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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: 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
124000.00
Base Market Value
100783.48
Base Total Cost
100130.01
Base Unrealized Gain Loss
653.47
Base Accrued Interest
3403.97
Local Market Value
100783.48
Local Total Cost Amount
100130.01
Local Unrealized Gain Loss
653.47
Local Accrued Interest
3403.97
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
1680000.00
Base Market Value
1365453.60
Base Total Cost
1680000
Base Unrealized Gain Loss
-314546.4
Base Accrued Interest
46118.34
Local Market Value
1365453.6
Local Total Cost Amount
1680000
Local Unrealized Gain Loss
-314546.4
Local Accrued Interest
46118.34
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
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
624000.00
Base Market Value
507168.48
Base Total Cost
622561.25
Base Unrealized Gain Loss
-115392.77
Base Accrued Interest
17129.67
Local Market Value
507168.48
Local Total Cost Amount
622561.25
Local Unrealized Gain Loss
-115392.77
Local Accrued Interest
17129.67
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
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
2600000.00
Base Market Value
2113202.00
Base Total Cost
2571075
Base Unrealized Gain Loss
-457873
Base Accrued Interest
71373.61
Local Market Value
2113202
Local Total Cost Amount
2571075
Local Unrealized Gain Loss
-457873
Local Accrued Interest
71373.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: MCAFEE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCAFEE LLC
Security Description
1% 01 Mar 2029
Maturity Date
2029-03-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
902000.00
Base Market Value
823828.17
Base Total Cost
897490
Base Unrealized Gain Loss
-73661.83
Base Accrued Interest
0
Local Market Value
823828.17
Local Total Cost Amount
897490
Local Unrealized Gain Loss
-73661.83
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: MCDONALD S CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDONALD S CORP
Security Description
3.625% 01 Sep 2049
Maturity Date
2049-09-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
4450000.00
Base Market Value
3674187.00
Base Total Cost
4858455.05
Base Unrealized Gain Loss
-1184268.05
Base Accrued Interest
53770.83
Local Market Value
3674187
Local Total Cost Amount
4858455.05
Local Unrealized Gain Loss
-1184268.05
Local Accrued Interest
53770.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MCDONALD S CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDONALD S CORP
Security Description
3.625% 01 Sep 2049
Maturity Date
2049-09-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
1066000.00
Base Market Value
880153.56
Base Total Cost
1194122.66
Base Unrealized Gain Loss
-313969.1
Base Accrued Interest
12880.83
Local Market Value
880153.56
Local Total Cost Amount
1194122.66
Local Unrealized Gain Loss
-313969.1
Local Accrued Interest
12880.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MCDONALD S CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDONALD S CORP
Security Description
3.625% 01 Sep 2049
Maturity Date
2049-09-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
15878000.00
Base Market Value
13109829.48
Base Total Cost
18029663.75
Base Unrealized Gain Loss
-4919834.27
Base Accrued Interest
191859.16
Local Market Value
13109829.48
Local Total Cost Amount
18029663.75
Local Unrealized Gain Loss
-4919834.27
Local Accrued Interest
191859.16
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
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: MCDONALD S CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCDONALD S CORP
Security Description
4.2% 01 Apr 2050
Maturity Date
2050-04-01T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
2710000.00
Base Market Value
2420246.80
Base Total Cost
3233528.2
Base Unrealized Gain Loss
-813281.4
Base Accrued Interest
28455
Local Market Value
2420246.8
Local Total Cost Amount
3233528.2
Local Unrealized Gain Loss
-813281.4
Local Accrued Interest
28455
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: MCLAREN FINANCE PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MCLAREN FINANCE PLC
Security Description
7.5% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
147780.00
Base Total Cost
200000
Base Unrealized Gain Loss
-52220
Base Accrued Interest
6250
Local Market Value
147780
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-52220
Local Accrued Interest
6250
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Caa1
S And P Quality Rating
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: MED TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MED TRUST
Security Description
1% 15 Nov 2038
Maturity Date
2038-11-15T00:00:00.000
Interest Rate
2.275
Original Face
7970000
Shares Par Value
7970000.00
Base Market Value
7619747.19
Base Total Cost
7970000
Base Unrealized Gain Loss
-350252.81
Base Accrued Interest
8058.56
Local Market Value
7619747.19
Local Total Cost Amount
7970000
Local Unrealized Gain Loss
-350252.81
Local Accrued Interest
8058.56
