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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: ARES CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARES CAPITAL CORP
Security Description
4.625% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
700000.00
Base Market Value
727125.00
Base Total Cost
726350
Base Unrealized Gain Loss
775
Base Accrued Interest
10791.66
Local Market Value
727125
Local Total Cost Amount
726350
Local Unrealized Gain Loss
775
Local Accrued Interest
10791.66
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: ARES CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARES CAPITAL CORP
Security Description
2.875% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
7465000.00
Base Market Value
5914071.60
Base Total Cost
7587381.4
Base Unrealized Gain Loss
-1673309.8
Base Accrued Interest
9538.61
Local Market Value
5914071.6
Local Total Cost Amount
7587381.4
Local Unrealized Gain Loss
-1673309.8
Local Accrued Interest
9538.61
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
FINANCE
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: ARETEC ESCROW ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARETEC ESCROW ISSUER INC
Security Description
7.5% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
2325000.00
Base Market Value
1981365.00
Base Total Cost
2343000
Base Unrealized Gain Loss
-361635
Base Accrued Interest
43593.75
Local Market Value
1981365
Local Total Cost Amount
2343000
Local Unrealized Gain Loss
-361635
Local Accrued Interest
43593.75
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
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: ARETEC ESCROW ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARETEC ESCROW ISSUER INC
Security Description
7.5% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1704400.00
Base Total Cost
2034565
Base Unrealized Gain Loss
-330165
Base Accrued Interest
37500
Local Market Value
1704400
Local Total Cost Amount
2034565
Local Unrealized Gain Loss
-330165
Local Accrued Interest
37500
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
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: ARKO CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARKO CORP
Security Description
5.125% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1311000.00
Base Market Value
993121.83
Base Total Cost
1290358.65
Base Unrealized Gain Loss
-297236.82
Base Accrued Interest
8585.23
Local Market Value
993121.83
Local Total Cost Amount
1290358.65
Local Unrealized Gain Loss
-297236.82
Local Accrued Interest
8585.23
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
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: ARKO CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARKO CORP
Security Description
5.125% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
125000.00
Base Market Value
94691.25
Base Total Cost
125000
Base Unrealized Gain Loss
-30308.75
Base Accrued Interest
818.58
Local Market Value
94691.25
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-30308.75
Local Accrued Interest
818.58
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
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: ARROW ELECTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARROW ELECTRONICS INC
Security Description
4.5% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1875000.00
Base Market Value
1882068.75
Base Total Cost
1901239.82
Base Unrealized Gain Loss
-19171.07
Base Accrued Interest
28125
Local Market Value
1882068.75
Local Total Cost Amount
1901239.82
Local Unrealized Gain Loss
-19171.07
Local Accrued Interest
28125
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: ARROW ELECTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARROW ELECTRONICS INC
Security Description
2.95% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
4670000.00
Base Market Value
3874885.80
Base Total Cost
4658698.6
Base Unrealized Gain Loss
-783812.8
Base Accrued Interest
52044.55
Local Market Value
3874885.8
Local Total Cost Amount
4658698.6
Local Unrealized Gain Loss
-783812.8
Local Accrued Interest
52044.55
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
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
4.5% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
385000.00
Base Market Value
333987.50
Base Total Cost
372487.5
Base Unrealized Gain Loss
-38500
Base Accrued Interest
5775
Local Market Value
333987.5
Local Total Cost Amount
372487.5
Local Unrealized Gain Loss
-38500
Local Accrued Interest
5775
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
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
4.5% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
549000.00
Base Market Value
476257.50
Base Total Cost
523460.47
Base Unrealized Gain Loss
-47202.97
Base Accrued Interest
8235
Local Market Value
476257.5
Local Total Cost Amount
523460.47
Local Unrealized Gain Loss
-47202.97
