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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: ESH HOSPITALITY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ESH HOSPITALITY INC
Security Description
5.25% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
845000.00
Base Market Value
875631.25
Base Total Cost
846237.50
Base Unrealized Gain Loss
29393.75
Base Accrued Interest
7393.75
Local Market Value
875631.25
Local Total Cost Amount
846237.50
Local Unrealized Gain Loss
29393.75
Local Accrued Interest
7393.75
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
REAL ESTATE
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: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
10% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1507343.75
Base Total Cost
1304230.46
Base Unrealized Gain Loss
203113.29
Base Accrued Interest
11458.33
Local Market Value
1507343.75
Local Total Cost Amount
1304230.46
Local Unrealized Gain Loss
203113.29
Local Accrued Interest
11458.33
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
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: GCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GCI INC
Security Description
6.875% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
725000.00
Base Market Value
783906.25
Base Total Cost
737420.25
Base Unrealized Gain Loss
46486.00
Base Accrued Interest
10522.57
Local Market Value
783906.25
Local Total Cost Amount
737420.25
Local Unrealized Gain Loss
46486.00
Local Accrued Interest
10522.57
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: JBS USA LLC/JBS USA FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JBS USA LLC/JBS USA FINA
Security Description
5.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
540000.00
Base Market Value
507600.00
Base Total Cost
530550.00
Base Unrealized Gain Loss
-22950.00
Base Accrued Interest
1380.00
Local Market Value
507600.00
Local Total Cost Amount
530550.00
Local Unrealized Gain Loss
-22950.00
Local Accrued Interest
1380.00
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: CEDAR FAIR LP/CANADA S W
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR LP/CANADA S W
Security Description
5.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
645000.00
Base Market Value
674025.00
Base Total Cost
649686.00
Base Unrealized Gain Loss
24339.00
Base Accrued Interest
2889.06
Local Market Value
674025.00
Local Total Cost Amount
649686.00
Local Unrealized Gain Loss
24339.00
Local Accrued Interest
2889.06
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
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.25% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
340000.00
Base Market Value
346834.00
Base Total Cost
328525.00
Base Unrealized Gain Loss
18309.00
Base Accrued Interest
1487.50
Local Market Value
346834.00
Local Total Cost Amount
328525.00
Local Unrealized Gain Loss
18309.00
Local Accrued Interest
1487.50
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: COTT BEVERAGES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COTT BEVERAGES INC
Security Description
5.375% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
875000.00
Base Market Value
906718.75
Base Total Cost
835998.10
Base Unrealized Gain Loss
70720.65
Base Accrued Interest
0
Local Market Value
906718.75
Local Total Cost Amount
835998.10
Local Unrealized Gain Loss
70720.65
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CARDTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDTRONICS INC
Security Description
5.125% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1010000.00
Base Market Value
1025150.00
Base Total Cost
1005500.00
Base Unrealized Gain Loss
19650.00
Base Accrued Interest
21567.71
Local Market Value
1025150.00
Local Total Cost Amount
1005500.00
Local Unrealized Gain Loss
19650.00
Local Accrued Interest
21567.71
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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
5.5% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
570000.00
Base Market Value
601350.00
Base Total Cost
497325.00
Base Unrealized Gain Loss
104025.00
Base Accrued Interest
13062.50
Local Market Value
601350.00
Local Total Cost Amount
497325.00
Local Unrealized Gain Loss
104025.00
Local Accrued Interest
13062.50
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
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: 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
1305000.00
Base Market Value
1375143.75
Base Total Cost
1329618.75
Base Unrealized Gain Loss
45525.00
Base Accrued Interest
34664.05
