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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: SBA COMMUNICATIONS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SBA COMMUNICATIONS CORP
Security Description
4% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
175000
Base Market Value
177406.25
Base Total Cost
172156.25
Base Unrealized Gain Loss
5250
Base Accrued Interest
1750
Local Market Value
177406.25
Local Total Cost Amount
172156.25
Local Unrealized Gain Loss
5250
Local Accrued Interest
1750
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: QORVO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QORVO INC
Security Description
5.5% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
225000
Base Market Value
238117.5
Base Total Cost
225325
Base Unrealized Gain Loss
12792.5
Base Accrued Interest
5706.25
Local Market Value
238117.5
Local Total Cost Amount
225325
Local Unrealized Gain Loss
12792.5
Local Accrued Interest
5706.25
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
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: STAPLES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STAPLES INC
Security Description
7.5% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
150000
Base Market Value
149116.5
Base Total Cost
150000
Base Unrealized Gain Loss
-883.5
Base Accrued Interest
2343.75
Local Market Value
149116.5
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-883.5
Local Accrued Interest
2343.75
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: STAPLES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STAPLES INC
Security Description
10.75% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
10.75
Original Face
0
Shares Par Value
50000
Base Market Value
49750
Base Total Cost
50687.5
Base Unrealized Gain Loss
-937.5
Base Accrued Interest
1119.78
Local Market Value
49750
Local Total Cost Amount
50687.5
Local Unrealized Gain Loss
-937.5
Local Accrued Interest
1119.78
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: ENPRO INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENPRO INDUSTRIES INC
Security Description
5.75% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
50000
Base Market Value
51125
Base Total Cost
50000
Base Unrealized Gain Loss
1125
Base Accrued Interest
606.94
Local Market Value
51125
Local Total Cost Amount
50000
Local Unrealized Gain Loss
1125
Local Accrued Interest
606.94
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: AVIS BUDGET CAR/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIS BUDGET CAR/FINANCE
Security Description
5.75% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
75000
Base Market Value
75562.5
Base Total Cost
75250
Base Unrealized Gain Loss
312.5
Base Accrued Interest
0
Local Market Value
75562.5
Local Total Cost Amount
75250
Local Unrealized Gain Loss
312.5
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
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: TALEN ENERGY SUPPLY LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TALEN ENERGY SUPPLY LLC
Security Description
6.625% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
75000
Base Market Value
74531.25
Base Total Cost
75000
Base Unrealized Gain Loss
-468.75
Base Accrued Interest
0
Local Market Value
74531.25
Local Total Cost Amount
75000
Local Unrealized Gain Loss
-468.75
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
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: MICHAELS STORES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICHAELS STORES INC
Security Description
8% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
50000
Base Market Value
49769.5
Base Total Cost
50000
Base Unrealized Gain Loss
-230.5
Base Accrued Interest
0
Local Market Value
49769.5
Local Total Cost Amount
50000
Local Unrealized Gain Loss
-230.5
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
5.5% 15 Dec 2029
Maturity Date
2029-12-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
25000
Base Market Value
25062.5
Base Total Cost
25000
Base Unrealized Gain Loss
62.5
Base Accrued Interest
0
Local Market Value
25062.5
Local Total Cost Amount
25000
Local Unrealized Gain Loss
62.5
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
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: 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 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
150000
Base Market Value
150940.5
Base Total Cost
150000
Base Unrealized Gain Loss
940.5
Base Accrued Interest
70.83
Local Market Value
150940.5
Local Total Cost Amount
150000
Local Unrealized Gain Loss
940.5
Local Accrued Interest
70.83
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
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: WILLIAM LYON HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAM LYON HOMES INC
Security Description
6.625% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
75000
Base Market Value
74812.5
Base Total Cost
75000
Base Unrealized Gain Loss
-187.5
Base Accrued Interest
0
Local Market Value
74812.5
Local Total Cost Amount
75000
Local Unrealized Gain Loss
-187.5
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
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: CATALENT PHARMA SOLUTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATALENT PHARMA SOLUTION
Security Description
5% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
50000
Base Market Value
50875
Base Total Cost
50000
Base Unrealized Gain Loss
875
Base Accrued Interest
27.78
Local Market Value
50875
Local Total Cost Amount
50000
Local Unrealized Gain Loss
875
Local Accrued Interest
27.78
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: HEXION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEXION INC
Security Description
7.875% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
100000
Base Market Value
100750
Base Total Cost
100312.5
Base Unrealized Gain Loss
437.5
Base Accrued Interest
0
Local Market Value
100750
Local Total Cost Amount
100312.5
Local Unrealized Gain Loss
437.5
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: MARRIOTT OWNERSHIP/ILG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT OWNERSHIP/ILG
Security Description
6.5% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
25000
Base Market Value
26812.5
Base Total Cost
25375
Base Unrealized Gain Loss
1437.5
Base Accrued Interest
478.47
Local Market Value
26812.5
Local Total Cost Amount
25375
Local Unrealized Gain Loss
1437.5
Local Accrued Interest
478.47
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
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: PARKLAND FUEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARKLAND FUEL CORP
