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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: LOWE S COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOWE S COS INC
Security Description
2.8% 15 Sep 2041
Maturity Date
2041-09-15T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
7000000.00
Base Market Value
5083960.00
Base Total Cost
6992580
Base Unrealized Gain Loss
-1908620
Base Accrued Interest
57711.11
Local Market Value
5083960
Local Total Cost Amount
6992580
Local Unrealized Gain Loss
-1908620
Local Accrued Interest
57711.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LOWE S COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOWE S COS INC
Security Description
4.45% 01 Apr 2062
Maturity Date
2062-04-01T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
3065000.00
Base Market Value
2618153.65
Base Total Cost
3062701.25
Base Unrealized Gain Loss
-444547.6
Base Accrued Interest
36750.2
Local Market Value
2618153.65
Local Total Cost Amount
3062701.25
Local Unrealized Gain Loss
-444547.6
Local Accrued Interest
36750.2
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
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: LOWE S COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOWE S COS INC
Security Description
4.45% 01 Apr 2062
Maturity Date
2062-04-01T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
1130000.00
Base Market Value
965257.30
Base Total Cost
1129152.5
Base Unrealized Gain Loss
-163895.2
Base Accrued Interest
13549.01
Local Market Value
965257.3
Local Total Cost Amount
1129152.5
Local Unrealized Gain Loss
-163895.2
Local Accrued Interest
13549.01
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: LOWE S COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOWE S COS INC
Security Description
4.45% 01 Apr 2062
Maturity Date
2062-04-01T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
508000.00
Base Market Value
433938.68
Base Total Cost
507619
Base Unrealized Gain Loss
-73680.32
Base Accrued Interest
6091.06
Local Market Value
433938.68
Local Total Cost Amount
507619
Local Unrealized Gain Loss
-73680.32
Local Accrued Interest
6091.06
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
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: LOWE S COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOWE S COS INC
Security Description
3.75% 01 Apr 2032
Maturity Date
2032-04-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
625000.00
Base Market Value
579856.25
Base Total Cost
624893.75
Base Unrealized Gain Loss
-45037.5
Base Accrued Interest
6315.1
Local Market Value
579856.25
Local Total Cost Amount
624893.75
Local Unrealized Gain Loss
-45037.5
Local Accrued Interest
6315.1
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: LOWE S COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOWE S COS INC
Security Description
3.75% 01 Apr 2032
Maturity Date
2032-04-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
4210000.00
Base Market Value
3905911.70
Base Total Cost
4209284.3
Base Unrealized Gain Loss
-303372.6
Base Accrued Interest
42538.54
Local Market Value
3905911.7
Local Total Cost Amount
4209284.3
Local Unrealized Gain Loss
-303372.6
Local Accrued Interest
42538.54
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
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: LOWE S COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOWE S COS INC
Security Description
4.25% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
770000.00
Base Market Value
666781.50
Base Total Cost
722076.75
Base Unrealized Gain Loss
-55295.25
Base Accrued Interest
8817.57
Local Market Value
666781.5
Local Total Cost Amount
722076.75
Local Unrealized Gain Loss
-55295.25
Local Accrued Interest
8817.57
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: LOWE S COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOWE S COS INC
Security Description
4.25% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
5600000.00
Base Market Value
4849320.00
Base Total Cost
5596192
Base Unrealized Gain Loss
-746872
Base Accrued Interest
64127.78
Local Market Value
4849320
Local Total Cost Amount
5596192
Local Unrealized Gain Loss
-746872
Local Accrued Interest
64127.78
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
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: LOYALTY VENTURES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOYALTY VENTURES INC
Security Description
1% 03 Nov 2027
Maturity Date
2027-11-03T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
390977.31
Base Market Value
311511.17
Base Total Cost
385493.22
Base Unrealized Gain Loss
-73982.05
Base Accrued Interest
0
Local Market Value
311511.17
Local Total Cost Amount
