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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: BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK
Security Description
1% 15 Mar 2061
Maturity Date
2061-03-15T00:00:00.000
Interest Rate
4.046
Original Face
700000
Shares Par Value
700000.00
Base Market Value
696251.57
Base Total Cost
804650
Base Unrealized Gain Loss
-108398.43
Base Accrued Interest
0
Local Market Value
696251.57
Local Total Cost Amount
804650
Local Unrealized Gain Loss
-108398.43
Local Accrued Interest
0
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
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: BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK
Security Description
1% 15 Mar 2063
Maturity Date
2063-03-15T00:00:00.000
Interest Rate
1.896966
Original Face
5810000
Shares Par Value
5768174.42
Base Market Value
619681.90
Base Total Cost
849225.24
Base Unrealized Gain Loss
-229543.34
Base Accrued Interest
0
Local Market Value
619681.9
Local Total Cost Amount
849225.24
Local Unrealized Gain Loss
-229543.34
Local Accrued Interest
0
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: BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK
Security Description
1% 15 Feb 2054
Maturity Date
2054-02-15T00:00:00.000
Interest Rate
1.436467
Original Face
5535640
Shares Par Value
5487148.37
Base Market Value
453524.34
Base Total Cost
593994.79
Base Unrealized Gain Loss
-140470.45
Base Accrued Interest
0
Local Market Value
453524.34
Local Total Cost Amount
593994.79
Local Unrealized Gain Loss
-140470.45
Local Accrued Interest
0
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
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: BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK
Security Description
1% 15 May 2064
Maturity Date
2064-05-15T00:00:00.000
Interest Rate
1.173443
Original Face
33720000
Shares Par Value
33648302.64
Base Market Value
2184663.16
Base Total Cost
2758757.02
Base Unrealized Gain Loss
-574093.86
Base Accrued Interest
0
Local Market Value
2184663.16
Local Total Cost Amount
2758757.02
Local Unrealized Gain Loss
-574093.86
Local Accrued Interest
0
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: BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK
Security Description
1% 15 May 2064
Maturity Date
2064-05-15T00:00:00.000
Interest Rate
1.173443
Original Face
5983000
Shares Par Value
5970278.61
Base Market Value
387628.70
Base Total Cost
489491.19
Base Unrealized Gain Loss
-101862.49
Base Accrued Interest
0
Local Market Value
387628.7
Local Total Cost Amount
489491.19
Local Unrealized Gain Loss
-101862.49
Local Accrued Interest
0
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: BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK
Security Description
1% 15 Nov 2053
Maturity Date
2053-11-15T00:00:00.000
Interest Rate
1.450971
Original Face
9020000
Shares Par Value
8910246.62
Base Market Value
724957.27
Base Total Cost
970710.77
Base Unrealized Gain Loss
-245753.5
Base Accrued Interest
0
Local Market Value
724957.27
Local Total Cost Amount
970710.77
Local Unrealized Gain Loss
-245753.5
Local Accrued Interest
0
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: BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK
Security Description
3.731% 15 Nov 2050
Maturity Date
2050-11-15T00:00:00.000
Interest Rate
3.731
Original Face
75000
Shares Par Value
75000.00
Base Market Value
71697.17
Base Total Cost
76444.94
Base Unrealized Gain Loss
-4747.77
Base Accrued Interest
0
Local Market Value
71697.17
Local Total Cost Amount
76444.94
Local Unrealized Gain Loss
-4747.77
Local Accrued Interest
0
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
Aa2
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: BANKUNITED INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANKUNITED INC
Security Description
4.875% 17 Nov 2025
Maturity Date
2025-11-17T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
2717000.00
Base Market Value
2742213.76
Base Total Cost
3098385.29
Base Unrealized Gain Loss
-356171.53
Base Accrued Interest
16188.79
Local Market Value
2742213.76
Local Total Cost Amount
3098385.29
Local Unrealized Gain Loss
-356171.53
Local Accrued Interest
16188.79
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
FINANCE
Moody S Quality Rating
Baa2
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: BANKUNITED INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANKUNITED INC
Security Description
5.125% 11 Jun 2030
Maturity Date
2030-06-11T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
6230000.00
Base Market Value
6024036.20
Base Total Cost
7308083.4
Base Unrealized Gain Loss
-1284047.2
Base Accrued Interest
17738.19
Local Market Value
6024036.2
Local Total Cost Amount
7308083.4
Local Unrealized Gain Loss
-1284047.2
Local Accrued Interest
17738.19
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
