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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: INTL FLAVOR + FRAGRANCES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL FLAVOR + FRAGRANCES
Security Description
3.468% 01 Dec 2050
Maturity Date
2050-12-01T00:00:00.000
Interest Rate
3.468
Original Face
0
Shares Par Value
800000.00
Base Market Value
582848.00
Base Total Cost
841367.82
Base Unrealized Gain Loss
-258519.82
Base Accrued Interest
2312
Local Market Value
582848
Local Total Cost Amount
841367.82
Local Unrealized Gain Loss
-258519.82
Local Accrued Interest
2312
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: INTL LEASE FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL LEASE FINANCE CORP
Security Description
5.875% 15 Aug 2022
Interest Rate
5.875
Original Face
0
Shares Par Value
75000.00
Base Market Value
75141.75
Base Total Cost
74106.75
Base Unrealized Gain Loss
1035
Base Accrued Interest
1664.58
Local Market Value
75141.75
Local Total Cost Amount
74106.75
Local Unrealized Gain Loss
1035
Local Accrued Interest
1664.58
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
6.5% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
331000.00
Base Market Value
329345.00
Base Total Cost
345067.51
Base Unrealized Gain Loss
-15722.51
Base Accrued Interest
8127.89
Local Market Value
329345
Local Total Cost Amount
345067.51
Local Unrealized Gain Loss
-15722.51
Local Accrued Interest
8127.89
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
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
6.5% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
399000.00
Base Market Value
397005.00
Base Total Cost
404985
Base Unrealized Gain Loss
-7980
Base Accrued Interest
9797.67
Local Market Value
397005
Local Total Cost Amount
404985
Local Unrealized Gain Loss
-7980
Local Accrued Interest
9797.67
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
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
6.25% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
549000.00
Base Market Value
533973.87
Base Total Cost
569275.02
Base Unrealized Gain Loss
-35301.15
Base Accrued Interest
15821.88
Local Market Value
533973.87
Local Total Cost Amount
569275.02
Local Unrealized Gain Loss
-35301.15
Local Accrued Interest
15821.88
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
6.25% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
700000.00
Base Market Value
680841.00
Base Total Cost
738363.5
Base Unrealized Gain Loss
-57522.5
Base Accrued Interest
20173.6
Local Market Value
680841
Local Total Cost Amount
738363.5
Local Unrealized Gain Loss
-57522.5
Local Accrued Interest
20173.6
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
6.25% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
534000.00
Base Market Value
519384.42
Base Total Cost
558146.25
Base Unrealized Gain Loss
-38761.83
Base Accrued Interest
15389.58
Local Market Value
519384.42
Local Total Cost Amount
558146.25
Local Unrealized Gain Loss
-38761.83
Local Accrued Interest
15389.58
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
4.125% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1590000.00
Base Market Value
1438950.00
Base Total Cost
1573818.75
Base Unrealized Gain Loss
-134868.75
Base Accrued Interest
13846.24
Local Market Value
1438950
Local Total Cost Amount
1573818.75
Local Unrealized Gain Loss
-134868.75
Local Accrued Interest
13846.24
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
4.125% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
765000.00
Base Market Value
692325.00
Base Total Cost
765000
Base Unrealized Gain Loss
-72675
Base Accrued Interest
6661.88
Local Market Value
692325
Local Total Cost Amount
765000
Local Unrealized Gain Loss
-72675
Local Accrued Interest
6661.88
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
4.125% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
900000.00
Base Market Value
814500.00
Base Total Cost
896875
Base Unrealized Gain Loss
-82375
Base Accrued Interest
7837.5
Local Market Value
814500
Local Total Cost Amount
896875
Local Unrealized Gain Loss
-82375
Local Accrued Interest
7837.5
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
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
4.125% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
500000.00
Base Market Value
452500.00
Base Total Cost
505250
Base Unrealized Gain Loss
-52750
Base Accrued Interest
4354.17
Local Market Value
452500
Local Total Cost Amount
505250
Local Unrealized Gain Loss
