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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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.7% 14 May 2045
Maturity Date
2045-05-14T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
6230000.00
Base Market Value
5864361.30
Base Total Cost
7724819.5
Base Unrealized Gain Loss
-1860458.2
Base Accrued Interest
38227.97
Local Market Value
5864361.3
Local Total Cost Amount
7724819.5
Local Unrealized Gain Loss
-1860458.2
Local Accrued Interest
38227.97
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.7% 14 May 2045
Maturity Date
2045-05-14T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
555000.00
Base Market Value
522427.05
Base Total Cost
693856.2
Base Unrealized Gain Loss
-171429.15
Base Accrued Interest
3405.54
Local Market Value
522427.05
Local Total Cost Amount
693856.2
Local Unrealized Gain Loss
-171429.15
Local Accrued Interest
3405.54
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.3% 14 May 2036
Interest Rate
4.3
Original Face
0
Shares Par Value
3470000.00
Base Market Value
3259405.70
Base Total Cost
4136656.4
Base Unrealized Gain Loss
-877250.7
Base Accrued Interest
19480.19
Local Market Value
3259405.7
Local Total Cost Amount
4136656.4
Local Unrealized Gain Loss
-877250.7
Local Accrued Interest
19480.19
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
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.3% 14 May 2036
Maturity Date
2036-05-14T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
1935000.00
Base Market Value
1817564.85
Base Total Cost
2031653.25
Base Unrealized Gain Loss
-214088.4
Base Accrued Interest
10862.88
Local Market Value
1817564.85
Local Total Cost Amount
2031653.25
Local Unrealized Gain Loss
-214088.4
Local Accrued Interest
10862.88
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.45% 14 May 2046
Maturity Date
2046-05-14T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
1290000.00
Base Market Value
1170171.90
Base Total Cost
1566150.3
Base Unrealized Gain Loss
-395978.4
Base Accrued Interest
7494.54
Local Market Value
1170171.9
Local Total Cost Amount
1566150.3
Local Unrealized Gain Loss
-395978.4
Local Accrued Interest
7494.54
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
2.85% 14 May 2023
Maturity Date
2023-05-14T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
900000.00
Base Market Value
896850.00
Base Total Cost
929196
Base Unrealized Gain Loss
-32346
Base Accrued Interest
3348.75
Local Market Value
896850
Local Total Cost Amount
929196
Local Unrealized Gain Loss
-32346
Local Accrued Interest
3348.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.875% 14 Nov 2048
Maturity Date
2048-11-14T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
635000.00
Base Market Value
608507.80
Base Total Cost
824896.75
Base Unrealized Gain Loss
-216388.95
Base Accrued Interest
4041.51
Local Market Value
608507.8
Local Total Cost Amount
824896.75
Local Unrealized Gain Loss
-216388.95
Local Accrued Interest
4041.51
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.875% 14 Nov 2048
Maturity Date
2048-11-14T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
3690000.00
Base Market Value
3536053.20
Base Total Cost
3926289.65
Base Unrealized Gain Loss
-390236.45
Base Accrued Interest
23485.31
Local Market Value
3536053.2
Local Total Cost Amount
3926289.65
Local Unrealized Gain Loss
-390236.45
Local Accrued Interest
23485.31
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
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
2.95% 21 Nov 2026
Maturity Date
2026-11-21T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
1879000.00
Base Market Value
1780446.45
Base Total Cost
2002995.21
Base Unrealized Gain Loss
-222548.76
Base Accrued Interest
6158.94
Local Market Value
1780446.45
Local Total Cost Amount
2002995.21
Local Unrealized Gain Loss
-222548.76
Local Accrued Interest
6158.94
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.05% 21 Nov 2039
Maturity Date
2039-11-21T00:00:00.000
Interest Rate
4.05
Original Face
0
Shares Par Value
7525000.00
Base Market Value
6710268.25
Base Total Cost
8778904.32
Base Unrealized Gain Loss
-2068636.07
Base Accrued Interest
33862.5
Local Market Value
6710268.25
Local Total Cost Amount
8778904.32
Local Unrealized Gain Loss
-2068636.07
Local Accrued Interest
33862.5
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.05% 21 Nov 2039
Maturity Date
2039-11-21T00:00:00.000
Interest Rate
4.05
Original Face
0
Shares Par Value
2450000.00
Base Market Value
2184738.50
Base Total Cost
2881592
Base Unrealized Gain Loss
