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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: 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% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
205000
Base Market Value
212248.8
Base Total Cost
190650
Base Unrealized Gain Loss
21598.8
Base Accrued Interest
1751.04
Local Market Value
212248.8
Local Total Cost Amount
190650
Local Unrealized Gain Loss
21598.8
Local Accrued Interest
1751.04
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
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: KOPPERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOPPERS INC
Security Description
6% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
427000
Base Market Value
400312.5
Base Total Cost
395174.37
Base Unrealized Gain Loss
5138.13
Base Accrued Interest
9678.67
Local Market Value
400312.5
Local Total Cost Amount
395174.37
Local Unrealized Gain Loss
5138.13
Local Accrued Interest
9678.67
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: TENNANT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENNANT CO
Security Description
5.625% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
475000
Base Market Value
490437.5
Base Total Cost
469681.25
Base Unrealized Gain Loss
20756.25
Base Accrued Interest
4453.13
Local Market Value
490437.5
Local Total Cost Amount
469681.25
Local Unrealized Gain Loss
20756.25
Local Accrued Interest
4453.13
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: INDIGO NATURAL RES LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INDIGO NATURAL RES LLC
Security Description
6.875% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
400000
Base Market Value
359000
Base Total Cost
385125
Base Unrealized Gain Loss
-26125
Base Accrued Interest
10388.88
Local Market Value
359000
Local Total Cost Amount
385125
Local Unrealized Gain Loss
-26125
Local Accrued Interest
10388.88
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
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: ROCKPOINT GAS STORAGE CA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKPOINT GAS STORAGE CA
Security Description
7% 31 Mar 2023
Maturity Date
2023-03-31T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
410000
Base Market Value
415637.5
Base Total Cost
406468.75
Base Unrealized Gain Loss
9168.75
Base Accrued Interest
7175
Local Market Value
415637.5
Local Total Cost Amount
406468.75
Local Unrealized Gain Loss
9168.75
Local Accrued Interest
7175
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
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: JANE STR GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JANE STR GROUP LLC
Security Description
1% 25 Aug 2022
Maturity Date
2022-08-25T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
496250
Base Market Value
494183.12
Base Total Cost
494076.19
Base Unrealized Gain Loss
106.93
Base Accrued Interest
0
Local Market Value
494183.12
Local Total Cost Amount
494076.19
Local Unrealized Gain Loss
106.93
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENERGY VEN/ENVEN FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY VEN/ENVEN FIN
Security Description
11% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
11
Original Face
0
Shares Par Value
125000
Base Market Value
136875
Base Total Cost
134843.75
Base Unrealized Gain Loss
2031.25
Base Accrued Interest
5194.44
Local Market Value
136875
Local Total Cost Amount
134843.75
Local Unrealized Gain Loss
2031.25
Local Accrued Interest
5194.44
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
Caa1
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: TRANSMONTAIGE PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSMONTAIGE PARTNERS
Security Description
6.125% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
400000
Base Market Value
385000
Base Total Cost
364600
Base Unrealized Gain Loss
20400
Base Accrued Interest
9255.55
Local Market Value
385000
Local Total Cost Amount
364600
Local Unrealized Gain Loss
20400
Local Accrued Interest
9255.55
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
ELECTRIC/GAS
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: SEMGROUP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP CORP
Security Description
7.25% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
275000
Base Market Value
268125
Base Total Cost
275062.5
Base Unrealized Gain Loss
-6937.5
Base Accrued Interest
5870.48
Local Market Value
268125
Local Total Cost Amount
275062.5
Local Unrealized Gain Loss
-6937.5
Local Accrued Interest
5870.48
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
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: FLEXI VAN LEASNG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEXI VAN LEASNG
Security Description
10% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
255000
Base Market Value
236512.5
Base Total Cost
206725
Base Unrealized Gain Loss
29787.5
Base Accrued Interest
9633.33
Local Market Value
236512.5
Local Total Cost Amount
206725
Local Unrealized Gain Loss
29787.5
Local Accrued Interest
9633.33
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
Caa2
S And P Quality Rating
CC
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
6.375% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
70000
Base Market Value
53025
Base Total Cost
63000
Base Unrealized Gain Loss
-9975
Base Accrued Interest
2057.71
Local Market Value
53025
Local Total Cost Amount
63000
Local Unrealized Gain Loss
-9975
Local Accrued Interest
2057.71
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: CNX MIDSTREAM PTR/CNX
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNX MIDSTREAM PTR/CNX
Security Description
6.5% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
315000
Base Market Value
299250
Base Total Cost
307837.5
Base Unrealized Gain Loss
-8587.5
Base Accrued Interest
6028.75
Local Market Value
299250
Local Total Cost Amount
307837.5
Local Unrealized Gain Loss
-8587.5
Local Accrued Interest
6028.75