Security Description
5.875% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
125000
Base Market Value
126993.75
Base Total Cost
125000
Base Unrealized Gain Loss
1993.75
Base Accrued Interest
0
Local Market Value
126993.75
Local Total Cost Amount
125000
Local Unrealized Gain Loss
1993.75
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B1
S And P Quality Rating
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: AVON INTERNATIONAL CAPIT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVON INTERNATIONAL CAPIT
Security Description
6.5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
50000
Base Market Value
50375
Base Total Cost
50000
Base Unrealized Gain Loss
375
Base Accrued Interest
0
Local Market Value
50375
Local Total Cost Amount
50000
Local Unrealized Gain Loss
375
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: HAT HOLDINGS I LLC/HAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAT HOLDINGS I LLC/HAT
Security Description
5.25% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
100000
Base Market Value
102000
Base Total Cost
100000
Base Unrealized Gain Loss
2000
Base Accrued Interest
0
Local Market Value
102000
Local Total Cost Amount
100000
Local Unrealized Gain Loss
2000
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
INDUSTRIAL
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: FAIRSTONE FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FAIRSTONE FINANCIAL INC
Security Description
7.875% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
175000
Base Market Value
178281.25
Base Total Cost
174097
Base Unrealized Gain Loss
4184.25
Base Accrued Interest
0
Local Market Value
178281.25
Local Total Cost Amount
174097
Local Unrealized Gain Loss
4184.25
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
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLIED UNIVERSAL HOLDCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLIED UNIVERSAL HOLDCO
Security Description
6.625% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
200000
Base Market Value
203000
Base Total Cost
200000
Base Unrealized Gain Loss
3000
Base Accrued Interest
0
Local Market Value
203000
Local Total Cost Amount
200000
Local Unrealized Gain Loss
3000
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
INDUSTRIAL
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: ALLIED UNIVERSAL HOLDCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLIED UNIVERSAL HOLDCO
Security Description
9.75% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
300000
Base Market Value
298875
Base Total Cost
295923
Base Unrealized Gain Loss
2952
Base Accrued Interest
0
Local Market Value
298875
Local Total Cost Amount
295923
Local Unrealized Gain Loss
2952
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
INDUSTRIAL
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: IAA SPINCO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IAA SPINCO INC
Security Description
1% 28 Jun 2026
Maturity Date
2026-06-28T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
50000
Base Market Value
50250
Base Total Cost
49875
Base Unrealized Gain Loss
375
Base Accrued Interest
0
Local Market Value
50250
Local Total Cost Amount
49875
Local Unrealized Gain Loss
375
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: NEXSTAR BROADCASTING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXSTAR BROADCASTING INC
Security Description
1% 19 Jun 2026
Maturity Date
2026-06-19T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
175000
Base Market Value
174562.5
Base Total Cost
174125
Base Unrealized Gain Loss
437.5
Base Accrued Interest
0
Local Market Value
174562.5
Local Total Cost Amount
174125
Local Unrealized Gain Loss
437.5
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: ALTRA INDL MOTION CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTRA INDL MOTION CORP
Security Description
1% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
23694.04
Base Market Value
23294.32
Base Total Cost
23634.79
Base Unrealized Gain Loss
-340.47
Base Accrued Interest
0
Local Market Value
23294.32
Local Total Cost Amount
23634.79
Local Unrealized Gain Loss
-340.47
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.875% 25 Oct 2024
Maturity Date
2024-10-25T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
700000
Base Market Value
707875
Base Total Cost
662375
Base Unrealized Gain Loss
45500
Base Accrued Interest
7539.58
Local Market Value
707875
Local Total Cost Amount
662375
Local Unrealized Gain Loss
45500
Local Accrued Interest
7539.58
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
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: MPH ACQUISITION HLDGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HLDGS LLC
Security Description
1% 07 Jun 2023
Maturity Date
2023-06-07T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
92808.22
Base Market Value
88979.88
Base Total Cost
93040.25
Base Unrealized Gain Loss
-4060.37
Base Accrued Interest
0
Local Market Value
88979.88
Local Total Cost Amount
93040.25
Local Unrealized Gain Loss
-4060.37
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: CANADA • Security Name: 1011778 B C UNLIMITED LIABILI
Local Currency Code
USD
Trade Country Name
CANADA
Security Name
1011778 B C UNLIMITED LIABILI
Security Description
1% 16 Feb 2024
Maturity Date
2024-02-16T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
99385.58
Base Market Value
98806.16
Base Total Cost
99354.34
Base Unrealized Gain Loss
-548.18
Base Accrued Interest
0
Local Market Value
98806.16
Local Total Cost Amount
99354.34
Local Unrealized Gain Loss
-548.18
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: CITYCENTER HLDGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITYCENTER HLDGS LLC
Security Description
1% 18 Apr 2024
Maturity Date
2024-04-18T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
198481.01
Base Market Value
197896.48
Base Total Cost
196527.2
Base Unrealized Gain Loss
1369.28
Base Accrued Interest
0
Local Market Value
197896.48
Local Total Cost Amount
196527.2
Local Unrealized Gain Loss
1369.28
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: ASURION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASURION LLC
Security Description
1% 04 Aug 2022
Maturity Date
2022-08-04T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
90384.58
Base Market Value
90287.42
Base Total Cost
90723.5
Base Unrealized Gain Loss
-436.08
Base Accrued Interest
0
Local Market Value
90287.42
Local Total Cost Amount
90723.5
Local Unrealized Gain Loss
-436.08
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: GOLDEN NUGGET, INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GOLDEN NUGGET, INC.
