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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: DUKE ENERGY PROGRESS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY PROGRESS LLC
Security Description
4.1% 15 May 2042
Maturity Date
2042-05-15T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
1175000.00
Base Market Value
1062364.50
Base Total Cost
1354328.5
Base Unrealized Gain Loss
-291964
Base Accrued Interest
6155.69
Local Market Value
1062364.5
Local Total Cost Amount
1354328.5
Local Unrealized Gain Loss
-291964
Local Accrued Interest
6155.69
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Aa3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DUKE ENERGY PROGRESS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY PROGRESS LLC
Security Description
4.1% 15 Mar 2043
Maturity Date
2043-03-15T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
45000.00
Base Market Value
40347.90
Base Total Cost
47253.6
Base Unrealized Gain Loss
-6905.7
Base Accrued Interest
543.25
Local Market Value
40347.9
Local Total Cost Amount
47253.6
Local Unrealized Gain Loss
-6905.7
Local Accrued Interest
543.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Aa3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARPENTER TECHNOLOGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARPENTER TECHNOLOGY
Security Description
6.375% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
375000.00
Base Market Value
334728.75
Base Total Cost
375000
Base Unrealized Gain Loss
-40271.25
Base Accrued Interest
11023.44
Local Market Value
334728.75
Local Total Cost Amount
375000
Local Unrealized Gain Loss
-40271.25
Local Accrued Interest
11023.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
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: CARPENTER TECHNOLOGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARPENTER TECHNOLOGY
Security Description
7.625% 15 Mar 2030
Maturity Date
2030-03-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
820000.00
Base Market Value
753006.00
Base Total Cost
820000
Base Unrealized Gain Loss
-66994
Base Accrued Interest
18236.46
Local Market Value
753006
Local Total Cost Amount
820000
Local Unrealized Gain Loss
-66994
Local Accrued Interest
18236.46
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARPENTER TECHNOLOGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARPENTER TECHNOLOGY
Security Description
7.625% 15 Mar 2030
Maturity Date
2030-03-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
660000.00
Base Market Value
606078.00
Base Total Cost
660000
Base Unrealized Gain Loss
-53922
Base Accrued Interest
14678.13
Local Market Value
606078
Local Total Cost Amount
660000
Local Unrealized Gain Loss
-53922
Local Accrued Interest
14678.13
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
B2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARRIAGE PURCHASER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARRIAGE PURCHASER INC
Security Description
7.875% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
846000.00
Base Market Value
629956.98
Base Total Cost
811455
Base Unrealized Gain Loss
-181498.02
Base Accrued Interest
14064.76
Local Market Value
629956.98
Local Total Cost Amount
811455
Local Unrealized Gain Loss
-181498.02
Local Accrued Interest
14064.76
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
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARRIER GLOBAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARRIER GLOBAL CORP
Security Description
2.722% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
2.722
Original Face
0
Shares Par Value
12595000.00
Base Market Value
10874900.85
Base Total Cost
12846130.45
Base Unrealized Gain Loss
-1971229.6
Base Accrued Interest
129515.79
Local Market Value
10874900.85
Local Total Cost Amount
12846130.45
Local Unrealized Gain Loss
-1971229.6
Local Accrued Interest
129515.79
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: CARRIER GLOBAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARRIER GLOBAL CORP
Security Description
3.377% 05 Apr 2040
Maturity Date
2040-04-05T00:00:00.000
Interest Rate
3.377
Original Face
0
Shares Par Value
4175000.00
Base Market Value
3272866.00
Base Total Cost
4403608.7
Base Unrealized Gain Loss
-1130742.7
Base Accrued Interest
33680.88
Local Market Value
3272866
Local Total Cost Amount
4403608.7
Local Unrealized Gain Loss
-1130742.7
Local Accrued Interest
33680.88
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: CARROLS RESTAURANT GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARROLS RESTAURANT GROUP
Security Description
5.875% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
20000.00
Base Market Value
14600.00
Base Total Cost
13750
Base Unrealized Gain Loss
850
Base Accrued Interest
0
Local Market Value
14600
Local Total Cost Amount
13750
Local Unrealized Gain Loss
850
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
Caa1
S And P Quality Rating
