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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: PRUDENTIAL FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRUDENTIAL FINANCIAL INC
Security Description
4.35% 25 Feb 2050
Maturity Date
2050-02-25T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
831000.00
Base Market Value
765110.01
Base Total Cost
1045422.93
Base Unrealized Gain Loss
-280312.92
Base Accrued Interest
12651.98
Local Market Value
765110.01
Local Total Cost Amount
1045422.93
Local Unrealized Gain Loss
-280312.92
Local Accrued Interest
12651.98
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
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: PUBLIC SERVICE COLORADO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE COLORADO
Security Description
4.1% 15 Jun 2048
Interest Rate
4.1
Original Face
0
Shares Par Value
180000.00
Base Market Value
164206.80
Base Total Cost
221981.4
Base Unrealized Gain Loss
-57774.6
Base Accrued Interest
328
Local Market Value
164206.8
Local Total Cost Amount
221981.4
Local Unrealized Gain Loss
-57774.6
Local Accrued Interest
328
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: PUBLIC SERVICE COLORADO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE COLORADO
Security Description
3.2% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
115000.00
Base Market Value
90277.30
Base Total Cost
126454
Base Unrealized Gain Loss
-36176.7
Base Accrued Interest
1226.67
Local Market Value
90277.3
Local Total Cost Amount
126454
Local Unrealized Gain Loss
-36176.7
Local Accrued Interest
1226.67
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
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: PUBLIC SERVICE COLORADO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE COLORADO
Security Description
3.2% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
947000.00
Base Market Value
743413.94
Base Total Cost
1006298.98
Base Unrealized Gain Loss
-262885.04
Base Accrued Interest
10101.34
Local Market Value
743413.94
Local Total Cost Amount
1006298.98
Local Unrealized Gain Loss
-262885.04
Local Accrued Interest
10101.34
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
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: PUB SVC NEW HAMP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUB SVC NEW HAMP
Security Description
3.6% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
600000.00
Base Market Value
500370.00
Base Total Cost
672546
Base Unrealized Gain Loss
-172176
Base Accrued Interest
0
Local Market Value
500370
Local Total Cost Amount
672546
Local Unrealized Gain Loss
-172176
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
ELECTRIC/GAS
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: PUBLIC SERVICE ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE ELECTRIC
Security Description
3% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1820000.00
Base Market Value
1753770.20
Base Total Cost
1987276.2
Base Unrealized Gain Loss
-233506
Base Accrued Interest
6976.67
Local Market Value
1753770.2
Local Total Cost Amount
1987276.2
Local Unrealized Gain Loss
-233506
Local Accrued Interest
6976.67
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
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: PUBLIC SERVICE ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE ELECTRIC
Security Description
3% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
422000.00
Base Market Value
406643.42
Base Total Cost
441302.28
Base Unrealized Gain Loss
-34658.86
Base Accrued Interest
1617.67
Local Market Value
406643.42
Local Total Cost Amount
441302.28
Local Unrealized Gain Loss
-34658.86
Local Accrued Interest
1617.67
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
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: PUBLIC SERVICE ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE ELECTRIC
Security Description
3.7% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
755000.00
Base Market Value
736034.40
Base Total Cost
858608.65
Base Unrealized Gain Loss
-122574.25
Base Accrued Interest
4655.83
Local Market Value
736034.4
Local Total Cost Amount
858608.65
Local Unrealized Gain Loss
-122574.25
Local Accrued Interest
4655.83
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
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: PUBLIC SERVICE ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE ELECTRIC
Security Description
3.2% 15 May 2029
Interest Rate
3.2
Original Face
0
Shares Par Value
485000.00
Base Market Value
461841.25
Base Total Cost
537831.05
Base Unrealized Gain Loss
-75989.8
Base Accrued Interest
1983.11
Local Market Value
461841.25
Local Total Cost Amount
537831.05
Local Unrealized Gain Loss
-75989.8
Local Accrued Interest
1983.11
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
ELECTRIC/GAS
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: PUBLIC SERVICE ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE ELECTRIC
Security Description
2.7% 01 May 2050
Maturity Date
2050-05-01T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
400000.00
Base Market Value
286668.00
Base Total Cost
397828
Base Unrealized Gain Loss
-111160
Base Accrued Interest
1800
Local Market Value
286668
