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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: REALTY INCOME CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALTY INCOME CORP
Security Description
2.2% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
340000.00
Base Market Value
298118.80
Base Total Cost
344127.27
Base Unrealized Gain Loss
-46008.47
Base Accrued Interest
332.44
Local Market Value
298118.8
Local Total Cost Amount
344127.27
Local Unrealized Gain Loss
-46008.47
Local Accrued Interest
332.44
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
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: REALTY INCOME CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALTY INCOME CORP
Security Description
2.85% 15 Dec 2032
Maturity Date
2032-12-15T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
280000.00
Base Market Value
240671.20
Base Total Cost
294003.66
Base Unrealized Gain Loss
-53332.46
Base Accrued Interest
354.67
Local Market Value
240671.2
Local Total Cost Amount
294003.66
Local Unrealized Gain Loss
-53332.46
Local Accrued Interest
354.67
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
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: REDSTONE HOLDCO 2 LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REDSTONE HOLDCO 2 LP
Security Description
1% 27 Apr 2028
Maturity Date
2028-04-27T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1320025.00
Base Market Value
1144026.07
Base Total Cost
1306824.75
Base Unrealized Gain Loss
-162798.68
Base Accrued Interest
0
Local Market Value
1144026.07
Local Total Cost Amount
1306824.75
Local Unrealized Gain Loss
-162798.68
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: SPX FLOW INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPX FLOW INC
Security Description
8.75% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
1695000.00
Base Market Value
1419562.50
Base Total Cost
1613351.85
Base Unrealized Gain Loss
-193789.35
Base Accrued Interest
35430.21
Local Market Value
1419562.5
Local Total Cost Amount
1613351.85
Local Unrealized Gain Loss
-193789.35
Local Accrued Interest
35430.21
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
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: REDWOOD TRUST INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REDWOOD TRUST INC
Security Description
4.75% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
9586000.00
Base Market Value
9070752.50
Base Total Cost
9198712.6
Base Unrealized Gain Loss
-127960.1
Base Accrued Interest
172015.42
Local Market Value
9070752.5
Local Total Cost Amount
9198712.6
Local Unrealized Gain Loss
-127960.1
Local Accrued Interest
172015.42
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: REGENCY CENTERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGENCY CENTERS LP
Security Description
4.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
2035000.00
Base Market Value
1954759.95
Base Total Cost
2033682.35
Base Unrealized Gain Loss
-78922.4
Base Accrued Interest
24716.76
Local Market Value
1954759.95
Local Total Cost Amount
2033682.35
Local Unrealized Gain Loss
-78922.4
Local Accrued Interest
24716.76
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: ENRGY TRANS LP/REG FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENRGY TRANS LP/REG FIN
Security Description
4.5% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
675000.00
Base Market Value
678375.00
Base Total Cost
716107.5
Base Unrealized Gain Loss
-37732.5
Base Accrued Interest
5062.5
Local Market Value
678375
Local Total Cost Amount
716107.5
Local Unrealized Gain Loss
-37732.5
Local Accrued Interest
5062.5
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
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: REGIONALCARE HOSPITAL PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGIONALCARE HOSPITAL PARTNERS
Security Description
1% 16 Nov 2025
Maturity Date
2025-11-16T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
470000.00
Base Market Value
439854.20
Base Total Cost
470000
Base Unrealized Gain Loss
-30145.8
Base Accrued Interest
0
Local Market Value
439854.2
Local Total Cost Amount
470000
Local Unrealized Gain Loss
-30145.8
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: REGIONALCARE HOSPITAL PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REGIONALCARE HOSPITAL PARTNERS
Security Description
1% 16 Nov 2025
Maturity Date
2025-11-16T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
700000.00
Base Market Value
655102.00
Base Total Cost
696500
Base Unrealized Gain Loss
-41398
Base Accrued Interest
0
Local Market Value
655102
Local Total Cost Amount
696500
Local Unrealized Gain Loss
-41398
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: RENT A CENTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RENT A CENTER INC
Security Description
6.375% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1740000.00
Base Market Value
1357200.00
Base Total Cost
1833612.5
Base Unrealized Gain Loss
-476412.5
Base Accrued Interest
41904.99
Local Market Value
1357200
Local Total Cost Amount
1833612.5
Local Unrealized Gain Loss
-476412.5
Local Accrued Interest
41904.99
