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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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
3.625% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
108000.00
Base Market Value
83273.40
Base Total Cost
90450
Base Unrealized Gain Loss
-7176.6
Base Accrued Interest
174
Local Market Value
83273.4
Local Total Cost Amount
90450
Local Unrealized Gain Loss
-7176.6
Local Accrued Interest
174
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
3.75% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1270000.00
Base Market Value
981976.70
Base Total Cost
1249968.75
Base Unrealized Gain Loss
-267992.05
Base Accrued Interest
21960.42
Local Market Value
981976.7
Local Total Cost Amount
1249968.75
Local Unrealized Gain Loss
-267992.05
Local Accrued Interest
21960.42
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
FINANCE
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
3.75% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
179000.00
Base Market Value
138404.59
Base Total Cost
171541.67
Base Unrealized Gain Loss
-33137.08
Base Accrued Interest
3095.21
Local Market Value
138404.59
Local Total Cost Amount
171541.67
Local Unrealized Gain Loss
-33137.08
Local Accrued Interest
3095.21
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
FINANCE
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
3.75% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
400000.00
Base Market Value
309284.00
Base Total Cost
348000
Base Unrealized Gain Loss
-38716
Base Accrued Interest
6916.67
Local Market Value
309284
Local Total Cost Amount
348000
Local Unrealized Gain Loss
-38716
Local Accrued Interest
6916.67
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
FINANCE
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: ANI PHARMACEUTICALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANI PHARMACEUTICALS INC
Security Description
COMMON STOCK USD.0001
Interest Rate
0
Original Face
0
Shares Par Value
73
Base Market Value
4648.64
Base Total Cost
3979.97
Base Unrealized Gain Loss
668.67
Base Accrued Interest
0
Local Market Value
4648.64
Local Total Cost Amount
3979.97
Local Unrealized Gain Loss
668.67
Local Accrued Interest
0
Period End Date
2024-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
HEALTH CARE
Minor Industry Name
PHARMACEUTICALS
Direct Group Trust Holding
Direct
Data As Of
2025-03-03T00:00:00.000
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
3.75% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
200000.00
Base Market Value
154642.00
Base Total Cost
200468.75
Base Unrealized Gain Loss
-45826.75
Base Accrued Interest
3458.34
Local Market Value
154642
Local Total Cost Amount
200468.75
Local Unrealized Gain Loss
-45826.75
Local Accrued Interest
3458.34
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
FINANCE
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: LXP INDUSTRIAL TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LXP INDUSTRIAL TRUST
Security Description
2.375% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
733000.00
Base Market Value
566814.24
Base Total Cost
727781.04
Base Unrealized Gain Loss
-160966.8
Base Accrued Interest
4352.18
Local Market Value
566814.24
Local Total Cost Amount
727781.04
Local Unrealized Gain Loss
-160966.8
Local Accrued Interest
4352.18
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
FINANCE
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: LIBERTY BROADBAND CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY BROADBAND CORP
Security Description
1.25% 30 Sep 2050
Maturity Date
2050-09-30T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
10579000.00
Base Market Value
9880786.00
Base Total Cost
10771969.21
Base Unrealized Gain Loss
-891183.21
Base Accrued Interest
367.33
Local Market Value
9880786
Local Total Cost Amount
10771969.21
Local Unrealized Gain Loss
-891183.21
Local Accrued Interest
367.33
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
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: LIBERTY INTERACTIVE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY INTERACTIVE LLC
Security Description
3.75% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1630000.00
Base Market Value
717200.00
Base Total Cost
1274354.86
Base Unrealized Gain Loss
-557154.86
Base Accrued Interest
23091.67
Local Market Value
717200
Local Total Cost Amount
1274354.86
Local Unrealized Gain Loss
-557154.86
Local Accrued Interest
23091.67
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
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: LIBERTY MUTUAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MUTUAL GROUP INC
Security Description
4.25% 15 Jun 2023
Interest Rate
4.25
Original Face
0
Shares Par Value
278000.00
Base Market Value
277794.28
Base Total Cost
295825.36
Base Unrealized Gain Loss
-18031.08
Base Accrued Interest
525.11
Local Market Value
277794.28
Local Total Cost Amount
295825.36
Local Unrealized Gain Loss
-18031.08
Local Accrued Interest
525.11
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
FINANCE
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: LIBERTY MUTUAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MUTUAL GROUP INC
Security Description
