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NYC Office of The Comptroller: Board of Education Retirement System (BERS) Holdings Data

This dataset sets forth the Board of Education Retirement System (BERS) holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

Notice: To accurately use this data, please first sort this report to the latest fiscal year date using the "Period End" column. (e.g 'Period End' is 6/30/2018)

City Government Office of the Comptroller Dataset fypi-ruxh 25 fields
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Showing 50 real records
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
66000
Base Market Value
70950
Base Total Cost
71610
Base Unrealized Gain Loss
-660
Base Accrued Interest
1010.17
Local Market Value
70950
Local Total Cost Amount
71610
Local Unrealized Gain Loss
-660
Local Accrued Interest
1010.17
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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
650000
Base Market Value
706797
Base Total Cost
675125
Base Unrealized Gain Loss
31672
Base Accrued Interest
6364.59
Local Market Value
706797
Local Total Cost Amount
675125
Local Unrealized Gain Loss
31672
Local Accrued Interest
6364.59
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.125% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
915000
Base Market Value
929457
Base Total Cost
911800
Base Unrealized Gain Loss
17657
Base Accrued Interest
17715.41
Local Market Value
929457
Local Total Cost Amount
911800
Local Unrealized Gain Loss
17657
Local Accrued Interest
17715.41
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
850000
Base Market Value
867000
Base Total Cost
863312.5
Base Unrealized Gain Loss
3687.5
Base Accrued Interest
11421.87
Local Market Value
867000
Local Total Cost Amount
863312.5
Local Unrealized Gain Loss
3687.5
Local Accrued Interest
11421.87
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
5.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1100000
Base Market Value
1124618
Base Total Cost
1110561.75
Base Unrealized Gain Loss
14056.25
Base Accrued Interest
29165.28
Local Market Value
1124618
Local Total Cost Amount
1110561.75
Local Unrealized Gain Loss
14056.25
Local Accrued Interest
29165.28
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AES CORP/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/THE
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
500000
Base Market Value
508770
Base Total Cost
501250
Base Unrealized Gain Loss
7520
Base Accrued Interest
3114.58
Local Market Value
508770
Local Total Cost Amount
501250
Local Unrealized Gain Loss
7520
Local Accrued Interest
3114.58
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
300000
Base Market Value
289875
Base Total Cost
259503
Base Unrealized Gain Loss
30372
Base Accrued Interest
4416.67
Local Market Value
289875
Local Total Cost Amount
259503
Local Unrealized Gain Loss
30372
Local Accrued Interest
4416.67
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: QUEBECOR MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEBECOR MEDIA INC
Security Description
5.75% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
350000
Base Market Value
374500
Base Total Cost
355250
Base Unrealized Gain Loss
19250
Base Accrued Interest
894.44
Local Market Value
374500
Local Total Cost Amount
355250
Local Unrealized Gain Loss
19250
Local Accrued Interest
894.44
Period End Date
2019-06-30T00:00:00.000
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
B+
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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
5% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
150000
Base Market Value
151269
Base Total Cost
143625
Base Unrealized Gain Loss
7644
Base Accrued Interest
3458.33
Local Market Value
151269
Local Total Cost Amount
143625
Local Unrealized Gain Loss
7644
Local Accrued Interest
3458.33
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
300000
Base Market Value
304125
Base Total Cost
302250
Base Unrealized Gain Loss
1875
Base Accrued Interest
4312.5
Local Market Value
304125
Local Total Cost Amount
302250
Local Unrealized Gain Loss
1875
Local Accrued Interest
4312.5
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BROOKFIELD RESID PROPERT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROOKFIELD RESID PROPERT
Security Description
6.125% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
600000
Base Market Value
610500
Base Total Cost
590687.5
Base Unrealized Gain Loss
19812.5
Base Accrued Interest
0
Local Market Value
610500
Local Total Cost Amount
590687.5
Local Unrealized Gain Loss
19812.5
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
4.5% 01 Oct 2020
Maturity Date
2020-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
100000
Base Market Value
100238
Base Total Cost
100000
Base Unrealized Gain Loss
238
Base Accrued Interest
1125
Local Market Value
100238
Local Total Cost Amount
100000
Local Unrealized Gain Loss
238
Local Accrued Interest
1125
