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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: HP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HP INC
Security Description
4% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
180000.00
Base Market Value
168640.20
Base Total Cost
179580.6
Base Unrealized Gain Loss
-10940.4
Base Accrued Interest
1800
Local Market Value
168640.2
Local Total Cost Amount
179580.6
Local Unrealized Gain Loss
-10940.4
Local Accrued Interest
1800
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: HP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HP INC
Security Description
4.2% 15 Apr 2032
Maturity Date
2032-04-15T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
249000.00
Base Market Value
222264.87
Base Total Cost
248915.34
Base Unrealized Gain Loss
-26650.47
Base Accrued Interest
2614.5
Local Market Value
222264.87
Local Total Cost Amount
248915.34
Local Unrealized Gain Loss
-26650.47
Local Accrued Interest
2614.5
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
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: HP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HP INC
Security Description
4.2% 15 Apr 2032
Maturity Date
2032-04-15T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
700000.00
Base Market Value
624841.00
Base Total Cost
699164
Base Unrealized Gain Loss
-74323
Base Accrued Interest
7350
Local Market Value
624841
Local Total Cost Amount
699164
Local Unrealized Gain Loss
-74323
Local Accrued Interest
7350
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: HP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HP INC
Security Description
5.5% 15 Jan 2033
Maturity Date
2033-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
735000.00
Base Market Value
716948.40
Base Total Cost
732978.75
Base Unrealized Gain Loss
-16030.35
Base Accrued Interest
1122.92
Local Market Value
716948.4
Local Total Cost Amount
732978.75
Local Unrealized Gain Loss
-16030.35
Local Accrued Interest
1122.92
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HAEMONETICS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAEMONETICS CORP
Security Description
0.01% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
14838000.00
Base Market Value
11611031.76
Base Total Cost
12443574.64
Base Unrealized Gain Loss
-832542.88
Base Accrued Interest
0
Local Market Value
11611031.76
Local Total Cost Amount
12443574.64
Local Unrealized Gain Loss
-832542.88
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HALLIBURTON CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALLIBURTON CO
Security Description
4.85% 15 Nov 2035
Maturity Date
2035-11-15T00:00:00.000
Interest Rate
4.85
Original Face
0
Shares Par Value
275000.00
Base Market Value
264426.25
Base Total Cost
323840
Base Unrealized Gain Loss
-59413.75
Base Accrued Interest
1704.24
Local Market Value
264426.25
Local Total Cost Amount
323840
Local Unrealized Gain Loss
-59413.75
Local Accrued Interest
1704.24
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
ELECTRIC/GAS
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: HALLIBURTON CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALLIBURTON CO
Security Description
6.75% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
885000.00
Base Market Value
956561.10
Base Total Cost
1095019.35
Base Unrealized Gain Loss
-138458.25
Base Accrued Interest
24890.63
Local Market Value
956561.1
Local Total Cost Amount
1095019.35
Local Unrealized Gain Loss
-138458.25
Local Accrued Interest
24890.63
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
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: HALOZYME THERAPEUTICS IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HALOZYME THERAPEUTICS IN
Security Description
0.25% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
8863000.00
Base Market Value
7818761.34
Base Total Cost
8133411.88
Base Unrealized Gain Loss
-314650.54
Base Accrued Interest
7385.83
Local Market Value
7818761.34
Local Total Cost Amount
8133411.88
Local Unrealized Gain Loss
-314650.54
Local Accrued Interest
7385.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HANESBRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HANESBRANDS INC
Security Description
4.875% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
386000.00
Base Market Value
357536.36
Base Total Cost
416343.77
Base Unrealized Gain Loss
-58807.41
Base Accrued Interest
2404.45
Local Market Value
357536.36
Local Total Cost Amount
416343.77
Local Unrealized Gain Loss
-58807.41
Local Accrued Interest
2404.45
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
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: HANNON ARMSTRONG SUSTAIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HANNON ARMSTRONG SUSTAIN
Security Description
0.01% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
3480000.00
Base Market Value
3412140.00
Base Total Cost
4117402.82
Base Unrealized Gain Loss
-705262.82
Base Accrued Interest
0
Local Market Value
3412140
Local Total Cost Amount
4117402.82
Local Unrealized Gain Loss
-705262.82
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: HARBOUR ENERGY PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARBOUR ENERGY PLC
Security Description
5.5% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