-696853.5
Base Accrued Interest
11025
Local Market Value
2184738.5
Local Total Cost Amount
2881592
Local Unrealized Gain Loss
-696853.5
Local Accrued Interest
11025
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.05% 21 Nov 2039
Maturity Date
2039-11-21T00:00:00.000
Interest Rate
4.05
Original Face
0
Shares Par Value
34290000.00
Base Market Value
30577421.70
Base Total Cost
40148955.76
Base Unrealized Gain Loss
-9571534.06
Base Accrued Interest
154305
Local Market Value
30577421.7
Local Total Cost Amount
40148955.76
Local Unrealized Gain Loss
-9571534.06
Local Accrued Interest
154305
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.25% 21 Nov 2049
Maturity Date
2049-11-21T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
160000.00
Base Market Value
142036.80
Base Total Cost
201510.72
Base Unrealized Gain Loss
-59473.92
Base Accrued Interest
755.56
Local Market Value
142036.8
Local Total Cost Amount
201510.72
Local Unrealized Gain Loss
-59473.92
Local Accrued Interest
755.56
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.25% 21 Nov 2049
Maturity Date
2049-11-21T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
600000.00
Base Market Value
532638.00
Base Total Cost
521832
Base Unrealized Gain Loss
10806
Base Accrued Interest
2833.33
Local Market Value
532638
Local Total Cost Amount
521832
Local Unrealized Gain Loss
10806
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
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.25% 21 Nov 2049
Maturity Date
2049-11-21T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1524000.00
Base Market Value
1352900.52
Base Total Cost
1827834.6
Base Unrealized Gain Loss
-474934.08
Base Accrued Interest
7196.67
Local Market Value
1352900.52
Local Total Cost Amount
1827834.6
Local Unrealized Gain Loss
-474934.08
Local Accrued Interest
7196.67
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.25% 21 Nov 2049
Maturity Date
2049-11-21T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
4118000.00
Base Market Value
3655672.14
Base Total Cost
4830290.46
Base Unrealized Gain Loss
-1174618.32
Base Accrued Interest
19446.11
Local Market Value
3655672.14
Local Total Cost Amount
4830290.46
Local Unrealized Gain Loss
-1174618.32
Local Accrued Interest
19446.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
3.8% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
2195000.00
Base Market Value
2177440.00
Base Total Cost
2324189.6
Base Unrealized Gain Loss
-146749.6
Base Accrued Interest
24559.62
Local Market Value
2177440
Local Total Cost Amount
2324189.6
Local Unrealized Gain Loss
-146749.6
Local Accrued Interest
24559.62
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: ABBVIE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABBVIE INC
Security Description
4.55% 15 Mar 2035
Maturity Date
2035-03-15T00:00:00.000
Interest Rate
4.55
Original Face
0
Shares Par Value
120000.00
Base Market Value
116724.00
Base Total Cost
143805.6
Base Unrealized Gain Loss
-27081.6
Base Accrued Interest
1607.67
Local Market Value
116724
Local Total Cost Amount
143805.6
Local Unrealized Gain Loss
-27081.6
Local Accrued Interest
1607.67
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: ABERCROMBIE + FITCH MANA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABERCROMBIE + FITCH MANA
Security Description
8.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
200000.00
Base Market Value
194772.00
Base Total Cost
199875
Base Unrealized Gain Loss
-5103
Base Accrued Interest
8069.44
Local Market Value
194772
Local Total Cost Amount
199875
Local Unrealized Gain Loss
-5103
Local Accrued Interest
8069.44
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
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: ACADEMY LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADEMY LTD
Security Description
6% 15 Nov 2027
Maturity Date
2027-11-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1275000.00
Base Market Value
1165031.25
Base Total Cost
1279737.5
Base Unrealized Gain Loss
-114706.25
Base Accrued Interest
9775
Local Market Value
1165031.25
Local Total Cost Amount
1279737.5
Local Unrealized Gain Loss
-114706.25
Local Accrued Interest
9775
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5.5% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
660000.00
Base Market Value
616638.00
Base Total Cost
662981.25
Base Unrealized Gain Loss
-46343.25
Base Accrued Interest
0
Local Market Value
616638
Local Total Cost Amount
662981.25
Local Unrealized Gain Loss
-46343.25
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5.5% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