-52750
Local Accrued Interest
4354.17
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
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
4.125% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
479000.00
Base Market Value
433495.00
Base Total Cost
480818.75
Base Unrealized Gain Loss
-47323.75
Base Accrued Interest
4171.29
Local Market Value
433495
Local Total Cost Amount
480818.75
Local Unrealized Gain Loss
-47323.75
Local Accrued Interest
4171.29
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: INTERNATIONAL GAME TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL GAME TECH
Security Description
4.125% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1150000.00
Base Market Value
1040750.00
Base Total Cost
1141830
Base Unrealized Gain Loss
-101080
Base Accrued Interest
10014.58
Local Market Value
1040750
Local Total Cost Amount
1141830
Local Unrealized Gain Loss
-101080
Local Accrued Interest
10014.58
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: INTERPUBLIC GROUP COS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERPUBLIC GROUP COS
Security Description
2.4% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
300000.00
Base Market Value
244362.00
Base Total Cost
299496
Base Unrealized Gain Loss
-55134
Base Accrued Interest
2400
Local Market Value
244362
Local Total Cost Amount
299496
Local Unrealized Gain Loss
-55134
Local Accrued Interest
2400
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
TELEPHONE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTERSTATE POWER + LIGHT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERSTATE POWER + LIGHT
Security Description
3.25% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
1420000.00
Base Market Value
1402377.80
Base Total Cost
1522268.4
Base Unrealized Gain Loss
-119890.6
Base Accrued Interest
3845.83
Local Market Value
1402377.8
Local Total Cost Amount
1522268.4
Local Unrealized Gain Loss
-119890.6
Local Accrued Interest
3845.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: INTESA SANPAOLO SPA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTESA SANPAOLO SPA
Security Description
5.25% 12 Jan 2024
Interest Rate
5.25
Original Face
0
Shares Par Value
100000.00
Base Market Value
100635.00
Base Total Cost
109375
Base Unrealized Gain Loss
-8740
Base Accrued Interest
2464.58
Local Market Value
100635
Local Total Cost Amount
109375
Local Unrealized Gain Loss
-8740
Local Accrued Interest
2464.58
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
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: STONEX GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STONEX GROUP INC
Security Description
8.625% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
8.625
Original Face
0
Shares Par Value
120000.00
Base Market Value
120300.00
Base Total Cost
120675
Base Unrealized Gain Loss
-375
Base Accrued Interest
460
Local Market Value
120300
Local Total Cost Amount
120675
Local Unrealized Gain Loss
-375
Local Accrued Interest
460
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: INVITATION HOMES OP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INVITATION HOMES OP
Security Description
2% 15 Aug 2031
Maturity Date
2031-08-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
963000.00
Base Market Value
740797.38
Base Total Cost
810730.44
Base Unrealized Gain Loss
-69933.06
Base Accrued Interest
7276
Local Market Value
740797.38
Local Total Cost Amount
810730.44
Local Unrealized Gain Loss
-69933.06
Local Accrued Interest
7276
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
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: INVITATION HOMES OP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INVITATION HOMES OP
Security Description
2.3% 15 Nov 2028
Maturity Date
2028-11-15T00:00:00.000
Interest Rate
2.3
Original Face
0
Shares Par Value
1549000.00
Base Market Value
1302941.35
Base Total Cost
1552107.44
Base Unrealized Gain Loss
-249166.09
Base Accrued Interest
4552.34
Local Market Value
1302941.35
Local Total Cost Amount
1552107.44
Local Unrealized Gain Loss
-249166.09
Local Accrued Interest
4552.34
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
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: INVITATION HOMES OP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INVITATION HOMES OP
Security Description
2.7% 15 Jan 2034
Maturity Date
2034-01-15T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
485000.00
Base Market Value
373047.45
Base Total Cost
478641.65
Base Unrealized Gain Loss
