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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: 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
287000.00
Base Market Value
256147.50
Base Total Cost
287000
Base Unrealized Gain Loss
-30852.5
Base Accrued Interest
5261.67
Local Market Value
256147.5
Local Total Cost Amount
287000
Local Unrealized Gain Loss
-30852.5
Local Accrued Interest
5261.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AERCAP GLOBAL AVIATION T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP GLOBAL AVIATION T
Security Description
1% 15 Jun 2045
Maturity Date
2045-06-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
2080000.00
Base Market Value
1909107.20
Base Total Cost
1855207.5
Base Unrealized Gain Loss
53899.7
Base Accrued Interest
6008.88
Local Market Value
1909107.2
Local Total Cost Amount
1855207.5
Local Unrealized Gain Loss
53899.7
Local Accrued Interest
6008.88
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
Ba1
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: AECOM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AECOM
Security Description
5.125% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1326000.00
Base Market Value
1253070.00
Base Total Cost
1299312.99
Base Unrealized Gain Loss
-46242.99
Base Accrued Interest
20009.7
Local Market Value
1253070
Local Total Cost Amount
1299312.99
Local Unrealized Gain Loss
-46242.99
Local Accrued Interest
20009.7
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
3.65% 21 Jul 2027
Maturity Date
2027-07-21T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
1076000.00
Base Market Value
977233.96
Base Total Cost
1140732.16
Base Unrealized Gain Loss
-163498.2
Base Accrued Interest
17455.11
Local Market Value
977233.96
Local Total Cost Amount
1140732.16
Local Unrealized Gain Loss
-163498.2
Local Accrued Interest
17455.11
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
3.3% 23 Jan 2023
Maturity Date
2023-01-23T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
5765000.00
Base Market Value
5742055.30
Base Total Cost
5750011
Base Unrealized Gain Loss
-7955.7
Base Accrued Interest
83496.42
Local Market Value
5742055.3
Local Total Cost Amount
5750011
Local Unrealized Gain Loss
-7955.7
Local Accrued Interest
83496.42
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
4.45% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1932780.00
Base Total Cost
2207040
Base Unrealized Gain Loss
-274260
Base Accrued Interest
22250
Local Market Value
1932780
Local Total Cost Amount
2207040
Local Unrealized Gain Loss
-274260
Local Accrued Interest
22250
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
4.875% 16 Jan 2024
Maturity Date
2024-01-16T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
545000.00
Base Market Value
542149.65
Base Total Cost
566069.7
Base Unrealized Gain Loss
-23920.05
Base Accrued Interest
12177.34
Local Market Value
542149.65
Local Total Cost Amount
566069.7
Local Unrealized Gain Loss
-23920.05
Local Accrued Interest
12177.34
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
4.45% 03 Apr 2026
Maturity Date
2026-04-03T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
510000.00
Base Market Value
487009.20
Base Total Cost
556512
Base Unrealized Gain Loss
-69502.8
Base Accrued Interest
5547.67
Local Market Value
487009.2
Local Total Cost Amount
556512
Local Unrealized Gain Loss
-69502.8
Local Accrued Interest
5547.67
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
OTHER YANKEE
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
4.45% 03 Apr 2026
Maturity Date
2026-04-03T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
2215000.00
Base Market Value
2115147.80
Base Total Cost
2266187.4
Base Unrealized Gain Loss
-151039.6
Base Accrued Interest
24094.27
Local Market Value
2115147.8
Local Total Cost Amount
2266187.4
Local Unrealized Gain Loss
-151039.6
Local Accrued Interest
24094.27
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
4.45% 03 Apr 2026
Interest Rate
4.45
Original Face
0
Shares Par Value
6500000.00
Base Market Value
6206980.00
Base Total Cost
6352865
Base Unrealized Gain Loss
-145885
Base Accrued Interest
70705.56
Local Market Value
6206980
Local Total Cost Amount
6352865
Local Unrealized Gain Loss
-145885
Local Accrued Interest
70705.56
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
6.5% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
6300000.00
Base Market Value
6446034.00
Base Total Cost
6889602
Base Unrealized Gain Loss
-443568
Base Accrued Interest
188824.99
Local Market Value
6446034
Local Total Cost Amount
6889602
Local Unrealized Gain Loss
-443568
Local Accrued Interest
188824.99
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
4.625% 15 Oct 2027
Interest Rate
4.625
Original Face
0
Shares Par Value
2700000.00
Base Market Value
2541726.00
Base Total Cost
3021769
Base Unrealized Gain Loss
-480043
Base Accrued Interest
26362.5
Local Market Value