233575.00
Base Total Cost
250000
Base Unrealized Gain Loss
-16425
Base Accrued Interest
0
Local Market Value
233575
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-16425
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5.5% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
325000.00
Base Market Value
303647.50
Base Total Cost
324250
Base Unrealized Gain Loss
-20602.5
Base Accrued Interest
0
Local Market Value
303647.5
Local Total Cost Amount
324250
Local Unrealized Gain Loss
-20602.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5.5% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1074445.00
Base Total Cost
1180750
Base Unrealized Gain Loss
-106305
Base Accrued Interest
0
Local Market Value
1074445
Local Total Cost Amount
1180750
Local Unrealized Gain Loss
-106305
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1075000.00
Base Market Value
965059.75
Base Total Cost
1075000
Base Unrealized Gain Loss
-109940.25
Base Accrued Interest
11347.22
Local Market Value
965059.75
Local Total Cost Amount
1075000
Local Unrealized Gain Loss
-109940.25
Local Accrued Interest
11347.22
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
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
550000.00
Base Market Value
493751.50
Base Total Cost
550000
Base Unrealized Gain Loss
-56248.5
Base Accrued Interest
5805.55
Local Market Value
493751.5
Local Total Cost Amount
550000
Local Unrealized Gain Loss
-56248.5
Local Accrued Interest
5805.55
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
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: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
200000.00
Base Market Value
179546.00
Base Total Cost
200000
Base Unrealized Gain Loss
-20454
Base Accrued Interest
2111.11
Local Market Value
179546
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-20454
Local Accrued Interest
2111.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ACADIA HEALTHCARE CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACADIA HEALTHCARE CO INC
Security Description
5% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
111000.00
Base Market Value
99648.03
Base Total Cost
115162.5
Base Unrealized Gain Loss
-15514.47
Base Accrued Interest
1171.67
Local Market Value
99648.03
Local Total Cost Amount
115162.5
Local Unrealized Gain Loss
-15514.47
Local Accrued Interest
1171.67
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
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: ACI WORLDWIDE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACI WORLDWIDE INC
Security Description
5.75% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
435000.00
Base Market Value
419892.45
Base Total Cost
436425
Base Unrealized Gain Loss
-16532.55
Base Accrued Interest
9449.16
Local Market Value
419892.45
Local Total Cost Amount
436425
Local Unrealized Gain Loss
-16532.55
Local Accrued Interest
9449.16
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
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: ACRISURE LLC / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACRISURE LLC / FIN INC
Security Description
7% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1676000.00
Base Market Value
1507444.68
Base Total Cost
1672076.31
Base Unrealized Gain Loss
-164631.63
Base Accrued Interest
14990.88
Local Market Value
1507444.68
Local Total Cost Amount
1672076.31
Local Unrealized Gain Loss
-164631.63
Local Accrued Interest
14990.88
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
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: ACRISURE LLC / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACRISURE LLC / FIN INC
Security Description
7% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
750000.00
Base Market Value
674572.50
Base Total Cost
734822.92
Base Unrealized Gain Loss
-60250.42
Base Accrued Interest
6708.34
Local Market Value
674572.5
Local Total Cost Amount
734822.92
Local Unrealized Gain Loss
-60250.42
Local Accrued Interest
6708.34
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: ACRISURE LLC / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACRISURE LLC / FIN INC
Security Description
10.125% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
10.125
Original Face
0
Shares Par Value
2700000.00
Base Market Value
2622240.00
Base Total Cost
2934422.69
Base Unrealized Gain Loss
-312182.69
Base Accrued Interest
113906.27
Local Market Value
2622240
Local Total Cost Amount
2934422.69
Local Unrealized Gain Loss
-312182.69
Local Accrued Interest
113906.27
