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Office of The Comptroller: NYC Employee Retirement System (NYCERS) Holdings Data

This dataset sets forth the holdings NYC Employee Retirement System (NYCERS) (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

City Government Office of the Comptroller Dataset p3e6-t4zv 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: KITE REALTY GROUP LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KITE REALTY GROUP LP
Security Description
0.75% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
15145000.00
Base Market Value
13318513.00
Base Total Cost
15311477.15
Base Unrealized Gain Loss
-1992964.15
Base Accrued Interest
28396.88
Local Market Value
13318513
Local Total Cost Amount
15311477.15
Local Unrealized Gain Loss
-1992964.15
Local Accrued Interest
28396.88
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KITE REALTY GROUP LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KITE REALTY GROUP LP
Security Description
0.75% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
4440000.00
Base Market Value
3904536.00
Base Total Cost
4494088.38
Base Unrealized Gain Loss
-589552.38
Base Accrued Interest
8325
Local Market Value
3904536
Local Total Cost Amount
4494088.38
Local Unrealized Gain Loss
-589552.38
Local Accrued Interest
8325
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KOBE US MIDCO 2 INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOBE US MIDCO 2 INC
Security Description
9.25% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
815000.00
Base Market Value
745431.60
Base Total Cost
806850
Base Unrealized Gain Loss
-61418.4
Base Accrued Interest
12564.58
Local Market Value
745431.6
Local Total Cost Amount
806850
Local Unrealized Gain Loss
-61418.4
Local Accrued Interest
12564.58
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KOHL S CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOHL S CORPORATION
Security Description
5.55% 17 Jul 2045
Maturity Date
2045-07-17T00:00:00.000
Interest Rate
5.55
Original Face
0
Shares Par Value
3900000.00
Base Market Value
3286764.00
Base Total Cost
4780504.99
Base Unrealized Gain Loss
-1493740.99
Base Accrued Interest
98604.98
Local Market Value
3286764
Local Total Cost Amount
4780504.99
Local Unrealized Gain Loss
-1493740.99
Local Accrued Interest
98604.98
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KONTOOR BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KONTOOR BRANDS INC
Security Description
4.125% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1450000.00
Base Market Value
1151474.00
Base Total Cost
1346750
Base Unrealized Gain Loss
-195276
Base Accrued Interest
7642.71
Local Market Value
1151474
Local Total Cost Amount
1346750
Local Unrealized Gain Loss
-195276
Local Accrued Interest
7642.71
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KONTOOR BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KONTOOR BRANDS INC
Security Description
4.125% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
150000.00
Base Market Value
119118.00
Base Total Cost
150000
Base Unrealized Gain Loss
-30882
Base Accrued Interest
790.63
Local Market Value
119118
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-30882
Local Accrued Interest
790.63
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KOPPERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KOPPERS INC
Security Description
6% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
795000.00
Base Market Value
738284.70
Base Total Cost
739427.01
Base Unrealized Gain Loss
-1142.31
Base Accrued Interest
18019.99
Local Market Value
738284.7
Local Total Cost Amount
739427.01
Local Unrealized Gain Loss
-1142.31
Local Accrued Interest
18019.99
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KORN/FERRY INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KORN/FERRY INTERNATIONAL
Security Description
4.625% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
65000.00
Base Market Value
58337.50
Base Total Cost
61709.38
Base Unrealized Gain Loss
-3371.88
Base Accrued Interest
133.61
Local Market Value
58337.5
Local Total Cost Amount
61709.38
Local Unrealized Gain Loss
-3371.88
Local Accrued Interest
133.61
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KORN/FERRY INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KORN/FERRY INTERNATIONAL
Security Description
4.625% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
960000.00
Base Market Value
861600.00
Base Total Cost
984397.61
Base Unrealized Gain Loss
-122797.61
Base Accrued Interest
1973.33
Local Market Value
861600
Local Total Cost Amount
984397.61
Local Unrealized Gain Loss
-122797.61
Local Accrued Interest
1973.33
