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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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
9% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
135000
Base Market Value
150835.5
Base Total Cost
143350
Base Unrealized Gain Loss
7485.5
Base Accrued Interest
540
Local Market Value
150835.5
Local Total Cost Amount
143350
Local Unrealized Gain Loss
7485.5
Local Accrued Interest
540
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
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: OXFORD FIN LLC/CO ISS II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OXFORD FIN LLC/CO ISS II
Security Description
6.375% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
75000
Base Market Value
77062.5
Base Total Cost
76687.5
Base Unrealized Gain Loss
375
Base Accrued Interest
212.5
Local Market Value
77062.5
Local Total Cost Amount
76687.5
Local Unrealized Gain Loss
375
Local Accrued Interest
212.5
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
FINANCE
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: SOTHEBY S
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SOTHEBY S
Security Description
4.875% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
125000
Base Market Value
127031.25
Base Total Cost
117187.5
Base Unrealized Gain Loss
9843.75
Base Accrued Interest
270.83
Local Market Value
127031.25
Local Total Cost Amount
117187.5
Local Unrealized Gain Loss
9843.75
Local Accrued Interest
270.83
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: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
4.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
125000
Base Market Value
125593.75
Base Total Cost
114062.5
Base Unrealized Gain Loss
11531.25
Base Accrued Interest
2737.85
Local Market Value
125593.75
Local Total Cost Amount
114062.5
Local Unrealized Gain Loss
11531.25
Local Accrued Interest
2737.85
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: COOKE OMEGA/ALPHA VESSEL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COOKE OMEGA/ALPHA VESSEL
Security Description
8.5% 15 Dec 2022
Maturity Date
2022-12-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
150000
Base Market Value
145875
Base Total Cost
149437.5
Base Unrealized Gain Loss
-3562.5
Base Accrued Interest
566.67
Local Market Value
145875
Local Total Cost Amount
149437.5
Local Unrealized Gain Loss
-3562.5
Local Accrued Interest
566.67
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
CANADIAN
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: TRIUMPH GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRIUMPH GROUP INC
Security Description
7.75% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
150000
Base Market Value
145125
Base Total Cost
142687.5
Base Unrealized Gain Loss
2437.5
Base Accrued Interest
4391.67
Local Market Value
145125
Local Total Cost Amount
142687.5
Local Unrealized Gain Loss
2437.5
Local Accrued Interest
4391.67
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
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: LONESTAR RESOURCES AMERI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LONESTAR RESOURCES AMERI
Security Description
11.25% 01 Jan 2023
Maturity Date
2023-01-01T00:00:00.000
Interest Rate
11.25
Original Face
0
Shares Par Value
75000
Base Market Value
71250
Base Total Cost
70968.75
Base Unrealized Gain Loss
281.25
Base Accrued Interest
0
Local Market Value
71250
Local Total Cost Amount
70968.75
Local Unrealized Gain Loss
281.25
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
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.125% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
500000
Base Market Value
543125
Base Total Cost
495000
Base Unrealized Gain Loss
48125
Base Accrued Interest
71.18
Local Market Value
543125
Local Total Cost Amount
495000
Local Unrealized Gain Loss
48125
Local Accrued Interest
71.18
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: CYRUSONE LP/CYRUSONE FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CYRUSONE LP/CYRUSONE FIN
Security Description
5% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
25000
Base Market Value
25687.5
Base Total Cost
25031.25
Base Unrealized Gain Loss
656.25
Base Accrued Interest
368.06
Local Market Value
25687.5
Local Total Cost Amount
25031.25
Local Unrealized Gain Loss
656.25
Local Accrued Interest
368.06
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
FINANCE
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: EP ENER/EVEREST ACQ FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EP ENER/EVEREST ACQ FIN
Security Description
9.375% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
9.375
Original Face
0
Shares Par Value
50000
Base Market Value
11500
Base Total Cost
37970.59
Base Unrealized Gain Loss
-26470.59
Base Accrued Interest
781.24
Local Market Value
11500
Local Total Cost Amount