Local Market Value
1375143.75
Local Total Cost Amount
1329618.75
Local Unrealized Gain Loss
45525.00
Local Accrued Interest
34664.05
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
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
7.375% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1560000.00
Base Market Value
1540500.00
Base Total Cost
1533055.95
Base Unrealized Gain Loss
7444.05
Base Accrued Interest
19174.99
Local Market Value
1540500.00
Local Total Cost Amount
1533055.95
Local Unrealized Gain Loss
7444.05
Local Accrued Interest
19174.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: DYNEGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DYNEGY INC
Security Description
6.75% 01 Nov 2019
Maturity Date
2019-11-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1155000.00
Base Market Value
1191093.75
Base Total Cost
1115283.23
Base Unrealized Gain Loss
75810.52
Base Accrued Interest
12993.75
Local Market Value
1191093.75
Local Total Cost Amount
1115283.23
Local Unrealized Gain Loss
75810.52
Local Accrued Interest
12993.75
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: SUMMIT MATERIALS LLC/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUMMIT MATERIALS LLC/FIN
Security Description
6.125% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1047500.00
Base Total Cost
1020650.00
Base Unrealized Gain Loss
26850.00
Base Accrued Interest
28243.04
Local Market Value
1047500.00
Local Total Cost Amount
1020650.00
Local Unrealized Gain Loss
26850.00
Local Accrued Interest
28243.04
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
10.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
10.125
Original Face
0
Shares Par Value
825000.00
Base Market Value
957000.00
Base Total Cost
954375.00
Base Unrealized Gain Loss
2625.00
Base Accrued Interest
38517.20
Local Market Value
957000.00
Local Total Cost Amount
954375.00
Local Unrealized Gain Loss
2625.00
Local Accrued Interest
38517.20
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
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: UNIT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIT CORP
Security Description
6.625% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1101125.00
Base Total Cost
946951.98
Base Unrealized Gain Loss
154173.02
Base Accrued Interest
9735.07
Local Market Value
1101125.00
Local Total Cost Amount
946951.98
Local Unrealized Gain Loss
154173.02
Local Accrued Interest
9735.07
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: WINDSTREAM SERVICES LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WINDSTREAM SERVICES LLC
Security Description
7.75% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
1010000.00
Base Market Value
949400.00
Base Total Cost
968706.69
Base Unrealized Gain Loss
-19306.69
Base Accrued Interest
19568.74
Local Market Value
949400.00
Local Total Cost Amount
968706.69
Local Unrealized Gain Loss
-19306.69
Local Accrued Interest
19568.74
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: 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
450000.00
Base Market Value
486000.00
Base Total Cost
454538.79
Base Unrealized Gain Loss
31461.21
Base Accrued Interest
1290.00
Local Market Value
486000.00
Local Total Cost Amount
454538.79
Local Unrealized Gain Loss
31461.21
Local Accrued Interest
1290.00
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: TECK RESOURCES LIMITED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TECK RESOURCES LIMITED
Security Description
6.25% 15 Jul 2041
Maturity Date
2041-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
555000.00
Base Market Value
575812.50
Base Total Cost
517219.53
Base Unrealized Gain Loss
58592.97
Base Accrued Interest
15994.79
Local Market Value
575812.50
Local Total Cost Amount
517219.53
Local Unrealized Gain Loss
58592.97
Local Accrued Interest
15994.79
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
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
7.5% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
1750000.00
Base Market Value
2014687.50
Base Total Cost
1966551.50
Base Unrealized Gain Loss
48136.00
Base Accrued Interest
49583.33
Local Market Value
2014687.50
Local Total Cost Amount
1966551.50
Local Unrealized Gain Loss
48136.00
Local Accrued Interest
49583.33
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONSOLIDATED COMMUNICATI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSOLIDATED COMMUNICATI
Security Description
6.5% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
970000.00
Base Market Value
965150.00
Base Total Cost
969443.75