CCC-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARROLS RESTAURANT GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARROLS RESTAURANT GROUP
Security Description
5.875% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
325000.00
Base Market Value
237250.00
Base Total Cost
303625
Base Unrealized Gain Loss
-66375
Base Accrued Interest
0
Local Market Value
237250
Local Total Cost Amount
303625
Local Unrealized Gain Loss
-66375
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
Caa1
S And P Quality Rating
CCC-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARROLS RESTAURANT GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARROLS RESTAURANT GROUP
Security Description
5.875% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1982000.00
Base Market Value
1446860.00
Base Total Cost
1988738.04
Base Unrealized Gain Loss
-541878.04
Base Accrued Interest
0
Local Market Value
1446860
Local Total Cost Amount
1988738.04
Local Unrealized Gain Loss
-541878.04
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
Caa1
S And P Quality Rating
CCC-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARS.COM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARS.COM INC
Security Description
6.375% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
910000.00
Base Market Value
766647.70
Base Total Cost
940885.6
Base Unrealized Gain Loss
-174237.9
Base Accrued Interest
9668.73
Local Market Value
766647.7
Local Total Cost Amount
940885.6
Local Unrealized Gain Loss
-174237.9
Local Accrued Interest
9668.73
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: CARS.COM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARS.COM INC
Security Description
6.375% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
225000.00
Base Market Value
189555.75
Base Total Cost
240750
Base Unrealized Gain Loss
-51194.25
Base Accrued Interest
2390.63
Local Market Value
189555.75
Local Total Cost Amount
240750
Local Unrealized Gain Loss
-51194.25
Local Accrued Interest
2390.63
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
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: CARS.COM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARS.COM INC
Security Description
6.375% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
675000.00
Base Market Value
568667.25
Base Total Cost
674750
Base Unrealized Gain Loss
-106082.75
Base Accrued Interest
7171.87
Local Market Value
568667.25
Local Total Cost Amount
674750
Local Unrealized Gain Loss
-106082.75
Local Accrued Interest
7171.87
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: CARS.COM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARS.COM INC
Security Description
6.375% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
881000.00
Base Market Value
742216.07
Base Total Cost
913230.5
Base Unrealized Gain Loss
-171014.43
Base Accrued Interest
9360.6
Local Market Value
742216.07
Local Total Cost Amount
913230.5
Local Unrealized Gain Loss
-171014.43
Local Accrued Interest
9360.6
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: CARVANA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARVANA CO
Security Description
5.625% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
630000.00
Base Market Value
483814.80
Base Total Cost
607447.88
Base Unrealized Gain Loss
-123633.08
Base Accrued Interest
8859.37
Local Market Value
483814.8
Local Total Cost Amount
607447.88
Local Unrealized Gain Loss
-123633.08
Local Accrued Interest
8859.37
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: CARVANA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARVANA CO
Security Description
5.5% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1050000.00
Base Market Value
677607.00
Base Total Cost
1058231.25
Base Unrealized Gain Loss
-380624.25
Base Accrued Interest
12191.65
Local Market Value
677607
Local Total Cost Amount
1058231.25
Local Unrealized Gain Loss
-380624.25
Local Accrued Interest
12191.65
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: CARVANA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARVANA CO
Security Description
5.5% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2007000.00
Base Market Value
1295197.38
Base Total Cost
2036128.08
Base Unrealized Gain Loss
-740930.7
Base Accrued Interest
23303.49
Local Market Value
1295197.38
Local Total Cost Amount
2036128.08
Local Unrealized Gain Loss
-740930.7
Local Accrued Interest
23303.49
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
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: CARVANA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARVANA CO
Security Description
4.875% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
2130000.00
Base Market Value
1211139.30
Base Total Cost
2084781.25
Base Unrealized Gain Loss
-873641.95
Base Accrued Interest
34612.5
Local Market Value
1211139.3
Local Total Cost Amount
2084781.25
Local Unrealized Gain Loss
-873641.95
