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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: AHEAD DB HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AHEAD DB HOLDINGS LLC
Security Description
6.625% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
2075000.00
Base Market Value
1720175.00
Base Total Cost
2105605
Base Unrealized Gain Loss
-385430
Base Accrued Interest
22911.45
Local Market Value
1720175
Local Total Cost Amount
2105605
Local Unrealized Gain Loss
-385430
Local Accrued Interest
22911.45
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
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: AIR CANADA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR CANADA
Security Description
3.875% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
930000.00
Base Market Value
786677.70
Base Total Cost
930000
Base Unrealized Gain Loss
-143322.3
Base Accrued Interest
13614.17
Local Market Value
786677.7
Local Total Cost Amount
930000
Local Unrealized Gain Loss
-143322.3
Local Accrued Interest
13614.17
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
CANADIAN
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: AIR CANADA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR CANADA
Security Description
3.875% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
683000.00
Base Market Value
577742.87
Base Total Cost
683000
Base Unrealized Gain Loss
-105257.13
Base Accrued Interest
9998.36
Local Market Value
577742.87
Local Total Cost Amount
683000
Local Unrealized Gain Loss
-105257.13
Local Accrued Interest
9998.36
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
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: AIR CANADA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR CANADA
Security Description
3.875% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1985000.00
Base Market Value
1679091.65
Base Total Cost
1985583.75
Base Unrealized Gain Loss
-306492.1
Base Accrued Interest
29058.19
Local Market Value
1679091.65
Local Total Cost Amount
1985583.75
Local Unrealized Gain Loss
-306492.1
Local Accrued Interest
29058.19
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
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: AIRBNB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRBNB INC
Security Description
0.01% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
455000.00
Base Market Value
378105.00
Base Total Cost
396698.92
Base Unrealized Gain Loss
-18593.92
Base Accrued Interest
0
Local Market Value
378105
Local Total Cost Amount
396698.92
Local Unrealized Gain Loss
-18593.92
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: AIRBNB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRBNB INC
Security Description
0.01% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
17498000.00
Base Market Value
14540838.00
Base Total Cost
16938658.81
Base Unrealized Gain Loss
-2397820.81
Base Accrued Interest
0
Local Market Value
14540838
Local Total Cost Amount
16938658.81
Local Unrealized Gain Loss
-2397820.81
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: AIR LEASE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR LEASE CORP
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
6740000.00
Base Market Value
5596828.60
Base Total Cost
6740795.72
Base Unrealized Gain Loss
-1143967.12
Base Accrued Interest
13929.34
Local Market Value
5596828.6
Local Total Cost Amount
6740795.72
Local Unrealized Gain Loss
-1143967.12
Local Accrued Interest
13929.34
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: AIR LEASE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR LEASE CORP
Security Description
3.25% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
5260000.00
Base Market Value
4431181.80
Base Total Cost
5489754.25
Base Unrealized Gain Loss
-1058572.45
Base Accrued Interest
42737.49
Local Market Value
4431181.8
Local Total Cost Amount
5489754.25
Local Unrealized Gain Loss
-1058572.45
Local Accrued Interest
42737.49
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
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: AIR LEASE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR LEASE CORP
Security Description
3.375% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
6470000.00
Base Market Value
6092669.60
Base Total Cost
6956344.7
Base Unrealized Gain Loss
-863675.1
Base Accrued Interest
0
Local Market Value
6092669.6
Local Total Cost Amount
6956344.7
Local Unrealized Gain Loss
-863675.1
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: AIR LEASE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR LEASE CORP
Security Description
2.2% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
5850000.00
Base Market Value
5098509.00
Base Total Cost
5779800
