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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: CUSHMAN + WAKEFIELD US
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CUSHMAN + WAKEFIELD US
Security Description
6.75% 15 May 2028
Maturity Date
2028-05-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
175000.00
Base Market Value
162531.25
Base Total Cost
175000
Base Unrealized Gain Loss
-12468.75
Base Accrued Interest
1509.38
Local Market Value
162531.25
Local Total Cost Amount
175000
Local Unrealized Gain Loss
-12468.75
Local Accrued Interest
1509.38
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
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: CUSHMAN + WAKEFIELD US
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CUSHMAN + WAKEFIELD US
Security Description
6.75% 15 May 2028
Maturity Date
2028-05-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
2140000.00
Base Market Value
1987525.00
Base Total Cost
2268468.76
Base Unrealized Gain Loss
-280943.76
Base Accrued Interest
18480.74
Local Market Value
1987525
Local Total Cost Amount
2268468.76
Local Unrealized Gain Loss
-280943.76
Local Accrued Interest
18480.74
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: CYBERARK SOFTWARE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CYBERARK SOFTWARE LTD
Security Description
0.01% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
4520000.00
Base Market Value
4771312.00
Base Total Cost
4566271.96
Base Unrealized Gain Loss
205040.04
Base Accrued Interest
0
Local Market Value
4771312
Local Total Cost Amount
4566271.96
Local Unrealized Gain Loss
205040.04
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: DBGS MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DBGS MORTGAGE TRUST
Security Description
1% 15 May 2035
Maturity Date
2035-05-15T00:00:00.000
Interest Rate
1.99301
Original Face
834000
Shares Par Value
762078.08
Base Market Value
751391.46
Base Total Cost
762673.46
Base Unrealized Gain Loss
-11282
Base Accrued Interest
675.04
Local Market Value
751391.46
Local Total Cost Amount
762673.46
Local Unrealized Gain Loss
-11282
Local Accrued Interest
675.04
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: DCP MIDSTREAM LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM LP
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1225000.00
Base Market Value
1076174.75
Base Total Cost
1225000
Base Unrealized Gain Loss
-148825.25
Base Accrued Interest
4015.28
Local Market Value
1076174.75
Local Total Cost Amount
1225000
Local Unrealized Gain Loss
-148825.25
Local Accrued Interest
4015.28
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
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: DCP MIDSTREAM LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM LP
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
120000.00
Base Market Value
105421.20
Base Total Cost
114000
Base Unrealized Gain Loss
-8578.8
Base Accrued Interest
393.33
Local Market Value
105421.2
Local Total Cost Amount
114000
Local Unrealized Gain Loss
-8578.8
Local Accrued Interest
393.33
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
Ba3
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: DCP MIDSTREAM LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM LP
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
900000.00
Base Market Value
790659.00
Base Total Cost
863841.21
Base Unrealized Gain Loss
-73182.21
Base Accrued Interest
2950
Local Market Value
790659
Local Total Cost Amount
863841.21
Local Unrealized Gain Loss
-73182.21
Local Accrued Interest
2950
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
6.75% 15 Sep 2037
Maturity Date
2037-09-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1160000.00
Base Market Value
1103450.00
Base Total Cost
1299800
Base Unrealized Gain Loss
-196350
Base Accrued Interest
23055.01
Local Market Value
1103450
Local Total Cost Amount
1299800
Local Unrealized Gain Loss
-196350
Local Accrued Interest
23055.01
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
1% 21 May 2043
Maturity Date
2043-05-21T00:00:00.000
Interest Rate
5.85
Original Face
0
Shares Par Value
765000.00
Base Market Value
642714.75
Base Total Cost
678250.02
Base Unrealized Gain Loss
-35535.27
Base Accrued Interest
4972.5
Local Market Value
642714.75
Local Total Cost Amount
678250.02
Local Unrealized Gain Loss
-35535.27
Local Accrued Interest
4972.5
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
ELECTRIC/GAS
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.6% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
5.6
Original Face
0
Shares Par Value
580000.00
Base Market Value
468709.60
Base Total Cost
537969.14
Base Unrealized Gain Loss
-69259.54
Base Accrued Interest
8120
Local Market Value
468709.6
Local Total Cost Amount
537969.14
Local Unrealized Gain Loss
-69259.54
Local Accrued Interest
8120
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.6% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
5.6
Original Face
0
Shares Par Value
670000.00
Base Market Value
541440.40
Base Total Cost