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: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
3.65% 16 Mar 2025
Maturity Date
2025-03-16T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
1485000.00
Base Market Value
1452181.50
Base Total Cost
1609754.85
Base Unrealized Gain Loss
-157573.35
Base Accrued Interest
15809.06
Local Market Value
1452181.5
Local Total Cost Amount
1609754.85
Local Unrealized Gain Loss
-157573.35
Local Accrued Interest
15809.06
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
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: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
4.375% 12 Jan 2026
Maturity Date
2026-01-12T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
640000.00
Base Market Value
633408.00
Base Total Cost
710188.8
Base Unrealized Gain Loss
-76780.8
Base Accrued Interest
13144.44
Local Market Value
633408
Local Total Cost Amount
710188.8
Local Unrealized Gain Loss
-76780.8
Local Accrued Interest
13144.44
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
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: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
1000000.00
Base Market Value
982500.00
Base Total Cost
1013100
Base Unrealized Gain Loss
-30600
Base Accrued Interest
3444.44
Local Market Value
982500
Local Total Cost Amount
1013100
Local Unrealized Gain Loss
-30600
Local Accrued Interest
3444.44
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
Ba2
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: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
1% 16 May 2024
Maturity Date
2024-05-16T00:00:00.000
Interest Rate
4.338
Original Face
0
Shares Par Value
8190000.00
Base Market Value
8185659.30
Base Total Cost
8599718.4
Base Unrealized Gain Loss
-414059.1
Base Accrued Interest
44410.28
Local Market Value
8185659.3
Local Total Cost Amount
8599718.4
Local Unrealized Gain Loss
-414059.1
Local Accrued Interest
44410.28
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
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: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
400000.00
Base Market Value
393000.00
Base Total Cost
382260
Base Unrealized Gain Loss
10740
Base Accrued Interest
1422.22
Local Market Value
393000
Local Total Cost Amount
382260
Local Unrealized Gain Loss
10740
Local Accrued Interest
1422.22
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
Ba2
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: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
1% 07 May 2025
Maturity Date
2025-05-07T00:00:00.000
Interest Rate
3.932
Original Face
0
Shares Par Value
4895000.00
Base Market Value
4815260.45
Base Total Cost
5269026.95
Base Unrealized Gain Loss
-453766.5
Base Accrued Interest
28870.71
Local Market Value
4815260.45
Local Total Cost Amount
5269026.95
Local Unrealized Gain Loss
-453766.5
Local Accrued Interest
28870.71
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
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: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
1% 07 May 2025
Maturity Date
2025-05-07T00:00:00.000
Interest Rate
3.932
Original Face
0
Shares Par Value
13110000.00
Base Market Value
12896438.10
Base Total Cost
14108072.2
Base Unrealized Gain Loss
-1211634.1
Base Accrued Interest
77322.78
Local Market Value
12896438.1
Local Total Cost Amount
14108072.2
Local Unrealized Gain Loss
-1211634.1
Local Accrued Interest
77322.78
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
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: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
1% 07 May 2026
Maturity Date
2026-05-07T00:00:00.000
Interest Rate
2.852
Original Face
0
Shares Par Value
25193000.00
Base Market Value
23789749.90
Base Total Cost
26044455.06
Base Unrealized Gain Loss
-2254705.16
Base Accrued Interest
107775.66
Local Market Value
23789749.9
Local Total Cost Amount
26044455.06
Local Unrealized Gain Loss
-2254705.16
Local Accrued Interest
107775.66
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
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: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
500000.00
Base Market Value
464240.00
Base Total Cost
559375
Base Unrealized Gain Loss
-95135
Base Accrued Interest
1361.12
Local Market Value
464240
Local Total Cost Amount
559375
Local Unrealized Gain Loss
-95135
Local Accrued Interest
1361.12
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
Ba2
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: BARCLAYS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS PLC
Security Description
1% 23 Sep 2035
Maturity Date
2035-09-23T00:00:00.000
Interest Rate
3.564
Original Face
0
Shares Par Value
3961000.00
Base Market Value
3265646.45
Base Total Cost
4153663.04
Base Unrealized Gain Loss
-888016.59
Base Accrued Interest
38429.63
Local Market Value
