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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: OSCAR ACQUISITIONCO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OSCAR ACQUISITIONCO LLC
Security Description
9.5% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
366000.00
Base Market Value
290106.24
Base Total Cost
341226.4
Base Unrealized Gain Loss
-51120.16
Base Accrued Interest
5988.17
Local Market Value
290106.24
Local Total Cost Amount
341226.4
Local Unrealized Gain Loss
-51120.16
Local Accrued Interest
5988.17
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
FINANCE
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OSCAR ACQUISITIONCO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OSCAR ACQUISITIONCO LLC
Security Description
9.5% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
225000.00
Base Market Value
178344.00
Base Total Cost
207427.5
Base Unrealized Gain Loss
-29083.5
Base Accrued Interest
3681.25
Local Market Value
178344
Local Total Cost Amount
207427.5
Local Unrealized Gain Loss
-29083.5
Local Accrued Interest
3681.25
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
FINANCE
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OSHKOSH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OSHKOSH CORP
Security Description
3.1% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
3.1
Original Face
0
Shares Par Value
375000.00
Base Market Value
321131.25
Base Total Cost
380091
Base Unrealized Gain Loss
-58959.75
Base Accrued Interest
3875
Local Market Value
321131.25
Local Total Cost Amount
380091
Local Unrealized Gain Loss
-58959.75
Local Accrued Interest
3875
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
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: OT MERGER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OT MERGER CORP
Security Description
7.875% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
984000.00
Base Market Value
565160.40
Base Total Cost
949629.99
Base Unrealized Gain Loss
-384469.59
Base Accrued Interest
16359
Local Market Value
565160.4
Local Total Cost Amount
949629.99
Local Unrealized Gain Loss
-384469.59
Local Accrued Interest
16359
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: OT MERGER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OT MERGER CORP
Security Description
7.875% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
150000.00
Base Market Value
86152.50
Base Total Cost
150000
Base Unrealized Gain Loss
-63847.5
Base Accrued Interest
2493.75
Local Market Value
86152.5
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-63847.5
Local Accrued Interest
2493.75
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
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
5% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
530000.00
Base Market Value
463087.50
Base Total Cost
493529.43
Base Unrealized Gain Loss
-30441.93
Base Accrued Interest
10011.1
Local Market Value
463087.5
Local Total Cost Amount
493529.43
Local Unrealized Gain Loss
-30441.93
Local Accrued Interest
10011.1
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
FINANCE
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
5% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1020000.00
Base Market Value
891225.00
Base Total Cost
1020000
Base Unrealized Gain Loss
-128775
Base Accrued Interest
19266.67
Local Market Value
891225
Local Total Cost Amount
1020000
Local Unrealized Gain Loss
-128775
Local Accrued Interest
19266.67
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
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
5% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
650000.00
Base Market Value
567937.50
Base Total Cost
647460
Base Unrealized Gain Loss
-79522.5
Base Accrued Interest
12277.77
Local Market Value
567937.5
Local Total Cost Amount
647460
Local Unrealized Gain Loss
-79522.5
Local Accrued Interest
12277.77
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
5% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
475000.00
Base Market Value
415031.25
Base Total Cost
473750
Base Unrealized Gain Loss
-58718.75
Base Accrued Interest
8972.22
Local Market Value
415031.25
Local Total Cost Amount
473750
Local Unrealized Gain Loss
-58718.75
Local Accrued Interest
8972.22
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
FINANCE
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
4.625% 15 Mar 2030
Maturity Date
2030-03-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
400000.00
Base Market Value
315148.00
Base Total Cost
397496.5
Base Unrealized Gain Loss
-82348.5
Base Accrued Interest
5447.22
Local Market Value
315148
Local Total Cost Amount
397496.5
Local Unrealized Gain Loss
-82348.5
Local Accrued Interest
5447.22
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