4.569% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
4.569
Original Face
0
Shares Par Value
977000.00
Base Market Value
960645.02
Base Total Cost
1151453.12
Base Unrealized Gain Loss
-190808.1
Base Accrued Interest
18599.63
Local Market Value
960645.02
Local Total Cost Amount
1151453.12
Local Unrealized Gain Loss
-190808.1
Local Accrued Interest
18599.63
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
FINANCE
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: LIBERTY MUTUAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MUTUAL GROUP INC
Security Description
3.951% 15 Oct 2050
Maturity Date
2050-10-15T00:00:00.000
Interest Rate
3.951
Original Face
0
Shares Par Value
1315000.00
Base Market Value
998703.05
Base Total Cost
1485279.35
Base Unrealized Gain Loss
-486576.3
Base Accrued Interest
10968.42
Local Market Value
998703.05
Local Total Cost Amount
1485279.35
Local Unrealized Gain Loss
-486576.3
Local Accrued Interest
10968.42
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
FINANCE
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: LIBERTY MUTUAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MUTUAL GROUP INC
Security Description
4.3% 01 Feb 2061
Maturity Date
2061-02-01T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
3855000.00
Base Market Value
2607020.85
Base Total Cost
3691162.5
Base Unrealized Gain Loss
-1084141.65
Base Accrued Interest
69068.75
Local Market Value
2607020.85
Local Total Cost Amount
3691162.5
Local Unrealized Gain Loss
-1084141.65
Local Accrued Interest
69068.75
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
FINANCE
Moody S Quality Rating
Baa3
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: LIBERTY MUTUAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MUTUAL GROUP INC
Security Description
5.5% 15 Jun 2052
Maturity Date
2052-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1181000.00
Base Market Value
1118619.58
Base Total Cost
1180270.43
Base Unrealized Gain Loss
-61650.85
Base Accrued Interest
4510.76
Local Market Value
1118619.58
Local Total Cost Amount
1180270.43
Local Unrealized Gain Loss
-61650.85
Local Accrued Interest
4510.76
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
FINANCE
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: LIBERTY MUTUAL INSURANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MUTUAL INSURANCE
Security Description
7.875% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
250000.00
Base Market Value
279792.50
Base Total Cost
311395.5
Base Unrealized Gain Loss
-31603
Base Accrued Interest
4156.25
Local Market Value
279792.5
Local Total Cost Amount
311395.5
Local Unrealized Gain Loss
-31603
Local Accrued Interest
4156.25
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
FINANCE
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: LIBERTY MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MEDIA CORP
Security Description
2.75% 01 Dec 2049
Maturity Date
2049-12-01T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
9553000.00
Base Market Value
8884290.00
Base Total Cost
9525944.09
Base Unrealized Gain Loss
-641654.09
Base Accrued Interest
21892.29
Local Market Value
8884290
Local Total Cost Amount
9525944.09
Local Unrealized Gain Loss
-641654.09
Local Accrued Interest
21892.29
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
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: LIFE TIME INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFE TIME INC
Security Description
5.75% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
616000.00
Base Market Value
552225.52
Base Total Cost
624427.5
Base Unrealized Gain Loss
-72201.98
Base Accrued Interest
16332.54
Local Market Value
552225.52
Local Total Cost Amount
624427.5
Local Unrealized Gain Loss
-72201.98
Local Accrued Interest
16332.54
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: LIFE TIME INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFE TIME INC
Security Description
5.75% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
700000.00
Base Market Value
627529.00
Base Total Cost
715406.25
Base Unrealized Gain Loss
-87877.25
Base Accrued Interest
18559.72
Local Market Value
627529
Local Total Cost Amount
715406.25
Local Unrealized Gain Loss
-87877.25
Local Accrued Interest
18559.72
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: LIFE TIME INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFE TIME INC
Security Description
8% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
734000.00
Base Market Value
654177.50
Base Total Cost
750469.67
Base Unrealized Gain Loss
-96292.17
Base Accrued Interest
12396.43
Local Market Value
654177.5
Local Total Cost Amount
750469.67
Local Unrealized Gain Loss
-96292.17
Local Accrued Interest
12396.43
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: LIFE TIME INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFE TIME INC
Security Description
8% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1700000.00
Base Market Value
1515125.00
Base Total Cost
1737852.87
Base Unrealized Gain Loss
-222727.87
Base Accrued Interest
28711.11
Local Market Value
1515125
Local Total Cost Amount
1737852.87
Local Unrealized Gain Loss
-222727.87
Local Accrued Interest
28711.11