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KORN/FERRY INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KORN/FERRY INTERNATIONAL
Security Description
4.625% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
500000.00
Base Market Value
448750.00
Base Total Cost
507937.5
Base Unrealized Gain Loss
-59187.5
Base Accrued Interest
1027.79
Local Market Value
448750
Local Total Cost Amount
507937.5
Local Unrealized Gain Loss
-59187.5
Local Accrued Interest
1027.79
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KORN/FERRY INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KORN/FERRY INTERNATIONAL
Security Description
4.625% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
975000.00
Base Market Value
875062.50
Base Total Cost
993327.62
Base Unrealized Gain Loss
-118265.12
Base Accrued Interest
2004.16
Local Market Value
875062.5
Local Total Cost Amount
993327.62
Local Unrealized Gain Loss
-118265.12
Local Accrued Interest
2004.16
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KORN/FERRY INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KORN/FERRY INTERNATIONAL
Security Description
4.625% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1166750.00
Base Total Cost
1272915.31
Base Unrealized Gain Loss
-106165.31
Base Accrued Interest
2672.22
Local Market Value
1166750
Local Total Cost Amount
1272915.31
Local Unrealized Gain Loss
-106165.31
Local Accrued Interest
2672.22
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
5% 04 Jun 2042
Maturity Date
2042-06-04T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
915000.00
Base Market Value
835944.00
Base Total Cost
1117764
Base Unrealized Gain Loss
-281820
Base Accrued Interest
3431.25
Local Market Value
835944
Local Total Cost Amount
1117764
Local Unrealized Gain Loss
-281820
Local Accrued Interest
3431.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
6.5% 09 Feb 2040
Maturity Date
2040-02-09T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
390000.00
Base Market Value
421430.10
Base Total Cost
448962.5
Base Unrealized Gain Loss
-27532.4
Base Accrued Interest
9999.16
Local Market Value
421430.1
Local Total Cost Amount
448962.5
Local Unrealized Gain Loss
-27532.4
Local Accrued Interest
9999.16
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
6.875% 26 Jan 2039
Maturity Date
2039-01-26T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
500000.00
Base Market Value
549410.00
Base Total Cost
601833.33
Base Unrealized Gain Loss
-52423.33
Base Accrued Interest
14800.34
Local Market Value
549410
Local Total Cost Amount
601833.33
Local Unrealized Gain Loss
-52423.33
Local Accrued Interest
14800.34
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
4.375% 01 Jun 2046
Interest Rate
4.375
Original Face
0
Shares Par Value
4305000.00
Base Market Value
3587830.05
Base Total Cost
4503075
Base Unrealized Gain Loss
-915244.95
Base Accrued Interest
15695.31
Local Market Value
3587830.05
Local Total Cost Amount
4503075
Local Unrealized Gain Loss
-915244.95
Local Accrued Interest
15695.31
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
4.375% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1781000.00
Base Market Value
1484303.21
Base Total Cost
1740572.1
Base Unrealized Gain Loss
-256268.89
Base Accrued Interest
6493.23
Local Market Value
1484303.21
Local Total Cost Amount
1740572.1
Local Unrealized Gain Loss
-256268.89
Local Accrued Interest
6493.23
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
4.375% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
122000.00
Base Market Value
101676.02
Base Total Cost
116424.81
Base Unrealized Gain Loss
-14748.79
Base Accrued Interest
444.79
Local Market Value
101676.02
Local Total Cost Amount
116424.81
Local Unrealized Gain Loss
-14748.79
Local Accrued Interest
444.79
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
4.625% 01 Oct 2039
Maturity Date
2039-10-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
205000.00
Base Market Value
179905.95
Base Total Cost
227037.5
Base Unrealized Gain Loss
-47131.55
Base Accrued Interest
2370.31
Local Market Value
179905.95
Local Total Cost Amount
227037.5
Local Unrealized Gain Loss
-47131.55
Local Accrued Interest
2370.31
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
4.875% 01 Oct 2049
Maturity Date
2049-10-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1416000.00
Base Market Value
1250682.00
Base Total Cost
1556633.5
Base Unrealized Gain Loss
-305951.5
Base Accrued Interest
17257.49
Local Market Value
1250682
Local Total Cost Amount
1556633.5
Local Unrealized Gain Loss
-305951.5
Local Accrued Interest
17257.49
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
3.875% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
370000.00
Base Market Value
357808.50
