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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: HILLENBRAND INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILLENBRAND INC
Security Description
5% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
330000.00
Base Market Value
311520.00
Base Total Cost
362537.5
Base Unrealized Gain Loss
-51017.5
Base Accrued Interest
4858.34
Local Market Value
311520
Local Total Cost Amount
362537.5
Local Unrealized Gain Loss
-51017.5
Local Accrued Interest
4858.34
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HILLENBRAND INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILLENBRAND INC
Security Description
5.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
195000.00
Base Market Value
198900.00
Base Total Cost
195000
Base Unrealized Gain Loss
3900
Base Accrued Interest
498.33
Local Market Value
198900
Local Total Cost Amount
195000
Local Unrealized Gain Loss
3900
Local Accrued Interest
498.33
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
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: HILLENBRAND INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILLENBRAND INC
Security Description
5.75% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
190000.00
Base Market Value
193800.00
Base Total Cost
195437.5
Base Unrealized Gain Loss
-1637.5
Base Accrued Interest
485.56
Local Market Value
193800
Local Total Cost Amount
195437.5
Local Unrealized Gain Loss
-1637.5
Local Accrued Interest
485.56
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
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: HILLENBRAND INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILLENBRAND INC
Security Description
3.75% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1900000.00
Base Market Value
1534250.00
Base Total Cost
1892110.75
Base Unrealized Gain Loss
-357860.75
Base Accrued Interest
23750
Local Market Value
1534250
Local Total Cost Amount
1892110.75
Local Unrealized Gain Loss
-357860.75
Local Accrued Interest
23750
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: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4.875% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
400000.00
Base Market Value
361500.00
Base Total Cost
423748.57
Base Unrealized Gain Loss
-62248.57
Base Accrued Interest
8991.67
Local Market Value
361500
Local Total Cost Amount
423748.57
Local Unrealized Gain Loss
-62248.57
Local Accrued Interest
8991.67
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4.875% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
650000.00
Base Market Value
587437.50
Base Total Cost
664687.5
Base Unrealized Gain Loss
-77250
Base Accrued Interest
14611.45
Local Market Value
587437.5
Local Total Cost Amount
664687.5
Local Unrealized Gain Loss
-77250
Local Accrued Interest
14611.45
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4.875% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
475000.00
Base Market Value
429281.25
Base Total Cost
463843.75
Base Unrealized Gain Loss
-34562.5
Base Accrued Interest
10677.59
Local Market Value
429281.25
Local Total Cost Amount
463843.75
Local Unrealized Gain Loss
-34562.5
Local Accrued Interest
10677.59
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
5.375% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
200000.00
Base Market Value
196000.00
Base Total Cost
200000
Base Unrealized Gain Loss
-4000
Base Accrued Interest
1791.67
Local Market Value
196000
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-4000
Local Accrued Interest
1791.67
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
5.75% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
695000.00
Base Market Value
660826.85
Base Total Cost
695000
Base Unrealized Gain Loss
-34173.15
Base Accrued Interest
6660.42
Local Market Value
660826.85
Local Total Cost Amount
695000
Local Unrealized Gain Loss
-34173.15
Local Accrued Interest
6660.42
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
5.75% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
225000.00
Base Market Value
213936.75
Base Total Cost
225000
Base Unrealized Gain Loss
-11063.25
Base Accrued Interest
2156.25
Local Market Value
213936.75
Local Total Cost Amount
225000
Local Unrealized Gain Loss
-11063.25
Local Accrued Interest
2156.25
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
5.75% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
325000.00
Base Market Value
309019.75
Base Total Cost
325750
Base Unrealized Gain Loss
-16730.25
Base Accrued Interest
3114.59
Local Market Value
309019.75
Local Total Cost Amount
325750
Local Unrealized Gain Loss
-16730.25
Local Accrued Interest
3114.59
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
3.75% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
350000.00
Base Market Value
296852.50
Base Total Cost
352062.5
