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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: ARAMARK SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARAMARK SERVICES INC
Security Description
5% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1450000.00
Base Market Value
1314004.50
Base Total Cost
1435443.05
Base Unrealized Gain Loss
-121438.55
Base Accrued Interest
30208.33
Local Market Value
1314004.5
Local Total Cost Amount
1435443.05
Local Unrealized Gain Loss
-121438.55
Local Accrued Interest
30208.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARAMARK SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARAMARK SERVICES INC
Security Description
5% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1915000.00
Base Market Value
1735392.15
Base Total Cost
1968218.75
Base Unrealized Gain Loss
-232826.6
Base Accrued Interest
39895.83
Local Market Value
1735392.15
Local Total Cost Amount
1968218.75
Local Unrealized Gain Loss
-232826.6
Local Accrued Interest
39895.83
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: ARAMARK SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARAMARK SERVICES INC
Security Description
5% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
325000.00
Base Market Value
294518.25
Base Total Cost
334662.5
Base Unrealized Gain Loss
-40144.25
Base Accrued Interest
6770.83
Local Market Value
294518.25
Local Total Cost Amount
334662.5
Local Unrealized Gain Loss
-40144.25
Local Accrued Interest
6770.83
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: ARAMARK SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARAMARK SERVICES INC
Security Description
5% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
200000.00
Base Market Value
181242.00
Base Total Cost
200562.5
Base Unrealized Gain Loss
-19320.5
Base Accrued Interest
4166.67
Local Market Value
181242
Local Total Cost Amount
200562.5
Local Unrealized Gain Loss
-19320.5
Local Accrued Interest
4166.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARAMARK SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARAMARK SERVICES INC
Security Description
6.375% 01 May 2025
Interest Rate
6.375
Original Face
0
Shares Par Value
1285000.00
Base Market Value
1257179.75
Base Total Cost
1285000
Base Unrealized Gain Loss
-27820.25
Base Accrued Interest
13653.12
Local Market Value
1257179.75
Local Total Cost Amount
1285000
Local Unrealized Gain Loss
-27820.25
Local Accrued Interest
13653.12
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
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: ARAMARK SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARAMARK SERVICES INC
Security Description
6.375% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1560000.00
Base Market Value
1526226.00
Base Total Cost
1614337.5
Base Unrealized Gain Loss
-88111.5
Base Accrued Interest
16574.99
Local Market Value
1526226
Local Total Cost Amount
1614337.5
Local Unrealized Gain Loss
-88111.5
Local Accrued Interest
16574.99
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: ARAMARK SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARAMARK SERVICES INC
Security Description
6.375% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
660000.00
Base Market Value
645711.00
Base Total Cost
676562.5
Base Unrealized Gain Loss
-30851.5
Base Accrued Interest
7012.5
Local Market Value
645711
Local Total Cost Amount
676562.5
Local Unrealized Gain Loss
-30851.5
Local Accrued Interest
7012.5
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: ARAMARK SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARAMARK SERVICES INC
Security Description
6.375% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
650000.00
Base Market Value
635927.50
Base Total Cost
676856.25
Base Unrealized Gain Loss
-40928.75
Base Accrued Interest
6906.26
Local Market Value
635927.5
Local Total Cost Amount
676856.25
Local Unrealized Gain Loss
-40928.75
Local Accrued Interest
6906.26
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: ARBYS FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARBYS FUNDING LLC
Security Description
3.237% 30 Jul 2050
Maturity Date
2050-07-30T00:00:00.000
Interest Rate
3.237
Original Face
10005000
Shares Par Value
9829912.50
Base Market Value
8831576.76
Base Total Cost
9829912.5
Base Unrealized Gain Loss
-998335.74
Base Accrued Interest
53916.25
Local Market Value
8831576.76
Local Total Cost Amount
9829912.5
Local Unrealized Gain Loss
-998335.74
Local Accrued Interest
53916.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: ARBOR MULTIFAMILY MORTGAGE SEC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARBOR MULTIFAMILY MORTGAGE SEC
Security Description
1% 15 May 2053
Maturity Date
2053-05-15T00:00:00.000
Interest Rate
1.084498
Original Face
3450000
Shares Par Value
