Ask NYC Browse All Data Public Safety Transportation Health Buildings

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
DOWNLOAD CSV
Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KENNEDY WILSON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KENNEDY WILSON INC
Security Description
5.875% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
50000
Base Market Value
51000
Base Total Cost
51437.5
Base Unrealized Gain Loss
-437.5
Base Accrued Interest
734.37
Local Market Value
51000
Local Total Cost Amount
51437.5
Local Unrealized Gain Loss
-437.5
Local Accrued Interest
734.37
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.125% 25 Mar 2024
Maturity Date
2024-03-25T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
465000
Base Market Value
476625
Base Total Cost
458025
Base Unrealized Gain Loss
18600
Base Accrued Interest
7595
Local Market Value
476625
Local Total Cost Amount
458025
Local Unrealized Gain Loss
18600
Local Accrued Interest
7595
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: VIDEOTRON LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIDEOTRON LTD
Security Description
5.375% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
225000
Base Market Value
240750
Base Total Cost
228750
Base Unrealized Gain Loss
12000
Base Accrued Interest
537.5
Local Market Value
240750
Local Total Cost Amount
228750
Local Unrealized Gain Loss
12000
Local Accrued Interest
537.5
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
CANADIAN
Moody S Quality Rating
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
5% 15 Apr 2022
Maturity Date
2022-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
75000
Base Market Value
74812.5
Base Total Cost
74156.25
Base Unrealized Gain Loss
656.25
Base Accrued Interest
791.67
Local Market Value
74812.5
Local Total Cost Amount
74156.25
Local Unrealized Gain Loss
656.25
Local Accrued Interest
791.67
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
6% 15 Oct 2022
Maturity Date
2022-10-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
675000
Base Market Value
677895.75
Base Total Cost
661968.75
Base Unrealized Gain Loss
15927
Base Accrued Interest
8550
Local Market Value
677895.75
Local Total Cost Amount
661968.75
Local Unrealized Gain Loss
15927
Local Accrued Interest
8550
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
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: JBS INVESTMENTS GMBH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JBS INVESTMENTS GMBH
Security Description
7.25% 03 Apr 2024
Maturity Date
2024-04-03T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
200000
Base Market Value
207500
Base Total Cost
204250
Base Unrealized Gain Loss
3250
Base Accrued Interest
3544.44
Local Market Value
207500
Local Total Cost Amount
204250
Local Unrealized Gain Loss
3250
Local Accrued Interest
3544.44
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: INTELSAT LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTELSAT LUXEMBOURG SA
Security Description
8.125% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
200000
Base Market Value
154500
Base Total Cost
172343.75
Base Unrealized Gain Loss
-17843.75
Base Accrued Interest
1354.16
Local Market Value
154500
Local Total Cost Amount
172343.75
Local Unrealized Gain Loss
-17843.75
Local Accrued Interest
1354.16
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
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: AIR CANADA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR CANADA
Security Description
7.75% 15 Apr 2021
Maturity Date
2021-04-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
660000
Base Market Value
711480
Base Total Cost
707500.2
Base Unrealized Gain Loss
3979.8
Base Accrued Interest
10798.33
Local Market Value
711480
Local Total Cost Amount
707500.2
Local Unrealized Gain Loss
3979.8
Local Accrued Interest
10798.33
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: MPT OPER PARTNERSP/FINL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPT OPER PARTNERSP/FINL
Security Description
5.5% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
75000
Base Market Value
76875
Base Total Cost
77062.5
Base Unrealized Gain Loss
-187.5
Base Accrued Interest
687.5
Local Market Value
76875
Local Total Cost Amount
77062.5
Local Unrealized Gain Loss
-187.5
Local Accrued Interest
687.5
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VISTRA ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VISTRA ENERGY CORP
Security Description
5.875% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
25000
Base Market Value
25562.5
Base Total Cost
25562.5
Base Unrealized Gain Loss
0
Base Accrued Interest
122.39
Local Market Value
25562.5
Local Total Cost Amount
25562.5
