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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: EMBRAER NETHERLANDS FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMBRAER NETHERLANDS FINA
Security Description
5.4% 01 Feb 2027
Interest Rate
5.4
Original Face
0
Shares Par Value
5500000.00
Base Market Value
5210040.00
Base Total Cost
5766500
Base Unrealized Gain Loss
-556460
Base Accrued Interest
123750
Local Market Value
5210040
Local Total Cost Amount
5766500
Local Unrealized Gain Loss
-556460
Local Accrued Interest
123750
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
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: EMBECTA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMBECTA CORP
Security Description
5% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1148000.00
Base Market Value
963677.12
Base Total Cost
1153740
Base Unrealized Gain Loss
-190062.88
Base Accrued Interest
22481.66
Local Market Value
963677.12
Local Total Cost Amount
1153740
Local Unrealized Gain Loss
-190062.88
Local Accrued Interest
22481.66
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
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: EMERGENT BIOSOLUTIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMERGENT BIOSOLUTIONS
Security Description
3.875% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
500000.00
Base Market Value
354465.00
Base Total Cost
499543.75
Base Unrealized Gain Loss
-145078.75
Base Accrued Interest
7319.43
Local Market Value
354465
Local Total Cost Amount
499543.75
Local Unrealized Gain Loss
-145078.75
Local Accrued Interest
7319.43
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: EMERGENT BIOSOLUTIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMERGENT BIOSOLUTIONS
Security Description
3.875% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
205000.00
Base Market Value
145330.65
Base Total Cost
206910.9
Base Unrealized Gain Loss
-61580.25
Base Accrued Interest
3000.97
Local Market Value
145330.65
Local Total Cost Amount
206910.9
Local Unrealized Gain Loss
-61580.25
Local Accrued Interest
3000.97
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
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: EMERSON ELECTRIC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMERSON ELECTRIC CO
Security Description
2.8% 21 Dec 2051
Maturity Date
2051-12-21T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
3980000.00
Base Market Value
2902096.60
Base Total Cost
3971164.4
Base Unrealized Gain Loss
-1069067.8
Base Accrued Interest
3095.56
Local Market Value
2902096.6
Local Total Cost Amount
3971164.4
Local Unrealized Gain Loss
-1069067.8
Local Accrued Interest
3095.56
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
A2
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: EMERALD TOPCO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMERALD TOPCO INC
Security Description
1% 24 Jul 2026
Maturity Date
2026-07-24T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
0.47
Base Market Value
0.44
Base Total Cost
0.47
Base Unrealized Gain Loss
-0.03
Base Accrued Interest
0
Local Market Value
0.44
Local Total Cost Amount
0.47
Local Unrealized Gain Loss
-0.03
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: EMERA US FINANCE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMERA US FINANCE LP
Security Description
3.55% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
805000.00
Base Market Value
770449.40
Base Total Cost
881080.55
Base Unrealized Gain Loss
-110631.15
Base Accrued Interest
1270.11
Local Market Value
770449.4
Local Total Cost Amount
881080.55
Local Unrealized Gain Loss
-110631.15
Local Accrued Interest
1270.11
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
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: EMPIRE COMMUNITIES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMPIRE COMMUNITIES CORP
Security Description
7% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
816000.00
Base Market Value
644640.00
Base Total Cost
850675.53
Base Unrealized Gain Loss
-206035.53
Base Accrued Interest
2538.67
Local Market Value
644640
Local Total Cost Amount
850675.53
Local Unrealized Gain Loss
-206035.53
Local Accrued Interest
2538.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: EMPIRE COMMUNITIES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMPIRE COMMUNITIES CORP
Security Description
7% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
250000.00
Base Market Value
197500.00
Base Total Cost
252625
Base Unrealized Gain Loss
-55125
Base Accrued Interest
777.78
Local Market Value
197500
Local Total Cost Amount
252625
Local Unrealized Gain Loss
-55125
Local Accrued Interest
777.78
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: EMPIRE RESORTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EMPIRE RESORTS INC
Security Description
7.75% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
200000.00
Base Market Value
179000.00
Base Total Cost
202250
Base Unrealized Gain Loss
-23250
Base Accrued Interest
2583.33
Local Market Value
179000
Local Total Cost Amount
202250
Local Unrealized Gain Loss
-23250
Local Accrued Interest
2583.33
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
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: ENEL GENERACION CHILE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENEL GENERACION CHILE SA