-105594.2
Base Accrued Interest
8584.5
Local Market Value
373047.45
Local Total Cost Amount
478641.65
Local Unrealized Gain Loss
-105594.2
Local Accrued Interest
8584.5
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
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: INVITATION HOMES OP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INVITATION HOMES OP
Security Description
4.15% 15 Apr 2032
Maturity Date
2032-04-15T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
1270000.00
Base Market Value
1153071.10
Base Total Cost
1266685.3
Base Unrealized Gain Loss
-113614.2
Base Accrued Interest
12590.64
Local Market Value
1153071.1
Local Total Cost Amount
1266685.3
Local Unrealized Gain Loss
-113614.2
Local Accrued Interest
12590.64
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
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: ION TRADING TECHNOLOGIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ION TRADING TECHNOLOGIES
Security Description
5.75% 15 May 2028
Maturity Date
2028-05-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1510000.00
Base Market Value
1207682.90
Base Total Cost
1533000
Base Unrealized Gain Loss
-325317.1
Base Accrued Interest
11094.31
Local Market Value
1207682.9
Local Total Cost Amount
1533000
Local Unrealized Gain Loss
-325317.1
Local Accrued Interest
11094.31
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ION TRADING TECHNOLOGIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ION TRADING TECHNOLOGIES
Security Description
5.75% 15 May 2028
Maturity Date
2028-05-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2766000.00
Base Market Value
2212219.14
Base Total Cost
2694297.5
Base Unrealized Gain Loss
-482078.36
Base Accrued Interest
20322.42
Local Market Value
2212219.14
Local Total Cost Amount
2694297.5
Local Unrealized Gain Loss
-482078.36
Local Accrued Interest
20322.42
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: IONIS PHARMACEUTICALS IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IONIS PHARMACEUTICALS IN
Security Description
0.01% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
9150000.00
Base Market Value
8320095.00
Base Total Cost
9107950.39
Base Unrealized Gain Loss
-787855.39
Base Accrued Interest
0
Local Market Value
8320095
Local Total Cost Amount
9107950.39
Local Unrealized Gain Loss
-787855.39
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: IPALCO ENTERPRISES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IPALCO ENTERPRISES INC
Security Description
3.7% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
1325000.00
Base Market Value
1310107.00
Base Total Cost
1422771.75
Base Unrealized Gain Loss
-112664.75
Base Accrued Interest
16341.67
Local Market Value
1310107
Local Total Cost Amount
1422771.75
Local Unrealized Gain Loss
-112664.75
Local Accrued Interest
16341.67
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
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: IQVIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IQVIA INC
Security Description
5% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
690000.00
Base Market Value
652809.00
Base Total Cost
696900
Base Unrealized Gain Loss
-44091
Base Accrued Interest
4408.33
Local Market Value
652809
Local Total Cost Amount
696900
Local Unrealized Gain Loss
-44091
Local Accrued Interest
4408.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: IQVIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IQVIA INC
Security Description
5% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2620000.00
Base Market Value
2478782.00
Base Total Cost
2663924.73
Base Unrealized Gain Loss
-185142.73
Base Accrued Interest
16738.89
Local Market Value
2478782
Local Total Cost Amount
2663924.73
Local Unrealized Gain Loss
-185142.73
Local Accrued Interest
16738.89
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
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: IQVIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IQVIA INC
Security Description
5% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
200000.00
Base Market Value
189220.00
Base Total Cost
200000
Base Unrealized Gain Loss
-10780
Base Accrued Interest
1277.78
Local Market Value
189220
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-10780
Local Accrued Interest
1277.78
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: IQVIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IQVIA INC
Security Description
5% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