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: PEDIATRIX MEDICAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEDIATRIX MEDICAL GROUP
Security Description
5.375% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1480000.00
Base Market Value
1268004.80
Base Total Cost
1479993.75
Base Unrealized Gain Loss
-211988.95
Base Accrued Interest
30936.11
Local Market Value
1268004.8
Local Total Cost Amount
1479993.75
Local Unrealized Gain Loss
-211988.95
Local Accrued Interest
30936.11
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
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: PEDIATRIX MEDICAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEDIATRIX MEDICAL GROUP
Security Description
5.375% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
50000.00
Base Market Value
42838.00
Base Total Cost
50000
Base Unrealized Gain Loss
-7162
Base Accrued Interest
1045.14
Local Market Value
42838
Local Total Cost Amount
50000
Local Unrealized Gain Loss
-7162
Local Accrued Interest
1045.14
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDLINE BORROWER, LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDLINE BORROWER, LP
Security Description
1% 23 Oct 2028
Maturity Date
2028-10-23T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
588525.00
Base Market Value
547604.86
Base Total Cost
580432.78
Base Unrealized Gain Loss
-32827.92
Base Accrued Interest
0
Local Market Value
547604.86
Local Total Cost Amount
580432.78
Local Unrealized Gain Loss
-32827.92
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: MEDTRONIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDTRONIC INC
Security Description
4.375% 15 Mar 2035
Maturity Date
2035-03-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
548000.00
Base Market Value
546438.20
Base Total Cost
671155.12
Base Unrealized Gain Loss
-124716.92
Base Accrued Interest
7059.3
Local Market Value
546438.2
Local Total Cost Amount
671155.12
Local Unrealized Gain Loss
-124716.92
Local Accrued Interest
7059.3
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
A3
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: MELCO RESORTS FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MELCO RESORTS FINANCE
Security Description
5.375% 04 Dec 2029
Maturity Date
2029-12-04T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
350000.00
Base Market Value
210189.00
Base Total Cost
351388.92
Base Unrealized Gain Loss
-141199.92
Base Accrued Interest
1410.94
Local Market Value
210189
Local Total Cost Amount
351388.92
Local Unrealized Gain Loss
-141199.92
Local Accrued Interest
1410.94
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
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: MELCO RESORTS FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MELCO RESORTS FINANCE
Security Description
5.375% 04 Dec 2029
Maturity Date
2029-12-04T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2371000.00
Base Market Value
1423880.34
Base Total Cost
2452548.75
Base Unrealized Gain Loss
-1028668.41
Base Accrued Interest
9558.08
Local Market Value
1423880.34
Local Total Cost Amount
2452548.75
Local Unrealized Gain Loss
-1028668.41
Local Accrued Interest
9558.08
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
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: MERCADOLIBRE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCADOLIBRE INC
Security Description
3.125% 14 Jan 2031
Maturity Date
2031-01-14T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
450000.00
Base Market Value
324139.50
Base Total Cost
449900
Base Unrealized Gain Loss
-125760.5
Base Accrued Interest
6523.44
Local Market Value
324139.5
Local Total Cost Amount
449900
Local Unrealized Gain Loss
-125760.5
Local Accrued Interest
6523.44
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
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: MERCEDES BENZ AUTO RECEIVABLES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCEDES BENZ AUTO RECEIVABLES
Security Description
1.94% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
1.94
Original Face
175000
Shares Par Value
35968.72
Base Market Value
35916.35
Base Total Cost
36533.26
Base Unrealized Gain Loss
-616.91
Base Accrued Interest
31.01
Local Market Value
35916.35
Local Total Cost Amount
36533.26
Local Unrealized Gain Loss
-616.91
Local Accrued Interest
31.01
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
AUTO LOAN RECEIVABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
AUTO LOAN
Moody S Quality Rating
Aaa
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: MERCER INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCER INTL INC
Security Description
5.5% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
475000.00
Base Market Value
457857.25
Base Total Cost
476817.33
Base Unrealized Gain Loss
-18960.08
Base Accrued Interest
12046.52
Local Market Value
457857.25
Local Total Cost Amount
476817.33
Local Unrealized Gain Loss
-18960.08
Local Accrued Interest
12046.52
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
