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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: MARS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARS INC
Security Description
2.45% 16 Jul 2050
Maturity Date
2050-07-16T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
1190000.00
Base Market Value
797859.30
Base Total Cost
1183228.9
Base Unrealized Gain Loss
-385369.6
Base Accrued Interest
13362.71
Local Market Value
797859.3
Local Total Cost Amount
1183228.9
Local Unrealized Gain Loss
-385369.6
Local Accrued Interest
13362.71
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
A1
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: MARSH + MCLENNAN COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARSH + MCLENNAN COS INC
Security Description
3.3% 14 Mar 2023
Maturity Date
2023-03-14T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
2085000.00
Base Market Value
2088419.40
Base Total Cost
2170672.65
Base Unrealized Gain Loss
-82253.25
Base Accrued Interest
20450.38
Local Market Value
2088419.4
Local Total Cost Amount
2170672.65
Local Unrealized Gain Loss
-82253.25
Local Accrued Interest
20450.38
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
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: MARRIOTT INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT INTERNATIONAL
Security Description
4.5% 01 Oct 2034
Maturity Date
2034-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1310000.00
Base Market Value
1202697.90
Base Total Cost
1513980.1
Base Unrealized Gain Loss
-311282.2
Base Accrued Interest
14737.5
Local Market Value
1202697.9
Local Total Cost Amount
1513980.1
Local Unrealized Gain Loss
-311282.2
Local Accrued Interest
14737.5
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
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: MARRIOTT INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT INTERNATIONAL
Security Description
4% 15 Apr 2028
Maturity Date
2028-04-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
2445000.00
Base Market Value
2338202.40
Base Total Cost
2684976.75
Base Unrealized Gain Loss
-346774.35
Base Accrued Interest
20646.67
Local Market Value
2338202.4
Local Total Cost Amount
2684976.75
Local Unrealized Gain Loss
-346774.35
Local Accrued Interest
20646.67
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
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: MARRIOTT INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT INTERNATIONAL
Security Description
4.15% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
420000.00
Base Market Value
421524.60
Base Total Cost
391774.1
Base Unrealized Gain Loss
29750.5
Base Accrued Interest
1452.5
Local Market Value
421524.6
Local Total Cost Amount
391774.1
Local Unrealized Gain Loss
29750.5
Local Accrued Interest
1452.5
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
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: MARRIOTT INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT INTERNATIONAL
Security Description
5.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
948000.00
Base Market Value
983464.68
Base Total Cost
1061195.8
Base Unrealized Gain Loss
-77731.12
Base Accrued Interest
9085
Local Market Value
983464.68
Local Total Cost Amount
1061195.8
Local Unrealized Gain Loss
-77731.12
Local Accrued Interest
9085
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: MARRIOTT INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT INTERNATIONAL
Security Description
5.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
48000.00
Base Market Value
49795.68
Base Total Cost
50723.46
Base Unrealized Gain Loss
-927.78
Base Accrued Interest
460
Local Market Value
49795.68
Local Total Cost Amount
50723.46
Local Unrealized Gain Loss
-927.78
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
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: MARRIOTT INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT INTERNATIONAL
Security Description
4.625% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1841000.00
Base Market Value
1764929.88
Base Total Cost
2113494.97
Base Unrealized Gain Loss
-348565.09
Base Accrued Interest
3784.28
Local Market Value
1764929.88
Local Total Cost Amount
2113494.97
Local Unrealized Gain Loss
-348565.09
Local Accrued Interest
3784.28
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
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: MARRIOTT INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT INTERNATIONAL
Security Description
4.625% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
6320000.00
Base Market Value
6058857.60
Base Total Cost
7000585.32
Base Unrealized Gain Loss
-941727.72
Base Accrued Interest
12991.11
Local Market Value
6058857.6
Local Total Cost Amount
7000585.32
Local Unrealized Gain Loss
-941727.72
Local Accrued Interest
12991.11
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
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: MARRIOTT INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT INTERNATIONAL
Security Description
4.625% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
765000.00
Base Market Value
733390.20
Base Total Cost
826657.05
Base Unrealized Gain Loss
-93266.85
Base Accrued Interest
1572.5
