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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: PARKLAND CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARKLAND CORP
Security Description
4.625% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
650000.00
Base Market Value
527299.50
Base Total Cost
648750
Base Unrealized Gain Loss
-121450.5
Base Accrued Interest
5010.41
Local Market Value
527299.5
Local Total Cost Amount
648750
Local Unrealized Gain Loss
-121450.5
Local Accrued Interest
5010.41
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: PARKLAND CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARKLAND CORP
Security Description
4.625% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
793000.00
Base Market Value
643305.39
Base Total Cost
791147.72
Base Unrealized Gain Loss
-147842.33
Base Accrued Interest
6112.7
Local Market Value
643305.39
Local Total Cost Amount
791147.72
Local Unrealized Gain Loss
-147842.33
Local Accrued Interest
6112.7
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: PARKLAND CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARKLAND CORP
Security Description
4.625% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
250000.00
Base Market Value
202807.50
Base Total Cost
250000
Base Unrealized Gain Loss
-47192.5
Base Accrued Interest
1927.08
Local Market Value
202807.5
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-47192.5
Local Accrued Interest
1927.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
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: PARSONS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARSONS CORP
Security Description
0.25% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
10260000.00
Base Market Value
10778130.00
Base Total Cost
10855349.32
Base Unrealized Gain Loss
-77219.32
Base Accrued Interest
9689.99
Local Market Value
10778130
Local Total Cost Amount
10855349.32
Local Unrealized Gain Loss
-77219.32
Local Accrued Interest
9689.99
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PARTNERRE FINANCE B LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARTNERRE FINANCE B LLC
Security Description
1% 01 Oct 2050
Maturity Date
2050-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
2995000.00
Base Market Value
2492019.70
Base Total Cost
2971163.5
Base Unrealized Gain Loss
-479143.8
Base Accrued Interest
33693.75
Local Market Value
2492019.7
Local Total Cost Amount
2971163.5
Local Unrealized Gain Loss
-479143.8
Local Accrued Interest
33693.75
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
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: PARTY CITY HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PARTY CITY HOLDINGS INC
Security Description
8.75% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
100000.00
Base Market Value
67250.00
Base Total Cost
101125
Base Unrealized Gain Loss
-33875
Base Accrued Interest
3256.95
Local Market Value
67250
Local Total Cost Amount
101125
Local Unrealized Gain Loss
-33875
Local Accrued Interest
3256.95
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: PATRICK INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PATRICK INDUSTRIES INC
Security Description
7.5% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
670000.00
Base Market Value
619750.00
Base Total Cost
694870.31
Base Unrealized Gain Loss
-75120.31
Base Accrued Interest
10608.34
Local Market Value
619750
Local Total Cost Amount
694870.31
Local Unrealized Gain Loss
-75120.31
Local Accrued Interest
10608.34
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
B3
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: PATRICK INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PATRICK INDUSTRIES INC
Security Description
7.5% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
275000.00
Base Market Value
254375.00
Base Total Cost
275727.94
Base Unrealized Gain Loss
-21352.94
Base Accrued Interest
4354.17
Local Market Value
254375
Local Total Cost Amount
275727.94
Local Unrealized Gain Loss
-21352.94
Local Accrued Interest
4354.17
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
B3
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: PATRICK INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PATRICK INDUSTRIES INC
Security Description
4.75% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
250000.00
Base Market Value
186057.50
Base Total Cost
249375
Base Unrealized Gain Loss
-63317.5
Base Accrued Interest
1979.17
Local Market Value
186057.5
Local Total Cost Amount
249375
Local Unrealized Gain Loss
-63317.5
Local Accrued Interest
1979.17
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
B3
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: PATRICK INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PATRICK INDUSTRIES INC
Security Description
4.75% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
599000.00
Base Market Value
445793.77
Base Total Cost
600123.13
Base Unrealized Gain Loss
-154329.36
Base Accrued Interest
4742.08
Local Market Value
445793.77
Local Total Cost Amount
600123.13
Local Unrealized Gain Loss
-154329.36
Local Accrued Interest
4742.08
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