Security Description
7.875% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
390000.00
Base Market Value
417245.40
Base Total Cost
483112.5
Base Unrealized Gain Loss
-65867.1
Base Accrued Interest
12796.88
Local Market Value
417245.4
Local Total Cost Amount
483112.5
Local Unrealized Gain Loss
-65867.1
Local Accrued Interest
12796.88
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
ELECTRIC/GAS
Moody S Quality Rating
WR
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: ENERGY TRANSFER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER LP
Security Description
4.4% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
430000.00
Base Market Value
416416.30
Base Total Cost
326603
Base Unrealized Gain Loss
89813.3
Base Accrued Interest
5570.89
Local Market Value
416416.3
Local Total Cost Amount
326603
Local Unrealized Gain Loss
89813.3
Local Accrued Interest
5570.89
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
ELECTRIC/GAS
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: ENERGY TRANSFER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER LP
Security Description
4.95% 15 May 2028
Maturity Date
2028-05-15T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
415000.00
Base Market Value
405650.05
Base Total Cost
349800
Base Unrealized Gain Loss
55850.05
Base Accrued Interest
2624.88
Local Market Value
405650.05
Local Total Cost Amount
349800
Local Unrealized Gain Loss
55850.05
Local Accrued Interest
2624.88
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
ELECTRIC/GAS
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: ENERGY TRANSFER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGY TRANSFER LP
Security Description
4.15% 15 Sep 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
500000.00
Base Market Value
457710.00
Base Total Cost
461250
Base Unrealized Gain Loss
-3540
Base Accrued Interest
6109.72
Local Market Value
457710
Local Total Cost Amount
461250
Local Unrealized Gain Loss
-3540
Local Accrued Interest
6109.72
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
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: ENBRIDGE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENBRIDGE INC
Security Description
1% 15 Jan 2077
Maturity Date
2077-01-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
600000.00
Base Market Value
555024.00
Base Total Cost
630000
Base Unrealized Gain Loss
-74976
Base Accrued Interest
16600
Local Market Value
555024
Local Total Cost Amount
630000
Local Unrealized Gain Loss
-74976
Local Accrued Interest
16600
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: ENBRIDGE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENBRIDGE INC
Security Description
3.7% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
355000.00
Base Market Value
339979.95
Base Total Cost
389676.4
Base Unrealized Gain Loss
-49696.45
Base Accrued Interest
6056.69
Local Market Value
339979.95
Local Total Cost Amount
389676.4
Local Unrealized Gain Loss
-49696.45
Local Accrued Interest
6056.69
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENBRIDGE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENBRIDGE INC
Security Description
2.5% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
1015000.00
Base Market Value
976633.00
Base Total Cost
1055863.9
Base Unrealized Gain Loss
-79230.9
Base Accrued Interest
11700.69
Local Market Value
976633
Local Total Cost Amount
1055863.9
Local Unrealized Gain Loss
-79230.9
Local Accrued Interest
11700.69
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENBRIDGE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENBRIDGE INC
Security Description
2.5% 01 Aug 2033
Maturity Date
2033-08-01T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
3213000.00
Base Market Value
2596618.08
Base Total Cost
3088817.54
Base Unrealized Gain Loss
-492199.46
Base Accrued Interest
33468.75
Local Market Value
2596618.08
Local Total Cost Amount
3088817.54
Local Unrealized Gain Loss
-492199.46
Local Accrued Interest
33468.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENBRIDGE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENBRIDGE INC
Security Description
1.6% 04 Oct 2026
Maturity Date
2026-10-04T00:00:00.000
Interest Rate
1.6
Original Face
0
Shares Par Value
4765000.00
Base Market Value
4241707.70
Base Total Cost
4765947.98
Base Unrealized Gain Loss
-524240.28
Base Accrued Interest
18424.66
Local Market Value
4241707.7
Local Total Cost Amount
4765947.98
Local Unrealized Gain Loss
-524240.28
Local Accrued Interest
18424.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENBRIDGE ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENBRIDGE ENERGY PARTNERS
Security Description
7.375% 15 Oct 2045
Maturity Date
2045-10-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
120000.00
Base Market Value
142941.60
Base Total Cost
181910.4
Base Unrealized Gain Loss
-38968.8
Base Accrued Interest
1868.33
Local Market Value
142941.6
Local Total Cost Amount
181910.4
Local Unrealized Gain Loss
-38968.8
Local Accrued Interest
1868.33
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
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENCINO ACQUISITION PARTN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCINO ACQUISITION PARTN