Base Unrealized Gain Loss
-681291
Base Accrued Interest
60417.5
Local Market Value
5098509
Local Total Cost Amount
5779800
Local Unrealized Gain Loss
-681291
Local Accrued Interest
60417.5
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
FINANCE
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: AIR PRODUCTS + CHEMICALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIR PRODUCTS + CHEMICALS
Security Description
2.7% 15 May 2040
Maturity Date
2040-05-15T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
1955000.00
Base Market Value
1563472.15
Base Total Cost
2067588.45
Base Unrealized Gain Loss
-504116.3
Base Accrued Interest
6744.75
Local Market Value
1563472.15
Local Total Cost Amount
2067588.45
Local Unrealized Gain Loss
-504116.3
Local Accrued Interest
6744.75
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
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: AIRCASTLE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AIRCASTLE LTD
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
500000.00
Base Market Value
412665.00
Base Total Cost
501100
Base Unrealized Gain Loss
-88435
Base Accrued Interest
7729.16
Local Market Value
412665
Local Total Cost Amount
501100
Local Unrealized Gain Loss
-88435
Local Accrued Interest
7729.16
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
FINANCE
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: AKAMAI TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AKAMAI TECHNOLOGIES INC
Security Description
0.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
0.125
Original Face
0
Shares Par Value
7866000.00
Base Market Value
8609337.00
Base Total Cost
8901747.22
Base Unrealized Gain Loss
-292410.22
Base Accrued Interest
1659.02
Local Market Value
8609337
Local Total Cost Amount
8901747.22
Local Unrealized Gain Loss
-292410.22
Local Accrued Interest
1659.02
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: AKUMIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AKUMIN INC
Security Description
7% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1080000.00
Base Market Value
837118.80
Base Total Cost
1107236.59
Base Unrealized Gain Loss
-270117.79
Base Accrued Interest
12599.99
Local Market Value
837118.8
Local Total Cost Amount
1107236.59
Local Unrealized Gain Loss
-270117.79
Local Accrued Interest
12599.99
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: ALARM.COM HLDGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALARM.COM HLDGS INC
Security Description
0.01% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
247000.00
Base Market Value
201675.50
Base Total Cost
226469.77
Base Unrealized Gain Loss
-24794.27
Base Accrued Interest
0
Local Market Value
201675.5
Local Total Cost Amount
226469.77
Local Unrealized Gain Loss
-24794.27
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: ALBEMARLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBEMARLE CORP
Security Description
4.65% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
1370000.00
Base Market Value
1348230.70
Base Total Cost
1368739.6
Base Unrealized Gain Loss
-20508.9
Base Accrued Interest
8494
Local Market Value
1348230.7
Local Total Cost Amount
1368739.6
Local Unrealized Gain Loss
-20508.9
Local Accrued Interest
8494
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: ALBEMARLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBEMARLE CORP
Security Description
5.05% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
545000.00
Base Market Value
532236.10
Base Total Cost
541968.07
Base Unrealized Gain Loss
-9731.97
Base Accrued Interest
3669.66
Local Market Value
532236.1
Local Total Cost Amount
541968.07
Local Unrealized Gain Loss
-9731.97
Local Accrued Interest
3669.66
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
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: ALBEMARLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBEMARLE CORP
Security Description
5.65% 01 Jun 2052
Maturity Date
2052-06-01T00:00:00.000
Interest Rate
5.65
Original Face
0
Shares Par Value
1904000.00
Base Market Value
1903447.84
Base Total Cost
1874978.5
Base Unrealized Gain Loss
28469.34
Base Accrued Interest
14343.46
Local Market Value
1903447.84
Local Total Cost Amount
1874978.5
Local Unrealized Gain Loss
28469.34
Local Accrued Interest
14343.46
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: ALBEMARLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBEMARLE CORP
Security Description
5.65% 01 Jun 2052
Maturity Date
2052-06-01T00:00:00.000
Interest Rate
5.65
Original Face
0
Shares Par Value
379000.00
Base Market Value
378890.09
Base Total Cost
377571.17
Base Unrealized Gain Loss
1318.92
Base Accrued Interest
2855.13
Local Market Value
378890.09
Local Total Cost Amount
377571.17
