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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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Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PLANET FITNESS MASTER ISSUER L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLANET FITNESS MASTER ISSUER L
Security Description
3.251% 05 Dec 2051
Maturity Date
2051-12-05T00:00:00.000
Interest Rate
3.251
Original Face
4455000
Shares Par Value
4443862.50
Base Market Value
3981007.56
Base Total Cost
4445626.05
Base Unrealized Gain Loss
-464618.49
Base Accrued Interest
10433.95
Local Market Value
3981007.56
Local Total Cost Amount
4445626.05
Local Unrealized Gain Loss
-464618.49
Local Accrued Interest
10433.95
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: PLANTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLANTRONICS INC
Security Description
4.75% 01 Mar 2029
Maturity Date
2029-03-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
405000.00
Base Market Value
402975.00
Base Total Cost
384661.2
Base Unrealized Gain Loss
18313.8
Base Accrued Interest
6412.5
Local Market Value
402975
Local Total Cost Amount
384661.2
Local Unrealized Gain Loss
18313.8
Local Accrued Interest
6412.5
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: PLAYTIKA HOLDING CORP.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLAYTIKA HOLDING CORP.
Security Description
1% 13 Mar 2028
Maturity Date
2028-03-13T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
828940.57
Base Market Value
783696.99
Base Total Cost
829532.42
Base Unrealized Gain Loss
-45835.43
Base Accrued Interest
0
Local Market Value
783696.99
Local Total Cost Amount
829532.42
Local Unrealized Gain Loss
-45835.43
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: PLAYTIKA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLAYTIKA HOLDING CORP
Security Description
4.25% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1155000.00
Base Total Cost
1328772.25
Base Unrealized Gain Loss
-173772.25
Base Accrued Interest
17519.45
Local Market Value
1155000
Local Total Cost Amount
1328772.25
Local Unrealized Gain Loss
-173772.25
Local Accrued Interest
17519.45
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: PLAYTIKA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLAYTIKA HOLDING CORP
Security Description
4.25% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1545000.00
Base Market Value
1274625.00
Base Total Cost
1487986.27
Base Unrealized Gain Loss
-213361.27
Base Accrued Interest
19333.96
Local Market Value
1274625
Local Total Cost Amount
1487986.27
Local Unrealized Gain Loss
-213361.27
Local Accrued Interest
19333.96
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: PLAYTIKA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLAYTIKA HOLDING CORP
Security Description
4.25% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
571000.00
Base Market Value
471075.00
Base Total Cost
579877.51
Base Unrealized Gain Loss
-108802.51
Base Accrued Interest
7145.43
Local Market Value
471075
Local Total Cost Amount
579877.51
Local Unrealized Gain Loss
-108802.51
Local Accrued Interest
7145.43
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: PLAYTIKA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PLAYTIKA HOLDING CORP
Security Description
4.25% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
425000.00
Base Market Value
350625.00
Base Total Cost
421500
Base Unrealized Gain Loss
-70875
Base Accrued Interest
5318.4
Local Market Value
350625
Local Total Cost Amount
421500
Local Unrealized Gain Loss
-70875
Local Accrued Interest
5318.4
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: JB POINDEXTER + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JB POINDEXTER + CO INC
Security Description
7.125% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
2060000.00
Base Market Value
1977600.00
Base Total Cost
2128868.75
Base Unrealized Gain Loss
-151268.75
Base Accrued Interest
30985.84
Local Market Value
1977600
Local Total Cost Amount
2128868.75
Local Unrealized Gain Loss
-151268.75
Local Accrued Interest
30985.84
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: JB POINDEXTER + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JB POINDEXTER + CO INC
Security Description
7.125% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1545000.00
Base Market Value
1483200.00
Base Total Cost
1597306.25
Base Unrealized Gain Loss
-114106.25
Base Accrued Interest
23239.4
Local Market Value
1483200
Local Total Cost Amount
1597306.25
Local Unrealized Gain Loss
-114106.25
Local Accrued Interest
23239.4
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: JB POINDEXTER + CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JB POINDEXTER + CO INC
Security Description
7.125% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
1157000.00
Base Market Value
1110720.00
Base Total Cost
1217875.71
Base Unrealized Gain Loss
-107155.71