Base Unrealized Gain Loss
-4293.75
Base Accrued Interest
15762.50
Local Market Value
965150.00
Local Total Cost Amount
969443.75
Local Unrealized Gain Loss
-4293.75
Local Accrued Interest
15762.50
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
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: 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
1935000.00
Base Market Value
2065612.50
Base Total Cost
1941036.90
Base Unrealized Gain Loss
124575.60
Base Accrued Interest
11287.51
Local Market Value
2065612.50
Local Total Cost Amount
1941036.90
Local Unrealized Gain Loss
124575.60
Local Accrued Interest
11287.51
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
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: 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
1310000.00
Base Market Value
1378775.00
Base Total Cost
1322119.75
Base Unrealized Gain Loss
56655.25
Base Accrued Interest
8578.69
Local Market Value
1378775.00
Local Total Cost Amount
1322119.75
Local Unrealized Gain Loss
56655.25
Local Accrued Interest
8578.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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
3.5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
290000.00
Base Market Value
280488.00
Base Total Cost
247525.00
Base Unrealized Gain Loss
32963.00
Base Accrued Interest
4680.27
Local Market Value
280488.00
Local Total Cost Amount
247525.00
Local Unrealized Gain Loss
32963.00
Local Accrued Interest
4680.27
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: FELCOR LODGING LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FELCOR LODGING LP
Security Description
5.625% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1020000.00
Base Market Value
1058250.00
Base Total Cost
1023536.00
Base Unrealized Gain Loss
34714.00
Base Accrued Interest
19125.00
Local Market Value
1058250.00
Local Total Cost Amount
1023536.00
Local Unrealized Gain Loss
34714.00
Local Accrued Interest
19125.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
B+
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
1% 21 May 2043
Maturity Date
2043-05-21T00:00:00.000
Interest Rate
5.85
Original Face
0
Shares Par Value
1830000.00
Base Market Value
1692750.00
Base Total Cost
1401738.64
Base Unrealized Gain Loss
291011.36
Base Accrued Interest
11895.00
Local Market Value
1692750.00
Local Total Cost Amount
1401738.64
Local Unrealized Gain Loss
291011.36
Local Accrued Interest
11895.00
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
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: 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 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
885000.00
Base Market Value
924825.00
Base Total Cost
897268.75
Base Unrealized Gain Loss
27556.25
Base Accrued Interest
2261.66
Local Market Value
924825.00
Local Total Cost Amount
897268.75
Local Unrealized Gain Loss
27556.25
Local Accrued Interest
2261.66
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: CLEAR CHANNEL WORLDWIDE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLEAR CHANNEL WORLDWIDE
Security Description
6.5% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1340000.00
Base Market Value
1377118.00
Base Total Cost
1371079.80
Base Unrealized Gain Loss
6038.20
Base Accrued Interest
11129.45
Local Market Value
1377118.00
Local Total Cost Amount
1371079.80
Local Unrealized Gain Loss
6038.20
Local Accrued Interest
11129.45
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: MUSASHINO BANK LTD/THE
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
MUSASHINO BANK LTD/THE
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
FINANCIALS
Minor Industry Name
BANKS
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: 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
1045000.00
Base Market Value
1073737.50
Base Total Cost
1043812.50
Base Unrealized Gain Loss
29925.00
Base Accrued Interest
20384.75
Local Market Value
1073737.50
Local Total Cost Amount
1043812.50
Local Unrealized Gain Loss
29925.00
Local Accrued Interest
20384.75
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.25% 31 Mar 2023
Maturity Date
2023-03-31T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
510000.00
Base Market Value
526498.50
Base Total Cost
526575.00
Base Unrealized Gain Loss
-76.50
Base Accrued Interest
9296.87
Local Market Value
526498.50
Local Total Cost Amount
526575.00
Local Unrealized Gain Loss
-76.50
Local Accrued Interest
9296.87
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