385493.22
Local Unrealized Gain Loss
-73982.05
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
5.375% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2240000.00
Base Market Value
1773587.20
Base Total Cost
2271812.5
Base Unrealized Gain Loss
-498225.3
Base Accrued Interest
5351.11
Local Market Value
1773587.2
Local Total Cost Amount
2271812.5
Local Unrealized Gain Loss
-498225.3
Local Accrued Interest
5351.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
B2
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: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
5.375% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
225000.00
Base Market Value
178150.50
Base Total Cost
225000
Base Unrealized Gain Loss
-46849.5
Base Accrued Interest
537.5
Local Market Value
178150.5
Local Total Cost Amount
225000
Local Unrealized Gain Loss
-46849.5
Local Accrued Interest
537.5
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
TELEPHONE
Moody S Quality Rating
B2
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: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
5.375% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2920000.00
Base Market Value
2311997.60
Base Total Cost
2938428.59
Base Unrealized Gain Loss
-626430.99
Base Accrued Interest
6975.55
Local Market Value
2311997.6
Local Total Cost Amount
2938428.59
Local Unrealized Gain Loss
-626430.99
Local Accrued Interest
6975.55
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
TELEPHONE
Moody S Quality Rating
B2
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: LUXE COMMERCIAL MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUXE COMMERCIAL MORTGAGE TRUST
Security Description
1% 15 Oct 2038
Maturity Date
2038-10-15T00:00:00.000
Interest Rate
2.374
Original Face
900000
Shares Par Value
900000.00
Base Market Value
866426.85
Base Total Cost
900000
Base Unrealized Gain Loss
-33573.15
Base Accrued Interest
949.6
Local Market Value
866426.85
Local Total Cost Amount
900000
Local Unrealized Gain Loss
-33573.15
Local Accrued Interest
949.6
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
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LUXE COMMERCIAL MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUXE COMMERCIAL MORTGAGE TRUST
Security Description
1% 15 Nov 2038
Maturity Date
2038-11-15T00:00:00.000
Interest Rate
2.305
Original Face
100000
Shares Par Value
100000.00
Base Market Value
96081.68
Base Total Cost
100000
Base Unrealized Gain Loss
-3918.32
Base Accrued Interest
102.44
Local Market Value
96081.68
Local Total Cost Amount
100000
Local Unrealized Gain Loss
-3918.32
Local Accrued Interest
102.44
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
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LYFT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYFT INC
Security Description
1.5% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
9335000.00
Base Market Value
7902077.50
Base Total Cost
8711132.09
Base Unrealized Gain Loss
-809054.59
Base Accrued Interest
17892.09
Local Market Value
7902077.5
Local Total Cost Amount
8711132.09
Local Unrealized Gain Loss
-809054.59
Local Accrued Interest
17892.09
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: MDC HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MDC HOLDINGS INC
Security Description
6% 15 Jan 2043
Maturity Date
2043-01-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
3640000.00
Base Market Value
2973334.00
Base Total Cost
4638550
Base Unrealized Gain Loss
-1665216
Base Accrued Interest
100706.67
Local Market Value
2973334
Local Total Cost Amount
4638550
Local Unrealized Gain Loss
-1665216
Local Accrued Interest
100706.67
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
FINANCE
Moody S Quality Rating
Ba1
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: MGIC INVESTMENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGIC INVESTMENT CORP
Security Description
9% 01 Apr 2063
Maturity Date
2063-04-01T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
8290000.00
Base Market Value
11067150.00
Base Total Cost
10687024.33
Base Unrealized Gain Loss
380125.67
Base Accrued Interest
186525
Local Market Value
11067150
Local Total Cost Amount
10687024.33
Local Unrealized Gain Loss
380125.67
Local Accrued Interest
186525
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
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: MGIC INVESTMENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGIC INVESTMENT CORP
Security Description
5.75% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
200000.00
Base Market Value
204330.00
Base Total Cost
205800
Base Unrealized Gain Loss
-1470
Base Accrued Interest
4344.44