Security Description
1% 04 Oct 2023
Maturity Date
2023-10-04T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
124327.83
Base Market Value
123480.54
Base Total Cost
122618.32
Base Unrealized Gain Loss
862.22
Base Accrued Interest
0
Local Market Value
123480.54
Local Total Cost Amount
122618.32
Local Unrealized Gain Loss
862.22
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: SS C TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SS C TECHNOLOGIES INC
Security Description
1% 16 Apr 2025
Maturity Date
2025-04-16T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
29012.89
Base Market Value
28938.62
Base Total Cost
29012.89
Base Unrealized Gain Loss
-74.27
Base Accrued Interest
0
Local Market Value
28938.62
Local Total Cost Amount
29012.89
Local Unrealized Gain Loss
-74.27
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: HUB INTL LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HUB INTL LTD
Security Description
1% 25 Apr 2025
Maturity Date
2025-04-25T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
124123.12
Base Market Value
121238.5
Base Total Cost
121696.94
Base Unrealized Gain Loss
-458.44
Base Accrued Interest
0
Local Market Value
121238.5
Local Total Cost Amount
121696.94
Local Unrealized Gain Loss
-458.44
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
5.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
6000
Base Market Value
6048
Base Total Cost
5782.5
Base Unrealized Gain Loss
265.5
Base Accrued Interest
110
Local Market Value
6048
Local Total Cost Amount
5782.5
Local Unrealized Gain Loss
265.5
Local Accrued Interest
110
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: NEXSTAR BROADCASTING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEXSTAR BROADCASTING INC
Security Description
6.125% 15 Feb 2022
Maturity Date
2022-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
235000
Base Market Value
237937.5
Base Total Cost
239981.25
Base Unrealized Gain Loss
-2043.75
Base Accrued Interest
5437.63
Local Market Value
237937.5
Local Total Cost Amount
239981.25
Local Unrealized Gain Loss
-2043.75
Local Accrued Interest
5437.63
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: ARUBA INVESTMENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARUBA INVESTMENTS INC
Security Description
8.75% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
294000
Base Market Value
294000
Base Total Cost
301350
Base Unrealized Gain Loss
-7350
Base Accrued Interest
9718.33
Local Market Value
294000
Local Total Cost Amount
301350
Local Unrealized Gain Loss
-7350
Local Accrued Interest
9718.33
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
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
5.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
150000
Base Market Value
141937.5
Base Total Cost
137625
Base Unrealized Gain Loss
4312.5
Base Accrued Interest
1126.02
Local Market Value
141937.5
Local Total Cost Amount
137625
Local Unrealized Gain Loss
4312.5
Local Accrued Interest
1126.02
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: WILLIAM LYON HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAM LYON HOMES INC
Security Description
7% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
50000
Base Market Value
50187.5
Base Total Cost
50500
Base Unrealized Gain Loss
-312.5
Base Accrued Interest
1322.22
Local Market Value
50187.5
Local Total Cost Amount
50500
Local Unrealized Gain Loss
-312.5
Local Accrued Interest
1322.22
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
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.375% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
425000
Base Market Value
425531.25
Base Total Cost
427437.5
Base Unrealized Gain Loss
-1906.25
Base Accrued Interest
2918.93
Local Market Value
425531.25
Local Total Cost Amount
427437.5
Local Unrealized Gain Loss
-1906.25
Local Accrued Interest
2918.93
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
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: LEVEL 3 PARENT LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 PARENT LLC
Security Description
5.75% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
175000
Base Market Value
176531.25
Base Total Cost
176968.75
Base Unrealized Gain Loss
-437.5
Base Accrued Interest
3354.17
Local Market Value
176531.25
Local Total Cost Amount
176968.75
Local Unrealized Gain Loss
-437.5
Local Accrued Interest
3354.17
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
TELEPHONE
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: CITGO HOLDING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITGO HOLDING INC
Security Description
10.75% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
10.75
Original Face
0
Shares Par Value
400000
Base Market Value
414000
Base Total Cost
421197.92
Base Unrealized Gain Loss
-7197.92
Base Accrued Interest
10749.98
Local Market Value
414000
Local Total Cost Amount
421197.92
Local Unrealized Gain Loss
-7197.92
Local Accrued Interest
10749.98
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: COGENT COMMUNICATIONS GR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COGENT COMMUNICATIONS GR
Security Description