Local Market Value
733390.2
Local Total Cost Amount
826657.05
Local Unrealized Gain Loss
-93266.85
Local Accrued Interest
1572.5
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
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: MARRIOTT INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT INTERNATIONAL
Security Description
3.5% 15 Oct 2032
Maturity Date
2032-10-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
215642.50
Base Total Cost
248195
Base Unrealized Gain Loss
-32552.5
Base Accrued Interest
1847.22
Local Market Value
215642.5
Local Total Cost Amount
248195
Local Unrealized Gain Loss
-32552.5
Local Accrued Interest
1847.22
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MARRIOTT INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT INTERNATIONAL
Security Description
2.85% 15 Apr 2031
Maturity Date
2031-04-15T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
3021000.00
Base Market Value
2505254.88
Base Total Cost
3073656.03
Base Unrealized Gain Loss
-568401.15
Base Accrued Interest
18176.35
Local Market Value
2505254.88
Local Total Cost Amount
3073656.03
Local Unrealized Gain Loss
-568401.15
Local Accrued Interest
18176.35
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: MARTIN MARIETTA MATERIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARTIN MARIETTA MATERIAL
Security Description
4.25% 02 Jul 2024
Maturity Date
2024-07-02T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
695000.00
Base Market Value
698356.85
Base Total Cost
756583.95
Base Unrealized Gain Loss
-58227.1
Base Accrued Interest
14686.7
Local Market Value
698356.85
Local Total Cost Amount
756583.95
Local Unrealized Gain Loss
-58227.1
Local Accrued Interest
14686.7
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MARTIN MARIETTA MATERIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARTIN MARIETTA MATERIAL
Security Description
2.5% 15 Mar 2030
Maturity Date
2030-03-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
1075000.00
Base Market Value
906805.50
Base Total Cost
925446
Base Unrealized Gain Loss
-18640.5
Base Accrued Interest
7913.19
Local Market Value
906805.5
Local Total Cost Amount
925446
Local Unrealized Gain Loss
-18640.5
Local Accrued Interest
7913.19
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
INDUSTRIAL
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: MARTIN MARIETTA MATERIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARTIN MARIETTA MATERIAL
Security Description
2.4% 15 Jul 2031
Maturity Date
2031-07-15T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
5790000.00
Base Market Value
4731240.60
Base Total Cost
5786352.3
Base Unrealized Gain Loss
-1055111.7
Base Accrued Interest
64076
Local Market Value
4731240.6
Local Total Cost Amount
5786352.3
Local Unrealized Gain Loss
-1055111.7
Local Accrued Interest
64076
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
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: MARYLAND ST HLTH HGR EDUCTNL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARYLAND ST HLTH HGR EDUCTNL
Security Description
3.65% 01 Oct 2039
Maturity Date
2039-10-01T00:00:00.000
Interest Rate
3.65
Original Face
130000
Shares Par Value
130000.00
Base Market Value
113348.30
Base Total Cost
120530.8
Base Unrealized Gain Loss
-7182.5
Base Accrued Interest
1186.25
Local Market Value
113348.3
Local Total Cost Amount
120530.8
Local Unrealized Gain Loss
-7182.5
Local Accrued Interest
1186.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
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: MASCO CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASCO CORP
Security Description
2% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
2120000.00
Base Market Value
1665726.40
Base Total Cost
2104460.4
Base Unrealized Gain Loss
-438734
Base Accrued Interest
16017.78
Local Market Value
1665726.4
Local Total Cost Amount
2104460.4
Local Unrealized Gain Loss
-438734
Local Accrued Interest
16017.78
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
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: MASONITE INTERNATIONAL C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASONITE INTERNATIONAL C
Security Description
5.375% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
840000.00
Base Market Value
760200.00
Base Total Cost
852075
Base Unrealized Gain Loss
-91875
Base Accrued Interest
18812.5
Local Market Value
760200
Local Total Cost Amount
852075
Local Unrealized Gain Loss
-91875
Local Accrued Interest
18812.5
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
CANADIAN
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: MASONITE INTERNATIONAL C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASONITE INTERNATIONAL C
Security Description
5.375% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
435000.00
Base Market Value
393675.00
Base Total Cost
439991.24
Base Unrealized Gain Loss
-46316.24
Base Accrued Interest
9742.18
Local Market Value
393675
Local Total Cost Amount
439991.24
Local Unrealized Gain Loss
-46316.24
Local Accrued Interest
9742.18
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
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: MASONITE INTERNATIONAL C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASONITE INTERNATIONAL C