Security Description
8.5% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
1662000.00
Base Market Value
1570523.52
Base Total Cost
1677032.06
Base Unrealized Gain Loss
-106508.54
Base Accrued Interest
23545
Local Market Value
1570523.52
Local Total Cost Amount
1677032.06
Local Unrealized Gain Loss
-106508.54
Local Accrued Interest
23545
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
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: ENCINO ACQUISITION PARTN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCINO ACQUISITION PARTN
Security Description
8.5% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1228448.00
Base Total Cost
1302481.75
Base Unrealized Gain Loss
-74033.75
Base Accrued Interest
18416.67
Local Market Value
1228448
Local Total Cost Amount
1302481.75
Local Unrealized Gain Loss
-74033.75
Local Accrued Interest
18416.67
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
ELECTRIC/GAS
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: ENDEAVOR ENERGY RESOURCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDEAVOR ENERGY RESOURCE
Security Description
5.75% 30 Jan 2028
Maturity Date
2028-01-30T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
820000.00
Base Market Value
781173.00
Base Total Cost
842452.51
Base Unrealized Gain Loss
-61279.51
Base Accrued Interest
19776.8
Local Market Value
781173
Local Total Cost Amount
842452.51
Local Unrealized Gain Loss
-61279.51
Local Accrued Interest
19776.8
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: ENDEAVOR ENERGY RESOURCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDEAVOR ENERGY RESOURCE
Security Description
5.75% 30 Jan 2028
Maturity Date
2028-01-30T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
784000.00
Base Market Value
746877.60
Base Total Cost
802140.46
Base Unrealized Gain Loss
-55262.86
Base Accrued Interest
18908.56
Local Market Value
746877.6
Local Total Cost Amount
802140.46
Local Unrealized Gain Loss
-55262.86
Local Accrued Interest
18908.56
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: ENDEAVOR ENERGY RESOURCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDEAVOR ENERGY RESOURCE
Security Description
5.75% 30 Jan 2028
Maturity Date
2028-01-30T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
150000.00
Base Market Value
142897.50
Base Total Cost
152798.08
Base Unrealized Gain Loss
-9900.58
Base Accrued Interest
3617.7
Local Market Value
142897.5
Local Total Cost Amount
152798.08
Local Unrealized Gain Loss
-9900.58
Local Accrued Interest
3617.7
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
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: ENDEAVOR ENERGY RESOURCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDEAVOR ENERGY RESOURCE
Security Description
6.625% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
290000.00
Base Market Value
291421.00
Base Total Cost
290000
Base Unrealized Gain Loss
1421
Base Accrued Interest
8859.1
Local Market Value
291421
Local Total Cost Amount
290000
Local Unrealized Gain Loss
1421
Local Accrued Interest
8859.1
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
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: ENDEAVOR ENERGY RESOURCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDEAVOR ENERGY RESOURCE
Security Description
6.625% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
325000.00
Base Market Value
326592.50
Base Total Cost
326800
Base Unrealized Gain Loss
-207.5
Base Accrued Interest
9928.29
Local Market Value
326592.5
Local Total Cost Amount
326800
Local Unrealized Gain Loss
-207.5
Local Accrued Interest
9928.29
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
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: ENCOMPASS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCOMPASS HEALTH CORP
Security Description
4.5% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1368000.00
Base Market Value
1171144.80
Base Total Cost
1381315.68
Base Unrealized Gain Loss
-210170.88
Base Accrued Interest
25650
Local Market Value
1171144.8
Local Total Cost Amount
1381315.68
Local Unrealized Gain Loss
-210170.88
Local Accrued Interest
25650
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: ENCOMPASS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCOMPASS HEALTH CORP
Security Description
4.5% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
650000.00
Base Market Value
556465.00
Base Total Cost
657843.75
Base Unrealized Gain Loss
-101378.75
Base Accrued Interest
12187.5
Local Market Value
556465
Local Total Cost Amount
657843.75
Local Unrealized Gain Loss
-101378.75
Local Accrued Interest
12187.5
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
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: ENCOMPASS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCOMPASS HEALTH CORP
Security Description
4.75% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1100000.00
Base Market Value
921844.00
Base Total Cost
1145654
Base Unrealized Gain Loss
-223810
Base Accrued Interest
21770.83
Local Market Value
921844
Local Total Cost Amount
1145654
Local Unrealized Gain Loss
-223810
Local Accrued Interest
21770.83
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
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: ENCOMPASS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCOMPASS HEALTH CORP