37970.59
Local Unrealized Gain Loss
-26470.59
Local Accrued Interest
781.24
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
Ca
S And P Quality Rating
C
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% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
225000
Base Market Value
231468.75
Base Total Cost
217105.66
Base Unrealized Gain Loss
14363.09
Base Accrued Interest
4687.49
Local Market Value
231468.75
Local Total Cost Amount
217105.66
Local Unrealized Gain Loss
14363.09
Local Accrued Interest
4687.49
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
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: ENSCO ROWAN PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENSCO ROWAN PLC
Security Description
7.75% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
100000
Base Market Value
74500
Base Total Cost
85875
Base Unrealized Gain Loss
-11375
Base Accrued Interest
3229.17
Local Market Value
74500
Local Total Cost Amount
85875
Local Unrealized Gain Loss
-11375
Local Accrued Interest
3229.17
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
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: MOSS CREEK RESOURCES HLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOSS CREEK RESOURCES HLD
Security Description
7.5% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
200000
Base Market Value
170500
Base Total Cost
181695.31
Base Unrealized Gain Loss
-11195.31
Base Accrued Interest
6916.65
Local Market Value
170500
Local Total Cost Amount
181695.31
Local Unrealized Gain Loss
-11195.31
Local Accrued Interest
6916.65
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
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: NOBLE HOLDING INTL LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOBLE HOLDING INTL LTD
Security Description
7.875% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
375000
Base Market Value
322620
Base Total Cost
380273.44
Base Unrealized Gain Loss
-57653.44
Base Accrued Interest
12304.7
Local Market Value
322620
Local Total Cost Amount
380273.44
Local Unrealized Gain Loss
-57653.44
Local Accrued Interest
12304.7
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
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: IRB HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRB HOLDING CORP
Security Description
6.75% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
25000
Base Market Value
24875
Base Total Cost
23187.5
Base Unrealized Gain Loss
1687.5
Base Accrued Interest
356.25
Local Market Value
24875
Local Total Cost Amount
23187.5
Local Unrealized Gain Loss
1687.5
Local Accrued Interest
356.25
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
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: EXTRACTION OIL + GAS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXTRACTION OIL + GAS INC
Security Description
5.625% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
125000
Base Market Value
100937.5
Base Total Cost
107625
Base Unrealized Gain Loss
-6687.5
Base Accrued Interest
2929.7
Local Market Value
100937.5
Local Total Cost Amount
107625
Local Unrealized Gain Loss
-6687.5
Local Accrued Interest
2929.7
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
4.5% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
75000
Base Market Value
76781.25
Base Total Cost
70781.25
Base Unrealized Gain Loss
6000
Base Accrued Interest
1406.25
Local Market Value
76781.25
Local Total Cost Amount
70781.25
Local Unrealized Gain Loss
6000
Local Accrued Interest
1406.25
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
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: DOWNSTREAM DEVELOPMENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOWNSTREAM DEVELOPMENT
Security Description
10.5% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
50000
Base Market Value
52875
Base Total Cost
49250
Base Unrealized Gain Loss
3625
Base Accrued Interest
1983.34
Local Market Value
52875
Local Total Cost Amount
49250
Local Unrealized Gain Loss
3625
Local Accrued Interest
1983.34
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
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
75000
Base Market Value
77437.5
Base Total Cost
77250
Base Unrealized Gain Loss
187.5
Base Accrued Interest
703.13
Local Market Value
77437.5
Local Total Cost Amount
77250
Local Unrealized Gain Loss
187.5
Local Accrued Interest
703.13
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: HUNT COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUNT COS INC
Security Description
6.25% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
150000
Base Market Value
141750
Base Total Cost
139312.5
Base Unrealized Gain Loss
2437.5
Base Accrued Interest
3541.67
Local Market Value
141750
Local Total Cost Amount
139312.5
Local Unrealized Gain Loss
2437.5
Local Accrued Interest
3541.67
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
FINANCE