Local Unrealized Gain Loss
0
Local Accrued Interest
122.39
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
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: ALTICE LUXEMBOURG SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE LUXEMBOURG SA
Security Description
7.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
200000
Base Market Value
203250
Base Total Cost
194125
Base Unrealized Gain Loss
9125
Base Accrued Interest
5855.55
Local Market Value
203250
Local Total Cost Amount
194125
Local Unrealized Gain Loss
9125
Local Accrued Interest
5855.55
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
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: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
6.25% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
234000
Base Market Value
241020
Base Total Cost
231075
Base Unrealized Gain Loss
9945
Base Accrued Interest
5525
Local Market Value
241020
Local Total Cost Amount
231075
Local Unrealized Gain Loss
9945
Local Accrued Interest
5525
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.75% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
25000
Base Market Value
25531.25
Base Total Cost
24875
Base Unrealized Gain Loss
656.25
Base Accrued Interest
151.74
Local Market Value
25531.25
Local Total Cost Amount
24875
Local Unrealized Gain Loss
656.25
Local Accrued Interest
151.74
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
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: ADT SEC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADT SEC CORP
Security Description
6.25% 15 Oct 2021
Maturity Date
2021-10-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
100000
Base Market Value
105750
Base Total Cost
102937.5
Base Unrealized Gain Loss
2812.5
Base Accrued Interest
1319.44
Local Market Value
105750
Local Total Cost Amount
102937.5
Local Unrealized Gain Loss
2812.5
Local Accrued Interest
1319.44
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
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: ORTHO CLINICAL INC/SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORTHO CLINICAL INC/SA
Security Description
6.625% 15 May 2022
Maturity Date
2022-05-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
75000
Base Market Value
71625
Base Total Cost
72968.75
Base Unrealized Gain Loss
-1343.75
Base Accrued Interest
634.89
Local Market Value
71625
Local Total Cost Amount
72968.75
Local Unrealized Gain Loss
-1343.75
Local Accrued Interest
634.89
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: TARGA RESOURCES PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TARGA RESOURCES PARTNERS
Security Description
4.25% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
150000
Base Market Value
150000
Base Total Cost
143062.5
Base Unrealized Gain Loss
6937.5
Base Accrued Interest
814.58
Local Market Value
150000
Local Total Cost Amount
143062.5
Local Unrealized Gain Loss
6937.5
Local Accrued Interest
814.58
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba3
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: LAREDO PETROLEUM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAREDO PETROLEUM INC
Security Description
5.625% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
50000
Base Market Value
46375
Base Total Cost
50062.5
Base Unrealized Gain Loss
-3687.5
Base Accrued Interest
1296.88
Local Market Value
46375
Local Total Cost Amount
50062.5
Local Unrealized Gain Loss
-3687.5
Local Accrued Interest
1296.88
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: ANTERO RESOURCES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTERO RESOURCES CORP
Security Description
5.375% 01 Nov 2021
Maturity Date
2021-11-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
300000
Base Market Value
296250
Base Total Cost
304125
Base Unrealized Gain Loss
-7875
Base Accrued Interest
2687.5
Local Market Value
296250
Local Total Cost Amount
304125
Local Unrealized Gain Loss
-7875
Local Accrued Interest
2687.5
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ICAHN ENTERPRISES/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ICAHN ENTERPRISES/FIN
Security Description
5.875% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
900000
Base Market Value
909000
Base Total Cost
911843.75
Base Unrealized Gain Loss
-2843.75
Base Accrued Interest
22031.24
Local Market Value
909000
Local Total Cost Amount
911843.75
Local Unrealized Gain Loss
-2843.75
Local Accrued Interest
22031.24
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
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: BAYTEX ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAYTEX ENERGY CORP
Security Description
5.625% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