3440236.25
Base Market Value
192831.09
Base Total Cost
237725.7
Base Unrealized Gain Loss
-44894.61
Base Accrued Interest
0
Local Market Value
192831.09
Local Total Cost Amount
237725.7
Local Unrealized Gain Loss
-44894.61
Local Accrued Interest
0
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: ARBOR MULTIFAMILY MORTGAGE SEC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARBOR MULTIFAMILY MORTGAGE SEC
Security Description
1% 15 Oct 2054
Maturity Date
2054-10-15T00:00:00.000
Interest Rate
0.848655
Original Face
6172000
Shares Par Value
6170344.68
Base Market Value
283326.18
Base Total Cost
345588.68
Base Unrealized Gain Loss
-62262.5
Base Accrued Interest
0
Local Market Value
283326.18
Local Total Cost Amount
345588.68
Local Unrealized Gain Loss
-62262.5
Local Accrued Interest
0
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: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
7% 15 Oct 2039
Maturity Date
2039-10-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
50000.00
Base Market Value
50437.50
Base Total Cost
56875
Base Unrealized Gain Loss
-6437.5
Base Accrued Interest
738.89
Local Market Value
50437.5
Local Total Cost Amount
56875
Local Unrealized Gain Loss
-6437.5
Local Accrued Interest
738.89
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: ARCELORMITTAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCELORMITTAL
Security Description
4.55% 11 Mar 2026
Maturity Date
2026-03-11T00:00:00.000
Interest Rate
4.55
Original Face
0
Shares Par Value
150000.00
Base Market Value
147828.00
Base Total Cost
162357.95
Base Unrealized Gain Loss
-14529.95
Base Accrued Interest
2085.42
Local Market Value
147828
Local Total Cost Amount
162357.95
Local Unrealized Gain Loss
-14529.95
Local Accrued Interest
2085.42
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: ARCHER DANIELS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHER DANIELS
Security Description
7% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
125000.00
Base Market Value
148120.00
Base Total Cost
176067.5
Base Unrealized Gain Loss
-27947.5
Base Accrued Interest
3645.83
Local Market Value
148120
Local Total Cost Amount
176067.5
Local Unrealized Gain Loss
-27947.5
Local Accrued Interest
3645.83
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
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: ARCHES BUYER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHES BUYER INC
Security Description
4.25% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
860000.00
Base Market Value
700220.60
Base Total Cost
786738.55
Base Unrealized Gain Loss
-86517.95
Base Accrued Interest
3045.84
Local Market Value
700220.6
Local Total Cost Amount
786738.55
Local Unrealized Gain Loss
-86517.95
Local Accrued Interest
3045.84
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: ARCHES BUYER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHES BUYER INC
Security Description
4.25% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
975000.00
Base Market Value
793854.75
Base Total Cost
867318.77
Base Unrealized Gain Loss
-73464.02
Base Accrued Interest
3453.12
Local Market Value
793854.75
Local Total Cost Amount
867318.77
Local Unrealized Gain Loss
-73464.02
Local Accrued Interest
3453.12
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
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: ARCHES BUYER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHES BUYER INC
Security Description
4.25% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
200000.00
Base Market Value
162842.00
Base Total Cost
198374.55
Base Unrealized Gain Loss
-35532.55
Base Accrued Interest
708.33
Local Market Value
162842
Local Total Cost Amount
198374.55
Local Unrealized Gain Loss
-35532.55
Local Accrued Interest
708.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCHES BUYER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHES BUYER INC
Security Description
6.125% 01 Dec 2028
Maturity Date
2028-12-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1135000.00
Base Market Value
925728.70
Base Total Cost
1041362.5
Base Unrealized Gain Loss
-115633.8
Base Accrued Interest
5793.23
Local Market Value
925728.7
Local Total Cost Amount
1041362.5
Local Unrealized Gain Loss
-115633.8
Local Accrued Interest
5793.23
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: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6.875% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
350000.00
Base Market Value
319154.50
Base Total Cost
347191.08
Base Unrealized Gain Loss
-28036.58
Base Accrued Interest
6015.62
Local Market Value
319154.5
Local Total Cost Amount
347191.08
Local Unrealized Gain Loss
-28036.58
Local Accrued Interest
6015.62
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6.875% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1195000.00