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NIELSEN CO LUX SARL/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN CO LUX SARL/THE
Security Description
5.5% 01 Oct 2021
Maturity Date
2021-10-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
565000
Base Market Value
567118.75
Base Total Cost
566325
Base Unrealized Gain Loss
793.75
Base Accrued Interest
7768.75
Local Market Value
567118.75
Local Total Cost Amount
566325
Local Unrealized Gain Loss
793.75
Local Accrued Interest
7768.75
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VERISIGN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERISIGN INC
Security Description
4.625% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
40000
Base Market Value
40652
Base Total Cost
40150
Base Unrealized Gain Loss
502
Base Accrued Interest
308.33
Local Market Value
40652
Local Total Cost Amount
40150
Local Unrealized Gain Loss
502
Local Accrued Interest
308.33
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: POLYONE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POLYONE CORP
Security Description
5.25% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
400000
Base Market Value
422000
Base Total Cost
403750
Base Unrealized Gain Loss
18250
Base Accrued Interest
6183.33
Local Market Value
422000
Local Total Cost Amount
403750
Local Unrealized Gain Loss
18250
Local Accrued Interest
6183.33
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
400000
Base Market Value
405540
Base Total Cost
401031.25
Base Unrealized Gain Loss
4508.75
Base Accrued Interest
3500
Local Market Value
405540
Local Total Cost Amount
401031.25
Local Unrealized Gain Loss
4508.75
Local Accrued Interest
3500
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.875% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
600000
Base Market Value
613500
Base Total Cost
601562.5
Base Unrealized Gain Loss
11937.5
Base Accrued Interest
16254.17
Local Market Value
613500
Local Total Cost Amount
601562.5
Local Unrealized Gain Loss
11937.5
Local Accrued Interest
16254.17
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
8.125% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
200000
Base Market Value
209750
Base Total Cost
208250
Base Unrealized Gain Loss
1500
Base Accrued Interest
4062.5
Local Market Value
209750
Local Total Cost Amount
208250
Local Unrealized Gain Loss
1500
Local Accrued Interest
4062.5
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.5% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
780000
Base Market Value
807300
Base Total Cost
810000
Base Unrealized Gain Loss
-2700
Base Accrued Interest
23378.33
Local Market Value
807300
Local Total Cost Amount
810000
Local Unrealized Gain Loss
-2700
Local Accrued Interest
23378.33
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PRESTIGE BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRESTIGE BRANDS INC
Security Description
5.375% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
135000
Base Market Value
135675
Base Total Cost
134281.25
Base Unrealized Gain Loss
1393.75
Base Accrued Interest
322.5
Local Market Value
135675
Local Total Cost Amount
134281.25
Local Unrealized Gain Loss
1393.75
Local Accrued Interest
322.5
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PATTERN ENERGY GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PATTERN ENERGY GROUP INC
Security Description
5.875% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
100000
Base Market Value
101500
Base Total Cost
101800
Base Unrealized Gain Loss
-300
Base Accrued Interest
2447.92
Local Market Value
101500
Local Total Cost Amount
101800
Local Unrealized Gain Loss
-300
Local Accrued Interest
2447.92
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NIELSEN CO LUX SARL/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN CO LUX SARL/THE
Security Description
5% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
100000
Base Market Value
98250
Base Total Cost
93250
Base Unrealized Gain Loss
5000
Base Accrued Interest
2083.33
Local Market Value
98250
Local Total Cost Amount
93250
Local Unrealized Gain Loss
5000
Local Accrued Interest
2083.33
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.375% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
150000
Base Market Value
154875
Base Total Cost
153000
Base Unrealized Gain Loss
1875
Base Accrued Interest
2687.5
Local Market Value
154875
Local Total Cost Amount
153000
Local Unrealized Gain Loss
1875
Local Accrued Interest
2687.5
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: TREEHOUSE FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TREEHOUSE FOODS INC
Security Description
6% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
350000
Base Market Value
364000
Base Total Cost
354250
Base Unrealized Gain Loss
9750
Base Accrued Interest
7933.34
Local Market Value
364000
Local Total Cost Amount
354250
Local Unrealized Gain Loss
9750
Local Accrued Interest
7933.34
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
5.5% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
300000
Base Market Value
315375
