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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: BLACKSTONE MORTGAGE TR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE MORTGAGE TR
Security Description
3.75% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
475000.00
Base Market Value
387125.00
Base Total Cost
474000
Base Unrealized Gain Loss
-86875
Base Accrued Interest
13161.46
Local Market Value
387125
Local Total Cost Amount
474000
Local Unrealized Gain Loss
-86875
Local Accrued Interest
13161.46
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
Ba2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BLACKSTONE MORTGAGE TR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE MORTGAGE TR
Security Description
5.5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
7200000.00
Base Market Value
6562800.00
Base Total Cost
7026010.88
Base Unrealized Gain Loss
-463210.88
Base Accrued Interest
101199.97
Local Market Value
6562800
Local Total Cost Amount
7026010.88
Local Unrealized Gain Loss
-463210.88
Local Accrued Interest
101199.97
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: BLACKSTONE HOLDINGS FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE HOLDINGS FINA
Security Description
2% 30 Jan 2032
Maturity Date
2032-01-30T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
2227000.00
Base Market Value
1769485.12
Base Total Cost
1980242.33
Base Unrealized Gain Loss
-210757.21
Base Accrued Interest
18682.05
Local Market Value
1769485.12
Local Total Cost Amount
1980242.33
Local Unrealized Gain Loss
-210757.21
Local Accrued Interest
18682.05
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: BLACKSTONE HOLDINGS FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE HOLDINGS FINA
Security Description
2.85% 05 Aug 2051
Maturity Date
2051-08-05T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
1248000.00
Base Market Value
849650.88
Base Total Cost
1199698.7
Base Unrealized Gain Loss
-350047.82
Base Accrued Interest
14424.8
Local Market Value
849650.88
Local Total Cost Amount
1199698.7
Local Unrealized Gain Loss
-350047.82
Local Accrued Interest
14424.8
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
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: BLACKSTONE HOLDINGS FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE HOLDINGS FINA
Security Description
3.2% 30 Jan 2052
Maturity Date
2052-01-30T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
982000.00
Base Market Value
714837.08
Base Total Cost
978821.07
Base Unrealized Gain Loss
-263983.99
Base Accrued Interest
14926.39
Local Market Value
714837.08
Local Total Cost Amount
978821.07
Local Unrealized Gain Loss
-263983.99
Local Accrued Interest
14926.39
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
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: BLACKSTONE PRIVATE CRE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE PRIVATE CRE
Security Description
4% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
528000.00
Base Market Value
432669.60
Base Total Cost
523333.52
Base Unrealized Gain Loss
-90663.92
Base Accrued Interest
9562.66
Local Market Value
432669.6
Local Total Cost Amount
523333.52
Local Unrealized Gain Loss
-90663.92
Local Accrued Interest
9562.66
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
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
4.875% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
460000.00
Base Market Value
388700.00
Base Total Cost
463493.75
Base Unrealized Gain Loss
-74793.75
Base Accrued Interest
7475
Local Market Value
388700
Local Total Cost Amount
463493.75
Local Unrealized Gain Loss
-74793.75
Local Accrued Interest
7475
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
4.875% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
2410000.00
Base Market Value
2036450.00
Base Total Cost
2436762.5
Base Unrealized Gain Loss
-400312.5
Base Accrued Interest
39162.5
Local Market Value
2036450
Local Total Cost Amount
2436762.5
Local Unrealized Gain Loss
-400312.5
Local Accrued Interest
39162.5
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
1% 25 Feb 2027
Maturity Date
2027-02-25T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
293250.00
Base Market Value
288484.69
Base Total Cost
291783.75
Base Unrealized Gain Loss
-3299.06
Base Accrued Interest
0
Local Market Value
288484.69
Local Total Cost Amount
291783.75
Local Unrealized Gain Loss
-3299.06