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: WELLCARE HEALTH PLANS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WELLCARE HEALTH PLANS
Security Description
5.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
475000.00
Base Market Value
497562.50
Base Total Cost
475000.00
Base Unrealized Gain Loss
22562.50
Base Accrued Interest
6857.81
Local Market Value
497562.50
Local Total Cost Amount
475000.00
Local Unrealized Gain Loss
22562.50
Local Accrued Interest
6857.81
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
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: ELDORADO RESORTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELDORADO RESORTS INC
Security Description
6% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
280000.00
Base Market Value
296800.00
Base Total Cost
283612.50
Base Unrealized Gain Loss
13187.50
Base Accrued Interest
4293.34
Local Market Value
296800.00
Local Total Cost Amount
283612.50
Local Unrealized Gain Loss
13187.50
Local Accrued Interest
4293.34
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: 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 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
400000.00
Base Market Value
400500.00
Base Total Cost
401106.15
Base Unrealized Gain Loss
-606.15
Base Accrued Interest
12219.44
Local Market Value
400500.00
Local Total Cost Amount
401106.15
Local Unrealized Gain Loss
-606.15
Local Accrued Interest
12219.44
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
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: 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
1035000.00
Base Market Value
1185075.00
Base Total Cost
1065568.70
Base Unrealized Gain Loss
119506.30
Base Accrued Interest
16933.74
Local Market Value
1185075.00
Local Total Cost Amount
1065568.70
Local Unrealized Gain Loss
119506.30
Local Accrued Interest
16933.74
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: MCDERMOTT INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDERMOTT INTERNATIONAL
Security Description
8% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1210000.00
Base Market Value
1219075.00
Base Total Cost
1152805.35
Base Unrealized Gain Loss
66269.65
Base Accrued Interest
16133.33
Local Market Value
1219075.00
Local Total Cost Amount
1152805.35
Local Unrealized Gain Loss
66269.65
Local Accrued Interest
16133.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: SFR GROUP SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SFR GROUP SA
Security Description
6.25% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1790000.00
Base Market Value
1890687.50
Base Total Cost
1779262.50
Base Unrealized Gain Loss
111425.00
Base Accrued Interest
42263.88
Local Market Value
1890687.50
Local Total Cost Amount
1779262.50
Local Unrealized Gain Loss
111425.00
Local Accrued Interest
42263.88
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
6.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1005000.00
Base Market Value
1007512.50
Base Total Cost
1000687.50
Base Unrealized Gain Loss
6825.00
Base Accrued Interest
28384.26
Local Market Value
1007512.50
Local Total Cost Amount
1000687.50
Local Unrealized Gain Loss
6825.00
Local Accrued Interest
28384.26
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
CANADIAN
Moody S Quality Rating
B3
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
6.25% 01 Dec 2019
Maturity Date
2019-12-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
420000.00
Base Market Value
457275.00
Base Total Cost
442061.86
Base Unrealized Gain Loss
15213.14
Base Accrued Interest
2187.50
Local Market Value
457275.00
Local Total Cost Amount
442061.86
Local Unrealized Gain Loss
15213.14
Local Accrued Interest
2187.50
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: 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
1365000.00
Base Market Value
1396859.10
Base Total Cost
1389828.38
Base Unrealized Gain Loss
7030.72
Base Accrued Interest
16569.59
Local Market Value
1396859.10
Local Total Cost Amount
1389828.38
Local Unrealized Gain Loss
7030.72
Local Accrued Interest
16569.59
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: 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
645000.00
Base Market Value
669993.75
Base Total Cost
652881.25
Base Unrealized Gain Loss
17112.50
Base Accrued Interest
8667.18
Local Market Value
669993.75
Local Total Cost Amount
652881.25
Local Unrealized Gain Loss
17112.50
Local Accrued Interest
8667.18
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
3.875% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
990000.00
Base Market Value
955350.00
Base Total Cost