Local Unrealized Gain Loss
1318.92
Local Accrued Interest
2855.13
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
7.5% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
2277000.00
Base Market Value
2265000.21
Base Total Cost
2488850.23
Base Unrealized Gain Loss
-223850.02
Base Accrued Interest
50283.74
Local Market Value
2265000.21
Local Total Cost Amount
2488850.23
Local Unrealized Gain Loss
-223850.02
Local Accrued Interest
50283.74
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
FINANCE
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
7.5% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
252500.00
Base Market Value
251169.33
Base Total Cost
280275
Base Unrealized Gain Loss
-29105.67
Base Accrued Interest
5576.04
Local Market Value
251169.33
Local Total Cost Amount
280275
Local Unrealized Gain Loss
-29105.67
Local Accrued Interest
5576.04
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
5.875% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2085000.00
Base Market Value
1948703.55
Base Total Cost
2109750
Base Unrealized Gain Loss
-161046.45
Base Accrued Interest
46275.41
Local Market Value
1948703.55
Local Total Cost Amount
2109750
Local Unrealized Gain Loss
-161046.45
Local Accrued Interest
46275.41
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
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
5.875% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
371000.00
Base Market Value
346747.73
Base Total Cost
391365.34
Base Unrealized Gain Loss
-44617.61
Base Accrued Interest
8234.14
Local Market Value
346747.73
Local Total Cost Amount
391365.34
Local Unrealized Gain Loss
-44617.61
Local Accrued Interest
8234.14
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
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
5.875% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
465000.00
Base Market Value
434602.95
Base Total Cost
465000
Base Unrealized Gain Loss
-30397.05
Base Accrued Interest
10320.41
Local Market Value
434602.95
Local Total Cost Amount
465000
Local Unrealized Gain Loss
-30397.05
Local Accrued Interest
10320.41
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
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
5.875% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1122500.00
Base Market Value
1049122.18
Base Total Cost
1204102.13
Base Unrealized Gain Loss
-154979.95
Base Accrued Interest
24913.26
Local Market Value
1049122.18
Local Total Cost Amount
1204102.13
Local Unrealized Gain Loss
-154979.95
Local Accrued Interest
24913.26
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
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
4.625% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1110000.00
Base Market Value
991585.20
Base Total Cost
1132631.25
Base Unrealized Gain Loss
-141046.05
Base Accrued Interest
23672.28
Local Market Value
991585.2
Local Total Cost Amount
1132631.25
Local Unrealized Gain Loss
-141046.05
Local Accrued Interest
23672.28
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
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
4.625% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
403000.00
Base Market Value
360007.96
Base Total Cost
416092.53
Base Unrealized Gain Loss
-56084.57
Base Accrued Interest
8594.54
Local Market Value
360007.96
Local Total Cost Amount
416092.53
Local Unrealized Gain Loss
-56084.57
Local Accrued Interest
8594.54
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
4.625% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
750000.00
Base Market Value
669990.00
Base Total Cost
779602.27
Base Unrealized Gain Loss
-109612.27
Base Accrued Interest
15994.78
Local Market Value
669990
Local Total Cost Amount
779602.27
Local Unrealized Gain Loss
-109612.27
Local Accrued Interest
15994.78
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
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
4.625% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
2195000.00
Base Market Value
1960837.40
Base Total Cost
2295008.2
Base Unrealized Gain Loss
-334170.8
Base Accrued Interest
46811.41
Local Market Value
1960837.4
Local Total Cost Amount
2295008.2
Local Unrealized Gain Loss
-334170.8
Local Accrued Interest
46811.41
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
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
3.5% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
247030.00
Base Total Cost
250000
Base Unrealized Gain Loss
-2970
Base Accrued Interest
3305.55
Local Market Value
247030
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-2970
Local Accrued Interest
3305.55
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
4.875% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
3150000.00
Base Market Value
