount
363900.00
Local Unrealized Gain Loss
6112.50
Local Accrued Interest
4430.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ACOSTA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACOSTA INC
Security Description
7.75% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
4605000.00
Base Market Value
3488287.50
Base Total Cost
4293398.13
Base Unrealized Gain Loss
-805110.63
Base Accrued Interest
89221.81
Local Market Value
3488287.50
Local Total Cost Amount
4293398.13
Local Unrealized Gain Loss
-805110.63
Local Accrued Interest
89221.81
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: ARCONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC INC
Security Description
5.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
720000.00
Base Market Value
747000.00
Base Total Cost
719951.22
Base Unrealized Gain Loss
27048.78
Base Accrued Interest
9236.37
Local Market Value
747000.00
Local Total Cost Amount
719951.22
Local Unrealized Gain Loss
27048.78
Local Accrued Interest
9236.37
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENNANT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENNANT CO
Security Description
COMMON STOCK USD.375
Interest Rate
0
Original Face
0
Shares Par Value
445.00
Base Market Value
32841.00
Base Total Cost
27847.20
Base Unrealized Gain Loss
4993.80
Base Accrued Interest
0
Local Market Value
32841.00
Local Total Cost Amount
27847.20
Local Unrealized Gain Loss
4993.80
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
INDUSTRIALS
Minor Industry Name
MACHINERY
Moody S Quality Rating
NA
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: VIRGIN MEDIA FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA FINANCE PLC
Security Description
6% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
647000.00
Base Market Value
685820.00
Base Total Cost
687990.00
Base Unrealized Gain Loss
-2170.00
Base Accrued Interest
8208.67
Local Market Value
685820.00
Local Total Cost Amount
687990.00
Local Unrealized Gain Loss
-2170.00
Local Accrued Interest
8208.67
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
OTHER YANKEE
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
5.375% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1610628.75
Base Total Cost
1614554.81
Base Unrealized Gain Loss
-3926.06
Base Accrued Interest
10485.73
Local Market Value
1610628.75
Local Total Cost Amount
1614554.81
Local Unrealized Gain Loss
-3926.06
Local Accrued Interest
10485.73
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: TEGNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEGNA INC
Security Description
5.125% 15 Oct 2019
Maturity Date
2019-10-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2065000.00
Base Market Value
2111462.50
Base Total Cost
2099333.97
Base Unrealized Gain Loss
12128.53
Base Accrued Interest
22342.15
Local Market Value
2111462.50
Local Total Cost Amount
2099333.97
Local Unrealized Gain Loss
12128.53
Local Accrued Interest
22342.15
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
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: HCA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HCA INC
Security Description
5.25% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1735000.00
Base Market Value
1865125.00
Base Total Cost
1851475.00
Base Unrealized Gain Loss
13650.00
Base Accrued Interest
19239.80
Local Market Value
1865125.00
Local Total Cost Amount
1851475.00
Local Unrealized Gain Loss
13650.00
Local Accrued Interest
19239.80
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
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1940000.00
Base Market Value
1930300.00
Base Total Cost
1937634.42
Base Unrealized Gain Loss
-7334.42
Base Accrued Interest
16177.78
Local Market Value
1930300.00
Local Total Cost Amount
1937634.42
Local Unrealized Gain Loss
-7334.42
Local Accrued Interest
16177.78
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
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
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