Local Market Value
204330
Local Total Cost Amount
205800
Local Unrealized Gain Loss
-1470
Local Accrued Interest
4344.44
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
FINANCE
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: MGIC INVESTMENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGIC INVESTMENT CORP
Security Description
5.25% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
860000.00
Base Market Value
770087.00
Base Total Cost
860000
Base Unrealized Gain Loss
-89913
Base Accrued Interest
17056.67
Local Market Value
770087
Local Total Cost Amount
860000
Local Unrealized Gain Loss
-89913
Local Accrued Interest
17056.67
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: MGIC INVESTMENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGIC INVESTMENT CORP
Security Description
5.25% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
900000.00
Base Market Value
805905.00
Base Total Cost
929147
Base Unrealized Gain Loss
-123242
Base Accrued Interest
17849.99
Local Market Value
805905
Local Total Cost Amount
929147
Local Unrealized Gain Loss
-123242
Local Accrued Interest
17849.99
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
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: MGIC INVESTMENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGIC INVESTMENT CORP
Security Description
5.25% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
800000.00
Base Market Value
716360.00
Base Total Cost
831310
Base Unrealized Gain Loss
-114950
Base Accrued Interest
15866.65
Local Market Value
716360
Local Total Cost Amount
831310
Local Unrealized Gain Loss
-114950
Local Accrued Interest
15866.65
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: MF1 MULTIFAMILY HOUSING MORTGA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MF1 MULTIFAMILY HOUSING MORTGA
Security Description
1% 15 Dec 2034
Maturity Date
2034-12-15T00:00:00.000
Interest Rate
2.349327
Original Face
1020000
Shares Par Value
1020000.00
Base Market Value
1007862.00
Base Total Cost
1019101.38
Base Unrealized Gain Loss
-11239.38
Base Accrued Interest
1065.03
Local Market Value
1007862
Local Total Cost Amount
1019101.38
Local Unrealized Gain Loss
-11239.38
Local Accrued Interest
1065.03
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
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
437000.00
Base Market Value
435986.16
Base Total Cost
473677.88
Base Unrealized Gain Loss
-37691.72
Base Accrued Interest
7720.34
Local Market Value
435986.16
Local Total Cost Amount
473677.88
Local Unrealized Gain Loss
-37691.72
Local Accrued Interest
7720.34
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1112000.00
Base Market Value
1109420.16
Base Total Cost
1148556.2
Base Unrealized Gain Loss
-39136.04
Base Accrued Interest
19645.34
Local Market Value
1109420.16
Local Total Cost Amount
1148556.2
Local Unrealized Gain Loss
-39136.04
Local Accrued Interest
19645.34
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
4.625% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
455000.00
Base Market Value
403885.30
Base Total Cost
427131.25
Base Unrealized Gain Loss
-23245.95
Base Accrued Interest
7014.58
Local Market Value
403885.3
Local Total Cost Amount
427131.25
Local Unrealized Gain Loss
-23245.95
Local Accrued Interest
7014.58
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
4.625% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1205000.00
Base Market Value
1069630.30
Base Total Cost
1131193.75
Base Unrealized Gain Loss
-61563.45
Base Accrued Interest
18577.08
Local Market Value
1069630.3
Local Total Cost Amount
1131193.75
Local Unrealized Gain Loss
-61563.45
Local Accrued Interest
18577.08
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
5.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
80000.00
Base Market Value
76200.00
Base Total Cost
85200.01
Base Unrealized Gain Loss
-9000.01
Base Accrued Interest
204.44
Local Market Value
76200
Local Total Cost Amount
85200.01
Local Unrealized Gain Loss
-9000.01
Local Accrued Interest
204.44
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
5.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
50000.00
Base Market Value
47625.00
Base Total Cost
50125
Base Unrealized Gain Loss
-2500
Base Accrued Interest
127.78
Local Market Value
47625
Local Total Cost Amount
50125
Local Unrealized Gain Loss
-2500
Local Accrued Interest
127.78
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
5.5% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
621000.00
Base Market Value
557353.71
Base Total Cost
655772.61
Base Unrealized Gain Loss
-98418.9
Base Accrued Interest
7210.5
Local Market Value
557353.71
Local Total Cost Amount
655772.61
Local Unrealized Gain Loss