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: BLUE RACER MID LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUE RACER MID LLC/FINAN
Security Description
7.625% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1000000.00
Base Market Value
945170.00
Base Total Cost
1000000
Base Unrealized Gain Loss
-54830
Base Accrued Interest
3388.89
Local Market Value
945170
Local Total Cost Amount
1000000
Local Unrealized Gain Loss
-54830
Local Accrued Interest
3388.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BLUE RACER MID LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUE RACER MID LLC/FINAN
Security Description
7.625% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
350000.00
Base Market Value
330809.50
Base Total Cost
354500
Base Unrealized Gain Loss
-23690.5
Base Accrued Interest
1186.1
Local Market Value
330809.5
Local Total Cost Amount
354500
Local Unrealized Gain Loss
-23690.5
Local Accrued Interest
1186.1
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
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: BLUELINX HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUELINX HOLDING
Security Description
6% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
920000.00
Base Market Value
717600.00
Base Total Cost
907350
Base Unrealized Gain Loss
-189750
Base Accrued Interest
7053.33
Local Market Value
717600
Local Total Cost Amount
907350
Local Unrealized Gain Loss
-189750
Local Accrued Interest
7053.33
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
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: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
4.95% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
4605000.00
Base Market Value
4636544.25
Base Total Cost
4745862.82
Base Unrealized Gain Loss
-109318.57
Base Accrued Interest
10131
Local Market Value
4636544.25
Local Total Cost Amount
4745862.82
Local Unrealized Gain Loss
-109318.57
Local Accrued Interest
10131
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: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
5.95% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
1545000.00
Base Market Value
1604312.55
Base Total Cost
1614803.1
Base Unrealized Gain Loss
-10490.55
Base Accrued Interest
7660.62
Local Market Value
1604312.55
Local Total Cost Amount
1614803.1
Local Unrealized Gain Loss
-10490.55
Local Accrued Interest
7660.62
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
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: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
4.45% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
1255000.00
Base Market Value
1214225.05
Base Total Cost
1329835.65
Base Unrealized Gain Loss
-115610.6
Base Accrued Interest
25751.9
Local Market Value
1214225.05
Local Total Cost Amount
1329835.65
Local Unrealized Gain Loss
-115610.6
Local Accrued Interest
25751.9
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
4.8% 03 May 2029
Maturity Date
2029-05-03T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
1935000.00
Base Market Value
1874840.85
Base Total Cost
1933316.55
Base Unrealized Gain Loss
-58475.7
Base Accrued Interest
14964
Local Market Value
1874840.85
Local Total Cost Amount
1933316.55
Local Unrealized Gain Loss
-58475.7
Local Accrued Interest
14964
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: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
4.8% 03 May 2029
Maturity Date
2029-05-03T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
390000.00
Base Market Value
377874.90
Base Total Cost
428569.9
Base Unrealized Gain Loss
-50695
Base Accrued Interest
3016
Local Market Value
377874.9
Local Total Cost Amount
428569.9
Local Unrealized Gain Loss
-50695
Local Accrued Interest
3016
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: BOARDWALK PIPELINES LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOARDWALK PIPELINES LP
Security Description
3.4% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
12995000.00
Base Market Value
11079926.85
Base Total Cost
12980185.7
Base Unrealized Gain Loss
-1900258.85
Base Accrued Interest
166913.55
Local Market Value
11079926.85
Local Total Cost Amount
12980185.7
Local Unrealized Gain Loss
-1900258.85
Local Accrued Interest
166913.55
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
2.25% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
462000.00
Base Market Value
412898.64
Base Total Cost
471244.62
Base Unrealized Gain Loss
-58345.98
Base Accrued Interest
462