680018.75
Base Unrealized Gain Loss
-138578.35
Base Accrued Interest
9380
Local Market Value
541440.4
Local Total Cost Amount
680018.75
Local Unrealized Gain Loss
-138578.35
Local Accrued Interest
9380
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.375% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1380000.00
Base Market Value
1342050.00
Base Total Cost
1511100
Base Unrealized Gain Loss
-169050
Base Accrued Interest
34202.92
Local Market Value
1342050
Local Total Cost Amount
1511100
Local Unrealized Gain Loss
-169050
Local Accrued Interest
34202.92
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.125% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
475000.00
Base Market Value
427500.00
Base Total Cost
362660.71
Base Unrealized Gain Loss
64839.29
Base Accrued Interest
3110.6
Local Market Value
427500
Local Total Cost Amount
362660.71
Local Unrealized Gain Loss
64839.29
Local Accrued Interest
3110.6
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
ELECTRIC/GAS
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.125% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2005000.00
Base Market Value
1804500.00
Base Total Cost
2038438.1
Base Unrealized Gain Loss
-233938.1
Base Accrued Interest
13129.97
Local Market Value
1804500
Local Total Cost Amount
2038438.1
Local Unrealized Gain Loss
-233938.1
Local Accrued Interest
13129.97
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
ELECTRIC/GAS
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.625% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
330000.00
Base Market Value
314820.00
Base Total Cost
374550
Base Unrealized Gain Loss
-59730
Base Accrued Interest
8559.38
Local Market Value
314820
Local Total Cost Amount
374550
Local Unrealized Gain Loss
-59730
Local Accrued Interest
8559.38
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
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: DCP MIDSTREAM OPERATING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DCP MIDSTREAM OPERATING
Security Description
5.625% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
225000.00
Base Market Value
214650.00
Base Total Cost
245812.5
Base Unrealized Gain Loss
-31162.5
Base Accrued Interest
5835.95
Local Market Value
214650
Local Total Cost Amount
245812.5
Local Unrealized Gain Loss
-31162.5
Local Accrued Interest
5835.95
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: DPL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DPL INC
Security Description
4.125% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
2160000.00
Base Market Value
1994068.80
Base Total Cost
2160000
Base Unrealized Gain Loss
-165931.2
Base Accrued Interest
0
Local Market Value
1994068.8
Local Total Cost Amount
2160000
Local Unrealized Gain Loss
-165931.2
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DPL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DPL INC
Security Description
4.125% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
790000.00
Base Market Value
729312.20
Base Total Cost
805200
Base Unrealized Gain Loss
-75887.8
Base Accrued Interest
0
Local Market Value
729312.2
Local Total Cost Amount
805200
Local Unrealized Gain Loss
-75887.8
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DTE ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DTE ENERGY CO
Security Description
2.529% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
2.529
Original Face
0
Shares Par Value
4070000.00
Base Market Value
3919491.40
Base Total Cost
4338672.84
Base Unrealized Gain Loss
-419181.44
Base Accrued Interest
25732.57
Local Market Value
3919491.4
Local Total Cost Amount
4338672.84
Local Unrealized Gain Loss
-419181.44
Local Accrued Interest
25732.57
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DTE ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DTE ELECTRIC CO
Security Description
3.75% 15 Aug 2047
Maturity Date
2047-08-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1565000.00
Base Market Value
1363975.75
Base Total Cost
1839782.7
Base Unrealized Gain Loss
-475806.95
Base Accrued Interest
22170.83
Local Market Value
1363975.75
Local Total Cost Amount
1839782.7
Local Unrealized Gain Loss
-475806.95
Local Accrued Interest
22170.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Aa3
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: DT AUTO OWNER TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DT AUTO OWNER TRUST
Security Description
0.62% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
0.62
Original Face
300000
Shares Par Value
300000.00
Base Market Value
294173.31
Base Total Cost
300269.53
Base Unrealized Gain Loss
-6096.22
Base Accrued Interest
82.67
Local Market Value
294173.31
Local Total Cost Amount
300269.53
Local Unrealized Gain Loss
-6096.22
Local Accrued Interest
82.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
AUTO LOAN RECEIVABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
AUTO LOAN
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DT MIDSTREAM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DT MIDSTREAM INC