179750.00
Base Total Cost
200000
Base Unrealized Gain Loss
-20250
Base Accrued Interest
2322.22
Local Market Value
179750
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-20250
Local Accrued Interest
2322.22
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
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: HARDEE S FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARDEE S FUNDING
Security Description
4.959% 20 Jun 2048
Maturity Date
2048-06-20T00:00:00.000
Interest Rate
4.959
Original Face
3000000
Shares Par Value
2887500.00
Base Market Value
2812861.01
Base Total Cost
2930812.5
Base Unrealized Gain Loss
-117951.49
Base Accrued Interest
4375.28
Local Market Value
2812861.01
Local Total Cost Amount
2930812.5
Local Unrealized Gain Loss
-117951.49
Local Accrued Interest
4375.28
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: HARDEE S FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARDEE S FUNDING
Security Description
5.71% 20 Jun 2048
Maturity Date
2048-06-20T00:00:00.000
Interest Rate
5.71
Original Face
1215000
Shares Par Value
1169437.50
Base Market Value
1128811.24
Base Total Cost
1329869.7
Base Unrealized Gain Loss
-201058.46
Base Accrued Interest
2040.34
Local Market Value
1128811.24
Local Total Cost Amount
1329869.7
Local Unrealized Gain Loss
-201058.46
Local Accrued Interest
2040.34
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: CKE RESTAURANTS HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CKE RESTAURANTS HOLDINGS INC
Security Description
2.865% 20 Jun 2051
Maturity Date
2051-06-20T00:00:00.000
Interest Rate
2.865
Original Face
2690000
Shares Par Value
2663100.00
Base Market Value
2279919.86
Base Total Cost
2663100
Base Unrealized Gain Loss
-383180.14
Base Accrued Interest
2331.32
Local Market Value
2279919.86
Local Total Cost Amount
2663100
Local Unrealized Gain Loss
-383180.14
Local Accrued Interest
2331.32
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: HARLEY DAVIDSON FINL SER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARLEY DAVIDSON FINL SER
Security Description
3.05% 14 Feb 2027
Maturity Date
2027-02-14T00:00:00.000
Interest Rate
3.05
Original Face
0
Shares Par Value
2554000.00
Base Market Value
2313055.64
Base Total Cost
2530042.21
Base Unrealized Gain Loss
-216986.57
Base Accrued Interest
29644.14
Local Market Value
2313055.64
Local Total Cost Amount
2530042.21
Local Unrealized Gain Loss
-216986.57
Local Accrued Interest
29644.14
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
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HARMAN INTL IND
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARMAN INTL IND
Security Description
4.15% 15 May 2025
Interest Rate
4.15
Original Face
0
Shares Par Value
570000.00
Base Market Value
572798.70
Base Total Cost
574739.2
Base Unrealized Gain Loss
-1940.5
Base Accrued Interest
3022.58
Local Market Value
572798.7
Local Total Cost Amount
574739.2
Local Unrealized Gain Loss
-1940.5
Local Accrued Interest
3022.58
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
ELECTRIC/GAS
Moody S Quality Rating
WR
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: L3HARRIS TECH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L3HARRIS TECH INC
Security Description
4.4% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
350000.00
Base Market Value
343738.50
Base Total Cost
398062
Base Unrealized Gain Loss
-54323.5
Base Accrued Interest
684.44
Local Market Value
343738.5
Local Total Cost Amount
398062
Local Unrealized Gain Loss
-54323.5
Local Accrued Interest
684.44
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
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: HARSCO CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARSCO CORP
Security Description
5.75% 31 Jul 2027
Maturity Date
2027-07-31T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2589000.00
Base Market Value
2071717.80
Base Total Cost
2645009.72
Base Unrealized Gain Loss
-573291.92
Base Accrued Interest
62028.12
Local Market Value
2071717.8
Local Total Cost Amount
2645009.72
Local Unrealized Gain Loss
-573291.92
Local Accrued Interest
62028.12
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: HARTFORD FINL SVCS GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARTFORD FINL SVCS GRP
Security Description
4.3% 15 Apr 2043
Maturity Date
2043-04-15T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
563000.00
Base Market Value
498249.37
Base Total Cost
663666.31
Base Unrealized Gain Loss
-165416.94
Base Accrued Interest
5110.78
Local Market Value
498249.37
Local Total Cost Amount
663666.31
Local Unrealized Gain Loss
-165416.94
Local Accrued Interest
5110.78
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
FINANCE
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: HARTFORD FINL SVCS GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARTFORD FINL SVCS GRP
Security Description
1% 12 Feb 2067
Maturity Date
2067-02-12T00:00:00.000
Interest Rate
3.53629
Original Face
0
Shares Par Value
2794000.00
Base Market Value
2205220.38
Base Total Cost
2677707
Base Unrealized Gain Loss
-472486.62
Base Accrued Interest
12624.95
Local Market Value
2205220.38
Local Total Cost Amount
2677707
Local Unrealized Gain Loss
-472486.62
Local Accrued Interest
12624.95