Local Total Cost Amount
397828
Local Unrealized Gain Loss
-111160
Local Accrued Interest
1800
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: PUBLIC SERVICE ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE ELECTRIC
Security Description
3.1% 15 Mar 2032
Maturity Date
2032-03-15T00:00:00.000
Interest Rate
3.1
Original Face
0
Shares Par Value
955000.00
Base Market Value
877272.55
Base Total Cost
954907.49
Base Unrealized Gain Loss
-77634.94
Base Accrued Interest
9045.97
Local Market Value
877272.55
Local Total Cost Amount
954907.49
Local Unrealized Gain Loss
-77634.94
Local Accrued Interest
9045.97
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
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: PUBLIC SERVICE ENTERPRIS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE ENTERPRIS
Security Description
0.841% 08 Nov 2023
Maturity Date
2023-11-08T00:00:00.000
Interest Rate
0.841
Original Face
0
Shares Par Value
8010000.00
Base Market Value
7684153.20
Base Total Cost
8010000
Base Unrealized Gain Loss
-325846.8
Base Accrued Interest
9917.49
Local Market Value
7684153.2
Local Total Cost Amount
8010000
Local Unrealized Gain Loss
-325846.8
Local Accrued Interest
9917.49
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
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: PUBLIC SERVICE ENTERPRIS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC SERVICE ENTERPRIS
Security Description
2.45% 15 Nov 2031
Maturity Date
2031-11-15T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
2485000.00
Base Market Value
2073210.65
Base Total Cost
2481096.96
Base Unrealized Gain Loss
-407886.31
Base Accrued Interest
7779.44
Local Market Value
2073210.65
Local Total Cost Amount
2481096.96
Local Unrealized Gain Loss
-407886.31
Local Accrued Interest
7779.44
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: PUBLIC STORAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC STORAGE
Security Description
1.95% 09 Nov 2028
Maturity Date
2028-11-09T00:00:00.000
Interest Rate
1.95
Original Face
0
Shares Par Value
4015000.00
Base Market Value
3471409.15
Base Total Cost
4013153.1
Base Unrealized Gain Loss
-541743.95
Base Accrued Interest
11308.92
Local Market Value
3471409.15
Local Total Cost Amount
4013153.1
Local Unrealized Gain Loss
-541743.95
Local Accrued Interest
11308.92
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
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: PUBLIC STORAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC STORAGE
Security Description
2.25% 09 Nov 2031
Maturity Date
2031-11-09T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
3365000.00
Base Market Value
2781374.40
Base Total Cost
3364091.45
Base Unrealized Gain Loss
-582717.05
Base Accrued Interest
10936.25
Local Market Value
2781374.4
Local Total Cost Amount
3364091.45
Local Unrealized Gain Loss
-582717.05
Local Accrued Interest
10936.25
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
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: PUBLIC STORAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUBLIC STORAGE
Security Description
2.25% 09 Nov 2031
Maturity Date
2031-11-09T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
3590000.00
Base Market Value
2967350.40
Base Total Cost
3589030.7
Base Unrealized Gain Loss
-621680.3
Base Accrued Interest
11667.5
Local Market Value
2967350.4
Local Total Cost Amount
3589030.7
Local Unrealized Gain Loss
-621680.3
Local Accrued Interest
11667.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: PUGET SOUND ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUGET SOUND ENERGY INC
Security Description
4.434% 15 Nov 2041
Interest Rate
4.434
Original Face
0
Shares Par Value
420000.00
Base Market Value
383569.20
Base Total Cost
510358.8
Base Unrealized Gain Loss
-126789.6
Base Accrued Interest
2379.58
Local Market Value
383569.2
Local Total Cost Amount
510358.8
Local Unrealized Gain Loss
-126789.6
Local Accrued Interest
2379.58
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
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: PUGET SOUND ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PUGET SOUND ENERGY INC
Security Description
4.3% 20 May 2045
Maturity Date
2045-05-20T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
840000.00
Base Market Value
750876.00
Base Total Cost
1047580.8
Base Unrealized Gain Loss
-296704.8
Base Accrued Interest
4113.67
Local Market Value
750876
Local Total Cost Amount
1047580.8
Local Unrealized Gain Loss
-296704.8
Local Accrued Interest
4113.67
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
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: PULTEGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PULTEGROUP INC
Security Description
6% 15 Feb 2035
Maturity Date
2035-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
400000.00
Base Market Value
392148.00
Base Total Cost
495500
Base Unrealized Gain Loss
-103352
Base Accrued Interest
9066.67
Local Market Value
392148
Local Total Cost Amount
495500
Local Unrealized Gain Loss
-103352
Local Accrued Interest
9066.67
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
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
4.85% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
