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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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Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MATADOR RESOURCES CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATADOR RESOURCES CO
Security Description
5.875% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
25000
Base Market Value
25250
Base Total Cost
25000
Base Unrealized Gain Loss
250
Base Accrued Interest
432.46
Local Market Value
25250
Local Total Cost Amount
25000
Local Unrealized Gain Loss
250
Local Accrued Interest
432.46
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.125% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
200000
Base Market Value
200000
Base Total Cost
198750
Base Unrealized Gain Loss
1250
Base Accrued Interest
455.56
Local Market Value
200000
Local Total Cost Amount
198750
Local Unrealized Gain Loss
1250
Local Accrued Interest
455.56
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.125% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
225000
Base Market Value
225000
Base Total Cost
225562.5
Base Unrealized Gain Loss
-562.5
Base Accrued Interest
512.5
Local Market Value
225000
Local Total Cost Amount
225562.5
Local Unrealized Gain Loss
-562.5
Local Accrued Interest
512.5
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
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: SYNEOS HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SYNEOS HEALTH INC
Security Description
7.5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
50000
Base Market Value
52250
Base Total Cost
52875
Base Unrealized Gain Loss
-625
Base Accrued Interest
937.5
Local Market Value
52250
Local Total Cost Amount
52875
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
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: HUDBAY MINERALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUDBAY MINERALS INC
Security Description
7.625% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
25000
Base Market Value
25812.5
Base Total Cost
25250
Base Unrealized Gain Loss
562.5
Base Accrued Interest
878.99
Local Market Value
25812.5
Local Total Cost Amount
25250
Local Unrealized Gain Loss
562.5
Local Accrued Interest
878.99
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: GRINDING MED/MOLY COP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRINDING MED/MOLY COP
Security Description
7.375% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
100000
Base Market Value
95750
Base Total Cost
104000
Base Unrealized Gain Loss
-8250
Base Accrued Interest
327.78
Local Market Value
95750
Local Total Cost Amount
104000
Local Unrealized Gain Loss
-8250
Local Accrued Interest
327.78
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: NCL CORP LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL CORP LTD
Security Description
4.75% 15 Dec 2021
Maturity Date
2021-12-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
150000
Base Market Value
152062.5
Base Total Cost
151875
Base Unrealized Gain Loss
187.5
Base Accrued Interest
316.67
Local Market Value
152062.5
Local Total Cost Amount
151875
Local Unrealized Gain Loss
187.5
Local Accrued Interest
316.67
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
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: ROWAN COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROWAN COMPANIES INC
Security Description
7.375% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
125000
Base Market Value
96875
Base Total Cost
118125
Base Unrealized Gain Loss
-21250
Base Accrued Interest
409.72
Local Market Value
96875
Local Total Cost Amount
118125
Local Unrealized Gain Loss
-21250
Local Accrued Interest
409.72
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
ELECTRIC/GAS
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: CARLSON TRAVEL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARLSON TRAVEL INC
Security Description
6.75% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
200000
Base Market Value
202500
Base Total Cost
198500
Base Unrealized Gain Loss
4000
Base Accrued Interest
600
Local Market Value
202500
Local Total Cost Amount
198500
Local Unrealized Gain Loss
4000
Local Accrued Interest
600
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: UNITI GROUP/CSL CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITI GROUP/CSL CAPITAL
Security Description
7.125% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
100000
Base Market Value
89750
Base Total Cost
90250
Base Unrealized Gain Loss
-500
Base Accrued Interest
316.67
Local Market Value
89750
Local Total Cost Amount
90250
Local Unrealized Gain Loss
-500
Local Accrued Interest
316.67
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
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: BOYD GAMING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOYD GAMING CORP
Security Description