Base Accrued Interest
17403.21
Local Market Value
1110720
Local Total Cost Amount
1217875.71
Local Unrealized Gain Loss
-107155.71
Local Accrued Interest
17403.21
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: POLAR US BORROWER LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POLAR US BORROWER LLC
Security Description
6.75% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1305000.00
Base Market Value
911229.30
Base Total Cost
1305000
Base Unrealized Gain Loss
-393770.7
Base Accrued Interest
11255.63
Local Market Value
911229.3
Local Total Cost Amount
1305000
Local Unrealized Gain Loss
-393770.7
Local Accrued Interest
11255.63
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
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: POLAR US BORROWER LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POLAR US BORROWER LLC
Security Description
6.75% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
225000.00
Base Market Value
157108.50
Base Total Cost
225000
Base Unrealized Gain Loss
-67891.5
Base Accrued Interest
1940.63
Local Market Value
157108.5
Local Total Cost Amount
225000
Local Unrealized Gain Loss
-67891.5
Local Accrued Interest
1940.63
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
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: AVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIENT CORP
Security Description
5.25% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
504000.00
Base Market Value
501480.00
Base Total Cost
506413.3
Base Unrealized Gain Loss
-4933.3
Base Accrued Interest
7791.01
Local Market Value
501480
Local Total Cost Amount
506413.3
Local Unrealized Gain Loss
-4933.3
Local Accrued Interest
7791.01
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
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: AVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIENT CORP
Security Description
5.25% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
300000.00
Base Market Value
298500.00
Base Total Cost
301500
Base Unrealized Gain Loss
-3000
Base Accrued Interest
4637.5
Local Market Value
298500
Local Total Cost Amount
301500
Local Unrealized Gain Loss
-3000
Local Accrued Interest
4637.5
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
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: AVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIENT CORP
Security Description
5.75% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
722000.00
Base Market Value
692029.78
Base Total Cost
729256.25
Base Unrealized Gain Loss
-37226.47
Base Accrued Interest
5304.7
Local Market Value
692029.78
Local Total Cost Amount
729256.25
Local Unrealized Gain Loss
-37226.47
Local Accrued Interest
5304.7
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
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: AVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIENT CORP
Security Description
5.75% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
265000.00
Base Market Value
253999.85
Base Total Cost
268662.5
Base Unrealized Gain Loss
-14662.65
Base Accrued Interest
1947.01
Local Market Value
253999.85
Local Total Cost Amount
268662.5
Local Unrealized Gain Loss
-14662.65
Local Accrued Interest
1947.01
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
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: AVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIENT CORP
Security Description
5.75% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
250000.00
Base Market Value
239622.50
Base Total Cost
250000
Base Unrealized Gain Loss
-10377.5
Base Accrued Interest
1836.81
Local Market Value
239622.5
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-10377.5
Local Accrued Interest
1836.81
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
5.75% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
489000.00
Base Market Value
473718.75
Base Total Cost
510629.86
Base Unrealized Gain Loss
-36911.11
Base Accrued Interest
9372.5
Local Market Value
473718.75
Local Total Cost Amount
510629.86
Local Unrealized Gain Loss
-36911.11
Local Accrued Interest
9372.5
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
5.75% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
88000.00
Base Market Value
85250.00
Base Total Cost
88968
Base Unrealized Gain Loss
-3718
Base Accrued Interest
1686.67
Local Market Value
85250
Local Total Cost Amount
88968
Local Unrealized Gain Loss
-3718
Local Accrued Interest
1686.67
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
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
5.625% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1590000.00
Base Market Value
1509228.00
Base Total Cost
1679887.5
Base Unrealized Gain Loss
-170659.5
Base Accrued Interest
41240.64
Local Market Value
1509228
Local Total Cost Amount
1679887.5
Local Unrealized Gain Loss
-170659.5
Local Accrued Interest
41240.64
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