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
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: RENT A CENTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RENT A CENTER INC
Security Description
6.375% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
2020000.00
Base Market Value
1575600.00
Base Total Cost
1939200
Base Unrealized Gain Loss
-363600
Base Accrued Interest
48648.33
Local Market Value
1575600
Local Total Cost Amount
1939200
Local Unrealized Gain Loss
-363600
Local Accrued Interest
48648.33
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
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: REPAY HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPAY HOLDINGS
Security Description
0.01% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
7109000.00
Base Market Value
5482816.25
Base Total Cost
6455991.71
Base Unrealized Gain Loss
-973175.46
Base Accrued Interest
0
Local Market Value
5482816.25
Local Total Cost Amount
6455991.71
Local Unrealized Gain Loss
-973175.46
Local Accrued Interest
0
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: REPUBLIC SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC SERVICES INC
Security Description
2.9% 01 Jul 2026
Maturity Date
2026-07-01T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
1835000.00
Base Market Value
1752590.15
Base Total Cost
1909366.05
Base Unrealized Gain Loss
-156775.9
Base Accrued Interest
0
Local Market Value
1752590.15
Local Total Cost Amount
1909366.05
Local Unrealized Gain Loss
-156775.9
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
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: REPUBLIC SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC SERVICES INC
Security Description
0.875% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
0.875
Original Face
0
Shares Par Value
385000.00
Base Market Value
348509.70
Base Total Cost
377900.6
Base Unrealized Gain Loss
-29390.9
Base Accrued Interest
430.45
Local Market Value
348509.7
Local Total Cost Amount
377900.6
Local Unrealized Gain Loss
-29390.9
Local Accrued Interest
430.45
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: RESOLUTION FUNDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESOLUTION FUNDG
Security Description
8.625% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
8.625
Original Face
0
Shares Par Value
945000.00
Base Market Value
1260327.60
Base Total Cost
1097327.41
Base Unrealized Gain Loss
163000.19
Base Accrued Interest
37583.44
Local Market Value
1260327.6
Local Total Cost Amount
1097327.41
Local Unrealized Gain Loss
163000.19
Local Accrued Interest
37583.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RESOLUTION FUNDING STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESOLUTION FUNDING STRIP
Security Description
0.01% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1217678.00
Base Total Cost
625154.62
Base Unrealized Gain Loss
592523.38
Base Accrued Interest
0
Local Market Value
1217678
Local Total Cost Amount
625154.62
Local Unrealized Gain Loss
592523.38
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
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: RESOLUTION FUNDING STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESOLUTION FUNDING STRIP
Security Description
0.01% 15 Oct 2028
Maturity Date
2028-10-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
3220000.00
Base Market Value
2601534.60
Base Total Cost
2215041.22
Base Unrealized Gain Loss
386493.38
Base Accrued Interest
0
Local Market Value
2601534.6
Local Total Cost Amount
2215041.22
Local Unrealized Gain Loss
386493.38
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
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: RESOLUTION FUNDING STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESOLUTION FUNDING STRIP
Security Description
0.01% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2800000.00
Base Market Value
2229500.00
Base Total Cost
1707272
Base Unrealized Gain Loss
522228
Base Accrued Interest
0
Local Market Value
2229500
Local Total Cost Amount
1707272
Local Unrealized Gain Loss
522228
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
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: RFC PRINCIPAL STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RFC PRINCIPAL STRIP
Security Description
0.01% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
100000.00
Base Market Value
77365.00
Base Total Cost
59018
Base Unrealized Gain Loss
18347
Base Accrued Interest
0
Local Market Value
77365
Local Total Cost Amount
59018
Local Unrealized Gain Loss
18347
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
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: RFC PRINCIPAL STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RFC PRINCIPAL STRIP
Security Description
0.01% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2800000.00
Base Market Value
2135112.00
Base Total Cost
1468928
Base Unrealized Gain Loss
666184
Base Accrued Interest
0
Local Market Value
2135112
Local Total Cost Amount
1468928
Local Unrealized Gain Loss
666184
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