3265646.45
Local Total Cost Amount
4153663.04
Local Unrealized Gain Loss
-888016.59
Local Accrued Interest
38429.63
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
Baa2
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: BARCLAYS BANK PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS BANK PLC
Security Description
0.01% 04 Feb 2025
Maturity Date
2025-02-04T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
9525000.00
Base Market Value
12611766.75
Base Total Cost
11138009.95
Base Unrealized Gain Loss
1473756.8
Base Accrued Interest
0
Local Market Value
12611766.75
Local Total Cost Amount
11138009.95
Local Unrealized Gain Loss
1473756.8
Local Accrued Interest
0
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
NR
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: BARCLAYS BANK PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS BANK PLC
Security Description
3.75% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
710000.00
Base Market Value
704362.60
Base Total Cost
762362.5
Base Unrealized Gain Loss
-57999.9
Base Accrued Interest
3402.08
Local Market Value
704362.6
Local Total Cost Amount
762362.5
Local Unrealized Gain Loss
-57999.9
Local Accrued Interest
3402.08
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
A1
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: BARCLAYS BANK PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS BANK PLC
Security Description
0.01% 18 Feb 2025
Maturity Date
2025-02-18T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
5460000.00
Base Market Value
5747359.80
Base Total Cost
5868341.99
Base Unrealized Gain Loss
-120982.19
Base Accrued Interest
0
Local Market Value
5747359.8
Local Total Cost Amount
5868341.99
Local Unrealized Gain Loss
-120982.19
Local Accrued Interest
0
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
NR
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: BASIC ENERGY SERVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BASIC ENERGY SERVICES
Security Description
10.75% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
10.75
Original Face
0
Shares Par Value
50000.00
Base Market Value
6625.00
Base Total Cost
49521
Base Unrealized Gain Loss
-42896
Base Accrued Interest
0
Local Market Value
6625
Local Total Cost Amount
49521
Local Unrealized Gain Loss
-42896
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
ELECTRIC/GAS
Moody S Quality Rating
WR
S And P Quality Rating
NR
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: GREAT OUTDOORS GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREAT OUTDOORS GROUP LLC
Security Description
1% 06 Mar 2028
Maturity Date
2028-03-06T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1462275.29
Base Market Value
1337616.32
Base Total Cost
1454963.92
Base Unrealized Gain Loss
-117347.6
Base Accrued Interest
0
Local Market Value
1337616.32
Local Total Cost Amount
1454963.92
Local Unrealized Gain Loss
-117347.6
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: GREAT OUTDOORS GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GREAT OUTDOORS GROUP LLC
Security Description
1% 06 Mar 2028
Maturity Date
2028-03-06T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2314882.18
Base Market Value
2117538.47
Base Total Cost
2314882.18
Base Unrealized Gain Loss
-197343.71
Base Accrued Interest
0
Local Market Value
2117538.47
Local Total Cost Amount
2314882.18
Local Unrealized Gain Loss
-197343.71
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
7% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
275000.00
Base Market Value
157437.50
Base Total Cost
274437.5
Base Unrealized Gain Loss
-117000
Base Accrued Interest
8876.38
Local Market Value
157437.5
Local Total Cost Amount
274437.5
Local Unrealized Gain Loss
-117000
Local Accrued Interest
8876.38
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
7.25% 30 May 2029
Maturity Date
2029-05-30T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
910000.00
Base Market Value
493675.00
Base Total Cost
955177.42
Base Unrealized Gain Loss
-461502.42
Base Accrued Interest
5681.18
Local Market Value
493675
Local Total Cost Amount
955177.42
Local Unrealized Gain Loss
-461502.42
Local Accrued Interest
5681.18
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
7.25% 30 May 2029
Maturity Date
2029-05-30T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
370000.00
Base Market Value
200725.00
Base Total Cost
223180.02
Base Unrealized Gain Loss
-22455.02
Base Accrued Interest
2309.93
Local Market Value
200725
Local Total Cost Amount
223180.02
Local Unrealized Gain Loss
-22455.02
Local Accrued Interest
2309.93
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
7.25% 30 May 2029
Maturity Date
2029-05-30T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
225000.00
Base Market Value
122062.50
Base Total Cost
214500
Base Unrealized Gain Loss
-92437.5
Base Accrued Interest
1404.69