Base Unrealized Gain Loss
-55210
Base Accrued Interest
2187.5
Local Market Value
296852.5
Local Total Cost Amount
352062.5
Local Unrealized Gain Loss
-55210
Local Accrued Interest
2187.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
3.75% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
100000.00
Base Market Value
84815.00
Base Total Cost
94125
Base Unrealized Gain Loss
-9310
Base Accrued Interest
625
Local Market Value
84815
Local Total Cost Amount
94125
Local Unrealized Gain Loss
-9310
Local Accrued Interest
625
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4% 01 May 2031
Maturity Date
2031-05-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
820000.00
Base Market Value
681420.00
Base Total Cost
792900
Base Unrealized Gain Loss
-111480
Base Accrued Interest
5466.66
Local Market Value
681420
Local Total Cost Amount
792900
Local Unrealized Gain Loss
-111480
Local Accrued Interest
5466.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4% 01 May 2031
Maturity Date
2031-05-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
439000.00
Base Market Value
364809.00
Base Total Cost
364370.01
Base Unrealized Gain Loss
438.99
Base Accrued Interest
3121.77
Local Market Value
364809
Local Total Cost Amount
364370.01
Local Unrealized Gain Loss
438.99
Local Accrued Interest
3121.77
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
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4% 01 May 2031
Maturity Date
2031-05-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1183000.00
Base Market Value
983073.00
Base Total Cost
1192070
Base Unrealized Gain Loss
-208997
Base Accrued Interest
7886.68
Local Market Value
983073
Local Total Cost Amount
1192070
Local Unrealized Gain Loss
-208997
Local Accrued Interest
7886.68
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
4% 01 May 2031
Maturity Date
2031-05-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
250000.00
Base Market Value
207750.00
Base Total Cost
228750
Base Unrealized Gain Loss
-21000
Base Accrued Interest
1666.68
Local Market Value
207750
Local Total Cost Amount
228750
Local Unrealized Gain Loss
-21000
Local Accrued Interest
1666.68
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
3.625% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
800000.00
Base Market Value
635504.00
Base Total Cost
706480
Base Unrealized Gain Loss
-70976
Base Accrued Interest
10955.55
Local Market Value
635504
Local Total Cost Amount
706480
Local Unrealized Gain Loss
-70976
Local Accrued Interest
10955.55
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
3.625% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
400000.00
Base Market Value
317752.00
Base Total Cost
390000
Base Unrealized Gain Loss
-72248
Base Accrued Interest
5477.78
Local Market Value
317752
Local Total Cost Amount
390000
Local Unrealized Gain Loss
-72248
Local Accrued Interest
5477.78
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON DOMESTIC OPERATIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON DOMESTIC OPERATIN
Security Description
3.625% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
350000.00
Base Market Value
278033.00
Base Total Cost
350000
Base Unrealized Gain Loss
-71967
Base Accrued Interest
4793.05
Local Market Value
278033
Local Total Cost Amount
350000
Local Unrealized Gain Loss
-71967
Local Accrued Interest
4793.05
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON GRAND VAC BOR ESC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON GRAND VAC BOR ESC
Security Description
5% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2275000.00
Base Market Value
1842750.00
Base Total Cost
2275000
Base Unrealized Gain Loss
-432250
Base Accrued Interest
9479.17
Local Market Value
1842750
Local Total Cost Amount
2275000
Local Unrealized Gain Loss
-432250
Local Accrued Interest
9479.17
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
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: HILTON GRAND VAC BOR ESC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON GRAND VAC BOR ESC
Security Description
5% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
600000.00
Base Market Value
486000.00
Base Total Cost
600000
Base Unrealized Gain Loss
-114000
Base Accrued Interest
2500
Local Market Value
486000
Local Total Cost Amount
600000
Local Unrealized Gain Loss
-114000
Local Accrued Interest
2500
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: HILTON GRAND VAC BOR ESC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON GRAND VAC BOR ESC
Security Description
5% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
800000.00
Base Market Value
648000.00
Base Total Cost
803588.92
Base Unrealized Gain Loss
-155588.92
Base Accrued Interest
3333.34
Local Market Value
648000
Local Total Cost Amount
803588.92
Local Unrealized Gain Loss
-155588.92
Local Accrued Interest