Security Description
4.125% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
490000.00
Base Market Value
415275.00
Base Total Cost
450800
Base Unrealized Gain Loss
-35525
Base Accrued Interest
898.33
Local Market Value
415275
Local Total Cost Amount
450800
Local Unrealized Gain Loss
-35525
Local Accrued Interest
898.33
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
ELECTRIC/GAS
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: DT MIDSTREAM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DT MIDSTREAM INC
Security Description
4.125% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
250000.00
Base Market Value
211875.00
Base Total Cost
235845
Base Unrealized Gain Loss
-23970
Base Accrued Interest
458.34
Local Market Value
211875
Local Total Cost Amount
235845
Local Unrealized Gain Loss
-23970
Local Accrued Interest
458.34
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
ELECTRIC/GAS
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: DT MIDSTREAM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DT MIDSTREAM INC
Security Description
4.125% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1005000.00
Base Market Value
851737.50
Base Total Cost
1007318.75
Base Unrealized Gain Loss
-155581.25
Base Accrued Interest
1842.5
Local Market Value
851737.5
Local Total Cost Amount
1007318.75
Local Unrealized Gain Loss
-155581.25
Local Accrued Interest
1842.5
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
ELECTRIC/GAS
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: DT MIDSTREAM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DT MIDSTREAM INC
Security Description
4.375% 15 Jun 2031
Maturity Date
2031-06-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1522000.00
Base Market Value
1274675.00
Base Total Cost
1545039.56
Base Unrealized Gain Loss
-270364.56
Base Accrued Interest
2959.45
Local Market Value
1274675
Local Total Cost Amount
1545039.56
Local Unrealized Gain Loss
-270364.56
Local Accrued Interest
2959.45
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: DT MIDSTREAM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DT MIDSTREAM INC
Security Description
4.375% 15 Jun 2031
Maturity Date
2031-06-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
350000.00
Base Market Value
293125.00
Base Total Cost
350000
Base Unrealized Gain Loss
-56875
Base Accrued Interest
680.56
Local Market Value
293125
Local Total Cost Amount
350000
Local Unrealized Gain Loss
-56875
Local Accrued Interest
680.56
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
ELECTRIC/GAS
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: DT MIDSTREAM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DT MIDSTREAM INC
Security Description
4.375% 15 Jun 2031
Maturity Date
2031-06-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1042000.00
Base Market Value
872675.00
Base Total Cost
1046596.92
Base Unrealized Gain Loss
-173921.92
Base Accrued Interest
2026.11
Local Market Value
872675
Local Total Cost Amount
1046596.92
Local Unrealized Gain Loss
-173921.92
Local Accrued Interest
2026.11
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
ELECTRIC/GAS
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: DT MIDSTREAM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DT MIDSTREAM INC
Security Description
4.3% 15 Apr 2032
Maturity Date
2032-04-15T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
1101000.00
Base Market Value
1009418.82
Base Total Cost
1099480.62
Base Unrealized Gain Loss
-90061.8
Base Accrued Interest
10520.66
Local Market Value
1009418.82
Local Total Cost Amount
1099480.62
Local Unrealized Gain Loss
-90061.8
Local Accrued Interest
10520.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MERCEDES BENZ FIN NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCEDES BENZ FIN NA
Security Description
3.3% 19 May 2025
Maturity Date
2025-05-19T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
5565000.00
Base Market Value
5455981.65
Base Total Cost
6037047.56
Base Unrealized Gain Loss
-581065.91
Base Accrued Interest
21425.25
Local Market Value
5455981.65
Local Total Cost Amount
6037047.56
Local Unrealized Gain Loss
-581065.91
Local Accrued Interest
21425.25
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
FINANCE
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: MERCEDES BENZ FIN NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCEDES BENZ FIN NA
Security Description
2.125% 10 Mar 2025
Maturity Date
2025-03-10T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
3635000.00
Base Market Value
3455612.75
Base Total Cost
3494426.9
Base Unrealized Gain Loss
-38814.15
Base Accrued Interest
23816.82
Local Market Value
3455612.75
Local Total Cost Amount
3494426.9
Local Unrealized Gain Loss
-38814.15
Local Accrued Interest
23816.82
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
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: DAIMLER TRUCKS FINAN NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAIMLER TRUCKS FINAN NA
Security Description
2.5% 14 Dec 2031
Maturity Date