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: MERCER INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCER INTL INC
Security Description
5.5% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
481955.00
Base Total Cost
480250
Base Unrealized Gain Loss
1705
Base Accrued Interest
12680.55
Local Market Value
481955
Local Total Cost Amount
480250
Local Unrealized Gain Loss
1705
Local Accrued Interest
12680.55
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
FINANCE
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: MERCER INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCER INTL INC
Security Description
5.125% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
735000.00
Base Market Value
627418.05
Base Total Cost
749133.75
Base Unrealized Gain Loss
-121715.7
Base Accrued Interest
15695.3
Local Market Value
627418.05
Local Total Cost Amount
749133.75
Local Unrealized Gain Loss
-121715.7
Local Accrued Interest
15695.3
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
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: MERCER INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCER INTL INC
Security Description
5.125% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2610000.00
Base Market Value
2227974.30
Base Total Cost
2645681.25
Base Unrealized Gain Loss
-417706.95
Base Accrued Interest
55734.37
Local Market Value
2227974.3
Local Total Cost Amount
2645681.25
Local Unrealized Gain Loss
-417706.95
Local Accrued Interest
55734.37
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: MERCER INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCER INTL INC
Security Description
5.125% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1275000.00
Base Market Value
1088378.25
Base Total Cost
1277437.5
Base Unrealized Gain Loss
-189059.25
Base Accrued Interest
27226.56
Local Market Value
1088378.25
Local Total Cost Amount
1277437.5
Local Unrealized Gain Loss
-189059.25
Local Accrued Interest
27226.56
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
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: MERCER INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCER INTL INC
Security Description
5.125% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
300000.00
Base Market Value
256089.00
Base Total Cost
302062.5
Base Unrealized Gain Loss
-45973.5
Base Accrued Interest
6406.25
Local Market Value
256089
Local Total Cost Amount
302062.5
Local Unrealized Gain Loss
-45973.5
Local Accrued Interest
6406.25
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
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: MERCK + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCK + CO INC
Security Description
3.7% 10 Feb 2045
Maturity Date
2045-02-10T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
3550000.00
Base Market Value
3105930.50
Base Total Cost
4090168
Base Unrealized Gain Loss
-984237.5
Base Accrued Interest
51445.42
Local Market Value
3105930.5
Local Total Cost Amount
4090168
Local Unrealized Gain Loss
-984237.5
Local Accrued Interest
51445.42
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
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: MERCK + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCK + CO INC
Security Description
2.15% 10 Dec 2031
Maturity Date
2031-12-10T00:00:00.000
Interest Rate
2.15
Original Face
0
Shares Par Value
610000.00
Base Market Value
524709.80
Base Total Cost
608743.4
Base Unrealized Gain Loss
-84033.6
Base Accrued Interest
765.04
Local Market Value
524709.8
Local Total Cost Amount
608743.4
Local Unrealized Gain Loss
-84033.6
Local Accrued Interest
765.04
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MERCK + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCK + CO INC
Security Description
2.75% 10 Dec 2051
Maturity Date
2051-12-10T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
490000.00
Base Market Value
361855.20
Base Total Cost
492057.35
Base Unrealized Gain Loss
-130202.15
Base Accrued Interest
786.04
Local Market Value
361855.2
Local Total Cost Amount
492057.35
Local Unrealized Gain Loss
-130202.15
Local Accrued Interest
786.04
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MERCK + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCK + CO INC
Security Description
2.9% 10 Dec 2061
Maturity Date
2061-12-10T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
4695000.00
Base Market Value
3333684.75
Base Total Cost
4681760.1
Base Unrealized Gain Loss
-1348075.35
Base Accrued Interest
7942.37
Local Market Value
3333684.75
Local Total Cost Amount
4681760.1
Local Unrealized Gain Loss
-1348075.35
Local Accrued Interest
7942.37
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: MERCK + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERCK + CO INC
Security Description
2.9% 10 Dec 2061
Maturity Date
2061-12-10T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
797000.00
Base Market Value
565909.85
Base Total Cost
786891.42
Base Unrealized Gain Loss
-220981.57
Base Accrued Interest
1348.26
Local Market Value
565909.85
Local Total Cost Amount
786891.42
Local Unrealized Gain Loss
-220981.57
Local Accrued Interest
1348.26