175000.00
Base Market Value
165567.50
Base Total Cost
175000
Base Unrealized Gain Loss
-9432.5
Base Accrued Interest
1118.06
Local Market Value
165567.5
Local Total Cost Amount
175000
Local Unrealized Gain Loss
-9432.5
Local Accrued Interest
1118.06
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
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: IRIS HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRIS HOLDINGS INC
Security Description
8.75% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
750000.00
Base Market Value
600000.00
Base Total Cost
740643.75
Base Unrealized Gain Loss
-140643.75
Base Accrued Interest
24791.67
Local Market Value
600000
Local Total Cost Amount
740643.75
Local Unrealized Gain Loss
-140643.75
Local Accrued Interest
24791.67
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
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: IRIS HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRIS HOLDINGS INC
Security Description
8.75% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
250000.00
Base Market Value
200000.00
Base Total Cost
250312.5
Base Unrealized Gain Loss
-50312.5
Base Accrued Interest
8263.89
Local Market Value
200000
Local Total Cost Amount
250312.5
Local Unrealized Gain Loss
-50312.5
Local Accrued Interest
8263.89
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
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
4.875% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1390000.00
Base Market Value
1255934.50
Base Total Cost
1367834.42
Base Unrealized Gain Loss
-111899.92
Base Accrued Interest
19952.3
Local Market Value
1255934.5
Local Total Cost Amount
1367834.42
Local Unrealized Gain Loss
-111899.92
Local Accrued Interest
19952.3
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
4.875% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1510000.00
Base Market Value
1364360.50
Base Total Cost
1499716.57
Base Unrealized Gain Loss
-135356.07
Base Accrued Interest
21674.79
Local Market Value
1364360.5
Local Total Cost Amount
1499716.57
Local Unrealized Gain Loss
-135356.07
Local Accrued Interest
21674.79
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5.25% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1145000.00
Base Market Value
1027855.05
Base Total Cost
1128909.34
Base Unrealized Gain Loss
-101054.29
Base Accrued Interest
17699.8
Local Market Value
1027855.05
Local Total Cost Amount
1128909.34
Local Unrealized Gain Loss
-101054.29
Local Accrued Interest
17699.8
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
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5.25% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
620000.00
Base Market Value
556567.80
Base Total Cost
642475
Base Unrealized Gain Loss
-85907.2
Base Accrued Interest
9584.17
Local Market Value
556567.8
Local Total Cost Amount
642475
Local Unrealized Gain Loss
-85907.2
Local Accrued Interest
9584.17
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5.25% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
625000.00
Base Market Value
561056.25
Base Total Cost
622500
Base Unrealized Gain Loss
-61443.75
Base Accrued Interest
9661.45
Local Market Value
561056.25
Local Total Cost Amount
622500
Local Unrealized Gain Loss
-61443.75
Local Accrued Interest
9661.45
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
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
4.875% 15 Sep 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
2025000.00
Base Market Value
1721108.25
Base Total Cost
2037800
Base Unrealized Gain Loss
-316691.75
Base Accrued Interest
29067.18
Local Market Value
1721108.25
Local Total Cost Amount
2037800
Local Unrealized Gain Loss
-316691.75
Local Accrued Interest
29067.18
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
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
4.875% 15 Sep 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
275000.00
Base Market Value
233730.75
Base Total Cost
269500
Base Unrealized Gain Loss
-35769.25
Base Accrued Interest
3947.39
Local Market Value
233730.75
Local Total Cost Amount
269500
Local Unrealized Gain Loss
-35769.25
Local Accrued Interest
3947.39
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
430000.00
Base Market Value
380846.70
Base Total Cost
430000
Base Unrealized Gain Loss
-49153.3
Base Accrued Interest
9913.89
Local Market Value
380846.7
Local Total Cost Amount
430000
Local Unrealized Gain Loss
-49153.3
Local Accrued Interest
9913.89
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