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
5.5% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
150000
Base Market Value
119727
Base Total Cost
146404.5
Base Unrealized Gain Loss
-26677.5
Base Accrued Interest
2429.17
Local Market Value
119727
Local Total Cost Amount
146404.5
Local Unrealized Gain Loss
-26677.5
Local Accrued Interest
2429.17
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: WESTERN DIGITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WESTERN DIGITAL CORP
Security Description
4.75% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
275000
Base Market Value
269788.75
Base Total Cost
256894.59
Base Unrealized Gain Loss
12894.16
Base Accrued Interest
4934.71
Local Market Value
269788.75
Local Total Cost Amount
256894.59
Local Unrealized Gain Loss
12894.16
Local Accrued Interest
4934.71
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
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: SHELF DRILL HOLD LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHELF DRILL HOLD LTD
Security Description
8.25% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
255000
Base Market Value
235365
Base Total Cost
257056.25
Base Unrealized Gain Loss
-21691.25
Base Accrued Interest
7947.5
Local Market Value
235365
Local Total Cost Amount
257056.25
Local Unrealized Gain Loss
-21691.25
Local Accrued Interest
7947.5
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
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: AMERICAN WOODMARK CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN WOODMARK CORP
Security Description
4.875% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
25000
Base Market Value
24687.5
Base Total Cost
24312.5
Base Unrealized Gain Loss
375
Base Accrued Interest
358.85
Local Market Value
24687.5
Local Total Cost Amount
24312.5
Local Unrealized Gain Loss
375
Local Accrued Interest
358.85
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: 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
75000
Base Market Value
67312.5
Base Total Cost
65625
Base Unrealized Gain Loss
1687.5
Base Accrued Interest
1947.91
Local Market Value
67312.5
Local Total Cost Amount
65625
Local Unrealized Gain Loss
1687.5
Local Accrued Interest
1947.91
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: MERCER INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCER INTL INC
Security Description
7.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
100000
Base Market Value
106250
Base Total Cost
100000
Base Unrealized Gain Loss
6250
Base Accrued Interest
4179.16
Local Market Value
106250
Local Total Cost Amount
100000
Local Unrealized Gain Loss
6250
Local Accrued Interest
4179.16
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: COMMERCIAL METALS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMMERCIAL METALS CO
Security Description
5.75% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
75000
Base Market Value
74868.75
Base Total Cost
72656.25
Base Unrealized Gain Loss
2212.5
Base Accrued Interest
910.42
Local Market Value
74868.75
Local Total Cost Amount
72656.25
Local Unrealized Gain Loss
2212.5
Local Accrued Interest
910.42
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
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: USA COM PART/USA COM FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
USA COM PART/USA COM FIN
Security Description
6.875% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
150000
Base Market Value
158610
Base Total Cost
154093.75
Base Unrealized Gain Loss
4516.25
Base Accrued Interest
2578.12
Local Market Value
158610
Local Total Cost Amount
154093.75
Local Unrealized Gain Loss
4516.25
Local Accrued Interest
2578.12
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: ARDONAGH MIDCO THREE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDONAGH MIDCO THREE PLC
Security Description
8.625% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
8.625
Original Face
0
Shares Par Value
200000
Base Market Value
186250
Base Total Cost
180000
Base Unrealized Gain Loss
6250
Base Accrued Interest
7954.17
Local Market Value
186250
Local Total Cost Amount
180000
Local Unrealized Gain Loss
6250
Local Accrued Interest
7954.17
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
B3
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: VERSCEND HLDG CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERSCEND HLDG CORP
Security Description
1% 27 Aug 2025
Maturity Date
2025-08-27T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
24812.5
Base Market Value
24878.5
Base Total Cost
24626.41
Base Unrealized Gain Loss
252.09
Base Accrued Interest
0
Local Market Value
24878.5
Local Total Cost Amount
24626.41
Local Unrealized Gain Loss
252.09
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
6.875% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
75000
Base Market Value
83151.75
Base Total Cost
75300