150000
Base Market Value
143250
Base Total Cost
140250
Base Unrealized Gain Loss
3000
Base Accrued Interest
703.13
Local Market Value
143250
Local Total Cost Amount
140250
Local Unrealized Gain Loss
3000
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
YANKEE
Minor Industry Name
CANADIAN
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
5.125% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
200000
Base Market Value
200060
Base Total Cost
195750
Base Unrealized Gain Loss
4310
Base Accrued Interest
4726.39
Local Market Value
200060
Local Total Cost Amount
195750
Local Unrealized Gain Loss
4310
Local Accrued Interest
4726.39
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: JBS USA LLC/JBS USA FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JBS USA LLC/JBS USA FINA
Security Description
5.875% 15 Jul 2024
Maturity Date
2024-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
50000
Base Market Value
51437.5
Base Total Cost
50875
Base Unrealized Gain Loss
562.5
Base Accrued Interest
1354.51
Local Market Value
51437.5
Local Total Cost Amount
50875
Local Unrealized Gain Loss
562.5
Local Accrued Interest
1354.51
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GRIFFON CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GRIFFON CORPORATION
Security Description
5.25% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
300000
Base Market Value
298500
Base Total Cost
285375
Base Unrealized Gain Loss
13125
Base Accrued Interest
5250
Local Market Value
298500
Local Total Cost Amount
285375
Local Unrealized Gain Loss
13125
Local Accrued Interest
5250
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: WILLIAMS COMPANIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WILLIAMS COMPANIES INC
Security Description
4.55% 24 Jun 2024
Maturity Date
2024-06-24T00:00:00.000
Interest Rate
4.55
Original Face
0
Shares Par Value
250000
Base Market Value
269385
Base Total Cost
253641.25
Base Unrealized Gain Loss
15743.75
Base Accrued Interest
221.18
Local Market Value
269385
Local Total Cost Amount
253641.25
Local Unrealized Gain Loss
15743.75
Local Accrued Interest
221.18
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.375% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
425000
Base Market Value
429934.25
Base Total Cost
406406.25
Base Unrealized Gain Loss
23528
Base Accrued Interest
4822.57
Local Market Value
429934.25
Local Total Cost Amount
406406.25
Local Unrealized Gain Loss
23528
Local Accrued Interest
4822.57
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
B
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SUMMIT MID HLDS LLC / FI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SUMMIT MID HLDS LLC / FI
Security Description
5.5% 15 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
300000
Base Market Value
288000
Base Total Cost
300000
Base Unrealized Gain Loss
-12000
Base Accrued Interest
6233.33
Local Market Value
288000
Local Total Cost Amount
300000
Local Unrealized Gain Loss
-12000
Local Accrued Interest
6233.33
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NORTHWEST HARDWOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHWEST HARDWOODS INC
Security Description
7.5% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
25000
Base Market Value
15000
Base Total Cost
23062.5
Base Unrealized Gain Loss
-8062.5
Base Accrued Interest
781.25
Local Market Value
15000
Local Total Cost Amount
23062.5
Local Unrealized Gain Loss
-8062.5
Local Accrued Interest
781.25
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
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: SANCHEZ ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANCHEZ ENERGY CORP
Security Description
7.75% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
160000
Base Market Value
8000
Base Total Cost
128764.63
Base Unrealized Gain Loss
-120764.63
Base Accrued Interest
551.11
Local Market Value
8000
Local Total Cost Amount
128764.63
Local Unrealized Gain Loss
-120764.63
Local Accrued Interest
551.11
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
6.375% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
225000
Base Market Value
232031.25
Base Total Cost
228093.75
Base Unrealized Gain Loss
3937.5
Base Accrued Interest
637.5
Local Market Value
232031.25
Local Total Cost Amount
228093.75
Local Unrealized Gain Loss
3937.5
Local Accrued Interest
637.5
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
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: LADDER CAP FIN LLLP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LADDER CAP FIN LLLP/CORP
Security Description
5.875% 01 Aug 2021
Maturity Date
2021-08-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
350000
Base Market Value