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
4.625% 15 Mar 2030
Maturity Date
2030-03-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
287000.00
Base Market Value
226118.69
Base Total Cost
278282.5
Base Unrealized Gain Loss
-52163.81
Base Accrued Interest
3908.39
Local Market Value
226118.69
Local Total Cost Amount
278282.5
Local Unrealized Gain Loss
-52163.81
Local Accrued Interest
3908.39
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
4.625% 15 Mar 2030
Maturity Date
2030-03-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
475000.00
Base Market Value
374238.25
Base Total Cost
453500
Base Unrealized Gain Loss
-79261.75
Base Accrued Interest
6468.57
Local Market Value
374238.25
Local Total Cost Amount
453500
Local Unrealized Gain Loss
-79261.75
Local Accrued Interest
6468.57
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
6.25% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
245000.00
Base Market Value
232492.75
Base Total Cost
245000
Base Unrealized Gain Loss
-12507.25
Base Accrued Interest
680.56
Local Market Value
232492.75
Local Total Cost Amount
245000
Local Unrealized Gain Loss
-12507.25
Local Accrued Interest
680.56
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
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
6.25% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
101000.00
Base Market Value
95843.95
Base Total Cost
106813.35
Base Unrealized Gain Loss
-10969.4
Base Accrued Interest
280.56
Local Market Value
95843.95
Local Total Cost Amount
106813.35
Local Unrealized Gain Loss
-10969.4
Local Accrued Interest
280.56
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
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
6.25% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
655000.00
Base Market Value
621562.25
Base Total Cost
667200
Base Unrealized Gain Loss
-45637.75
Base Accrued Interest
1819.44
Local Market Value
621562.25
Local Total Cost Amount
667200
Local Unrealized Gain Loss
-45637.75
Local Accrued Interest
1819.44
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
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
6.25% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
395000.00
Base Market Value
374835.25
Base Total Cost
395000
Base Unrealized Gain Loss
-20164.75
Base Accrued Interest
1097.22
Local Market Value
374835.25
Local Total Cost Amount
395000
Local Unrealized Gain Loss
-20164.75
Local Accrued Interest
1097.22
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
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
4.25% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
215000.00
Base Market Value
171273.30
Base Total Cost
215000
Base Unrealized Gain Loss
-43726.7
Base Accrued Interest
4213.4
Local Market Value
171273.3
Local Total Cost Amount
215000
Local Unrealized Gain Loss
-43726.7
Local Accrued Interest
4213.4
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
4.25% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
450000.00
Base Market Value
358479.00
Base Total Cost
446750
Base Unrealized Gain Loss
-88271
Base Accrued Interest
8818.74
Local Market Value
358479
Local Total Cost Amount
446750
Local Unrealized Gain Loss
-88271
Local Accrued Interest
8818.74
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
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: OUTFRONT MEDIA CAP LLC/C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OUTFRONT MEDIA CAP LLC/C
Security Description
4.25% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
250000.00
Base Market Value
199155.00
Base Total Cost
239343.75
Base Unrealized Gain Loss
-40188.75
Base Accrued Interest
4899.3
Local Market Value
199155
Local Total Cost Amount
239343.75
Local Unrealized Gain Loss
-40188.75
Local Accrued Interest
4899.3
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
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: OWENS + MINOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS + MINOR INC
Security Description
4.5% 31 Mar 2029
Maturity Date
2029-03-31T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
880000.00
Base Market Value
718520.00
Base Total Cost
880000
Base Unrealized Gain Loss
-161480
Base Accrued Interest
9900
Local Market Value
718520
Local Total Cost Amount
880000
Local Unrealized Gain Loss
-161480
Local Accrued Interest
9900
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: OWENS + MINOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS + MINOR INC
Security Description
4.5% 31 Mar 2029
Maturity Date
2029-03-31T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
600000.00
Base Market Value
489900.00
Base Total Cost
578750
Base Unrealized Gain Loss
-88850
Base Accrued Interest
6750
Local Market Value
489900
Local Total Cost Amount
578750
Local Unrealized Gain Loss
-88850
Local Accrued Interest
6750