2031-12-14T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
350000.00
Base Market Value
285190.50
Base Total Cost
347424
Base Unrealized Gain Loss
-62233.5
Base Accrued Interest
413.19
Local Market Value
285190.5
Local Total Cost Amount
347424
Local Unrealized Gain Loss
-62233.5
Local Accrued Interest
413.19
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
A3
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: DAIMLER TRUCKS FINAN NA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAIMLER TRUCKS FINAN NA
Security Description
3.65% 07 Apr 2027
Maturity Date
2027-04-07T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
6810000.00
Base Market Value
6523639.50
Base Total Cost
6796448.1
Base Unrealized Gain Loss
-272808.6
Base Accrued Interest
57998.5
Local Market Value
6523639.5
Local Total Cost Amount
6796448.1
Local Unrealized Gain Loss
-272808.6
Local Accrued Interest
57998.5
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
A3
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: DANA FINANCING LUX SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA FINANCING LUX SARL
Security Description
5.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
620000.00
Base Market Value
592007.00
Base Total Cost
647775
Base Unrealized Gain Loss
-55768
Base Accrued Interest
7526.1
Local Market Value
592007
Local Total Cost Amount
647775
Local Unrealized Gain Loss
-55768
Local Accrued Interest
7526.1
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
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: DANA FINANCING LUX SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA FINANCING LUX SARL
Security Description
5.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1405000.00
Base Market Value
1341564.25
Base Total Cost
1439491.29
Base Unrealized Gain Loss
-97927.04
Base Accrued Interest
17055.12
Local Market Value
1341564.25
Local Total Cost Amount
1439491.29
Local Unrealized Gain Loss
-97927.04
Local Accrued Interest
17055.12
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
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: DANA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA INC
Security Description
5.375% 15 Nov 2027
Maturity Date
2027-11-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
340000.00
Base Market Value
294606.60
Base Total Cost
340000
Base Unrealized Gain Loss
-45393.4
Base Accrued Interest
2335.14
Local Market Value
294606.6
Local Total Cost Amount
340000
Local Unrealized Gain Loss
-45393.4
Local Accrued Interest
2335.14
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: DANA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA INC
Security Description
5.625% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
105000.00
Base Market Value
90381.90
Base Total Cost
105300
Base Unrealized Gain Loss
-14918.1
Base Accrued Interest
262.5
Local Market Value
90381.9
Local Total Cost Amount
105300
Local Unrealized Gain Loss
-14918.1
Local Accrued Interest
262.5
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: DANA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANA INC
Security Description
4.5% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
50000.00
Base Market Value
36939.00
Base Total Cost
46875
Base Unrealized Gain Loss
-9936
Base Accrued Interest
1356.25
Local Market Value
36939
Local Total Cost Amount
46875
Local Unrealized Gain Loss
-9936
Local Accrued Interest
1356.25
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
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: DANAHER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANAHER CORP
Security Description
2.8% 10 Dec 2051
Maturity Date
2051-12-10T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
2645000.00
Base Market Value
1905405.10
Base Total Cost
1958410.9
Base Unrealized Gain Loss
-53005.8
Base Accrued Interest
4320.17
Local Market Value
1905405.1
Local Total Cost Amount
1958410.9
Local Unrealized Gain Loss
-53005.8
Local Accrued Interest
4320.17
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
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: DARLING INGREDIENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DARLING INGREDIENTS INC
Security Description
5.25% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
175000.00
Base Market Value
169312.50
Base Total Cost
175250
Base Unrealized Gain Loss
-5937.5
Base Accrued Interest
1939.58
Local Market Value
169312.5
Local Total Cost Amount
175250
Local Unrealized Gain Loss
-5937.5
Local Accrued Interest
1939.58
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
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: DARLING INGREDIENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DARLING INGREDIENTS INC
Security Description
6% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
560000.00
Base Market Value
558124.00
Base Total Cost
560000
Base Unrealized Gain Loss
-1876
Base Accrued Interest
2053.33
Local Market Value
558124
Local Total Cost Amount
560000
Local Unrealized Gain Loss
-1876
Local Accrued Interest
2053.33
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