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
ELECTRIC/GAS
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: JACOBS ENTERTAINMENT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JACOBS ENTERTAINMENT INC
Security Description
7.875% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
130000
Base Market Value
138775
Base Total Cost
136775
Base Unrealized Gain Loss
2000
Base Accrued Interest
4265.65
Local Market Value
138775
Local Total Cost Amount
136775
Local Unrealized Gain Loss
2000
Local Accrued Interest
4265.65
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: MGM GROWTH/MGM FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM GROWTH/MGM FINANCE
Security Description
5.625% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1325000
Base Market Value
1427687.5
Base Total Cost
1342925
Base Unrealized Gain Loss
84762.5
Base Accrued Interest
12421.88
Local Market Value
1427687.5
Local Total Cost Amount
1342925
Local Unrealized Gain Loss
84762.5
Local Accrued Interest
12421.88
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.75% 20 May 2027
Maturity Date
2027-05-20T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
300000
Base Market Value
315000
Base Total Cost
312000
Base Unrealized Gain Loss
3000
Base Accrued Interest
1964.58
Local Market Value
315000
Local Total Cost Amount
312000
Local Unrealized Gain Loss
3000
Local Accrued Interest
1964.58
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
Ba3
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: IHS MARKIT LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IHS MARKIT LTD
Security Description
4.75% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
15000
Base Market Value
16089
Base Total Cost
15036
Base Unrealized Gain Loss
1053
Base Accrued Interest
269.17
Local Market Value
16089
Local Total Cost Amount
15036
Local Unrealized Gain Loss
1053
Local Accrued Interest
269.17
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
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
6.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
800000
Base Market Value
834000
Base Total Cost
815375
Base Unrealized Gain Loss
18625
Base Accrued Interest
20777.75
Local Market Value
834000
Local Total Cost Amount
815375
Local Unrealized Gain Loss
18625
Local Accrued Interest
20777.75
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
COMMUNICATIONS EQUIPMENT
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: HOWARD HUGHES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOWARD HUGHES CORP
Security Description
5.375% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
175000
Base Market Value
180810
Base Total Cost
171656.25
Base Unrealized Gain Loss
9153.75
Base Accrued Interest
2769.61
Local Market Value
180810
Local Total Cost Amount
171656.25
Local Unrealized Gain Loss
9153.75
Local Accrued Interest
2769.61
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: LPL HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LPL HOLDINGS INC
Security Description
5.75% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
450000
Base Market Value
460687.5
Base Total Cost
436875
Base Unrealized Gain Loss
23812.5
Base Accrued Interest
7618.75
Local Market Value
460687.5
Local Total Cost Amount
436875
Local Unrealized Gain Loss
23812.5
Local Accrued Interest
7618.75
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
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: 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
400000
Base Market Value
417000
Base Total Cost
403125
Base Unrealized Gain Loss
13875
Base Accrued Interest
5250
Local Market Value
417000
Local Total Cost Amount
403125
Local Unrealized Gain Loss
13875
Local Accrued Interest
5250
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
5.375% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
690000
Base Market Value
739659.3
Base Total Cost
689925
Base Unrealized Gain Loss
49734.3
Base Accrued Interest
4738.96
Local Market Value
739659.3
Local Total Cost Amount
689925
Local Unrealized Gain Loss
49734.3
Local Accrued Interest
4738.96
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
7% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
250000
Base Market Value
265650
Base Total Cost
263125
Base Unrealized Gain Loss
2525
Base Accrued Interest
5152.78
Local Market Value
265650
Local Total Cost Amount
263125
Local Unrealized Gain Loss
2525
Local Accrued Interest
5152.78
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
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: FORTRESS TRANS + INFRAST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORTRESS TRANS + INFRAST
Security Description
6.75% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
305000
Base Market Value
316818.75
Base Total Cost
300425
Base Unrealized Gain Loss
16393.75
Base Accrued Interest
6061.88
Local Market Value
316818.75
Local Total Cost Amount
300425
Local Unrealized Gain Loss
16393.75
Local Accrued Interest
6061.88
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
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: SHIN ETSU CHEMICAL CO LTD
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
SHIN ETSU CHEMICAL CO LTD
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
MATERIALS
Minor Industry Name
CHEMICALS
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
5.375% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
770000
Base Market Value
823900
Base Total Cost
756475
Base Unrealized Gain Loss
67425
Base Accrued Interest
8737.36
Local Market Value
823900
Local Total Cost Amount
756475
Local Unrealized Gain Loss
67425
Local Accrued Interest
8737.36
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
5.125% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
410000
Base Market Value
426719.8
Base Total Cost
405556.25
Base Unrealized Gain Loss
21163.55
Base Accrued Interest
4435.97
Local Market Value
426719.8
Local Total Cost Amount
405556.25
Local Unrealized Gain Loss
21163.55
Local Accrued Interest
4435.97