355250
Base Total Cost
354273.5
Base Unrealized Gain Loss
976.5
Base Accrued Interest
8567.71
Local Market Value
355250
Local Total Cost Amount
354273.5
Local Unrealized Gain Loss
976.5
Local Accrued Interest
8567.71
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
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
4.875% 01 Nov 2020
Maturity Date
2020-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
175000
Base Market Value
178038
Base Total Cost
178500
Base Unrealized Gain Loss
-462
Base Accrued Interest
1421.87
Local Market Value
178038
Local Total Cost Amount
178500
Local Unrealized Gain Loss
-462
Local Accrued Interest
1421.87
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
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 29 Sep 2049
Maturity Date
2049-09-29T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
508000
Base Market Value
553450.76
Base Total Cost
529005
Base Unrealized Gain Loss
24445.76
Base Accrued Interest
10230.55
Local Market Value
553450.76
Local Total Cost Amount
529005
Local Unrealized Gain Loss
24445.76
Local Accrued Interest
10230.55
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6.375% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
125000
Base Market Value
129812.5
Base Total Cost
129750
Base Unrealized Gain Loss
62.5
Base Accrued Interest
2656.25
Local Market Value
129812.5
Local Total Cost Amount
129750
Local Unrealized Gain Loss
62.5
Local Accrued Interest
2656.25
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: T MOBILE USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
T MOBILE USA INC
Security Description
6% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
500000
Base Market Value
511250
Base Total Cost
514763.95
Base Unrealized Gain Loss
-3513.95
Base Accrued Interest
10000
Local Market Value
511250
Local Total Cost Amount
514763.95
Local Unrealized Gain Loss
-3513.95
Local Accrued Interest
10000
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: ADVANCED MICRO DEVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED MICRO DEVICES
Security Description
7% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
370000
Base Market Value
383912
Base Total Cost
391025
Base Unrealized Gain Loss
-7113
Base Accrued Interest
0
Local Market Value
383912
Local Total Cost Amount
391025
Local Unrealized Gain Loss
-7113
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
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: ARCONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC INC
Security Description
5.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
125000
Base Market Value
132008.75
Base Total Cost
124860
Base Unrealized Gain Loss
7148.75
Base Accrued Interest
1608.67
Local Market Value
132008.75
Local Total Cost Amount
124860
Local Unrealized Gain Loss
7148.75
Local Accrued Interest
1608.67
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Oct 2049
Maturity Date
2049-10-29T00:00:00.000
Interest Rate
6.1
Original Face
0
Shares Par Value
600000
Base Market Value
646392
Base Total Cost
618343.75
Base Unrealized Gain Loss
28048.25
Base Accrued Interest
9150
Local Market Value
646392
Local Total Cost Amount
618343.75
Local Unrealized Gain Loss
28048.25
Local Accrued Interest
9150
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
Baa2
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: MIDAS INT HOLDCO II/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIDAS INT HOLDCO II/FIN
Security Description
7.875% 01 Oct 2022
Maturity Date
2022-10-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
200000
Base Market Value
190500
Base Total Cost
185750
Base Unrealized Gain Loss
4750
Base Accrued Interest
3937.51
Local Market Value
190500
Local Total Cost Amount
185750
Local Unrealized Gain Loss
4750
Local Accrued Interest
3937.51
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VIRGIN MEDIA FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGIN MEDIA FINANCE PLC
Security Description
6% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
200000
Base Market Value
207250
Base Total Cost
196000
Base Unrealized Gain Loss
11250
Base Accrued Interest
2533.33
Local Market Value
207250
Local Total Cost Amount
196000
Local Unrealized Gain Loss
11250
Local Accrued Interest
2533.33
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
5.125% 30 Sep 2024
Maturity Date
2024-09-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
560000
Base Market Value
604800
Base Total Cost
571900
Base Unrealized Gain Loss
32900
Base Accrued Interest
7254.72
Local Market Value
604800
Local Total Cost Amount
571900
Local Unrealized Gain Loss
32900
Local Accrued Interest
7254.72
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