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: PATRICK INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PATRICK INDUSTRIES INC
Security Description
4.75% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
425000.00
Base Market Value
316297.75
Base Total Cost
412531.25
Base Unrealized Gain Loss
-96233.5
Base Accrued Interest
3364.58
Local Market Value
316297.75
Local Total Cost Amount
412531.25
Local Unrealized Gain Loss
-96233.5
Local Accrued Interest
3364.58
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
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: PATTERN ENERGY OP LP/PAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PATTERN ENERGY OP LP/PAT
Security Description
4.5% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
370000.00
Base Market Value
321900.00
Base Total Cost
370000
Base Unrealized Gain Loss
-48100
Base Accrued Interest
6290
Local Market Value
321900
Local Total Cost Amount
370000
Local Unrealized Gain Loss
-48100
Local Accrued Interest
6290
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PATTERN ENERGY OP LP/PAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PATTERN ENERGY OP LP/PAT
Security Description
4.5% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
700000.00
Base Market Value
609000.00
Base Total Cost
724225
Base Unrealized Gain Loss
-115225
Base Accrued Interest
11900
Local Market Value
609000
Local Total Cost Amount
724225
Local Unrealized Gain Loss
-115225
Local Accrued Interest
11900
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PATTERN ENERGY OP LP/PAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PATTERN ENERGY OP LP/PAT
Security Description
4.5% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
561000.00
Base Market Value
488070.00
Base Total Cost
569359.3
Base Unrealized Gain Loss
-81289.3
Base Accrued Interest
9537
Local Market Value
488070
Local Total Cost Amount
569359.3
Local Unrealized Gain Loss
-81289.3
Local Accrued Interest
9537
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PATTERN ENERGY OP LP/PAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PATTERN ENERGY OP LP/PAT
Security Description
4.5% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1870000.00
Base Market Value
1626900.00
Base Total Cost
1915096.25
Base Unrealized Gain Loss
-288196.25
Base Accrued Interest
31790
Local Market Value
1626900
Local Total Cost Amount
1915096.25
Local Unrealized Gain Loss
-288196.25
Local Accrued Interest
31790
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PAYPAL HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PAYPAL HOLDINGS INC
Security Description
1.65% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
1.65
Original Face
0
Shares Par Value
1068000.00
Base Market Value
1007476.44
Base Total Cost
1084227.37
Base Unrealized Gain Loss
-76750.93
Base Accrued Interest
1468.49
Local Market Value
1007476.44
Local Total Cost Amount
1084227.37
Local Unrealized Gain Loss
-76750.93
Local Accrued Interest
1468.49
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PAYPAL HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PAYPAL HOLDINGS INC
Security Description
3.25% 01 Jun 2050
Maturity Date
2050-06-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
1000000.00
Base Market Value
755620.00
Base Total Cost
1030477.2
Base Unrealized Gain Loss
-274857.2
Base Accrued Interest
2708.34
Local Market Value
755620
Local Total Cost Amount
1030477.2
Local Unrealized Gain Loss
-274857.2
Local Accrued Interest
2708.34
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
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: PAYPAL HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PAYPAL HOLDINGS INC
Security Description
4.4% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
1126000.00
Base Market Value
1114717.48
Base Total Cost
1118058.24
Base Unrealized Gain Loss
-3340.76
Base Accrued Interest
5229.64
Local Market Value
1114717.48
Local Total Cost Amount
1118058.24
Local Unrealized Gain Loss
-3340.76
Local Accrued Interest
5229.64
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
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: PAYPAL HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PAYPAL HOLDINGS INC
Security Description
5.05% 01 Jun 2052
Maturity Date
2052-06-01T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
697000.00
Base Market Value
691082.47
Base Total Cost
692093.6
Base Unrealized Gain Loss
-1011.13
Base Accrued Interest
3715.4
Local Market Value
691082.47
Local Total Cost Amount
692093.6
Local Unrealized Gain Loss
-1011.13
Local Accrued Interest
3715.4
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
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: PAYPAL HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PAYPAL HOLDINGS INC
Security Description
5.25% 01 Jun 2062
Maturity Date
2062-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
810000.00
Base Market Value
800895.60
Base Total Cost
802137.52
Base Unrealized Gain Loss
-1241.92
Base Accrued Interest
4488.74
Local Market Value
800895.6
Local Total Cost Amount
802137.52
Local Unrealized Gain Loss
-1241.92
Local Accrued Interest
4488.74
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