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: DARLING INGREDIENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DARLING INGREDIENTS INC
Security Description
6% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
700000.00
Base Market Value
697655.00
Base Total Cost
700000
Base Unrealized Gain Loss
-2345
Base Accrued Interest
2566.67
Local Market Value
697655
Local Total Cost Amount
700000
Local Unrealized Gain Loss
-2345
Local Accrued Interest
2566.67
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
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: DARLING INGREDIENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DARLING INGREDIENTS INC
Security Description
6% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
435000.00
Base Market Value
433542.75
Base Total Cost
435000
Base Unrealized Gain Loss
-1457.25
Base Accrued Interest
1595
Local Market Value
433542.75
Local Total Cost Amount
435000
Local Unrealized Gain Loss
-1457.25
Local Accrued Interest
1595
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: DARLING INGREDIENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DARLING INGREDIENTS INC
Security Description
6% 15 Jun 2030
Interest Rate
6
Original Face
0
Shares Par Value
715000.00
Base Market Value
712604.75
Base Total Cost
715000
Base Unrealized Gain Loss
-2395.25
Base Accrued Interest
2621.67
Local Market Value
712604.75
Local Total Cost Amount
715000
Local Unrealized Gain Loss
-2395.25
Local Accrued Interest
2621.67
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
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: DARLING INGREDIENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DARLING INGREDIENTS INC
Security Description
6% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
402000.00
Base Market Value
400653.30
Base Total Cost
402000
Base Unrealized Gain Loss
-1346.7
Base Accrued Interest
1474
Local Market Value
400653.3
Local Total Cost Amount
402000
Local Unrealized Gain Loss
-1346.7
Local Accrued Interest
1474
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: DARLING INGREDIENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DARLING INGREDIENTS INC
Security Description
6% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
50000.00
Base Market Value
49832.50
Base Total Cost
50000
Base Unrealized Gain Loss
-167.5
Base Accrued Interest
183.33
Local Market Value
49832.5
Local Total Cost Amount
50000
Local Unrealized Gain Loss
-167.5
Local Accrued Interest
183.33
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
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: DAVE + BUSTER S INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVE + BUSTER S INC
Security Description
7.625% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1437000.00
Base Market Value
1419037.50
Base Total Cost
1453355.67
Base Unrealized Gain Loss
-34318.17
Base Accrued Interest
18261.87
Local Market Value
1419037.5
Local Total Cost Amount
1453355.67
Local Unrealized Gain Loss
-34318.17
Local Accrued Interest
18261.87
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: DAVE + BUSTER S INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVE + BUSTER S INC
Security Description
7.625% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
380000.00
Base Market Value
375250.00
Base Total Cost
381125
Base Unrealized Gain Loss
-5875
Base Accrued Interest
4829.16
Local Market Value
375250
Local Total Cost Amount
381125
Local Unrealized Gain Loss
-5875
Local Accrued Interest
4829.16
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
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: DAVE + BUSTER S INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVE + BUSTER S INC
Security Description
7.625% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1197000.00
Base Market Value
1182037.50
Base Total Cost
1240349.97
Base Unrealized Gain Loss
-58312.47
Base Accrued Interest
15211.87
Local Market Value
1182037.5
Local Total Cost Amount
1240349.97
Local Unrealized Gain Loss
-58312.47
Local Accrued Interest
15211.87
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: DAVE + BUSTER S INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVE + BUSTER S INC
Security Description
7.625% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1476000.00
Base Market Value
1457550.00
Base Total Cost
1496706
Base Unrealized Gain Loss
-39156
Base Accrued Interest
18757.49
Local Market Value
1457550
Local Total Cost Amount
1496706
Local Unrealized Gain Loss
-39156
Local Accrued Interest
18757.49
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
4.625% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1870000.00
Base Market Value
1458338.20
Base Total Cost
1898767.56
Base Unrealized Gain Loss
-440429.36
Base Accrued Interest
7207.29
Local Market Value
1458338.2
Local Total Cost Amount
1898767.56
Local Unrealized Gain Loss
-440429.36
Local Accrued Interest
7207.29
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
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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