Local Market Value
412898.64
Local Total Cost Amount
471244.62
Local Unrealized Gain Loss
-58345.98
Local Accrued Interest
462
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
3.625% 01 Mar 2048
Maturity Date
2048-03-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
122000.00
Base Market Value
81710.72
Base Total Cost
121559.58
Base Unrealized Gain Loss
-39848.86
Base Accrued Interest
1474.17
Local Market Value
81710.72
Local Total Cost Amount
121559.58
Local Unrealized Gain Loss
-39848.86
Local Accrued Interest
1474.17
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
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
3.85% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
802000.00
Base Market Value
566292.20
Base Total Cost
781260.01
Base Unrealized Gain Loss
-214967.81
Base Accrued Interest
5146.17
Local Market Value
566292.2
Local Total Cost Amount
781260.01
Local Unrealized Gain Loss
-214967.81
Local Accrued Interest
5146.17
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
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
2.95% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
725000.00
Base Market Value
603279.75
Base Total Cost
738390.75
Base Unrealized Gain Loss
-135111
Base Accrued Interest
8911.46
Local Market Value
603279.75
Local Total Cost Amount
738390.75
Local Unrealized Gain Loss
-135111
Local Accrued Interest
8911.46
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
4.875% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
270000.00
Base Market Value
269003.70
Base Total Cost
280716.15
Base Unrealized Gain Loss
-11712.45
Base Accrued Interest
2193.76
Local Market Value
269003.7
Local Total Cost Amount
280716.15
Local Unrealized Gain Loss
-11712.45
Local Accrued Interest
2193.76
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
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
5.04% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.04
Original Face
0
Shares Par Value
135000.00
Base Market Value
133348.95
Base Total Cost
141360.85
Base Unrealized Gain Loss
-8011.9
Base Accrued Interest
1134
Local Market Value
133348.95
Local Total Cost Amount
141360.85
Local Unrealized Gain Loss
-8011.9
Local Accrued Interest
1134
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
5.04% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.04
Original Face
0
Shares Par Value
5749000.00
Base Market Value
5678689.73
Base Total Cost
6482319.9
Base Unrealized Gain Loss
-803630.17
Base Accrued Interest
48291.6
Local Market Value
5678689.73
Local Total Cost Amount
6482319.9
Local Unrealized Gain Loss
-803630.17
Local Accrued Interest
48291.6
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
5.04% 01 May 2027
Interest Rate
5.04
Original Face
0
Shares Par Value
6600000.00
Base Market Value
6519282.00
Base Total Cost
7327425.6
Base Unrealized Gain Loss
-808143.6
Base Accrued Interest
55440
Local Market Value
6519282
Local Total Cost Amount
7327425.6
Local Unrealized Gain Loss
-808143.6
Local Accrued Interest
55440
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
5.705% 01 May 2040
Maturity Date
2040-05-01T00:00:00.000
Interest Rate
5.705
Original Face
0
Shares Par Value
800000.00
Base Market Value
746216.00
Base Total Cost
1027408
Base Unrealized Gain Loss
-281192
Base Accrued Interest
7606.67
Local Market Value
746216
Local Total Cost Amount
1027408
Local Unrealized Gain Loss
-281192
Local Accrued Interest
7606.67
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
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
5.805% 01 May 2050
Maturity Date
2050-05-01T00:00:00.000
Interest Rate
5.805
Original Face
0
Shares Par Value
950000.00
Base Market Value
872546.50
Base Total Cost
1286129
Base Unrealized Gain Loss
-413582.5
Base Accrued Interest
9191.25
Local Market Value
872546.5
Local Total Cost Amount
1286129
Local Unrealized Gain Loss
-413582.5
Local Accrued Interest
9191.25
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
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
5.805% 01 May 2050
Maturity Date
2050-05-01T00:00:00.000
Interest Rate
5.805
Original Face
0
Shares Par Value
700000.00
Base Market Value
642929.00
Base Total Cost
708218
Base Unrealized Gain Loss
-65289
Base Accrued Interest
6772.5
Local Market Value
642929
Local Total Cost Amount
708218
Local Unrealized Gain Loss
-65289
Local Accrued Interest
6772.5
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