Local Accrued Interest
8235
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
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
4.5% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
150000.00
Base Market Value
130125.00
Base Total Cost
150850
Base Unrealized Gain Loss
-20725
Base Accrued Interest
2250
Local Market Value
130125
Local Total Cost Amount
150850
Local Unrealized Gain Loss
-20725
Local Accrued Interest
2250
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
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
4.5% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
142000.00
Base Market Value
123185.00
Base Total Cost
142750
Base Unrealized Gain Loss
-19565
Base Accrued Interest
2130
Local Market Value
123185
Local Total Cost Amount
142750
Local Unrealized Gain Loss
-19565
Local Accrued Interest
2130
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
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
4.75% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
620000.00
Base Market Value
509795.00
Base Total Cost
585900.01
Base Unrealized Gain Loss
-76105.01
Base Accrued Interest
9816.67
Local Market Value
509795
Local Total Cost Amount
585900.01
Local Unrealized Gain Loss
-76105.01
Local Accrued Interest
9816.67
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
INDUSTRIAL
Moody S Quality Rating
B1
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
4.75% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
566000.00
Base Market Value
465393.50
Base Total Cost
536311.68
Base Unrealized Gain Loss
-70918.18
Base Accrued Interest
8961.66
Local Market Value
465393.5
Local Total Cost Amount
536311.68
Local Unrealized Gain Loss
-70918.18
Local Accrued Interest
8961.66
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
B1
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
4.75% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
518000.00
Base Market Value
425925.50
Base Total Cost
501551.25
Base Unrealized Gain Loss
-75625.75
Base Accrued Interest
8201.68
Local Market Value
425925.5
Local Total Cost Amount
501551.25
Local Unrealized Gain Loss
-75625.75
Local Accrued Interest
8201.68
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
B1
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
4.75% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
75000.00
Base Market Value
61668.75
Base Total Cost
76312.5
Base Unrealized Gain Loss
-14643.75
Base Accrued Interest
1187.5
Local Market Value
61668.75
Local Total Cost Amount
76312.5
Local Unrealized Gain Loss
-14643.75
Local Accrued Interest
1187.5
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
B1
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
4.625% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
505000.00
Base Market Value
417256.25
Base Total Cost
505000
Base Unrealized Gain Loss
-87743.75
Base Accrued Interest
2984.41
Local Market Value
417256.25
Local Total Cost Amount
505000
Local Unrealized Gain Loss
-87743.75
Local Accrued Interest
2984.41
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
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
4.625% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
430000.00
Base Market Value
355287.50
Base Total Cost
428012.5
Base Unrealized Gain Loss
-72725
Base Accrued Interest
2541.18
Local Market Value
355287.5
Local Total Cost Amount
428012.5
Local Unrealized Gain Loss
-72725
Local Accrued Interest
2541.18
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
INDUSTRIAL
Moody S Quality Rating
B1
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
4.625% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
272000.00
Base Market Value
224740.00
Base Total Cost
267936.42
Base Unrealized Gain Loss
-43196.42
Base Accrued Interest
1607.44
Local Market Value
224740
Local Total Cost Amount
267936.42
Local Unrealized Gain Loss
-43196.42
Local Accrued Interest
1607.44
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
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
4.625% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
125000.00
Base Market Value
103281.25
Base Total Cost
125000
Base Unrealized Gain Loss
-21718.75
Base Accrued Interest
738.71
Local Market Value
103281.25
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-21718.75
Local Accrued Interest
738.71
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
B1
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
4.625% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1226000.00
Base Market Value
1012982.50
Base Total Cost
1237631.79
Base Unrealized Gain Loss
-224649.29
Base Accrued Interest
7245.32
Local Market Value
1012982.5
Local Total Cost Amount
1237631.79
Local Unrealized Gain Loss
-224649.29
Local Accrued Interest
7245.32
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
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
5% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