5.625% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
205000.00
Base Market Value
194586.00
Base Total Cost
196118.75
Base Unrealized Gain Loss
-1532.75
Base Accrued Interest
5317.19
Local Market Value
194586
Local Total Cost Amount
196118.75
Local Unrealized Gain Loss
-1532.75
Local Accrued Interest
5317.19
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
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
5.5% 15 Dec 2029
Maturity Date
2029-12-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
315000.00
Base Market Value
281603.70
Base Total Cost
298462.5
Base Unrealized Gain Loss
-16858.8
Base Accrued Interest
770
Local Market Value
281603.7
Local Total Cost Amount
298462.5
Local Unrealized Gain Loss
-16858.8
Local Accrued Interest
770
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
5.5% 15 Dec 2029
Maturity Date
2029-12-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
750000.00
Base Market Value
670485.00
Base Total Cost
810937.5
Base Unrealized Gain Loss
-140452.5
Base Accrued Interest
1833.33
Local Market Value
670485
Local Total Cost Amount
810937.5
Local Unrealized Gain Loss
-140452.5
Local Accrued Interest
1833.33
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
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
5.5% 15 Dec 2029
Maturity Date
2029-12-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
425000.00
Base Market Value
379941.50
Base Total Cost
420798.3
Base Unrealized Gain Loss
-40856.8
Base Accrued Interest
1038.87
Local Market Value
379941.5
Local Total Cost Amount
420798.3
Local Unrealized Gain Loss
-40856.8
Local Accrued Interest
1038.87
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
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
4.625% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
260000.00
Base Market Value
219380.20
Base Total Cost
260336.16
Base Unrealized Gain Loss
-40955.96
Base Accrued Interest
2538.61
Local Market Value
219380.2
Local Total Cost Amount
260336.16
Local Unrealized Gain Loss
-40955.96
Local Accrued Interest
2538.61
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
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
4.625% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
200000.00
Base Market Value
168754.00
Base Total Cost
211000
Base Unrealized Gain Loss
-42246
Base Accrued Interest
1952.78
Local Market Value
168754
Local Total Cost Amount
211000
Local Unrealized Gain Loss
-42246
Local Accrued Interest
1952.78
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
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
4.625% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
272000.00
Base Market Value
229505.44
Base Total Cost
286960
Base Unrealized Gain Loss
-57454.56
Base Accrued Interest
2655.78
Local Market Value
229505.44
Local Total Cost Amount
286960
Local Unrealized Gain Loss
-57454.56
Local Accrued Interest
2655.78
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
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
4.625% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
50000.00
Base Market Value
42188.50
Base Total Cost
47000
Base Unrealized Gain Loss
-4811.5
Base Accrued Interest
488.19
Local Market Value
42188.5
Local Total Cost Amount
47000
Local Unrealized Gain Loss
-4811.5
Local Accrued Interest
488.19
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
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
4.5% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
451000.00
Base Market Value
368850.35
Base Total Cost
451000
Base Unrealized Gain Loss
-82149.65
Base Accrued Interest
5975.75
Local Market Value
368850.35
Local Total Cost Amount
451000
Local Unrealized Gain Loss
-82149.65
Local Accrued Interest
5975.75
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
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
4.5% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
275000.00
Base Market Value
224908.75
Base Total Cost
277812.5
Base Unrealized Gain Loss
-52903.75
Base Accrued Interest
3643.75
Local Market Value
224908.75
Local Total Cost Amount
277812.5
Local Unrealized Gain Loss
-52903.75
Local Accrued Interest
3643.75
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
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: POST HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POST HOLDINGS INC
Security Description
4.5% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1940000.00
Base Market Value
1586629.00
Base Total Cost
1940943.75
Base Unrealized Gain Loss
-354314.75
Base Accrued Interest
25705
Local Market Value
1586629
Local Total Cost Amount
1940943.75
Local Unrealized Gain Loss
-354314.75
Local Accrued Interest
25705
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: POWDR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POWDR CORP
Security Description
6% 01 Aug 2025
Maturity Date
2025-08-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1147000.00