Local Accrued Interest
34612.5
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
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: CARVANA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARVANA CO
Security Description
4.875% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
755000.00
Base Market Value
429300.55
Base Total Cost
755330
Base Unrealized Gain Loss
-326029.45
Base Accrued Interest
12268.75
Local Market Value
429300.55
Local Total Cost Amount
755330
Local Unrealized Gain Loss
-326029.45
Local Accrued Interest
12268.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARVANA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARVANA CO
Security Description
10.25% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
10.25
Original Face
0
Shares Par Value
590000.00
Base Market Value
483800.00
Base Total Cost
590000
Base Unrealized Gain Loss
-106200
Base Accrued Interest
9239.24
Local Market Value
483800
Local Total Cost Amount
590000
Local Unrealized Gain Loss
-106200
Local Accrued Interest
9239.24
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CASCADES INC/USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC/USA INC
Security Description
5.125% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
415000.00
Base Market Value
378957.25
Base Total Cost
423787.5
Base Unrealized Gain Loss
-44830.25
Base Accrued Interest
9807.25
Local Market Value
378957.25
Local Total Cost Amount
423787.5
Local Unrealized Gain Loss
-44830.25
Local Accrued Interest
9807.25
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
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: CASCADES INC/USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC/USA INC
Security Description
5.375% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1605000.00
Base Market Value
1364362.35
Base Total Cost
1641334.5
Base Unrealized Gain Loss
-276972.15
Base Accrued Interest
39779.45
Local Market Value
1364362.35
Local Total Cost Amount
1641334.5
Local Unrealized Gain Loss
-276972.15
Local Accrued Interest
39779.45
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: CASCADES INC/USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC/USA INC
Security Description
5.375% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
820000.00
Base Market Value
697057.40
Base Total Cost
854106.25
Base Unrealized Gain Loss
-157048.85
Base Accrued Interest
20323.46
Local Market Value
697057.4
Local Total Cost Amount
854106.25
Local Unrealized Gain Loss
-157048.85
Local Accrued Interest
20323.46
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: CASTLE US HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASTLE US HOLDING CORP
Security Description
9.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
426970.00
Base Total Cost
500000
Base Unrealized Gain Loss
-73030
Base Accrued Interest
17944.44
Local Market Value
426970
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-73030
Local Accrued Interest
17944.44
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
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: CATALENT PHARMA SOLUTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATALENT PHARMA SOLUTION
Security Description
5% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
758000.00
Base Market Value
713528.14
Base Total Cost
730861.27
Base Unrealized Gain Loss
-17333.13
Base Accrued Interest
17476.11
Local Market Value
713528.14
Local Total Cost Amount
730861.27
Local Unrealized Gain Loss
-17333.13
Local Accrued Interest
17476.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CATALENT PHARMA SOLUTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATALENT PHARMA SOLUTION
Security Description
5% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
725000.00
Base Market Value
682464.25
Base Total Cost
750553.13
Base Unrealized Gain Loss
-68088.88
Base Accrued Interest
16715.26
Local Market Value
682464.25
Local Total Cost Amount
750553.13
Local Unrealized Gain Loss
-68088.88
Local Accrued Interest
16715.26
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
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CATALENT PHARMA SOLUTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATALENT PHARMA SOLUTION
Security Description
5% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1561000.00
Base Market Value
1469416.13
Base Total Cost
1627940
Base Unrealized Gain Loss
-158523.87
Base Accrued Interest
35989.72
Local Market Value
1469416.13
Local Total Cost Amount
1627940
Local Unrealized Gain Loss
-158523.87
Local Accrued Interest
35989.72
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CATALENT PHARMA SOLUTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATALENT PHARMA SOLUTION
Security Description
3.125% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
826000.00
Base Market Value
677675.18
Base Total Cost
814717.25
Base Unrealized Gain Loss
-137042.07
Base Accrued Interest
9751.36
Local Market Value