6.375% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
875000
Base Market Value
925645
Base Total Cost
877562.5
Base Unrealized Gain Loss
48082.5
Base Accrued Interest
13945.28
Local Market Value
925645
Local Total Cost Amount
877562.5
Local Unrealized Gain Loss
48082.5
Local Accrued Interest
13945.28
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
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: ZAYO GROUP LLC/ZAYO CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZAYO GROUP LLC/ZAYO CAP
Security Description
5.75% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
650000
Base Market Value
662272
Base Total Cost
643836.21
Base Unrealized Gain Loss
18435.79
Base Accrued Interest
17234.03
Local Market Value
662272
Local Total Cost Amount
643836.21
Local Unrealized Gain Loss
18435.79
Local Accrued Interest
17234.03
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
TELEPHONE
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
6% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
450000
Base Market Value
466312.5
Base Total Cost
432000
Base Unrealized Gain Loss
34312.5
Base Accrued Interest
10200
Local Market Value
466312.5
Local Total Cost Amount
432000
Local Unrealized Gain Loss
34312.5
Local Accrued Interest
10200
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: PARK AEROSPACE HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARK AEROSPACE HOLDINGS
Security Description
5.25% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
75000
Base Market Value
79185
Base Total Cost
76312.5
Base Unrealized Gain Loss
2872.5
Base Accrued Interest
1487.5
Local Market Value
79185
Local Total Cost Amount
76312.5
Local Unrealized Gain Loss
2872.5
Local Accrued Interest
1487.5
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
Baa3
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: PARK AEROSPACE HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARK AEROSPACE HOLDINGS
Security Description
5.5% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
350000
Base Market Value
377293
Base Total Cost
348672.5
Base Unrealized Gain Loss
28620.5
Base Accrued Interest
7272.22
Local Market Value
377293
Local Total Cost Amount
348672.5
Local Unrealized Gain Loss
28620.5
Local Accrued Interest
7272.22
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
Baa3
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: RADIATE HOLDCO / FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RADIATE HOLDCO / FINANCE
Security Description
6.625% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
200000
Base Market Value
193500
Base Total Cost
188250
Base Unrealized Gain Loss
5250
Base Accrued Interest
5005.55
Local Market Value
193500
Local Total Cost Amount
188250
Local Unrealized Gain Loss
5250
Local Accrued Interest
5005.55
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
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: HEXION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEXION INC
Security Description
13.75% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
13.75
Original Face
0
Shares Par Value
125000
Base Market Value
21562.5
Base Total Cost
112375
Base Unrealized Gain Loss
-90812.5
Base Accrued Interest
7161.46
Local Market Value
21562.5
Local Total Cost Amount
112375
Local Unrealized Gain Loss
-90812.5
Local Accrued Interest
7161.46
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
WR
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: LTF MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LTF MERGER SUB INC
Security Description
1% 10 Jun 2022
Maturity Date
2022-06-10T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
173738.02
Base Market Value
173255.03
Base Total Cost
173114.78
Base Unrealized Gain Loss
140.25
Base Accrued Interest
0
Local Market Value
173255.03
Local Total Cost Amount
173114.78
Local Unrealized Gain Loss
140.25
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: 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
150000
Base Market Value
160125
Base Total Cost
159000
Base Unrealized Gain Loss
1125
Base Accrued Interest
4921.88
Local Market Value
160125
Local Total Cost Amount
159000
Local Unrealized Gain Loss
1125
Local Accrued Interest
4921.88
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
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: CONSTELLIUM SE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONSTELLIUM SE
Security Description
6.625% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
250000
Base Market Value
260000
Base Total Cost
256875
Base Unrealized Gain Loss
3125
Base Accrued Interest
5520.83
Local Market Value
260000
Local Total Cost Amount
256875
Local Unrealized Gain Loss
3125
Local Accrued Interest
5520.83
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: CHANGE HEALTH / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHANGE HEALTH / FIN INC
Security Description
5.75% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