Base Market Value
1138397.50
Base Total Cost
1184052.6
Base Unrealized Gain Loss
-45655.1
Base Accrued Interest
28675
Local Market Value
1138397.5
Local Total Cost Amount
1184052.6
Local Unrealized Gain Loss
-45655.1
Local Accrued Interest
28675
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: POWDR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POWDR CORP
Security Description
6% 01 Aug 2025
Maturity Date
2025-08-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
180000.00
Base Market Value
178650.00
Base Total Cost
184612.5
Base Unrealized Gain Loss
-5962.5
Base Accrued Interest
4500
Local Market Value
178650
Local Total Cost Amount
184612.5
Local Unrealized Gain Loss
-5962.5
Local Accrued Interest
4500
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: POWDR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
POWDR CORP
Security Description
6% 01 Aug 2025
Maturity Date
2025-08-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1282000.00
Base Market Value
1272385.00
Base Total Cost
1333135.25
Base Unrealized Gain Loss
-60750.25
Base Accrued Interest
32050
Local Market Value
1272385
Local Total Cost Amount
1333135.25
Local Unrealized Gain Loss
-60750.25
Local Accrued Interest
32050
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: PRAIRIE ECI ACQUIROR LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRAIRIE ECI ACQUIROR LP
Security Description
1% 11 Mar 2026
Maturity Date
2026-03-11T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
740000.00
Base Market Value
694608.40
Base Total Cost
716546.77
Base Unrealized Gain Loss
-21938.37
Base Accrued Interest
0
Local Market Value
694608.4
Local Total Cost Amount
716546.77
Local Unrealized Gain Loss
-21938.37
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: LINDE INC/CT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LINDE INC/CT
Security Description
2% 10 Aug 2050
Maturity Date
2050-08-10T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
10000000.00
Base Market Value
6291300.00
Base Total Cost
9948500
Base Unrealized Gain Loss
-3657200
Base Accrued Interest
78333.33
Local Market Value
6291300
Local Total Cost Amount
9948500
Local Unrealized Gain Loss
-3657200
Local Accrued Interest
78333.33
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
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: ANIKA THERAPEUTICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANIKA THERAPEUTICS INC
Security Description
COMMON STOCK USD.01
Interest Rate
0
Original Face
0
Shares Par Value
3
Base Market Value
75.99
Base Total Cost
76.01
Base Unrealized Gain Loss
-0.02
Base Accrued Interest
0
Local Market Value
75.99
Local Total Cost Amount
76.01
Local Unrealized Gain Loss
-0.02
Local Accrued Interest
0
Period End Date
2024-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
HEALTH CARE
Minor Industry Name
BIOTECHNOLOGY
Direct Group Trust Holding
Direct
Data As Of
2025-03-03T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
7.125% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
975000.00
Base Market Value
916500.00
Base Total Cost
999581.75
Base Unrealized Gain Loss
-83081.75
Base Accrued Interest
32032.81
Local Market Value
916500
Local Total Cost Amount
999581.75
Local Unrealized Gain Loss
-83081.75
Local Accrued Interest
32032.81
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
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: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
7.125% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
258000.00
Base Market Value
242520.00
Base Total Cost
265157.5
Base Unrealized Gain Loss
-22637.5
Base Accrued Interest
8476.38
Local Market Value
242520
Local Total Cost Amount
265157.5
Local Unrealized Gain Loss
-22637.5
Local Accrued Interest
8476.38
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
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: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
6.875% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1340000.00
Base Market Value
1199300.00
Base Total Cost
1390250
Base Unrealized Gain Loss
-190950
Base Accrued Interest
42479.86
Local Market Value
1199300
Local Total Cost Amount
1390250
Local Unrealized Gain Loss
-190950
Local Accrued Interest
42479.86
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
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: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
6.875% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
526000.00
Base Market Value
470770.00
Base Total Cost
529400.78
Base Unrealized Gain Loss
-58630.78
Base Accrued Interest
16674.93
Local Market Value
470770
Local Total Cost Amount
529400.78
Local Unrealized Gain Loss
-58630.78
Local Accrued Interest
16674.93
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
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: PRECISION DRILLING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRECISION DRILLING CORP