677675.18
Local Total Cost Amount
814717.25
Local Unrealized Gain Loss
-137042.07
Local Accrued Interest
9751.36
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CATALENT PHARMA SOLUTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATALENT PHARMA SOLUTION
Security Description
3.5% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
480000.00
Base Market Value
391646.40
Base Total Cost
480000
Base Unrealized Gain Loss
-88353.6
Base Accrued Interest
4200
Local Market Value
391646.4
Local Total Cost Amount
480000
Local Unrealized Gain Loss
-88353.6
Local Accrued Interest
4200
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CATALENT PHARMA SOLUTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATALENT PHARMA SOLUTION
Security Description
3.5% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
415000.00
Base Market Value
338610.95
Base Total Cost
414250
Base Unrealized Gain Loss
-75639.05
Base Accrued Interest
3631.25
Local Market Value
338610.95
Local Total Cost Amount
414250
Local Unrealized Gain Loss
-75639.05
Local Accrued Interest
3631.25
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
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CATERPILLAR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATERPILLAR INC
Security Description
2.6% 19 Sep 2029
Maturity Date
2029-09-19T00:00:00.000
Interest Rate
2.6
Original Face
0
Shares Par Value
1620000.00
Base Market Value
1477926.00
Base Total Cost
1739005.2
Base Unrealized Gain Loss
-261079.2
Base Accrued Interest
11934
Local Market Value
1477926
Local Total Cost Amount
1739005.2
Local Unrealized Gain Loss
-261079.2
Local Accrued Interest
11934
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: CATERPILLAR FINL SERVICE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATERPILLAR FINL SERVICE
Security Description
0.95% 10 Jan 2024
Maturity Date
2024-01-10T00:00:00.000
Interest Rate
0.95
Original Face
0
Shares Par Value
2157000.00
Base Market Value
2083058.04
Base Total Cost
2156654.88
Base Unrealized Gain Loss
-73596.84
Base Accrued Interest
9733.46
Local Market Value
2083058.04
Local Total Cost Amount
2156654.88
Local Unrealized Gain Loss
-73596.84
Local Accrued Interest
9733.46
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: CATERPILLAR FINL SERVICE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATERPILLAR FINL SERVICE
Security Description
1.7% 08 Jan 2027
Maturity Date
2027-01-08T00:00:00.000
Interest Rate
1.7
Original Face
0
Shares Par Value
1465000.00
Base Market Value
1341207.50
Base Total Cost
1464296.8
Base Unrealized Gain Loss
-123089.3
Base Accrued Interest
11829.88
Local Market Value
1341207.5
Local Total Cost Amount
1464296.8
Local Unrealized Gain Loss
-123089.3
Local Accrued Interest
11829.88
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: CCM MERGER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCM MERGER INC
Security Description
6.375% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1251841.25
Base Total Cost
1375000
Base Unrealized Gain Loss
-123158.75
Base Accrued Interest
14609.37
Local Market Value
1251841.25
Local Total Cost Amount
1375000
Local Unrealized Gain Loss
-123158.75
Local Accrued Interest
14609.37
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: CEDAR FAIR LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR LP
Security Description
5.25% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
365000.00
Base Market Value
321886.20
Base Total Cost
379600
Base Unrealized Gain Loss
-57713.8
Base Accrued Interest
8836.04
Local Market Value
321886.2
Local Total Cost Amount
379600
Local Unrealized Gain Loss
-57713.8
Local Accrued Interest
8836.04
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: CEDAR FAIR LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR LP
Security Description
5.25% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
225000.00
Base Market Value
198423.00
Base Total Cost
232781.25
Base Unrealized Gain Loss
-34358.25
Base Accrued Interest
5446.89
Local Market Value
198423
Local Total Cost Amount
232781.25
Local Unrealized Gain Loss
-34358.25
Local Accrued Interest
5446.89
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
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1285000.00
Base Market Value
1246450.00
Base Total Cost
1285000
Base Unrealized Gain Loss
-38550
Base Accrued Interest
11779.17
Local Market Value
1246450
Local Total Cost Amount
1285000
Local Unrealized Gain Loss
-38550
Local Accrued Interest
11779.17
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
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
160000.00
Base Market Value
155200.00
Base Total Cost
160000
Base Unrealized Gain Loss
-4800
Base Accrued Interest
1466.67
Local Market Value
155200
Local Total Cost Amount
160000
Local Unrealized Gain Loss
-4800
Local Accrued Interest
1466.67
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
670000.00
Base Market Value