Base Market Value
1089684.65
Base Total Cost
1203625
Base Unrealized Gain Loss
-113940.35
Base Accrued Interest
20539.05
Local Market Value
1089684.65
Local Total Cost Amount
1203625
Local Unrealized Gain Loss
-113940.35
Local Accrued Interest
20539.05
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6.875% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
852000.00
Base Market Value
776913.24
Base Total Cost
879085.5
Base Unrealized Gain Loss
-102172.26
Base Accrued Interest
14643.75
Local Market Value
776913.24
Local Total Cost Amount
879085.5
Local Unrealized Gain Loss
-102172.26
Local Accrued Interest
14643.75
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
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6.875% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
150000.00
Base Market Value
136780.50
Base Total Cost
150000
Base Unrealized Gain Loss
-13219.5
Base Accrued Interest
2578.12
Local Market Value
136780.5
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-13219.5
Local Accrued Interest
2578.12
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
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6.875% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
175000.00
Base Market Value
159577.25
Base Total Cost
175000
Base Unrealized Gain Loss
-15422.75
Base Accrued Interest
3007.81
Local Market Value
159577.25
Local Total Cost Amount
175000
Local Unrealized Gain Loss
-15422.75
Local Accrued Interest
3007.81
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6.875% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
435000.00
Base Market Value
396663.45
Base Total Cost
437175
Base Unrealized Gain Loss
-40511.55
Base Accrued Interest
7476.56
Local Market Value
396663.45
Local Total Cost Amount
437175
Local Unrealized Gain Loss
-40511.55
Local Accrued Interest
7476.56
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
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: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6.25% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
2090000.00
Base Market Value
1850277.00
Base Total Cost
2037237.5
Base Unrealized Gain Loss
-186960.5
Base Accrued Interest
32656.24
Local Market Value
1850277
Local Total Cost Amount
2037237.5
Local Unrealized Gain Loss
-186960.5
Local Accrued Interest
32656.24
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6.25% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
490000.00
Base Market Value
433797.00
Base Total Cost
490000
Base Unrealized Gain Loss
-56203
Base Accrued Interest
7656.25
Local Market Value
433797
Local Total Cost Amount
490000
Local Unrealized Gain Loss
-56203
Local Accrued Interest
7656.25
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
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: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6.25% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
812000.00
Base Market Value
718863.60
Base Total Cost
835378.4
Base Unrealized Gain Loss
-116514.8
Base Accrued Interest
12687.48
Local Market Value
718863.6
Local Total Cost Amount
835378.4
Local Unrealized Gain Loss
-116514.8
Local Accrued Interest
12687.48
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6.25% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
425000.00
Base Market Value
376252.50
Base Total Cost
433975.33
Base Unrealized Gain Loss
-57722.83
Base Accrued Interest
6640.61
Local Market Value
376252.5
Local Total Cost Amount
433975.33
Local Unrealized Gain Loss
-57722.83
Local Accrued Interest
6640.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARCHROCK PARTNERS LP/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCHROCK PARTNERS LP/FIN
Security Description
6.25% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1050000.00
Base Market Value
929565.00
Base Total Cost
1013250
Base Unrealized Gain Loss
-83685
Base Accrued Interest
16406.25
Local Market Value
929565
Local Total Cost Amount
1013250
Local Unrealized Gain Loss
-83685
Local Accrued Interest
16406.25
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
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: ARCONIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC CORP
Security Description
6.125% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
520000.00
Base Market Value
485565.60
Base Total Cost
552500
Base Unrealized Gain Loss
-66934.4
Base Accrued Interest
12032.22
Local Market Value
485565.6
Local Total Cost Amount
552500
Local Unrealized Gain Loss
-66934.4
Local Accrued Interest
12032.22
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ARCONIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC CORP
Security Description
6.125% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