5.375% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
298000
Base Market Value
308430
Base Total Cost
300956.25
Base Unrealized Gain Loss
7473.75
Base Accrued Interest
5339.16
Local Market Value
308430
Local Total Cost Amount
300956.25
Local Unrealized Gain Loss
7473.75
Local Accrued Interest
5339.16
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
TELEPHONE
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: KB HOME
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KB HOME
Security Description
7.625% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
25000
Base Market Value
27937.5
Base Total Cost
26312.5
Base Unrealized Gain Loss
1625
Base Accrued Interest
243.58
Local Market Value
27937.5
Local Total Cost Amount
26312.5
Local Unrealized Gain Loss
1625
Local Accrued Interest
243.58
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
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: SANCHEZ ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANCHEZ ENERGY CORP
Security Description
6.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
485000
Base Market Value
21825
Base Total Cost
258075
Base Unrealized Gain Loss
-236250
Base Accrued Interest
13697.87
Local Market Value
21825
Local Total Cost Amount
258075
Local Unrealized Gain Loss
-236250
Local Accrued Interest
13697.87
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
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: AMERICAN AIRLINES GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN AIRLINES GROUP
Security Description
4.625% 01 Mar 2020
Maturity Date
2020-03-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
175000
Base Market Value
176093.75
Base Total Cost
176750
Base Unrealized Gain Loss
-656.25
Base Accrued Interest
2697.91
Local Market Value
176093.75
Local Total Cost Amount
176750
Local Unrealized Gain Loss
-656.25
Local Accrued Interest
2697.91
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
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
70000
Base Market Value
71225
Base Total Cost
69281.25
Base Unrealized Gain Loss
1943.75
Base Accrued Interest
1166.67
Local Market Value
71225
Local Total Cost Amount
69281.25
Local Unrealized Gain Loss
1943.75
Local Accrued Interest
1166.67
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
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: PILGRIM S PRIDE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PILGRIM S PRIDE CORP
Security Description
5.75% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
300000
Base Market Value
304500
Base Total Cost
289125
Base Unrealized Gain Loss
15375
Base Accrued Interest
5079.16
Local Market Value
304500
Local Total Cost Amount
289125
Local Unrealized Gain Loss
15375
Local Accrued Interest
5079.16
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
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: SHEA HOMES LP/FNDG CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHEA HOMES LP/FNDG CP
Security Description
5.875% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
150000
Base Market Value
153000
Base Total Cost
144500
Base Unrealized Gain Loss
8500
Base Accrued Interest
2203.12
Local Market Value
153000
Local Total Cost Amount
144500
Local Unrealized Gain Loss
8500
Local Accrued Interest
2203.12
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
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: SHEA HOMES LP/FNDG CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHEA HOMES LP/FNDG CP
Security Description
6.125% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
25000
Base Market Value
25237.25
Base Total Cost
23375
Base Unrealized Gain Loss
1862.25
Base Accrued Interest
382.81
Local Market Value
25237.25
Local Total Cost Amount
23375
Local Unrealized Gain Loss
1862.25
Local Accrued Interest
382.81
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
6.125% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
2300000
Base Market Value
2348806
Base Total Cost
2171350.37
Base Unrealized Gain Loss
177455.63
Base Accrued Interest
29740.24
Local Market Value
2348806
Local Total Cost Amount
2171350.37
Local Unrealized Gain Loss
177455.63
Local Accrued Interest
29740.24
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
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
5.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
93000
Base Market Value
94080.66
Base Total Cost
93905.2
Base Unrealized Gain Loss
175.46
Base Accrued Interest
698.15
Local Market Value
94080.66
Local Total Cost Amount
93905.2
Local Unrealized Gain Loss
175.46
Local Accrued Interest
698.15
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: VIRGIN MEDIA SECURED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA SECURED FIN
Security Description
5.25% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
200000
Base Market Value
204942
Base Total Cost
190500
Base Unrealized Gain Loss
14442
Base Accrued Interest
4841.67
Local Market Value
204942
Local Total Cost Amount
190500
Local Unrealized Gain Loss
14442
Local Accrued Interest
4841.67
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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