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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: NIAGARA MOHAWK POWER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIAGARA MOHAWK POWER
Security Description
2.759% 10 Jan 2032
Maturity Date
2032-01-10T00:00:00.000
Interest Rate
2.759
Original Face
0
Shares Par Value
215000.00
Base Market Value
183954.00
Base Total Cost
215000
Base Unrealized Gain Loss
-31046
Base Accrued Interest
2817.62
Local Market Value
183954
Local Total Cost Amount
215000
Local Unrealized Gain Loss
-31046
Local Accrued Interest
2817.62
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
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
5.625% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
2580000.00
Base Market Value
2396046.00
Base Total Cost
2600975
Base Unrealized Gain Loss
-204929
Base Accrued Interest
36281.26
Local Market Value
2396046
Local Total Cost Amount
2600975
Local Unrealized Gain Loss
-204929
Local Accrued Interest
36281.26
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
5.625% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
220000.00
Base Market Value
204314.00
Base Total Cost
220000
Base Unrealized Gain Loss
-15686
Base Accrued Interest
3093.75
Local Market Value
204314
Local Total Cost Amount
220000
Local Unrealized Gain Loss
-15686
Local Accrued Interest
3093.75
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
FINANCE
Moody S Quality Rating
B2
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
5.625% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
475000.00
Base Market Value
441132.50
Base Total Cost
486375
Base Unrealized Gain Loss
-45242.5
Base Accrued Interest
6679.7
Local Market Value
441132.5
Local Total Cost Amount
486375
Local Unrealized Gain Loss
-45242.5
Local Accrued Interest
6679.7
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
FINANCE
Moody S Quality Rating
B2
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
5.625% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
326000.00
Base Market Value
302756.20
Base Total Cost
326000
Base Unrealized Gain Loss
-23243.8
Base Accrued Interest
4584.38
Local Market Value
302756.2
Local Total Cost Amount
326000
Local Unrealized Gain Loss
-23243.8
Local Accrued Interest
4584.38
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
5.875% 01 Oct 2030
Maturity Date
2030-10-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1510000.00
Base Market Value
1386421.60
Base Total Cost
1543454.87
Base Unrealized Gain Loss
-157033.27
Base Accrued Interest
22178.12
Local Market Value
1386421.6
Local Total Cost Amount
1543454.87
Local Unrealized Gain Loss
-157033.27
Local Accrued Interest
22178.12
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
B2
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
5.875% 01 Oct 2030
Maturity Date
2030-10-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1221000.00
Base Market Value
1121073.36
Base Total Cost
1268885.04
Base Unrealized Gain Loss
-147811.68
Base Accrued Interest
17933.42
Local Market Value
1121073.36
Local Total Cost Amount
1268885.04
Local Unrealized Gain Loss
-147811.68
Local Accrued Interest
17933.42
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
FINANCE
Moody S Quality Rating
B2
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
5.875% 01 Oct 2030
Maturity Date
2030-10-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
250000.00
Base Market Value
229540.00
Base Total Cost
245156.25
Base Unrealized Gain Loss
-15616.25
Base Accrued Interest
3671.86
Local Market Value
229540
Local Total Cost Amount
245156.25
Local Unrealized Gain Loss
-15616.25
Local Accrued Interest
3671.86
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
5.875% 01 Oct 2030
Maturity Date
2030-10-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1015000.00
Base Market Value
931932.40
Base Total Cost
1028088.75
Base Unrealized Gain Loss
-96156.35
Base Accrued Interest
14907.78
Local Market Value
931932.4
Local Total Cost Amount
1028088.75
Local Unrealized Gain Loss
-96156.35
Local Accrued Interest
14907.78
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
B2
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
4.5% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
195000.00
Base Market Value
176161.05
Base Total Cost
187150
Base Unrealized Gain Loss
-10988.95
Base Accrued Interest
4046.25
Local Market Value
176161.05
Local Total Cost Amount
187150
Local Unrealized Gain Loss
-10988.95
Local Accrued Interest
4046.25
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
TELEPHONE
Moody S Quality Rating
B2
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
4.75% 15 Jul 2031
Maturity Date
2031-07-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
138000.00
Base Market Value
124142.04
Base Total Cost
130065
Base Unrealized Gain Loss
-5922.96
Base Accrued Interest
3022.58
Local Market Value
124142.04
Local Total Cost Amount
130065
Local Unrealized Gain Loss
-5922.96
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
INDUSTRIAL
Moody S Quality Rating
B2
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: NIELSEN FINANCE LLC/CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN FINANCE LLC/CO
Security Description
4.75% 15 Jul 2031
Maturity Date
2031-07-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1227000.00