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MERITAGE HOMES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITAGE HOMES CORP
Security Description
6% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
170000.00
Base Market Value
165792.50
Base Total Cost
171700
Base Unrealized Gain Loss
-5907.5
Base Accrued Interest
850
Local Market Value
165792.5
Local Total Cost Amount
171700
Local Unrealized Gain Loss
-5907.5
Local Accrued Interest
850
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: MERITAGE HOMES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITAGE HOMES CORP
Security Description
6% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
850000.00
Base Market Value
828962.50
Base Total Cost
861875
Base Unrealized Gain Loss
-32912.5
Base Accrued Interest
4250
Local Market Value
828962.5
Local Total Cost Amount
861875
Local Unrealized Gain Loss
-32912.5
Local Accrued Interest
4250
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: MERITAGE HOMES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITAGE HOMES CORP
Security Description
5.125% 06 Jun 2027
Maturity Date
2027-06-06T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
50000.00
Base Market Value
45767.00
Base Total Cost
46375
Base Unrealized Gain Loss
-608
Base Accrued Interest
177.95
Local Market Value
45767
Local Total Cost Amount
46375
Local Unrealized Gain Loss
-608
Local Accrued Interest
177.95
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
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: MERITAGE HOMES CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITAGE HOMES CORP
Security Description
3.875% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
800000.00
Base Market Value
663128.00
Base Total Cost
794375
Base Unrealized Gain Loss
-131247
Base Accrued Interest
6544.44
Local Market Value
663128
Local Total Cost Amount
794375
Local Unrealized Gain Loss
-131247
Local Accrued Interest
6544.44
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
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: MERITOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITOR INC
Security Description
3.25% 15 Oct 2037
Maturity Date
2037-10-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
9133000.00
Base Market Value
9966842.90
Base Total Cost
9643412.89
Base Unrealized Gain Loss
323430.01
Base Accrued Interest
62662.51
Local Market Value
9966842.9
Local Total Cost Amount
9643412.89
Local Unrealized Gain Loss
323430.01
Local Accrued Interest
62662.51
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
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: MERITOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITOR INC
Security Description
6.25% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
323000.00
Base Market Value
331255.88
Base Total Cost
337131.25
Base Unrealized Gain Loss
-5875.37
Base Accrued Interest
1682.29
Local Market Value
331255.88
Local Total Cost Amount
337131.25
Local Unrealized Gain Loss
-5875.37
Local Accrued Interest
1682.29
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MERITOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITOR INC
Security Description
4.5% 15 Dec 2028
Maturity Date
2028-12-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
275000.00
Base Market Value
264775.50
Base Total Cost
275000
Base Unrealized Gain Loss
-10224.5
Base Accrued Interest
550
Local Market Value
264775.5
Local Total Cost Amount
275000
Local Unrealized Gain Loss
-10224.5
Local Accrued Interest
550
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MERLIN ENTERTAINMENTS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERLIN ENTERTAINMENTS
Security Description
5.75% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
950000.00
Base Market Value
866875.00
Base Total Cost
958375
Base Unrealized Gain Loss
-91500
Base Accrued Interest
2427.79
Local Market Value
866875
Local Total Cost Amount
958375
Local Unrealized Gain Loss
-91500
Local Accrued Interest
2427.79
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
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: MERLIN ENTERTAINMENTS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERLIN ENTERTAINMENTS
Security Description
5.75% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
400000.00
Base Market Value
365000.00
Base Total Cost
420250
Base Unrealized Gain Loss
-55250
Base Accrued Interest
1022.22
Local Market Value
365000
Local Total Cost Amount
420250
Local Unrealized Gain Loss
-55250
Local Accrued Interest
1022.22
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
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: METHANEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METHANEX CORP
Security Description
5.125% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2210000.00
Base Market Value
1950325.00
Base Total Cost
2336948.41
Base Unrealized Gain Loss
-386623.41
Base Accrued Interest
23910.95
Local Market Value
1950325
Local Total Cost Amount
2336948.41
Local Unrealized Gain Loss
-386623.41
Local Accrued Interest
23910.95