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
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HARVEST MIDSTREAM I LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARVEST MIDSTREAM I LP
Security Description
7.5% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
1880000.00
Base Market Value
1765752.40
Base Total Cost
1898950
Base Unrealized Gain Loss
-133197.6
Base Accrued Interest
47000
Local Market Value
1765752.4
Local Total Cost Amount
1898950
Local Unrealized Gain Loss
-133197.6
Local Accrued Interest
47000
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: HARVEST MIDSTREAM I LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARVEST MIDSTREAM I LP
Security Description
7.5% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
875000.00
Base Market Value
821826.25
Base Total Cost
889437.5
Base Unrealized Gain Loss
-67611.25
Base Accrued Interest
21875
Local Market Value
821826.25
Local Total Cost Amount
889437.5
Local Unrealized Gain Loss
-67611.25
Local Accrued Interest
21875
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: HARVEST MIDSTREAM I LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARVEST MIDSTREAM I LP
Security Description
7.5% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
450000.00
Base Market Value
422653.50
Base Total Cost
455906.25
Base Unrealized Gain Loss
-33252.75
Base Accrued Interest
11250
Local Market Value
422653.5
Local Total Cost Amount
455906.25
Local Unrealized Gain Loss
-33252.75
Local Accrued Interest
11250
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: HARVEST MIDSTREAM I LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARVEST MIDSTREAM I LP
Security Description
7.5% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
2552000.00
Base Market Value
2396914.96
Base Total Cost
2592271.25
Base Unrealized Gain Loss
-195356.29
Base Accrued Interest
63800
Local Market Value
2396914.96
Local Total Cost Amount
2592271.25
Local Unrealized Gain Loss
-195356.29
Local Accrued Interest
63800
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: HASBRO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HASBRO INC
Security Description
3% 19 Nov 2024
Maturity Date
2024-11-19T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1006000.00
Base Market Value
979381.24
Base Total Cost
1020234.9
Base Unrealized Gain Loss
-40853.66
Base Accrued Interest
3521
Local Market Value
979381.24
Local Total Cost Amount
1020234.9
Local Unrealized Gain Loss
-40853.66
Local Accrued Interest
3521
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: HASBRO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HASBRO INC
Security Description
3.55% 19 Nov 2026
Maturity Date
2026-11-19T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
4060000.00
Base Market Value
3880345.00
Base Total Cost
4068125.75
Base Unrealized Gain Loss
-187780.75
Base Accrued Interest
16815.17
Local Market Value
3880345
Local Total Cost Amount
4068125.75
Local Unrealized Gain Loss
-187780.75
Local Accrued Interest
16815.17
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HASBRO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HASBRO INC
Security Description
3.9% 19 Nov 2029
Maturity Date
2029-11-19T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
2300000.00
Base Market Value
2112021.00
Base Total Cost
2525013.41
Base Unrealized Gain Loss
-412992.41
Base Accrued Interest
10465
Local Market Value
2112021
Local Total Cost Amount
2525013.41
Local Unrealized Gain Loss
-412992.41
Local Accrued Interest
10465
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: HASBRO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HASBRO INC
Security Description
3.9% 19 Nov 2029
Maturity Date
2029-11-19T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
515000.00
Base Market Value
472909.05
Base Total Cost
507501.5
Base Unrealized Gain Loss
-34592.45
Base Accrued Interest
2343.25
Local Market Value
472909.05
Local Total Cost Amount
507501.5
Local Unrealized Gain Loss
-34592.45
Local Accrued Interest
2343.25
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
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: HAT HOLDINGS I LLC/HAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAT HOLDINGS I LLC/HAT
Security Description
6% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
670000.00
Base Market Value
641525.00
Base Total Cost
670000
Base Unrealized Gain Loss
-28475
Base Accrued Interest
8486.67
Local Market Value
641525
Local Total Cost Amount
670000
Local Unrealized Gain Loss
-28475
Local Accrued Interest
8486.67
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
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: HAT HOLDINGS I LLC/HAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAT HOLDINGS I LLC/HAT
Security Description
6% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
359000.00
Base Market Value
343742.50
Base Total Cost
359000
Base Unrealized Gain Loss
-15257.5
Base Accrued Interest
4547.33
Local Market Value
343742.5
Local Total Cost Amount
359000
Local Unrealized Gain Loss
-15257.5
Local Accrued Interest
4547.33
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
Baa3
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: HAT HOLDINGS I LLC/HAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAT HOLDINGS I LLC/HAT
Security Description
6% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
125000.00
Base Market Value
119687.50
Base Total Cost
127968.75
Base Unrealized Gain Loss
-8281.25
Base Accrued Interest
1583.33
Local Market Value
119687.5
Local Total Cost Amount
127968.75
Local Unrealized Gain Loss
-8281.25
Local Accrued Interest
1583.33
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
Baa3
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: HAT HOLDINGS I LLC/HAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAT HOLDINGS I LLC/HAT
Security Description
6% 15 Apr 2025
Interest Rate
6
Original Face
0
Shares Par Value
1920000.00
Base Market Value
1838400.00
Base Total Cost
2042748.39
Base Unrealized Gain Loss
-204348.39
Base Accrued Interest
24320
Local Market Value
1838400
Local Total Cost Amount
2042748.39
Local Unrealized Gain Loss
-204348.39
Local Accrued Interest
24320
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
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: HAT HOLDINGS I LLC/HAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAT HOLDINGS I LLC/HAT
Security Description
3.75% 15 Sep 2030
Maturity Date
2030-09-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1118000.00
Base Market Value
891605.00
Base Total Cost
1089803.75
Base Unrealized Gain Loss
-198198.75
Base Accrued Interest
15838.32
Local Market Value
891605
Local Total Cost Amount
1089803.75
Local Unrealized Gain Loss
-198198.75
Local Accrued Interest
15838.32
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
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: HAT HOLDINGS I LLC/HAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAT HOLDINGS I LLC/HAT
Security Description
3.75% 15 Sep 2030
Maturity Date
2030-09-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
100000.00
Base Market Value
79750.00
Base Total Cost
99000
Base Unrealized Gain Loss
-19250
Base Accrued Interest
1416.67
Local Market Value
79750
Local Total Cost Amount
99000
Local Unrealized Gain Loss
-19250
Local Accrued Interest
1416.67
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
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: HAT HOLDINGS I LLC/HAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAT HOLDINGS I LLC/HAT
Security Description
3.375% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
2030000.00
Base Market Value
1745800.00
Base Total Cost
1842225
Base Unrealized Gain Loss
-96425
Base Accrued Interest
3045
Local Market Value
1745800
Local Total Cost Amount
1842225
Local Unrealized Gain Loss
-96425
Local Accrued Interest
3045
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
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: HAT HOLDINGS I LLC/HAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAT HOLDINGS I LLC/HAT
Security Description
3.375% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
340000.00
Base Market Value
292400.00
Base Total Cost
310250
Base Unrealized Gain Loss
-17850
Base Accrued Interest
510
Local Market Value
292400
Local Total Cost Amount
310250
Local Unrealized Gain Loss
-17850
Local Accrued Interest
510
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
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: HAT HOLDINGS I LLC/HAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAT HOLDINGS I LLC/HAT
Security Description
3.375% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
300000.00
Base Market Value
258000.00
Base Total Cost
287625
Base Unrealized Gain Loss
-29625
Base Accrued Interest
450
Local Market Value
258000
Local Total Cost Amount
287625
Local Unrealized Gain Loss
-29625
Local Accrued Interest
450
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
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: HAT HOLDINGS I LLC/HAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAT HOLDINGS I LLC/HAT
Security Description
0.01% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1916200.00
Base Total Cost
2000000
Base Unrealized Gain Loss
-83800
Base Accrued Interest
0
Local Market Value
1916200
Local Total Cost Amount
2000000
Local Unrealized Gain Loss
-83800
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HAWAII HOTEL TRUST 2019 MAUI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAWAII HOTEL TRUST 2019 MAUI
Security Description
1% 15 May 2038
Maturity Date
2038-05-15T00:00:00.000
Interest Rate
2.474
Original Face
161000
Shares Par Value
161000.00
Base Market Value
156550.36
Base Total Cost
161176.09
Base Unrealized Gain Loss
-4625.73
Base Accrued Interest
177.03
Local Market Value
156550.36
Local Total Cost Amount
161176.09
Local Unrealized Gain Loss
-4625.73
Local Accrued Interest
177.03
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: HAWAIIAN BRAND INTELLECT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAWAIIAN BRAND INTELLECT
Security Description
5.75% 20 Jan 2026
Maturity Date
2026-01-20T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2240000.00
Base Market Value
2007488.00
Base Total Cost
2374487.5
Base Unrealized Gain Loss
-366999.5
Base Accrued Interest
25402.21
Local Market Value
2007488
Local Total Cost Amount
2374487.5
Local Unrealized Gain Loss
-366999.5
Local Accrued Interest
25402.21
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