2541726
Local Total Cost Amount
3021769
Local Unrealized Gain Loss
-480043
Local Accrued Interest
26362.5
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
OTHER YANKEE
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
1.75% 30 Jan 2026
Maturity Date
2026-01-30T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
7545000.00
Base Market Value
6594556.35
Base Total Cost
7399327.15
Base Unrealized Gain Loss
-804770.8
Base Accrued Interest
55382.4
Local Market Value
6594556.35
Local Total Cost Amount
7399327.15
Local Unrealized Gain Loss
-804770.8
Local Accrued Interest
55382.4
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
1.75% 30 Jan 2026
Maturity Date
2026-01-30T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
1230000.00
Base Market Value
1075056.90
Base Total Cost
1212042
Base Unrealized Gain Loss
-136985.1
Base Accrued Interest
9028.54
Local Market Value
1075056.9
Local Total Cost Amount
1212042
Local Unrealized Gain Loss
-136985.1
Local Accrued Interest
9028.54
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
2.45% 29 Oct 2026
Maturity Date
2026-10-29T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
1729000.00
Base Market Value
1505544.04
Base Total Cost
1726095.28
Base Unrealized Gain Loss
-220551.24
Base Accrued Interest
7295.42
Local Market Value
1505544.04
Local Total Cost Amount
1726095.28
Local Unrealized Gain Loss
-220551.24
Local Accrued Interest
7295.42
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
2.45% 29 Oct 2026
Maturity Date
2026-10-29T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
4879000.00
Base Market Value
4248438.04
Base Total Cost
4514733.86
Base Unrealized Gain Loss
-266295.82
Base Accrued Interest
20586.67
Local Market Value
4248438.04
Local Total Cost Amount
4514733.86
Local Unrealized Gain Loss
-266295.82
Local Accrued Interest
20586.67
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
OTHER YANKEE
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
3% 29 Oct 2028
Maturity Date
2028-10-29T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
6475000.00
Base Market Value
5454022.00
Base Total Cost
6463215.5
Base Unrealized Gain Loss
-1009193.5
Base Accrued Interest
33454.17
Local Market Value
5454022
Local Total Cost Amount
6463215.5
Local Unrealized Gain Loss
-1009193.5
Local Accrued Interest
33454.17
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
OTHER YANKEE
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
3.4% 29 Oct 2033
Maturity Date
2033-10-29T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
4930000.00
Base Market Value
3892777.30
Base Total Cost
4908801
Base Unrealized Gain Loss
-1016023.7
Base Accrued Interest
28867.89
Local Market Value
3892777.3
Local Total Cost Amount
4908801
Local Unrealized Gain Loss
-1016023.7
Local Accrued Interest
28867.89
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
OTHER YANKEE
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
3.4% 29 Oct 2033
Maturity Date
2033-10-29T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
7675000.00
Base Market Value
6060256.75
Base Total Cost
7641997.5
Base Unrealized Gain Loss
-1581740.75
Base Accrued Interest
44941.39
Local Market Value
6060256.75
Local Total Cost Amount
7641997.5
Local Unrealized Gain Loss
-1581740.75
Local Accrued Interest
44941.39
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
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
3.4% 29 Oct 2033
Maturity Date
2033-10-29T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
300000.00
Base Market Value
236883.00
Base Total Cost
298710
Base Unrealized Gain Loss
-61827
Base Accrued Interest
1756.67
Local Market Value
236883
Local Total Cost Amount
298710
Local Unrealized Gain Loss
-61827
Local Accrued Interest
1756.67
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
OTHER YANKEE
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: AERCAP IRELAND CAP/GLOBA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AERCAP IRELAND CAP/GLOBA
Security Description
3.85% 29 Oct 2041
Maturity Date
2041-10-29T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
4040000.00
Base Market Value
2911102.80
Base Total Cost
4030506
Base Unrealized Gain Loss
-1119403.2
Base Accrued Interest
26787.44
Local Market Value
2911102.8
Local Total Cost Amount
4030506
Local Unrealized Gain Loss
-1119403.2
Local Accrued Interest
26787.44
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
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: ADVANTAGE SALES + MARKET
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANTAGE SALES + MARKET
Security Description
6.5% 15 Nov 2028
Maturity Date
2028-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1655000.00
Base Market Value
1419112.85
Base Total Cost
1674762.5
Base Unrealized Gain Loss
-255649.65
Base Accrued Interest
13745.69
Local Market Value
1419112.85
Local Total Cost Amount
1674762.5
Local Unrealized Gain Loss
-255649.65
Local Accrued Interest