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: GARTNER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GARTNER INC
Security Description
5.125% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
720000
Base Market Value
740160
Base Total Cost
716475
Base Unrealized Gain Loss
23685
Base Accrued Interest
9224.96
Local Market Value
740160
Local Total Cost Amount
716475
Local Unrealized Gain Loss
23685
Local Accrued Interest
9224.96
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: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
7.25% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
200000
Base Market Value
194750
Base Total Cost
184500
Base Unrealized Gain Loss
10250
Base Accrued Interest
3625
Local Market Value
194750
Local Total Cost Amount
184500
Local Unrealized Gain Loss
10250
Local Accrued Interest
3625
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
Caa1u
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: DANA FINANCING LUX SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA FINANCING LUX SARL
Security Description
5.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
155000
Base Market Value
159068.75
Base Total Cost
149487.5
Base Unrealized Gain Loss
9581.25
Base Accrued Interest
1881.52
Local Market Value
159068.75
Local Total Cost Amount
149487.5
Local Unrealized Gain Loss
9581.25
Local Accrued Interest
1881.52
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: B+G FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
B+G FOODS 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
200000
Base Market Value
202000
Base Total Cost
187500
Base Unrealized Gain Loss
14500
Base Accrued Interest
2625
Local Market Value
202000
Local Total Cost Amount
187500
Local Unrealized Gain Loss
14500
Local Accrued Interest
2625
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: ASCENT RESOURCES/ARU FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASCENT RESOURCES/ARU FIN
Security Description
10% 01 Apr 2022
Maturity Date
2022-04-01T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
325000
Base Market Value
344061.25
Base Total Cost
357750
Base Unrealized Gain Loss
-13688.75
Base Accrued Interest
8125
Local Market Value
344061.25
Local Total Cost Amount
357750
Local Unrealized Gain Loss
-13688.75
Local Accrued Interest
8125
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
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: ASTON MARTIN CAPITAL HOL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASTON MARTIN CAPITAL HOL
Security Description
6.5% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
200000
Base Market Value
200500
Base Total Cost
196500
Base Unrealized Gain Loss
4000
Base Accrued Interest
2744.44
Local Market Value
200500
Local Total Cost Amount
196500
Local Unrealized Gain Loss
4000
Local Accrued Interest
2744.44
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
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: VIDEOTRON LTD / LTEE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIDEOTRON LTD / LTEE
Security Description
5.125% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
250000
Base Market Value
260937.5
Base Total Cost
242767.86
Base Unrealized Gain Loss
18169.64
Base Accrued Interest
2704.86
Local Market Value
260937.5
Local Total Cost Amount
242767.86
Local Unrealized Gain Loss
18169.64
Local Accrued Interest
2704.86
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
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: USI INC/NY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
USI INC/NY
Security Description
6.875% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
375000
Base Market Value
371250
Base Total Cost
362178.13
Base Unrealized Gain Loss
9071.87
Base Accrued Interest
4296.88
Local Market Value
371250
Local Total Cost Amount
362178.13
Local Unrealized Gain Loss
9071.87
Local Accrued Interest
4296.88
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
Caa2
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: ULTRA RESOURCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ULTRA RESOURCES INC
Security Description
6.875% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
230000
Base Market Value
27600
Base Total Cost
25300
Base Unrealized Gain Loss
2300
Base Accrued Interest
3338.19
Local Market Value
27600
Local Total Cost Amount
25300
Local Unrealized Gain Loss
2300
Local Accrued Interest
3338.19
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
Caa3
S And P Quality Rating
D
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: HUGHES SATELLITE SYSTEMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUGHES SATELLITE SYSTEMS
Security Description
5.25% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
310000
Base Market Value
318525
Base Total Cost
293025
Base Unrealized Gain Loss
25500
Base Accrued Interest
6781.25
Local Market Value
318525
Local Total Cost Amount
293025
Local Unrealized Gain Loss
25500
Local Accrued Interest
6781.25
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: HUGHES SATELLITE SYSTEMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUGHES SATELLITE SYSTEMS
Security Description
6.625% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
150000
Base Market Value
157687.5
Base Total Cost
141000
Base Unrealized Gain Loss
16687.5
Base Accrued Interest
4140.62
Local Market Value
157687.5
Local Total Cost Amount
141000
Local Unrealized Gain Loss
16687.5
Local Accrued Interest
4140.62
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: CUMBERLAND FARMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CUMBERLAND FARMS
Security Description
6.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
375000
Base Market Value
397500
Base Total Cost
385625
Base Unrealized Gain Loss
11875
Base Accrued Interest
4218.75
Local Market Value
397500
Local Total Cost Amount
385625
Local Unrealized Gain Loss
11875
Local Accrued Interest
4218.75
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