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: PAYSAFE FIN PLC/PAYSAFE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PAYSAFE FIN PLC/PAYSAFE
Security Description
4% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
200000.00
Base Market Value
144176.00
Base Total Cost
200000
Base Unrealized Gain Loss
-55824
Base Accrued Interest
355.56
Local Market Value
144176
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-55824
Local Accrued Interest
355.56
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
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: PAYSAFE FIN PLC/PAYSAFE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PAYSAFE FIN PLC/PAYSAFE
Security Description
4% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1770000.00
Base Market Value
1275957.60
Base Total Cost
1765386.8
Base Unrealized Gain Loss
-489429.2
Base Accrued Interest
3146.67
Local Market Value
1275957.6
Local Total Cost Amount
1765386.8
Local Unrealized Gain Loss
-489429.2
Local Accrued Interest
3146.67
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
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: PETVET CARE CENTERS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PETVET CARE CENTERS LLC
Security Description
1% 14 Feb 2025
Maturity Date
2025-02-14T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
468794.87
Base Market Value
443400.25
Base Total Cost
468794.87
Base Unrealized Gain Loss
-25394.62
Base Accrued Interest
0
Local Market Value
443400.25
Local Total Cost Amount
468794.87
Local Unrealized Gain Loss
-25394.62
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: DOMTAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DOMTAR CORP
Security Description
6.75% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
207000.00
Base Market Value
194453.73
Base Total Cost
207000
Base Unrealized Gain Loss
-12546.27
Base Accrued Interest
3493.13
Local Market Value
194453.73
Local Total Cost Amount
207000
Local Unrealized Gain Loss
-12546.27
Local Accrued Interest
3493.13
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: PEBBLEBROOK HOTEL TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEBBLEBROOK HOTEL TRUST
Security Description
1.75% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
8234000.00
Base Market Value
7332377.00
Base Total Cost
8541667.38
Base Unrealized Gain Loss
-1209290.38
Base Accrued Interest
6404.22
Local Market Value
7332377
Local Total Cost Amount
8541667.38
Local Unrealized Gain Loss
-1209290.38
Local Accrued Interest
6404.22
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PEGASYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEGASYSTEMS INC
Security Description
0.75% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
294000.00
Base Market Value
235641.00
Base Total Cost
270329.48
Base Unrealized Gain Loss
-34688.48
Base Accrued Interest
735
Local Market Value
235641
Local Total Cost Amount
270329.48
Local Unrealized Gain Loss
-34688.48
Local Accrued Interest
735
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PELOTON INTERACTIVE, INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PELOTON INTERACTIVE, INC
Security Description
1% 25 May 2027
Maturity Date
2027-05-25T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
616000.00
Base Market Value
588668.08
Base Total Cost
588280
Base Unrealized Gain Loss
388.08
Base Accrued Interest
0
Local Market Value
588668.08
Local Total Cost Amount
588280
Local Unrealized Gain Loss
388.08
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: PENINSULA PACIFIC ENTERT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENINSULA PACIFIC ENTERT
Security Description
8.5% 15 Nov 2027
Maturity Date
2027-11-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
420000.00
Base Market Value
440832.00
Base Total Cost
431046.38
Base Unrealized Gain Loss
9785.62
Base Accrued Interest
4561.66
Local Market Value
440832
Local Total Cost Amount
431046.38
Local Unrealized Gain Loss
9785.62
Local Accrued Interest
4561.66
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
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: PENINSULA PACIFIC ENTERT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENINSULA PACIFIC ENTERT
Security Description
8.5% 15 Nov 2027
Maturity Date
2027-11-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
1256000.00
Base Market Value
1318297.60
Base Total Cost
1317507.5
Base Unrealized Gain Loss
790.1
Base Accrued Interest
13641.55
Local Market Value
1318297.6
Local Total Cost Amount
1317507.5
Local Unrealized Gain Loss
790.1
Local Accrued Interest
13641.55
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
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: PENN NATIONAL GA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENN NATIONAL GA
Security Description
4.125% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
250000.00
Base Market Value
189700.00
Base Total Cost
249500
Base Unrealized Gain Loss
-59800
Base Accrued Interest
0
Local Market Value
189700
Local Total Cost Amount
249500
Local Unrealized Gain Loss
-59800
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
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: PENN VIRGINIA HOLDING LL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENN VIRGINIA HOLDING LL