Base Unrealized Gain Loss
7851.75
Base Accrued Interest
2348.96
Local Market Value
83151.75
Local Total Cost Amount
75300
Local Unrealized Gain Loss
7851.75
Local Accrued Interest
2348.96
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
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
6.5% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
75000
Base Market Value
81843.75
Base Total Cost
75656.25
Base Unrealized Gain Loss
6187.5
Base Accrued Interest
2220.82
Local Market Value
81843.75
Local Total Cost Amount
75656.25
Local Unrealized Gain Loss
6187.5
Local Accrued Interest
2220.82
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: ENERGIZER HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGIZER HOLDINGS INC
Security Description
6.375% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
200000
Base Market Value
205500
Base Total Cost
203250
Base Unrealized Gain Loss
2250
Base Accrued Interest
5879.17
Local Market Value
205500
Local Total Cost Amount
203250
Local Unrealized Gain Loss
2250
Local Accrued Interest
5879.17
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
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: DIGICEL GROUP ONE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIGICEL GROUP ONE LTD
Security Description
8.25% 30 Dec 2022
Maturity Date
2022-12-30T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
75000
Base Market Value
41250
Base Total Cost
43125
Base Unrealized Gain Loss
-1875
Base Accrued Interest
1564.06
Local Market Value
41250
Local Total Cost Amount
43125
Local Unrealized Gain Loss
-1875
Local Accrued Interest
1564.06
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
Caa1
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: ENERGIZER HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGIZER HOLDINGS INC
Security Description
7.75% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
75000
Base Market Value
81174.75
Base Total Cost
75000
Base Unrealized Gain Loss
6174.75
Base Accrued Interest
2470.31
Local Market Value
81174.75
Local Total Cost Amount
75000
Local Unrealized Gain Loss
6174.75
Local Accrued Interest
2470.31
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
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: ACRISURE LLC / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACRISURE LLC / FIN INC
Security Description
8.125% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
75000
Base Market Value
77437.5
Base Total Cost
75000
Base Unrealized Gain Loss
2437.5
Base Accrued Interest
2555.99
Local Market Value
77437.5
Local Total Cost Amount
75000
Local Unrealized Gain Loss
2437.5
Local Accrued Interest
2555.99
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
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
5.75% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
50000
Base Market Value
53875
Base Total Cost
50000
Base Unrealized Gain Loss
3875
Base Accrued Interest
1245.83
Local Market Value
53875
Local Total Cost Amount
50000
Local Unrealized Gain Loss
3875
Local Accrued Interest
1245.83
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
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: VISTRA OPERATIONS CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VISTRA OPERATIONS CO LLC
Security Description
5.625% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
125000
Base Market Value
132343.75
Base Total Cost
125000
Base Unrealized Gain Loss
7343.75
Base Accrued Interest
2832.03
Local Market Value
132343.75
Local Total Cost Amount
125000
Local Unrealized Gain Loss
7343.75
Local Accrued Interest
2832.03
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: TENET HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENET HEALTHCARE CORP
Security Description
6.25% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
25000
Base Market Value
25875
Base Total Cost
25000
Base Unrealized Gain Loss
875
Base Accrued Interest
633.68
Local Market Value
25875
Local Total Cost Amount
25000
Local Unrealized Gain Loss
875
Local Accrued Interest
633.68
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
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: TRANSOCEAN POSEIDON LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSOCEAN POSEIDON LTD
Security Description
6.875% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
6.875
Original Face
25000
Shares Par Value
75000
Base Market Value
79266
Base Total Cost
74437.5
Base Unrealized Gain Loss
4828.5
Base Accrued Interest
2148.43
Local Market Value
79266
Local Total Cost Amount
74437.5
Local Unrealized Gain Loss
4828.5
Local Accrued Interest
2148.43
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
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: LIONS GATE CAPITAL HOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIONS GATE CAPITAL HOLD
Security Description
6.375% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