Security Description
4.75% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
300000.00
Base Market Value
251412.00
Base Total Cost
297946.6
Base Unrealized Gain Loss
-46534.6
Base Accrued Interest
5937.5
Local Market Value
251412
Local Total Cost Amount
297946.6
Local Unrealized Gain Loss
-46534.6
Local Accrued Interest
5937.5
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
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: ENCOMPASS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCOMPASS HEALTH CORP
Security Description
4.75% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
275000.00
Base Market Value
230461.00
Base Total Cost
280375
Base Unrealized Gain Loss
-49914
Base Accrued Interest
5442.7
Local Market Value
230461
Local Total Cost Amount
280375
Local Unrealized Gain Loss
-49914
Local Accrued Interest
5442.7
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
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: ENCOMPASS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCOMPASS HEALTH CORP
Security Description
4.625% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
497000.00
Base Market Value
402435.81
Base Total Cost
455418.77
Base Unrealized Gain Loss
-52982.96
Base Accrued Interest
5746.56
Local Market Value
402435.81
Local Total Cost Amount
455418.77
Local Unrealized Gain Loss
-52982.96
Local Accrued Interest
5746.56
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
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: ENCOMPASS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCOMPASS HEALTH CORP
Security Description
4.625% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
460000.00
Base Market Value
372475.80
Base Total Cost
443359.5
Base Unrealized Gain Loss
-70883.7
Base Accrued Interest
5318.73
Local Market Value
372475.8
Local Total Cost Amount
443359.5
Local Unrealized Gain Loss
-70883.7
Local Accrued Interest
5318.73
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
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: ENCOMPASS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCOMPASS HEALTH CORP
Security Description
4.625% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
331000.00
Base Market Value
268020.63
Base Total Cost
331000
Base Unrealized Gain Loss
-62979.37
Base Accrued Interest
3827.18
Local Market Value
268020.63
Local Total Cost Amount
331000
Local Unrealized Gain Loss
-62979.37
Local Accrued Interest
3827.18
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: ENERGIZER HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGIZER HOLDINGS INC
Security Description
4.75% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
945000.00
Base Market Value
750065.40
Base Total Cost
945000
Base Unrealized Gain Loss
-194934.6
Base Accrued Interest
1995
Local Market Value
750065.4
Local Total Cost Amount
945000
Local Unrealized Gain Loss
-194934.6
Local Accrued Interest
1995
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: ENERGIZER HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGIZER HOLDINGS INC
Security Description
4.75% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1440000.00
Base Market Value
1142956.80
Base Total Cost
1440000
Base Unrealized Gain Loss
-297043.2
Base Accrued Interest
3040
Local Market Value
1142956.8
Local Total Cost Amount
1440000
Local Unrealized Gain Loss
-297043.2
Local Accrued Interest
3040
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: ENERGIZER HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGIZER HOLDINGS INC
Security Description
4.75% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
700000.00
Base Market Value
555604.00
Base Total Cost
691089
Base Unrealized Gain Loss
-135485
Base Accrued Interest
1477.78
Local Market Value
555604
Local Total Cost Amount
691089
Local Unrealized Gain Loss
-135485
Local Accrued Interest
1477.78
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: ENERGIZER HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGIZER HOLDINGS INC
Security Description
4.375% 31 Mar 2029
Maturity Date
2029-03-31T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
440000.00
Base Market Value
337801.20
Base Total Cost
440000
Base Unrealized Gain Loss
-102198.8
Base Accrued Interest
4812.5
Local Market Value
337801.2
Local Total Cost Amount
440000
Local Unrealized Gain Loss
-102198.8
Local Accrued Interest
4812.5
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: ENERGIZER HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGIZER HOLDINGS INC
Security Description
4.375% 31 Mar 2029
Maturity Date
2029-03-31T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1556000.00
Base Market Value
1194587.88
Base Total Cost
1551949.03
Base Unrealized Gain Loss
-357361.15
Base Accrued Interest
17018.74
Local Market Value
1194587.88
Local Total Cost Amount
1551949.03
Local Unrealized Gain Loss
-357361.15
Local Accrued Interest
17018.74
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
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: ENERGIZER HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERGIZER HOLDINGS INC
Security Description
6.5% 31 Dec 2027
Maturity Date
2027-12-31T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
125000.00
Base Market Value
109531.25
Base Total Cost
125000