878600.00
Base Unrealized Gain Loss
76750.00
Base Accrued Interest
11295.62
Local Market Value
955350.00
Local Total Cost Amount
878600.00
Local Unrealized Gain Loss
76750.00
Local Accrued Interest
11295.62
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: 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
620000.00
Base Market Value
655842.20
Base Total Cost
601125.00
Base Unrealized Gain Loss
54717.20
Base Accrued Interest
8718.75
Local Market Value
655842.20
Local Total Cost Amount
601125.00
Local Unrealized Gain Loss
54717.20
Local Accrued Interest
8718.75
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: WATCO COS LLC/FINANCE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WATCO COS LLC/FINANCE CO
Security Description
6.375% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1220000.00
Base Market Value
1271850.00
Base Total Cost
1232912.58
Base Unrealized Gain Loss
38937.42
Base Accrued Interest
19443.74
Local Market Value
1271850.00
Local Total Cost Amount
1232912.58
Local Unrealized Gain Loss
38937.42
Local Accrued Interest
19443.74
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TAYLOR MORR COMM/HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TAYLOR MORR COMM/HLDGS
Security Description
5.25% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
725000.00
Base Market Value
743125.00
Base Total Cost
732782.55
Base Unrealized Gain Loss
10342.45
Base Accrued Interest
8035.42
Local Market Value
743125.00
Local Total Cost Amount
732782.55
Local Unrealized Gain Loss
10342.45
Local Accrued Interest
8035.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GIBRALTAR INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GIBRALTAR INDUSTRIES INC
Security Description
6.25% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
750000.00
Base Market Value
776250.00
Base Total Cost
770000.00
Base Unrealized Gain Loss
6250.00
Base Accrued Interest
19531.25
Local Market Value
776250.00
Local Total Cost Amount
770000.00
Local Unrealized Gain Loss
6250.00
Local Accrued Interest
19531.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: TRONOX FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRONOX FINANCE LLC
Security Description
6.375% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1015000.00
Base Market Value
1017537.50
Base Total Cost
1019985.25
Base Unrealized Gain Loss
-2447.75
Base Accrued Interest
24444.58
Local Market Value
1017537.50
Local Total Cost Amount
1019985.25
Local Unrealized Gain Loss
-2447.75
Local Accrued Interest
24444.58
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
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: SELECT MEDICAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SELECT MEDICAL CORP
Security Description
6.375% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1580000.00
Base Market Value
1623450.00
Base Total Cost
1551816.04
Base Unrealized Gain Loss
71633.96
Base Accrued Interest
8393.75
Local Market Value
1623450.00
Local Total Cost Amount
1551816.04
Local Unrealized Gain Loss
71633.96
Local Accrued Interest
8393.75
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
5.45% 15 Mar 2043
Maturity Date
2043-03-15T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
1145000.00
Base Market Value
987333.50
Base Total Cost
914262.50
Base Unrealized Gain Loss
73071.00
Base Accrued Interest
18374.07
Local Market Value
987333.50
Local Total Cost Amount
914262.50
Local Unrealized Gain Loss
73071.00
Local Accrued Interest
18374.07
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
5.25% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1080000.00
Base Market Value
1107000.00
Base Total Cost
1049306.25
Base Unrealized Gain Loss
57693.75
Base Accrued Interest
9450.00
Local Market Value
1107000.00
Local Total Cost Amount
1049306.25
Local Unrealized Gain Loss
57693.75
Local Accrued Interest
9450.00
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
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: LUXEMBOURG • Security Name: INTELSAT JACKSON HLDGS S A
Local Currency Code
USD
Trade Country Name
LUXEMBOURG
Security Name
INTELSAT JACKSON HLDGS S A
Security Description
1% 30 Jun 2019
Maturity Date
2019-06-30T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
750000.00
Base Market Value
744727.50
Base Total Cost
733125.00
Base Unrealized Gain Loss
11602.50
Base Accrued Interest
0
Local Market Value
744727.50
Local Total Cost Amount
733125.00
Local Unrealized Gain Loss
11602.50
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
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