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: RESIDEO FUNDING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESIDEO FUNDING INC
Security Description
4% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1200000.00
Base Market Value
936516.00
Base Total Cost
1200000
Base Unrealized Gain Loss
-263484
Base Accrued Interest
16000
Local Market Value
936516
Local Total Cost Amount
1200000
Local Unrealized Gain Loss
-263484
Local Accrued Interest
16000
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: RESIDEO FUNDING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESIDEO FUNDING INC
Security Description
4% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
125000.00
Base Market Value
97553.75
Base Total Cost
125000
Base Unrealized Gain Loss
-27446.25
Base Accrued Interest
1666.67
Local Market Value
97553.75
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-27446.25
Local Accrued Interest
1666.67
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: REVLON CONSUMER PRODS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REVLON CONSUMER PRODS CORP
Security Description
1% 07 Sep 2023
Maturity Date
2023-09-07T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1567313.42
Base Market Value
668725.62
Base Total Cost
1200871.86
Base Unrealized Gain Loss
-532146.24
Base Accrued Interest
0
Local Market Value
668725.62
Local Total Cost Amount
1200871.86
Local Unrealized Gain Loss
-532146.24
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
5.85% 15 Aug 2045
Maturity Date
2045-08-15T00:00:00.000
Interest Rate
5.85
Original Face
0
Shares Par Value
1755000.00
Base Market Value
1472602.95
Base Total Cost
2064765.59
Base Unrealized Gain Loss
-592162.64
Base Accrued Interest
38785.5
Local Market Value
1472602.95
Local Total Cost Amount
2064765.59
Local Unrealized Gain Loss
-592162.64
Local Accrued Interest
38785.5
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
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
4.45% 12 Jun 2025
Maturity Date
2025-06-12T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
1510000.00
Base Market Value
1500909.80
Base Total Cost
1629222.5
Base Unrealized Gain Loss
-128312.7
Base Accrued Interest
3546.4
Local Market Value
1500909.8
Local Total Cost Amount
1629222.5
Local Unrealized Gain Loss
-128312.7
Local Accrued Interest
3546.4
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
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: REYNOLDS AMERICAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REYNOLDS AMERICAN INC
Security Description
7% 04 Aug 2041
Maturity Date
2041-08-04T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
750000.00
Base Market Value
765615.00
Base Total Cost
992542.5
Base Unrealized Gain Loss
-226927.5
Base Accrued Interest
21437.5
Local Market Value
765615
Local Total Cost Amount
992542.5
Local Unrealized Gain Loss
-226927.5
Local Accrued Interest
21437.5
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
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: PACTIV EVERGREEN GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PACTIV EVERGREEN GROUP
Security Description
4% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1080000.00
Base Market Value
923400.00
Base Total Cost
1080000
Base Unrealized Gain Loss
-156600
Base Accrued Interest
9120
Local Market Value
923400
Local Total Cost Amount
1080000
Local Unrealized Gain Loss
-156600
Local Accrued Interest
9120
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: PACTIV EVERGREEN GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PACTIV EVERGREEN GROUP
Security Description
4% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1985000.00
Base Market Value
1697175.00
Base Total Cost
1981762.5
Base Unrealized Gain Loss
-284587.5
Base Accrued Interest
16762.22
Local Market Value
1697175
Local Total Cost Amount
1981762.5
Local Unrealized Gain Loss
-284587.5
Local Accrued Interest
16762.22
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
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: RINGCENTRAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RINGCENTRAL INC
Security Description
0.01% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
5319000.00
Base Market Value
4348282.50
Base Total Cost
5607384.01
Base Unrealized Gain Loss
-1259101.51
Base Accrued Interest
0
Local Market Value
4348282.5
Local Total Cost Amount
5607384.01
Local Unrealized Gain Loss
-1259101.51
Local Accrued Interest
0
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: RINGCENTRAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RINGCENTRAL INC
Security Description
0.01% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
109000.00
Base Market Value
81859.00
Base Total Cost
95518.41
Base Unrealized Gain Loss
-13659.41
Base Accrued Interest
0
Local Market Value
81859
Local Total Cost Amount
95518.41
Local Unrealized Gain Loss
-13659.41
Local Accrued Interest
0
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: RINGCENTRAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RINGCENTRAL INC
Security Description
0.01% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
11309000.00
Base Market Value
8493059.00
Base Total Cost
11293321.02
Base Unrealized Gain Loss
-2800262.02