Security Description
9.25% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
360000.00
Base Market Value
345506.40
Base Total Cost
364500
Base Unrealized Gain Loss
-18993.6
Base Accrued Interest
12580
Local Market Value
345506.4
Local Total Cost Amount
364500
Local Unrealized Gain Loss
-18993.6
Local Accrued Interest
12580
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
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: PENNYMAC FIN SVCS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENNYMAC FIN SVCS INC
Security Description
5.375% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1850000.00
Base Market Value
1611831.00
Base Total Cost
1826525
Base Unrealized Gain Loss
-214694
Base Accrued Interest
20992.35
Local Market Value
1611831
Local Total Cost Amount
1826525
Local Unrealized Gain Loss
-214694
Local Accrued Interest
20992.35
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PENNYMAC FIN SVCS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENNYMAC FIN SVCS INC
Security Description
4.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1300000.00
Base Market Value
955500.00
Base Total Cost
1300000
Base Unrealized Gain Loss
-344500
Base Accrued Interest
20872.22
Local Market Value
955500
Local Total Cost Amount
1300000
Local Unrealized Gain Loss
-344500
Local Accrued Interest
20872.22
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
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: PENNYMAC FIN SVCS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENNYMAC FIN SVCS INC
Security Description
4.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
410000.00
Base Market Value
301350.00
Base Total Cost
392475
Base Unrealized Gain Loss
-91125
Base Accrued Interest
6582.77
Local Market Value
301350
Local Total Cost Amount
392475
Local Unrealized Gain Loss
-91125
Local Accrued Interest
6582.77
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
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: PENNYMAC FIN SVCS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENNYMAC FIN SVCS INC
Security Description
4.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
375000.00
Base Market Value
275625.00
Base Total Cost
375000
Base Unrealized Gain Loss
-99375
Base Accrued Interest
6020.83
Local Market Value
275625
Local Total Cost Amount
375000
Local Unrealized Gain Loss
-99375
Local Accrued Interest
6020.83
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
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: PENNYMAC FIN SVCS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENNYMAC FIN SVCS INC
Security Description
5.75% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1182000.00
Base Market Value
881500.14
Base Total Cost
1157292.5
Base Unrealized Gain Loss
-275792.36
Base Accrued Interest
20011.93
Local Market Value
881500.14
Local Total Cost Amount
1157292.5
Local Unrealized Gain Loss
-275792.36
Local Accrued Interest
20011.93
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: PENNYMAC FIN SVCS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENNYMAC FIN SVCS INC
Security Description
5.75% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
355000.00
Base Market Value
264748.35
Base Total Cost
355000
Base Unrealized Gain Loss
-90251.65
Base Accrued Interest
6010.35
Local Market Value
264748.35
Local Total Cost Amount
355000
Local Unrealized Gain Loss
-90251.65
Local Accrued Interest
6010.35
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: PENNYMAC FIN SVCS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENNYMAC FIN SVCS INC
Security Description
5.75% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
150000.00
Base Market Value
111865.50
Base Total Cost
150000
Base Unrealized Gain Loss
-38134.5
Base Accrued Interest
2539.58
Local Market Value
111865.5
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-38134.5
Local Accrued Interest
2539.58
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
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: PENSKE TRUCK LEASING/PTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE TRUCK LEASING/PTL
Security Description
3.4% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
1794000.00
Base Market Value
1701752.52
Base Total Cost
1961416.08
Base Unrealized Gain Loss
-259663.56
Base Accrued Interest
7793.93
Local Market Value
1701752.52
Local Total Cost Amount
1961416.08
Local Unrealized Gain Loss
-259663.56
Local Accrued Interest
7793.93
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: PENSKE TRUCK LEASING/PTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE TRUCK LEASING/PTL
Security Description
3.35% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
3.35
Original Face
0
Shares Par Value
670000.00
Base Market Value
609566.00
Base Total Cost
709785.7
Base Unrealized Gain Loss
-100219.7
Base Accrued Interest
3740.83
Local Market Value
609566
Local Total Cost Amount
709785.7
Local Unrealized Gain Loss
-100219.7
Local Accrued Interest
3740.83
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
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: PENSKE TRUCK LEASING/PTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE TRUCK LEASING/PTL
Security Description
4.4% 01 Jul 2027