4.85
Original Face
0
Shares Par Value
3555000.00
Base Market Value
3323249.55
Base Total Cost
3866062.5
Base Unrealized Gain Loss
-542812.95
Base Accrued Interest
43104.38
Local Market Value
3323249.55
Local Total Cost Amount
3866062.5
Local Unrealized Gain Loss
-542812.95
Local Accrued Interest
43104.38
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
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
4.45% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
8500000.00
Base Market Value
7566615.00
Base Total Cost
9135075
Base Unrealized Gain Loss
-1568460
Base Accrued Interest
142894.43
Local Market Value
7566615
Local Total Cost Amount
9135075
Local Unrealized Gain Loss
-1568460
Local Accrued Interest
142894.43
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
5.45% 15 Aug 2034
Maturity Date
2034-08-15T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
1542000.00
Base Market Value
1063980.00
Base Total Cost
1440993.03
Base Unrealized Gain Loss
-377013.03
Base Accrued Interest
31748.06
Local Market Value
1063980
Local Total Cost Amount
1440993.03
Local Unrealized Gain Loss
-377013.03
Local Accrued Interest
31748.06
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
4.75% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
780000.00
Base Market Value
616200.00
Base Total Cost
805350
Base Unrealized Gain Loss
-189150
Base Accrued Interest
13996.67
Local Market Value
616200
Local Total Cost Amount
805350
Local Unrealized Gain Loss
-189150
Local Accrued Interest
13996.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
4.75% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
175000.00
Base Market Value
138250.00
Base Total Cost
175000
Base Unrealized Gain Loss
-36750
Base Accrued Interest
3140.28
Local Market Value
138250
Local Total Cost Amount
175000
Local Unrealized Gain Loss
-36750
Local Accrued Interest
3140.28
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
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: QVC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QVC INC
Security Description
4.375% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1245000.00
Base Market Value
921300.00
Base Total Cost
1193937.5
Base Unrealized Gain Loss
-272637.5
Base Accrued Interest
18156.25
Local Market Value
921300
Local Total Cost Amount
1193937.5
Local Unrealized Gain Loss
-272637.5
Local Accrued Interest
18156.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: Q2 HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
Q2 HOLDINGS INC
Security Description
0.75% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
9831000.00
Base Market Value
8154814.50
Base Total Cost
8971341.68
Base Unrealized Gain Loss
-816527.18
Base Accrued Interest
6144.38
Local Market Value
8154814.5
Local Total Cost Amount
8971341.68
Local Unrealized Gain Loss
-816527.18
Local Accrued Interest
6144.38
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: QUALCOMM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUALCOMM INC
Security Description
4.8% 20 May 2045
Maturity Date
2045-05-20T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
325000.00
Base Market Value
332975.50
Base Total Cost
428642.5
Base Unrealized Gain Loss
-95667
Base Accrued Interest
1776.67
Local Market Value
332975.5
Local Total Cost Amount
428642.5
Local Unrealized Gain Loss
-95667
Local Accrued Interest
1776.67
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
TELEPHONE
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: QUALCOMM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUALCOMM INC
Security Description
4.3% 20 May 2047
Maturity Date
2047-05-20T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
452000.00
Base Market Value
433355.00
Base Total Cost
562485.68
Base Unrealized Gain Loss
-129130.68
Base Accrued Interest
2213.54
Local Market Value
433355
Local Total Cost Amount
562485.68
Local Unrealized Gain Loss
-129130.68
Local Accrued Interest
2213.54
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
TELEPHONE
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: QUANTA SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUANTA SERVICES INC
Security Description
3.05% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
3.05
Original Face
0
Shares Par Value
912000.00
Base Market Value
631751.52
Base Total Cost
907257.6
Base Unrealized Gain Loss
-275506.08
Base Accrued Interest
6954
Local Market Value
631751.52
Local Total Cost Amount
907257.6
Local Unrealized Gain Loss
-275506.08
Local Accrued Interest
6954
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: QUEBECOR MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEBECOR MEDIA INC
Security Description
5.75% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1183000.00
Base Market Value
1184478.75
Base Total Cost
1198013.75
Base Unrealized Gain Loss
-13535
Base Accrued Interest
3023.23
Local Market Value
1184478.75
Local Total Cost Amount
1198013.75
Local Unrealized Gain Loss
-13535
Local Accrued Interest
3023.23
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
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: QUEBECOR MEDIA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEBECOR MEDIA INC
Security Description