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: ACRISURE LLC / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACRISURE LLC / FIN INC
Security Description
10.125% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
10.125
Original Face
0
Shares Par Value
319000.00
Base Market Value
309812.80
Base Total Cost
358929.19
Base Unrealized Gain Loss
-49116.39
Base Accrued Interest
13457.82
Local Market Value
309812.8
Local Total Cost Amount
358929.19
Local Unrealized Gain Loss
-49116.39
Local Accrued Interest
13457.82
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: ACRISURE LLC / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACRISURE LLC / FIN INC
Security Description
10.125% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
10.125
Original Face
0
Shares Par Value
125000.00
Base Market Value
121400.00
Base Total Cost
125000
Base Unrealized Gain Loss
-3600
Base Accrued Interest
5273.44
Local Market Value
121400
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-3600
Local Accrued Interest
5273.44
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: ACRISURE LLC / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACRISURE LLC / FIN INC
Security Description
4.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
525000.00
Base Market Value
424415.25
Base Total Cost
510562.5
Base Unrealized Gain Loss
-86147.25
Base Accrued Interest
8429.17
Local Market Value
424415.25
Local Total Cost Amount
510562.5
Local Unrealized Gain Loss
-86147.25
Local Accrued Interest
8429.17
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
FINANCE
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: ACTIVISION BLIZZARD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACTIVISION BLIZZARD
Security Description
2.5% 15 Sep 2050
Maturity Date
2050-09-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
110000.00
Base Market Value
75333.50
Base Total Cost
75911
Base Unrealized Gain Loss
-577.5
Base Accrued Interest
809.72
Local Market Value
75333.5
Local Total Cost Amount
75911
Local Unrealized Gain Loss
-577.5
Local Accrued Interest
809.72
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
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: ACURIS FIN US/ACURIS FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACURIS FIN US/ACURIS FIN
Security Description
5% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1195000.00
Base Market Value
991634.90
Base Total Cost
1195000
Base Unrealized Gain Loss
-203365.1
Base Accrued Interest
9958.33
Local Market Value
991634.9
Local Total Cost Amount
1195000
Local Unrealized Gain Loss
-203365.1
Local Accrued Interest
9958.33
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
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: ACURIS FIN US/ACURIS FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACURIS FIN US/ACURIS FIN
Security Description
5% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
200000.00
Base Market Value
165964.00
Base Total Cost
200000
Base Unrealized Gain Loss
-34036
Base Accrued Interest
1666.67
Local Market Value
165964
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-34036
Local Accrued Interest
1666.67
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
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: ADAMS HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADAMS HOMES INC
Security Description
7.5% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
800000.00
Base Market Value
742000.00
Base Total Cost
818451.25
Base Unrealized Gain Loss
-76451.25
Base Accrued Interest
22666.67
Local Market Value
742000
Local Total Cost Amount
818451.25
Local Unrealized Gain Loss
-76451.25
Local Accrued Interest
22666.67
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
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: ADAMS HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADAMS HOMES INC
Security Description
7.5% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
231875.00
Base Total Cost
251625
Base Unrealized Gain Loss
-19750
Base Accrued Interest
7083.33
Local Market Value
231875
Local Total Cost Amount
251625
Local Unrealized Gain Loss
-19750
Local Accrued Interest
7083.33
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
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: ADAPTHEALTH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADAPTHEALTH LLC
Security Description
6.125% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
385000.00
Base Market Value
340540.20
Base Total Cost
414837.5
Base Unrealized Gain Loss
-74297.3
Base Accrued Interest
9825.52
Local Market Value
340540.2
Local Total Cost Amount