Local Market Value
122062.5
Local Total Cost Amount
214500
Local Unrealized Gain Loss
-92437.5
Local Accrued Interest
1404.69
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
5% 30 Jan 2028
Maturity Date
2028-01-30T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
915000.00
Base Market Value
487237.50
Base Total Cost
682818.75
Base Unrealized Gain Loss
-195581.25
Base Accrued Interest
19189.58
Local Market Value
487237.5
Local Total Cost Amount
682818.75
Local Unrealized Gain Loss
-195581.25
Local Accrued Interest
19189.58
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
5% 30 Jan 2028
Maturity Date
2028-01-30T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
182000.00
Base Market Value
96915.00
Base Total Cost
169827.75
Base Unrealized Gain Loss
-72912.75
Base Accrued Interest
3816.95
Local Market Value
96915
Local Total Cost Amount
169827.75
Local Unrealized Gain Loss
-72912.75
Local Accrued Interest
3816.95
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
5% 30 Jan 2028
Maturity Date
2028-01-30T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
300000.00
Base Market Value
159750.00
Base Total Cost
301725
Base Unrealized Gain Loss
-141975
Base Accrued Interest
6291.66
Local Market Value
159750
Local Total Cost Amount
301725
Local Unrealized Gain Loss
-141975
Local Accrued Interest
6291.66
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
5.25% 30 Jan 2030
Maturity Date
2030-01-30T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
110000.00
Base Market Value
56834.80
Base Total Cost
101750
Base Unrealized Gain Loss
-44915.2
Base Accrued Interest
2422.29
Local Market Value
56834.8
Local Total Cost Amount
101750
Local Unrealized Gain Loss
-44915.2
Local Accrued Interest
2422.29
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
5.25% 30 Jan 2030
Maturity Date
2030-01-30T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
675000.00
Base Market Value
348759.00
Base Total Cost
376187.5
Base Unrealized Gain Loss
-27428.5
Base Accrued Interest
14864.06
Local Market Value
348759
Local Total Cost Amount
376187.5
Local Unrealized Gain Loss
-27428.5
Local Accrued Interest
14864.06
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
6.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
350000.00
Base Market Value
186270.00
Base Total Cost
293750
Base Unrealized Gain Loss
-107480
Base Accrued Interest
8263.89
Local Market Value
186270
Local Total Cost Amount
293750
Local Unrealized Gain Loss
-107480
Local Accrued Interest
8263.89
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
5.25% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1200000.00
Base Market Value
614136.00
Base Total Cost
940975
Base Unrealized Gain Loss
-326839
Base Accrued Interest
23800
Local Market Value
614136
Local Total Cost Amount
940975
Local Unrealized Gain Loss
-326839
Local Accrued Interest
23800
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
5.25% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
992000.00
Base Market Value
507685.76
Base Total Cost
884201.26
Base Unrealized Gain Loss
-376515.5
Base Accrued Interest
19674.66
Local Market Value
507685.76
Local Total Cost Amount
884201.26
Local Unrealized Gain Loss
-376515.5
Local Accrued Interest
19674.66
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
5.25% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
275000.00
Base Market Value
140739.50
Base Total Cost
202892.5
Base Unrealized Gain Loss
-62153
Base Accrued Interest
5454.17
Local Market Value
140739.5
Local Total Cost Amount
202892.5
Local Unrealized Gain Loss
-62153
Local Accrued Interest
5454.17
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
5% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
950000.00
Base Market Value
494000.00
Base Total Cost
686375
Base Unrealized Gain Loss
-192375
Base Accrued Interest
17944.44
Local Market Value
494000
Local Total Cost Amount
686375
Local Unrealized Gain Loss
-192375
Local Accrued Interest
17944.44
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
4.875% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1720000.00
Base Market Value
1345968.80
Base Total Cost
1732768.75
Base Unrealized Gain Loss
-386799.95
Base Accrued Interest
6987.5
Local Market Value
1345968.8
Local Total Cost Amount
1732768.75
Local Unrealized Gain Loss
-386799.95
Local Accrued Interest
6987.5
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
6.125% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
3815000.00
Base Market Value
3242750.00
Base Total Cost
3813012.5
Base Unrealized Gain Loss
-570262.5
Base Accrued Interest
91520.26
Local Market Value
3242750
Local Total Cost Amount
3813012.5
Local Unrealized Gain Loss
-570262.5
Local Accrued Interest
91520.26
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
CANADIAN
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: BAUSCH HEALTH COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAUSCH HEALTH COS INC