5.75% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
550000.00
Base Market Value
550687.50
Base Total Cost
563750
Base Unrealized Gain Loss
-13062.5
Base Accrued Interest
1405.56
Local Market Value
550687.5
Local Total Cost Amount
563750
Local Unrealized Gain Loss
-13062.5
Local Accrued Interest
1405.56
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
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: QUEST DIAGNOSTICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEST DIAGNOSTICS INC
Security Description
3.45% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
275000.00
Base Market Value
267808.75
Base Total Cost
269463.15
Base Unrealized Gain Loss
-1654.4
Base Accrued Interest
790.62
Local Market Value
267808.75
Local Total Cost Amount
269463.15
Local Unrealized Gain Loss
-1654.4
Local Accrued Interest
790.62
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
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: QUEST DIAGNOSTICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUEST DIAGNOSTICS INC
Security Description
2.8% 30 Jun 2031
Maturity Date
2031-06-30T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
75000.00
Base Market Value
64248.00
Base Total Cost
74890.5
Base Unrealized Gain Loss
-10642.5
Base Accrued Interest
5.83
Local Market Value
64248
Local Total Cost Amount
74890.5
Local Unrealized Gain Loss
-10642.5
Local Accrued Interest
5.83
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: ROCKETMTGE CO ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKETMTGE CO ISSUER INC
Security Description
3.625% 01 Mar 2029
Maturity Date
2029-03-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
74000.00
Base Market Value
58187.68
Base Total Cost
69320.01
Base Unrealized Gain Loss
-11132.33
Base Accrued Interest
894.17
Local Market Value
58187.68
Local Total Cost Amount
69320.01
Local Unrealized Gain Loss
-11132.33
Local Accrued Interest
894.17
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
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: ROCKETMTGE CO ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKETMTGE CO ISSUER INC
Security Description
3.625% 01 Mar 2029
Maturity Date
2029-03-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
570000.00
Base Market Value
448202.40
Base Total Cost
515140
Base Unrealized Gain Loss
-66937.6
Base Accrued Interest
6887.5
Local Market Value
448202.4
Local Total Cost Amount
515140
Local Unrealized Gain Loss
-66937.6
Local Accrued Interest
6887.5
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
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: ROCKETMTGE CO ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKETMTGE CO ISSUER INC
Security Description
3.625% 01 Mar 2029
Maturity Date
2029-03-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
1659000.00
Base Market Value
1304504.88
Base Total Cost
1664516.25
Base Unrealized Gain Loss
-360011.37
Base Accrued Interest
20046.26
Local Market Value
1304504.88
Local Total Cost Amount
1664516.25
Local Unrealized Gain Loss
-360011.37
Local Accrued Interest
20046.26
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ROCKETMTGE CO ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKETMTGE CO ISSUER INC
Security Description
3.875% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
420000.00
Base Market Value
314701.80
Base Total Cost
389637.52
Base Unrealized Gain Loss
-74935.72
Base Accrued Interest
5425
Local Market Value
314701.8
Local Total Cost Amount
389637.52
Local Unrealized Gain Loss
-74935.72
Local Accrued Interest
5425
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: ROCKETMTGE CO ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKETMTGE CO ISSUER INC
Security Description
3.875% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
330000.00
Base Market Value
247265.70
Base Total Cost
330137.5
Base Unrealized Gain Loss
-82871.8
Base Accrued Interest
4262.5
Local Market Value
247265.7
Local Total Cost Amount
330137.5
Local Unrealized Gain Loss
-82871.8
Local Accrued Interest
4262.5
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
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: ROCKETMTGE CO ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKETMTGE CO ISSUER INC
Security Description
3.875% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
100000.00
Base Market Value
74929.00
Base Total Cost
84468.75
Base Unrealized Gain Loss
-9539.75
Base Accrued Interest
1291.66
Local Market Value
74929
Local Total Cost Amount
84468.75
Local Unrealized Gain Loss
-9539.75
Local Accrued Interest
1291.66
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
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: RELX CAPITAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RELX CAPITAL INC
Security Description
3.5% 16 Mar 2023
Maturity Date
2023-03-16T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
299589.00
Base Total Cost
298734
Base Unrealized Gain Loss
855
Base Accrued Interest
3062.5
Local Market Value
299589
Local Total Cost Amount
298734
Local Unrealized Gain Loss
855
Local Accrued Interest
3062.5
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: RHP HOTEL PPTY/RHP FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RHP HOTEL PPTY/RHP FINAN