Base Total Cost
370000
Base Unrealized Gain Loss
-12191.5
Base Accrued Interest
1832.01
Local Market Value
357808.5
Local Total Cost Amount
370000
Local Unrealized Gain Loss
-12191.5
Local Accrued Interest
1832.01
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
3.875% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
583000.00
Base Market Value
563790.15
Base Total Cost
583000
Base Unrealized Gain Loss
-19209.85
Base Accrued Interest
2886.66
Local Market Value
563790.15
Local Total Cost Amount
583000
Local Unrealized Gain Loss
-19209.85
Local Accrued Interest
2886.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
4.25% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
683000.00
Base Market Value
649464.70
Base Total Cost
718237.43
Base Unrealized Gain Loss
-68772.73
Base Accrued Interest
9675.83
Local Market Value
649464.7
Local Total Cost Amount
718237.43
Local Unrealized Gain Loss
-68772.73
Local Accrued Interest
9675.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRAFT HEINZ FOODS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRAFT HEINZ FOODS CO
Security Description
5.5% 01 Jun 2050
Maturity Date
2050-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
120000.00
Base Market Value
115189.20
Base Total Cost
120000
Base Unrealized Gain Loss
-4810.8
Base Accrued Interest
550
Local Market Value
115189.2
Local Total Cost Amount
120000
Local Unrealized Gain Loss
-4810.8
Local Accrued Interest
550
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KROGER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KROGER CO
Security Description
5.15% 01 Aug 2043
Interest Rate
5.15
Original Face
0
Shares Par Value
1490000.00
Base Market Value
1459589.10
Base Total Cost
1974205.3
Base Unrealized Gain Loss
-514616.2
Base Accrued Interest
31972.92
Local Market Value
1459589.1
Local Total Cost Amount
1974205.3
Local Unrealized Gain Loss
-514616.2
Local Accrued Interest
31972.92
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KROGER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KROGER CO
Security Description
2.2% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
2350000.00
Base Market Value
1983282.50
Base Total Cost
2341040.7
Base Unrealized Gain Loss
-357758.2
Base Accrued Interest
8616.66
Local Market Value
1983282.5
Local Total Cost Amount
2341040.7
Local Unrealized Gain Loss
-357758.2
Local Accrued Interest
8616.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRONOS ACQ / KIK CUSTOM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRONOS ACQ / KIK CUSTOM
Security Description
5% 31 Dec 2026
Maturity Date
2026-12-31T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
100000.00
Base Market Value
85501.00
Base Total Cost
100000
Base Unrealized Gain Loss
-14499
Base Accrued Interest
13.89
Local Market Value
85501
Local Total Cost Amount
100000
Local Unrealized Gain Loss
-14499
Local Accrued Interest
13.89
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KRONOS ACQ / KIK CUSTOM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KRONOS ACQ / KIK CUSTOM
Security Description
7% 31 Dec 2027
Maturity Date
2027-12-31T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
150000.00
Base Market Value
112500.00
Base Total Cost
150000
Base Unrealized Gain Loss
-37500
Base Accrued Interest
29.17
Local Market Value
112500
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-37500
Local Accrued Interest
29.17
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KYNDRYL HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KYNDRYL HOLDINGS INC
Security Description
2.05% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
2.05
Original Face
0
Shares Par Value
1397000.00
Base Market Value
1175952.69
Base Total Cost
1395211.84
Base Unrealized Gain Loss
-219259.15
Base Accrued Interest
6045.9
Local Market Value
1175952.69
Local Total Cost Amount
1395211.84
Local Unrealized Gain Loss
-219259.15
Local Accrued Interest
6045.9
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KYNDRYL HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KYNDRYL HOLDINGS INC
Security Description
2.7% 15 Oct 2028
Maturity Date
2028-10-15T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
1783000.00
Base Market Value
1419999.03
Base Total Cost
1730694.86
Base Unrealized Gain Loss
-310695.83
Base Accrued Interest
10163.1
Local Market Value
1419999.03
Local Total Cost Amount
1730694.86
Local Unrealized Gain Loss
-310695.83
Local Accrued Interest
10163.1
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KYNDRYL HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KYNDRYL HOLDINGS INC
Security Description
3.15% 15 Oct 2031
Maturity Date
2031-10-15T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
517000.00