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: LIFE FINANCIAL SERVICES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFE FINANCIAL SERVICES TRUST
Security Description
1% 15 Mar 2038
Maturity Date
2038-03-15T00:00:00.000
Interest Rate
2.024
Original Face
1005000
Shares Par Value
987885.00
Base Market Value
956105.04
Base Total Cost
987885
Base Unrealized Gain Loss
-31779.96
Base Accrued Interest
888.65
Local Market Value
956105.04
Local Total Cost Amount
987885
Local Unrealized Gain Loss
-31779.96
Local Accrued Interest
888.65
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
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: LIFEPT/LEGACY LIFEPT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPT/LEGACY LIFEPT
Security Description
9.75% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
1274000.00
Base Market Value
1238965.00
Base Total Cost
1381252.68
Base Unrealized Gain Loss
-142287.68
Base Accrued Interest
10351.25
Local Market Value
1238965
Local Total Cost Amount
1381252.68
Local Unrealized Gain Loss
-142287.68
Local Accrued Interest
10351.25
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
Caa1
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: LIFEPT/LEGACY LIFEPT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPT/LEGACY LIFEPT
Security Description
9.75% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
1637500.00
Base Market Value
1592468.75
Base Total Cost
1704250.28
Base Unrealized Gain Loss
-111781.53
Base Accrued Interest
13304.68
Local Market Value
1592468.75
Local Total Cost Amount
1704250.28
Local Unrealized Gain Loss
-111781.53
Local Accrued Interest
13304.68
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
Caa1
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: LEGACY LIFEPOINT HEALTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEGACY LIFEPOINT HEALTH
Security Description
4.375% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
331000.00
Base Market Value
283607.42
Base Total Cost
312495.01
Base Unrealized Gain Loss
-28887.59
Base Accrued Interest
5470.69
Local Market Value
283607.42
Local Total Cost Amount
312495.01
Local Unrealized Gain Loss
-28887.59
Local Accrued Interest
5470.69
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: LEGACY LIFEPOINT HEALTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEGACY LIFEPOINT HEALTH
Security Description
4.375% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
479000.00
Base Market Value
410416.78
Base Total Cost
473148.82
Base Unrealized Gain Loss
-62732.04
Base Accrued Interest
7916.78
Local Market Value
410416.78
Local Total Cost Amount
473148.82
Local Unrealized Gain Loss
-62732.04
Local Accrued Interest
7916.78
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: LEGACY LIFEPOINT HEALTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEGACY LIFEPOINT HEALTH
Security Description
4.375% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1937000.00
Base Market Value
1659660.34
Base Total Cost
1865685
Base Unrealized Gain Loss
-206024.66
Base Accrued Interest
32014.29
Local Market Value
1659660.34
Local Total Cost Amount
1865685
Local Unrealized Gain Loss
-206024.66
Local Accrued Interest
32014.29
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: LEGACY LIFEPOINT HEALTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEGACY LIFEPOINT HEALTH
Security Description
6.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
245000.00
Base Market Value
236819.45
Base Total Cost
258475
Base Unrealized Gain Loss
-21655.55
Base Accrued Interest
3491.25
Local Market Value
236819.45
Local Total Cost Amount
258475
Local Unrealized Gain Loss
-21655.55
Local Accrued Interest
3491.25
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
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: LEGACY LIFEPOINT HEALTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEGACY LIFEPOINT HEALTH
Security Description
6.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1833000.00
Base Market Value
1771796.13
Base Total Cost
1893536.28
Base Unrealized Gain Loss
-121740.15
Base Accrued Interest
26120.25
Local Market Value
1771796.13
Local Total Cost Amount
1893536.28
Local Unrealized Gain Loss
-121740.15
Local Accrued Interest
26120.25
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
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: LEGACY LIFEPOINT HEALTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEGACY LIFEPOINT HEALTH
Security Description
6.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
320000.00
Base Market Value
309315.20
Base Total Cost
339200
Base Unrealized Gain Loss
-29884.8
Base Accrued Interest
4560
Local Market Value
309315.2
Local Total Cost Amount
339200
Local Unrealized Gain Loss
-29884.8
Local Accrued Interest
4560
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: LEGACY LIFEPOINT HEALTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEGACY LIFEPOINT HEALTH
Security Description
6.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
367000.00
Base Market Value
354745.87
Base Total Cost
367000
Base Unrealized Gain Loss
-12254.13
Base Accrued Interest
5229.75
Local Market Value
354745.87
Local Total Cost Amount
367000
Local Unrealized Gain Loss
-12254.13
Local Accrued Interest
5229.75