Base Total Cost
308250
Base Unrealized Gain Loss
7125
Base Accrued Interest
3483.33
Local Market Value
315375
Local Total Cost Amount
308250
Local Unrealized Gain Loss
7125
Local Accrued Interest
3483.33
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
5.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
300000
Base Market Value
330750
Base Total Cost
305868.75
Base Unrealized Gain Loss
24881.25
Base Accrued Interest
3720.83
Local Market Value
330750
Local Total Cost Amount
305868.75
Local Unrealized Gain Loss
24881.25
Local Accrued Interest
3720.83
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
5.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
281000
Base Market Value
291888.75
Base Total Cost
275677.53
Base Unrealized Gain Loss
16211.22
Base Accrued Interest
7450.4
Local Market Value
291888.75
Local Total Cost Amount
275677.53
Local Unrealized Gain Loss
16211.22
Local Accrued Interest
7450.4
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SPECTRUM BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPECTRUM BRANDS INC
Security Description
6.125% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
300000
Base Market Value
309000
Base Total Cost
299000
Base Unrealized Gain Loss
10000
Base Accrued Interest
816.66
Local Market Value
309000
Local Total Cost Amount
299000
Local Unrealized Gain Loss
10000
Local Accrued Interest
816.66
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PRESTIGE BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRESTIGE BRANDS INC
Security Description
6.375% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
800000
Base Market Value
837000
Base Total Cost
799312.5
Base Unrealized Gain Loss
37687.5
Base Accrued Interest
17000
Local Market Value
837000
Local Total Cost Amount
799312.5
Local Unrealized Gain Loss
37687.5
Local Accrued Interest
17000
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARAMARK SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARAMARK SERVICES INC
Security Description
5.125% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
190000
Base Market Value
195225
Base Total Cost
192112.5
Base Unrealized Gain Loss
3112.5
Base Accrued Interest
4490.06
Local Market Value
195225
Local Total Cost Amount
192112.5
Local Unrealized Gain Loss
3112.5
Local Accrued Interest
4490.06
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
198000
Base Market Value
206415
Base Total Cost
205920
Base Unrealized Gain Loss
495
Base Accrued Interest
2508
Local Market Value
206415
Local Total Cost Amount
205920
Local Unrealized Gain Loss
495
Local Accrued Interest
2508
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
7.375% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
200000
Base Market Value
205000
Base Total Cost
192250
Base Unrealized Gain Loss
12750
Base Accrued Interest
6801.39
Local Market Value
205000
Local Total Cost Amount
192250
Local Unrealized Gain Loss
12750
Local Accrued Interest
6801.39
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VERISIGN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERISIGN INC
Security Description
5.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
250000
Base Market Value
266875
Base Total Cost
258625
Base Unrealized Gain Loss
8250
Base Accrued Interest
3281.25
Local Market Value
266875
Local Total Cost Amount
258625
Local Unrealized Gain Loss
8250
Local Accrued Interest
3281.25
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
676000
Base Market Value
695435
Base Total Cost
683561.05
Base Unrealized Gain Loss
11873.95
Base Accrued Interest
15491.67
Local Market Value
695435
Local Total Cost Amount
683561.05
Local Unrealized Gain Loss
11873.95
Local Accrued Interest
15491.67
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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
340000
Base Market Value
351900
Base Total Cost
344019
Base Unrealized Gain Loss
7881
Base Accrued Interest
9031.25
Local Market Value
351900
Local Total Cost Amount
344019
Local Unrealized Gain Loss
7881
Local Accrued Interest
9031.25
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
100000
Base Market Value
107500
Base Total Cost
101000
Base Unrealized Gain Loss
6500
Base Accrued Interest
500
Local Market Value
107500
Local Total Cost Amount
101000
Local Unrealized Gain Loss
6500
Local Accrued Interest
500
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
5.375% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
200000
Base Market Value
203600
Base Total Cost
202000
Base Unrealized Gain Loss
1600
Base Accrued Interest
4061.11
Local Market Value
203600
Local Total Cost Amount
202000
Local Unrealized Gain Loss
1600
Local Accrued Interest
4061.11
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
700000
Base Market Value
735000
Base Total Cost
718500
Base Unrealized Gain Loss
16500
Base Accrued Interest
15205.55
Local Market Value
735000
Local Total Cost Amount
718500
Local Unrealized Gain Loss
16500
Local Accrued Interest
15205.55
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.625% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