340000.00
Base Market Value
277950.00
Base Total Cost
340000
Base Unrealized Gain Loss
-62050
Base Accrued Interest
2172.22
Local Market Value
277950
Local Total Cost Amount
340000
Local Unrealized Gain Loss
-62050
Local Accrued Interest
2172.22
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
B1
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
5% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1439000.00
Base Market Value
1176382.50
Base Total Cost
1333448.77
Base Unrealized Gain Loss
-157066.27
Base Accrued Interest
9193.62
Local Market Value
1176382.5
Local Total Cost Amount
1333448.77
Local Unrealized Gain Loss
-157066.27
Local Accrued Interest
9193.62
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
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
5% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
375000.00
Base Market Value
306562.50
Base Total Cost
375000
Base Unrealized Gain Loss
-68437.5
Base Accrued Interest
2395.83
Local Market Value
306562.5
Local Total Cost Amount
375000
Local Unrealized Gain Loss
-68437.5
Local Accrued Interest
2395.83
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
B1
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
5% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
114000.00
Base Market Value
93195.00
Base Total Cost
114000
Base Unrealized Gain Loss
-20805
Base Accrued Interest
728.33
Local Market Value
93195
Local Total Cost Amount
114000
Local Unrealized Gain Loss
-20805
Local Accrued Interest
728.33
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
B1
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: ASBURY AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASBURY AUTOMOTIVE GROUP
Security Description
5% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
125000.00
Base Market Value
102187.50
Base Total Cost
125000
Base Unrealized Gain Loss
-22812.5
Base Accrued Interest
798.61
Local Market Value
102187.5
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-22812.5
Local Accrued Interest
798.61
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
B1
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: ASCEND LEARNING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASCEND LEARNING LLC
Security Description
1% 10 Dec 2029
Maturity Date
2029-12-10T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
3450000.00
Base Market Value
3174000.00
Base Total Cost
3440160.99
Base Unrealized Gain Loss
-266160.99
Base Accrued Interest
0
Local Market Value
3174000
Local Total Cost Amount
3440160.99
Local Unrealized Gain Loss
-266160.99
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ASHTEAD CAPITAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASHTEAD CAPITAL INC
Security Description
4% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
595000.00
Base Market Value
537017.25
Base Total Cost
589125
Base Unrealized Gain Loss
-52107.75
Base Accrued Interest
3966.67
Local Market Value
537017.25
Local Total Cost Amount
589125
Local Unrealized Gain Loss
-52107.75
Local Accrued Interest
3966.67
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
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: ASHTEAD CAPITAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASHTEAD CAPITAL INC
Security Description
4.25% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
600000.00
Base Market Value
527856.00
Base Total Cost
610750
Base Unrealized Gain Loss
-82894
Base Accrued Interest
4250
Local Market Value
527856
Local Total Cost Amount
610750
Local Unrealized Gain Loss
-82894
Local Accrued Interest
4250
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
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: ASHTEAD CAPITAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASHTEAD CAPITAL INC
Security Description
2.45% 12 Aug 2031
Maturity Date
2031-08-12T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
800000.00
Base Market Value
621784.00
Base Total Cost
798096
Base Unrealized Gain Loss
-176312
Base Accrued Interest
7567.78
Local Market Value
621784
Local Total Cost Amount
798096
Local Unrealized Gain Loss
-176312
Local Accrued Interest
7567.78
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
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: ASHTON WOODS USA/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASHTON WOODS USA/FINANCE
Security Description
6.625% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
180000.00
Base Market Value
153000.00
Base Total Cost
180000
Base Unrealized Gain Loss
-27000
Base Accrued Interest
5498.75
Local Market Value
153000
Local Total Cost Amount
180000
Local Unrealized Gain Loss
-27000
Local Accrued Interest
5498.75
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
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: ASHTON WOODS USA/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASHTON WOODS USA/FINANCE
Security Description