Security Description
6.125% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
325000.00
Base Market Value
276250.00
Base Total Cost
315625
Base Unrealized Gain Loss
-39375
Base Accrued Interest
7796.62
Local Market Value
276250
Local Total Cost Amount
315625
Local Unrealized Gain Loss
-39375
Local Accrued Interest
7796.62
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
CANADIAN
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: BAXTER INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAXTER INTERNATIONAL INC
Security Description
2.539% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
2.539
Original Face
0
Shares Par Value
9400000.00
Base Market Value
7935104.00
Base Total Cost
9399624
Base Unrealized Gain Loss
-1464520
Base Accrued Interest
139221.84
Local Market Value
7935104
Local Total Cost Amount
9399624
Local Unrealized Gain Loss
-1464520
Local Accrued Interest
139221.84
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: BAY AREA CA TOLL AUTH TOLL BRI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAY AREA CA TOLL AUTH TOLL BRI
Security Description
6.907% 01 Oct 2050
Interest Rate
6.907
Original Face
75000
Shares Par Value
75000.00
Base Market Value
103247.25
Base Total Cost
127027.5
Base Unrealized Gain Loss
-23780.25
Base Accrued Interest
1295.06
Local Market Value
103247.25
Local Total Cost Amount
127027.5
Local Unrealized Gain Loss
-23780.25
Local Accrued Interest
1295.06
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
A1
S And P Quality Rating
AA-
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: BAYPORT POLYMERS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAYPORT POLYMERS LLC
Security Description
4.743% 14 Apr 2027
Maturity Date
2027-04-14T00:00:00.000
Interest Rate
4.743
Original Face
0
Shares Par Value
280000.00
Base Market Value
271916.40
Base Total Cost
280000
Base Unrealized Gain Loss
-8083.6
Base Accrued Interest
2840.53
Local Market Value
271916.4
Local Total Cost Amount
280000
Local Unrealized Gain Loss
-8083.6
Local Accrued Interest
2840.53
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: BAYPORT POLYMERS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAYPORT POLYMERS LLC
Security Description
5.14% 14 Apr 2032
Maturity Date
2032-04-14T00:00:00.000
Interest Rate
5.14
Original Face
0
Shares Par Value
280000.00
Base Market Value
270552.80
Base Total Cost
280000
Base Unrealized Gain Loss
-9447.2
Base Accrued Interest
3078.29
Local Market Value
270552.8
Local Total Cost Amount
280000
Local Unrealized Gain Loss
-9447.2
Local Accrued Interest
3078.29
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
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: BEACON ROOFING SUPPLY IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BEACON ROOFING SUPPLY IN
Security Description
4.5% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
125000.00
Base Market Value
112690.00
Base Total Cost
125000
Base Unrealized Gain Loss
-12310
Base Accrued Interest
718.75
Local Market Value
112690
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-12310
Local Accrued Interest
718.75
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
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: BEACON ROOFING SUPPLY IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BEACON ROOFING SUPPLY IN
Security Description
4.125% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
275000.00
Base Market Value
223635.50
Base Total Cost
275000
Base Unrealized Gain Loss
-51364.5
Base Accrued Interest
1449.48
Local Market Value
223635.5
Local Total Cost Amount
275000
Local Unrealized Gain Loss
-51364.5
Local Accrued Interest
1449.48
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: BEASLEY MEZ HLDGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BEASLEY MEZ HLDGS LLC
Security Description
8.625% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
8.625
Original Face
0
Shares Par Value
960000.00
Base Market Value
720000.00
Base Total Cost
978225
Base Unrealized Gain Loss
-258225
Base Accrued Interest
34499.99
Local Market Value
720000
Local Total Cost Amount
978225
Local Unrealized Gain Loss
-258225
Local Accrued Interest
34499.99
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
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: BEAZER HOMES USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BEAZER HOMES USA
Security Description
6.75% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
462280.00
Base Total Cost
439375
Base Unrealized Gain Loss
22905
Base Accrued Interest
9937.5
Local Market Value
462280
Local Total Cost Amount
439375
Local Unrealized Gain Loss
22905
Local Accrued Interest
9937.5
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
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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