210000
Base Market Value
212616.6
Base Total Cost
210781.25
Base Unrealized Gain Loss
1835.35
Base Accrued Interest
525
Local Market Value
212616.6
Local Total Cost Amount
210781.25
Local Unrealized Gain Loss
1835.35
Local Accrued Interest
525
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5.625% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
300000
Base Market Value
304875
Base Total Cost
301343.5
Base Unrealized Gain Loss
3531.5
Base Accrued Interest
6375
Local Market Value
304875
Local Total Cost Amount
301343.5
Local Unrealized Gain Loss
3531.5
Local Accrued Interest
6375
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILL ROM HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILL ROM HOLDINGS INC
Security Description
5.75% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
145000
Base Market Value
149864.75
Base Total Cost
147900
Base Unrealized Gain Loss
1964.75
Base Accrued Interest
2779.16
Local Market Value
149864.75
Local Total Cost Amount
147900
Local Unrealized Gain Loss
1964.75
Local Accrued Interest
2779.16
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AVANOS MEDICAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVANOS MEDICAL INC
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
175000
Base Market Value
177843.75
Base Total Cost
178937.5
Base Unrealized Gain Loss
-1093.75
Base Accrued Interest
2309.02
Local Market Value
177843.75
Local Total Cost Amount
178937.5
Local Unrealized Gain Loss
-1093.75
Local Accrued Interest
2309.02
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
685000
Base Market Value
693562.5
Base Total Cost
679350
Base Unrealized Gain Loss
14212.5
Base Accrued Interest
19346.49
Local Market Value
693562.5
Local Total Cost Amount
679350
Local Unrealized Gain Loss
14212.5
Local Accrued Interest
19346.49
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GULFPORT ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GULFPORT ENERGY CORP
Security Description
6.625% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
500000
Base Market Value
430000
Base Total Cost
508062.5
Base Unrealized Gain Loss
-78062.5
Base Accrued Interest
5520.84
Local Market Value
430000
Local Total Cost Amount
508062.5
Local Unrealized Gain Loss
-78062.5
Local Accrued Interest
5520.84
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.5% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
550000
Base Market Value
594583
Base Total Cost
579625
Base Unrealized Gain Loss
14958
Base Accrued Interest
16484.72
Local Market Value
594583
Local Total Cost Amount
579625
Local Unrealized Gain Loss
14958
Local Accrued Interest
16484.72
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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
650000
Base Market Value
718250
Base Total Cost
669785
Base Unrealized Gain Loss
48465
Base Accrued Interest
14426.39
Local Market Value
718250
Local Total Cost Amount
669785
Local Unrealized Gain Loss
48465
Local Accrued Interest
14426.39
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EQUINIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUINIX INC
Security Description
5.875% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1060000
Base Market Value
1122275
Base Total Cost
1088687.5
Base Unrealized Gain Loss
33587.5
Base Accrued Interest
28715.69
Local Market Value
1122275
Local Total Cost Amount
1088687.5
Local Unrealized Gain Loss
33587.5
Local Accrued Interest
28715.69
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALIFORNIA RESOURCES CRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA RESOURCES CRP
Security Description
8% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1210000
Base Market Value
912037.5
Base Total Cost
988656.25
Base Unrealized Gain Loss
-76618.75
Base Accrued Interest
4302.21
Local Market Value
912037.5
Local Total Cost Amount
988656.25
Local Unrealized Gain Loss
-76618.75
Local Accrued Interest
4302.21
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Caa2
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VIRGIN MEDIA SECURED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA SECURED FIN
Security Description
5.25% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
200000
Base Market Value
204942
Base Total Cost
187250
Base Unrealized Gain Loss
17692
Base Accrued Interest
4841.67
Local Market Value
204942
Local Total Cost Amount
187250
Local Unrealized Gain Loss
17692
Local Accrued Interest
4841.67
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RITE AID CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RITE AID CORP
Security Description
6.125% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
500000
Base Market Value
421875
Base Total Cost
452905.09
Base Unrealized Gain Loss
-31030.09
Base Accrued Interest
12760.42
Local Market Value
421875
Local Total Cost Amount
452905.09
Local Unrealized Gain Loss
-31030.09
Local Accrued Interest
12760.42
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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