Base Unrealized Gain Loss
-15468.75
Base Accrued Interest
22.57
Local Market Value
109531.25
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-15468.75
Local Accrued Interest
22.57
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
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: ENDO DAC/FIN LLC/FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO DAC/FIN LLC/FINCO
Security Description
5.875% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
342000.00
Base Market Value
259920.00
Base Total Cost
337725
Base Unrealized Gain Loss
-77805
Base Accrued Interest
4241.75
Local Market Value
259920
Local Total Cost Amount
337725
Local Unrealized Gain Loss
-77805
Local Accrued Interest
4241.75
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
Caa2
S And P Quality Rating
CC
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: ENDO DAC/FIN LLC/FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO DAC/FIN LLC/FINCO
Security Description
9.5% 31 Jul 2027
Maturity Date
2027-07-31T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
482000.00
Base Market Value
97609.82
Base Total Cost
401506
Base Unrealized Gain Loss
-303896.18
Base Accrued Interest
19079.17
Local Market Value
97609.82
Local Total Cost Amount
401506
Local Unrealized Gain Loss
-303896.18
Local Accrued Interest
19079.17
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
Ca
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: ENDO DAC/FIN LLC/FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO DAC/FIN LLC/FINCO
Security Description
9.5% 31 Jul 2027
Maturity Date
2027-07-31T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
449000.00
Base Market Value
90926.99
Base Total Cost
385650.93
Base Unrealized Gain Loss
-294723.94
Base Accrued Interest
17772.92
Local Market Value
90926.99
Local Total Cost Amount
385650.93
Local Unrealized Gain Loss
-294723.94
Local Accrued Interest
17772.92
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
Ca
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: ENDO DAC/FIN LLC/FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO DAC/FIN LLC/FINCO
Security Description
6% 30 Jun 2028
Maturity Date
2028-06-30T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
736000.00
Base Market Value
57040.00
Base Total Cost
421249.6
Base Unrealized Gain Loss
-364209.6
Base Accrued Interest
122.67
Local Market Value
57040
Local Total Cost Amount
421249.6
Local Unrealized Gain Loss
-364209.6
Local Accrued Interest
122.67
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
C
S And P Quality Rating
CC
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: ENDO DAC/FIN LLC/FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO DAC/FIN LLC/FINCO
Security Description
6% 30 Jun 2028
Maturity Date
2028-06-30T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
716000.00
Base Market Value
55490.00
Base Total Cost
398333.69
Base Unrealized Gain Loss
-342843.69
Base Accrued Interest
119.33
Local Market Value
55490
Local Total Cost Amount
398333.69
Local Unrealized Gain Loss
-342843.69
Local Accrued Interest
119.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
C
S And P Quality Rating
CC
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: ENERSYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENERSYS
Security Description
4.375% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1987000.00
Base Market Value
1748560.00
Base Total Cost
1972547.21
Base Unrealized Gain Loss
-223987.21
Base Accrued Interest
3863.6
Local Market Value
1748560
Local Total Cost Amount
1972547.21
Local Unrealized Gain Loss
-223987.21
Local Accrued Interest
3863.6
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
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: ENDURANCE INTERNATIONAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDURANCE INTERNATIONAL GROUP
Security Description
1% 10 Feb 2028
Maturity Date
2028-02-10T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
148875.00
Base Market Value
134235.38
Base Total Cost
148130.63
Base Unrealized Gain Loss
-13895.25
Base Accrued Interest
0
Local Market Value
134235.38
Local Total Cost Amount
148130.63
Local Unrealized Gain Loss
-13895.25
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: ENDURANCE INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDURANCE INTERNATIONAL
Security Description
6% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
2960000.00
Base Market Value
2135965.60
Base Total Cost
2939785.25
Base Unrealized Gain Loss
-803819.65
Base Accrued Interest
67093.32
Local Market Value
2135965.6
Local Total Cost Amount
2939785.25
Local Unrealized Gain Loss
-803819.65
Local Accrued Interest
67093.32
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: ENDURANCE INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDURANCE INTERNATIONAL
Security Description
6% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
25000.00
Base Market Value
18040.25
Base Total Cost
24955.36
Base Unrealized Gain Loss
-6915.11
Base Accrued Interest
566.67
Local Market Value
18040.25
Local Total Cost Amount
24955.36
Local Unrealized Gain Loss
-6915.11
Local Accrued Interest
566.67
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
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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