6.625% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
175000.00
Base Market Value
148750.00
Base Total Cost
175000
Base Unrealized Gain Loss
-26250
Base Accrued Interest
5346
Local Market Value
148750
Local Total Cost Amount
175000
Local Unrealized Gain Loss
-26250
Local Accrued Interest
5346
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
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: ASHTON WOODS USA/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASHTON WOODS USA/FINANCE
Security Description
4.625% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
200000.00
Base Market Value
150000.00
Base Total Cost
200000
Base Unrealized Gain Loss
-50000
Base Accrued Interest
3854.17
Local Market Value
150000
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-50000
Local Accrued Interest
3854.17
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
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: ASHTON WOODS USA/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASHTON WOODS USA/FINANCE
Security Description
4.625% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
275000.00
Base Market Value
201946.25
Base Total Cost
272593.75
Base Unrealized Gain Loss
-70647.5
Base Accrued Interest
3179.68
Local Market Value
201946.25
Local Total Cost Amount
272593.75
Local Unrealized Gain Loss
-70647.5
Local Accrued Interest
3179.68
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
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: ASIAN INFRASTRUCTURE INV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASIAN INFRASTRUCTURE INV
Security Description
0.5% 30 Oct 2024
Maturity Date
2024-10-30T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
3259000.00
Base Market Value
3064502.88
Base Total Cost
3254176.68
Base Unrealized Gain Loss
-189673.8
Base Accrued Interest
2761.1
Local Market Value
3064502.88
Local Total Cost Amount
3254176.68
Local Unrealized Gain Loss
-189673.8
Local Accrued Interest
2761.1
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
FINANCE
Moody S Quality Rating
Aaa
S And P 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: ASSURANT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASSURANT INC
Security Description
3.7% 22 Feb 2030
Maturity Date
2030-02-22T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
1486000.00
Base Market Value
1320355.58
Base Total Cost
1594971.33
Base Unrealized Gain Loss
-274615.75
Base Accrued Interest
19701.88
Local Market Value
1320355.58
Local Total Cost Amount
1594971.33
Local Unrealized Gain Loss
-274615.75
Local Accrued Interest
19701.88
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
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: ASSUREDPARTNERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASSUREDPARTNERS INC
Security Description
7% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1465000.00
Base Market Value
1376030.55
Base Total Cost
1445591.12
Base Unrealized Gain Loss
-69560.57
Base Accrued Interest
38741.1
Local Market Value
1376030.55
Local Total Cost Amount
1445591.12
Local Unrealized Gain Loss
-69560.57
Local Accrued Interest
38741.1
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
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: ASSUREDPARTNERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASSUREDPARTNERS INC
Security Description
5.625% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
825000.00
Base Market Value
660437.25
Base Total Cost
825000
Base Unrealized Gain Loss
-164562.75
Base Accrued Interest
21398.44
Local Market Value
660437.25
Local Total Cost Amount
825000
Local Unrealized Gain Loss
-164562.75
Local Accrued Interest
21398.44
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
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: ASSUREDPARTNERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASSUREDPARTNERS INC
Security Description
5.625% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
2960000.00
Base Market Value
2369568.80
Base Total Cost
2996700
Base Unrealized Gain Loss
-627131.2
Base Accrued Interest
76775.02
Local Market Value
2369568.8
Local Total Cost Amount
2996700
Local Unrealized Gain Loss
-627131.2
Local Accrued Interest
76775.02
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
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: ASSUREDPARTNERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASSUREDPARTNERS INC
Security Description
5.625% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
150000.00
Base Market Value
120079.50
Base Total Cost
150000
Base Unrealized Gain Loss
-29920.5
Base Accrued Interest
3890.63
Local Market Value
120079.5
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-29920.5
Local Accrued Interest
3890.63
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
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: ASTRAZENECA PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASTRAZENECA PLC