13745.69
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ADVANCED MICRO DEVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED MICRO DEVICES
Security Description
3.924% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
3.924
Original Face
0
Shares Par Value
739000.00
Base Market Value
727316.41
Base Total Cost
739271.83
Base Unrealized Gain Loss
-11955.42
Base Accrued Interest
1772.12
Local Market Value
727316.41
Local Total Cost Amount
739271.83
Local Unrealized Gain Loss
-11955.42
Local Accrued Interest
1772.12
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ADVANCED MICRO DEVICES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED MICRO DEVICES
Security Description
4.393% 01 Jun 2052
Maturity Date
2052-06-01T00:00:00.000
Interest Rate
4.393
Original Face
0
Shares Par Value
981000.00
Base Market Value
954679.77
Base Total Cost
978257.44
Base Unrealized Gain Loss
-23577.67
Base Accrued Interest
2633.6
Local Market Value
954679.77
Local Total Cost Amount
978257.44
Local Unrealized Gain Loss
-23577.67
Local Accrued Interest
2633.6
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
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: ADVANCED DRAINAGE SYSTEM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED DRAINAGE SYSTEM
Security Description
5% 30 Sep 2027
Maturity Date
2027-09-30T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
675000.00
Base Market Value
622363.50
Base Total Cost
699975
Base Unrealized Gain Loss
-77611.5
Base Accrued Interest
8437.5
Local Market Value
622363.5
Local Total Cost Amount
699975
Local Unrealized Gain Loss
-77611.5
Local Accrued Interest
8437.5
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
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: ADVANCED DRAINAGE SYSTEM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED DRAINAGE SYSTEM
Security Description
5% 30 Sep 2027
Maturity Date
2027-09-30T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
75000.00
Base Market Value
69151.50
Base Total Cost
75000
Base Unrealized Gain Loss
-5848.5
Base Accrued Interest
937.5
Local Market Value
69151.5
Local Total Cost Amount
75000
Local Unrealized Gain Loss
-5848.5
Local Accrued Interest
937.5
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
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: ADVANCED DRAINAGE SYSTEM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED DRAINAGE SYSTEM
Security Description
6.375% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
495000.00
Base Market Value
483402.15
Base Total Cost
495000
Base Unrealized Gain Loss
-11597.85
Base Accrued Interest
1928.44
Local Market Value
483402.15
Local Total Cost Amount
495000
Local Unrealized Gain Loss
-11597.85
Local Accrued Interest
1928.44
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
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
EUR
Local Currency Code: EUR • Trade Country Name: INTERNATIONAL • Security Name: EURO CURRENCY
Local Currency Code
EUR
Trade Country Name
INTERNATIONAL
Security Name
EURO CURRENCY
Interest Rate
0
Original Face
0
Shares Par Value
2406.19
Base Market Value
2578.84
Base Total Cost
2557.52
Base Unrealized Gain Loss
21.32
Base Accrued Interest
0
Local Market Value
2406.19
Local Total Cost Amount
2406.19
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2024-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2025-03-03T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ADVANCED DRAINAGE SYSTEM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED DRAINAGE SYSTEM
Security Description
6.375% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1005000.00
Base Market Value
981452.85
Base Total Cost
1005000
Base Unrealized Gain Loss
-23547.15
Base Accrued Interest
3915.31
Local Market Value
981452.85
Local Total Cost Amount
1005000
Local Unrealized Gain Loss
-23547.15
Local Accrued Interest
3915.31
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
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: ADVANCED DRAINAGE SYSTEM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED DRAINAGE SYSTEM
Security Description
6.375% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
182000.00
Base Market Value
177735.74
Base Total Cost
182000
Base Unrealized Gain Loss
-4264.26
Base Accrued Interest
709.04
Local Market Value
177735.74
Local Total Cost Amount
182000
Local Unrealized Gain Loss
-4264.26
Local Accrued Interest
709.04
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
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: ADVANCED DRAINAGE SYSTEM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED DRAINAGE SYSTEM
Security Description
6.375% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
410000.00
Base Market Value
400393.70
Base Total Cost
413550
Base Unrealized Gain Loss
-13156.3
Base Accrued Interest
1597.31
Local Market Value
400393.7
Local Total Cost Amount
413550
Local Unrealized Gain Loss
-13156.3