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
5.93% 01 May 2060
Maturity Date
2060-05-01T00:00:00.000
Interest Rate
5.93
Original Face
0
Shares Par Value
7385000.00
Base Market Value
6723451.70
Base Total Cost
9953077.4
Base Unrealized Gain Loss
-3229625.7
Base Accrued Interest
72988.41
Local Market Value
6723451.7
Local Total Cost Amount
9953077.4
Local Unrealized Gain Loss
-3229625.7
Local Accrued Interest
72988.41
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
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
5.93% 01 May 2060
Maturity Date
2060-05-01T00:00:00.000
Interest Rate
5.93
Original Face
0
Shares Par Value
740000.00
Base Market Value
673710.80
Base Total Cost
1024071.2
Base Unrealized Gain Loss
-350360.4
Base Accrued Interest
7313.67
Local Market Value
673710.8
Local Total Cost Amount
1024071.2
Local Unrealized Gain Loss
-350360.4
Local Accrued Interest
7313.67
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
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
5.15% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
5.15
Original Face
0
Shares Par Value
180000.00
Base Market Value
172778.40
Base Total Cost
211446
Base Unrealized Gain Loss
-38667.6
Base Accrued Interest
1545
Local Market Value
172778.4
Local Total Cost Amount
211446
Local Unrealized Gain Loss
-38667.6
Local Accrued Interest
1545
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
3.25% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
1637000.00
Base Market Value
1462855.94
Base Total Cost
1690579.01
Base Unrealized Gain Loss
-227723.07
Base Accrued Interest
22167.71
Local Market Value
1462855.94
Local Total Cost Amount
1690579.01
Local Unrealized Gain Loss
-227723.07
Local Accrued Interest
22167.71
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
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
3.625% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
5455000.00
Base Market Value
4708537.80
Base Total Cost
5804912.05
Base Unrealized Gain Loss
-1096374.25
Base Accrued Interest
82393.22
Local Market Value
4708537.8
Local Total Cost Amount
5804912.05
Local Unrealized Gain Loss
-1096374.25
Local Accrued Interest
82393.22
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
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: BOEING CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOEING CO
Security Description
1.433% 04 Feb 2024
Maturity Date
2024-02-04T00:00:00.000
Interest Rate
1.433
Original Face
0
Shares Par Value
1510000.00
Base Market Value
1442397.30
Base Total Cost
1444028.1
Base Unrealized Gain Loss
-1630.8
Base Accrued Interest
8835.64
Local Market Value
1442397.3
Local Total Cost Amount
1444028.1
Local Unrealized Gain Loss
-1630.8
Local Accrued Interest
8835.64
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
7.5% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
1821000.00
Base Market Value
1645728.75
Base Total Cost
1820584.38
Base Unrealized Gain Loss
-174855.63
Base Accrued Interest
40213.74
Local Market Value
1645728.75
Local Total Cost Amount
1820584.38
Local Unrealized Gain Loss
-174855.63
Local Accrued Interest
40213.74
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
7.5% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
175000.00
Base Market Value
158156.25
Base Total Cost
178718.75
Base Unrealized Gain Loss
-20562.5
Base Accrued Interest
3864.58
Local Market Value
158156.25
Local Total Cost Amount
178718.75
Local Unrealized Gain Loss
-20562.5
Local Accrued Interest
3864.58
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
7.5% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
43000.00
Base Market Value
38861.25
Base Total Cost
42946.25
Base Unrealized Gain Loss
-4085
Base Accrued Interest
949.58
Local Market Value
38861.25
Local Total Cost Amount
42946.25
Local Unrealized Gain Loss
-4085
Local Accrued Interest
949.58
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
7.5% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
400000.00
Base Market Value
376000.00
Base Total Cost
418200
Base Unrealized Gain Loss
-42200
Base Accrued Interest
2500
Local Market Value
376000
Local Total Cost Amount
418200
Local Unrealized Gain Loss
-42200
Local Accrued Interest
2500
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
7.875% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
735000.00
Base Market Value
611821.35
Base Total Cost
716625
Base Unrealized Gain Loss
-104803.65
Base Accrued Interest
12219.38
Local Market Value