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: METHANEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METHANEX CORP
Security Description
5.125% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
125000.00
Base Market Value
110312.50
Base Total Cost
125000
Base Unrealized Gain Loss
-14687.5
Base Accrued Interest
1352.43
Local Market Value
110312.5
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-14687.5
Local Accrued Interest
1352.43
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: METHANEX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METHANEX CORP
Security Description
5.125% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1903000.00
Base Market Value
1679397.50
Base Total Cost
1956727.5
Base Unrealized Gain Loss
-277330
Base Accrued Interest
20589.38
Local Market Value
1679397.5
Local Total Cost Amount
1956727.5
Local Unrealized Gain Loss
-277330
Local Accrued Interest
20589.38
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: METIS MERGER SUB LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METIS MERGER SUB LLC
Security Description
6.5% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1565000.00
Base Market Value
1243627.25
Base Total Cost
1567199.5
Base Unrealized Gain Loss
-323572.25
Base Accrued Interest
12998.2
Local Market Value
1243627.25
Local Total Cost Amount
1567199.5
Local Unrealized Gain Loss
-323572.25
Local Accrued Interest
12998.2
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
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: METIS MERGER SUB LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METIS MERGER SUB LLC
Security Description
6.5% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
824000.00
Base Market Value
654791.60
Base Total Cost
819725.74
Base Unrealized Gain Loss
-164934.14
Base Accrued Interest
6843.79
Local Market Value
654791.6
Local Total Cost Amount
819725.74
Local Unrealized Gain Loss
-164934.14
Local Accrued Interest
6843.79
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
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: METIS MERGER SUB LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METIS MERGER SUB LLC
Security Description
6.5% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
432000.00
Base Market Value
343288.80
Base Total Cost
356662.5
Base Unrealized Gain Loss
-13373.7
Base Accrued Interest
3588
Local Market Value
343288.8
Local Total Cost Amount
356662.5
Local Unrealized Gain Loss
-13373.7
Local Accrued Interest
3588
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: METIS MERGER SUB LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METIS MERGER SUB LLC
Security Description
6.5% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
397325.00
Base Total Cost
480000
Base Unrealized Gain Loss
-82675
Base Accrued Interest
4152.77
Local Market Value
397325
Local Total Cost Amount
480000
Local Unrealized Gain Loss
-82675
Local Accrued Interest
4152.77
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: METIS MERGER SUB LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
METIS MERGER SUB LLC
Security Description
6.5% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1990000.00
Base Market Value
1581353.50
Base Total Cost
1956122.59
Base Unrealized Gain Loss
-374769.09
Base Accrued Interest
16528.06
Local Market Value
1581353.5
Local Total Cost Amount
1956122.59
Local Unrealized Gain Loss
-374769.09
Local Accrued Interest
16528.06
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
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: MET TRANSPRTN AUTH NY REVENUE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MET TRANSPRTN AUTH NY REVENUE
Security Description
6.687% 15 Nov 2040
Interest Rate
6.687
Original Face
30000
Shares Par Value
30000.00
Base Market Value
35413.20
Base Total Cost
36452.7
Base Unrealized Gain Loss
-1039.5
Base Accrued Interest
256.34
Local Market Value
35413.2
Local Total Cost Amount
36452.7
Local Unrealized Gain Loss
-1039.5
Local Accrued Interest
256.34
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: MICHAELS COMPANIES, INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICHAELS COMPANIES, INC.
Security Description
1% 15 Apr 2028
Maturity Date
2028-04-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1019033.08
Base Market Value
846363.02
Base Total Cost
905581.49
Base Unrealized Gain Loss
-59218.47
Base Accrued Interest
0
Local Market Value
846363.02
Local Total Cost Amount
905581.49
Local Unrealized Gain Loss
-59218.47
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: MICROSOFT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICROSOFT CORP
Security Description
2.4% 08 Aug 2026
Interest Rate
2.4
Original Face
0
Shares Par Value
5000000.00
Base Market Value
4805350.00
Base Total Cost
5331500
Base Unrealized Gain Loss
-526150
Base Accrued Interest
47666.67
Local Market Value
4805350
Local Total Cost Amount
5331500
Local Unrealized Gain Loss
-526150
Local Accrued Interest
47666.67
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
Aaa
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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