2702196.00
Base Total Cost
3278308.13
Base Unrealized Gain Loss
-576112.13
Base Accrued Interest
58012.49
Local Market Value
2702196
Local Total Cost Amount
3278308.13
Local Unrealized Gain Loss
-576112.13
Local Accrued Interest
58012.49
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
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
4.875% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
384000.00
Base Market Value
329410.56
Base Total Cost
332160
Base Unrealized Gain Loss
-2749.44
Base Accrued Interest
7072
Local Market Value
329410.56
Local Total Cost Amount
332160
Local Unrealized Gain Loss
-2749.44
Local Accrued Interest
7072
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
4.875% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
794000.00
Base Market Value
681124.96
Base Total Cost
808485
Base Unrealized Gain Loss
-127360.04
Base Accrued Interest
14622.83
Local Market Value
681124.96
Local Total Cost Amount
808485
Local Unrealized Gain Loss
-127360.04
Local Accrued Interest
14622.83
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
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
4.875% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
50000.00
Base Market Value
42892.00
Base Total Cost
46750
Base Unrealized Gain Loss
-3858
Base Accrued Interest
920.83
Local Market Value
42892
Local Total Cost Amount
46750
Local Unrealized Gain Loss
-3858
Local Accrued Interest
920.83
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
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
3.25% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
555000.00
Base Market Value
483377.25
Base Total Cost
520312.5
Base Unrealized Gain Loss
-36935.25
Base Accrued Interest
5311.04
Local Market Value
483377.25
Local Total Cost Amount
520312.5
Local Unrealized Gain Loss
-36935.25
Local Accrued Interest
5311.04
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
3.25% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
685000.00
Base Market Value
596600.75
Base Total Cost
635337.5
Base Unrealized Gain Loss
-38736.75
Base Accrued Interest
6555.07
Local Market Value
596600.75
Local Total Cost Amount
635337.5
Local Unrealized Gain Loss
-38736.75
Local Accrued Interest
6555.07
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
3.5% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
885000.00
Base Market Value
716239.35
Base Total Cost
823187.5
Base Unrealized Gain Loss
-106948.15
Base Accrued Interest
9120.41
Local Market Value
716239.35
Local Total Cost Amount
823187.5
Local Unrealized Gain Loss
-106948.15
Local Accrued Interest
9120.41
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
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
3.5% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1831000.00
Base Market Value
1481846.61
Base Total Cost
1687366.26
Base Unrealized Gain Loss
-205519.65
Base Accrued Interest
18869.49
Local Market Value
1481846.61
Local Total Cost Amount
1687366.26
Local Unrealized Gain Loss
-205519.65
Local Accrued Interest
18869.49
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
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
3.5% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
100000.00
Base Market Value
80931.00
Base Total Cost
88843.75
Base Unrealized Gain Loss
-7912.75
Base Accrued Interest
1030.56
Local Market Value
80931
Local Total Cost Amount
88843.75
Local Unrealized Gain Loss
-7912.75
Local Accrued Interest
1030.56
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
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: ALBERTSONS COS/SAFEWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBERTSONS COS/SAFEWAY
Security Description
3.5% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
192500.00
Base Market Value
155792.18
Base Total Cost
189612.5
Base Unrealized Gain Loss
-33820.32
Base Accrued Interest
1983.82
Local Market Value
155792.18
Local Total Cost Amount
189612.5
Local Unrealized Gain Loss
-33820.32
Local Accrued Interest
1983.82
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
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: NEW ALBERTSONS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ALBERTSONS LP
Security Description
7.45% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
7.45
Original Face
0
Shares Par Value
75000.00
Base Market Value
73875.00
Base Total Cost
70687.5
Base Unrealized Gain Loss
3187.5
Base Accrued Interest
2328.12
Local Market Value
73875
Local Total Cost Amount
70687.5
Local Unrealized Gain Loss
3187.5
Local Accrued Interest
2328.12
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
WR
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: ALBION FINANCING 1SARL /