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: DONNELLEY FINANCIAL SOL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DONNELLEY FINANCIAL SOL
Security Description
8.25% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
130000
Base Market Value
134550
Base Total Cost
134550
Base Unrealized Gain Loss
0
Base Accrued Interest
2264.17
Local Market Value
134550
Local Total Cost Amount
134550
Local Unrealized Gain Loss
0
Local Accrued Interest
2264.17
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
FINANCE
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: MURPHY OIL USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL USA INC
Security Description
5.625% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
100000
Base Market Value
104000
Base Total Cost
103375
Base Unrealized Gain Loss
625
Base Accrued Interest
937.5
Local Market Value
104000
Local Total Cost Amount
103375
Local Unrealized Gain Loss
625
Local Accrued Interest
937.5
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
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: CALLON PETROLEUM CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALLON PETROLEUM CO
Security Description
6.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
415000
Base Market Value
419150
Base Total Cost
408275
Base Unrealized Gain Loss
10875
Base Accrued Interest
6354.68
Local Market Value
419150
Local Total Cost Amount
408275
Local Unrealized Gain Loss
10875
Local Accrued Interest
6354.68
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: FREEPORT MCMORAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREEPORT MCMORAN INC
Security Description
6.875% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
125000
Base Market Value
131562.5
Base Total Cost
130937.5
Base Unrealized Gain Loss
625
Base Accrued Interest
3246.52
Local Market Value
131562.5
Local Total Cost Amount
130937.5
Local Unrealized Gain Loss
625
Local Accrued Interest
3246.52
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
NR
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
5.125% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
315000
Base Market Value
315787.5
Base Total Cost
299643.75
Base Unrealized Gain Loss
16143.75
Base Accrued Interest
1345.31
Local Market Value
315787.5
Local Total Cost Amount
299643.75
Local Unrealized Gain Loss
16143.75
Local Accrued Interest
1345.31
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: KFC HLD/PIZZA HUT/TACO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KFC HLD/PIZZA HUT/TACO
Security Description
4.75% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
104000
Base Market Value
106600
Base Total Cost
99060
Base Unrealized Gain Loss
7540
Base Accrued Interest
411.67
Local Market Value
106600
Local Total Cost Amount
99060
Local Unrealized Gain Loss
7540
Local Accrued Interest
411.67
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
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: ALPINE FIN MERGER SUB LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALPINE FIN MERGER SUB LLC
Security Description
1% 12 Jul 2024
Maturity Date
2024-07-12T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
496212.11
Base Market Value
490163.28
Base Total Cost
497452.63
Base Unrealized Gain Loss
-7289.35
Base Accrued Interest
0
Local Market Value
490163.28
Local Total Cost Amount
497452.63
Local Unrealized Gain Loss
-7289.35
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WERNER FINCO LP/INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WERNER FINCO LP/INC
Security Description
8.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
75000
Base Market Value
63562.5
Base Total Cost
71343.75
Base Unrealized Gain Loss
-7781.25
Base Accrued Interest
3026.04
Local Market Value
63562.5
Local Total Cost Amount
71343.75
Local Unrealized Gain Loss
-7781.25
Local Accrued Interest
3026.04
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
Caa2
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: TAYLOR MORRISON COMM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TAYLOR MORRISON COMM
Security Description
6.625% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
250000
Base Market Value
258437.5
Base Total Cost
258125
Base Unrealized Gain Loss
312.5
Base Accrued Interest
2116.32
Local Market Value
258437.5
Local Total Cost Amount
258125
Local Unrealized Gain Loss
312.5
Local Accrued Interest
2116.32
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: MCLAREN FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCLAREN FINANCE PLC
Security Description
5.75% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
475000
Base Market Value
456674.5
Base Total Cost
457125
Base Unrealized Gain Loss
-450.5
Base Accrued Interest
11380.21
Local Market Value
456674.5
Local Total Cost Amount
457125
Local Unrealized Gain Loss
-450.5
Local Accrued Interest
11380.21
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: H+E EQUIPMENT SERVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
H+E EQUIPMENT SERVICES
Security Description
5.625% 01 Sep 2025
Maturity Date
2025-09-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
140000
Base Market Value
143990
Base Total Cost
136364.67
Base Unrealized Gain Loss
7625.33
Base Accrued Interest
2625
Local Market Value
143990
Local Total Cost Amount
136364.67
Local Unrealized Gain Loss
7625.33
Local Accrued Interest
2625
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: ANTERO MIDSTREAM PART/FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO MIDSTREAM PART/FI
Security Description
5.375% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
185000
Base Market Value
183843.75
Base Total Cost
186851.8
Base Unrealized Gain Loss
-3008.05
Base Accrued Interest
2927.87
Local Market Value
183843.75
Local Total Cost Amount
186851.8
Local Unrealized Gain Loss
-3008.05
Local Accrued Interest
2927.87
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
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
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