306000.00
Base Market Value
285736.68
Base Total Cost
314729.07
Base Unrealized Gain Loss
-28992.39
Base Accrued Interest
7080.5
Local Market Value
285736.68
Local Total Cost Amount
314729.07
Local Unrealized Gain Loss
-28992.39
Local Accrued Interest
7080.5
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
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: ARCONIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC CORP
Security Description
6.125% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
75000.00
Base Market Value
70033.50
Base Total Cost
79687.5
Base Unrealized Gain Loss
-9654
Base Accrued Interest
1735.41
Local Market Value
70033.5
Local Total Cost Amount
79687.5
Local Unrealized Gain Loss
-9654
Local Accrued Interest
1735.41
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ARCONIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC CORP
Security Description
6% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
325000.00
Base Market Value
316972.50
Base Total Cost
330362.5
Base Unrealized Gain Loss
-13390
Base Accrued Interest
2491.67
Local Market Value
316972.5
Local Total Cost Amount
330362.5
Local Unrealized Gain Loss
-13390
Local Accrued Interest
2491.67
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
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: ARCONIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC CORP
Security Description
6% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1995000.00
Base Market Value
1945723.50
Base Total Cost
1995000
Base Unrealized Gain Loss
-49276.5
Base Accrued Interest
15295
Local Market Value
1945723.5
Local Total Cost Amount
1995000
Local Unrealized Gain Loss
-49276.5
Local Accrued Interest
15295
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: ARCONIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC CORP
Security Description
6% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
150000.00
Base Market Value
146295.00
Base Total Cost
150386.48
Base Unrealized Gain Loss
-4091.48
Base Accrued Interest
1150
Local Market Value
146295
Local Total Cost Amount
150386.48
Local Unrealized Gain Loss
-4091.48
Local Accrued Interest
1150
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: ARCONIC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARCONIC CORP
Security Description
6% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
250000.00
Base Market Value
243825.00
Base Total Cost
250000
Base Unrealized Gain Loss
-6175
Base Accrued Interest
1916.67
Local Market Value
243825
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-6175
Local Accrued Interest
1916.67
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
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
4.125% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1775000.00
Base Market Value
1503797.75
Base Total Cost
1713062.5
Base Unrealized Gain Loss
-209264.75
Base Accrued Interest
9355.73
Local Market Value
1503797.75
Local Total Cost Amount
1713062.5
Local Unrealized Gain Loss
-209264.75
Local Accrued Interest
9355.73
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
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
4.125% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
908000.00
Base Market Value
769266.68
Base Total Cost
930690.02
Base Unrealized Gain Loss
-161423.34
Base Accrued Interest
4785.92
Local Market Value
769266.68
Local Total Cost Amount
930690.02
Local Unrealized Gain Loss
-161423.34
Local Accrued Interest
4785.92
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
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
5.25% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1825000.00
Base Market Value
1301334.50
Base Total Cost
1628456.25
Base Unrealized Gain Loss
-327121.75
Base Accrued Interest
12242.72
Local Market Value
1301334.5
Local Total Cost Amount
1628456.25
Local Unrealized Gain Loss
-327121.75
Local Accrued Interest
12242.72
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
Caa1
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
5.25% 30 Apr 2025
Maturity Date
2025-04-30T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
794000.00
Base Market Value
734450.00
Base Total Cost
814146.26
Base Unrealized Gain Loss
-79696.26
Base Accrued Interest
7063.29
Local Market Value
734450
Local Total Cost Amount
814146.26
Local Unrealized Gain Loss
-79696.26
Local Accrued Interest
7063.29
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
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
5.25% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
2220000.00
Base Market Value
1582993.20
Base Total Cost
1858950
Base Unrealized Gain Loss
-275956.8
Base Accrued Interest
14892.51
Local Market Value
1582993.2
Local Total Cost Amount
1858950
Local Unrealized Gain Loss