Security Description
5.375% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
867000.00
Base Market Value
784635.00
Base Total Cost
911305
Base Unrealized Gain Loss
-126670
Base Accrued Interest
19417.18
Local Market Value
784635
Local Total Cost Amount
911305
Local Unrealized Gain Loss
-126670
Local Accrued Interest
19417.18
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
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: MASSACHUSETTS ST PORT AUTH SPL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASSACHUSETTS ST PORT AUTH SPL
Security Description
6.202% 01 Jul 2031
Maturity Date
2031-07-01T00:00:00.000
Interest Rate
6.202
Original Face
30000
Shares Par Value
30000.00
Base Market Value
32167.80
Base Total Cost
37068.3
Base Unrealized Gain Loss
-4900.5
Base Accrued Interest
0
Local Market Value
32167.8
Local Total Cost Amount
37068.3
Local Unrealized Gain Loss
-4900.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
A3
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: MATCH GROUP HLD II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP HLD II LLC
Security Description
5% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
468000.00
Base Market Value
433826.64
Base Total Cost
488511.26
Base Unrealized Gain Loss
-54684.62
Base Accrued Interest
1040
Local Market Value
433826.64
Local Total Cost Amount
488511.26
Local Unrealized Gain Loss
-54684.62
Local Accrued Interest
1040
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: MATCH GROUP HLD II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP HLD II LLC
Security Description
5% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
125000.00
Base Market Value
115872.50
Base Total Cost
124781.25
Base Unrealized Gain Loss
-8908.75
Base Accrued Interest
277.78
Local Market Value
115872.5
Local Total Cost Amount
124781.25
Local Unrealized Gain Loss
-8908.75
Local Accrued Interest
277.78
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: MATCH GROUP HLD II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP HLD II LLC
Security Description
5.625% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
840000.00
Base Market Value
785400.00
Base Total Cost
903427.31
Base Unrealized Gain Loss
-118027.31
Base Accrued Interest
17850
Local Market Value
785400
Local Total Cost Amount
903427.31
Local Unrealized Gain Loss
-118027.31
Local Accrued Interest
17850
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
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: MATCH GROUP HLD II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP HLD II LLC
Security Description
5.625% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
590000.00
Base Market Value
551650.00
Base Total Cost
636388.75
Base Unrealized Gain Loss
-84738.75
Base Accrued Interest
12537.5
Local Market Value
551650
Local Total Cost Amount
636388.75
Local Unrealized Gain Loss
-84738.75
Local Accrued Interest
12537.5
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
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: MATCH GROUP HLD II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP HLD II LLC
Security Description
4.125% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1080000.00
Base Market Value
901908.00
Base Total Cost
1058623.15
Base Unrealized Gain Loss
-156715.15
Base Accrued Interest
18562.48
Local Market Value
901908
Local Total Cost Amount
1058623.15
Local Unrealized Gain Loss
-156715.15
Local Accrued Interest
18562.48
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: MATCH GROUP HLD II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP HLD II LLC
Security Description
4.125% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
250000.00
Base Market Value
208775.00
Base Total Cost
250000
Base Unrealized Gain Loss
-41225
Base Accrued Interest
4296.87
Local Market Value
208775
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-41225
Local Accrued Interest
4296.87
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: MATCH GROUP HLD II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP HLD II LLC
Security Description
4.625% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1070000.00
Base Market Value
970062.00
Base Total Cost
979789.06
Base Unrealized Gain Loss
-9727.06
Base Accrued Interest
4123.95
Local Market Value
970062
Local Total Cost Amount
979789.06
Local Unrealized Gain Loss
-9727.06
Local Accrued Interest
4123.95
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: MATCH GROUP HLD II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP HLD II LLC
Security Description
4.625% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
635000.00
Base Market Value
575691.00
Base Total Cost
635000
Base Unrealized Gain Loss
-59309
Base Accrued Interest
2447.39
Local Market Value
575691
Local Total Cost Amount
635000
Local Unrealized Gain Loss
-59309
Local Accrued Interest
2447.39
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: MATCH GROUP HLD II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP HLD II LLC
Security Description
4.625% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
225000.00
Base Market Value
203985.00
Base Total Cost
219937.5
Base Unrealized Gain Loss
-15952.5
Base Accrued Interest
867.19