Base Accrued Interest
0
Local Market Value
8493059
Local Total Cost Amount
11293321.02
Local Unrealized Gain Loss
-2800262.02
Local Accrued Interest
0
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: RIO TINTO FIN USA LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RIO TINTO FIN USA LTD
Security Description
2.75% 02 Nov 2051
Maturity Date
2051-11-02T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
603000.00
Base Market Value
440835.21
Base Total Cost
596421.27
Base Unrealized Gain Loss
-155586.06
Base Accrued Interest
2717.69
Local Market Value
440835.21
Local Total Cost Amount
596421.27
Local Unrealized Gain Loss
-155586.06
Local Accrued Interest
2717.69
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: RITCHIE BROS AUCTIONEERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RITCHIE BROS AUCTIONEERS
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
465000.00
Base Market Value
455314.05
Base Total Cost
458831.25
Base Unrealized Gain Loss
-3517.2
Base Accrued Interest
11524.89
Local Market Value
455314.05
Local Total Cost Amount
458831.25
Local Unrealized Gain Loss
-3517.2
Local Accrued Interest
11524.89
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: RITE AID CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RITE AID CORP
Security Description
7.5% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
98000.00
Base Market Value
79380.00
Base Total Cost
94073.19
Base Unrealized Gain Loss
-14693.19
Base Accrued Interest
-1186.67
Local Market Value
79380
Local Total Cost Amount
94073.19
Local Unrealized Gain Loss
-14693.19
Local Accrued Interest
-1186.67
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
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: RITE AID CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RITE AID CORP
Security Description
8% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
91000.00
Base Market Value
70752.50
Base Total Cost
92365
Base Unrealized Gain Loss
-21612.5
Base Accrued Interest
3356.89
Local Market Value
70752.5
Local Total Cost Amount
92365
Local Unrealized Gain Loss
-21612.5
Local Accrued Interest
3356.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: RIVERSIDE CA ELEC REVENUE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RIVERSIDE CA ELEC REVENUE
Security Description
7.605% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
7.605
Original Face
25000
Shares Par Value
25000.00
Base Market Value
33552.00
Base Total Cost
40958.5
Base Unrealized Gain Loss
-7406.5
Base Accrued Interest
475.31
Local Market Value
33552
Local Total Cost Amount
40958.5
Local Unrealized Gain Loss
-7406.5
Local Accrued Interest
475.31
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
EUR
Local Currency Code: EUR • Trade Country Name: INTERNATIONAL • Security Name: EURO CURRENCY
Local Currency Code
EUR
Trade Country Name
INTERNATIONAL
Security Name
EURO CURRENCY
Interest Rate
0
Original Face
0
Shares Par Value
2202587.18
Base Market Value
2360623.87
Base Total Cost
2359658.05
Base Unrealized Gain Loss
965.82
Base Accrued Interest
0
Local Market Value
2202587.18
Local Total Cost Amount
2202587.18
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2024-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2025-03-03T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RIVIAN HLD/AUTO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RIVIAN HLD/AUTO LLC
Security Description
1% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
7.17657
Original Face
0
Shares Par Value
5395000.00
Base Market Value
4823130.00
Base Total Cost
5288989.04
Base Unrealized Gain Loss
-465859.04
Base Accrued Interest
81737.15
Local Market Value
4823130
Local Total Cost Amount
5288989.04
Local Unrealized Gain Loss
-465859.04
Local Accrued Interest
81737.15
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
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: ROBLOX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROBLOX CORP
Security Description
3.875% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
2200000.00
Base Market Value
1783144.00
Base Total Cost
2147718.75
Base Unrealized Gain Loss
-364574.75
Base Accrued Interest
14208.34
Local Market Value
1783144
Local Total Cost Amount
2147718.75
Local Unrealized Gain Loss
-364574.75
Local Accrued Interest
14208.34
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
TELEPHONE
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: ROCHE HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCHE HOLDINGS INC
Security Description
1.93% 13 Dec 2028
Maturity Date
2028-12-13T00:00:00.000
Interest Rate
1.93
Original Face
0
Shares Par Value
860000.00
Base Market Value
760102.40
Base Total Cost
860000
Base Unrealized Gain Loss
-99897.6
Base Accrued Interest
829.9
Local Market Value
760102.4
Local Total Cost Amount
860000
Local Unrealized Gain Loss
-99897.6
Local Accrued Interest
829.9
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Aa3
S And P Quality Rating
AA
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: ROCHE HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCHE HOLDINGS INC
Security Description
2.076% 13 Dec 2031
Maturity Date