Local Accrued Interest
1597.31
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
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: ADVANCED DRAINAGE SYSTEM
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVANCED DRAINAGE SYSTEM
Security Description
6.375% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
150000.00
Base Market Value
146485.50
Base Total Cost
150281.25
Base Unrealized Gain Loss
-3795.75
Base Accrued Interest
584.38
Local Market Value
146485.5
Local Total Cost Amount
150281.25
Local Unrealized Gain Loss
-3795.75
Local Accrued Interest
584.38
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
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: ADVISOR GROUP HOLDINGS I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADVISOR GROUP HOLDINGS I
Security Description
10.75% 01 Aug 2027
Maturity Date
2027-08-01T00:00:00.000
Interest Rate
10.75
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1137212.00
Base Total Cost
1292150
Base Unrealized Gain Loss
-154938
Base Accrued Interest
51510.42
Local Market Value
1137212
Local Total Cost Amount
1292150
Local Unrealized Gain Loss
-154938
Local Accrued Interest
51510.42
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AETHON UN/AETHIN UN FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETHON UN/AETHIN UN FIN
Security Description
8.25% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1070000.00
Base Market Value
1039772.50
Base Total Cost
1070000
Base Unrealized Gain Loss
-30227.5
Base Accrued Interest
33348.33
Local Market Value
1039772.5
Local Total Cost Amount
1070000
Local Unrealized Gain Loss
-30227.5
Local Accrued Interest
33348.33
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
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: AETHON UN/AETHIN UN FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETHON UN/AETHIN UN FIN
Security Description
8.25% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1394000.00
Base Market Value
1354619.50
Base Total Cost
1406282.5
Base Unrealized Gain Loss
-51663
Base Accrued Interest
43446.34
Local Market Value
1354619.5
Local Total Cost Amount
1406282.5
Local Unrealized Gain Loss
-51663
Local Accrued Interest
43446.34
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
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: AETHON UN/AETHIN UN FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETHON UN/AETHIN UN FIN
Security Description
8.25% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1062000.00
Base Market Value
1031998.50
Base Total Cost
1108701.25
Base Unrealized Gain Loss
-76702.75
Base Accrued Interest
33099.02
Local Market Value
1031998.5
Local Total Cost Amount
1108701.25
Local Unrealized Gain Loss
-76702.75
Local Accrued Interest
33099.02
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: AETHON UN/AETHIN UN FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETHON UN/AETHIN UN FIN
Security Description
8.25% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
375000.00
Base Market Value
364406.25
Base Total Cost
375000
Base Unrealized Gain Loss
-10593.75
Base Accrued Interest
11687.5
Local Market Value
364406.25
Local Total Cost Amount
375000
Local Unrealized Gain Loss
-10593.75
Local Accrued Interest
11687.5
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
4.125% 15 Nov 2042
Maturity Date
2042-11-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1535000.00
Base Market Value
1303291.75
Base Total Cost
1786816.75
Base Unrealized Gain Loss
-483525
Base Accrued Interest
8090.73
Local Market Value
1303291.75
Local Total Cost Amount
1786816.75
Local Unrealized Gain Loss
-483525
Local Accrued Interest
8090.73
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: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
4.75% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
544000.00
Base Market Value
498880.64
Base Total Cost
673001.87
Base Unrealized Gain Loss
-174121.23
Base Accrued Interest
7608.44
Local Market Value
498880.64
Local Total Cost Amount
673001.87
Local Unrealized Gain Loss
-174121.23
Local Accrued Interest
7608.44
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
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: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
2.8% 15 Jun 2023
Interest Rate
2.8
Original Face
0
Shares Par Value
3350000.00
Base Market Value
3308460.00
Base Total Cost
3521252
Base Unrealized Gain Loss
-212792
Base Accrued Interest
4168.89
Local Market Value
3308460
Local Total Cost Amount
3521252
Local Unrealized Gain Loss
-212792
Local Accrued Interest
4168.89
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
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
2.8% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
1475000.00
Base Market Value
1456710.00
Base Total Cost
1524014.25
Base Unrealized Gain Loss
-67304.25
Base Accrued Interest
1835.56
Local Market Value
1456710
Local Total Cost Amount
1524014.25