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: OWENS + MINOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS + MINOR INC
Security Description
4.5% 31 Mar 2029
Maturity Date
2029-03-31T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
275000.00
Base Market Value
224537.50
Base Total Cost
275000
Base Unrealized Gain Loss
-50462.5
Base Accrued Interest
3093.75
Local Market Value
224537.5
Local Total Cost Amount
275000
Local Unrealized Gain Loss
-50462.5
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
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: OWENS + MINOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS + MINOR INC
Security Description
6.625% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
600000.00
Base Market Value
548082.00
Base Total Cost
600000
Base Unrealized Gain Loss
-51918
Base Accrued Interest
10158.33
Local Market Value
548082
Local Total Cost Amount
600000
Local Unrealized Gain Loss
-51918
Local Accrued Interest
10158.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OWENS + MINOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS + MINOR INC
Security Description
6.625% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
550000.00
Base Market Value
502408.50
Base Total Cost
551933.75
Base Unrealized Gain Loss
-49525.25
Base Accrued Interest
9311.81
Local Market Value
502408.5
Local Total Cost Amount
551933.75
Local Unrealized Gain Loss
-49525.25
Local Accrued Interest
9311.81
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: OWENS + MINOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS + MINOR INC
Security Description
6.625% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
200000.00
Base Market Value
182694.00
Base Total Cost
200000
Base Unrealized Gain Loss
-17306
Base Accrued Interest
3386.11
Local Market Value
182694
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-17306
Local Accrued Interest
3386.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: OWENS + MINOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS + MINOR INC
Security Description
1% 29 Mar 2029
Maturity Date
2029-03-29T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
274312.50
Base Market Value
272940.94
Base Total Cost
270197.81
Base Unrealized Gain Loss
2743.13
Base Accrued Interest
0
Local Market Value
272940.94
Local Total Cost Amount
270197.81
Local Unrealized Gain Loss
2743.13
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OWENS BROCKWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS BROCKWAY
Security Description
5.875% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1075000.00
Base Market Value
1064250.00
Base Total Cost
1057870.2
Base Unrealized Gain Loss
6379.8
Base Accrued Interest
23859.01
Local Market Value
1064250
Local Total Cost Amount
1057870.2
Local Unrealized Gain Loss
6379.8
Local Accrued Interest
23859.01
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
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: OWENS BROCKWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS BROCKWAY
Security Description
5.875% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
90000.00
Base Market Value
89100.00
Base Total Cost
91125
Base Unrealized Gain Loss
-2025
Base Accrued Interest
1997.5
Local Market Value
89100
Local Total Cost Amount
91125
Local Unrealized Gain Loss
-2025
Local Accrued Interest
1997.5
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: OWENS BROCKWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS BROCKWAY
Security Description
6.375% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
100000.00
Base Market Value
95421.00
Base Total Cost
103125
Base Unrealized Gain Loss
-7704
Base Accrued Interest
2408.33
Local Market Value
95421
Local Total Cost Amount
103125
Local Unrealized Gain Loss
-7704
Local Accrued Interest
2408.33
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
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: OWENS BROCKWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS BROCKWAY
Security Description
6.625% 13 May 2027
Maturity Date
2027-05-13T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
113000.00
Base Market Value
105462.90
Base Total Cost
114177.08
Base Unrealized Gain Loss
-8714.18
Base Accrued Interest
956.57
Local Market Value
105462.9
Local Total Cost Amount
114177.08
Local Unrealized Gain Loss
-8714.18
Local Accrued Interest
956.57
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: OWENS CORNING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS CORNING
Security Description
3.4% 15 Aug 2026
Interest Rate
3.4
Original Face
0
Shares Par Value
795000.00
Base Market Value
759614.55
Base Total Cost
865572.15
Base Unrealized Gain Loss
-105957.6
Base Accrued Interest
10211.33
Local Market Value
759614.55
Local Total Cost Amount
865572.15
Local Unrealized Gain Loss
-105957.6