175000
Base Market Value
183968.75
Base Total Cost
176031.25
Base Unrealized Gain Loss
7937.5
Base Accrued Interest
4555.46
Local Market Value
183968.75
Local Total Cost Amount
176031.25
Local Unrealized Gain Loss
7937.5
Local Accrued Interest
4555.46
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
6.5% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
400000
Base Market Value
436500
Base Total Cost
411750
Base Unrealized Gain Loss
24750
Base Accrued Interest
10833.34
Local Market Value
436500
Local Total Cost Amount
411750
Local Unrealized Gain Loss
24750
Local Accrued Interest
10833.34
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
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: GREIF INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREIF INC
Security Description
6.5% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
125000
Base Market Value
129062.5
Base Total Cost
125625
Base Unrealized Gain Loss
3437.5
Base Accrued Interest
3159.73
Local Market Value
129062.5
Local Total Cost Amount
125625
Local Unrealized Gain Loss
3437.5
Local Accrued Interest
3159.73
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
UNCLASSIFIED
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: TRANSDIGM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSDIGM INC
Security Description
6.25% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
100000
Base Market Value
105250
Base Total Cost
100444.45
Base Unrealized Gain Loss
4805.55
Base Accrued Interest
2395.84
Local Market Value
105250
Local Total Cost Amount
100444.45
Local Unrealized Gain Loss
4805.55
Local Accrued Interest
2395.84
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
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: WEATHERFORD INTL LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEATHERFORD INTL LLC
Security Description
9.875% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
9.875
Original Face
0
Shares Par Value
250000
Base Market Value
128125
Base Total Cost
189431.82
Base Unrealized Gain Loss
-61306.82
Base Accrued Interest
4114.59
Local Market Value
128125
Local Total Cost Amount
189431.82
Local Unrealized Gain Loss
-61306.82
Local Accrued Interest
4114.59
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
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: COLFAX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COLFAX CORP
Security Description
6% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
50000
Base Market Value
52875
Base Total Cost
50000
Base Unrealized Gain Loss
2875
Base Accrued Interest
1216.66
Local Market Value
52875
Local Total Cost Amount
50000
Local Unrealized Gain Loss
2875
Local Accrued Interest
1216.66
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
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: COLFAX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COLFAX CORP
Security Description
6.375% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
50000
Base Market Value
53625
Base Total Cost
50000
Base Unrealized Gain Loss
3625
Base Accrued Interest
1292.71
Local Market Value
53625
Local Total Cost Amount
50000
Local Unrealized Gain Loss
3625
Local Accrued Interest
1292.71
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
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: TRANSDIGM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSDIGM INC
Security Description
7.5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
200000
Base Market Value
208750
Base Total Cost
200000
Base Unrealized Gain Loss
8750
Base Accrued Interest
5750
Local Market Value
208750
Local Total Cost Amount
200000
Local Unrealized Gain Loss
8750
Local Accrued Interest
5750
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: DUN + BRADSTREET CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUN + BRADSTREET CORP
Security Description
6.875% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
50000
Base Market Value
52812.5
Base Total Cost
50000
Base Unrealized Gain Loss
2812.5
Base Accrued Interest
1365.44
Local Market Value
52812.5
Local Total Cost Amount
50000
Local Unrealized Gain Loss
2812.5
Local Accrued Interest
1365.44
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
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: DUN + BRADSTREET CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUN + BRADSTREET CORP
Security Description
10.25% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
10.25
Original Face
0
Shares Par Value
325000
Base Market Value
344906.25
Base Total Cost
326122.02
Base Unrealized Gain Loss
18784.23
Base Accrued Interest
13232.46
Local Market Value
344906.25
Local Total Cost Amount
326122.02
Local Unrealized Gain Loss
18784.23
Local Accrued Interest
13232.46
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
CCC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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