Security Description
6.875% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
275000.00
Base Market Value
246125.00
Base Total Cost
273913.75
Base Unrealized Gain Loss
-27788.75
Base Accrued Interest
8717.88
Local Market Value
246125
Local Total Cost Amount
273913.75
Local Unrealized Gain Loss
-27788.75
Local Accrued Interest
8717.88
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: PREMIER ENTERTAINMENT SU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PREMIER ENTERTAINMENT SU
Security Description
5.625% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
261000.00
Base Market Value
185821.56
Base Total Cost
255159.39
Base Unrealized Gain Loss
-69337.83
Base Accrued Interest
4893.75
Local Market Value
185821.56
Local Total Cost Amount
255159.39
Local Unrealized Gain Loss
-69337.83
Local Accrued Interest
4893.75
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
B3
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: PREMIER ENTERTAINMENT SU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PREMIER ENTERTAINMENT SU
Security Description
5.625% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
450000.00
Base Market Value
320382.00
Base Total Cost
441507.5
Base Unrealized Gain Loss
-121125.5
Base Accrued Interest
8437.5
Local Market Value
320382
Local Total Cost Amount
441507.5
Local Unrealized Gain Loss
-121125.5
Local Accrued Interest
8437.5
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
B3
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: PREMIER ENTERTAINMENT SU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PREMIER ENTERTAINMENT SU
Security Description
5.625% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1109000.00
Base Market Value
789563.64
Base Total Cost
1100150.18
Base Unrealized Gain Loss
-310586.54
Base Accrued Interest
20793.75
Local Market Value
789563.64
Local Total Cost Amount
1100150.18
Local Unrealized Gain Loss
-310586.54
Local Accrued Interest
20793.75
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
B3
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: PREMIER ENTERTAINMENT SU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PREMIER ENTERTAINMENT SU
Security Description
5.875% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
745000.00
Base Market Value
517037.45
Base Total Cost
731554.94
Base Unrealized Gain Loss
-214517.49
Base Accrued Interest
14589.58
Local Market Value
517037.45
Local Total Cost Amount
731554.94
Local Unrealized Gain Loss
-214517.49
Local Accrued Interest
14589.58
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
B3
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: PREMIER ENTERTAINMENT SU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PREMIER ENTERTAINMENT SU
Security Description
5.875% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
500000.00
Base Market Value
347005.00
Base Total Cost
499636.9
Base Unrealized Gain Loss
-152631.9
Base Accrued Interest
9791.67
Local Market Value
347005
Local Total Cost Amount
499636.9
Local Unrealized Gain Loss
-152631.9
Local Accrued Interest
9791.67
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
B3
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: PREMIER ENTERTAINMENT SU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PREMIER ENTERTAINMENT SU
Security Description
5.875% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1109000.00
Base Market Value
769657.09
Base Total Cost
1098630.85
Base Unrealized Gain Loss
-328973.76
Base Accrued Interest
21717.91
Local Market Value
769657.09
Local Total Cost Amount
1098630.85
Local Unrealized Gain Loss
-328973.76
Local Accrued Interest
21717.91
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
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: PRES + FELLOWS OF HARVAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRES + FELLOWS OF HARVAR
Security Description
2.517% 15 Oct 2050
Maturity Date
2050-10-15T00:00:00.000
Interest Rate
2.517
Original Face
0
Shares Par Value
35000.00
Base Market Value
25631.90
Base Total Cost
37626.4
Base Unrealized Gain Loss
-11994.5
Base Accrued Interest
185.98
Local Market Value
25631.9
Local Total Cost Amount
37626.4
Local Unrealized Gain Loss
-11994.5
Local Accrued Interest
185.98
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
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PRESIDIO HOLDING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRESIDIO HOLDING INC
Security Description
4.875% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
790000.00
Base Market Value
725765.10
Base Total Cost
774312.5
Base Unrealized Gain Loss
-48547.4
Base Accrued Interest
16046.88
Local Market Value
725765.1
Local Total Cost Amount
774312.5
Local Unrealized Gain Loss
-48547.4
Local Accrued Interest
16046.88
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
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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