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBION FINANCING 1SARL /
Security Description
6.125% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1340000.00
Base Market Value
1146812.20
Base Total Cost
1340000
Base Unrealized Gain Loss
-193187.8
Base Accrued Interest
17326.94
Local Market Value
1146812.2
Local Total Cost Amount
1340000
Local Unrealized Gain Loss
-193187.8
Local Accrued Interest
17326.94
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: ALBION FINANCING 2SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALBION FINANCING 2SARL
Security Description
8.75% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
1410000.00
Base Market Value
1180875.00
Base Total Cost
1410000
Base Unrealized Gain Loss
-229125
Base Accrued Interest
5483.33
Local Market Value
1180875
Local Total Cost Amount
1410000
Local Unrealized Gain Loss
-229125
Local Accrued Interest
5483.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B3
S And P Quality Rating
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: HOWMET AEROSPACE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOWMET AEROSPACE INC
Security Description
5.9% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
5.9
Original Face
0
Shares Par Value
78000.00
Base Market Value
76830.00
Base Total Cost
77368.45
Base Unrealized Gain Loss
-538.45
Base Accrued Interest
1917.5
Local Market Value
76830
Local Total Cost Amount
77368.45
Local Unrealized Gain Loss
-538.45
Local Accrued Interest
1917.5
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
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: HOWMET AEROSPACE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOWMET AEROSPACE INC
Security Description
5.9% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
5.9
Original Face
0
Shares Par Value
900000.00
Base Market Value
886500.00
Base Total Cost
885312.5
Base Unrealized Gain Loss
1187.5
Base Accrued Interest
22125
Local Market Value
886500
Local Total Cost Amount
885312.5
Local Unrealized Gain Loss
1187.5
Local Accrued Interest
22125
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: HOWMET AEROSPACE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOWMET AEROSPACE INC
Security Description
5.9% 01 Feb 2027
Interest Rate
5.9
Original Face
0
Shares Par Value
3300000.00
Base Market Value
3250500.00
Base Total Cost
3804563.75
Base Unrealized Gain Loss
-554063.75
Base Accrued Interest
81125
Local Market Value
3250500
Local Total Cost Amount
3804563.75
Local Unrealized Gain Loss
-554063.75
Local Accrued Interest
81125
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: HOWMET AEROSPACE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOWMET AEROSPACE INC
Security Description
5.95% 01 Feb 2037
Maturity Date
2037-02-01T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
343000.00
Base Market Value
323449.00
Base Total Cost
369512.5
Base Unrealized Gain Loss
-46063.5
Base Accrued Interest
8503.54
Local Market Value
323449
Local Total Cost Amount
369512.5
Local Unrealized Gain Loss
-46063.5
Local Accrued Interest
8503.54
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HOWMET AEROSPACE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOWMET AEROSPACE INC
Security Description
5.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
245000.00
Base Market Value
242856.25
Base Total Cost
266953.75
Base Unrealized Gain Loss
-24097.5
Base Accrued Interest
3139.06
Local Market Value
242856.25
Local Total Cost Amount
266953.75
Local Unrealized Gain Loss
-24097.5
Local Accrued Interest
3139.06
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: HOWMET AEROSPACE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOWMET AEROSPACE INC
Security Description
5.125% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
175000.00
Base Market Value
173468.75
Base Total Cost
190500
Base Unrealized Gain Loss
-17031.25
Base Accrued Interest
2242.18
Local Market Value
173468.75
Local Total Cost Amount
190500
Local Unrealized Gain Loss
-17031.25
Local Accrued Interest
2242.18
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
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: ALCOA NEDERLAND HOLDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALCOA NEDERLAND HOLDING
Security Description
6.125% 15 May 2028
Maturity Date
2028-05-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
2340000.00
Base Market Value
2275650.00
Base Total Cost
2336232.05
Base Unrealized Gain Loss
-60582.05
Base Accrued Interest
18313.76
Local Market Value
2275650
Local Total Cost Amount
2336232.05
Local Unrealized Gain Loss
-60582.05
Local Accrued Interest
18313.76
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
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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