-275956.8
Local Accrued Interest
14892.51
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
Caa1
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
5.25% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
445000.00
Base Market Value
317311.70
Base Total Cost
429473.62
Base Unrealized Gain Loss
-112161.92
Base Accrued Interest
2985.21
Local Market Value
317311.7
Local Total Cost Amount
429473.62
Local Unrealized Gain Loss
-112161.92
Local Accrued Interest
2985.21
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
Caa1
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: ARDAGH PKG FIN/HLDGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH PKG FIN/HLDGS USA
Security Description
5.25% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1020000.00
Base Market Value
727321.20
Base Total Cost
835687.52
Base Unrealized Gain Loss
-108366.32
Base Accrued Interest
6842.5
Local Market Value
727321.2
Local Total Cost Amount
835687.52
Local Unrealized Gain Loss
-108366.32
Local Accrued Interest
6842.5
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
Caa1
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: ARDAGH METAL PACKAGING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH METAL PACKAGING
Security Description
3.25% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
1483000.00
Base Market Value
1265844.31
Base Total Cost
1321277.5
Base Unrealized Gain Loss
-55433.19
Base Accrued Interest
4150.34
Local Market Value
1265844.31
Local Total Cost Amount
1321277.5
Local Unrealized Gain Loss
-55433.19
Local Accrued Interest
4150.34
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
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: ARDAGH METAL PACKAGING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH METAL PACKAGING
Security Description
4% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1485000.00
Base Market Value
1191712.50
Base Total Cost
1401042.5
Base Unrealized Gain Loss
-209330
Base Accrued Interest
7590
Local Market Value
1191712.5
Local Total Cost Amount
1401042.5
Local Unrealized Gain Loss
-209330
Local Accrued Interest
7590
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: ARDAGH METAL PACKAGING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH METAL PACKAGING
Security Description
4% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
660000.00
Base Market Value
529650.00
Base Total Cost
597545
Base Unrealized Gain Loss
-67895
Base Accrued Interest
2273.33
Local Market Value
529650
Local Total Cost Amount
597545
Local Unrealized Gain Loss
-67895
Local Accrued Interest
2273.33
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: ARDAGH METAL PACKAGING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH METAL PACKAGING
Security Description
6% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1395000.00
Base Market Value
1380673.35
Base Total Cost
1392129.08
Base Unrealized Gain Loss
-11455.73
Base Accrued Interest
5347.51
Local Market Value
1380673.35
Local Total Cost Amount
1392129.08
Local Unrealized Gain Loss
-11455.73
Local Accrued Interest
5347.51
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
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: ARDAGH METAL PACKAGING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH METAL PACKAGING
Security Description
6% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
576000.00
Base Market Value
570084.48
Base Total Cost
576000
Base Unrealized Gain Loss
-5915.52
Base Accrued Interest
2208
Local Market Value
570084.48
Local Total Cost Amount
576000
Local Unrealized Gain Loss
-5915.52
Local Accrued Interest
2208
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
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: ARDAGH METAL PACKAGING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARDAGH METAL PACKAGING
Security Description
6% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
200000.00
Base Market Value
197946.00
Base Total Cost
200000
Base Unrealized Gain Loss
-2054
Base Accrued Interest
766.67
Local Market Value
197946
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-2054
Local Accrued Interest
766.67
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
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: ARES CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARES CAPITAL CORP
Security Description
4.625% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
22390000.00
Base Market Value
23257612.50
Base Total Cost
24215565.45
Base Unrealized Gain Loss
-957952.95
Base Accrued Interest
345179.15
Local Market Value
23257612.5
Local Total Cost Amount
24215565.45
Local Unrealized Gain Loss
-957952.95
Local Accrued Interest
345179.15
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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