Local Accrued Interest
10211.33
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: OWENS BROCKWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OWENS BROCKWAY
Security Description
5.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
25000.00
Base Market Value
23500.00
Base Total Cost
24750
Base Unrealized Gain Loss
-1250
Base Accrued Interest
283.68
Local Market Value
23500
Local Total Cost Amount
24750
Local Unrealized Gain Loss
-1250
Local Accrued Interest
283.68
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
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: OXFORD FIN LLC/CO ISS II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OXFORD FIN LLC/CO ISS II
Security Description
6.375% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
340000.00
Base Market Value
325550.00
Base Total Cost
340000
Base Unrealized Gain Loss
-14450
Base Accrued Interest
8670
Local Market Value
325550
Local Total Cost Amount
340000
Local Unrealized Gain Loss
-14450
Local Accrued Interest
8670
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OXFORD FIN LLC/CO ISS II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OXFORD FIN LLC/CO ISS II
Security Description
6.375% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
652000.00
Base Market Value
624290.00
Base Total Cost
656379
Base Unrealized Gain Loss
-32089
Base Accrued Interest
16626
Local Market Value
624290
Local Total Cost Amount
656379
Local Unrealized Gain Loss
-32089
Local Accrued Interest
16626
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OXFORD FIN LLC/CO ISS II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OXFORD FIN LLC/CO ISS II
Security Description
6.375% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
50000.00
Base Market Value
47875.00
Base Total Cost
50000
Base Unrealized Gain Loss
-2125
Base Accrued Interest
1274.99
Local Market Value
47875
Local Total Cost Amount
50000
Local Unrealized Gain Loss
-2125
Local Accrued Interest
1274.99
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PECF USS INTERMEDIATE HO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PECF USS INTERMEDIATE HO
Security Description
8% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
280000.00
Base Market Value
221900.00
Base Total Cost
280000
Base Unrealized Gain Loss
-58100
Base Accrued Interest
2862.22
Local Market Value
221900
Local Total Cost Amount
280000
Local Unrealized Gain Loss
-58100
Local Accrued Interest
2862.22
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
FINANCE
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PECF USS INTERMEDIATE HO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PECF USS INTERMEDIATE HO
Security Description
8% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
250000.00
Base Market Value
198125.00
Base Total Cost
253375
Base Unrealized Gain Loss
-55250
Base Accrued Interest
2555.55
Local Market Value
198125
Local Total Cost Amount
253375
Local Unrealized Gain Loss
-55250
Local Accrued Interest
2555.55
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: P+L DEV LLC/PLD FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
P+L DEV LLC/PLD FIN CORP
Security Description
7.75% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
475000.00
Base Market Value
332523.75
Base Total Cost
479375
Base Unrealized Gain Loss
-146851.25
Base Accrued Interest
4703.82
Local Market Value
332523.75
Local Total Cost Amount
479375
Local Unrealized Gain Loss
-146851.25
Local Accrued Interest
4703.82
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PBF HOLDING CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PBF HOLDING CO LLC
Security Description
7.25% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
75000.00
Base Market Value
70106.25
Base Total Cost
64000
Base Unrealized Gain Loss
6106.25
Base Accrued Interest
241.68
Local Market Value
70106.25
Local Total Cost Amount
64000
Local Unrealized Gain Loss
6106.25
Local Accrued Interest
241.68
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
ELECTRIC/GAS
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: PBF HOLDING CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PBF HOLDING CO LLC
Security Description
6% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
550000.00
Base Market Value
466152.50
Base Total Cost
489721.62
Base Unrealized Gain Loss
-23569.12
Base Accrued Interest
12466.66
Local Market Value
466152.5
Local Total Cost Amount
489721.62
Local Unrealized Gain Loss
-23569.12
Local Accrued Interest
12466.66
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
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: PBF HOLDING CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PBF HOLDING CO LLC
Security Description
6% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1734000.00
Base Market Value
1469651.70
Base Total Cost