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
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: LEGACY LIFEPOINT HEALTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEGACY LIFEPOINT HEALTH
Security Description
6.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
200000.00
Base Market Value
193322.00
Base Total Cost
200000
Base Unrealized Gain Loss
-6678
Base Accrued Interest
2850
Local Market Value
193322
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-6678
Local Accrued Interest
2850
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: LEGACY LIFEPOINT HEALTH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEGACY LIFEPOINT HEALTH
Security Description
6.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
320000.00
Base Market Value
309315.20
Base Total Cost
339200
Base Unrealized Gain Loss
-29884.8
Base Accrued Interest
4560
Local Market Value
309315.2
Local Total Cost Amount
339200
Local Unrealized Gain Loss
-29884.8
Local Accrued Interest
4560
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.375% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
517000.00
Base Market Value
379995.00
Base Total Cost
485167.26
Base Unrealized Gain Loss
-105172.26
Base Accrued Interest
12813.68
Local Market Value
379995
Local Total Cost Amount
485167.26
Local Unrealized Gain Loss
-105172.26
Local Accrued Interest
12813.68
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
Caa1
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.375% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
492000.00
Base Market Value
361620.00
Base Total Cost
478682.5
Base Unrealized Gain Loss
-117062.5
Base Accrued Interest
12194.07
Local Market Value
361620
Local Total Cost Amount
478682.5
Local Unrealized Gain Loss
-117062.5
Local Accrued Interest
12194.07
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
Caa1
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.375% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1362000.00
Base Market Value
1001070.00
Base Total Cost
1344508.11
Base Unrealized Gain Loss
-343438.11
Base Accrued Interest
33756.77
Local Market Value
1001070
Local Total Cost Amount
1344508.11
Local Unrealized Gain Loss
-343438.11
Local Accrued Interest
33756.77
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
Caa1
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: LIFEPOINT HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFEPOINT HEALTH INC
Security Description
5.375% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
200000.00
Base Market Value
147000.00
Base Total Cost
201500
Base Unrealized Gain Loss
-54500
Base Accrued Interest
4956.94
Local Market Value
147000
Local Total Cost Amount
201500
Local Unrealized Gain Loss
-54500
Local Accrued Interest
4956.94
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
Caa1
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: LIFE STORAGE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFE STORAGE LP
Security Description
4% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
3260000.00
Base Market Value
3006665.40
Base Total Cost
3244611.2
Base Unrealized Gain Loss
-237945.8
Base Accrued Interest
5795.55
Local Market Value
3006665.4
Local Total Cost Amount
3244611.2
Local Unrealized Gain Loss
-237945.8
Local Accrued Interest
5795.55
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: LIFE STORAGE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFE STORAGE LP
Security Description
2.4% 15 Oct 2031
Maturity Date
2031-10-15T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
1093000.00
Base Market Value
869842.19
Base Total Cost
1072320.44
Base Unrealized Gain Loss
-202478.25
Base Accrued Interest
5537.87
Local Market Value
869842.19
Local Total Cost Amount
1072320.44
Local Unrealized Gain Loss
-202478.25
Local Accrued Interest
5537.87
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
FINANCE
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: LIFE STORAGE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFE STORAGE LP
Security Description
2.4% 15 Oct 2031
Maturity Date
2031-10-15T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
9395000.00
Base Market Value
7476822.85
Base Total Cost
9308847.85
Base Unrealized Gain Loss
-1832025
Base Accrued Interest
47601.33
Local Market Value
7476822.85
Local Total Cost Amount
9308847.85
Local Unrealized Gain Loss
-1832025
Local Accrued Interest
47601.33
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
FINANCE
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: LIFE STORAGE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIFE STORAGE LP
Security Description
2.4% 15 Oct 2031
Maturity Date
2031-10-15T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
500000.00
Base Market Value
397915.00
Base Total Cost
496363
Base Unrealized Gain Loss
-98448
Base Accrued Interest
2533.34
Local Market Value
397915
Local Total Cost Amount
496363
Local Unrealized Gain Loss
-98448
Local Accrued Interest
2533.34
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
FINANCE
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: ELI LILLY + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELI LILLY + CO
Security Description
2.25% 15 May 2050
Maturity Date
2050-05-15T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