Local Unrealized Gain Loss
-67304.25
Local Accrued Interest
1835.56
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
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AETNA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AETNA INC
Security Description
3.875% 15 Aug 2047
Maturity Date
2047-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
526000.00
Base Market Value
434512.82
Base Total Cost
588876.52
Base Unrealized Gain Loss
-154363.7
Base Accrued Interest
7700.05
Local Market Value
434512.82
Local Total Cost Amount
588876.52
Local Unrealized Gain Loss
-154363.7
Local Accrued Interest
7700.05
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
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: AFFINITY GAMING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AFFINITY GAMING
Security Description
6.875% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1285000.00
Base Market Value
1079451.40
Base Total Cost
1294950
Base Unrealized Gain Loss
-215498.6
Base Accrued Interest
7361.98
Local Market Value
1079451.4
Local Total Cost Amount
1294950
Local Unrealized Gain Loss
-215498.6
Local Accrued Interest
7361.98
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: AFFINITY GAMING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AFFINITY GAMING
Security Description
6.875% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
600000.00
Base Market Value
504024.00
Base Total Cost
606665.3
Base Unrealized Gain Loss
-102641.3
Base Accrued Interest
3437.5
Local Market Value
504024
Local Total Cost Amount
606665.3
Local Unrealized Gain Loss
-102641.3
Local Accrued Interest
3437.5
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
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: AFFINITY GAMING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AFFINITY GAMING
Security Description
6.875% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
250000.00
Base Market Value
210010.00
Base Total Cost
255156.25
Base Unrealized Gain Loss
-45146.25
Base Accrued Interest
1432.3
Local Market Value
210010
Local Total Cost Amount
255156.25
Local Unrealized Gain Loss
-45146.25
Local Accrued Interest
1432.3
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: AHEAD DB HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AHEAD DB HOLDINGS LLC
Security Description
1% 18 Oct 2027
Maturity Date
2027-10-18T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
816749.98
Base Market Value
770603.61
Base Total Cost
816749.98
Base Unrealized Gain Loss
-46146.37
Base Accrued Interest
0
Local Market Value
770603.61
Local Total Cost Amount
816749.98
Local Unrealized Gain Loss
-46146.37
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: AHERN RENTALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AHERN RENTALS INC
Security Description
7.375% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
775000.00
Base Market Value
596750.00
Base Total Cost
557248.46
Base Unrealized Gain Loss
39501.54
Base Accrued Interest
7303.29
Local Market Value
596750
Local Total Cost Amount
557248.46
Local Unrealized Gain Loss
39501.54
Local Accrued Interest
7303.29
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
Caa3
S And P Quality Rating
C
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: AHERN RENTALS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AHERN RENTALS INC
Security Description
7.375% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1235000.00
Base Market Value
950950.00
Base Total Cost
589712.5
Base Unrealized Gain Loss
361237.5
Base Accrued Interest
11638.16
Local Market Value
950950
Local Total Cost Amount
589712.5
Local Unrealized Gain Loss
361237.5
Local Accrued Interest
11638.16
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
Caa3
S And P Quality Rating
C
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: AHEAD DB HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AHEAD DB HOLDINGS LLC
Security Description
6.625% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1045000.00
Base Market Value
866305.00
Base Total Cost
960948.66
Base Unrealized Gain Loss
-94643.66
Base Accrued Interest
11538.54
Local Market Value
866305
Local Total Cost Amount
960948.66
Local Unrealized Gain Loss
-94643.66
Local Accrued Interest
11538.54
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
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: AHEAD DB HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AHEAD DB HOLDINGS LLC
Security Description
6.625% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1145000.00
Base Market Value
949205.00
Base Total Cost
1157937.5
Base Unrealized Gain Loss
-208732.5
Base Accrued Interest
12642.71
Local Market Value
949205
Local Total Cost Amount
1157937.5
Local Unrealized Gain Loss
-208732.5
Local Accrued Interest
12642.71
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
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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