Base Market Value
1103784.66
Base Total Cost
1211850.39
Base Unrealized Gain Loss
-108065.73
Base Accrued Interest
26874.71
Local Market Value
1103784.66
Local Total Cost Amount
1211850.39
Local Unrealized Gain Loss
-108065.73
Local Accrued Interest
26874.71
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
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: NIELSEN CO LUX SARL/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NIELSEN CO LUX SARL/THE
Security Description
5% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
100000.00
Base Market Value
97750.00
Base Total Cost
102687.5
Base Unrealized Gain Loss
-4937.5
Base Accrued Interest
2083.33
Local Market Value
97750
Local Total Cost Amount
102687.5
Local Unrealized Gain Loss
-4937.5
Local Accrued Interest
2083.33
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
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: NINE ENERGY SERVICE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NINE ENERGY SERVICE INC
Security Description
8.75% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
633000.00
Base Market Value
400980.18
Base Total Cost
477651.33
Base Unrealized Gain Loss
-76671.15
Base Accrued Interest
9231.26
Local Market Value
400980.18
Local Total Cost Amount
477651.33
Local Unrealized Gain Loss
-76671.15
Local Accrued Interest
9231.26
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
ELECTRIC/GAS
Moody S Quality Rating
Caa3
S And P Quality Rating
D
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: NINE ENERGY SERVICE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NINE ENERGY SERVICE INC
Security Description
8.75% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
225000.00
Base Market Value
142528.50
Base Total Cost
171023.44
Base Unrealized Gain Loss
-28494.94
Base Accrued Interest
3281.25
Local Market Value
142528.5
Local Total Cost Amount
171023.44
Local Unrealized Gain Loss
-28494.94
Local Accrued Interest
3281.25
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
ELECTRIC/GAS
Moody S Quality Rating
Caa3
S And P Quality Rating
D
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: NISOURCE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE INC
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
5.65
Original Face
0
Shares Par Value
425000.00
Base Market Value
382487.25
Base Total Cost
414103.78
Base Unrealized Gain Loss
-31616.53
Base Accrued Interest
1067.23
Local Market Value
382487.25
Local Total Cost Amount
414103.78
Local Unrealized Gain Loss
-31616.53
Local Accrued Interest
1067.23
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
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: NISOURCE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE INC
Security Description
5% 15 Jun 2052
Maturity Date
2052-06-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2680000.00
Base Market Value
2617154.00
Base Total Cost
2669655.2
Base Unrealized Gain Loss
-52501.2
Base Accrued Interest
7816.67
Local Market Value
2617154
Local Total Cost Amount
2669655.2
Local Unrealized Gain Loss
-52501.2
Local Accrued Interest
7816.67
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
ELECTRIC/GAS
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: NISOURCE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NISOURCE INC
Security Description
4.8% 15 Feb 2044
Maturity Date
2044-02-15T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
895000.00
Base Market Value
801123.45
Base Total Cost
1120710.05
Base Unrealized Gain Loss
-319586.6
Base Accrued Interest
16229.33
Local Market Value
801123.45
Local Total Cost Amount
1120710.05
Local Unrealized Gain Loss
-319586.6
Local Accrued Interest
16229.33
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
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: NOBLE FINANCE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOBLE FINANCE CO
Security Description
11% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
11
Original Face
0
Shares Par Value
8548.00
Base Market Value
9274.58
Base Total Cost
6838.4
Base Unrealized Gain Loss
2436.18
Base Accrued Interest
355.22
Local Market Value
9274.58
Local Total Cost Amount
6838.4
Local Unrealized Gain Loss
2436.18
Local Accrued Interest
355.22
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
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: NOBLE FINANCE CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOBLE FINANCE CO
Security Description
11% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
11
Original Face
0
Shares Par Value
61739.00
Base Market Value
66986.82
Base Total Cost
47243.2
Base Unrealized Gain Loss
19743.62
Base Accrued Interest
2565.59
Local Market Value
66986.82
Local Total Cost Amount
47243.2
Local Unrealized Gain Loss
19743.62
Local Accrued Interest
2565.59
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
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: NORDSTROM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORDSTROM INC
Security Description
5% 15 Jan 2044
Interest Rate
5
Original Face
0
Shares Par Value
545000.00
Base Market Value
388312.50
Base Total Cost
544242.45
Base Unrealized Gain Loss
-155929.95
Base Accrued Interest
12565.28
Local Market Value
388312.5
Local Total Cost Amount
544242.45
Local Unrealized Gain Loss
-155929.95