-98418.9
Local Accrued Interest
7210.5
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
5.5% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
242000.00
Base Market Value
217197.42
Base Total Cost
252785.05
Base Unrealized Gain Loss
-35587.63
Base Accrued Interest
2809.89
Local Market Value
217197.42
Local Total Cost Amount
252785.05
Local Unrealized Gain Loss
-35587.63
Local Accrued Interest
2809.89
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
5.5% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
175000.00
Base Market Value
157064.25
Base Total Cost
174562.5
Base Unrealized Gain Loss
-17498.25
Base Accrued Interest
2031.94
Local Market Value
157064.25
Local Total Cost Amount
174562.5
Local Unrealized Gain Loss
-17498.25
Local Accrued Interest
2031.94
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1549000.00
Base Market Value
1519956.25
Base Total Cost
1592737.5
Base Unrealized Gain Loss
-72781.25
Base Accrued Interest
17426.25
Local Market Value
1519956.25
Local Total Cost Amount
1592737.5
Local Unrealized Gain Loss
-72781.25
Local Accrued Interest
17426.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
6.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
25000.00
Base Market Value
24531.25
Base Total Cost
25000
Base Unrealized Gain Loss
-468.75
Base Accrued Interest
281.25
Local Market Value
24531.25
Local Total Cost Amount
25000
Local Unrealized Gain Loss
-468.75
Local Accrued Interest
281.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
4.75% 15 Oct 2028
Maturity Date
2028-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
470000.00
Base Market Value
395246.50
Base Total Cost
496006.25
Base Unrealized Gain Loss
-100759.75
Base Accrued Interest
4713.05
Local Market Value
395246.5
Local Total Cost Amount
496006.25
Local Unrealized Gain Loss
-100759.75
Local Accrued Interest
4713.05
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
4.75% 15 Oct 2028
Maturity Date
2028-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
809000.00
Base Market Value
680328.55
Base Total Cost
788320.76
Base Unrealized Gain Loss
-107992.21
Base Accrued Interest
8112.46
Local Market Value
680328.55
Local Total Cost Amount
788320.76
Local Unrealized Gain Loss
-107992.21
Local Accrued Interest
8112.46
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
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: MGM RESORTS INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MGM RESORTS INTL
Security Description
4.75% 15 Oct 2028
Maturity Date
2028-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
551000.00
Base Market Value
463363.45
Base Total Cost
551000
Base Unrealized Gain Loss
-87636.55
Base Accrued Interest
5525.3
Local Market Value
463363.45
Local Total Cost Amount
551000
Local Unrealized Gain Loss
-87636.55
Local Accrued Interest
5525.3
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
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: M/I HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
M/I HOMES INC
Security Description
4.95% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
150000.00
Base Market Value
127506.00
Base Total Cost
150105
Base Unrealized Gain Loss
-22599
Base Accrued Interest
3093.75
Local Market Value
127506
Local Total Cost Amount
150105
Local Unrealized Gain Loss
-22599
Local Accrued Interest
3093.75
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
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: M/I HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
M/I HOMES INC
Security Description
4.95% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
220000.00
Base Market Value
187008.80
Base Total Cost
220000
Base Unrealized Gain Loss
-32991.2
Base Accrued Interest
4537.5
Local Market Value
187008.8
Local Total Cost Amount
220000
Local Unrealized Gain Loss
-32991.2
Local Accrued Interest
4537.5
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
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: M/I HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
M/I HOMES INC
Security Description
3.95% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
890000.00
Base Market Value
668479.00
Base Total Cost
858372.81
Base Unrealized Gain Loss
-189893.81
Base Accrued Interest
13280.78
Local Market Value
668479
Local Total Cost Amount
858372.81
Local Unrealized Gain Loss
-189893.81
Local Accrued Interest
13280.78
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
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: M/I HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
M/I HOMES INC
Security Description
3.95% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
250000.00
Base Market Value
187775.00