Maturity Date
2027-07-01T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
1116000.00
Base Market Value
1093981.32
Base Total Cost
1112908.68
Base Unrealized Gain Loss
-18927.36
Base Accrued Interest
3000.8
Local Market Value
1093981.32
Local Total Cost Amount
1112908.68
Local Unrealized Gain Loss
-18927.36
Local Accrued Interest
3000.8
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: PENSKE AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE AUTOMOTIVE GROUP
Security Description
3.5% 01 Sep 2025
Maturity Date
2025-09-01T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
746000.00
Base Market Value
699375.00
Base Total Cost
752235
Base Unrealized Gain Loss
-52860
Base Accrued Interest
9863.77
Local Market Value
699375
Local Total Cost Amount
752235
Local Unrealized Gain Loss
-52860
Local Accrued Interest
9863.77
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
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: PENSKE AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE AUTOMOTIVE GROUP
Security Description
3.5% 01 Sep 2025
Maturity Date
2025-09-01T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
281250.00
Base Total Cost
300000
Base Unrealized Gain Loss
-18750
Base Accrued Interest
3966.67
Local Market Value
281250
Local Total Cost Amount
300000
Local Unrealized Gain Loss
-18750
Local Accrued Interest
3966.67
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
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: PENSKE AUTOMOTIVE GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENSKE AUTOMOTIVE GROUP
Security Description
3.75% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1357000.00
Base Market Value
1129919.62
Base Total Cost
1196991.26
Base Unrealized Gain Loss
-67071.64
Base Accrued Interest
2261.66
Local Market Value
1129919.62
Local Total Cost Amount
1196991.26
Local Unrealized Gain Loss
-67071.64
Local Accrued Interest
2261.66
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
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: PENTAIR FINANCE SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PENTAIR FINANCE SARL
Security Description
4.5% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1840000.00
Base Market Value
1778120.80
Base Total Cost
2159718.4
Base Unrealized Gain Loss
-381597.6
Base Accrued Interest
0
Local Market Value
1778120.8
Local Total Cost Amount
2159718.4
Local Unrealized Gain Loss
-381597.6
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
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PEPCO HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEPCO HOLDINGS LLC
Security Description
7.45% 15 Aug 2032
Maturity Date
2032-08-15T00:00:00.000
Interest Rate
7.45
Original Face
0
Shares Par Value
100000.00
Base Market Value
117155.00
Base Total Cost
130730
Base Unrealized Gain Loss
-13575
Base Accrued Interest
2814.44
Local Market Value
117155
Local Total Cost Amount
130730
Local Unrealized Gain Loss
-13575
Local Accrued Interest
2814.44
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
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: PEPSICO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEPSICO INC
Security Description
2.25% 19 Mar 2025
Interest Rate
2.25
Original Face
0
Shares Par Value
5183000.00
Base Market Value
5047775.53
Base Total Cost
5447563.16
Base Unrealized Gain Loss
-399787.63
Base Accrued Interest
33041.63
Local Market Value
5047775.53
Local Total Cost Amount
5447563.16
Local Unrealized Gain Loss
-399787.63
Local Accrued Interest
33041.63
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
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: PEPSICO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEPSICO INC
Security Description
2.625% 21 Oct 2041
Maturity Date
2041-10-21T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
2710000.00
Base Market Value
2129680.60
Base Total Cost
2705799.5
Base Unrealized Gain Loss
-576118.9
Base Accrued Interest
13832.29
Local Market Value
2129680.6
Local Total Cost Amount
2705799.5
Local Unrealized Gain Loss
-576118.9
Local Accrued Interest
13832.29
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: PEPSICO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PEPSICO INC
Security Description
2.75% 21 Oct 2051
Maturity Date
2051-10-21T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
2370000.00
Base Market Value
1817766.30
Base Total Cost
2354642.4
Base Unrealized Gain Loss
-536876.1
Base Accrued Interest
12672.92
Local Market Value
1817766.3
Local Total Cost Amount
2354642.4
Local Unrealized Gain Loss
-536876.1
Local Accrued Interest
12672.92
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: PERFORMANCE FOOD GROUP I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PERFORMANCE FOOD GROUP I
Security Description
6.875% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
990000.00
Base Market Value
985109.40
Base Total Cost
1017600
Base Unrealized Gain Loss
-32490.6
Base Accrued Interest
11343.75
Local Market Value
985109.4
Local Total Cost Amount
1017600
Local Unrealized Gain Loss
-32490.6
Local Accrued Interest
11343.75
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
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