25000
Base Market Value
25375
Base Total Cost
24531.25
Base Unrealized Gain Loss
843.75
Base Accrued Interest
479.17
Local Market Value
25375
Local Total Cost Amount
24531.25
Local Unrealized Gain Loss
843.75
Local Accrued Interest
479.17
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
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: VERTIV INT HOLD CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VERTIV INT HOLD CORP
Security Description
12% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
12
Original Face
0
Shares Par Value
100000
Base Market Value
96500
Base Total Cost
99375
Base Unrealized Gain Loss
-2875
Base Accrued Interest
4533.32
Local Market Value
96500
Local Total Cost Amount
99375
Local Unrealized Gain Loss
-2875
Local Accrued Interest
4533.32
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
Caa3
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
8.125% 30 Jun 2024
Maturity Date
2024-06-30T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
400000
Base Market Value
299000
Base Total Cost
319000
Base Unrealized Gain Loss
-20000
Base Accrued Interest
90.28
Local Market Value
299000
Local Total Cost Amount
319000
Local Unrealized Gain Loss
-20000
Local Accrued Interest
90.28
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
Ca
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: CHAPARRAL ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHAPARRAL ENERGY INC
Security Description
8.75% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
200000
Base Market Value
124000
Base Total Cost
184687.5
Base Unrealized Gain Loss
-60687.5
Base Accrued Interest
8069.44
Local Market Value
124000
Local Total Cost Amount
184687.5
Local Unrealized Gain Loss
-60687.5
Local Accrued Interest
8069.44
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
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: TRANSOCEAN GUARDIAN LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSOCEAN GUARDIAN LTD
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
118125
Base Market Value
120044.53
Base Total Cost
121225.78
Base Unrealized Gain Loss
-1181.25
Base Accrued Interest
3200.04
Local Market Value
120044.53
Local Total Cost Amount
121225.78
Local Unrealized Gain Loss
-1181.25
Local Accrued Interest
3200.04
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: STARS GRP HLDS/STARS GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STARS GRP HLDS/STARS GRP
Security Description
7% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
175000
Base Market Value
185062.5
Base Total Cost
177036.05
Base Unrealized Gain Loss
8026.45
Base Accrued Interest
5648.6
Local Market Value
185062.5
Local Total Cost Amount
177036.05
Local Unrealized Gain Loss
8026.45
Local Accrued Interest
5648.6
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: MURRAY ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURRAY ENERGY CORP
Security Description
12% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
12
Original Face
0
Shares Par Value
585641
Base Market Value
118592.3
Base Total Cost
397141
Base Unrealized Gain Loss
-278548.7
Base Accrued Interest
14836.23
Local Market Value
118592.3
Local Total Cost Amount
397141
Local Unrealized Gain Loss
-278548.7
Local Accrued Interest
14836.23
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
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: CHENIERE ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY PARTNERS
Security Description
5.25% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
125000
Base Market Value
129218.75
Base Total Cost
124947.92
Base Unrealized Gain Loss
4270.83
Base Accrued Interest
1640.62
Local Market Value
129218.75
Local Total Cost Amount
124947.92
Local Unrealized Gain Loss
4270.83
Local Accrued Interest
1640.62
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.375% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
200000
Base Market Value
210750
Base Total Cost
202611.11
Base Unrealized Gain Loss
8138.89
Base Accrued Interest
4956.92
Local Market Value
210750
Local Total Cost Amount
202611.11
Local Unrealized Gain Loss
8138.89
Local Accrued Interest
4956.92
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
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: ENTERPRISE DEVELOP AUTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERPRISE DEVELOP AUTH
Security Description
12% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
12
Original Face
0
Shares Par Value
125000
Base Market Value
135625
Base Total Cost
128125
Base Unrealized Gain Loss
7500
Base Accrued Interest
6916.67
Local Market Value
135625
Local Total Cost Amount
128125
Local Unrealized Gain Loss
7500
Local Accrued Interest
6916.67
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
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: MAGNOLIA OIL GAS/MAG FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGNOLIA OIL GAS/MAG FIN
Security Description
6% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
25000
Base Market Value
25500
Base Total Cost
25166.66
Base Unrealized Gain Loss
333.34
Base Accrued Interest
625
Local Market Value
25500
Local Total Cost Amount
25166.66
Local Unrealized Gain Loss
333.34
Local Accrued Interest
625
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: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
8.125% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
400000
Base Market Value
420000
Base Total Cost
403833.33
Base Unrealized Gain Loss
16166.67
Base Accrued Interest
13541.66
Local Market Value
420000
Local Total Cost Amount
403833.33
Local Unrealized Gain Loss
16166.67
Local Accrued Interest
13541.66
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: GREAT LAKES DREDGE+DOCK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREAT LAKES DREDGE+DOCK
Security Description
8% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
75000
Base Market Value
79406.25
Base Total Cost
78093.75
Base Unrealized Gain Loss
1312.5
Base Accrued Interest
766.67
Local Market Value
79406.25
Local Total Cost Amount
78093.75
Local Unrealized Gain Loss
1312.5
Local Accrued Interest
766.67
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
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
6.5% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
150000
Base Market Value
155250
Base Total Cost
152812.5
Base Unrealized Gain Loss
2437.5
Base Accrued Interest
4062.5
Local Market Value
155250
Local Total Cost Amount
152812.5
Local Unrealized Gain Loss
2437.5
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
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
HKD
Local Currency Code: HKD • Trade Country Name: HONG KONG • Security Name: HONG KONG DOLLAR
Local Currency Code
HKD
Trade Country Name
HONG KONG
Security Name
HONG KONG DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
37689.76
Base Market Value
4824.29
Base Total Cost
4825.13
Base Unrealized Gain Loss
-0.84
Base Accrued Interest
0
Local Market Value
37689.76
Local Total Cost Amount
37689.76
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
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: GOLDEN NUGGET INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDEN NUGGET INC
Security Description
8.75% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
700000
Base Market Value
735000
Base Total Cost
719875
Base Unrealized Gain Loss
15125
Base Accrued Interest
15312.47
Local Market Value
735000
Local Total Cost Amount
719875
Local Unrealized Gain Loss
15125
Local Accrued Interest
15312.47
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: RADIAN GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RADIAN GROUP INC
Security Description
4.5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
250000
Base Market Value
256072.5
Base Total Cost
242812.5
Base Unrealized Gain Loss
13260
Base Accrued Interest
2812.5
Local Market Value
256072.5
Local Total Cost Amount
242812.5
Local Unrealized Gain Loss
13260
Local Accrued Interest
2812.5
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
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: WYNN MACAU LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WYNN MACAU LTD
Security Description
5.5% 01 Oct 2027
Maturity Date
2027-10-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
275000
Base Market Value
267437.5
Base Total Cost
248187.5
Base Unrealized Gain Loss
19250
Base Accrued Interest
3781.25
Local Market Value
267437.5
Local Total Cost Amount
248187.5
Local Unrealized Gain Loss
19250
Local Accrued Interest
3781.25
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
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: VIKING CRUISES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIKING CRUISES LTD
Security Description
5.875% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
325000
Base Market Value
329062.5
Base Total Cost
309384.77
Base Unrealized Gain Loss
19677.73
Base Accrued Interest
5622.04
Local Market Value
329062.5
Local Total Cost Amount
309384.77
Local Unrealized Gain Loss
19677.73
Local Accrued Interest
5622.04
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
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: DELPHI TECHNOLOGIES PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELPHI TECHNOLOGIES PLC
Security Description
5% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
355000
Base Market Value
316837.5
Base Total Cost
334562.65
Base Unrealized Gain Loss
-17725.15
Base Accrued Interest
4437.5
Local Market Value
316837.5
Local Total Cost Amount
334562.65
Local Unrealized Gain Loss
-17725.15
Local Accrued Interest
4437.5
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
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: WABASH NATIONAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WABASH NATIONAL CORP
Security Description
5.5% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