Base Market Value
382776.46
Base Total Cost
515681.65
Base Unrealized Gain Loss
-132905.19
Base Accrued Interest
3438.05
Local Market Value
382776.46
Local Total Cost Amount
515681.65
Local Unrealized Gain Loss
-132905.19
Local Accrued Interest
3438.05
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: KYNDRYL HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KYNDRYL HOLDINGS INC
Security Description
3.15% 15 Oct 2031
Maturity Date
2031-10-15T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
475000.00
Base Market Value
351680.50
Base Total Cost
455525
Base Unrealized Gain Loss
-103844.5
Base Accrued Interest
3158.75
Local Market Value
351680.5
Local Total Cost Amount
455525
Local Unrealized Gain Loss
-103844.5
Local Accrued Interest
3158.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LABL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LABL INC
Security Description
6.75% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
99000.00
Base Market Value
89149.50
Base Total Cost
88728.75
Base Unrealized Gain Loss
420.75
Base Accrued Interest
3081.38
Local Market Value
89149.5
Local Total Cost Amount
88728.75
Local Unrealized Gain Loss
420.75
Local Accrued Interest
3081.38
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LABL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LABL INC
Security Description
5.875% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1655000.00
Base Market Value
1336296.65
Base Total Cost
1669694.02
Base Unrealized Gain Loss
-333397.37
Base Accrued Interest
16205.21
Local Market Value
1336296.65
Local Total Cost Amount
1669694.02
Local Unrealized Gain Loss
-333397.37
Local Accrued Interest
16205.21
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LABL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LABL INC
Security Description
5.875% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
266000.00
Base Market Value
214776.38
Base Total Cost
264119.38
Base Unrealized Gain Loss
-49343
Base Accrued Interest
2604.58
Local Market Value
214776.38
Local Total Cost Amount
264119.38
Local Unrealized Gain Loss
-49343
Local Accrued Interest
2604.58
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LABL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LABL INC
Security Description
5.875% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
100000.00
Base Market Value
80743.00
Base Total Cost
99293
Base Unrealized Gain Loss
-18550
Base Accrued Interest
979.17
Local Market Value
80743
Local Total Cost Amount
99293
Local Unrealized Gain Loss
-18550
Local Accrued Interest
979.17
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LABL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LABL INC
Security Description
5.875% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1691000.00
Base Market Value
1365364.13
Base Total Cost
1700344.84
Base Unrealized Gain Loss
-334980.71
Base Accrued Interest
16557.7
Local Market Value
1365364.13
Local Total Cost Amount
1700344.84
Local Unrealized Gain Loss
-334980.71
Local Accrued Interest
16557.7
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LABL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LABL INC
Security Description
8.25% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
56000.00
Base Market Value
42280.00
Base Total Cost
51403.42
Base Unrealized Gain Loss
-9123.42
Base Accrued Interest
770
Local Market Value
42280
Local Total Cost Amount
51403.42
Local Unrealized Gain Loss
-9123.42
Local Accrued Interest
770
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LABL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LABL INC
Security Description
8.25% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
533000.00
Base Market Value
402415.00
Base Total Cost
533000
Base Unrealized Gain Loss
-130585
Base Accrued Interest
7328.75
Local Market Value
402415
Local Total Cost Amount
533000
Local Unrealized Gain Loss
-130585
Local Accrued Interest
7328.75
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LABL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LABL INC
Security Description
8.25% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
225000.00
Base Market Value
169875.00
Base Total Cost
225000
Base Unrealized Gain Loss
-55125
Base Accrued Interest
3093.75
Local Market Value
169875
Local Total Cost Amount
225000
Local Unrealized Gain Loss
-55125
Local Accrued Interest
3093.75
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BATH + BODY WORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BATH + BODY WORKS INC
Security Description
6.875% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1063000.00
Base Market Value
863687.50
Base Total Cost
1079627.17
Base Unrealized Gain Loss
-215939.67
Base Accrued Interest