Base Total Cost
250000
Base Unrealized Gain Loss
-62225
Base Accrued Interest
3730.55
Local Market Value
187775
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-62225
Local Accrued Interest
3730.55
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
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: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
5.75% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
3470000.00
Base Market Value
2875589.00
Base Total Cost
3371165.14
Base Unrealized Gain Loss
-495576.14
Base Accrued Interest
33254.16
Local Market Value
2875589
Local Total Cost Amount
3371165.14
Local Unrealized Gain Loss
-495576.14
Local Accrued Interest
33254.16
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
5.75% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
650000.00
Base Market Value
538655.00
Base Total Cost
644625
Base Unrealized Gain Loss
-105970
Base Accrued Interest
6229.17
Local Market Value
538655
Local Total Cost Amount
644625
Local Unrealized Gain Loss
-105970
Local Accrued Interest
6229.17
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
5.75% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
400000.00
Base Market Value
331480.00
Base Total Cost
402060.99
Base Unrealized Gain Loss
-70580.99
Base Accrued Interest
3833.34
Local Market Value
331480
Local Total Cost Amount
402060.99
Local Unrealized Gain Loss
-70580.99
Local Accrued Interest
3833.34
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
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: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
5.75% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2063000.00
Base Market Value
1709608.10
Base Total Cost
2034599.16
Base Unrealized Gain Loss
-324991.06
Base Accrued Interest
19770.42
Local Market Value
1709608.1
Local Total Cost Amount
2034599.16
Local Unrealized Gain Loss
-324991.06
Local Accrued Interest
19770.42
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: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
5.5% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1120000.00
Base Market Value
996800.00
Base Total Cost
1120000
Base Unrealized Gain Loss
-123200
Base Accrued Interest
20533.33
Local Market Value
996800
Local Total Cost Amount
1120000
Local Unrealized Gain Loss
-123200
Local Accrued Interest
20533.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
5.5% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2350000.00
Base Market Value
2091500.00
Base Total Cost
2361022.17
Base Unrealized Gain Loss
-269522.17
Base Accrued Interest
43083.33
Local Market Value
2091500
Local Total Cost Amount
2361022.17
Local Unrealized Gain Loss
-269522.17
Local Accrued Interest
43083.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
5.5% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
400000.00
Base Market Value
356000.00
Base Total Cost
398725
Base Unrealized Gain Loss
-42725
Base Accrued Interest
7333.33
Local Market Value
356000
Local Total Cost Amount
398725
Local Unrealized Gain Loss
-42725
Local Accrued Interest
7333.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MPH ACQUISITION HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPH ACQUISITION HOLDINGS
Security Description
5.5% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
125000.00
Base Market Value
111250.00
Base Total Cost
125546.88
Base Unrealized Gain Loss
-14296.88
Base Accrued Interest
2291.67
Local Market Value
111250
Local Total Cost Amount
125546.88
Local Unrealized Gain Loss
-14296.88
Local Accrued Interest
2291.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
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: MPLX LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPLX LP
Security Description
4% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
876000.00
Base Market Value
864305.40
Base Total Cost
932396.88
Base Unrealized Gain Loss
-68091.48
Base Accrued Interest
13237.33
Local Market Value
864305.4
Local Total Cost Amount
932396.88
Local Unrealized Gain Loss
-68091.48
Local Accrued Interest
13237.33
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
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: MPLX LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MPLX LP
Security Description
4.875% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1555000.00
Base Market Value
1562401.80
Base Total Cost
1751691.95
Base Unrealized Gain Loss
-189290.15
Base Accrued Interest
6317.19
Local Market Value
1562401.8
Local Total Cost Amount
1751691.95
Local Unrealized Gain Loss
-189290.15
Local Accrued Interest
6317.19
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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