3333.34
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HILTON GRAND VAC BOR ESC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON GRAND VAC BOR ESC
Security Description
4.875% 01 Jul 2031
Maturity Date
2031-07-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
525000.00
Base Market Value
400727.25
Base Total Cost
525468.75
Base Unrealized Gain Loss
-124741.5
Base Accrued Interest
0
Local Market Value
400727.25
Local Total Cost Amount
525468.75
Local Unrealized Gain Loss
-124741.5
Local Accrued Interest
0
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: HILTON GRAND VAC BOR ESC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON GRAND VAC BOR ESC
Security Description
4.875% 01 Jul 2031
Maturity Date
2031-07-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1824000.00
Base Market Value
1392240.96
Base Total Cost
1779306.25
Base Unrealized Gain Loss
-387065.29
Base Accrued Interest
0
Local Market Value
1392240.96
Local Total Cost Amount
1779306.25
Local Unrealized Gain Loss
-387065.29
Local Accrued Interest
0
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: HILTON WORLDWIDE FIN LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON WORLDWIDE FIN LLC
Security Description
4.875% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
550000.00
Base Market Value
518177.00
Base Total Cost
571375
Base Unrealized Gain Loss
-53198
Base Accrued Interest
6703.12
Local Market Value
518177
Local Total Cost Amount
571375
Local Unrealized Gain Loss
-53198
Local Accrued Interest
6703.12
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
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HILTON WORLDWIDE FIN LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HILTON WORLDWIDE FIN LLC
Security Description
4.875% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
100000.00
Base Market Value
94214.00
Base Total Cost
100000
Base Unrealized Gain Loss
-5786
Base Accrued Interest
1218.74
Local Market Value
94214
Local Total Cost Amount
100000
Local Unrealized Gain Loss
-5786
Local Accrued Interest
1218.74
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HOLLY NRG PRTNR/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLLY NRG PRTNR/FIN CORP
Security Description
5% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
400000.00
Base Market Value
342576.00
Base Total Cost
402184.5
Base Unrealized Gain Loss
-59608.5
Base Accrued Interest
8333.33
Local Market Value
342576
Local Total Cost Amount
402184.5
Local Unrealized Gain Loss
-59608.5
Local Accrued Interest
8333.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: HOLLY NRG PRTNR/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLLY NRG PRTNR/FIN CORP
Security Description
5% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
525000.00
Base Market Value
449631.00
Base Total Cost
509945.72
Base Unrealized Gain Loss
-60314.72
Base Accrued Interest
10937.5
Local Market Value
449631
Local Total Cost Amount
509945.72
Local Unrealized Gain Loss
-60314.72
Local Accrued Interest
10937.5
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
FINANCE
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: HOLLY NRG PRTNR/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLLY NRG PRTNR/FIN CORP
Security Description
5% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2816000.00
Base Market Value
2411735.04
Base Total Cost
2801030
Base Unrealized Gain Loss
-389294.96
Base Accrued Interest
58666.67
Local Market Value
2411735.04
Local Total Cost Amount
2801030
Local Unrealized Gain Loss
-389294.96
Local Accrued Interest
58666.67
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
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: HOLLY NRG PRTNR/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLLY NRG PRTNR/FIN CORP
Security Description
6.375% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
720000.00
Base Market Value
677707.20
Base Total Cost
721350
Base Unrealized Gain Loss
-43642.8
Base Accrued Interest
10582.51
Local Market Value
677707.2
Local Total Cost Amount
721350
Local Unrealized Gain Loss
-43642.8
Local Accrued Interest
10582.51
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
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: HOLLY NRG PRTNR/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLLY NRG PRTNR/FIN CORP
Security Description
6.375% 15 Apr 2027
Interest Rate
6.375
Original Face
0
Shares Par Value
235000.00
Base Market Value
221196.10
Base Total Cost
233125
Base Unrealized Gain Loss
-11928.9
Base Accrued Interest
3454.01
Local Market Value
221196.1
Local Total Cost Amount
233125
Local Unrealized Gain Loss
-11928.9
Local Accrued Interest
3454.01
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
ELECTRIC/GAS
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: HOLLY NRG PRTNR/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLLY NRG PRTNR/FIN CORP