Local Accrued Interest
12565.28
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NORDSTROM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORDSTROM INC
Security Description
4.375% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
380000.00
Base Market Value
295450.00
Base Total Cost
387195
Base Unrealized Gain Loss
-91745
Base Accrued Interest
4156.24
Local Market Value
295450
Local Total Cost Amount
387195
Local Unrealized Gain Loss
-91745
Local Accrued Interest
4156.24
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NORDSTROM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORDSTROM INC
Security Description
4.375% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
150000.00
Base Market Value
116625.00
Base Total Cost
127125
Base Unrealized Gain Loss
-10500
Base Accrued Interest
1640.62
Local Market Value
116625
Local Total Cost Amount
127125
Local Unrealized Gain Loss
-10500
Local Accrued Interest
1640.62
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
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: NORDSTROM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORDSTROM INC
Security Description
2.3% 08 Apr 2024
Maturity Date
2024-04-08T00:00:00.000
Interest Rate
2.3
Original Face
0
Shares Par Value
229000.00
Base Market Value
217939.30
Base Total Cost
230298.43
Base Unrealized Gain Loss
-12359.13
Base Accrued Interest
1214.34
Local Market Value
217939.3
Local Total Cost Amount
230298.43
Local Unrealized Gain Loss
-12359.13
Local Accrued Interest
1214.34
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: NORDSTROM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORDSTROM INC
Security Description
4.25% 01 Aug 2031
Maturity Date
2031-08-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
200000.00
Base Market Value
151566.00
Base Total Cost
199844
Base Unrealized Gain Loss
-48278
Base Accrued Interest
3541.67
Local Market Value
151566
Local Total Cost Amount
199844
Local Unrealized Gain Loss
-48278
Local Accrued Interest
3541.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NORFOLK SOUTHERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN CORP
Security Description
4.05% 15 Aug 2052
Interest Rate
4.05
Original Face
0
Shares Par Value
741000.00
Base Market Value
645485.10
Base Total Cost
879996.78
Base Unrealized Gain Loss
-234511.68
Base Accrued Interest
11337.3
Local Market Value
645485.1
Local Total Cost Amount
879996.78
Local Unrealized Gain Loss
-234511.68
Local Accrued Interest
11337.3
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NORFOLK SOUTHERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN CORP
Security Description
3.942% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
3.942
Original Face
0
Shares Par Value
210000.00
Base Market Value
181624.80
Base Total Cost
241605
Base Unrealized Gain Loss
-59980.2
Base Accrued Interest
1379.7
Local Market Value
181624.8
Local Total Cost Amount
241605
Local Unrealized Gain Loss
-59980.2
Local Accrued Interest
1379.7
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
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: NORFOLK SOUTHERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN CORP
Security Description
4.15% 28 Feb 2048
Maturity Date
2048-02-28T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
42000.00
Base Market Value
37403.52
Base Total Cost
49666.26
Base Unrealized Gain Loss
-12262.74
Base Accrued Interest
595.52
Local Market Value
37403.52
Local Total Cost Amount
49666.26
Local Unrealized Gain Loss
-12262.74
Local Accrued Interest
595.52
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: NORFOLK SOUTHERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN CORP
Security Description
4.1% 15 May 2049
Maturity Date
2049-05-15T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
1955000.00
Base Market Value
1725541.65
Base Total Cost
2376791.25
Base Unrealized Gain Loss
-651249.6
Base Accrued Interest
10242.03
Local Market Value
1725541.65
Local Total Cost Amount
2376791.25
Local Unrealized Gain Loss
-651249.6
Local Accrued Interest
10242.03
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
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: NORFOLK SOUTHERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN CORP
Security Description
4.1% 15 May 2049
Maturity Date
2049-05-15T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
132000.00
Base Market Value
116507.16
Base Total Cost
155423.4
Base Unrealized Gain Loss
-38916.24
Base Accrued Interest
691.53
Local Market Value
116507.16
Local Total Cost Amount
155423.4
Local Unrealized Gain Loss
-38916.24
Local Accrued Interest
691.53
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: NORFOLK SOUTHERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN CORP
Security Description
3.05% 15 May 2050
Maturity Date
2050-05-15T00:00:00.000
Interest Rate
3.05
Original Face
0
Shares Par Value
3555000.00
Base Market Value
2604393.00
Base Total Cost
3546645.75
Base Unrealized Gain Loss
-942252.75
Base Accrued Interest
13854.63
Local Market Value
2604393
Local Total Cost Amount
3546645.75
Local Unrealized Gain Loss
-942252.75
Local Accrued Interest
13854.63
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: NORFOLK SOUTHERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN CORP
Security Description