Local Market Value
203985
Local Total Cost Amount
219937.5
Local Unrealized Gain Loss
-15952.5
Local Accrued Interest
867.19
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
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: MATCH GROUP HLD II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP HLD II LLC
Security Description
3.625% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
1980000.00
Base Market Value
1559250.00
Base Total Cost
1925375
Base Unrealized Gain Loss
-366125
Base Accrued Interest
17943.72
Local Market Value
1559250
Local Total Cost Amount
1925375
Local Unrealized Gain Loss
-366125
Local Accrued Interest
17943.72
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: MATCH GROUP HLD II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATCH GROUP HLD II LLC
Security Description
3.625% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
400000.00
Base Market Value
315000.00
Base Total Cost
400600
Base Unrealized Gain Loss
-85600
Base Accrued Interest
3624.98
Local Market Value
315000
Local Total Cost Amount
400600
Local Unrealized Gain Loss
-85600
Local Accrued Interest
3624.98
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
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: MATTAMY GROUP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATTAMY GROUP CORP
Security Description
4.625% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
300000.00
Base Market Value
219243.00
Base Total Cost
300000
Base Unrealized Gain Loss
-80757
Base Accrued Interest
4625
Local Market Value
219243
Local Total Cost Amount
300000
Local Unrealized Gain Loss
-80757
Local Accrued Interest
4625
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
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: MATTAMY GROUP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATTAMY GROUP CORP
Security Description
4.625% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
2090000.00
Base Market Value
1527392.90
Base Total Cost
2007315.25
Base Unrealized Gain Loss
-479922.35
Base Accrued Interest
32220.82
Local Market Value
1527392.9
Local Total Cost Amount
2007315.25
Local Unrealized Gain Loss
-479922.35
Local Accrued Interest
32220.82
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
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: MATTEL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATTEL INC
Security Description
6.2% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
6.2
Original Face
0
Shares Par Value
25000.00
Base Market Value
23875.00
Base Total Cost
26500
Base Unrealized Gain Loss
-2625
Base Accrued Interest
387.5
Local Market Value
23875
Local Total Cost Amount
26500
Local Unrealized Gain Loss
-2625
Local Accrued Interest
387.5
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: MATTEL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATTEL INC
Security Description
5.45% 01 Nov 2041
Maturity Date
2041-11-01T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
100000.00
Base Market Value
87775.00
Base Total Cost
96437.5
Base Unrealized Gain Loss
-8662.5
Base Accrued Interest
908.33
Local Market Value
87775
Local Total Cost Amount
96437.5
Local Unrealized Gain Loss
-8662.5
Local Accrued Interest
908.33
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
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: MATTEL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATTEL INC
Security Description
5.875% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
600000.00
Base Market Value
586536.00
Base Total Cost
605616
Base Unrealized Gain Loss
-19080
Base Accrued Interest
1566.67
Local Market Value
586536
Local Total Cost Amount
605616
Local Unrealized Gain Loss
-19080
Local Accrued Interest
1566.67
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: MATTEL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATTEL INC
Security Description
3.375% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
125000.00
Base Market Value
114678.75
Base Total Cost
125000
Base Unrealized Gain Loss
-10321.25
Base Accrued Interest
1054.69
Local Market Value
114678.75
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-10321.25
Local Accrued Interest
1054.69
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: MAUSER PACKAGING SOLUT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAUSER PACKAGING SOLUT
Security Description
8.5% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
945000.00
Base Market Value
931335.30
Base Total Cost
992250
Base Unrealized Gain Loss
-60914.7
Base Accrued Interest
16957.5
Local Market Value
931335.3
Local Total Cost Amount
992250
Local Unrealized Gain Loss
-60914.7
Local Accrued Interest
16957.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MCGRAW HILL EDUCATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCGRAW HILL EDUCATION
Security Description
5.75% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1220000.00
Base Market Value
1044661.60
Base Total Cost
1220000
Base Unrealized Gain Loss
-175338.4
Base Accrued Interest
29229.17
Local Market Value
1044661.6
Local Total Cost Amount
1220000
Local Unrealized Gain Loss
-175338.4
Local Accrued Interest
29229.17
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