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
100000.00
Base Market Value
88569.00
Base Total Cost
100000
Base Unrealized Gain Loss
-11431
Base Accrued Interest
2305.55
Local Market Value
88569
Local Total Cost Amount
100000
Local Unrealized Gain Loss
-11431
Local Accrued Interest
2305.55
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5.25% 15 Jul 2030
Maturity Date
2030-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
710000.00
Base Market Value
617274.00
Base Total Cost
739287.5
Base Unrealized Gain Loss
-122013.5
Base Accrued Interest
17187.92
Local Market Value
617274
Local Total Cost Amount
739287.5
Local Unrealized Gain Loss
-122013.5
Local Accrued Interest
17187.92
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5.25% 15 Jul 2030
Maturity Date
2030-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1235000.00
Base Market Value
1073709.00
Base Total Cost
1261562.5
Base Unrealized Gain Loss
-187853.5
Base Accrued Interest
29897.29
Local Market Value
1073709
Local Total Cost Amount
1261562.5
Local Unrealized Gain Loss
-187853.5
Local Accrued Interest
29897.29
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5.25% 15 Jul 2030
Maturity Date
2030-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
321000.00
Base Market Value
279077.40
Base Total Cost
307847.52
Base Unrealized Gain Loss
-28770.12
Base Accrued Interest
7770.88
Local Market Value
279077.4
Local Total Cost Amount
307847.52
Local Unrealized Gain Loss
-28770.12
Local Accrued Interest
7770.88
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5.25% 15 Jul 2030
Maturity Date
2030-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
425000.00
Base Market Value
369495.00
Base Total Cost
424944.08
Base Unrealized Gain Loss
-55449.08
Base Accrued Interest
10288.55
Local Market Value
369495
Local Total Cost Amount
424944.08
Local Unrealized Gain Loss
-55449.08
Local Accrued Interest
10288.55
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5.625% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
635000.00
Base Market Value
536943.30
Base Total Cost
638804.96
Base Unrealized Gain Loss
-101861.66
Base Accrued Interest
16470.32
Local Market Value
536943.3
Local Total Cost Amount
638804.96
Local Unrealized Gain Loss
-101861.66
Local Accrued Interest
16470.32
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
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5.625% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
925000.00
Base Market Value
782161.50
Base Total Cost
942987.78
Base Unrealized Gain Loss
-160826.28
Base Accrued Interest
23992.2
Local Market Value
782161.5
Local Total Cost Amount
942987.78
Local Unrealized Gain Loss
-160826.28
Local Accrued Interest
23992.2
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
5.625% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
25000.00
Base Market Value
21139.50
Base Total Cost
25000
Base Unrealized Gain Loss
-3860.5
Base Accrued Interest
648.44
Local Market Value
21139.5
Local Total Cost Amount
25000
Local Unrealized Gain Loss
-3860.5
Local Accrued Interest
648.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
4.5% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
469000.00
Base Market Value
383243.35
Base Total Cost
422915.4
Base Unrealized Gain Loss
-39672.05
Base Accrued Interest
7973
Local Market Value
383243.35
Local Total Cost Amount
422915.4
Local Unrealized Gain Loss
-39672.05
Local Accrued Interest
7973
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: IRON MOUNTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INC
Security Description
4.5% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
325000.00
Base Market Value
265573.75
Base Total Cost
325000
Base Unrealized Gain Loss
-59426.25
Base Accrued Interest
5525
Local Market Value
265573.75
Local Total Cost Amount
325000
Local Unrealized Gain Loss
-59426.25
Local Accrued Interest
5525
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: IRON MOUNTAIN INFO MGMT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INFO MGMT
Security Description
5% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1518000.00
Base Market Value
1225192.98
Base Total Cost
1490437.5
Base Unrealized Gain Loss
-265244.52
Base Accrued Interest
9698.33
Local Market Value
1225192.98
Local Total Cost Amount
1490437.5
Local Unrealized Gain Loss
-265244.52
Local Accrued Interest
9698.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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