611821.35
Local Total Cost Amount
716625
Local Unrealized Gain Loss
-104803.65
Local Accrued Interest
12219.38
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
7.875% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
327000.00
Base Market Value
272198.07
Base Total Cost
310915.28
Base Unrealized Gain Loss
-38717.21
Base Accrued Interest
5436.38
Local Market Value
272198.07
Local Total Cost Amount
310915.28
Local Unrealized Gain Loss
-38717.21
Local Accrued Interest
5436.38
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
7.875% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
1175000.00
Base Market Value
978081.75
Base Total Cost
1167307.35
Base Unrealized Gain Loss
-189225.6
Base Accrued Interest
19534.41
Local Market Value
978081.75
Local Total Cost Amount
1167307.35
Local Unrealized Gain Loss
-189225.6
Local Accrued Interest
19534.41
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
7.125% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
935000.00
Base Market Value
770888.80
Base Total Cost
939387.5
Base Unrealized Gain Loss
-168498.7
Base Accrued Interest
2960.83
Local Market Value
770888.8
Local Total Cost Amount
939387.5
Local Unrealized Gain Loss
-168498.7
Local Accrued Interest
2960.83
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
7.125% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
133000.00
Base Market Value
109655.84
Base Total Cost
128511.25
Base Unrealized Gain Loss
-18855.41
Base Accrued Interest
421.17
Local Market Value
109655.84
Local Total Cost Amount
128511.25
Local Unrealized Gain Loss
-18855.41
Local Accrued Interest
421.17
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
7.125% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
376000.00
Base Market Value
310004.48
Base Total Cost
376000
Base Unrealized Gain Loss
-65995.52
Base Accrued Interest
1190.67
Local Market Value
310004.48
Local Total Cost Amount
376000
Local Unrealized Gain Loss
-65995.52
Local Accrued Interest
1190.67
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
7.125% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
25000.00
Base Market Value
20612.00
Base Total Cost
26281.25
Base Unrealized Gain Loss
-5669.25
Base Accrued Interest
79.17
Local Market Value
20612
Local Total Cost Amount
26281.25
Local Unrealized Gain Loss
-5669.25
Local Accrued Interest
79.17
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
6% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
555000.00
Base Market Value
415917.00
Base Total Cost
555000
Base Unrealized Gain Loss
-139083
Base Accrued Interest
12580
Local Market Value
415917
Local Total Cost Amount
555000
Local Unrealized Gain Loss
-139083
Local Accrued Interest
12580
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
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: BOMBARDIER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOMBARDIER INC
Security Description
6% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
125000.00
Base Market Value
93675.00
Base Total Cost
126250
Base Unrealized Gain Loss
-32575
Base Accrued Interest
2833.33
Local Market Value
93675
Local Total Cost Amount
126250
Local Unrealized Gain Loss
-32575
Local Accrued Interest
2833.33
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
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: BOOKING HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOOKING HOLDINGS INC
Security Description
0.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
20800000.00
Base Market Value
24935040.00
Base Total Cost
26317998.45
Base Unrealized Gain Loss
-1382958.45
Base Accrued Interest
26000
Local Market Value
24935040
Local Total Cost Amount
26317998.45
Local Unrealized Gain Loss
-1382958.45
Local Accrued Interest
26000
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
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: BOOZ ALLEN HAMILTON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BOOZ ALLEN HAMILTON INC
Security Description
3.875% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
653000.00
Base Market Value
577905.00
Base Total Cost
653000
Base Unrealized Gain Loss
-75095
Base Accrued Interest
8434.58
Local Market Value
577905
Local Total Cost Amount
653000
Local Unrealized Gain Loss
-75095
Local Accrued Interest
8434.58
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
Baa3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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