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
5.375% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
75000
Base Market Value
77156.25
Base Total Cost
75187.5
Base Unrealized Gain Loss
1968.75
Base Accrued Interest
515.1
Local Market Value
77156.25
Local Total Cost Amount
75187.5
Local Unrealized Gain Loss
1968.75
Local Accrued Interest
515.1
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: TEGNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEGNA INC
Security Description
6.375% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
100000
Base Market Value
103000
Base Total Cost
103750
Base Unrealized Gain Loss
-750
Base Accrued Interest
1345.83
Local Market Value
103000
Local Total Cost Amount
103750
Local Unrealized Gain Loss
-750
Local Accrued Interest
1345.83
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
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: TRANSDIGM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TRANSDIGM INC
Security Description
6% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
200000
Base Market Value
202000
Base Total Cost
201937.5
Base Unrealized Gain Loss
62.5
Base Accrued Interest
5533.33
Local Market Value
202000
Local Total Cost Amount
201937.5
Local Unrealized Gain Loss
62.5
Local Accrued Interest
5533.33
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
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: UNITYMEDIA GMBH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNITYMEDIA GMBH
Security Description
6.125% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
200000
Base Market Value
208050
Base Total Cost
207500
Base Unrealized Gain Loss
550
Base Accrued Interest
5648.61
Local Market Value
208050
Local Total Cost Amount
207500
Local Unrealized Gain Loss
550
Local Accrued Interest
5648.61
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: SEMGROUP/ROSE ROCK FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMGROUP/ROSE ROCK FIN
Security Description
5.625% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
325000
Base Market Value
320372
Base Total Cost
318500
Base Unrealized Gain Loss
1872
Base Accrued Interest
8429.69
Local Market Value
320372
Local Total Cost Amount
318500
Local Unrealized Gain Loss
1872
Local Accrued Interest
8429.69
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.875% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
75000
Base Market Value
50625
Base Total Cost
40875
Base Unrealized Gain Loss
9750
Base Accrued Interest
2148.43
Local Market Value
50625
Local Total Cost Amount
40875
Local Unrealized Gain Loss
9750
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
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
C
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: STANDARD INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STANDARD INDUSTRIES INC
Security Description
5.375% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
350000
Base Market Value
362250
Base Total Cost
342750
Base Unrealized Gain Loss
19500
Base Accrued Interest
2403.82
Local Market Value
362250
Local Total Cost Amount
342750
Local Unrealized Gain Loss
19500
Local Accrued Interest
2403.82
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
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MSCI INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MSCI INC
Security Description
5.25% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
25000
Base Market Value
25812.5
Base Total Cost
25625
Base Unrealized Gain Loss
187.5
Base Accrued Interest
167.71
Local Market Value
25812.5
Local Total Cost Amount
25625
Local Unrealized Gain Loss
187.5
Local Accrued Interest
167.71
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: BLUE RACER MID LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUE RACER MID LLC/FINAN
Security Description
6.125% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
385000
Base Market Value
390293.75
Base Total Cost
388850
Base Unrealized Gain Loss
1443.75
Base Accrued Interest
3013.16
Local Market Value
390293.75
Local Total Cost Amount
388850
Local Unrealized Gain Loss
1443.75
Local Accrued Interest
3013.16
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
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: SEALED AIR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEALED AIR CORP
Security Description
5.125% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
25000
Base Market Value
26250
Base Total Cost
24812.5
Base Unrealized Gain Loss
1437.5
Base Accrued Interest
106.77
Local Market Value
26250
Local Total Cost Amount
24812.5
Local Unrealized Gain Loss
1437.5
Local Accrued Interest
106.77
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
NYC Data AI • Public-data exploration interface