4105000.00
Base Market Value
2901372.95
Base Total Cost
3314630.76
Base Unrealized Gain Loss
-413257.81
Base Accrued Interest
11801.88
Local Market Value
2901372.95
Local Total Cost Amount
3314630.76
Local Unrealized Gain Loss
-413257.81
Local Accrued Interest
11801.88
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
A2
S And P Quality Rating
A+
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
6.95% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
6.95
Original Face
0
Shares Par Value
1310000.00
Base Market Value
1046218.40
Base Total Cost
1525044.9
Base Unrealized Gain Loss
-478826.5
Base Accrued Interest
30348.32
Local Market Value
1046218.4
Local Total Cost Amount
1525044.9
Local Unrealized Gain Loss
-478826.5
Local Accrued Interest
30348.32
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: BATH + BODY WORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BATH + BODY WORKS INC
Security Description
6.95% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
6.95
Original Face
0
Shares Par Value
510000.00
Base Market Value
407306.40
Base Total Cost
582795
Base Unrealized Gain Loss
-175488.6
Base Accrued Interest
11815
Local Market Value
407306.4
Local Total Cost Amount
582795
Local Unrealized Gain Loss
-175488.6
Local Accrued Interest
11815
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: BATH + BODY WORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BATH + BODY WORKS INC
Security Description
7.6% 15 Jul 2037
Maturity Date
2037-07-15T00:00:00.000
Interest Rate
7.6
Original Face
0
Shares Par Value
250000.00
Base Market Value
201542.50
Base Total Cost
265000
Base Unrealized Gain Loss
-63457.5
Base Accrued Interest
8761.11
Local Market Value
201542.5
Local Total Cost Amount
265000
Local Unrealized Gain Loss
-63457.5
Local Accrued Interest
8761.11
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: LINDBLAD EXPEDITIONS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LINDBLAD EXPEDITIONS LLC
Security Description
6.75% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
585000.00
Base Market Value
501637.50
Base Total Cost
584974.61
Base Unrealized Gain Loss
-83337.11
Base Accrued Interest
16233.75
Local Market Value
501637.5
Local Total Cost Amount
584974.61
Local Unrealized Gain Loss
-83337.11
Local Accrued Interest
16233.75
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
B3
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: LINDBLAD EXPEDITIONS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LINDBLAD EXPEDITIONS LLC
Security Description
6.75% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
380000.00
Base Market Value
325850.00
Base Total Cost
380000
Base Unrealized Gain Loss
-54150
Base Accrued Interest
10545
Local Market Value
325850
Local Total Cost Amount
380000
Local Unrealized Gain Loss
-54150
Local Accrued Interest
10545
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
B3
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: LINDBLAD EXPEDITIONS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LINDBLAD EXPEDITIONS LLC
Security Description
6.75% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
627000.00
Base Market Value
537652.50
Base Total Cost
635658.75
Base Unrealized Gain Loss
-98006.25
Base Accrued Interest
17399.25
Local Market Value
537652.5
Local Total Cost Amount
635658.75
Local Unrealized Gain Loss
-98006.25
Local Accrued Interest
17399.25
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
B3
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: LINDBLAD EXPEDITIONS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LINDBLAD EXPEDITIONS LLC
Security Description
6.75% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
100000.00
Base Market Value
85750.00
Base Total Cost
100250
Base Unrealized Gain Loss
-14500
Base Accrued Interest
2775
Local Market Value
85750
Local Total Cost Amount
100250
Local Unrealized Gain Loss
-14500
Local Accrued Interest
2775
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
B3
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: LIONS GATE CAPITAL HOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIONS GATE CAPITAL HOLD
Security Description
5.5% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
965000.00
Base Market Value
752700.00
Base Total Cost
965000
Base Unrealized Gain Loss
-212300
Base Accrued Interest
11204.72
Local Market Value
752700
Local Total Cost Amount
965000
Local Unrealized Gain Loss
-212300
Local Accrued Interest
11204.72
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
TELEPHONE
Moody S Quality Rating
B3
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: LIONS GATE CAPITAL HOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIONS GATE CAPITAL HOLD
Security Description
5.5% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1200000.00
Base Market Value
936000.00
Base Total Cost
1201623.97
Base Unrealized Gain Loss
-265623.97
Base Accrued Interest
13933.34
Local Market Value
936000
Local Total Cost Amount
1201623.97
Local Unrealized Gain Loss
-265623.97
Local Accrued Interest
13933.34
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
TELEPHONE
Moody S Quality Rating
B3
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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