12180.21
Local Market Value
863687.5
Local Total Cost Amount
1079627.17
Local Unrealized Gain Loss
-215939.67
Local Accrued Interest
12180.21
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BATH + BODY WORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BATH + BODY WORKS INC
Security Description
6.875% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
676000.00
Base Market Value
549250.00
Base Total Cost
714051.99
Base Unrealized Gain Loss
-164801.99
Base Accrued Interest
7745.83
Local Market Value
549250
Local Total Cost Amount
714051.99
Local Unrealized Gain Loss
-164801.99
Local Accrued Interest
7745.83
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BATH + BODY WORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BATH + BODY WORKS INC
Security Description
6.875% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
175000.00
Base Market Value
142187.50
Base Total Cost
182063.64
Base Unrealized Gain Loss
-39876.14
Base Accrued Interest
2005.21
Local Market Value
142187.5
Local Total Cost Amount
182063.64
Local Unrealized Gain Loss
-39876.14
Local Accrued Interest
2005.21
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BATH + BODY WORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BATH + BODY WORKS INC
Security Description
6.75% 01 Jul 2036
Maturity Date
2036-07-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
205000.00
Base Market Value
163979.50
Base Total Cost
211826.25
Base Unrealized Gain Loss
-47846.75
Base Accrued Interest
0
Local Market Value
163979.5
Local Total Cost Amount
211826.25
Local Unrealized Gain Loss
-47846.75
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BATH + BODY WORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BATH + BODY WORKS INC
Security Description
6.75% 01 Jul 2036
Maturity Date
2036-07-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1000000.00
Base Market Value
799900.00
Base Total Cost
841281.25
Base Unrealized Gain Loss
-41381.25
Base Accrued Interest
0
Local Market Value
799900
Local Total Cost Amount
841281.25
Local Unrealized Gain Loss
-41381.25
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BATH + BODY WORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BATH + BODY WORKS INC
Security Description
5.25% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
420000.00
Base Market Value
354354.00
Base Total Cost
436800.01
Base Unrealized Gain Loss
-82446.01
Base Accrued Interest
9187.5
Local Market Value
354354
Local Total Cost Amount
436800.01
Local Unrealized Gain Loss
-82446.01
Local Accrued Interest
9187.5
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BATH + BODY WORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BATH + BODY WORKS INC
Security Description
5.25% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
50000.00
Base Market Value
42185.00
Base Total Cost
46875
Base Unrealized Gain Loss
-4690
Base Accrued Interest
1093.75
Local Market Value
42185
Local Total Cost Amount
46875
Local Unrealized Gain Loss
-4690
Local Accrued Interest
1093.75
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BATH + BODY WORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BATH + BODY WORKS INC
Security Description
6.694% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.694
Original Face
0
Shares Par Value
944000.00
Base Market Value
882470.08
Base Total Cost
1006871.25
Base Unrealized Gain Loss
-124401.17
Base Accrued Interest
29138.24
Local Market Value
882470.08
Local Total Cost Amount
1006871.25
Local Unrealized Gain Loss
-124401.17
Local Accrued Interest
29138.24
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BATH + BODY WORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BATH + BODY WORKS INC
Security Description
6.694% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.694
Original Face
0
Shares Par Value
446000.00
Base Market Value
416929.72
Base Total Cost
487528.01
Base Unrealized Gain Loss
-70598.29
Base Accrued Interest
13766.59
Local Market Value
416929.72
Local Total Cost Amount
487528.01
Local Unrealized Gain Loss
-70598.29
Local Accrued Interest
13766.59
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BATH + BODY WORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BATH + BODY WORKS INC
Security Description
7.5% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
555000.00
Base Market Value
505166.55
Base Total Cost
600775
Base Unrealized Gain Loss
-95608.45
Base Accrued Interest
1850
Local Market Value
505166.55
Local Total Cost Amount
600775
Local Unrealized Gain Loss
-95608.45
Local Accrued Interest
1850
Period End Date
2022-06-30T00:00:00.000
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
2023-01-25T00:00:00.000
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