Security Description
6.375% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
225000.00
Base Market Value
211783.50
Base Total Cost
224812.5
Base Unrealized Gain Loss
-13029
Base Accrued Interest
3307.03
Local Market Value
211783.5
Local Total Cost Amount
224812.5
Local Unrealized Gain Loss
-13029
Local Accrued Interest
3307.03
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
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: HOLOGIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLOGIC INC
Security Description
4.625% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
660000.00
Base Market Value
617595.00
Base Total Cost
696525
Base Unrealized Gain Loss
-78930
Base Accrued Interest
12718.75
Local Market Value
617595
Local Total Cost Amount
696525
Local Unrealized Gain Loss
-78930
Local Accrued Interest
12718.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HOLOGIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOLOGIC INC
Security Description
3.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
1075000.00
Base Market Value
918802.50
Base Total Cost
1065875
Base Unrealized Gain Loss
-147072.5
Base Accrued Interest
13198.62
Local Market Value
918802.5
Local Total Cost Amount
1065875
Local Unrealized Gain Loss
-147072.5
Local Accrued Interest
13198.62
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HOME DEPOT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOME DEPOT INC
Security Description
4.25% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1290575.00
Base Total Cost
1685970
Base Unrealized Gain Loss
-395395
Base Accrued Interest
14609.37
Local Market Value
1290575
Local Total Cost Amount
1685970
Local Unrealized Gain Loss
-395395
Local Accrued Interest
14609.37
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
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: HOME DEPOT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOME DEPOT INC
Security Description
3.9% 15 Jun 2047
Maturity Date
2047-06-15T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
2395000.00
Base Market Value
2141034.20
Base Total Cost
2876609.93
Base Unrealized Gain Loss
-735575.73
Base Accrued Interest
4151.34
Local Market Value
2141034.2
Local Total Cost Amount
2876609.93
Local Unrealized Gain Loss
-735575.73
Local Accrued Interest
4151.34
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HOME DEPOT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOME DEPOT INC
Security Description
3.3% 15 Apr 2040
Maturity Date
2040-04-15T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
627000.00
Base Market Value
532291.65
Base Total Cost
680075.55
Base Unrealized Gain Loss
-147783.9
Base Accrued Interest
4368.1
Local Market Value
532291.65
Local Total Cost Amount
680075.55
Local Unrealized Gain Loss
-147783.9
Local Accrued Interest
4368.1
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HOME DEPOT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOME DEPOT INC
Security Description
3.35% 15 Apr 2050
Maturity Date
2050-04-15T00:00:00.000
Interest Rate
3.35
Original Face
0
Shares Par Value
1280000.00
Base Market Value
1039360.00
Base Total Cost
1402304
Base Unrealized Gain Loss
-362944
Base Accrued Interest
9052.44
Local Market Value
1039360
Local Total Cost Amount
1402304
Local Unrealized Gain Loss
-362944
Local Accrued Interest
9052.44
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
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: HOME DEPOT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOME DEPOT INC
Security Description
2.375% 15 Mar 2051
Maturity Date
2051-03-15T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
8896000.00
Base Market Value
6015920.00
Base Total Cost
7182798.11
Base Unrealized Gain Loss
-1166878.11
Base Accrued Interest
62210.2
Local Market Value
6015920
Local Total Cost Amount
7182798.11
Local Unrealized Gain Loss
-1166878.11
Local Accrued Interest
62210.2
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: HOME DEPOT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOME DEPOT INC
Security Description
3.25% 15 Apr 2032
Maturity Date
2032-04-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
377000.00
Base Market Value
351213.20
Base Total Cost
375043.37
Base Unrealized Gain Loss
-23830.17
Base Accrued Interest
3165.23
Local Market Value
351213.2
Local Total Cost Amount
375043.37
Local Unrealized Gain Loss
-23830.17
Local Accrued Interest
3165.23
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: HOME DEPOT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOME DEPOT INC
Security Description
3.625% 15 Apr 2052
Maturity Date
2052-04-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
371000.00
Base Market Value
318228.96
Base Total Cost
363071.73
Base Unrealized Gain Loss
-44842.77
Base Accrued Interest
3474.26