3% 15 Mar 2032
Maturity Date
2032-03-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1433000.00
Base Market Value
1291835.17
Base Total Cost
1432985.67
Base Unrealized Gain Loss
-141150.5
Base Accrued Interest
15046.5
Local Market Value
1291835.17
Local Total Cost Amount
1432985.67
Local Unrealized Gain Loss
-141150.5
Local Accrued Interest
15046.5
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
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: NORFOLK SOUTHERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN CORP
Security Description
3.7% 15 Mar 2053
Maturity Date
2053-03-15T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
1265000.00
Base Market Value
1039096.30
Base Total Cost
1259184.84
Base Unrealized Gain Loss
-220088.54
Base Accrued Interest
16381.75
Local Market Value
1039096.3
Local Total Cost Amount
1259184.84
Local Unrealized Gain Loss
-220088.54
Local Accrued Interest
16381.75
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
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: NORFOLK SOUTHERN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORFOLK SOUTHERN CORP
Security Description
4.55% 01 Jun 2053
Maturity Date
2053-06-01T00:00:00.000
Interest Rate
4.55
Original Face
0
Shares Par Value
870000.00
Base Market Value
822019.50
Base Total Cost
869869.5
Base Unrealized Gain Loss
-47850
Base Accrued Interest
1979.25
Local Market Value
822019.5
Local Total Cost Amount
869869.5
Local Unrealized Gain Loss
-47850
Local Accrued Interest
1979.25
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
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: NORTHERN STATES PWR MINN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHERN STATES PWR MINN
Security Description
3.4% 15 Aug 2042
Maturity Date
2042-08-15T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
505000.00
Base Market Value
424068.70
Base Total Cost
572715.45
Base Unrealized Gain Loss
-148646.75
Base Accrued Interest
6486.44
Local Market Value
424068.7
Local Total Cost Amount
572715.45
Local Unrealized Gain Loss
-148646.75
Local Accrued Interest
6486.44
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
ELECTRIC/GAS
Moody S Quality Rating
Aa3
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: NORTHERN STATES PWR MINN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHERN STATES PWR MINN
Security Description
4.125% 15 May 2044
Interest Rate
4.125
Original Face
0
Shares Par Value
535000.00
Base Market Value
484865.15
Base Total Cost
664646.55
Base Unrealized Gain Loss
-179781.4
Base Accrued Interest
2819.89
Local Market Value
484865.15
Local Total Cost Amount
664646.55
Local Unrealized Gain Loss
-179781.4
Local Accrued Interest
2819.89
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
Aa3
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: NORTHERN STATES PWR MINN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHERN STATES PWR MINN
Security Description
4% 15 Aug 2045
Maturity Date
2045-08-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
695000.00
Base Market Value
612712.00
Base Total Cost
847149.4
Base Unrealized Gain Loss
-234437.4
Base Accrued Interest
10502.22
Local Market Value
612712
Local Total Cost Amount
847149.4
Local Unrealized Gain Loss
-234437.4
Local Accrued Interest
10502.22
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Aa3
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: NORTHERN STATES PWR MINN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHERN STATES PWR MINN
Security Description
2.9% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
415000.00
Base Market Value
311938.90
Base Total Cost
420150.15
Base Unrealized Gain Loss
-108211.25
Base Accrued Interest
4011.67
Local Market Value
311938.9
Local Total Cost Amount
420150.15
Local Unrealized Gain Loss
-108211.25
Local Accrued Interest
4011.67
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
Aa3
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: NORTHERN STATES PWR MINN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHERN STATES PWR MINN
Security Description
2.6% 01 Jun 2051
Maturity Date
2051-06-01T00:00:00.000
Interest Rate
2.6
Original Face
0
Shares Par Value
522000.00
Base Market Value
367461.90
Base Total Cost
498275.66
Base Unrealized Gain Loss
-130813.76
Base Accrued Interest
1131
Local Market Value
367461.9
Local Total Cost Amount
498275.66
Local Unrealized Gain Loss
-130813.76
Local Accrued Interest
1131
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
Aa3
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: NORTHERN STATES PWR MINN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHERN STATES PWR MINN
Security Description
4.5% 01 Jun 2052
Maturity Date
2052-06-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
478000.00
Base Market Value
470662.70
Base Total Cost
474553.62
Base Unrealized Gain Loss
-3890.92
Base Accrued Interest
3107
Local Market Value
470662.7
Local Total Cost Amount
474553.62
Local Unrealized Gain Loss
-3890.92
Local Accrued Interest
3107
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
Aa3
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: NORTHERN TRUST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHERN TRUST CORP
Security Description
3.15% 03 May 2029
Maturity Date
2029-05-03T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