649900.00
Base Total Cost
700150
Base Unrealized Gain Loss
-50250
Base Accrued Interest
6141.67
Local Market Value
649900
Local Total Cost Amount
700150
Local Unrealized Gain Loss
-50250
Local Accrued Interest
6141.67
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
457000.00
Base Market Value
443290.00
Base Total Cost
462712.51
Base Unrealized Gain Loss
-19422.51
Base Accrued Interest
4189.17
Local Market Value
443290
Local Total Cost Amount
462712.51
Local Unrealized Gain Loss
-19422.51
Local Accrued Interest
4189.17
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
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
100000.00
Base Market Value
97000.00
Base Total Cost
100000
Base Unrealized Gain Loss
-3000
Base Accrued Interest
916.67
Local Market Value
97000
Local Total Cost Amount
100000
Local Unrealized Gain Loss
-3000
Local Accrued Interest
916.67
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
6.5% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
575000.00
Base Market Value
545749.75
Base Total Cost
574925
Base Unrealized Gain Loss
-29175.25
Base Accrued Interest
9343.75
Local Market Value
545749.75
Local Total Cost Amount
574925
Local Unrealized Gain Loss
-29175.25
Local Accrued Interest
9343.75
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
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
6.5% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
474565.00
Base Total Cost
496250
Base Unrealized Gain Loss
-21685
Base Accrued Interest
8125
Local Market Value
474565
Local Total Cost Amount
496250
Local Unrealized Gain Loss
-21685
Local Accrued Interest
8125
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
6.5% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
400000.00
Base Market Value
379652.00
Base Total Cost
400062.5
Base Unrealized Gain Loss
-20410.5
Base Accrued Interest
6500
Local Market Value
379652
Local Total Cost Amount
400062.5
Local Unrealized Gain Loss
-20410.5
Local Accrued Interest
6500
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: CELULOSA ARAUCO CONSTITU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELULOSA ARAUCO CONSTITU
Security Description
4.5% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
9705000.00
Base Market Value
9627360.00
Base Total Cost
10496002.36
Base Unrealized Gain Loss
-868642.36
Base Accrued Interest
181968.75
Local Market Value
9627360
Local Total Cost Amount
10496002.36
Local Unrealized Gain Loss
-868642.36
Local Accrued Interest
181968.75
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
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: CELULOSA ARAUCO CONSTITU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELULOSA ARAUCO CONSTITU
Security Description
3.875% 02 Nov 2027
Maturity Date
2027-11-02T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
8660000.00
Base Market Value
7956375.00
Base Total Cost
9451991.25
Base Unrealized Gain Loss
-1495616.25
Base Accrued Interest
54996.99
Local Market Value
7956375
Local Total Cost Amount
9451991.25
Local Unrealized Gain Loss
-1495616.25
Local Accrued Interest
54996.99
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
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: CELULOSA ARAUCO CONSTITU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELULOSA ARAUCO CONSTITU
Security Description
3.875% 02 Nov 2027
Interest Rate
3.875
Original Face
0
Shares Par Value
5200000.00
Base Market Value
4777500.00
Base Total Cost
5213000
Base Unrealized Gain Loss
-435500
Base Accrued Interest
33023.61
Local Market Value
4777500
Local Total Cost Amount
5213000
Local Unrealized Gain Loss
-435500
Local Accrued Interest
33023.61
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
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: CELULOSA ARAUCO CONSTITU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELULOSA ARAUCO CONSTITU
Security Description
5.5% 02 Nov 2047
Interest Rate
5.5
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1248750.00
Base Total Cost
1563000
Base Unrealized Gain Loss
-314250
Base Accrued Interest
13520.83
Local Market Value
1248750
Local Total Cost Amount
1563000
Local Unrealized Gain Loss
-314250
Local Accrued Interest
13520.83
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
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: CEMEX SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEMEX SAB DE CV
Security Description
5.45% 19 Nov 2029
Maturity Date
2029-11-19T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
800000.00
Base Market Value
711200.00
Base Total Cost
812814
Base Unrealized Gain Loss
-101614
Base Accrued Interest
5086.67
Local Market Value
711200
Local Total Cost Amount
812814
Local Unrealized Gain Loss
-101614
Local Accrued Interest
5086.67
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
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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