Local Market Value
318228.96
Local Total Cost Amount
363071.73
Local Unrealized Gain Loss
-44842.77
Local Accrued Interest
3474.26
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
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: HOME PARTNERS OF AMERICA TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOME PARTNERS OF AMERICA TRUST
Security Description
1.698% 19 Sep 2041
Maturity Date
2041-09-19T00:00:00.000
Interest Rate
1.698
Original Face
4040000
Shares Par Value
3608143.10
Base Market Value
3113224.57
Base Total Cost
3608112.44
Base Unrealized Gain Loss
-494887.87
Base Accrued Interest
2042.21
Local Market Value
3113224.57
Local Total Cost Amount
3608112.44
Local Unrealized Gain Loss
-494887.87
Local Accrued Interest
2042.21
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
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: HOME PARTNERS OF AMERICA TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOME PARTNERS OF AMERICA TRUST
Security Description
1.532% 17 Jan 2041
Maturity Date
2041-01-17T00:00:00.000
Interest Rate
1.532
Original Face
1895000
Shares Par Value
1528854.24
Base Market Value
1330795.91
Base Total Cost
1528842.8
Base Unrealized Gain Loss
-198046.89
Base Accrued Interest
910.86
Local Market Value
1330795.91
Local Total Cost Amount
1528842.8
Local Unrealized Gain Loss
-198046.89
Local Accrued Interest
910.86
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
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: HOME POINT CAPITAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HOME POINT CAPITAL INC
Security Description
5% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
795000.00
Base Market Value
548550.00
Base Total Cost
780375
Base Unrealized Gain Loss
-231825
Base Accrued Interest
16562.5
Local Market Value
548550
Local Total Cost Amount
780375
Local Unrealized Gain Loss
-231825
Local Accrued Interest
16562.5
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
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: HONDA MOTOR CO LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HONDA MOTOR CO LTD
Security Description
2.534% 10 Mar 2027
Maturity Date
2027-03-10T00:00:00.000
Interest Rate
2.534
Original Face
0
Shares Par Value
633000.00
Base Market Value
592241.13
Base Total Cost
609914.49
Base Unrealized Gain Loss
-17673.36
Base Accrued Interest
4945.73
Local Market Value
592241.13
Local Total Cost Amount
609914.49
Local Unrealized Gain Loss
-17673.36
Local Accrued Interest
4945.73
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
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: HORMEL FOODS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HORMEL FOODS CORP
Security Description
0.65% 03 Jun 2024
Maturity Date
2024-06-03T00:00:00.000
Interest Rate
0.65
Original Face
0
Shares Par Value
1845000.00
Base Market Value
1760462.10
Base Total Cost
1848136.5
Base Unrealized Gain Loss
-87674.4
Base Accrued Interest
932.75
Local Market Value
1760462.1
Local Total Cost Amount
1848136.5
Local Unrealized Gain Loss
-87674.4
Local Accrued Interest
932.75
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
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: HORMEL FOODS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HORMEL FOODS CORP
Security Description
3.05% 03 Jun 2051
Maturity Date
2051-06-03T00:00:00.000
Interest Rate
3.05
Original Face
0
Shares Par Value
586000.00
Base Market Value
451231.72
Base Total Cost
606586.18
Base Unrealized Gain Loss
-155354.46
Base Accrued Interest
1390.12
Local Market Value
451231.72
Local Total Cost Amount
606586.18
Local Unrealized Gain Loss
-155354.46
Local Accrued Interest
1390.12
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
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: SERVICE PROPERTIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE PROPERTIES TRUST
Security Description
4.5% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
353000.00
Base Market Value
328159.39
Base Total Cost
348675
Base Unrealized Gain Loss
-20515.61
Base Accrued Interest
706
Local Market Value
328159.39
Local Total Cost Amount
348675
Local Unrealized Gain Loss
-20515.61
Local Accrued Interest
706
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: SERVICE PROPERTIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE PROPERTIES TRUST
Security Description
4.65% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
254000.00
Base Market Value
218269.82
Base Total Cost
255760
Base Unrealized Gain Loss
-37490.18
Base Accrued Interest
3477.68
Local Market Value
218269.82
Local Total Cost Amount
255760
Local Unrealized Gain Loss
-37490.18
Local Accrued Interest
3477.68
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
UNCLASSIFIED
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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