Security Description
3.375% 16 Nov 2025
Maturity Date
2025-11-16T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
500000.00
Base Market Value
495115.00
Base Total Cost
540469.09
Base Unrealized Gain Loss
-45354.09
Base Accrued Interest
2109.37
Local Market Value
495115
Local Total Cost Amount
540469.09
Local Unrealized Gain Loss
-45354.09
Local Accrued Interest
2109.37
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A3
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: ASTRAZENECA PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASTRAZENECA PLC
Security Description
1% 17 Aug 2023
Maturity Date
2023-08-17T00:00:00.000
Interest Rate
2.10871
Original Face
0
Shares Par Value
400000.00
Base Market Value
400296.00
Base Total Cost
399855
Base Unrealized Gain Loss
441
Base Accrued Interest
1054.35
Local Market Value
400296
Local Total Cost Amount
399855
Local Unrealized Gain Loss
441
Local Accrued Interest
1054.35
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A3
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: ASTRAZENECA FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASTRAZENECA FINANCE LLC
Security Description
2.25% 28 May 2031
Maturity Date
2031-05-28T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
5000.00
Base Market Value
4352.50
Base Total Cost
5094.55
Base Unrealized Gain Loss
-742.05
Base Accrued Interest
10.31
Local Market Value
4352.5
Local Total Cost Amount
5094.55
Local Unrealized Gain Loss
-742.05
Local Accrued Interest
10.31
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
A3
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: ASURION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASURION LLC
Security Description
1% 03 Nov 2024
Maturity Date
2024-11-03T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1546191.74
Base Market Value
1454193.33
Base Total Cost
1538539
Base Unrealized Gain Loss
-84345.67
Base Accrued Interest
0
Local Market Value
1454193.33
Local Total Cost Amount
1538539
Local Unrealized Gain Loss
-84345.67
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ASURION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASURION LLC
Security Description
1% 23 Dec 2026
Maturity Date
2026-12-23T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
147321.33
Base Market Value
133971.07
Base Total Cost
147321.33
Base Unrealized Gain Loss
-13350.26
Base Accrued Interest
0
Local Market Value
133971.07
Local Total Cost Amount
147321.33
Local Unrealized Gain Loss
-13350.26
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ASURION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASURION LLC
Security Description
1% 31 Jan 2028
Interest Rate
0
Original Face
0
Shares Par Value
3645878.79
Base Market Value
3130898.41
Base Total Cost
3645883.54
Base Unrealized Gain Loss
-514985.13
Base Accrued Interest
0
Local Market Value
3130898.41
Local Total Cost Amount
3645883.54
Local Unrealized Gain Loss
-514985.13
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ASURION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASURION LLC
Security Description
1% 31 Jan 2028
Maturity Date
2028-01-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
295000.00
Base Market Value
253331.25
Base Total Cost
297958.5
Base Unrealized Gain Loss
-44627.25
Base Accrued Interest
0
Local Market Value
253331.25
Local Total Cost Amount
297958.5
Local Unrealized Gain Loss
-44627.25
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ASURION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASURION LLC
Security Description
1% 20 Jan 2029
Maturity Date
2029-01-20T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
5290000.00
Base Market Value
4520305.00
Base Total Cost
5210654.25
Base Unrealized Gain Loss
-690349.25
Base Accrued Interest
0
Local Market Value
4520305
Local Total Cost Amount
5210654.25
Local Unrealized Gain Loss
-690349.25
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ASURION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASURION LLC
Security Description
1% 20 Jan 2029
Maturity Date
2029-01-20T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
675000.00
Base Market Value
576787.50
Base Total Cost
673312.5
Base Unrealized Gain Loss
-96525
Base Accrued Interest
0
Local Market Value
576787.5
Local Total Cost Amount
673312.5
Local Unrealized Gain Loss
-96525
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ASURION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASURION LLC
Security Description
1% 20 Jan 2029
Maturity Date
2029-01-20T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
632362.00
Base Market Value
540353.33
Base Total Cost
627974.58
Base Unrealized Gain Loss
-87621.25
Base Accrued Interest
0
Local Market Value
540353.33
Local Total Cost Amount
627974.58
Local Unrealized Gain Loss
-87621.25
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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