Security Description
4.75% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
535000.00
Base Market Value
474603.85
Base Total Cost
520287.5
Base Unrealized Gain Loss
-45683.65
Base Accrued Interest
5364.86
Local Market Value
474603.85
Local Total Cost Amount
520287.5
Local Unrealized Gain Loss
-45683.65
Local Accrued Interest
5364.86
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
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: RHP HOTEL PPTY/RHP FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RHP HOTEL PPTY/RHP FINAN
Security Description
4.75% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1735000.00
Base Market Value
1539135.85
Base Total Cost
1627549.85
Base Unrealized Gain Loss
-88414
Base Accrued Interest
17398.19
Local Market Value
1539135.85
Local Total Cost Amount
1627549.85
Local Unrealized Gain Loss
-88414
Local Accrued Interest
17398.19
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: RHP HOTEL PPTY/RHP FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RHP HOTEL PPTY/RHP FINAN
Security Description
4.75% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1960000.00
Base Market Value
1738735.60
Base Total Cost
1978349.58
Base Unrealized Gain Loss
-239613.98
Base Accrued Interest
19654.44
Local Market Value
1738735.6
Local Total Cost Amount
1978349.58
Local Unrealized Gain Loss
-239613.98
Local Accrued Interest
19654.44
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
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: RHP HOTEL PPTY/RHP FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RHP HOTEL PPTY/RHP FINAN
Security Description
4.75% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
790000.00
Base Market Value
700816.90
Base Total Cost
769717.5
Base Unrealized Gain Loss
-68900.6
Base Accrued Interest
7921.94
Local Market Value
700816.9
Local Total Cost Amount
769717.5
Local Unrealized Gain Loss
-68900.6
Local Accrued Interest
7921.94
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: RHP HOTEL PPTY/RHP FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RHP HOTEL PPTY/RHP FINAN
Security Description
4.5% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1220000.00
Base Market Value
1034438.00
Base Total Cost
1145446.88
Base Unrealized Gain Loss
-111008.88
Base Accrued Interest
20740
Local Market Value
1034438
Local Total Cost Amount
1145446.88
Local Unrealized Gain Loss
-111008.88
Local Accrued Interest
20740
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
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: RHP HOTEL PPTY/RHP FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RHP HOTEL PPTY/RHP FINAN
Security Description
4.5% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
625000.00
Base Market Value
529937.50
Base Total Cost
632412.5
Base Unrealized Gain Loss
-102475
Base Accrued Interest
10625
Local Market Value
529937.5
Local Total Cost Amount
632412.5
Local Unrealized Gain Loss
-102475
Local Accrued Interest
10625
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
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: RHP HOTEL PPTY/RHP FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RHP HOTEL PPTY/RHP FINAN
Security Description
4.5% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
525000.00
Base Market Value
445147.50
Base Total Cost
525916.9
Base Unrealized Gain Loss
-80769.4
Base Accrued Interest
8925
Local Market Value
445147.5
Local Total Cost Amount
525916.9
Local Unrealized Gain Loss
-80769.4
Local Accrued Interest
8925
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
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: RHP HOTEL PPTY/RHP FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RHP HOTEL PPTY/RHP FINAN
Security Description
4.5% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
169580.00
Base Total Cost
200000
Base Unrealized Gain Loss
-30420
Base Accrued Interest
3400
Local Market Value
169580
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-30420
Local Accrued Interest
3400
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
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: RLJ LODGING TRUST LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RLJ LODGING TRUST LP
Security Description
3.75% 01 Jul 2026
Maturity Date
2026-07-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
515000.00
Base Market Value
446283.55
Base Total Cost
515000
Base Unrealized Gain Loss
-68716.45
Base Accrued Interest
0
Local Market Value
446283.55
Local Total Cost Amount
515000
Local Unrealized Gain Loss
-68716.45
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
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: RLJ LODGING TRUST LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RLJ LODGING TRUST LP
Security Description
3.75% 01 Jul 2026
Maturity Date
2026-07-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
400000.00
Base Market Value
346628.00
Base Total Cost
395875
Base Unrealized Gain Loss
-49247
Base Accrued Interest
0
Local Market Value
346628
Local Total Cost Amount
395875
Local Unrealized Gain Loss
-49247
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
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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