414837.5
Local Unrealized Gain Loss
-74297.3
Local Accrued Interest
9825.52
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: ADAPTHEALTH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADAPTHEALTH LLC
Security Description
6.125% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
325000.00
Base Market Value
287469.00
Base Total Cost
325000
Base Unrealized Gain Loss
-37531
Base Accrued Interest
8294.27
Local Market Value
287469
Local Total Cost Amount
325000
Local Unrealized Gain Loss
-37531
Local Accrued Interest
8294.27
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: ADAPTHEALTH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADAPTHEALTH LLC
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
495000.00
Base Market Value
407137.50
Base Total Cost
495750
Base Unrealized Gain Loss
-88612.5
Base Accrued Interest
9539.05
Local Market Value
407137.5
Local Total Cost Amount
495750
Local Unrealized Gain Loss
-88612.5
Local Accrued Interest
9539.05
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ADAPTHEALTH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADAPTHEALTH LLC
Security Description
5.125% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
534000.00
Base Market Value
450113.94
Base Total Cost
536521.04
Base Unrealized Gain Loss
-86407.1
Base Accrued Interest
9122.49
Local Market Value
450113.94
Local Total Cost Amount
536521.04
Local Unrealized Gain Loss
-86407.1
Local Accrued Interest
9122.49
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ADIENT US LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADIENT US LLC
Security Description
1% 10 Apr 2028
Maturity Date
2028-04-10T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
810000.00
Base Market Value
756673.65
Base Total Cost
807975
Base Unrealized Gain Loss
-51301.35
Base Accrued Interest
0
Local Market Value
756673.65
Local Total Cost Amount
807975
Local Unrealized Gain Loss
-51301.35
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: ADIENT US LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADIENT US LLC
Security Description
1% 10 Apr 2028
Maturity Date
2028-04-10T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
445500.00
Base Market Value
416170.51
Base Total Cost
444386.24
Base Unrealized Gain Loss
-28215.73
Base Accrued Interest
0
Local Market Value
416170.51
Local Total Cost Amount
444386.24
Local Unrealized Gain Loss
-28215.73
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: ADIENT GLOBAL HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADIENT GLOBAL HOLDINGS
Security Description
4.875% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
500000.00
Base Market Value
438830.00
Base Total Cost
465437.5
Base Unrealized Gain Loss
-26607.5
Base Accrued Interest
9208.33
Local Market Value
438830
Local Total Cost Amount
465437.5
Local Unrealized Gain Loss
-26607.5
Local Accrued Interest
9208.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B3
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: ADIENT GLOBAL HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADIENT GLOBAL HOLDINGS
Security Description
4.875% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
749000.00
Base Market Value
657367.34
Base Total Cost
688425
Base Unrealized Gain Loss
-31057.66
Base Accrued Interest
13794.09
Local Market Value
657367.34
Local Total Cost Amount
688425
Local Unrealized Gain Loss
-31057.66
Local Accrued Interest
13794.09
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
B3
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: ADTALEM GLOBAL EDUCATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADTALEM GLOBAL EDUCATION
Security Description
5.5% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
769000.00
Base Market Value
686332.50
Base Total Cost
764821.33
Base Unrealized Gain Loss
-78488.83
Base Accrued Interest
14098.33
Local Market Value
686332.5
Local Total Cost Amount
764821.33
Local Unrealized Gain Loss
-78488.83
Local Accrued Interest
14098.33
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: ADTALEM GLOBAL EDUCATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADTALEM GLOBAL EDUCATION
Security Description
5.5% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
824000.00
Base Market Value
735420.00
Base Total Cost
824149.22
Base Unrealized Gain Loss
-88729.22
Base Accrued Interest
15106.67
Local Market Value
735420
Local Total Cost Amount
824149.22
Local Unrealized Gain Loss
-88729.22
Local Accrued Interest
15106.67
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
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