899000.00
Base Market Value
847424.37
Base Total Cost
976455.69
Base Unrealized Gain Loss
-129031.32
Base Accrued Interest
4562.42
Local Market Value
847424.37
Local Total Cost Amount
976455.69
Local Unrealized Gain Loss
-129031.32
Local Accrued Interest
4562.42
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
FINANCE
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: NORTHERN TRUST CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHERN TRUST CORP
Security Description
4% 10 May 2027
Maturity Date
2027-05-10T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
7375000.00
Base Market Value
7419397.50
Base Total Cost
7363052.5
Base Unrealized Gain Loss
56345
Base Accrued Interest
41791.67
Local Market Value
7419397.5
Local Total Cost Amount
7363052.5
Local Unrealized Gain Loss
56345
Local Accrued Interest
41791.67
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
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: NORTHROP GRUMMAN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHROP GRUMMAN CORP
Security Description
4.75% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
390000.00
Base Market Value
373733.10
Base Total Cost
496930.2
Base Unrealized Gain Loss
-123197.1
Base Accrued Interest
1543.75
Local Market Value
373733.1
Local Total Cost Amount
496930.2
Local Unrealized Gain Loss
-123197.1
Local Accrued Interest
1543.75
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
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: NORTHROP GRUMMAN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHROP GRUMMAN CORP
Security Description
2.93% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
2.93
Original Face
0
Shares Par Value
370000.00
Base Market Value
361841.50
Base Total Cost
390979
Base Unrealized Gain Loss
-29137.5
Base Accrued Interest
4998.9
Local Market Value
361841.5
Local Total Cost Amount
390979
Local Unrealized Gain Loss
-29137.5
Local Accrued Interest
4998.9
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: NORTHROP GRUMMAN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHROP GRUMMAN CORP
Security Description
3.25% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
2027000.00
Base Market Value
1926704.04
Base Total Cost
2192099.15
Base Unrealized Gain Loss
-265395.11
Base Accrued Interest
30376.85
Local Market Value
1926704.04
Local Total Cost Amount
2192099.15
Local Unrealized Gain Loss
-265395.11
Local Accrued Interest
30376.85
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: NORTHWEST FIBER LLC/NORT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHWEST FIBER LLC/NORT
Security Description
10.75% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
10.75
Original Face
0
Shares Par Value
680000.00
Base Market Value
605057.20
Base Total Cost
768450
Base Unrealized Gain Loss
-163392.8
Base Accrued Interest
6091.67
Local Market Value
605057.2
Local Total Cost Amount
768450
Local Unrealized Gain Loss
-163392.8
Local Accrued Interest
6091.67
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
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: NORTHWEST FIBER LLC/NORT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHWEST FIBER LLC/NORT
Security Description
6% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1115000.00
Base Market Value
801250.15
Base Total Cost
1113168.75
Base Unrealized Gain Loss
-311918.6
Base Accrued Interest
5575
Local Market Value
801250.15
Local Total Cost Amount
1113168.75
Local Unrealized Gain Loss
-311918.6
Local Accrued Interest
5575
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: NORTHWEST FIBER LLC/NORT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHWEST FIBER LLC/NORT
Security Description
4.75% 30 Apr 2027
Maturity Date
2027-04-30T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
380000.00
Base Market Value
312949.00
Base Total Cost
380000
Base Unrealized Gain Loss
-67051
Base Accrued Interest
1504.17
Local Market Value
312949
Local Total Cost Amount
380000
Local Unrealized Gain Loss
-67051
Local Accrued Interest
1504.17
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
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: NORTHWEST FIBER LLC/NORT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHWEST FIBER LLC/NORT
Security Description
4.75% 30 Apr 2027
Maturity Date
2027-04-30T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
480000.00
Base Market Value
395304.00
Base Total Cost
469400.01
Base Unrealized Gain Loss
-74096.01
Base Accrued Interest
1900.01
Local Market Value
395304
Local Total Cost Amount
469400.01
Local Unrealized Gain Loss
-74096.01
Local Accrued Interest
1900.01
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
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: NORTHWEST FIBER LLC/NORT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHWEST FIBER LLC/NORT
Security Description
4.75% 30 Apr 2027
Maturity Date
2027-04-30T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
275000.00
Base Market Value
226476.25
Base Total Cost
275000
Base Unrealized Gain Loss
-48523.75
Base Accrued Interest
1088.54
Local Market Value
226476.25
Local Total Cost Amount
275000
Local Unrealized Gain Loss
-48523.75
Local Accrued Interest
1088.54
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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