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: MCGRAW HILL EDUCATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCGRAW HILL EDUCATION
Security Description
5.75% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
759000.00
Base Market Value
649916.52
Base Total Cost
740891.27
Base Unrealized Gain Loss
-90974.75
Base Accrued Interest
18184.38
Local Market Value
649916.52
Local Total Cost Amount
740891.27
Local Unrealized Gain Loss
-90974.75
Local Accrued Interest
18184.38
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MCGRAW HILL EDUCATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCGRAW HILL EDUCATION
Security Description
5.75% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
711000.00
Base Market Value
608815.08
Base Total Cost
678995
Base Unrealized Gain Loss
-70179.92
Base Accrued Interest
17034.36
Local Market Value
608815.08
Local Total Cost Amount
678995
Local Unrealized Gain Loss
-70179.92
Local Accrued Interest
17034.36
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MCGRAW HILL EDUCATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCGRAW HILL EDUCATION
Security Description
8% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
795000.00
Base Market Value
643950.00
Base Total Cost
795000
Base Unrealized Gain Loss
-151050
Base Accrued Interest
26500
Local Market Value
643950
Local Total Cost Amount
795000
Local Unrealized Gain Loss
-151050
Local Accrued Interest
26500
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
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MCGRAW HILL EDUCATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCGRAW HILL EDUCATION
Security Description
8% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1132000.00
Base Market Value
916920.00
Base Total Cost
1113955.95
Base Unrealized Gain Loss
-197035.95
Base Accrued Interest
37733.33
Local Market Value
916920
Local Total Cost Amount
1113955.95
Local Unrealized Gain Loss
-197035.95
Local Accrued Interest
37733.33
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
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MCGRAW HILL EDUCATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCGRAW HILL EDUCATION
Security Description
8% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
300000.00
Base Market Value
243000.00
Base Total Cost
299735.29
Base Unrealized Gain Loss
-56735.29
Base Accrued Interest
9999.99
Local Market Value
243000
Local Total Cost Amount
299735.29
Local Unrealized Gain Loss
-56735.29
Local Accrued Interest
9999.99
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
FINANCE
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MAXIM INTEGRATED PRODUCT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAXIM INTEGRATED PRODUCT
Security Description
3.45% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
350000.00
Base Market Value
333753.00
Base Total Cost
349734
Base Unrealized Gain Loss
-15981
Base Accrued Interest
536.67
Local Market Value
333753
Local Total Cost Amount
349734
Local Unrealized Gain Loss
-15981
Local Accrued Interest
536.67
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
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: MAXAR TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAXAR TECHNOLOGIES INC
Security Description
7.75% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
1310000.00
Base Market Value
1297581.20
Base Total Cost
1310000
Base Unrealized Gain Loss
-12418.8
Base Accrued Interest
4794.24
Local Market Value
1297581.2
Local Total Cost Amount
1310000
Local Unrealized Gain Loss
-12418.8
Local Accrued Interest
4794.24
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MAXAR TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAXAR TECHNOLOGIES INC
Security Description
7.75% 15 Jun 2027
Maturity Date
2027-06-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
306000.00
Base Market Value
303099.12
Base Total Cost
306000
Base Unrealized Gain Loss
-2900.88
Base Accrued Interest
1119.88
Local Market Value
303099.12
Local Total Cost Amount
306000
Local Unrealized Gain Loss
-2900.88
Local Accrued Interest
1119.88
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
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: CONDOR MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONDOR MERGER SUB INC
Security Description
7.375% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1075000.00
Base Market Value
873727.75
Base Total Cost
1075000
Base Unrealized Gain Loss
-201272.25
Base Accrued Interest
29510.24
Local Market Value
873727.75
Local Total Cost Amount
1075000
Local Unrealized Gain Loss
-201272.25
Local Accrued Interest
29510.24
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CONDOR MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CONDOR MERGER SUB INC
Security Description
7.375% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
3430000.00
Base Market Value
2787801.10
Base Total Cost
3395700
Base Unrealized Gain Loss
-607898.9
Base Accrued Interest
94158.26
Local Market Value
2787801.1
Local Total Cost Amount
3395700
Local Unrealized Gain Loss
-607898.9
Local Accrued Interest
94158.26
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
FINANCE
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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