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: HAWAIIAN BRAND INTELLECT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HAWAIIAN BRAND INTELLECT
Security Description
5.75% 20 Jan 2026
Maturity Date
2026-01-20T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
275000.00
Base Market Value
246455.00
Base Total Cost
273484.75
Base Unrealized Gain Loss
-27029.75
Base Accrued Interest
3118.57
Local Market Value
246455
Local Total Cost Amount
273484.75
Local Unrealized Gain Loss
-27029.75
Local Accrued Interest
3118.57
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
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: ENCOMPASS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENCOMPASS HEALTH CORP
Security Description
5.75% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
375000.00
Base Market Value
368276.25
Base Total Cost
394218.76
Base Unrealized Gain Loss
-25942.51
Base Accrued Interest
6348.96
Local Market Value
368276.25
Local Total Cost Amount
394218.76
Local Unrealized Gain Loss
-25942.51
Local Accrued Interest
6348.96
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
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: HEALTHCARE REALTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHCARE REALTY TRUST
Security Description
2.4% 15 Mar 2030
Maturity Date
2030-03-15T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
1955000.00
Base Market Value
1617860.25
Base Total Cost
1948450.75
Base Unrealized Gain Loss
-330590.5
Base Accrued Interest
13815.33
Local Market Value
1617860.25
Local Total Cost Amount
1948450.75
Local Unrealized Gain Loss
-330590.5
Local Accrued Interest
13815.33
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
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: HEALTH CARE SERVICE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTH CARE SERVICE CORP
Security Description
2.2% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
6065000.00
Base Market Value
5142028.30
Base Total Cost
6040679.35
Base Unrealized Gain Loss
-898651.05
Base Accrued Interest
11119.17
Local Market Value
5142028.3
Local Total Cost Amount
6040679.35
Local Unrealized Gain Loss
-898651.05
Local Accrued Interest
11119.17
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HEALTH CARE SERVICE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTH CARE SERVICE CORP
Security Description
3.2% 01 Jun 2050
Maturity Date
2050-06-01T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
6065000.00
Base Market Value
4561001.30
Base Total Cost
6010596.95
Base Unrealized Gain Loss
-1449595.65
Base Accrued Interest
16173.33
Local Market Value
4561001.3
Local Total Cost Amount
6010596.95
Local Unrealized Gain Loss
-1449595.65
Local Accrued Interest
16173.33
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
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: HEALTHEQUITY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHEQUITY INC
Security Description
4.5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1100000.00
Base Market Value
962500.00
Base Total Cost
1101387.5
Base Unrealized Gain Loss
-138887.5
Base Accrued Interest
12375
Local Market Value
962500
Local Total Cost Amount
1101387.5
Local Unrealized Gain Loss
-138887.5
Local Accrued Interest
12375
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HEALTHEQUITY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHEQUITY INC
Security Description
4.5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
320000.00
Base Market Value
280000.00
Base Total Cost
302025
Base Unrealized Gain Loss
-22025
Base Accrued Interest
3600
Local Market Value
280000
Local Total Cost Amount
302025
Local Unrealized Gain Loss
-22025
Local Accrued Interest
3600
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HEALTHEQUITY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHEQUITY INC
Security Description
4.5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
350000.00
Base Market Value
306250.00
Base Total Cost
350750
Base Unrealized Gain Loss
-44500
Base Accrued Interest
3937.5
Local Market Value
306250
Local Total Cost Amount
350750
Local Unrealized Gain Loss
-44500
Local Accrued Interest
3937.5
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
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: HEALTHEQUITY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHEQUITY INC
Security Description
4.5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
655000.00
Base Market Value
573125.00
Base Total Cost
658602.5
Base Unrealized Gain Loss
-85477.5
Base Accrued Interest
7368.75
Local Market Value
573125
Local Total Cost Amount
658602.5
Local Unrealized Gain Loss
-85477.5
Local Accrued Interest
7368.75
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
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: HEALTHEQUITY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HEALTHEQUITY INC
Security Description
4.5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
150000.00
Base Market Value
131250.00
Base Total Cost
150187.5
Base Unrealized Gain Loss
-18937.5
Base Accrued Interest
1687.5
Local Market Value
131250
Local Total Cost Amount
150187.5
Local Unrealized Gain Loss
-18937.5
Local Accrued Interest
1687.5
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
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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