100000
Base Market Value
94750
Base Total Cost
91500
Base Unrealized Gain Loss
3250
Base Accrued Interest
1375
Local Market Value
94750
Local Total Cost Amount
91500
Local Unrealized Gain Loss
3250
Local Accrued Interest
1375
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: RANGE RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RANGE RESOURCES CORP
Security Description
5.875% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
400000
Base Market Value
396000
Base Total Cost
407000
Base Unrealized Gain Loss
-11000
Base Accrued Interest
0
Local Market Value
396000
Local Total Cost Amount
407000
Local Unrealized Gain Loss
-11000
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
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: NEXTERA ENERGY OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXTERA ENERGY OPERATING
Security Description
4.25% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
100000
Base Market Value
100530
Base Total Cost
95625
Base Unrealized Gain Loss
4905
Base Accrued Interest
1251.39
Local Market Value
100530
Local Total Cost Amount
95625
Local Unrealized Gain Loss
4905
Local Accrued Interest
1251.39
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
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: AVANTOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVANTOR INC
Security Description
9% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
275000
Base Market Value
306625
Base Total Cost
281835.35
Base Unrealized Gain Loss
24789.65
Base Accrued Interest
6187.5
Local Market Value
306625
Local Total Cost Amount
281835.35
Local Unrealized Gain Loss
24789.65
Local Accrued Interest
6187.5
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: SEVEN GENERATIONS ENERGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEVEN GENERATIONS ENERGY
Security Description
5.375% 30 Sep 2025
Maturity Date
2025-09-30T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
250000
Base Market Value
240625
Base Total Cost
236562.5
Base Unrealized Gain Loss
4062.5
Base Accrued Interest
3359.37
Local Market Value
240625
Local Total Cost Amount
236562.5
Local Unrealized Gain Loss
4062.5
Local Accrued Interest
3359.37
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
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: UNITED AIRLINES HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITED AIRLINES HOLDINGS
Security Description
4.25% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
600000
Base Market Value
615750
Base Total Cost
585000
Base Unrealized Gain Loss
30750
Base Accrued Interest
6375
Local Market Value
615750
Local Total Cost Amount
585000
Local Unrealized Gain Loss
30750
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
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: WEATHERFORD INTL LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEATHERFORD INTL LTD
Security Description
9.875% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
9.875
Original Face
0
Shares Par Value
325000
Base Market Value
169812.5
Base Total Cost
308648.43
Base Unrealized Gain Loss
-138835.93
Base Accrued Interest
12124.28
Local Market Value
169812.5
Local Total Cost Amount
308648.43
Local Unrealized Gain Loss
-138835.93
Local Accrued Interest
12124.28
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
ELECTRIC/GAS
Moody S Quality Rating
WR
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: CAESARS RESORT / FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAESARS RESORT / FINCO
Security Description
5.25% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
50000
Base Market Value
50156.5
Base Total Cost
46857.42
Base Unrealized Gain Loss
3299.08
Base Accrued Interest
554.17
Local Market Value
50156.5
Local Total Cost Amount
46857.42
Local Unrealized Gain Loss
3299.08
Local Accrued Interest
554.17
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: FLY LEASING LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLY LEASING LTD
Security Description
5.25% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
200000
Base Market Value
204000
Base Total Cost
193500
Base Unrealized Gain Loss
10500
Base Accrued Interest
2216.67
Local Market Value
204000
Local Total Cost Amount
193500
Local Unrealized Gain Loss
10500
Local Accrued Interest
2216.67
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: GOLDEN NUGGET INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDEN NUGGET INC
Security Description
6.75% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
200000
Base Market Value
206000
Base Total Cost
198312.5
Base Unrealized Gain Loss
7687.5
Base Accrued Interest
2850
Local Market Value
206000
Local Total Cost Amount
198312.5
Local Unrealized Gain Loss
7687.5
Local Accrued Interest
2850
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
CCC+
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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