2031-12-13T00:00:00.000
Interest Rate
2.076
Original Face
0
Shares Par Value
1505000.00
Base Market Value
1282922.20
Base Total Cost
1505000
Base Unrealized Gain Loss
-222077.8
Base Accrued Interest
1562.19
Local Market Value
1282922.2
Local Total Cost Amount
1505000
Local Unrealized Gain Loss
-222077.8
Local Accrued Interest
1562.19
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
Aa3
S And P Quality Rating
AA
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: ROCHE HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCHE HOLDINGS INC
Security Description
2.607% 13 Dec 2051
Maturity Date
2051-12-13T00:00:00.000
Interest Rate
2.607
Original Face
0
Shares Par Value
585000.00
Base Market Value
424750.95
Base Total Cost
585000
Base Unrealized Gain Loss
-160249.05
Base Accrued Interest
762.55
Local Market Value
424750.95
Local Total Cost Amount
585000
Local Unrealized Gain Loss
-160249.05
Local Accrued Interest
762.55
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
Aa3
S And P Quality Rating
AA
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: ROCHESTER GAS + ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCHESTER GAS + ELECTRIC
Security Description
3.1% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
3.1
Original Face
0
Shares Par Value
120000.00
Base Market Value
114310.80
Base Total Cost
124860
Base Unrealized Gain Loss
-10549.2
Base Accrued Interest
310
Local Market Value
114310.8
Local Total Cost Amount
124860
Local Unrealized Gain Loss
-10549.2
Local Accrued Interest
310
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: ROCKCLIFF ENERGY II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKCLIFF ENERGY II LLC
Security Description
5.5% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1760000.00
Base Market Value
1601547.20
Base Total Cost
1765975
Base Unrealized Gain Loss
-164427.8
Base Accrued Interest
20435.56
Local Market Value
1601547.2
Local Total Cost Amount
1765975
Local Unrealized Gain Loss
-164427.8
Local Accrued Interest
20435.56
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
ELECTRIC/GAS
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: ROCKCLIFF ENERGY II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKCLIFF ENERGY II LLC
Security Description
5.5% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1175000.00
Base Market Value
1069214.75
Base Total Cost
1180550
Base Unrealized Gain Loss
-111335.25
Base Accrued Interest
13643.05
Local Market Value
1069214.75
Local Total Cost Amount
1180550
Local Unrealized Gain Loss
-111335.25
Local Accrued Interest
13643.05
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: ROCKCLIFF ENERGY II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKCLIFF ENERGY II LLC
Security Description
5.5% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
865000.00
Base Market Value
787124.05
Base Total Cost
865263.68
Base Unrealized Gain Loss
-78139.63
Base Accrued Interest
10043.59
Local Market Value
787124.05
Local Total Cost Amount
865263.68
Local Unrealized Gain Loss
-78139.63
Local Accrued Interest
10043.59
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: ROCKCLIFF ENERGY II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKCLIFF ENERGY II LLC
Security Description
5.5% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
227492.50
Base Total Cost
250000
Base Unrealized Gain Loss
-22507.5
Base Accrued Interest
2902.78
Local Market Value
227492.5
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-22507.5
Local Accrued Interest
2902.78
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: ROCKCLIFF ENERGY II LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKCLIFF ENERGY II LLC
Security Description
5.5% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1738000.00
Base Market Value
1581527.86
Base Total Cost
1763348.75
Base Unrealized Gain Loss
-181820.89
Base Accrued Interest
20180.1
Local Market Value
1581527.86
Local Total Cost Amount
1763348.75
Local Unrealized Gain Loss
-181820.89
Local Accrued Interest
20180.1
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
ELECTRIC/GAS
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: ROCKETMTGE CO ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROCKETMTGE CO ISSUER INC
Security Description
2.875% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
597000.00
Base Market Value
493366.77
Base Total Cost
543852.5
Base Unrealized Gain Loss
-50485.73
Base Accrued Interest
3623.45
Local Market Value
493366.77
Local Total Cost Amount
543852.5
Local Unrealized Gain Loss
-50485.73
Local Accrued Interest
3623.45
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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
4% 15 Oct 2033
Maturity Date
2033-10-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
875000.00
Base Market Value
621250.00
Base Total Cost
875000
Base Unrealized Gain Loss
-253750
Base Accrued Interest
7388.89
Local Market Value
621250
Local Total Cost Amount
875000
Local Unrealized Gain Loss
-253750
Local Accrued Interest
7388.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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
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