1301358.43
Base Unrealized Gain Loss
168293.27
Base Accrued Interest
39304
Local Market Value
1469651.7
Local Total Cost Amount
1301358.43
Local Unrealized Gain Loss
168293.27
Local Accrued Interest
39304
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: PBF HOLDING CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PBF HOLDING CO LLC
Security Description
9.25% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
650000.00
Base Market Value
680062.50
Base Total Cost
639263.39
Base Unrealized Gain Loss
40799.11
Base Accrued Interest
7682.64
Local Market Value
680062.5
Local Total Cost Amount
639263.39
Local Unrealized Gain Loss
40799.11
Local Accrued Interest
7682.64
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
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: PBF HOLDING CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PBF HOLDING CO LLC
Security Description
9.25% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
1272000.00
Base Market Value
1330830.00
Base Total Cost
1270670
Base Unrealized Gain Loss
60160
Base Accrued Interest
15034.33
Local Market Value
1330830
Local Total Cost Amount
1270670
Local Unrealized Gain Loss
60160
Local Accrued Interest
15034.33
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: PBF LOGISTICS LP/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PBF LOGISTICS LP/FINANCE
Security Description
6.875% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
575000.00
Base Market Value
566375.00
Base Total Cost
590093.75
Base Unrealized Gain Loss
-23718.75
Base Accrued Interest
5051.21
Local Market Value
566375
Local Total Cost Amount
590093.75
Local Unrealized Gain Loss
-23718.75
Local Accrued Interest
5051.21
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: PECO ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PECO ENERGY CO
Security Description
3.7% 15 Sep 2047
Maturity Date
2047-09-15T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
745000.00
Base Market Value
646719.60
Base Total Cost
864900.3
Base Unrealized Gain Loss
-218180.7
Base Accrued Interest
8116.36
Local Market Value
646719.6
Local Total Cost Amount
864900.3
Local Unrealized Gain Loss
-218180.7
Local Accrued Interest
8116.36
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: PECO ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PECO ENERGY CO
Security Description
2.85% 15 Sep 2051
Maturity Date
2051-09-15T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
477000.00
Base Market Value
349760.25
Base Total Cost
472961.37
Base Unrealized Gain Loss
-123201.12
Base Accrued Interest
4002.83
Local Market Value
349760.25
Local Total Cost Amount
472961.37
Local Unrealized Gain Loss
-123201.12
Local Accrued Interest
4002.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: PECO ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PECO ENERGY CO
Security Description
4.6% 15 May 2052
Maturity Date
2052-05-15T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
90000.00
Base Market Value
90050.40
Base Total Cost
89349.3
Base Unrealized Gain Loss
701.1
Base Accrued Interest
425.5
Local Market Value
90050.4
Local Total Cost Amount
89349.3
Local Unrealized Gain Loss
701.1
Local Accrued Interest
425.5
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
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: PG+E CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PG+E CORP
Security Description
5% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2865000.00
Base Market Value
2417716.20
Base Total Cost
2811672.02
Base Unrealized Gain Loss
-393955.82
Base Accrued Interest
0
Local Market Value
2417716.2
Local Total Cost Amount
2811672.02
Local Unrealized Gain Loss
-393955.82
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
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: PG+E CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PG+E CORP
Security Description
5% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
5600000.00
Base Market Value
4725728.00
Base Total Cost
5292418.75
Base Unrealized Gain Loss
-566690.75
Base Accrued Interest
0
Local Market Value
4725728
Local Total Cost Amount
5292418.75
Local Unrealized Gain Loss
-566690.75
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
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: PG+E CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PG+E CORP
Security Description
5% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
700000.00
Base Market Value
590716.00
Base Total Cost
699237.5
Base Unrealized Gain Loss
-108521.5
Base Accrued Interest
0
Local Market Value
590716
Local Total Cost Amount
699237.5
Local Unrealized Gain Loss
-108521.5
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
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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